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Self-exciting point processes, widely used to model arrival phenomena in nature and society, are often difficult to identify. The estimation becomes even more challenging when arrivals are recorded only as bin counts on a finite partition of the observatio ...
We discuss variance estimation by resampling in surveys in which data are missing. We derive a formula for jackknife linearization in the case of calibrated estimation with deterministic regression imputation, and compare the resulting variance estimates w ...
We propose a particle filter acoustic tracker to track multiple maneuvering targets using a state space formulation with a locally linear motion model. The observations are a batch of direction-of-arrival (DOA) estimates at various frequencies. The data li ...
We propose a particle filter tracker to track multiple maneuvering targets using a batch of range measurements. The state update is formulated through a locally linear motion model and the observability of the state vector is proved using geometrical argum ...
We apply the univariate sliced inverse regression to survival data. Our approach is different from the other papers on this subject. The right-censored observations are taken into account during the slicing of the survival times by assigning each of them w ...
Much research has been focused on the problem of achieving automatic speech recognition (ASR) which approaches human recognition performance in its level of robustness to noise and channel distortion. We present here a new approach to data modelling which ...
Much research has been focused on the problem of achieving automatic speech recognition (ASR) which approaches human recognition performance in its level of robustness to noise and channel distortion. We present here a new approach to data modelling which ...
Max-stable processes are increasingly widely used for modelling complex extreme events, but existing fitting methods are computationally demanding, limiting applications to a few dozen variables. r-Pareto processes are mathematically simpler and have the p ...
