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Unbiased parameter estimation of the Neyman-Scott model for rainfall simulation with related confidence interval

Publications associées (65)

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Estimation of phase derivative using adaptive window spectrogram

Pramod Rastogi, Sai Siva Gorthi

The paper introduces an adaptive-window-spectrogram-based method to directly estimate the phase derivative from a single fringe pattern. The proposed method relies on estimating the phase derivative using spectrogram peak detection for a set of different w ...

2010

Support Recovery in Compressed Sensing: An Estimation Theoretic Approach

Martin Vetterli, Amin Karbasi, Ali Hormati

Compressed sensing (CS) deals with the reconstruction of sparse signals from a small number of linear measurements. One of the main challenges in CS is to find the support of a sparse signal from a set of noisy observations. In the CS literature, several i ...

2009

Support Recovery in Compressed Sensing: An Estimation Theoretic Approach

Martin Vetterli, Amin Karbasi, Ali Hormati

2009

Robust inference for generalized linear models

Sahar Hosseinian Ehrensberger

Generalized Linear Models have become a commonly used tool of data analysis. Such models are used to fit regressions for univariate responses with normal, gamma, binomial or Poisson distribution. Maximum likelihood is generally applied as fitting method. I ...

EPFL2009

Multi-level diffusion adaptive networks

Ali H. Sayed

We study the problem of distributed estimation, where a set of nodes are required to collectively estimate some parameter of interest from their measurements. Diffusion algorithms have been shown to achieve good performance, increased robustness and are am ...

IEEE2009

Anisotropic error control for environmental applications

Luca Dede'

In this paper we aim at controlling physically meaningful quantities with emphasis on environmental applications. This is carried out by an efficient numerical procedure combining the goal-oriented framework [R. Becker, R. Rannacher, An optimal control app ...

Elsevier2008

Les mathématiques financières robustes, le maritime et les FFA

Jérôme Reboulleau

Powerful mathematical tools have been developed for trading in stocks and bonds, but other markets that are equally important for the globalized world have to some extent been neglected. We decided to study the shipping market as an new area of development ...

EPFL2008

Redescending M-estimators

Stephan Morgenthaler

in finite sample studies redescending M-estimators outperform bounded M-estimators (see for example, Andrews et al. [1972. Robust Estimates of Location. Princeton University Press, Princeton]). Even though redescenders arise naturally out of the maximum li ...

Elsevier2008

Closed-loop Identification of Multivariable Systems: With or Without Excitation of All References?

Dominique Bonvin, Alireza Karimi, Ljubisa Miskovic

A variance analysis of the parameters of a plant, belonging to a class of multivariable systems, estimated in closed-loop operation is performed. More specifically, having in mind the control applications where it is not desirable to excite all external re ...

2008

Innovations-Based Sampling Over Spatially-Correlated Sensors

Ali H. Sayed

e consider an estimation network of many distributed sensors, where each senor takes a noisy measurement of some unknown parameter. Due to energy limitation, the network selects only a subset of sensors for data fusion as long as the distortion is tolerabl ...

IEEE2007