الصفحة 4
الصفحة 4
Econometric Analysis of Count Data
The book provides graduate students and researchers with an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. Proper count data probability models allow for rich inferences, both with respect to the stochastic count process that generated the data, and with respect to predicting the distribution of outcomes. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed from frequentist and Bayesian perspectives. Finally, applications are reviewed in fields such as economics, marketing, sociology, demography, and health sciences. The fifth edition contains several new topics, including copula functions, Poisson regression for non-counts, additional semi-parametric methods, and discrete factor models. Other sections have been reorganized, rewritten, and extended.
Earthquake Early Warning System
The book provides information on the major EEW systems in operation and on the state of the art of the different blocks forming an EW system: the rapid detection and estimation of the earthquake’s focal parameters, the signal transmission, the engineering interface and the information reliability/false alarm problem.
Dynamic Vision for Perception and Control of Motion
The book uniquely details an approach to real-time machine vision for the understanding of dynamic scenes, viewed from a moving platform that begins with spatio-temporal representations of motion for hypothesized objects whose parameters are adjusted by well-known prediction error feedback and recursive estimation techniques. A coherent and up-to-date coverage of the subject matter is presented, with the machine vision and control aspects detailed, along with reports on the mission performance of the first vehicles using these innovative techniques built at Munich. Pointers to the future development and likely applications of this hugely important field of research are presented.
Discrete-Time Markov Chains : Two-Time-Scale Methods and Applications
The motivation stems from existing and emerging applications in optimization and control of complex hybrid Markovian systems in manufacturing, wireless communication, and financial engineering. Much effort in this book is devoted to designing system models arising from these applications, analyzing them via analytic and probabilistic techniques, and developing feasible computational algorithms so as to reduce the inherent complexity. This book presents results including asymptotic expansions of probability vectors, structural properties of occupation measures, exponential bounds, aggregation and decomposition and associated limit processes, and interface of discrete-time and continuous-time systems. One of the salient features is that it contains a diverse range of applications on filtering, estimation, control, optimization, and Markov decision processes, and financial engineering.
Digital Phase Lock Loops : Architectures and Applications
This exciting new book covers various types of digital phase lock loops. It presents a comprehensive coverage of a new class of digital phase lock loops called the time delay tanlock loop (TDTL). It also details a number of architectures that improve the performance of the TDTL through adaptive techniques that overcome the conflicting requirements of the locking rage and speed of acquisition. These requirements are of paramount importance in many applications including wireless communications, consumer electronics and others. Digital Phase Lock Loops then illustrates the process of converting the TDTL class of digital phase lock loops for implementation on an FPGA-based reconfigurable system. These devices are being utilized in software-defined radio, DSP-based designs and many other communication and electronic systems to implement complex high-speed algorithms.
Development and characterization of a dispersion-encoded method for low-coherence interferometry
This book discusses an extension to low-coherence interferometry by dispersion-encoding. The approach is theoretically designed and implemented for applications such as surface profilometry, polymeric cross-linking estimation and the determination of thin-film layer thicknesses. During a characterization, it was shown that an axial measurement range of 79.91 µm with an axial resolution of 0.1 nm is achievable. Simultaneously, profiles of up to 1.5 mm in length were obtained in a scan-free manner. This marked a significant improvement in relation to the state-of-the-art in terms of dynamic range.
Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. A special section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by some specialists of the field, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field. The first part of the book considers some recent developments on weak dependent time series, including some new results for Markov chains as well as some developments on new notions of weak dependence. This part also intends to fill a gap between the probability and statistical literature and the dynamical system literature. The second part presents some new results on strong dependence with a special emphasis on non-linear processes and random fields currently encountered in applications. Finally, in the last part, some general estimation problems are investigated, ranging from rate of convergence of maximum likelihood estimators to efficient estimation in parametric or non-parametric time series models, with an emphasis on applications with non-stationary data.
Data assimilation fundamentals : A unified formulation of the state and parameter estimation problem
This textbook's significant contribution is the unified derivation of data-assimilation techniques from a common fundamental and optimal starting point, namely Bayes' theorem. Unique for this book is the "top-down" derivation of the assimilation methods. It starts from Bayes theorem and gradually introduces the assumptions and approximations needed to arrive at today's popular data-assimilation methods. This strategy is the opposite of most textbooks and reviews on data assimilation that typically take a bottom-up approach to derive a particular assimilation method.
Data Assimilation : The Ensemble Kalman Filter
Data Assimilation comprehensively covers data assimilation and inverse methods, including both traditional state estimation and parameter estimation. This text and reference focuses on various popular data assimilation methods, such as weak and strong constraint variational methods and ensemble filters and smoothers. It is demonstrated how the different methods can be derived from a common theoretical basis, as well as how they differ and/or are related to each other, and which properties characterize them, using several examples.It presents the mathematical framework and derivations in a way which is common for any discipline where dynamics is merged with measurements. The mathematics level is modest, although it requires knowledge of basic spatial statistics, Bayesian statistics, and calculus of variations. Readers will also appreciate the introduction to the mathematical methods used and detailed derivations, which should be easy to follow, are given throughout the book. The codes used in several of the data assimilation experiments are available on a web page.The focus on ensemble methods, such as the ensemble Kalman filter and smoother, also makes it a solid reference to the derivation, implementation and application of such techniques. Much new material, in particular related to the formulation and solution of combined parameter and state estimation problems and the general properties of the ensemble algorithms, is available here for the first time.
Cosmic Ray Neutron Sensing : Estimation of Agricultural Crop Biomass Water Equivalent
Provides methods for the estimation of Biomass Water Equivalent (BEW), an essential step for improving the accuracy of area-wide soil moisture by cosmic-ray neutron sensors (CRNS). Three techniques are explained in detail: (i) traditional in-situ destructive sampling, (ii) satellite based remote sensing of plant surfaces, and (iii) biomass estimation via the use of the CRNS itself. The advantages and disadvantages of each method are discussed along with step by step instructions on proper procedures and implementation.
Control Theory in Physics and other Fields of Science : Concepts, Tools, and Applications
This book covers systematically and in a simple language the mathematical and physical foundations of controlling deterministic and stochastic evolutionary processes in systems with a high degree of complexity. Strong emphasis is placed on concepts, methods and techniques for modelling, assessment and the solution or estimation of control problems in an attempt to understand the large variability of these problems in several branches of physics, chemistry and biology as well as in technology and economics. The main focus of the book is on a clear physical and mathematical understanding of the dynamics and kinetics behind several kinds of control problems and their relation to self-organizing principles in complex systems. The book is a modern introduction and a helpful tool for researchers, engineers as well as post-docs and graduate students interested in an application oriented control theory and related topics.
Control of Turbulent and Magnetohydrodynamic Channel Flows : Boundary Stabilization and State Estimation
This monograph presents new constructive design methods for boundary stabilization and boundary estimation for several classes of benchmark problems in flow control, with potential applications to turbulence control, weather forecasting, and plasma control. The basis of the approach used in the work is the recently developed continuous backstepping method for parabolic partial differential equations, expanding the applicability of boundary controllers for flow systems from low Reynolds numbers to high Reynolds number conditions. Efforts in flow control over the last few years have led to a wide range of developments in many different directions, but most implementable developments thus far have been obtained using discretized versions of the plant models and finite-dimensional control techniques. In contrast, the design methods examined in this book are based on the “continuum” version of the backstepping approach, applied to the PDE model of the flow.
Control and Estimation of Systems with Input/Output Delays
Time delays exist in many engineering systems such as transportation, communication, process engineering and networked control systems. This monograph presents simple analytical solutions to control and estimation problems for systems with multiple i/o delays via elementary tools such as projection.
Continuous time processes for finance : Switching, self-exciting, fractional and other recent dynamics
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets. After a presentation of their mathematical features and applications to stocks and interest rates, the estimation with the Hamilton filter and Markov Chain Monte-Carlo algorithm (MCMC) is detailed. A second part focuses on self-excited processes for modeling the clustering of shocks in financial markets.
Construction and analysis of safe, secure, and interoperable smart devices ; Vol. 3362 : International workshop, CASSIS 2004, Marseille, France, March 10-14, 2004, Revised Selected Papers
History based access control and secure information flow / The spec# programming system / Mastering test generation from smart card software formal models / A mechanism for secure, fine-grained dynamic provisioning of applications on small devices / A type system for checking applet isolation in java card / Verification of safety properties in the presence of transactions / Modelling mobility aspects of security policies / Smart devices for next generation mobile services / A flexible framework for the estimation of coverage metrics in explicit state software model checking / Combining several paradigms for circuit validation and verification / Smart card research perspectives
Constrained Control and Estimation : An Optimisation Approach
Using the principal tools of prediction and optimisation, this work gives the examples of how to deal with constraints, placing emphasis on model predictive control. It contains results that combine a number of methods, enabling you to build on your background in estimation theory, linear control, stability theory and state-space methods.
Concise Guide to Quantum Computing : Algorithms, Exercises, and Implementations
This textbook is intended for practical, laboratory sessions associated with the course of quantum computing and quantum algorithms, as well as for self-study. It contains basic theoretical concepts and methods for solving basic types of problems and gives an overview of basic qubit operations, entangled states, quantum circuits, implementing functions, quantum Fourier transform, phase estimation, etc. The book serves as a basis for the application of new information technologies in education and corporate technical training: theoretical material and examples of practical problems, as well as exercises with, in most cases, detailed solutions, have relation to information technologies. A large number of detailed examples serve to better develop professional competencies in computer science.
Concentration inequalities and model selection ; Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003
An overview of a non-asymptotic theory for model selection is given here and some selected applications to variable selection, change points detection and statistical learning are discussed. This volume reflects the content of the course given by P. Massart in St. Flour in 2003.
Computer-Aided Highway Engineering
Aimed at developing professional knowledge in the field of highway engineering with adequate skills in planning, designing and implementation of the highway project with an exposure of hands on training of computer software in designing the worldwide road infrastructures. It discusses Digital Terrain Model (DTM) using satellite data including highway geometric, pavement and tunnel design, supported by relevant tutorials. Quantity estimation, cost estimation and production of various types of construction drawings are described in detail with theory and tutorials backed by real project data. Recognizes the role of information and computer technology in various aspects of highway design. Reviews different tasks for feasibility studies and DPR with software applications. Explores topographic survey, Digital Terrain Model (DTM) and highway geometrics and, pavement and drainage design. Discusses project estimations for various revisions of the engineering work. Includes HEADS Pro along with chapter wise tutorials containing design and field data, tutorial guides and various tutorial videos.
Computer vision : Algorithms and applications
Explores the variety of techniques used to analyze and interpret images. It also describes challenging real-world applications where vision is being successfully used, both in specialized applications such as image search and autonomous navigation, as well as for fun, consumer-level tasks that students can apply to their own personal photos and videos. Suitable for an upper-level undergraduate or graduate-level course in computer science or engineering, this textbook focuses on basic techniques that work under real-world conditions and encourages students to push their creative boundaries. Its design and exposition also make it eminently suitable as a unique reference to the fundamental techniques and current research literature in computer vision.
