Rethinking Biased Estimation

Rethinking Biased Estimation PDF Author: Yonina C. Eldar
Publisher: Now Publishers Inc
ISBN: 1601981309
Category : Mathematics
Languages : en
Pages : 159

Book Description
Rethinking Biased Estimation discusses methods to improve the accuracy of unbiased estimators used in many signal processing problems. At the heart of the proposed methodology is the use of the mean-squared error (MSE) as the performance criteria. One of the prime goals of statistical estimation theory is the development of performance bounds when estimating parameters of interest in a given model, as well as constructing estimators that achieve these limits. When the parameters to be estimated are deterministic, a popular approach is to bound the MSE achievable within the class of unbiased estimators. Although it is well-known that lower MSE can be obtained by allowing for a bias, in applications it is typically unclear how to choose an appropriate bias. Rethinking Biased Estimation introduces MSE bounds that are lower than the unbiased Cramer-Rao bound (CRB) for all values of the unknowns. It then presents a general framework for constructing biased estimators with smaller MSE than the standard maximum-likelihood (ML) approach, regardless of the true unknown values. Specializing the results to the linear Gaussian model, it derives a class of estimators that dominate least-squares in terms of MSE. It also introduces methods for choosing regularization parameters in penalized ML estimators that outperform standard techniques such as cross validation.

Statistical Rethinking

Statistical Rethinking PDF Author: Richard McElreath
Publisher: CRC Press
ISBN: 1315362619
Category : Mathematics
Languages : en
Pages : 488

Book Description
Statistical Rethinking: A Bayesian Course with Examples in R and Stan builds readers’ knowledge of and confidence in statistical modeling. Reflecting the need for even minor programming in today’s model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work. The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation. By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling. Web Resource The book is accompanied by an R package (rethinking) that is available on the author’s website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.

Rethinking Mathematics

Rethinking Mathematics PDF Author: Eric Gutstein
Publisher: Rethinking Schools
ISBN: 0942961544
Category : Mathematics
Languages : en
Pages : 192

Book Description
In this unique collection, more than 30 articles show how to weave social justice issues throughout the mathematics curriculum, as well as how to integrate mathematics into other curricular areas. Rethinking Mathematics offers teaching ideas, lesson plans, and reflections by practitioners and mathematics educators. This is real-world math-math that helps students analyze problems as they gain essential academic skills. This book offers hope and guidance for teachers to enliven and strengthen their math teaching. It will deepen students' understanding of society and help prepare them to be critical, active participants in a democracy. Blending theory and practice, this is the only resource of its kind.

Multicollinearity and biased estimation

Multicollinearity and biased estimation PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description


Rethinking Valuation and Pricing Models

Rethinking Valuation and Pricing Models PDF Author: Carsten Wehn
Publisher: Academic Press
ISBN: 0124158757
Category : Business & Economics
Languages : en
Pages : 658

Book Description
It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issues Singles out key factors one must consider when valuing or calculating risks in the post-crisis environment Presents material in a homogenous, practical, clear, and not overly technical manner

Sampling Theory

Sampling Theory PDF Author: Yonina C. Eldar
Publisher: Cambridge University Press
ISBN: 1316060594
Category : Technology & Engineering
Languages : en
Pages : 837

Book Description
Covering the fundamental mathematical underpinnings together with key principles and applications, this book provides a comprehensive guide to the theory and practice of sampling from an engineering perspective. Beginning with traditional ideas such as uniform sampling in shift-invariant spaces and working through to the more recent fields of compressed sensing and sub-Nyquist sampling, the key concepts are addressed in a unified and coherent way. Emphasis is given to applications in signal processing and communications, as well as hardware considerations, throughout. With 200 worked examples and over 200 end-of-chapter problems, this is an ideal course textbook for senior undergraduate and graduate students. It is also an invaluable reference or self-study guide for engineers and students across industry and academia.

Handbook of Position Location

Handbook of Position Location PDF Author: Reza Zekavat
Publisher: John Wiley & Sons
ISBN: 1119434602
Category : Science
Languages : en
Pages : 1573

Book Description
A comprehensive review of position location technology — from fundamental theory to advanced practical applications Positioning systems and location technologies have become significant components of modern life, used in a multitude of areas such as law enforcement and security, road safety and navigation, personnel and object tracking, and many more. Position location systems have greatly reduced societal vulnerabilities and enhanced the quality of life for billions of people around the globe — yet limited resources are available to researchers and students in this important field. The Handbook of Position Location: Theory, Practice, and Advances fills this gap, providing a comprehensive overview of both fundamental and cutting-edge techniques and introducing practical methods of advanced localization and positioning. Now in its second edition, this handbook offers broad and in-depth coverage of essential topics including Time of Arrival (TOA) and Direction of Arrival (DOA) based positioning, Received Signal Strength (RSS) based positioning, network localization, and others. Topics such as GPS, autonomous vehicle applications, and visible light localization are examined, while major revisions to chapters such as body area network positioning and digital signal processing for GNSS receivers reflect current and emerging advances in the field. This new edition: Presents new and revised chapters on topics including localization error evaluation, Kalman filtering, positioning in inhomogeneous media, and Global Positioning (GPS) in harsh environments Offers MATLAB examples to demonstrate fundamental algorithms for positioning and provides online access to all MATLAB code Allows practicing engineers and graduate students to keep pace with contemporary research and new technologies Contains numerous application-based examples including the application of localization to drone navigation, capsule endoscopy localization, and satellite navigation and localization Reviews unique applications of position location systems, including GNSS and RFID-based localization systems The Handbook of Position Location: Theory, Practice, and Advances is valuable resource for practicing engineers and researchers seeking to keep pace with current developments in the field, graduate students in need of clear and accurate course material, and university instructors teaching the fundamentals of wireless localization.

Rethinking WIC

Rethinking WIC PDF Author: Douglas J. Besharov
Publisher: American Enterprise Institute
ISBN: 9780844741499
Category : Health & Fitness
Languages : en
Pages : 206

Book Description
This book analyzes the research on the effectiveness of the Special Supplemental Nutrition Program for Women, Infants, and Children.

Rethinking the Resource Curse

Rethinking the Resource Curse PDF Author: Benjamin Smith
Publisher: Cambridge University Press
ISBN: 1108788033
Category : Political Science
Languages : en
Pages : 156

Book Description
This Element documents the diversity and dissensus of scholarship on the political resource curse, diagnoses its sources, and directs scholarly attention towards what the authors believe will be more fruitful avenues of future research. In the scholarship to date, there is substantial regional heterogeneity and substantial evidence denying the existence of a political resource curse. This dissensus is located in theory, measure, and research design, especially regarding measurement error and endogenous selection. The work then turns to strategies for reconnecting research on resource politics to the broader literature on democratic development. Finally, the results of the authors' own research is presented, showing that a set of historically contingent events in the Middle East and North Africa are at the root of what has been mistaken for a global political resource curse.

Comparison of Some Biased Estimation Methods (including Ordinary Subset Regression) in the Linear Model

Comparison of Some Biased Estimation Methods (including Ordinary Subset Regression) in the Linear Model PDF Author: Steven M. Sidik
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 50

Book Description