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The best linear unbiased estimator (BLUE) is a popular statistical method adopted to combine multiple measurements of the same observable taking into account individual uncertainties and their correlation. The method is unbiased by…

数据分析、统计与概率 · 物理学 2015-01-19 Luca Lista

In a statistical analysis in Particle Physics, nuisance parameters can be introduced to take into account various types of systematic uncertainties. The best estimate of such a parameter is often modeled as a Gaussian distributed variable…

数据分析、统计与概率 · 物理学 2019-02-25 Glen Cowan

In the classic measurement error framework, covariates are contaminated by independent additive noise. This paper considers parameter estimation in such a linear errors-in-variables model where the unknown measurement error distribution is…

统计方法学 · 统计学 2023-10-24 Linh H. Nghiem , Cornelis J. Potgieter

The most accurate method to combine measurement from different experiments is to build a combined likelihood function and use it to perform the desired inference. This is not always possible for various reasons, hence approximate methods…

数据分析、统计与概率 · 物理学 2017-03-28 Luca Lista

The Kalman filter is an established tool for the analysis of dynamic systems with normally distributed noise, and it has been successfully applied in numerous application areas. It provides sequentially calculated estimates of the system…

系统与控制 · 计算机科学 2016-10-26 S. Eichstädt , N. Makarava , C. Elster

Accurate platform localization is an integral component of most robotic systems. As these robotic systems become more ubiquitous, it is necessary to develop robust state estimation algorithms that are able to withstand novel and…

机器人学 · 计算机科学 2019-10-15 Ryan M. Watson , Jason N. Gross , Clark N. Taylor , Robert C. Leishman

Gaussian mixture models (GMM) and support vector machines (SVM) are introduced to classify faults in a population of cylindrical shells. The proposed procedures are tested on a population of 20 cylindrical shells and their performance is…

人工智能 · 计算机科学 2007-05-23 Tshilidzi Marwala , Unathi Mahola , Snehashish Chakraverty

Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear…

机器学习 · 统计学 2016-07-27 A. Llera , D. Vidaurre , R. H. R. Pruim , C. F. Beckmann

The combination of a number of correlated estimates of a given observable is frequently performed using the Best Linear Unbiased Estimate (BLUE) method. Most features of such a combination can already be seen by analysing the special case…

数据分析、统计与概率 · 物理学 2015-06-18 Richard Nisius

We discuss the effect of large positive correlations in the combinations of several measurements of a single physical quantity using the Best Linear Unbiased Estimate (BLUE) method. We suggest a new approach for comparing the relative…

数据分析、统计与概率 · 物理学 2014-04-03 Andrea Valassi , Roberto Chierici

When averages of different experimental determinations of the same quantity are computed, each with statistical and systematic error components, then frequently the statistical and systematic components of the combined error are quoted…

数据分析、统计与概率 · 物理学 2015-10-28 Jens Erler

The cluster variation method (CVM) is a hierarchy of approximate variational techniques for discrete (Ising--like) models in equilibrium statistical mechanics, improving on the mean--field approximation and the Bethe--Peierls approximation,…

统计力学 · 物理学 2007-07-16 Alessandro Pelizzola

Unmeasured or latent variables are often the cause of correlations between multivariate measurements, which are studied in a variety of fields such as psychology, ecology, and medicine. For Gaussian measurements, there are classical tools…

机器学习 · 计算机科学 2022-01-28 Łukasz Kidziński , Francis K. C. Hui , David I. Warton , Trevor Hastie

Quantifying predictive uncertainty is essential for real world machine learning applications, especially in scenarios requiring reliable and interpretable predictions. Many common parametric approaches rely on neural networks to estimate…

机器学习 · 统计学 2026-03-31 Yang Yang , Chunlin Ji , Haoyang Li , Ke Deng

This paper addresses the statistical estimation of Gaussian Mixture Models (GMMs) with unknown diagonal covariances from independent and identically distributed samples. We employ the Beurling-LASSO (BLASSO), a convex optimization framework…

统计理论 · 数学 2026-05-14 Romane Giard , Yohann de Castro , Clément Marteau

The brisk progression of the industrial digital innovation, leading to high degree of automation and big data transfer in manufacturing technologies, demands continuous development of appropriate off-line metrology methods to support…

统计方法学 · 统计学 2021-07-29 Danilo Quagliotti

Uncertainty quantification for Particle Image Velocimetry (PIV) is critical for comparing flow fields with Computational Fluid Dynamics (CFD) results, and model design and validation. However, PIV features a complex measurement chain with…

流体动力学 · 物理学 2021-07-07 Lalit K. Rajendran , Sayantan Bhattacharya , Sally P. M. Bane , Pavlos P. Vlachos

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

统计理论 · 数学 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

We present a new subspace-based method to construct probabilistic models for high-dimensional data and highlight its use in anomaly detection. The approach is based on a statistical estimation of probability density using densities of…

机器学习 · 计算机科学 2021-08-16 Cetin Savkli , Catherine Schwartz

Vibration-based condition monitoring systems are receiving increasing attention due to their ability to accurately identify different conditions by capturing dynamic features over a broad frequency range. However, there is little research…

机器学习 · 计算机科学 2023-05-12 Philipp Sepin , Jana Kemnitz , Safoura Rezapour Lakani , Daniel Schall
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