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Nonparametric Estimation of the Trend Function for Stochastic Processes Driven by Fractional Brownian Motion of the Second Kind
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作者 WANG Yihan ZHANG Xuekang 《应用数学》 北大核心 2024年第4期885-892,共8页
The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of co... The present paper deals with the problem of nonparametric kernel density estimation of the trend function for stochastic processes driven by fractional Brownian motion of the second kind.The consistency,the rate of convergence,and the asymptotic normality of the kernel-type estimator are discussed.Besides,we prove that the rate of convergence of the kernel-type estimator depends on the smoothness of the trend of the nonperturbed system. 展开更多
关键词 Nonparametric estimation Fractional Brownian motion Uniform consistency Asymptotic normality
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Topological optimization of metamaterial absorber based on improved estimation of distribution algorithm
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作者 TAO Shifei LIU Beichen +2 位作者 LIU Sixing WU Fan WANG Hao 《Journal of Systems Engineering and Electronics》 2025年第3期634-641,共8页
An improved estimation of distribution algorithm(IEDA)is proposed in this paper for efficient design of metamaterial absorbers.This algorithm establishes a probability model through the selected dominant groups and sa... An improved estimation of distribution algorithm(IEDA)is proposed in this paper for efficient design of metamaterial absorbers.This algorithm establishes a probability model through the selected dominant groups and samples from the model to obtain the next generation,avoiding the problem of building-blocks destruction caused by crossover and mutation.Neighboring search from artificial bee colony algorithm(ABCA)is introduced to enhance the local optimization ability and improved to raise the speed of convergence.The probability model is modified by boundary correction and loss correction to enhance the robustness of the algorithm.The proposed IEDA is compared with other intelligent algorithms in relevant references.The results show that the proposed IEDA has faster convergence speed and stronger optimization ability,proving the feasibility and effectiveness of the algorithm. 展开更多
关键词 METAMATERIAL topological optimization estimation of distribution algorithm
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A processing technique for accurate target angle estimation using wideband monopulse radars
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作者 CHEN Chengzeng LIU Dan +1 位作者 XU Xiaojian LU Yaobing 《Journal of Systems Engineering and Electronics》 2025年第2期370-379,共10页
Accurate target angle estimation is one of the chal-lenges for wideband radars due to the fact that target occupies multiple range bins,resulting in lower energy or signal to noise ratio in a single range bin.This pap... Accurate target angle estimation is one of the chal-lenges for wideband radars due to the fact that target occupies multiple range bins,resulting in lower energy or signal to noise ratio in a single range bin.This paper proposes a processing technique for enhanced accuracy of target angle estimates for wideband monopulse radars.Firstly,to accumulate the energy of the received echo signals from different scatterers on a target,the phase difference between different scatterers on a target is estimated using the minimum entropy phase estimation method combining with the correlation between adjacent pulses.Then,the monopulse ratio is obtained by using the signals from the accumulated sum and difference channels.The target angle is estimated by weighting the accumulated echo energy for accu-racy enhancement.Experimental results based on both numeri-cal simulation and measured data are presented to validate the effectiveness of the proposed technique. 展开更多
关键词 wideband radar target angle estimation adjacent pulses correlation.
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High-Precision Fish Pose Estimation Method Based on Improved HRNet
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作者 PENG Qiujun LI Weiran +1 位作者 LIU Yeqiang LI Zhenbo 《智慧农业(中英文)》 2025年第3期160-172,共13页
[Objective]Fish pose estimation(FPE)provides fish physiological information,facilitating health monitoring in aquaculture.It aids decision-making in areas such as fish behavior recognition.When fish are injured or def... [Objective]Fish pose estimation(FPE)provides fish physiological information,facilitating health monitoring in aquaculture.It aids decision-making in areas such as fish behavior recognition.When fish are injured or deficient,they often display abnormal behaviors and noticeable changes in the positioning of their body parts.Moreover,the unpredictable posture and orientation of fish during swimming,combined with the rapid swimming speed of fish,restrict the current scope of research in FPE.In this research,a FPE model named HPFPE is presented to capture the swimming posture of fish and accurately detect their key points.[Methods]On the one hand,this model incorporated the CBAM module into the HRNet framework.The attention module enhanced accuracy without adding computational complexity,while effectively capturing a broader range of contextual information.On the other hand,the model incorporated dilated convolution to increase the receptive field,allowing it to capture more spatial context.[Results and Discussions]Experiments showed that compared with the baseline method,the average precision(AP)of HPFPE based on different backbones and input sizes on the oplegnathus punctatus datasets had increased by 0.62,1.35,1.76,and 1.28 percent point,respectively,while the average recall(AR)had also increased by 0.85,1.50,1.40,and 1.00,respectively.Additionally,HPFPE outperformed other mainstream methods,including DeepPose,CPM,SCNet,and Lite-HRNet.Furthermore,when compared to other methods using the ornamental fish data,HPFPE achieved the highest AP and AR values of 52.96%,and 59.50%,respectively.[Conclusions]The proposed HPFPE can accurately estimate fish posture and assess their swimming patterns,serving as a valuable reference for applications such as fish behavior recognition. 展开更多
关键词 AQUACULTURE computer vision fish pose estimation key point attention mechanism
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Factor graph method for target state estimation in bearing-only sensor network
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作者 CHEN Zhan FANG Yangwang +1 位作者 ZHANG Ruitao FU Wenxing 《Journal of Systems Engineering and Electronics》 2025年第2期380-396,共17页
For target tracking and localization in bearing-only sensor network,it is an essential and significant challenge to solve the problem of plug-and-play expansion while stably enhancing the accuracy of state estimation.... For target tracking and localization in bearing-only sensor network,it is an essential and significant challenge to solve the problem of plug-and-play expansion while stably enhancing the accuracy of state estimation.This paper pro-poses a distributed state estimation method based on two-layer factor graph.Firstly,the measurement model of the bearing-only sensor network is constructed,and by investigating the observ-ability and the Cramer-Rao lower bound of the system model,the preconditions are analyzed.Subsequently,the location fac-tor graph and cubature information filtering algorithm of sensor node pairs are proposed for localized estimation.Building upon this foundation,the mechanism for propagating confidence mes-sages within the fusion factor graph is designed,and is extended to the entire sensor network to achieve global state estimation.Finally,groups of simulation experiments are con-ducted to compare and analyze the results,which verifies the rationality,effectiveness,and superiority of the proposed method. 展开更多
关键词 factor graph cubature information filtering bearing-only sensor network state estimation
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Attitude estimation for spacecraft docking based on EMVS array via PARAFAC algorithm
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作者 LIU Bingqi CHEN Guangdong +1 位作者 LIU Zhuhang SONG He 《Journal of Systems Engineering and Electronics》 2025年第3期623-633,共11页
A spacecraft attitude estimation method based on electromagnetic vector sensors(EMVS)array is proposed,which employs the orthogonally constrained parallel factor(PARAFAC)algorithm and makes use of measurements of the ... A spacecraft attitude estimation method based on electromagnetic vector sensors(EMVS)array is proposed,which employs the orthogonally constrained parallel factor(PARAFAC)algorithm and makes use of measurements of the two-dimensional direction-of-arrival(2D-DOA)and polarization angles,aiming to address the issues of incomplete,asynchronous,and inaccurate third-party reference used for attitude estimation in spacecraft docking missions by employing the electromagnetic wave’s three-dimensional(3D)wave structure as a complete third-party reference.Comparative analysis with state-ofthe-art algorithms shows significant improvements in estimation accuracy and computational efficiency with this algorithm.Numerical simulations have verified the effectiveness and superiority of this method.A high-precision,reliable,and cost-effective method for rapid spacecraft attitude estimation is provided in this paper. 展开更多
关键词 parallel factor(PARAFAC)analysis electromagnetic vector sensors attitude estimation state of polarization spacecraft docking
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Underdetermined direction of arrival estimation with nonuniform linear motion sampling based on a small unmanned aerial vehicle platform
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作者 Xinwei Wang Xiaopeng Yan +2 位作者 Tai An Qile Chen Dingkun Huang 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第3期352-363,共12页
Uniform linear array(ULA)radars are widely used in the collision-avoidance radar systems of small unmanned aerial vehicles(UAVs).In practice,a ULA's multi-target direction of arrival(DOA)estimation performance suf... Uniform linear array(ULA)radars are widely used in the collision-avoidance radar systems of small unmanned aerial vehicles(UAVs).In practice,a ULA's multi-target direction of arrival(DOA)estimation performance suffers from significant performance degradation owing to the limited number of physical elements.To improve the underdetermined DOA estimation performance of a ULA radar mounted on a small UAV platform,we propose a nonuniform linear motion sampling underdetermined DOA estimation method.Using the motion of the UAV platform,the echo signal is sampled at different positions.Then,according to the concept of difference co-array,a virtual ULA with multiple array elements and a large aperture is synthesized to increase the degrees of freedom(DOFs).Through position analysis of the original and motion arrays,we propose a nonuniform linear motion sampling method based on ULA for determining the optimal DOFs.Under the condition of no increase in the aperture of the physical array,the proposed method obtains a high DOF with fewer sampling runs and greatly improves the underdetermined DOA estimation performance of ULA.The results of numerical simulations conducted herein verify the superior performance of the proposed method. 展开更多
关键词 Unmanned aerial vehicle(UAV) Uniform linear array(ULA) Direction of arrival(DOA) Difference co-array Nonuniform linear motion sampling method
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Model-driven full system dynamics estimation of PMSM-driven chain shell magazine 被引量:1
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作者 Kai Wei Longmiao Chen Quan Zou 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第9期147-156,共10页
Based on the system dynamic model, a full system dynamics estimation method is proposed for a chain shell magazine driven by a permanent magnet synchronous motor(PMSM). An adaptive extended state observer(AESO) is pro... Based on the system dynamic model, a full system dynamics estimation method is proposed for a chain shell magazine driven by a permanent magnet synchronous motor(PMSM). An adaptive extended state observer(AESO) is proposed to estimate the unmeasured states and disturbance, in which the model parameters are adjusted in real time. Theoretical analysis shows that the estimation errors of the disturbances and unmeasured states converge exponentially to zero, and the parameter estimation error can be obtained from the extended state. Then, based on the extended state of the AESO, a novel parameter estimation law is designed. Due to the convergence of AESO, the novel parameter estimation law is insensitive to controllers and excitation signal. Under persistent excitation(PE) condition, the estimated parameters will converge to a compact set around the actual parameter value. Without PE signal, the estimated parameters will converge to zero for the extended state. Simulation and experimental results show that the proposed method can accurately estimate the unmeasured states and disturbance of the chain shell magazine, and the estimated parameters will converge to the actual value without strictly continuous PE signals. 展开更多
关键词 Chain shell magazine Full system dynamics estimation Disturbance estimation Parameter estimation Adaptive extended state observer
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Motion estimation in wide band synthetic aperture sonar based on the raw echo data using the method of displaced phase center antenna 被引量:3
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作者 JIANG Xiaokui, SUN Chao (Member, IEEE), FANG Jie (Institute of Acoustic Engineering, Northwestern Polytechnical University, Xi’an 710072, China) 《声学技术》 CSCD 2003年第z1期56-59,共4页
Phase errors in synthetic aperture sonar (SAS) imaging must be reduced to less than one eighth of a wavelength so as to avoid image destruction. Most of the phase errors occur as a result of platform motion errors, fo... Phase errors in synthetic aperture sonar (SAS) imaging must be reduced to less than one eighth of a wavelength so as to avoid image destruction. Most of the phase errors occur as a result of platform motion errors, for example, sway yaw and surge that are the most important error sources. The phase error of a wide band synthetic aperture sonar is modeled and solutions to sway yaw and surge motion estimation based on the raw sonar echo data with a Displaced Phase Center Antenna (DPCA) method are proposed and their implementations are detailed in this paper. It is shown that the sway estimates can be obtained from the correlation lag and phase difference between the returns at coincident phase centers. An estimate of yaw is also possible if such a technique is applied to more than one overlapping phase center positions. Surge estimates can be obtained by identifying pairs of phase centers with a maximum correlation coefficient. The method works only if the platform velocity is low enough such that a number of phase centers from adjacent pings overlap. 展开更多
关键词 sonar SYNTHETIC APERTURE SONAR (SAS) motion estimation RAW data DPCA.
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Nonlinear robust adaptive control for bidirectional stabilization system of all-electric tank with unknown actuator backlash compensation and disturbance estimation 被引量:1
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作者 Shusen Yuan Wenxiang Deng +1 位作者 Jianyong Yao Guolai Yang 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2024年第2期144-158,共15页
Since backlash nonlinearity is inevitably existing in actuators for bidirectional stabilization system of allelectric tank,it behaves more drastically in high maneuvering environments.In this work,the accurate trackin... Since backlash nonlinearity is inevitably existing in actuators for bidirectional stabilization system of allelectric tank,it behaves more drastically in high maneuvering environments.In this work,the accurate tracking control for bidirectional stabilization system of moving all-electric tank with actuator backlash and unmodeled disturbance is solved.By utilizing the smooth adaptive backlash inverse model,a nonlinear robust adaptive feedback control scheme is presented.The unknown parameters and unmodelled disturbance are addressed separately through the derived parametric adaptive function and the continuous nonlinear robust term.Because the unknown backlash parameters are updated via adaptive function and the backlash effect can be suppressed successfully by inverse operation,which ensures the system stability.Meanwhile,the system disturbance in the high maneuverable environment can be estimated with the constructed adaptive law online improving the engineering practicality.Finally,Lyapunov-based analysis proves that the developed controller can ensure the tracking error asymptotically converges to zero even with unmodeled disturbance and unknown actuator backlash.Contrast co-simulations and experiments illustrate the advantages of the proposed approach. 展开更多
关键词 Bidirectional stabilization system Robust control Adaptive control Backlash inverse Disturbance estimation
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6-DOF motion estimation using optical flow based on dual cameras 被引量:3
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作者 刘梦瑶 王岩 郭雷 《Journal of Central South University》 SCIE EI CAS CSCD 2017年第2期459-466,共8页
Because of its characteristics of simple algorithm and hardware, optical flow-based motion estimation has become a hot research field, especially in GPS-denied environment. Optical flow could be used to obtain the air... Because of its characteristics of simple algorithm and hardware, optical flow-based motion estimation has become a hot research field, especially in GPS-denied environment. Optical flow could be used to obtain the aircraft motion information, but the six-(degree of freedom)(6-DOF) motion still couldn't be accurately estimated by existing methods. The purpose of this work is to provide a motion estimation method based on optical flow from forward and down looking cameras, which doesn't rely on the assumption of level flight. First, the distribution and decoupling method of optical flow from forward camera are utilized to get attitude. Then, the resulted angular velocities are utilized to obtain the translational optical flow of the down camera, which can eliminate the influence of rotational motion on velocity estimation. Besides, the translational motion estimation equation is simplified by establishing the relation between the depths of feature points and the aircraft altitude. Finally, simulation results show that the method presented is accurate and robust. 展开更多
关键词 optical flow motion estimation dual cameras six degree-of-freedom(6-DOF)
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Robust design of sliding mode control for airship trajectory tracking with uncertainty and disturbance estimation 被引量:1
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作者 WASIM Muhammad ALI Ahsan +2 位作者 CHOUDHRY Mohammad Ahmad SHAIKH Inam Ul Hasan SALEEM Faisal 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2024年第1期242-258,共17页
The robotic airship can provide a promising aerostatic platform for many potential applications.These applications require a precise autonomous trajectory tracking control for airship.Airship has a nonlinear and uncer... The robotic airship can provide a promising aerostatic platform for many potential applications.These applications require a precise autonomous trajectory tracking control for airship.Airship has a nonlinear and uncertain dynamics.It is prone to wind disturbances that offer a challenge for a trajectory tracking control design.This paper addresses the airship trajectory tracking problem having time varying reference path.A lumped parameter estimation approach under model uncertainties and wind disturbances is opted against distributed parameters.It uses extended Kalman filter(EKF)for uncertainty and disturbance estimation.The estimated parameters are used by sliding mode controller(SMC)for ultimate control of airship trajectory tracking.This comprehensive algorithm,EKF based SMC(ESMC),is used as a robust solution to track airship trajectory.The proposed estimator provides the estimates of wind disturbances as well as model uncertainty due to the mass matrix variations and aerodynamic model inaccuracies.The stability and convergence of the proposed method are investigated using the Lyapunov stability analysis.The simulation results show that the proposed method efficiently tracks the desired trajectory.The method solves the stability,convergence,and chattering problem of SMC under model uncertainties and wind disturbances. 展开更多
关键词 AIRSHIP CHATTERING extended Kalman filter(EKF) model uncertainties estimation sliding mode controller(SMC)
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Fast motion estimation algorithm for H.264/AVC based on centered prediction 被引量:1
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作者 Wei Zhou Zhemin Duan Hongqi Hu 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2010年第6期1103-1110,共8页
H.264/AVC video coding standard can achieve roughly half of the bit-savings over MPEG2 and MPEG4 for a given quality. However, this comes at a cost in considerably increased complexity at the encoder and thus increase... H.264/AVC video coding standard can achieve roughly half of the bit-savings over MPEG2 and MPEG4 for a given quality. However, this comes at a cost in considerably increased complexity at the encoder and thus increases the difficulty in hardware implementation. The high redundancy that exists between the successive frames of a video sequence makes it possible to achieve a high data compression ratio. Motion estimation (ME) plays an important role in motion compensated video coding. A fast motion estimation algorithm for H.264/AVC is proposed based on centered prediction, called centered prediction based fast mixed search algorithm (CPFMS). It makes use of the spatial and temporal correlation in motion vector (MV) fields and feature of all-zero blocks to accelerate the searching process. With the initialized searching point prediction, adaptive search window changing and searching direction decision, CPFMS is provided to reduce computation in block-matching process. The experimental results show that the speed of CPFMS is nearly 12 times of FS with a negligible peak signal-noise ratio (PSNR) loss. Also, the efficiency of CPFMS outperforms some popular fast algorithms such as hybrid unsymmetrical cross multi-hexagongrid search and a novel multidirectional gradient descent search evidently. 展开更多
关键词 H.264/AVC motion estimation motion vectors early termination.
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A Correlation Tracking Algorithm Based on Template Partition Motion Estimation 被引量:1
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作者 徐一鸣 刘晓利 刘怡昕 《Defence Technology(防务技术)》 SCIE EI CAS 2009年第4期310-316,共7页
A correlation tracking algorithm based on template partition motion estimation proposed for improving real time performance of the conventional correlation matching algorithms. The target trajectory fitted using the l... A correlation tracking algorithm based on template partition motion estimation proposed for improving real time performance of the conventional correlation matching algorithms. The target trajectory fitted using the least square with equal space in whole interval and the target prediction point is found out. According to the requirements of block motion estimation(BME) algorithm,the template divided into some macro blocks. The searching process is conducted by using diamond search algorithm around the prediction point and the optimal motion vector of each block is calculated. A point corresponding to the motion vector with the best matching is taken as a rough matching point of the template. The relation of relative position between the block with matching point and the searching area determined to decide whether to conduct precise matching search or to construct a new search area in the gradient direction. The target tracking experiment results show that over 70% time cost can be reduced caompared with the conventional correlation matching algorithm based on full search method. 展开更多
关键词 computer application correlation matching target trajectory prediction block motion estimation diamond search
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Directionality based fast fractional pel motion estimation for H.264 被引量:2
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作者 Zhang Wei Fan Fen Wang Xiaoyang Zhu Weile 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2009年第3期457-462,共6页
Motion estimation is an important and intensive task in video coding applications. Since the complexity of integer pixel search has been greatly reduced by the numerous fast ME algorithm, the computation overhead requ... Motion estimation is an important and intensive task in video coding applications. Since the complexity of integer pixel search has been greatly reduced by the numerous fast ME algorithm, the computation overhead required by fractional pixel ME has become relatively significant. To reduce the complexity of the fractional pixel ME algorithm, a directionality-based fractional pixel ME algorithm is proposed. The proposed algorithm efficiently explores the neighborhood positions which with high probability to be the best matching around the minimum one and skips over other unlikely ones. Thus, the proposed algorithm can complete the search by examining only 3 points on appropriate condition instead of 17 search points in the search algorithm of reference software. The simulation results show that the proposed algorithm successfully optimizes the fractional-pixel motion search on both half and quarter-pixel accuracy and improves the processing speed with low PSNR penalty. 展开更多
关键词 fast encoding fractional pel motion search
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Hierarchical Search Motion Estimation Algorithms for Real-time Video Coding 被引量:2
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作者 Zhang Yong Yu Lu Zhou Feng Yao Qingdong (Zhejiang University, Hangzhou 310027) 《通信学报》 EI CSCD 北大核心 1998年第5期63-68,共6页
HierarchicalSearchMotionEstimationAlgorithmsforRealtimeVideoCodingZhangYongYuLuZhouFengYaoQingdong(ZhejiangU... HierarchicalSearchMotionEstimationAlgorithmsforRealtimeVideoCodingZhangYongYuLuZhouFengYaoQingdong(ZhejiangUniversity,Hangzh... 展开更多
关键词 图像编码 运动估计 分层搜索 视频通信
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Cooperative Navigation for Autonomous Underwater Vehicles Based on Estimation of Motion Radius Vectors 被引量:1
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作者 李闻白 刘明雍 +1 位作者 刘富樯 徐飞 《Defence Technology(防务技术)》 SCIE EI CAS 2011年第1期9-14,共6页
A cooperative navigation algorithm for a group of autonomous underwater vehicles is proposed on the basis of motion radius vector estimation.Combined the dead reckoning data with the mutual range data through an acous... A cooperative navigation algorithm for a group of autonomous underwater vehicles is proposed on the basis of motion radius vector estimation.Combined the dead reckoning data with the mutual range data through an acoustic communication network among the group members, the relative positioning problem can be solved. A novel approach for solving the relative positioning is presented by using a recursive trigonometry technique and extended Kalman filter(EKF). Simulation results verify the correctness and effectiveness of this navigation method. 展开更多
关键词 automatic control technology cooperative navigation autonomous underwater vehicle motion radius vector extended Kalman filter
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Beamspace maximum likelihood algorithm based on sum and difference beams for elevation estimation
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作者 CHEN Sheng ZHAO Yongbo +1 位作者 HU Yili PANG Xiaojiao 《Journal of Systems Engineering and Electronics》 SCIE CSCD 2024年第3期589-598,共10页
Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rare... Beamspace super-resolution methods for elevation estimation in multipath environment has attracted significant attention, especially the beamspace maximum likelihood(BML)algorithm. However, the difference beam is rarely used in superresolution methods, especially in low elevation estimation. The target airspace information in the difference beam is different from the target airspace information in the sum beam. And the use of difference beams does not significantly increase the complexity of the system and algorithms. Thus, this paper applies the difference beam to the beamformer to improve the elevation estimation performance of BML algorithm. And the direction and number of beams can be adjusted according to the actual needs. The theoretical target elevation angle root means square error(RMSE) and the computational complexity of the proposed algorithms are analyzed. Finally, computer simulations and real data processing results demonstrate the effectiveness of the proposed algorithms. 展开更多
关键词 elevation estimation BEAMSPACE multipath environment maximum likelihood
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Parameter Interval Estimation for Yule-Simon Distribution
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作者 DENG Wenli WANG Liming WANG Jinglong 《应用概率统计》 CSCD 北大核心 2024年第6期1000-1015,共16页
Yule-Simon distribution has a wide range of practical applications, such as in networkscience, biology and humanities. A lot of work focuses on the study of how well the empirical datafits Yule-Simon distribution or h... Yule-Simon distribution has a wide range of practical applications, such as in networkscience, biology and humanities. A lot of work focuses on the study of how well the empirical datafits Yule-Simon distribution or how to estimate the parameter. There are still some open problems,such as the error analysis of parameter estimation, the theoretical proof of the convergence of theiterative algorithm for maximum likelihood estimation of parameters. The Yule-Simon distributionis a heavy-tailed distribution and the parameter is usually less than 2, so the variance does notexist. This makes it difficult to give an interval estimation of the parameter. Using the compressiontransformation, this paper proposes a method of interval estimation based on the centrallimit theorem. This method can be applied to many heavy-tailed distributions. The other twoasymptotic confidence intervals of the parameter are obtained based on the maximum likelihoodand the mode method. These estimation methods are compared in simulations and applications toempirical data. 展开更多
关键词 Yule-Simon distribution maximum likelihood estimation confidence interval compression transformation
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Regularized Inverse Covariance Estimation for Longitudinal Data with Informative Dropout
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作者 YANG Shuning ZHENG Zhi ZHANG Weiping 《应用概率统计》 CSCD 北大核心 2024年第6期1016-1039,共24页
This paper proposes a novel method for estimating the sparse inverse covariance matrixfor longitudinal data with informative dropouts. Based on the modified Cholesky decomposition,the sparse inverse covariance matrix ... This paper proposes a novel method for estimating the sparse inverse covariance matrixfor longitudinal data with informative dropouts. Based on the modified Cholesky decomposition,the sparse inverse covariance matrix is modelled by the autoregressive regression model,which guarantees the positive definiteness of the covariance matrix. To account for the informativedropouts, we then propose a penalized estimating equation method using the inverse probabilityweighting approach. The informative dropout propensity parameters are estimated by the generalizedmethod of moments. The asymptotic properties are investigated for the resulting estimators.Finally, we illustrate the effectiveness and feasibility of the proposed method through Monte Carlosimulations and a practical application. 展开更多
关键词 penalized estimating function modified Cholesky decomposition DROPOUT inverse probability weighting
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