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Binding : Taschenbuch, Label : Cujas, Publisher : Cujas, PackageQuantity : 1, medium : Taschenbuch, publicationDate : 2000-05-03, authors : Claude Bouzitat, Gilles Pagès, Pierre Bouzitat, ISBN : 2254917099

The papers in this volume were presented at an International Symposium on Optimal Estimation in Approximation Theory which was held in Freudenstadt, Federal Republic of Germany, September 27-29, 1976. The symposium was sponsored by the IBM World Trade Europe/Middle East/Africa Corporation, Paris, and IBM Germany. On behalf of all the participants we wish to express our appreciation to the spon­ sors for their generous support. In the past few years the quantification of the notion of com­ plexity for various important computational procedures (e. g. multi­ plication of numbers or matrices) has been widely studied. Some such concepts are necessary ingredients in the quest for optimal, or nearly optimal, algorithms. The purpose of this symposium was to present recent results of similar character in the field or ap­ proximation theory, as well as to describe the algorithms currently being used in important areas of application of approximation theory such as: crystallography, data transmission systems, cartography, reconstruction from x-rays, planning of radiation treatment, optical perception, analysis of decay processes and inertial navigation system control. It was the hope of the organizers that this con­ frontation of theory and practice would be of benefit to both groups. Whatever success th•~ symposium had is due, in no small part, to the generous and wise scientific counsel of Professor Helmut Werner, to whom the organizers are most grateful. Dr. T. J. Rivlin Dr. P. Schweitzer IBM T. J. Watson Research Center IBM Germany Scientific and Education Programs Yorktown Heights, N. Y.

Since the publication in 1983 of Theory of Point Estimation, much new work has made it desirable to bring out a second edition. The inclusion of the new material has increased the length of the book from 500 to 600 pages; of the approximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition. This includes the addition of new sections on Equivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Other major additions deal with new developments concerning the information in equality and simultaneous and shrinkage estimation. The Notes at the end of each chapter now provide not only bibliographic and historical material but also introductions to recent development in point estimation and other related topics which, for space reasons, it was not possible to include in the main text. The problem sections also have been greatly expanded. On the other hand, to save space most of the discussion in the first edition on robust estimation (in particu lar L, M, and R estimators) has been deleted. This topic is the subject of two excellent books by Hampel et al (1986) and Staudte and Sheather (1990). Other than subject matter changes, there have been some minor modifications in the presentation.

Since the publication in 1983 of Theory of Point Estimation, much new work has made it desirable to bring out a second edition. The inclusion of the new material has increased the length of the book from 500 to 600 pages; of the approximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition. This includes the addition of new sections on Equivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Other major additions deal with new developments concerning the information in equality and simultaneous and shrinkage estimation. The Notes at the end of each chapter now provide not only bibliographic and historical material but also introductions to recent development in point estimation and other related topics which, for space reasons, it was not possible to include in the main text. The problem sections also have been greatly expanded. On the other hand, to save space most of the discussion in the first edition on robust estimation (in particu lar L, M, and R estimators) has been deleted. This topic is the subject of two excellent books by Hampel et al (1986) and Staudte and Sheather (1990). Other than subject matter changes, there have been some minor modifications in the presentation.

Since the publication in 1983 of Theory of Point Estimation, much new work has made it desirable to bring out a second edition. The inclusion of the new material has increased the length of the book from 500 to 600 pages; of the approximately 1000 references about 25% have appeared since 1983. The greatest change has been the addition to the sparse treatment of Bayesian inference in the first edition. This includes the addition of new sections on Equivariant, Hierarchical, and Empirical Bayes, and on their comparisons. Other major additions deal with new developments concerning the information in equality and simultaneous and shrinkage estimation. The Notes at the end of each chapter now provide not only bibliographic and historical material but also introductions to recent development in point estimation and other related topics which, for space reasons, it was not possible to include in the main text. The problem sections also have been greatly expanded. On the other hand, to save space most of the discussion in the first edition on robust estimation (in particu lar L, M, and R estimators) has been deleted. This topic is the subject of two excellent books by Hampel et al (1986) and Staudte and Sheather (1990). Other than subject matter changes, there have been some minor modifications in the presentation.

In Software Project Estimation, author Dimitre Dimitrov extrapolates upon the most crucial steps in accurately and meaningfully forecasting the timeline and specs of promised deliverables to clients. A client’s positive experience with project delivery and implementation is a software organization’s calling card in the industry. The lifespan of a software project—from ideation to final installation—introduces dozens of potential pitfalls for a company’s track record, earnings, and overall team morale. However, these “pitfalls” are also opportunities to showcase strengths and to improve an organization’s product quality, and it all starts with project estimation. Reliable forecasting continues to present a challenge to even the most veteran teams and software development organizations. Dimitrov sets out to ease these common difficulties with invaluable methodology improvements and helpful visuals from his years of industry experience. Project managers—throughharnessing the power of hard data and statistics—have a new world of impactful forecasting at their fingertips. This approach brings security, predictability, and motivation within the team, while simultaneously greatly benefiting client trust and relationships. Software Project Estimation clarifies the common misunderstandings that materialize between making a promise, making a plan, and building a forecast backed by data. Learn how to create an intelligent software project forecast and use it to make timely decisions, apply measured project control, and confidently steer your ship toward your goals with Software Project Estimation. What You Will Learn Concepts related to software estimation, forecasting, and project control Ways in which you can positively affect the relationships among team members working on a software delivery project How to apply this forecasting model,within both agile and waterfall teams who have adopted sound engineering practices Who This Book is For This book is directly relevant to the roles of scrum masters and project managers, and provides practical tools for intelligent project control. The book is also valuable for business people who want insight into the type of problems that delivery teams face, and for programmers and other delivery team members who want to gain an understanding of the project manager’s day-to-day challenges.

Non-Linear Estimation is a handbook for the practical statistician or modeller interested in fitting and interpreting non-linear models with the aid of a computer. A major theme of the book is the use of 'stable parameter systems'; these provide rapid convergence of optimization algorithms, more reliable dispersion matrices and confidence regions for parameters, and easier comparison of rival models. The book provides insights into why some models are difficult to fit, how to combine fits over different data sets, how to improve data collection to reduce prediction variance, and how to program particular models to handle a full range of data sets. The book combines an algebraic, a geometric and a computational approach, and is illustrated with practical examples. A final chapter shows how this approach is implemented in the author's Maximum Likelihood Program, MLP.

In Software Project Estimation, author Dimitre Dimitrov extrapolates upon the most crucial steps in accurately and meaningfully forecasting the timeline and specs of promised deliverables to clients. A client’s positive experience with project delivery and implementation is a software organization’s calling card in the industry. The lifespan of a software project—from ideation to final installation—introduces dozens of potential pitfalls for a company’s track record, earnings, and overall team morale. However, these “pitfalls” are also opportunities to showcase strengths and to improve an organization’s product quality, and it all starts with project estimation. Reliable forecasting continues to present a challenge to even the most veteran teams and software development organizations. Dimitrov sets out to ease these common difficulties with invaluable methodology improvements and helpful visuals from his years of industry experience. Project managers—throughharnessing the power of hard data and statistics—have a new world of impactful forecasting at their fingertips. This approach brings security, predictability, and motivation within the team, while simultaneously greatly benefiting client trust and relationships. Software Project Estimation clarifies the common misunderstandings that materialize between making a promise, making a plan, and building a forecast backed by data. Learn how to create an intelligent software project forecast and use it to make timely decisions, apply measured project control, and confidently steer your ship toward your goals with Software Project Estimation. What You Will Learn Concepts related to software estimation, forecasting, and project control Ways in which you can positively affect the relationships among team members working on a software delivery project How to apply this forecasting model,within both agile and waterfall teams who have adopted sound engineering practices Who This Book is For This book is directly relevant to the roles of scrum masters and project managers, and provides practical tools for intelligent project control. The book is also valuable for business people who want insight into the type of problems that delivery teams face, and for programmers and other delivery team members who want to gain an understanding of the project manager’s day-to-day challenges.

Developed from a set of lecture notes by Professor Kamen and since developed and refined by both authors, this introductory yet comprehensive study is a prime example in its field. There are examples in the book that use MATLAB® and many of the problems discussed require the use of MATLABâ. The primary objective is to provide students with an extensive coverage of Wiener and Kalman filtering along with the development of least squares estimation, maximum likelihood estimation and maximum a posteriori estimation, based on discrete-time measurements. In the study of these estimation techniques there is a strong emphasis on how they interrelate and fit together to form a systematic development of optimal estimation. Also included in the text is a chapter on nonlinear filtering focusing on the extended Kalman filter and a recently-developed nonlinear estimator based on a block-form version of the Levenberg-Marquardt algorithm.

Developed from a set of lecture notes by Professor Kamen and since developed and refined by both authors, this introductory yet comprehensive study is a prime example in its field. There are examples in the book that use MATLAB® and many of the problems discussed require the use of MATLABâ. The primary objective is to provide students with an extensive coverage of Wiener and Kalman filtering along with the development of least squares estimation, maximum likelihood estimation and maximum a posteriori estimation, based on discrete-time measurements. In the study of these estimation techniques there is a strong emphasis on how they interrelate and fit together to form a systematic development of optimal estimation. Also included in the text is a chapter on nonlinear filtering focusing on the extended Kalman filter and a recently-developed nonlinear estimator based on a block-form version of the Levenberg-Marquardt algorithm.

Images contain information about the spatial properties of the scene they depict. When coupled with suitable assumptions, images can be used to infer thr- dimensional information. For instance, if the scene contains objects made with homogeneous material, such as marble, variations in image intensity can be - sociated with variations in shape, and hence the “shading” in the image can be exploited to infer the “shape” of the scene (shape from shading). Similarly, if the scene contains (statistically) regular structures, variations in image intensity can be used to infer shape (shape from textures). Shading, texture, cast shadows, - cluding boundaries are all “cues” that can be exploited to infer spatial properties of the scene from a single image, when the underlying assumptions are sat- ?ed. In addition, one can obtain spatial cues from multiple images of the same scene taken with changing conditions. For instance, changes in the image due to a moving light source are used in “photometric stereo,” changes in the image due to changes in the position of the cameras are used in “stereo,” “structure from motion,” and “motion blur. ” Finally, changes in the image due to changes in the geometry of the camera are used in “shape from defocus. ” In this book, we will concentrate on the latter two approaches, motion blur and defocus, which are referred to collectively as “accommodation cues.

Images contain information about the spatial properties of the scene they depict. When coupled with suitable assumptions, images can be used to infer thr- dimensional information. For instance, if the scene contains objects made with homogeneous material, such as marble, variations in image intensity can be - sociated with variations in shape, and hence the “shading” in the image can be exploited to infer the “shape” of the scene (shape from shading). Similarly, if the scene contains (statistically) regular structures, variations in image intensity can be used to infer shape (shape from textures). Shading, texture, cast shadows, - cluding boundaries are all “cues” that can be exploited to infer spatial properties of the scene from a single image, when the underlying assumptions are sat- ?ed. In addition, one can obtain spatial cues from multiple images of the same scene taken with changing conditions. For instance, changes in the image due to a moving light source are used in “photometric stereo,” changes in the image due to changes in the position of the cameras are used in “stereo,” “structure from motion,” and “motion blur. ” Finally, changes in the image due to changes in the geometry of the camera are used in “shape from defocus. ” In this book, we will concentrate on the latter two approaches, motion blur and defocus, which are referred to collectively as “accommodation cues.

This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and (generalized) Bayes estimation. It also presents Stein's unbiased risk estimator and the James-Stein estimator in the first chapter. In the following chapters, the authors consider estimation of the mean vector of a multivariate normal distribution in the known and unknown scale case when the covariance matrix is a multiple of the identity matrix and the loss is scaled squared error. The focus is on admissibility, inadmissibility, and minimaxity of (generalized) Bayes estimators, where particular attention is paid to the class of (generalized) Bayes estimators with respect to an extended Strawderman-type prior. For almost all results of this book, the authors present a self-contained proof. The book is helpful for researchers and graduate students in various fields requiring data analysis skills as well as in mathematical statistics.

This book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and (generalized) Bayes estimation. It also presents Stein's unbiased risk estimator and the James-Stein estimator in the first chapter. In the following chapters, the authors consider estimation of the mean vector of a multivariate normal distribution in the known and unknown scale case when the covariance matrix is a multiple of the identity matrix and the loss is scaled squared error. The focus is on admissibility, inadmissibility, and minimaxity of (generalized) Bayes estimators, where particular attention is paid to the class of (generalized) Bayes estimators with respect to an extended Strawderman-type prior. For almost all results of this book, the authors present a self-contained proof. The book is helpful for researchers and graduate students in various fields requiring data analysis skills as well as in mathematical statistics.

This book evolved from lectures, courses and workshops on missing data and small-area estimation that I presented during my tenure as the ?rst C- pion Fellow (2000–2002). For the Fellowship I proposed these two topics as areas in which the academic statistics could contribute to the development of government statistics, in exchange for access to the operational details and background that would inform the direction and sharpen the focus of a- demic research. After a few years of involvement, I have come to realise that the separation of ‘academic’ and ‘industrial’ statistics is not well suited to either party, and their integration is the key to progress in both branches. Most of the work on this monograph was done while I was a visiting l- turer at Massey University, Palmerston North, New Zealand. The hospitality and stimulating academic environment of their Institute of Information S- ence and Technology is gratefully acknowledged. I could not name all those who commented on my lecture notes and on the presentations themselves; apart from them, I want to thank the organisers and silent attendees of all the events, and, with a modicum of reluctance, the ‘grey ?gures’ who kept inquiring whether I was any nearer the completion of whatever stage I had been foolish enough to attach a date.

This book evolved from lectures, courses and workshops on missing data and small-area estimation that I presented during my tenure as the ?rst C- pion Fellow (2000–2002). For the Fellowship I proposed these two topics as areas in which the academic statistics could contribute to the development of government statistics, in exchange for access to the operational details and background that would inform the direction and sharpen the focus of a- demic research. After a few years of involvement, I have come to realise that the separation of ‘academic’ and ‘industrial’ statistics is not well suited to either party, and their integration is the key to progress in both branches. Most of the work on this monograph was done while I was a visiting l- turer at Massey University, Palmerston North, New Zealand. The hospitality and stimulating academic environment of their Institute of Information S- ence and Technology is gratefully acknowledged. I could not name all those who commented on my lecture notes and on the presentations themselves; apart from them, I want to thank the organisers and silent attendees of all the events, and, with a modicum of reluctance, the ‘grey ?gures’ who kept inquiring whether I was any nearer the completion of whatever stage I had been foolish enough to attach a date.

This monograph is concerned with the fitting of linear relationships in the context of the linear statistical model. As alternatives to the familiar least squared residuals procedure, it investigates the relationships between the least absolute residuals, the minimax absolute residual and the least median of squared residuals procedures. It is intended for graduate students and research workers in statistics with some command of matrix analysis and linear programming techniques.

This monograph is concerned with the fitting of linear relationships in the context of the linear statistical model. As alternatives to the familiar least squared residuals procedure, it investigates the relationships between the least absolute residuals, the minimax absolute residual and the least median of squared residuals procedures. It is intended for graduate students and research workers in statistics with some command of matrix analysis and linear programming techniques.

This book is concerned with the fault estimation problem for network systems. Firstly, to improve the existing adaptive fault estimation observer, a novel so-called intermediate estimator is proposed to identify the actuator or sensor faults in dynamic control systems with high accuracy and convergence speed. On this basis, by exploiting the properties of network systems such as multi-agent systems and large-scale interconnected systems, this book introduces the concept of distributed intermediate estimator; faults in different nodes can be estimated simultaneously; meanwhile, satisfactory consensus performances can be obtained via compensation based protocols. Finally, the characteristics of the new fault estimation methodology are verified and discussed by a series of experimental results on networked multi-axis motion control systems. This book can be used as a reference book for researcher and designer in the field of fault diagnosis and fault-tolerant control and can also be usedas a reference book for senior undergraduate and graduate students in colleges and universities.

This book is concerned with the fault estimation problem for network systems. Firstly, to improve the existing adaptive fault estimation observer, a novel so-called intermediate estimator is proposed to identify the actuator or sensor faults in dynamic control systems with high accuracy and convergence speed. On this basis, by exploiting the properties of network systems such as multi-agent systems and large-scale interconnected systems, this book introduces the concept of distributed intermediate estimator; faults in different nodes can be estimated simultaneously; meanwhile, satisfactory consensus performances can be obtained via compensation based protocols. Finally, the characteristics of the new fault estimation methodology are verified and discussed by a series of experimental results on networked multi-axis motion control systems. This book can be used as a reference book for researcher and designer in the field of fault diagnosis and fault-tolerant control and can also be usedas a reference book for senior undergraduate and graduate students in colleges and universities.