Results 51 to 60 of about 167,791 (166)

Estimation of the Cross-Covariance Function of Stationary Stochastic Processes [PDF]

The Egyptian Statistical Journal, 1978
The problem of estimating the cross-covariance function of two Gaussian stationary stochastic processes has been considered. Two estimators are proposed.
N. Abd Rabbo, A. Abdel Fattah, M. Gabre
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Adaptive Sampling for Learning Gaussian Processes Using Mobile Sensor Networks

Sensors, 2011
This paper presents a novel class of self-organizing sensing agents that adaptively learn an anisotropic, spatio-temporal Gaussian process using noisy measurements and move in order to improve the quality of the estimated covariance function.
Yunfei Xu, Jongeun Choi
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Discriminant analysis of Gaussian spatial data with exponential covariance structure

Lietuvos Matematikos Rinkinys, 2005
This paper considers the discrimination of the observation of the stationary Gaussian random field belonging to one of two populations with different means and covariance functions.
Kęstutis Dučinskas
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LÉVY-BASED ERROR PREDICTION IN CIRCULAR SYSTEMATIC SAMPLING

Image Analysis and Stereology, 2013
In the present paper, Lévy-based error prediction in circular systematic sampling is developed. A model-based statistical setting as in Hobolth and Jensen (2002) is used, but the assumption that the measurement function is Gaussian is relaxed.
Kristjana Ýr Jónsdóttir, Eva B. Vedel Jensen   +1 more
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Linear discriminant analysis of spatial Gaussian data with estimated anisotropy ratio

Lietuvos Matematikos Rinkinys, 2011
The paper deals with a problem of classification of Gaussian spatial data into one of two populations specified by different parametric mean models and common geometric anisotropic covariance function.
Lina Dreižienė
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On embedding set functions into covariance functions [PDF]

Transactions of the American Mathematical Society, 1973
We consider any continuous hermitian kernel M ( Δ
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Supervised Classification of the Scalar Gaussian Random Field Observations under a Deterministic Spatial Sampling Design

Austrian Journal of Statistics, 2016
Given training sample, the problem of classifying a scalar Gaussian random field observation into one of two populations specified by different parametric mean models and common parametric covariance function is considered.
Kestutis Ducinskas, Lina Dreiziene
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Estimation of functionals of sparse covariance matrices

The Annals of Statistics, 2015
Published at http://dx.doi.org/10.1214/15-AOS1357 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Fan, Jianqing, Rigollet, Philippe, Wang, Weichen   +2 more
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Karhunen–Loève Expansion Using a Parametric Model of Oscillating Covariance Function

Mathematics
The Karhunen–Loève (KL) expansion decomposes a stochastic process into a set of orthogonal functions with random coefficients. The basic idea of the decomposition is to solve the Fredholm integral equation associated with the covariance kernel of the ...
Vitaly Kober, Artyom Makovetskii, Sergei Voronin   +2 more
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Variance component estimates applying random regression models for test-day milk yield in Caracu heifers (Bos taurus Artiodactyla, Bovidae)

Genetics and Molecular Biology, 2008
Random regression models (RRM) were used to estimate covariance functions for 2,155 first-lactation milk yields of native Brazilian Caracu heifers. The models included contemporary group (defined as year-month of test and paddock) fixed effects, and ...
Lenira El Faro, Vera Lucia Cardoso, Lucia Galvão de Albuquerque   +2 more
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