Publications des institutions partenaires
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Constrained Expectation-Maximization Algorithm for Stochastic Inertial Error Modeling: Study of Feasibility
Stochastic modeling is a challenging task for low-cost sensors which errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and diffcult. For example, first-order Gauss-Markov processes are very often used in inertial sensor models. But the estimation of their parameters is a non-trivial task if the error structure is…
Institution partenaire
English / 01/01/2011
Generalized Method of Wavelet Moments
This paper presents a new estimation method for the parameters of a model generating times series. Given some conditions on the form of the power spectral density associated to the process, it is possible to indirectly recover pa- rameter estimates from wavelet variances (WV) associated to the process. We propose an optimization criterion based on a standardized distance between the…
Institution partenaire
English / 01/01/2011
Statistical modelling of radio audience data: a parametric approach
In this thesis, we develop models to analyze zero-inflated truncated heavy-tailed dependent data to fit radio audience data in Switzerland. These models are able to explain, by means of covariates, both the probability of observing a positive outcome and the mean of the positive outcomes, which respectively correspond to the audience indicators of reach and of time spent listening.…
Institution partenaire
English / 01/01/2011
Robust VIF Regression
The sophisticated and automated means of data collection used by an increasing number of institutions and companies leads to extremely large datasets. Subset selection in regression is essential when a huge number of covariates can potentially explain a response variable of interest. The recent statistical literature has seen an emergence of new selection methods that provide some…
Institution partenaire
English / 01/01/2011
Explaining grassland biomass - the contribution of biodiversity and climate depends on fertilisation and mowing frequency
Institution partenaire
English / 01/01/2011
Economic Aspects and Social Drivers of Land Degradation
Institution partenaire
English / 01/01/2011
Improving Modeling of MEMS-IMUs Operating in GNSS-denied Conditions
Stochastic modeling is a challenging task for lowcost inertial sensors whose errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and difficult. We are currently investigating two approaches for bounding the errors in the mechanization. The first is an improved modeling of stochastic errors through the superposition…
Institution partenaire
English / 01/01/2011
Barycentric Bounds in Stochastic Programming : Theory and Application
The design and analysis of efficient approximation schemes is of fundamental importance in stochastic programming research. Bounding approximations are particularly popular for providing strict error bounds that can be made small by using partitioning techniques. In this article we develop a powerful bounding method for linear multistage stochastic programs with a generalized…
Institution partenaire
English / 01/01/2011
Acute appendicitis: prospective evaluation of a diagnostic algorithm integrating ultrasound and low-dose CT to reduce the need of standard CT.
To evaluate an algorithm integrating ultrasound and low-dose unenhanced CT with oral contrast medium (LDCT) in the assessment of acute appendicitis, to reduce the need of conventional CT.
Institution partenaire
English / 01/01/2011
Statistikübungen für Bachelor- und Masterstudenten: Ein Arbeitsbuch mit einer Einführung in R
Institution partenaire
Deutsch / 01/01/2011
Modeling the rigidity of client rate for non-maturing accounts
Institution partenaire
English / 28/08/2010
The Size Problem of Bootstrap Tests when the Null is Non- or Semiparametric
Institution partenaire
English / 01/01/2010
Generalized monotone additive latent variable models
For manifest variables with additive noise and for a given number of latent variables with an assumed distribution, we propose to nonparametrically estimate the association between latent and manifest variables. Our estimation is a two step procedure: first it employs standard factor analysis to estimate the latent variables as theoretical quantiles of the assumed distribution;…
Institution partenaire
English / 01/01/2010
Simple and Effective Boundary Correction for Kernel Densities and Regression with an Application to the World Income and Engel Curve Estimation
Institution partenaire
English / 01/01/2010
Smooth transition from mixed to fixed effects models
Institution partenaire
English / 01/01/2010
EuroCow, the Calibration and Orientation Workshop (Euro- pean Spatial Data Research)
This research presents methods for detecting and isolating faults in multiple Micro-Electro-Mechanical System (MEMS) Inertial Measurement Unit (IMU) configurations. Traditionally, in the inertial technology, the task Fault Detection and Isolation (FDI) is realized by the parity space method. However, this approach performs poorly with low-cost MEMS-IMUs, although, it provides…
Institution partenaire
English / 01/01/2010
Goodness-of-fit for Generalized Linear Latent Variables Models
Generalized Linear Latent Variables Models (GLLVM) enable the modeling of relationships between manifest and latent variables, where the manifest variables are distributed according to a distribution of the exponential family (e.g. binomial or normal) and to the multinomial distribution (for ordinal manifest variables). These models are widely used in social sciences. To test the…
Institution partenaire
English / 01/01/2010
Modeling client rate and volumes of non-maturing accounts
In this paper we develop models for the client rate and the volumes of non-maturing accounts. We test the hypothesis that movements in the client rate are dependent upon the market rates regime. We find that the responsiveness of the client rate is symmetric to changes in the short rate, but asymmetric to changes in the longer market rates. Furthermore, the speed of adjustment of the…
Institution partenaire
English / 01/01/2010
Modeling client rate and volumes of non-maturing savings accounts
Institution partenaire
English / 28/05/2009
Valuation of electricity swing options by multistage stochastic programming
Electricity swing options are Bermudan-style path-dependent derivatives on electrical energy. We consider an electricity market driven by several exogenous risk factors and formulate the pricing problem for a class of swing option contracts with energy and power limits as well as ramping constraints. Efficient numerical solution of the arising multistage stochastic program requires…
Institution partenaire
English / 01/04/2009
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