On the selection of the tuning parameter of a moment estimator of the extreme value index

2013 ◽  
Author(s):  
Frederico Caeiro ◽  
M. Ivette Gomes
Keyword(s):  
Extreme Value ◽  
Tuning Parameter ◽  
Extreme Value Index ◽  
Moment Estimator ◽  
Selection Of

scholarly journals Tuning of a Linear-Quadratic Stabilization System for an Anti-Aircraft Missile

Aerospace ◽  
2021 ◽  
Vol 8 (2) ◽  
pp. 48
Author(s):  
Witold Bużantowicz
Keyword(s):  
Analytical Solutions ◽  
Feedback Loop ◽  
Linear Quadratic Regulator ◽  
Added Value ◽  
Tuning Parameter ◽  
Stabilization System ◽  
Linear Quadratic ◽  
Quadratic Stabilization ◽  
Novel Method ◽  
Selection Of

A description is given of an application of a linear-quadratic regulator (LQR) for stabilizing the characteristics of an anti-aircraft missile, and an analytical method of selecting the weighting elements of the gain matrix in feedback loop is proposed. A novel method of LQR tuning via a single parameter ς was proposed and tested. The article supplements and develops the topics addressed in the author’s previous work. Its added value includes the observation that the solutions obtained are symmetric pairs, and that the tuning parameter ς proposed for the designed linear-quadratic regulator enables the selection of suitable parameters for the airframe stabilizing loop for the majority of the analytical solutions of the considered Riccati equation.

scholarly journals A Robust Rerank Approach for Feature Selection and Its Application to Pooling-Based GWA Studies

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Jia-Rou Liu ◽  
Po-Hsiu Kuo ◽  
Hung Hung
Keyword(s):  
Characteristic Curve ◽  
Real Data ◽  
Tuning Parameter ◽  
Practical Implementation ◽  
Tuning Parameters ◽  
Genome Wide ◽  
Feature Based ◽  
The Difference ◽  
Gwa Studies ◽  
Selection Of

Large-p-small-ndatasets are commonly encountered in modern biomedical studies. To detect the difference between two groups, conventional methods would fail to apply due to the instability in estimating variances int-test and a high proportion of tied values in AUC (area under the receiver operating characteristic curve) estimates. The significance analysis of microarrays (SAM) may also not be satisfactory, since its performance is sensitive to the tuning parameter, and its selection is not straightforward. In this work, we propose a robust rerank approach to overcome the above-mentioned diffculties. In particular, we obtain a rank-based statistic for each feature based on the concept of “rank-over-variable.” Techniques of “random subset” and “rerank” are then iteratively applied to rank features, and the leading features will be selected for further studies. The proposed re-rank approach is especially applicable for large-p-small-ndatasets. Moreover, it is insensitive to the selection of tuning parameters, which is an appealing property for practical implementation. Simulation studies and real data analysis of pooling-based genome wide association (GWA) studies demonstrate the usefulness of our method.

scholarly journals A Double-indexed Functional Hill Process and Applications

2016 ◽  
Vol 8 (4) ◽  
pp. 144
Author(s):  
Modou Ngom ◽  
Gane Samb Lo
Keyword(s):  
Stochastic Process ◽  
Distribution Function ◽  
Asymptotic Behaviour ◽  
Stochastic Processes ◽  
Order Statistics ◽  
Finite Dimension ◽  
Domain Of Attraction ◽  
Extreme Value ◽  
Extreme Value Index

<div>Let $X_{1,n} \leq .... \leq X_{n,n}$ be the order statistics associated with a sample $X_{1}, ...., X_{n}$ whose pertaining distribution function (\textit{df}) is $F$. We are concerned with the functional asymptotic behaviour of the sequence of stochastic processes</div><div> </div><div>\begin{equation}<br />T_{n}(f,s)=\sum_{j=1}^{j=k}f(j)\left( \log X_{n-j+1,n}-\log<br />X_{n-j,n}\right)^{s} ,  \label{fme}<br />\end{equation}</div><div> </div><div>indexed by some classes $\mathcal{F}$ of functions $f:\mathbb{N}%^{\ast}\longmapsto \mathbb{R}_{+}$ and $s \in ]0,+\infty[$ and where $k=k(n)$ satisfies</div><div> </div><div>\begin{equation*}<br />1\leq k\leq n,k/n\rightarrow 0\text{ as }n\rightarrow \infty .<br />\end{equation*}</div><div> </div><div>We show that this is a stochastic process whose margins generate estimators of the extreme value index when $F$ is in the extreme domain of attraction. We focus in this paper on its finite-dimension asymptotic law and provide a class of new estimators of the extreme value index whose performances are compared to analogous ones. The results are next particularized for one explicit class $\mathcal{F}$.</div>

On the Applicability of Extreme Value Statistics in the Prediction of Maximum Pit Depth in Heavily Corroded Non-Piggable Buried Pipelines

2010 ◽  
Author(s):  
L. Alfonso ◽  
F. Caleyo ◽  
J. M. Hallen ◽  
J. Araujo
Keyword(s):  
Mean Squared Error ◽  
Extreme Value ◽  
Extreme Value Statistics ◽  
Extreme Value Analysis ◽  
Corrosion Condition ◽  
Value Analysis ◽  
Squared Error ◽  
Different Populations ◽  
Pit Depth ◽  
Selection Of

There exists a large number of works aimed at the application of Extreme Value Statistics to corrosion. However, there is a lack of studies devoted to the applicability of the Gumbel method to the prediction of maximum pitting-corrosion depth. This is especially true for works considering the typical pit densities and spatial patterns in long, underground pipelines. In the presence of spatial pit clustering, estimations could deteriorate, raising the need to increase the total inspection area in order to obtain the desired accuracy for the estimated maximum pit depth. In most practical situations, pit-depth samples collected along a pipeline belong to distinguishable groups, due to differences in corrosion environments. For example, it is quite probable that samples collected from the pipeline’s upper and lower external surfaces will differ and represent different pit populations. In that case, maximum pit-depth estimations should be made separately for these two quite different populations. Therefore, a good strategy to improve maximum pit-depth estimations is critically dependent upon a careful selection of the inspection area used for the extreme value analysis. The goal should be to obtain sampling sections that contain a pit population as homogenous as possible with regard to corrosion conditions. In this study, the aforementioned strategy is carefully tested by comparing extreme-value-oriented Monte Carlo simulations of maximum pit depth with the results of inline inspections. It was found that the variance to mean ratio, a measure of randomness, and the mean squared error of the maximum pit-depth estimations were considerably reduced, compared with the errors obtained for the entire pipeline area, when the inspection areas were selected based on corrosion-condition homogeneity.

scholarly journals Minimum‐variance reduced‐bias estimation of the extreme value index: A theoretical and empirical study

2020 ◽  
Vol 2 (4) ◽  
Author(s):  
Frederico Caeiro ◽  
Lígia Henriques‐Rodrigues ◽  
M. Ivette Gomes ◽  
Ivanilda Cabral
Keyword(s):  
Empirical Study ◽  
Minimum Variance ◽  
Extreme Value ◽  
Extreme Value Index ◽  
Bias Estimation
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