We extend active contours to constrained iterative deconvolution by replacing the external energy function with a model-based likelihood. This enables sub-pixel estimation of the outlines of diffractionlimited objects, such as intracellular structures, from fluorescence micrographs. We present an efficient algorithm for solving the resulting optimization problem and robustly estimate object out...

A common stochastic restriction in econometric models separable in the latent variables is the assumption of stochastic independence between the unobserved and observed exogenous variables. Both simple and composite tests of this assumption are derived from properties of independence empirical processes and the consistency of these tests is established. As an application, we simulate estimation...

Given a polytope X, a monotone concave univariate function g, and two vectors c and d, we consider the discrete optimization problem of finding a vertex of X that maximizes the utility function c′x+g(d′x). This problem has numerous applications in combinatorial optimization with a probabilistic objective, including estimation of project duration with stochastic times, in reliability models and ...

This paper estimates the Frisch elasticity of labor supply, which represents the intertemporal elasticity of substitution. Estimation of this elasticity has previously required assuming that utility is either separable between consumption and leisure or quasi-homothetic with respect to leisure. These restrictions are required to generate hours equations in which individual effects, representing...

Deploying autonomous robots capable of exploring unknown environments has long been a topic great relevance to the robotics community. In this work, we take further step in that direction by presenting an open-source active visual SLAM framework leverages accuracy state-of-the-art graph-SLAM system and takes advantage fast utility computation exploiting structure underlying pose-graph offers. W...

In this paper, we investigate the performance of behavioural portfolio strategies. We incorporate short-term and long-term memory investor, thus recasting choice process in a dynamic setting. evaluate out-of-sample investor relation to both naïve who invests an equally weighted rational maximises expected mean-variance utility. report number findings. First, from utility perspective, neither no...

in this paper, we consider admissible estimation of the parameter ?r in the gamma distribution with truncated parameter space under entropy loss function. we obtain the classes of admissible estimators. the result can be applied to estimation of parameters in the normal, lognormal, pareto, generalized gamma, generalized laplace and other distributions.

Statistical models are sometimes incorporated into computer software for making predictions about future observations. When the computer model consists of a single statistical model this corresponds to estimation of a function of the model parameters. This paper is concerned with the case that the computer model implements multiple, individually-estimated statistical sub-models. This case frequ...