Search Results - subject:"Inverse Problem"

Bayesian inference for day-to-day dynamic traffic models

Parry, Katharina; Hazelton, Martin L. - In: Transportation Research Part B: Methodological 50 (2013) C, pp. 104-115

There is significant current interest in the development of models to describe the day-to-day evolution of traffic flows over a network. We consider the problem of statistical inference for such models based on daily observations of traffic counts on a subset of network links. Like other...

Persistent link: https://www.econbiz.de/10010662578

Radial basis function regularization for linear inverse problems with random noise

Valencia, Carlos; Yuan, Ming - In: Journal of Multivariate Analysis 116 (2013) C, pp. 92-108

In this paper, we study the statistical properties of the method of regularization with radial basis functions in the context of linear inverse problems. Radial basis function regularization is widely used in machine learning because of its demonstrated effectiveness in numerous applications and...

Persistent link: https://www.econbiz.de/10010665704

Tax-benefit revealed social preferences

Bourguignon, François; Spadaro, Amadéo - HAL - 2005

This paper inverts the usual logic of applied optimal income taxation. It starts from the observed distribution of income before and after redistribution and corresponding marginal tax rates. Under a set of simplifying assumptions, it is then possible to recover the social welfare function that...

Persistent link: https://www.econbiz.de/10010739105

Tax–benefit revealed social preferences

Bourguignon, François; Spadaro, Amedeo - In: Journal of Economic Inequality 10 (2012) 1, pp. 75-108

Persistent link: https://www.econbiz.de/10010866743

Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification

Han, Sukjin - Department of Economics, University of Texas-Austin - 2012

-posed inverse problem, which motivates the introduction of a regularization scheme. The paper proposes a penalized series estimation …

Persistent link: https://www.econbiz.de/10010905936

Well-posedness of measurement error models for self-reported data

An, Yonghong; Hu, Yingyao - In: Journal of Econometrics 168 (2012) 2, pp. 259-269

This paper considers the widely admitted ill-posed inverse problem for measurement error models: estimating the … distribution of a latent variable X∗ from an observed sample of X, a contaminated measurement of X∗. We show that the inverse … problem is well-posed for self-reporting data under the assumption that the probability of truthful reporting is nonzero …

Persistent link: https://www.econbiz.de/10011052202

Approximate maximum entropy on the mean for instrumental variable regression

Loubes, Jean-Michel; Rochet, Paul - In: Statistics & Probability Letters 82 (2012) 5, pp. 972-978

We want to estimate an unknown finite measure μX from a noisy observation of generalized moments of μX, defined as the integral of a continuous function Φ with respect to μX. Assuming that only a quadratic approximation Φm is available, we define an approximate maximum entropy solution as a...

Persistent link: https://www.econbiz.de/10011040030

General linear mixed model and signal extraction problem with constraint

Dermoune, Azzouz; Rahmania, Nadji; Wei, Tianwen - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 311-321

We consider a noisy observed vector y=x+u∈Rn. The unobserved vector x is a solution of a non-invertible linear system Ax=v, where v is a forcing term. A unique solution of the system is obtained by considering additional constraint on the vector x. This constraint is defined by a triple...

Persistent link: https://www.econbiz.de/10011041991

Determination of inner boundaries in modified Helmholtz inverse geometric problems using the method of fundamental solutions

Bin-Mohsin, B.; Lesnic, D. - In: Mathematics and Computers in Simulation (MATCOM) 82 (2012) 8, pp. 1445-1458

In this paper, an inverse geometric problem for the modified Helmholtz equation arising in heat conduction in a fin, which consists of determining an unknown inner boundary (rigid inclusion or cavity) of an annular domain from a single pair of boundary Cauchy data is solved numerically using the...

Persistent link: https://www.econbiz.de/10010751813

Inverse problem for multivariate time series using dynamical latent variables

Zamparo, M.; Stramaglia, S.; Banavar, J.R.; Maritan, A. - In: Physica A: Statistical Mechanics and its Applications 391 (2012) 11, pp. 3159-3169

Factor analysis is a well known statistical method to describe the variability among observed variables in terms of a smaller number of unobserved latent variables called factors. While dealing with multivariate time series, the temporal correlation structure of data may be modeled by including...

Persistent link: https://www.econbiz.de/10010589010