This paper addresses the problem of nding moving objects present in an image sequence. More speciically, a method is proposed to merge regions based on a coherent motion criterion. A Modiied Kolmogorov-Smirnov test is proposed which exploits both the motion information present in the residual distribution and the motion information of the motion parameter space. Therefore, all the available mot...

Posterior Predictive Model Checking (PPMC) is frequently used for model fit evaluation in Bayesian Confirmatory Factor Analysis (BCFA). In standard PPMC procedures, misfit quantified by comparing the location of an ML-based point estimate to predictive distribution a statistic. When far from center posterior distribution, poor. Not included this approach, however, variability Maximum Likelihood...

In this paper, we carry out a detailed mathematical study of two theoretical distinguishers based on the Kolmogorov-Smirnov (KS) distance. This includes a proof of soundness and the derivation of closedform expressions, which can be split into two factors: one depending only on the noise and the other on the confusion coefficient of Fei, Luo and Ding. This allows one to have a deeper understand...

RR Lyrae variables in Galactic globular clusters V. The case of M3 pulsators. Abstract. We use our synthetic Horizontal Branch (HB) procedure to approach the debated problem concerning the adequacy of canonical HB stellar models to account for the observed peaked distribution of RR Lyrae fundamentalised periods in the globular cluster M3. We find that by assuming a suitable bimodal mass distrib...

Artificial neural networks, the support vector machine (SVM), and other machine learning methods for the classification of molecules are often considered as a "black box", since the molecular features that are most relevant for a given classifier are usually not presented in a human-interpretable form. We report on an SVM-based algorithm for the selection of relevant molecular features from a t...

We investigate the probability distribution of the return intervals τ between successive 1-min volatilities of two Chinese indices exceeding a certain threshold q. The Kolmogorov-Smirnov (KS) tests show that the two indices exhibit multiscaling behavior in the distribution of τ , which follows a stretched exponential form fq(τ/〈τ 〉) ∼ e γ with different correlation exponent γ for different thre...