The problem of detecting differential gene expression with microarray data has led to further innovative approaches to controlling false positives in multiple testing. False discovery rate (FDR) has been widely used as a measure of error in this multiple testing context. Direct estimation of FDR was recently proposed by Storey (2002, Journal of the Royal Statistical Society, Series B 64, 479-49...

ABSTRACf Most of the other chapters in this volume are devoted to various parametric models arising in the classical sequential analysis pertaining to statistical decision theory including sequential testing as well as {point and interval} estimation problems. Though of relatively recent origins, various nonparametric models have also been worked out for these tradi tional problems in sequentia...

This work presents a hybrid method for navigation parameter estimation using sequential aerial images, where navigation parameters represent the position and velocity information of an aircraft for autonomous navigation. The proposed hybrid system is composed of two parts: relative position estimation and absolute position estimation. Computer simulation with two different sets of real aerial i...

A noise canceling technique based on a model-based recursive processor is presented. Beginning with a canceling scheme using a reference source, it is shown how to obtain an estimate of the noise, which can then be incorporated in a recursive noise canceler. Once this is done, recursive detection and estimation schemes are developed. The approach is to model the nonstationary noise as an autore...

Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a...

Beginning with Stein’s [9] two stage procedure, there has been substantial interest in the use of sequential methods to set a fixed width confidence interval for the mean of a distribution with unknown variance. This interest was stimulated by the fully sequential procedures of Anscombe [l] and Chow and Robbins [2] for the normal and non-parametric cases, and continues today. The recent work of...

The quality of the prediction of dynamical system evolution is determined by the accuracy to which initial conditions and forcing are known. Availability of future observations permits reducing the effects of errors in assessment the external model parameters by means of a filtering algorithm. Usually, uncertainties in specifying internal model parameters describing the inner system dynamics ar...

This paper discusses a novel strategy for simulating rare events and an associated Monte Carlo estimation of tail probabilities. Our method uses a system of interacting particles and exploits a FeynmanKac representation of that system to analyze their fluctuations. Our precise analysis of the variance of a standard multilevel splitting algorithm reveals an opportunity for improvement. This lead...

In this paper, we present a new method of velocity eld estimation for the points on the moving contours in a 2-D image sequence. The method decides the corresponding point in the next image frame by considering the curvature change of the given point on the contour. In the traditional methods, there are optical ow errors for the points which have narrow local curvature variations since those me...

We consider a model for a time series of spatial locations, in which points are placed sequentially at random into an initially empty region of R, and given the current configuration of points, the likelihood at location x for the next particle is proportional to a specified function βk of the current number (k) of points within a specified distance of x. We show that the maximum likelihood est...