At the previous Ionospheric Effects Symposium, we presented an extension of the phase screen theory of ionospheric scintillation for the case where the refractive index irregularities follow a two-component power law spectrum. A specific normalization was invoked to achieve a universal scaling, such that different combinations of perturbation strength, propagation distance, and frequency produc...

To ensure safe and stable drilling operation, bottom hole pressure (BHP) should be kept within some region. However measurement of the BHP is sometimes not available or reliable, especially when the circulation is low, e.g., during pipe connection procedures. This paper presents the application of a moving horizon estimation (MHE) method for online estimation of the BHP during petroleum drillin...

To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are in fact two different inference procedures to define the solution of an inverse problem as the optimizer of a compound criterion.

Agent based models take into account limited rational behaviour of individuals acting on financial markets. Explicit simulation of this behaviour and the resulting interaction of individuals provide a description of aggregate financial market time series. Although the outcomes of such simulations often exhibit similarities with real financial market time series, methods for explicit validation ...

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A curse of dimensionality arises when using the Continuum-GMM procedure to estimate large dimensional models. Two solutions are proposed, both of which convert the high dimensional model into a continuum of reduced information sets. Under certain regularity conditions, each reduced information set can be used to produce a consistent estimator of the parameter of interest. An indirect CGMM estim...