For a multi-sensor tracking system, the effects of temporally staggered sensors are investigated and compared with synchronous sensors. To make fair comparisons, a new metric, the average estimation error variance, is defined. Many analytical results are derived for sensors with equal measurement noise variance. Temporally staggered sensors always result in a smaller average error variance than...

Adaptive variance flooring has previously been suggested as a method to help preventing over-fitting of variance parameters during training of HMMs. With this method, the average variance over some calibration data set is multiplied by a constant variance flooring factor to produce the variance floor. In this paper, experiments with adaptive variance flooring is presented, in which we try to op...

It is shown that in the estimation of an arbitrary signal corrupted by additive Gaussian noise, the optimum minimum-variance estimator is always a simple linear transformation of the logarithmic gradient of the average likelihood ratio which is obtained in the optimum detection of the same signal. Conversely, the average likelihood ratio can always be expressed in a simple functional form conta...

We consider the pricing of volatility products and especially volatility and variance swaps. Under risk-neutral valuation we provide closed form formulae for volatility-average and variance swaps. Also we provide a general partial differential equation for derivatives that have an extra dependence on an average of the volatility. We give approximate solutions of this equation for volatility pro...

The purpose of this study was to define the operational and performance characteristics of a commercially available monoclonal antibody based (mac) ELISA for detection of allergen-specific IgE in dogs. The average intra-assay variance over 1 year was 9.7% (range 2.5-62.7%), while the interassay variance averaged 10.8% (range 8.1-13.8%). The average positive control responses observed for grass,...

Sample survey organizations often characterize the precision of point estimators through approximations based on, e.g., average design effects, average standard errors, generalized variance functions or average confidence interval widths. Practical evaluation of the adequacy of these approximations will depend on the whether one is interested in: (1) summary descriptions of a fixed set of varia...

We performed a large-scale experiment on the effects of inbreeding and population bottlenecks on the additive genetic and environmental variance for morphological traits in Drosophila melanogaster. Fifty-two inbred lines were created from the progeny of single pairs, and 90 parent-offspring families on average were measured in each of these lines for six wing size and shape traits, as well as 1...

This paper deals with denumerable-state continuous-time controlled Markov chains with possibly unbounded transition and reward rates. It concerns optimality criteria that improve the usual expected average reward criterion. First, we show the existence of average reward optimal policies with minimal average variance. Then we compare the variance minimization criterion with overtaking optimality...

In a microphone array system, feature combination in the MFCC domain can improve speech recognition accuracy. Multiple microphones provide different feature parameters such as MFCCs even if they have similar speech and noise signals, because of the phase difference and transmission characteristics. In this paper, we investigate how the recognition performance changes when we average multiple MF...