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Wed, 06 Jul 2016 12:30:55 +0200Wed, 06 Jul 2016 12:30:55 +0200The Bootstrap for the Functional Autoregressive Model FAR(1)
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4410
Functional data analysis is a branch of statistics that deals with observations \(X_1,..., X_n\) which are curves. We are interested in particular in time series of dependent curves and, specifically, consider the functional autoregressive process of order one (FAR(1)), which is defined as \(X_{n+1}=\Psi(X_{n})+\epsilon_{n+1}\) with independent innovations \(\epsilon_t\). Estimates \(\hat{\Psi}\) for the autoregressive operator \(\Psi\) have been investigated a lot during the last two decades, and their asymptotic properties are well understood. Particularly difficult and different from scalar- or vector-valued autoregressions are the weak convergence properties which also form the basis of the bootstrap theory.
Although the asymptotics for \(\hat{\Psi}{(X_{n})}\) are still tractable, they are only useful for large enough samples. In applications, however, frequently only small samples of data are available such that an alternative method for approximating the distribution of \(\hat{\Psi}{(X_{n})}\) is welcome. As a motivation, we discuss a real-data example where we investigate a changepoint detection problem for a stimulus response dataset obtained from the animal physiology group at the Technical University of Kaiserslautern.
To get an alternative for asymptotic approximations, we employ the naive or residual-based bootstrap procedure. In this thesis, we prove theoretically and show via simulations that the bootstrap provides asymptotically valid and practically useful approximations of the distributions of certain functions of the data. Such results may be used to calculate approximate confidence bands or critical bounds for tests.
Euna Gesare Nyarigedoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4410Wed, 06 Jul 2016 12:30:55 +0200Image based characterization and geometric modeling of 3d materials microstructures
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4060
It is well known that the structure at a microscopic point of view strongly influences the
macroscopic properties of materials. Moreover, the advancement in imaging technologies allows
to capture the complexity of the structures at always decreasing scales. Therefore, more
sophisticated image analysis techniques are needed.
This thesis provides tools to geometrically characterize different types of three-dimensional
structures with applications to industrial production and to materials science. Our goal is to
enhance methods that allow the extraction of geometric features from images and the automatic
processing of the information.
In particular, we investigate which characteristics are sufficient and necessary to infer
the desired information, such as particles classification for technical cleanliness and
fitting of stochastic models in materials science.
In the production line of automotive industry, dirt particles collect on the surface of mechanical
components. Residual dirt might reduce the performance and durability of assembled products.
Geometric characterization of these particles allows to identify their potential danger.
While the current standards are based on 2d microscopic images, we extend the characterization
to 3d.
In particular, we provide a collection of parameters that exhaustively describe size and shape
of three-dimensional objects and can be efficiently estimated from binary images. Furthermore,
we show that only a few features are sufficient to classify particles according to the standards
of technical cleanliness.
In the context of materials science, we consider two types of microstructures: fiber systems
and foams.
Stochastic geometry grants the fundamentals for versatile models able to encompass the
geometry observed in the samples. To allow automatic model fitting, we need rules stating which
parameters of the model yield the best-fitting characteristics. However, the validity of such
rules strongly depends on the properties of the structures and on the choice of the model.
For instance, isotropic orientation distribution yields the best theoretical results for Boolean
models and Poisson processes of cylinders with circular cross sections. Nevertheless, fiber
systems in composites are often anisotropic.
Starting from analytical results from the literature, we derive formulae for anisotropic
Poisson processes of cylinders with polygonal cross sections that can be directly used in
applications. We apply this procedure to a sample of medium density fiber board. Even
if image resolution does not allow to estimate reliably characteristics of the singles fibers,
we can fit Boolean models and Poisson cylinder processes. In particular, we show the complete
model fitting and validation procedure with cylinders with circular and squared cross sections.
Different problems arise when modeling cellular materials. Motivated by the physics of foams,
random Laguerre tessellations are a good choice to model the pore system of foams.
Considering tessellations generated by systems of non-overlapping spheres allows to control the
cell size distribution, but yields the loss of an analytical description of the model.
Nevertheless, automatic model fitting can still be obtained by approximating the characteristics
of the tessellation depending on the parameters of the model. We investigate how to improve
the choice of the model parameters. Angles between facets and between edges were never considered
so far. We show that the distributions of angles in Laguerre tessellations
depend on the model parameters. Thus, including the moments of the angles still allows automatic
model fitting. Moreover, we propose an algorithm to estimate angles from images of real foams.
We observe that angles are matched well in random Laguerre tessellations also when they are not
employed to choose the model parameters. Then, we concentrate on the edge length distribution. In
Laguerre tessellations occur many more short edges than in real foams. To deal with this problem,
we consider relaxed models. Relaxation refers to topological and structural modifications
of a tessellation in order to make it comply with Plateau's laws of mechanical equilibrium. We inspect
samples of different types of foams, closed and open cell foams, polymeric and metallic. By comparing
the geometric characteristics of the model and of the relaxed tessellations, we conclude that whether
the relaxation improves the edge length distribution strongly depends on the type of foam.
Irene Vecchiodoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/4060Wed, 29 Apr 2015 12:13:44 +0200Some Steps towards Experimental Design for Neural Network Regression
https://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2349
We discuss some first steps towards experimental design for neural network regression which, at present, is too complex to treat fully in general. We encounter two difficulties: the nonlinearity of the models together with the high parameter dimension on one hand, and the common misspecification of the models on the other hand.
Regarding the first problem, we restrict our consideration to neural networks with only one and two neurons in the hidden layer and a univariate input variable. We prove some results regarding locally D-optimal designs, and present a numerical study using the concept of maximin optimal designs.
In respect of the second problem, we have a look at the effects of misspecification on optimal experimental designs.
Richard Kodzo Avuglahdoctoralthesishttps://kluedo.ub.uni-kl.de/frontdoor/index/index/docId/2349Sat, 11 Jun 2011 06:48:15 +0200