Maximum likelihood estimationIn statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model, the observed data is most probable. The point in the parameter space that maximizes the likelihood function is called the maximum likelihood estimate. The logic of maximum likelihood is both intuitive and flexible, and as such the method has become a dominant means of statistical inference.
Iterative methodIn computational mathematics, an iterative method is a mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the n-th approximation is derived from the previous ones. A specific implementation with termination criteria for a given iterative method like gradient descent, hill climbing, Newton's method, or quasi-Newton methods like BFGS, is an algorithm of the iterative method.
Maximum spacing estimationIn statistics, maximum spacing estimation (MSE or MSP), or maximum product of spacing estimation (MPS), is a method for estimating the parameters of a univariate statistical model. The method requires maximization of the geometric mean of spacings in the data, which are the differences between the values of the cumulative distribution function at neighbouring data points.
Linear regressionIn statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.
Computer visionComputer vision tasks include methods for , , and understanding digital images, and extraction of high-dimensional data from the real world in order to produce numerical or symbolic information, e.g. in the forms of decisions. Understanding in this context means the transformation of visual images (the input to the retina in the human analog) into descriptions of the world that make sense to thought processes and can elicit appropriate action.
Computer stereo visionComputer stereo vision is the extraction of 3D information from digital images, such as those obtained by a CCD camera. By comparing information about a scene from two vantage points, 3D information can be extracted by examining the relative positions of objects in the two panels. This is similar to the biological process of stereopsis. In traditional stereo vision, two cameras, displaced horizontally from one another, are used to obtain two differing views on a scene, in a manner similar to human binocular vision.
Image registrationImage registration is the process of transforming different sets of data into one coordinate system. Data may be multiple photographs, data from different sensors, times, depths, or viewpoints. It is used in computer vision, medical imaging, military automatic target recognition, and compiling and analyzing images and data from satellites. Registration is necessary in order to be able to compare or integrate the data obtained from these different measurements.
M-estimatorIn statistics, M-estimators are a broad class of extremum estimators for which the objective function is a sample average. Both non-linear least squares and maximum likelihood estimation are special cases of M-estimators. The definition of M-estimators was motivated by robust statistics, which contributed new types of M-estimators. However, M-estimators are not inherently robust, as is clear from the fact that they include maximum likelihood estimators, which are in general not robust.
Least squaresThe method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems (sets of equations in which there are more equations than unknowns) by minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each individual equation. The most important application is in data fitting.
Cross-validation (statistics)Cross-validation, sometimes called rotation estimation or out-of-sample testing, is any of various similar model validation techniques for assessing how the results of a statistical analysis will generalize to an independent data set. Cross-validation is a resampling method that uses different portions of the data to test and train a model on different iterations. It is mainly used in settings where the goal is prediction, and one wants to estimate how accurately a predictive model will perform in practice.
Spectral density estimationIn statistical signal processing, the goal of spectral density estimation (SDE) or simply spectral estimation is to estimate the spectral density (also known as the power spectral density) of a signal from a sequence of time samples of the signal. Intuitively speaking, the spectral density characterizes the frequency content of the signal. One purpose of estimating the spectral density is to detect any periodicities in the data, by observing peaks at the frequencies corresponding to these periodicities.
Feature (computer vision)In computer vision and , a feature is a piece of information about the content of an image; typically about whether a certain region of the image has certain properties. Features may be specific structures in the image such as points, edges or objects. Features may also be the result of a general neighborhood operation or feature detection applied to the image. Other examples of features are related to motion in image sequences, or to shapes defined in terms of curves or boundaries between different image regions.
Estimation theoryEstimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value affects the distribution of the measured data. An estimator attempts to approximate the unknown parameters using the measurements.
Iterated functionIn mathematics, an iterated function is a function X → X (that is, a function from some set X to itself) which is obtained by composing another function f : X → X with itself a certain number of times. The process of repeatedly applying the same function is called iteration. In this process, starting from some initial object, the result of applying a given function is fed again in the function as input, and this process is repeated. For example on the image on the right: with the circle‐shaped symbol of function composition.
Resampling (statistics)In statistics, resampling is the creation of new samples based on one observed sample. Resampling methods are: Permutation tests (also re-randomization tests) Bootstrapping Cross validation Permutation test Permutation tests rely on resampling the original data assuming the null hypothesis. Based on the resampled data it can be concluded how likely the original data is to occur under the null hypothesis.
Linear least squaresLinear least squares (LLS) is the least squares approximation of linear functions to data. It is a set of formulations for solving statistical problems involved in linear regression, including variants for ordinary (unweighted), weighted, and generalized (correlated) residuals. Numerical methods for linear least squares include inverting the matrix of the normal equations and orthogonal decomposition methods. The three main linear least squares formulations are: Ordinary least squares (OLS) is the most common estimator.
Unbiased estimation of standard deviationIn statistics and in particular statistical theory, unbiased estimation of a standard deviation is the calculation from a statistical sample of an estimated value of the standard deviation (a measure of statistical dispersion) of a population of values, in such a way that the expected value of the calculation equals the true value. Except in some important situations, outlined later, the task has little relevance to applications of statistics since its need is avoided by standard procedures, such as the use of significance tests and confidence intervals, or by using Bayesian analysis.
Robust statisticsRobust statistics are statistics with good performance for data drawn from a wide range of probability distributions, especially for distributions that are not normal. Robust statistical methods have been developed for many common problems, such as estimating location, scale, and regression parameters. One motivation is to produce statistical methods that are not unduly affected by outliers. Another motivation is to provide methods with good performance when there are small departures from a parametric distribution.
Exact solutions in general relativityIn general relativity, an exact solution is a solution of the Einstein field equations whose derivation does not invoke simplifying assumptions, though the starting point for that derivation may be an idealized case like a perfectly spherical shape of matter. Mathematically, finding an exact solution means finding a Lorentzian manifold equipped with tensor fields modeling states of ordinary matter, such as a fluid, or classical non-gravitational fields such as the electromagnetic field.
Poisson regressionIn statistics, Poisson regression is a generalized linear model form of regression analysis used to model count data and contingency tables. Poisson regression assumes the response variable Y has a Poisson distribution, and assumes the logarithm of its expected value can be modeled by a linear combination of unknown parameters. A Poisson regression model is sometimes known as a log-linear model, especially when used to model contingency tables.