Tibshirani, R.J.
1984-12-01
In this work, we extend the idea of local averaging to likelihood-based regression models. One application is in the class of generalized linear models (Nelder and Wedderburn (1972). We enlarge this class by replacing the covariate form chi..beta.. with an unspecified smooth function s(chi). This function is estimated from the data by a technique we call Local Likelihood Estimation - a type of local averaging. Multiple covariates are incorporated through a forward stepwise algorithm. In a number of real data examples, the local likelihood technique proves to be effective in uncovering non-linear dependencies. Finally, we give some asymptotic results for local likelihood estimates and provide some methods for inference.
Joint maximum likelihood estimation of activation and Hemodynamic Response Function for fMRI.
Bazargani, Negar; Nosratinia, Aria
2014-07-01
Blood Oxygen Level Dependent (BOLD) functional magnetic resonance imaging (fMRI) maps the brain activity by measuring blood oxygenation level, which is related to brain activity via a temporal impulse response function known as the Hemodynamic Response Function (HRF). The HRF varies from subject to subject and within areas of the brain, therefore a knowledge of HRF is necessary for accurately computing voxel activations. Conversely a knowledge of active voxels is highly beneficial for estimating the HRF. This work presents a joint maximum likelihood estimation of HRF and activation based on low-rank matrix approximations operating on regions of interest (ROI). Since each ROI has limited data, a smoothing constraint on the HRF is employed via Tikhonov regularization. The method is analyzed under both white noise and colored noise. Experiments with synthetic data show that accurate estimation of the HRF is possible with this method without prior assumptions on the exact shape of the HRF. Further experiments involving real fMRI experiments with auditory stimuli are used to validate the proposed method. PMID:24835179
Barquero, Laura A; Davis, Nicole; Cutting, Laurie E
2014-01-01
A growing number of studies examine instructional training and brain activity. The purpose of this paper is to review the literature regarding neuroimaging of reading intervention, with a particular focus on reading difficulties (RD). To locate relevant studies, searches of peer-reviewed literature were conducted using electronic databases to search for studies from the imaging modalities of fMRI and MEG (including MSI) that explored reading intervention. Of the 96 identified studies, 22 met the inclusion criteria for descriptive analysis. A subset of these (8 fMRI experiments with post-intervention data) was subjected to activation likelihood estimate (ALE) meta-analysis to investigate differences in functional activation following reading intervention. Findings from the literature review suggest differences in functional activation of numerous brain regions associated with reading intervention, including bilateral inferior frontal, superior temporal, middle temporal, middle frontal, superior frontal, and postcentral gyri, as well as bilateral occipital cortex, inferior parietal lobules, thalami, and insulae. Findings from the meta-analysis indicate change in functional activation following reading intervention in the left thalamus, right insula/inferior frontal, left inferior frontal, right posterior cingulate, and left middle occipital gyri. Though these findings should be interpreted with caution due to the small number of studies and the disparate methodologies used, this paper is an effort to synthesize across studies and to guide future exploration of neuroimaging and reading intervention. PMID:24427278
Barquero, Laura A.; Davis, Nicole; Cutting, Laurie E.
2014-01-01
A growing number of studies examine instructional training and brain activity. The purpose of this paper is to review the literature regarding neuroimaging of reading intervention, with a particular focus on reading difficulties (RD). To locate relevant studies, searches of peer-reviewed literature were conducted using electronic databases to search for studies from the imaging modalities of fMRI and MEG (including MSI) that explored reading intervention. Of the 96 identified studies, 22 met the inclusion criteria for descriptive analysis. A subset of these (8 fMRI experiments with post-intervention data) was subjected to activation likelihood estimate (ALE) meta-analysis to investigate differences in functional activation following reading intervention. Findings from the literature review suggest differences in functional activation of numerous brain regions associated with reading intervention, including bilateral inferior frontal, superior temporal, middle temporal, middle frontal, superior frontal, and postcentral gyri, as well as bilateral occipital cortex, inferior parietal lobules, thalami, and insulae. Findings from the meta-analysis indicate change in functional activation following reading intervention in the left thalamus, right insula/inferior frontal, left inferior frontal, right posterior cingulate, and left middle occipital gyri. Though these findings should be interpreted with caution due to the small number of studies and the disparate methodologies used, this paper is an effort to synthesize across studies and to guide future exploration of neuroimaging and reading intervention. PMID:24427278
Tahmasian, Masoud; Rosenzweig, Ivana; Eickhoff, Simon B; Sepehry, Amir A; Laird, Angela R; Fox, Peter T; Morrell, Mary J; Khazaie, Habibolah; Eickhoff, Claudia R
2016-06-01
Obstructive sleep apnea (OSA) is a common multisystem chronic disorder. Functional and structural neuroimaging has been widely applied in patients with OSA, but these studies have often yielded diverse results. The present quantitative meta-analysis aims to identify consistent patterns of abnormal activation and grey matter loss in OSA across studies. We used PubMed to retrieve task/resting-state functional magnetic resonance imaging and voxel-based morphometry studies. Stereotactic data were extracted from fifteen studies, and subsequently tested for convergence using activation likelihood estimation. We found convergent evidence for structural atrophy and functional disturbances in the right basolateral amygdala/hippocampus and the right central insula. Functional characterization of these regions using the BrainMap database suggested associated dysfunction of emotional, sensory, and limbic processes. Assessment of task-based co-activation patterns furthermore indicated that the two regions obtained from the meta-analysis are part of a joint network comprising the anterior insula, posterior-medial frontal cortex and thalamus. Taken together, our findings highlight the role of right amygdala, hippocampus and insula in the abnormal emotional and sensory processing in OSA. PMID:27039344
Meissner, Karin; Bär, Karl-Jürgen; Napadow, Vitaly
2013-01-01
The autonomic nervous system (ANS) is of paramount importance for daily life. Its regulatory action on respiratory, cardiovascular, digestive, endocrine, and many other systems is controlled by a number of structures in the CNS. While the majority of these nuclei and cortices have been identified in animal models, neuroimaging studies have recently begun to shed light on central autonomic processing in humans. In this study, we used activation likelihood estimation to conduct a meta-analysis of human neuroimaging experiments evaluating central autonomic processing to localize (1) cortical and subcortical areas involved in autonomic processing, (2) potential subsystems for the sympathetic and parasympathetic divisions of the ANS, and (3) potential subsystems for specific ANS responses to different stimuli/tasks. Across all tasks, we identified a set of consistently activated brain regions, comprising left amygdala, right anterior and left posterior insula and midcingulate cortices that form the core of the central autonomic network. While sympathetic-associated regions predominate in executive- and salience-processing networks, parasympathetic regions predominate in the default mode network. Hence, central processing of autonomic function does not simply involve a monolithic network of brain regions, instead showing elements of task and division specificity. PMID:23785162
Eickhoff, Simon B; Nichols, Thomas E; Laird, Angela R; Hoffstaedter, Felix; Amunts, Katrin; Fox, Peter T; Bzdok, Danilo; Eickhoff, Claudia R
2016-08-15
Given the increasing number of neuroimaging publications, the automated knowledge extraction on brain-behavior associations by quantitative meta-analyses has become a highly important and rapidly growing field of research. Among several methods to perform coordinate-based neuroimaging meta-analyses, Activation Likelihood Estimation (ALE) has been widely adopted. In this paper, we addressed two pressing questions related to ALE meta-analysis: i) Which thresholding method is most appropriate to perform statistical inference? ii) Which sample size, i.e., number of experiments, is needed to perform robust meta-analyses? We provided quantitative answers to these questions by simulating more than 120,000 meta-analysis datasets using empirical parameters (i.e., number of subjects, number of reported foci, distribution of activation foci) derived from the BrainMap database. This allowed to characterize the behavior of ALE analyses, to derive first power estimates for neuroimaging meta-analyses, and to thus formulate recommendations for future ALE studies. We could show as a first consequence that cluster-level family-wise error (FWE) correction represents the most appropriate method for statistical inference, while voxel-level FWE correction is valid but more conservative. In contrast, uncorrected inference and false-discovery rate correction should be avoided. As a second consequence, researchers should aim to include at least 20 experiments into an ALE meta-analysis to achieve sufficient power for moderate effects. We would like to note, though, that these calculations and recommendations are specific to ALE and may not be extrapolated to other approaches for (neuroimaging) meta-analysis. PMID:27179606
Araujo, Helder F.; Kaplan, Jonas; Damasio, Antonio
2013-01-01
The autobiographical-self refers to a mental state derived from the retrieval and assembly of memories regarding one’s biography. The process of retrieval and assembly, which can focus on biographical facts or personality traits or some combination thereof, is likely to vary according to the domain chosen for an experiment. To date, the investigation of the neural basis of this process has largely focused on the domain of personality traits using paradigms that contrasted the evaluation of one’s traits (self-traits) with those of another person’s (other-traits). This has led to the suggestion that cortical midline structures (CMSs) are specifically related to self states. Here, with the goal of testing this suggestion, we conducted activation-likelihood estimation (ALE) meta-analyses based on data from 28 neuroimaging studies. The ALE results show that both self-traits and other-traits engage CMSs; however, the engagement of medial prefrontal cortex is greater for self-traits than for other-traits, while the posteromedial cortex is more engaged for other-traits than for self-traits. These findings suggest that the involvement CMSs is not specific to the evaluation of one’s own traits, but also occurs during the evaluation of another person’s traits. PMID:24027520
Wu, Xin; Yang, Wenjing; Tong, Dandan; Sun, Jiangzhou; Chen, Qunlin; Wei, Dongtao; Zhang, Qinglin; Zhang, Meng; Qiu, Jiang
2015-07-01
In this study, an activation likelihood estimation (ALE) meta-analysis was used to conduct a quantitative investigation of neuroimaging studies on divergent thinking. Based on the ALE results, the functional magnetic resonance imaging (fMRI) studies showed that distributed brain regions were more active under divergent thinking tasks (DTTs) than those under control tasks, but a large portion of the brain regions were deactivated. The ALE results indicated that the brain networks of the creative idea generation in DTTs may be composed of the lateral prefrontal cortex, posterior parietal cortex [such as the inferior parietal lobule (BA 40) and precuneus (BA 7)], anterior cingulate cortex (ACC) (BA 32), and several regions in the temporal cortex [such as the left middle temporal gyrus (BA 39), and left fusiform gyrus (BA 37)]. The left dorsolateral prefrontal cortex (BA 46) was related to selecting the loosely and remotely associated concepts and organizing them into creative ideas, whereas the ACC (BA 32) was related to observing and forming distant semantic associations in performing DTTs. The posterior parietal cortex may be involved in the semantic information related to the retrieval and buffering of the formed creative ideas, and several regions in the temporal cortex may be related to the stored long-term memory. In addition, the ALE results of the structural studies showed that divergent thinking was related to the dopaminergic system (e.g., left caudate and claustrum). Based on the ALE results, both fMRI and structural MRI studies could uncover the neural basis of divergent thinking from different aspects (e.g., specific cognitive processing and stable individual difference of cognitive capability). PMID:25891081
Silverman, Merav H; Jedd, Kelly; Luciana, Monica
2015-11-15
Behavioral responses to, and the neural processing of, rewards change dramatically during adolescence and may contribute to observed increases in risk-taking during this developmental period. Functional MRI (fMRI) studies suggest differences between adolescents and adults in neural activation during reward processing, but findings are contradictory, and effects have been found in non-predicted directions. The current study uses an activation likelihood estimation (ALE) approach for quantitative meta-analysis of functional neuroimaging studies to: (1) confirm the network of brain regions involved in adolescents' reward processing, (2) identify regions involved in specific stages (anticipation, outcome) and valence (positive, negative) of reward processing, and (3) identify differences in activation likelihood between adolescent and adult reward-related brain activation. Results reveal a subcortical network of brain regions involved in adolescent reward processing similar to that found in adults with major hubs including the ventral and dorsal striatum, insula, and posterior cingulate cortex (PCC). Contrast analyses find that adolescents exhibit greater likelihood of activation in the insula while processing anticipation relative to outcome and greater likelihood of activation in the putamen and amygdala during outcome relative to anticipation. While processing positive compared to negative valence, adolescents show increased likelihood for activation in the posterior cingulate cortex (PCC) and ventral striatum. Contrasting adolescent reward processing with the existing ALE of adult reward processing reveals increased likelihood for activation in limbic, frontolimbic, and striatal regions in adolescents compared with adults. Unlike adolescents, adults also activate executive control regions of the frontal and parietal lobes. These findings support hypothesized elevations in motivated activity during adolescence. PMID:26254587
Herz, Damian M.; Haagensen, Brian N.; Lorentzen, Anne K.; Eickhoff, Simon B.; Siebner, Hartwig R.
2015-01-01
Abstract Dystonia is characterized by sustained or intermittent muscle contractions causing abnormal, often repetitive, movements or postures. Functional neuroimaging studies have yielded abnormal task‐related sensorimotor activation in dystonia, but the results appear to be rather variable across studies. Further, study size was usually small including different types of dystonia. Here we performed an activation likelihood estimation (ALE) meta‐analysis of functional neuroimaging studies in patients with primary dystonia to test for convergence of dystonia‐related alterations in task‐related activity across studies. Activation likelihood estimates were based on previously reported regional maxima of task‐related increases or decreases in dystonia patients compared to healthy controls. The meta‐analyses encompassed data from 179 patients with dystonia reported in 18 functional neuroimaging studies using a range of sensorimotor tasks. Patients with dystonia showed bilateral increases in task‐related activation in the parietal operculum and ventral postcentral gyrus as well as right middle temporal gyrus. Decreases in task‐related activation converged in left supplementary motor area and left postcentral gyrus, right superior temporal gyrus and dorsal midbrain. Apart from the midbrain cluster, all between‐group differences in task‐related activity were retrieved in a sub‐analysis including only the 14 studies on patients with focal dystonia. For focal dystonia, an additional cluster of increased sensorimotor activation emerged in the caudal cingulate motor zone. The results show that dystonia is consistently associated with abnormal somatosensory processing in the primary and secondary somatosensory cortex along with abnormal sensorimotor activation of mesial premotor and right lateral temporal cortex. Hum Brain Mapp 37:547–557, 2016. © 2015 Wiley Periodicals, Inc. PMID:26549606
Løkkegaard, Annemette; Herz, Damian M; Haagensen, Brian N; Lorentzen, Anne K; Eickhoff, Simon B; Siebner, Hartwig R
2016-02-01
Dystonia is characterized by sustained or intermittent muscle contractions causing abnormal, often repetitive, movements or postures. Functional neuroimaging studies have yielded abnormal task-related sensorimotor activation in dystonia, but the results appear to be rather variable across studies. Further, study size was usually small including different types of dystonia. Here we performed an activation likelihood estimation (ALE) meta-analysis of functional neuroimaging studies in patients with primary dystonia to test for convergence of dystonia-related alterations in task-related activity across studies. Activation likelihood estimates were based on previously reported regional maxima of task-related increases or decreases in dystonia patients compared to healthy controls. The meta-analyses encompassed data from 179 patients with dystonia reported in 18 functional neuroimaging studies using a range of sensorimotor tasks. Patients with dystonia showed bilateral increases in task-related activation in the parietal operculum and ventral postcentral gyrus as well as right middle temporal gyrus. Decreases in task-related activation converged in left supplementary motor area and left postcentral gyrus, right superior temporal gyrus and dorsal midbrain. Apart from the midbrain cluster, all between-group differences in task-related activity were retrieved in a sub-analysis including only the 14 studies on patients with focal dystonia. For focal dystonia, an additional cluster of increased sensorimotor activation emerged in the caudal cingulate motor zone. The results show that dystonia is consistently associated with abnormal somatosensory processing in the primary and secondary somatosensory cortex along with abnormal sensorimotor activation of mesial premotor and right lateral temporal cortex. Hum Brain Mapp 37:547-557, 2016. © 2015 Wiley Periodicals, Inc. PMID:26549606
Maximum Likelihood Estimation in Generalized Rasch Models.
ERIC Educational Resources Information Center
de Leeuw, Jan; Verhelst, Norman
1986-01-01
Maximum likelihood procedures are presented for a general model to unify the various models and techniques that have been proposed for item analysis. Unconditional maximum likelihood estimation, proposed by Wright and Haberman, and conditional maximum likelihood estimation, proposed by Rasch and Andersen, are shown as important special cases. (JAZ)
LaCroix, Arianna N.; Diaz, Alvaro F.; Rogalsky, Corianne
2015-01-01
The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent) music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel's Shared Syntactic Integration Resource Hypothesis (SSIRH) and Koelsch's neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET) literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music vs. speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music. PMID:26321976
Kumar, Poornima; Eickhoff, Simon B.; Dombrovski, Alexandre Y.
2015-01-01
Reinforcement learning describes motivated behavior in terms of two abstract signals. The representation of discrepancies between expected and actual rewards/punishments – prediction error – is thought to update the expected value of actions and predictive stimuli. Electrophysiological and lesion studies suggest that mesostriatal prediction error signals control behavior through synaptic modification of cortico-striato-thalamic networks. Signals in the ventromedial prefrontal and orbitofrontal cortex are implicated in representing expected value. To obtain unbiased maps of these representations in the human brain, we performed a meta-analysis of functional magnetic resonance imaging studies that employed algorithmic reinforcement learning models, across a variety of experimental paradigms. We found that the ventral striatum (medial and lateral) and midbrain/thalamus represented reward prediction errors, consistent with animal studies. Prediction error signals were also seen in the frontal operculum/insula, particularly for social rewards. In Pavlovian studies, striatal prediction error signals extended into the amygdala, while instrumental tasks engaged the caudate. Prediction error maps were sensitive to the model-fitting procedure (fixed or individually-estimated) and to the extent of spatial smoothing. A correlate of expected value was found in a posterior region of the ventromedial prefrontal cortex, caudal and medial to the orbitofrontal regions identified in animal studies. These findings highlight a reproducible motif of reinforcement learning in the cortico-striatal loops and identify methodological dimensions that may influence the reproducibility of activation patterns across studies. PMID:25665667
Chase, Henry W; Kumar, Poornima; Eickhoff, Simon B; Dombrovski, Alexandre Y
2015-06-01
Reinforcement learning describes motivated behavior in terms of two abstract signals. The representation of discrepancies between expected and actual rewards/punishments-prediction error-is thought to update the expected value of actions and predictive stimuli. Electrophysiological and lesion studies have suggested that mesostriatal prediction error signals control behavior through synaptic modification of cortico-striato-thalamic networks. Signals in the ventromedial prefrontal and orbitofrontal cortex are implicated in representing expected value. To obtain unbiased maps of these representations in the human brain, we performed a meta-analysis of functional magnetic resonance imaging studies that had employed algorithmic reinforcement learning models across a variety of experimental paradigms. We found that the ventral striatum (medial and lateral) and midbrain/thalamus represented reward prediction errors, consistent with animal studies. Prediction error signals were also seen in the frontal operculum/insula, particularly for social rewards. In Pavlovian studies, striatal prediction error signals extended into the amygdala, whereas instrumental tasks engaged the caudate. Prediction error maps were sensitive to the model-fitting procedure (fixed or individually estimated) and to the extent of spatial smoothing. A correlate of expected value was found in a posterior region of the ventromedial prefrontal cortex, caudal and medial to the orbitofrontal regions identified in animal studies. These findings highlight a reproducible motif of reinforcement learning in the cortico-striatal loops and identify methodological dimensions that may influence the reproducibility of activation patterns across studies. PMID:25665667
Targeted maximum likelihood estimation in safety analysis
Lendle, Samuel D.; Fireman, Bruce; van der Laan, Mark J.
2013-01-01
Objectives To compare the performance of a targeted maximum likelihood estimator (TMLE) and a collaborative TMLE (CTMLE) to other estimators in a drug safety analysis, including a regression-based estimator, propensity score (PS)–based estimators, and an alternate doubly robust (DR) estimator in a real example and simulations. Study Design and Setting The real data set is a subset of observational data from Kaiser Permanente Northern California formatted for use in active drug safety surveillance. Both the real and simulated data sets include potential confounders, a treatment variable indicating use of one of two antidiabetic treatments and an outcome variable indicating occurrence of an acute myocardial infarction (AMI). Results In the real data example, there is no difference in AMI rates between treatments. In simulations, the double robustness property is demonstrated: DR estimators are consistent if either the initial outcome regression or PS estimator is consistent, whereas other estimators are inconsistent if the initial estimator is not consistent. In simulations with near-positivity violations, CTMLE performs well relative to other estimators by adaptively estimating the PS. Conclusion Each of the DR estimators was consistent, and TMLE and CTMLE had the smallest mean squared error in simulations. PMID:23849159
Adank, Patti
2012-07-01
The role of speech production mechanisms in difficult speech comprehension is the subject of on-going debate in speech science. Two Activation Likelihood Estimation (ALE) analyses were conducted on neuroimaging studies investigating difficult speech comprehension or speech production. Meta-analysis 1 included 10 studies contrasting comprehension of less intelligible/distorted speech with more intelligible speech. Meta-analysis 2 (21 studies) identified areas associated with speech production. The results indicate that difficult comprehension involves increased reliance of cortical regions in which comprehension and production overlapped (bilateral anterior Superior Temporal Sulcus (STS) and anterior Supplementary Motor Area (pre-SMA)) and in an area associated with intelligibility processing (left posterior MTG), and second involves increased reliance on cortical areas associated with general executive processes (bilateral anterior insulae). Comprehension of distorted speech may be supported by a hybrid neural mechanism combining increased involvement of areas associated with general executive processing and areas shared between comprehension and production. PMID:22633697
Rodd, Jennifer M; Vitello, Sylvia; Woollams, Anna M; Adank, Patti
2015-02-01
We conducted an Activation Likelihood Estimation (ALE) meta-analysis to identify brain regions that are recruited by linguistic stimuli requiring relatively demanding semantic or syntactic processing. We included 54 functional MRI studies that explicitly varied the semantic or syntactic processing load, while holding constant demands on earlier stages of processing. We included studies that introduced a syntactic/semantic ambiguity or anomaly, used a priming manipulation that specifically reduced the load on semantic/syntactic processing, or varied the level of syntactic complexity. The results confirmed the critical role of the posterior left Inferior Frontal Gyrus (LIFG) in semantic and syntactic processing. These results challenge models of sentence comprehension highlighting the role of anterior LIFG for semantic processing. In addition, the results emphasise the posterior (but not anterior) temporal lobe for both semantic and syntactic processing. PMID:25576690
Budde, Kristin S.; Barron, Daniel S.; Fox, Peter T.
2015-01-01
Developmental stuttering is a speech disorder most likely due to a heritable form of developmental dysmyelination impairing the function of the speech-motor system. Speech-induced brain-activation patterns in persons who stutter (PWS) are anomalous in various ways; the consistency of these aberrant patterns is a matter of ongoing debate. Here, we present a hierarchical series of coordinate-based meta-analyses addressing this issue. Two tiers of meta-analyses were performed on a 17-paper dataset (202 PWS; 167 fluent controls). Four large-scale (top-tier) meta-analyses were performed, two for each subject group (PWS and controls). These analyses robustly confirmed the regional effects previously postulated as “neural signatures of stuttering” (Brown 2005) and extended this designation to additional regions. Two smaller-scale (lower-tier) meta-analyses refined the interpretation of the large-scale analyses: 1) a between-group contrast targeting differences between PWS and controls (stuttering trait); and 2) a within-group contrast (PWS only) of stuttering with induced fluency (stuttering state). PMID:25463820
Tomasino, Barbara; Gremese, Michele
2016-01-01
We can predict how an object would look like if we were to see it from different viewpoints. The brain network governing mental rotation (MR) has been studied using a variety of stimuli and tasks instructions. By using activation likelihood estimation (ALE) meta-analysis we tested whether different MR networks can be modulated by the type of stimulus (body vs. non-body parts) or by the type of tasks instructions (motor imagery-based vs. non-motor imagery-based MR instructions). Testing for the bodily and non-bodily stimulus axis revealed a bilateral sensorimotor activation for bodily-related as compared to non-bodily-related stimuli and a posterior right lateralized activation for non-bodily-related as compared to bodily-related stimuli. A top-down modulation of the network was exerted by the MR tasks instructions with a bilateral (preferentially sensorimotor left) network for motor imagery- vs. non-motor imagery-based MR instructions and the latter activating a preferentially posterior right occipito-temporal-parietal network. The present quantitative meta-analysis summarizes and amends previous descriptions of the brain network related to MR and shows how it is modulated by top-down and bottom-up experimental factors. PMID:26779003
Ishibashi, Ryo; Pobric, Gorana; Saito, Satoru; Lambon Ralph, Matthew A.
2016-01-01
ABSTRACT The ability to recognize and use a variety of tools is an intriguing human cognitive function. Multiple neuroimaging studies have investigated neural activations with various types of tool-related tasks. In the present paper, we reviewed tool-related neural activations reported in 70 contrasts from 56 neuroimaging studies and performed a series of activation likelihood estimation (ALE) meta-analyses to identify tool-related cortical circuits dedicated either to general tool knowledge or to task-specific processes. The results indicate the following: (a) Common, task-general processing regions for tools are located in the left inferior parietal lobule (IPL) and ventral premotor cortex; and (b) task-specific regions are located in superior parietal lobule (SPL) and dorsal premotor area for imagining/executing actions with tools and in bilateral occipito-temporal cortex for recognizing/naming tools. The roles of these regions in task-general and task-specific activities are discussed with reference to evidence from neuropsychology, experimental psychology and other neuroimaging studies. PMID:27362967
Event-related fMRI studies of false memory: An Activation Likelihood Estimation meta-analysis.
Kurkela, Kyle A; Dennis, Nancy A
2016-01-29
Over the last two decades, a wealth of research in the domain of episodic memory has focused on understanding the neural correlates mediating false memories, or memories for events that never happened. While several recent qualitative reviews have attempted to synthesize this literature, methodological differences amongst the empirical studies and a focus on only a sub-set of the findings has limited broader conclusions regarding the neural mechanisms underlying false memories. The current study performed a voxel-wise quantitative meta-analysis using activation likelihood estimation to investigate commonalities within the functional magnetic resonance imaging (fMRI) literature studying false memory. The results were broken down by memory phase (encoding, retrieval), as well as sub-analyses looking at differences in baseline (hit, correct rejection), memoranda (verbal, semantic), and experimental paradigm (e.g., semantic relatedness and perceptual relatedness) within retrieval. Concordance maps identified significant overlap across studies for each analysis. Several regions were identified in the general false retrieval analysis as well as multiple sub-analyses, indicating their ubiquitous, yet critical role in false retrieval (medial superior frontal gyrus, left precentral gyrus, left inferior parietal cortex). Additionally, several regions showed baseline- and paradigm-specific effects (hit/perceptual relatedness: inferior and middle occipital gyrus; CRs: bilateral inferior parietal cortex, precuneus, left caudate). With respect to encoding, analyses showed common activity in the left middle temporal gyrus and anterior cingulate cortex. No analysis identified a common cluster of activation in the medial temporal lobe. PMID:26683385
Collaborative double robust targeted maximum likelihood estimation.
van der Laan, Mark J; Gruber, Susan
2010-01-01
Collaborative double robust targeted maximum likelihood estimators represent a fundamental further advance over standard targeted maximum likelihood estimators of a pathwise differentiable parameter of a data generating distribution in a semiparametric model, introduced in van der Laan, Rubin (2006). The targeted maximum likelihood approach involves fluctuating an initial estimate of a relevant factor (Q) of the density of the observed data, in order to make a bias/variance tradeoff targeted towards the parameter of interest. The fluctuation involves estimation of a nuisance parameter portion of the likelihood, g. TMLE has been shown to be consistent and asymptotically normally distributed (CAN) under regularity conditions, when either one of these two factors of the likelihood of the data is correctly specified, and it is semiparametric efficient if both are correctly specified. In this article we provide a template for applying collaborative targeted maximum likelihood estimation (C-TMLE) to the estimation of pathwise differentiable parameters in semi-parametric models. The procedure creates a sequence of candidate targeted maximum likelihood estimators based on an initial estimate for Q coupled with a succession of increasingly non-parametric estimates for g. In a departure from current state of the art nuisance parameter estimation, C-TMLE estimates of g are constructed based on a loss function for the targeted maximum likelihood estimator of the relevant factor Q that uses the nuisance parameter to carry out the fluctuation, instead of a loss function for the nuisance parameter itself. Likelihood-based cross-validation is used to select the best estimator among all candidate TMLE estimators of Q(0) in this sequence. A penalized-likelihood loss function for Q is suggested when the parameter of interest is borderline-identifiable. We present theoretical results for "collaborative double robustness," demonstrating that the collaborative targeted maximum
Collaborative Double Robust Targeted Maximum Likelihood Estimation*
van der Laan, Mark J.; Gruber, Susan
2010-01-01
Collaborative double robust targeted maximum likelihood estimators represent a fundamental further advance over standard targeted maximum likelihood estimators of a pathwise differentiable parameter of a data generating distribution in a semiparametric model, introduced in van der Laan, Rubin (2006). The targeted maximum likelihood approach involves fluctuating an initial estimate of a relevant factor (Q) of the density of the observed data, in order to make a bias/variance tradeoff targeted towards the parameter of interest. The fluctuation involves estimation of a nuisance parameter portion of the likelihood, g. TMLE has been shown to be consistent and asymptotically normally distributed (CAN) under regularity conditions, when either one of these two factors of the likelihood of the data is correctly specified, and it is semiparametric efficient if both are correctly specified. In this article we provide a template for applying collaborative targeted maximum likelihood estimation (C-TMLE) to the estimation of pathwise differentiable parameters in semi-parametric models. The procedure creates a sequence of candidate targeted maximum likelihood estimators based on an initial estimate for Q coupled with a succession of increasingly non-parametric estimates for g. In a departure from current state of the art nuisance parameter estimation, C-TMLE estimates of g are constructed based on a loss function for the targeted maximum likelihood estimator of the relevant factor Q that uses the nuisance parameter to carry out the fluctuation, instead of a loss function for the nuisance parameter itself. Likelihood-based cross-validation is used to select the best estimator among all candidate TMLE estimators of Q0 in this sequence. A penalized-likelihood loss function for Q is suggested when the parameter of interest is borderline-identifiable. We present theoretical results for “collaborative double robustness,” demonstrating that the collaborative targeted maximum
Estimating the Likelihood of Extreme Seismogenic Tsunamis
NASA Astrophysics Data System (ADS)
Geist, E. L.
2011-12-01
Because of high levels of destruction to coastal communities and critical facilities from recent tsunamis, estimating the likelihood of extreme seismogenic tsunamis has gained increased attention. Seismogenic tsunami generating capacity is directly related to the scalar seismic moment of the earthquake. As such, earthquake size distributions and recurrence can inform the likelihood of tsunami occurrence. The probability of extreme tsunamis is dependent on how the right-hand tail of the earthquake size distribution is specified. As evidenced by the 2004 Sumatra-Andaman and 2011 Tohoku earthquakes, it is likely that there is insufficient historical information to estimate the maximum earthquake magnitude (Mmax) for any specific subduction zone. Mmax may in fact not be a useful concept for subduction zones of significant length. Earthquake size distributions with a soft corner moment appear more consistent with global observations. Estimating the likelihood of extreme local tsunami runup is complicated by the fact that there is significant uncertainty in the scaling relationship between seismic moment and maximum local tsunami runup. This uncertainty arises from variations in source parameters specific to tsunami generation and the near-shore hydrodynamic response. The primary source effect is how slip is distributed along the fault relative to the overlying water depth. For high slip beneath deep water, shoaling amplification of the tsunami increases substantially according to Green's Law, compared to an equivalent amount of slip beneath shallow water. Both stochastic slip models and dynamic rupture models of tsunamigenic earthquakes are explored in a probabilistic context. The nearshore hydrodynamic response includes attenuating mechanisms, such as wave breaking, and amplifying mechanisms, such as constructive interference of trapped and non-trapped modes. Probabilistic estimates of extreme tsunamis are therefore site specific, as indicated by significant variations
Wei, Yan-Yan; Wang, Ji-Jun; Yan, Chao; Li, Zi-Qiang; Pan, Xiao; Cui, Yi; Su, Tong; Liu, Tao-Sheng; Tang, Yun-Xiang
2016-01-01
Background: Several studies using functional magnetic resonance imaging (fMRI) and positron emission tomography (PET) have indicated that cognitive remediation therapy (CRT) might improve cognitive function by changing brain activations in patients with schizophrenia. However, the results were not consistent in these changed brain areas in different studies. The present activation likelihood estimation (ALE) meta-analysis was conducted to investigate whether cognitive function change was accompanied by the brain activation changes, and where the main areas most related to these changes were in schizophrenia patients after CRT. Analyses of whole-brain studies and whole-brain + region of interest (ROI) studies were compared to explore the effect of the different methodologies on the results. Methods: A computerized systematic search was conducted to collect fMRI and PET studies on brain activation changes in schizophrenia patients from pre- to post-CRT. Nine studies using fMRI techniques were included in the meta-analysis. Ginger ALE 2.3.1 was used to perform meta-analysis across these imaging studies. Results: The main areas with increased brain activation were in frontal and parietal lobe, including left medial frontal gyrus, left inferior frontal gyrus, right middle frontal gyrus, right postcentral gyrus, and inferior parietal lobule in patients after CRT, yet no decreased brain activation was found. Although similar increased activation brain areas were identified in ALE with or without ROI studies, analysis including ROI studies had a higher ALE value. Conclusions: The current findings suggest that CRT might improve the cognition of schizophrenia patients by increasing activations of the frontal and parietal lobe. In addition, it might provide more evidence to confirm results by including ROI studies in ALE meta-analysis. PMID:26904993
LIKELIHOOD OF THE POWER SPECTRUM IN COSMOLOGICAL PARAMETER ESTIMATION
Sun, Lei; Wang, Qiao; Zhan, Hu
2013-11-01
The likelihood function is a crucial element of parameter estimation. In analyses of galaxy overdensities and weak lensing shear, one often approximates the likelihood of the power spectrum with a Gaussian distribution. The posterior probability derived from such a likelihood deviates considerably from the exact posterior on the largest scales probed by any survey, where the central limit theorem does not apply. We show that various forms of Gaussian likelihoods can have a significant impact on the estimation of the primordial non-Gaussianity parameter f{sub NL} from the galaxy angular power spectrum. The Gaussian plus log-normal likelihood, which has been applied successfully in analyses of the cosmic microwave background, outperforms the Gaussian likelihoods. Nevertheless, even if the exact likelihood of the power spectrum is used, the estimated parameters may be still biased. As such, the likelihoods and estimators need to be thoroughly examined for potential systematic errors.
The Relative Performance of Targeted Maximum Likelihood Estimators
Porter, Kristin E.; Gruber, Susan; van der Laan, Mark J.; Sekhon, Jasjeet S.
2011-01-01
There is an active debate in the literature on censored data about the relative performance of model based maximum likelihood estimators, IPCW-estimators, and a variety of double robust semiparametric efficient estimators. Kang and Schafer (2007) demonstrate the fragility of double robust and IPCW-estimators in a simulation study with positivity violations. They focus on a simple missing data problem with covariates where one desires to estimate the mean of an outcome that is subject to missingness. Responses by Robins, et al. (2007), Tsiatis and Davidian (2007), Tan (2007) and Ridgeway and McCaffrey (2007) further explore the challenges faced by double robust estimators and offer suggestions for improving their stability. In this article, we join the debate by presenting targeted maximum likelihood estimators (TMLEs). We demonstrate that TMLEs that guarantee that the parametric submodel employed by the TMLE procedure respects the global bounds on the continuous outcomes, are especially suitable for dealing with positivity violations because in addition to being double robust and semiparametric efficient, they are substitution estimators. We demonstrate the practical performance of TMLEs relative to other estimators in the simulations designed by Kang and Schafer (2007) and in modified simulations with even greater estimation challenges. PMID:21931570
Maximum likelihood estimation of finite mixture model for economic data
NASA Astrophysics Data System (ADS)
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-06-01
Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.
Deng, Yanjia; Shi, Lin; Lei, Yi; Liang, Peipeng; Li, Kuncheng; Chu, Winnie C W; Wang, Defeng
2016-01-01
The human cortical regions for processing high-level visual (HLV) functions of different categories remain ambiguous, especially in terms of their conjunctions and specifications. Moreover, the neurobiology of declined HLV functions in patients with Alzheimer's disease (AD) has not been fully investigated. This study provides a functionally sorted overview of HLV cortices for processing "what" and "where" visual perceptions and it investigates their atrophy in AD and MCI patients. Based upon activation likelihood estimation (ALE), brain regions responsible for processing five categories of visual perceptions included in "what" and "where" visions (i.e., object, face, word, motion, and spatial visions) were analyzed, and subsequent contrast analyses were performed to show regions with conjunctive and specific activations for processing these visual functions. Next, based on the resulting ALE maps, the atrophy of HLV cortices in AD and MCI patients was evaluated using voxel-based morphometry. Our ALE results showed brain regions for processing visual perception across the five categories, as well as areas of conjunction and specification. Our comparisons of gray matter (GM) volume demonstrated atrophy of three "where" visual cortices in late MCI group and extensive atrophy of HLV cortices (25 regions in both "what" and "where" visual cortices) in AD group. In addition, the GM volume of atrophied visual cortices in AD and MCI subjects was found to be correlated to the deterioration of overall cognitive status and to the cognitive performances related to memory, execution, and object recognition functions. In summary, these findings may add to our understanding of HLV network organization and of the evolution of visual perceptual dysfunction in AD as the disease progresses. PMID:27445770
Deng, Yanjia; Shi, Lin; Lei, Yi; Liang, Peipeng; Li, Kuncheng; Chu, Winnie C. W.; Wang, Defeng
2016-01-01
The human cortical regions for processing high-level visual (HLV) functions of different categories remain ambiguous, especially in terms of their conjunctions and specifications. Moreover, the neurobiology of declined HLV functions in patients with Alzheimer's disease (AD) has not been fully investigated. This study provides a functionally sorted overview of HLV cortices for processing “what” and “where” visual perceptions and it investigates their atrophy in AD and MCI patients. Based upon activation likelihood estimation (ALE), brain regions responsible for processing five categories of visual perceptions included in “what” and “where” visions (i.e., object, face, word, motion, and spatial visions) were analyzed, and subsequent contrast analyses were performed to show regions with conjunctive and specific activations for processing these visual functions. Next, based on the resulting ALE maps, the atrophy of HLV cortices in AD and MCI patients was evaluated using voxel-based morphometry. Our ALE results showed brain regions for processing visual perception across the five categories, as well as areas of conjunction and specification. Our comparisons of gray matter (GM) volume demonstrated atrophy of three “where” visual cortices in late MCI group and extensive atrophy of HLV cortices (25 regions in both “what” and “where” visual cortices) in AD group. In addition, the GM volume of atrophied visual cortices in AD and MCI subjects was found to be correlated to the deterioration of overall cognitive status and to the cognitive performances related to memory, execution, and object recognition functions. In summary, these findings may add to our understanding of HLV network organization and of the evolution of visual perceptual dysfunction in AD as the disease progresses. PMID:27445770
Nonparametric identification and maximum likelihood estimation for hidden Markov models
Alexandrovich, G.; Holzmann, H.; Leister, A.
2016-01-01
Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability matrices have full-rank and are ergodic, and if the state-dependent distributions are all distinct, but not necessarily linearly independent. Based on this identification result, we develop a nonparametric maximum likelihood estimation theory. First, we show that the asymptotic contrast, the Kullback–Leibler divergence of the hidden Markov model, also identifies the true parameter vector nonparametrically. Second, for classes of state-dependent densities which are arbitrary mixtures of a parametric family, we establish the consistency of the nonparametric maximum likelihood estimator. Here, identification of the mixing distributions need not be assumed. Numerical properties of the estimates and of nonparametric goodness of fit tests are investigated in a simulation study.
Nonparametric maximum likelihood estimation for the multisample Wicksell corpuscle problem
Chan, Kwun Chuen Gary; Qin, Jing
2016-01-01
We study nonparametric maximum likelihood estimation for the distribution of spherical radii using samples containing a mixture of one-dimensional, two-dimensional biased and three-dimensional unbiased observations. Since direct maximization of the likelihood function is intractable, we propose an expectation-maximization algorithm for implementing the estimator, which handles an indirect measurement problem and a sampling bias problem separately in the E- and M-steps, and circumvents the need to solve an Abel-type integral equation, which creates numerical instability in the one-sample problem. Extensions to ellipsoids are studied and connections to multiplicative censoring are discussed. PMID:27279657
A maximum likelihood approach to estimating correlation functions
Baxter, Eric Jones; Rozo, Eduardo
2013-12-10
We define a maximum likelihood (ML for short) estimator for the correlation function, ξ, that uses the same pair counting observables (D, R, DD, DR, RR) as the standard Landy and Szalay (LS for short) estimator. The ML estimator outperforms the LS estimator in that it results in smaller measurement errors at any fixed random point density. Put another way, the ML estimator can reach the same precision as the LS estimator with a significantly smaller random point catalog. Moreover, these gains are achieved without significantly increasing the computational requirements for estimating ξ. We quantify the relative improvement of the ML estimator over the LS estimator and discuss the regimes under which these improvements are most significant. We present a short guide on how to implement the ML estimator and emphasize that the code alterations required to switch from an LS to an ML estimator are minimal.
Maximum Likelihood Estimation of Nonlinear Structural Equation Models.
ERIC Educational Resources Information Center
Lee, Sik-Yum; Zhu, Hong-Tu
2002-01-01
Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)
Mixture Rasch Models with Joint Maximum Likelihood Estimation
ERIC Educational Resources Information Center
Willse, John T.
2011-01-01
This research provides a demonstration of the utility of mixture Rasch models. Specifically, a model capable of estimating a mixture partial credit model using joint maximum likelihood is presented. Like the partial credit model, the mixture partial credit model has the beneficial feature of being appropriate for analysis of assessment data…
A maximum-likelihood estimation of pairwise relatedness for autopolyploids
Huang, K; Guo, S T; Shattuck, M R; Chen, S T; Qi, X G; Zhang, P; Li, B G
2015-01-01
Relatedness between individuals is central to ecological genetics. Multiple methods are available to quantify relatedness from molecular data, including method-of-moment and maximum-likelihood estimators. We describe a maximum-likelihood estimator for autopolyploids, and quantify its statistical performance under a range of biologically relevant conditions. The statistical performances of five additional polyploid estimators of relatedness were also quantified under identical conditions. When comparing truncated estimators, the maximum-likelihood estimator exhibited lower root mean square error under some conditions and was more biased for non-relatives, especially when the number of alleles per loci was low. However, even under these conditions, this bias was reduced to be statistically insignificant with more robust genetic sampling. We also considered ambiguity in polyploid heterozygote genotyping and developed a weighting methodology for candidate genotypes. The statistical performances of three polyploid estimators under both ideal and actual conditions (including inbreeding and double reduction) were compared. The software package POLYRELATEDNESS is available to perform this estimation and supports a maximum ploidy of eight. PMID:25370210
A Targeted Maximum Likelihood Estimator for Two-Stage Designs
Rose, Sherri; van der Laan, Mark J.
2011-01-01
We consider two-stage sampling designs, including so-called nested case control studies, where one takes a random sample from a target population and completes measurements on each subject in the first stage. The second stage involves drawing a subsample from the original sample, collecting additional data on the subsample. This data structure can be viewed as a missing data structure on the full-data structure collected in the second-stage of the study. Methods for analyzing two-stage designs include parametric maximum likelihood estimation and estimating equation methodology. We propose an inverse probability of censoring weighted targeted maximum likelihood estimator (IPCW-TMLE) in two-stage sampling designs and present simulation studies featuring this estimator. PMID:21556285
2013-01-01
Background The results of multiple studies on the association between antipsychotic use and structural brain changes in schizophrenia have been assessed only in qualitative literature reviews to date. We aimed to perform a meta-analysis of voxel-based morphometry (VBM) studies on this association to quantitatively synthesize the findings of these studies. Methods A systematic computerized literature search was carried out through MEDLINE/PubMed, EMBASE, ISI Web of Science, SCOPUS and PsycINFO databases aiming to identify all VBM studies addressing this question and meeting predetermined inclusion criteria. All studies reporting coordinates representing foci of structural brain changes associated with antipsychotic use were meta-analyzed by using the activation likelihood estimation technique, currently the most sophisticated and best-validated tool for voxel-wise meta-analysis of neuroimaging studies. Results Ten studies (five cross-sectional and five longitudinal) met the inclusion criteria and comprised a total of 548 individuals (298 patients on antipsychotic drugs and 250 controls). Depending on the methodologies of the selected studies, the control groups included healthy subjects, drug-free patients, or the same patients evaluated repeatedly in longitudinal comparisons (i.e., serving as their own controls). A total of 102 foci associated with structural alterations were retrieved. The meta-analysis revealed seven clusters of areas with consistent structural brain changes in patients on antipsychotics compared to controls. The seven clusters included four areas of relative volumetric decrease in the left lateral temporal cortex [Brodmann area (BA) 20], left inferior frontal gyrus (BA 44), superior frontal gyrus extending to the left middle frontal gyrus (BA 6), and right rectal gyrus (BA 11), and three areas of relative volumetric increase in the left dorsal anterior cingulate cortex (BA 24), left ventral anterior cingulate cortex (BA 24) and right putamen
Contrastive Pessimistic Likelihood Estimation for Semi-Supervised Classification.
Loog, Marco
2016-03-01
Improvement guarantees for semi-supervised classifiers can currently only be given under restrictive conditions on the data. We propose a general way to perform semi-supervised parameter estimation for likelihood-based classifiers for which, on the full training set, the estimates are never worse than the supervised solution in terms of the log-likelihood. We argue, moreover, that we may expect these solutions to really improve upon the supervised classifier in particular cases. In a worked-out example for LDA, we take it one step further and essentially prove that its semi-supervised version is strictly better than its supervised counterpart. The two new concepts that form the core of our estimation principle are contrast and pessimism. The former refers to the fact that our objective function takes the supervised estimates into account, enabling the semi-supervised solution to explicitly control the potential improvements over this estimate. The latter refers to the fact that our estimates are conservative and therefore resilient to whatever form the true labeling of the unlabeled data takes on. Experiments demonstrate the improvements in terms of both the log-likelihood and the classification error rate on independent test sets. PMID:27046491
Maximum likelihood estimation of shear wave speed in transient elastography.
Audière, Stéphane; Angelini, Elsa D; Sandrin, Laurent; Charbit, Maurice
2014-06-01
Ultrasonic transient elastography (TE), enables to assess, under active mechanical constraints, the elasticity of the liver, which correlates with hepatic fibrosis stages. This technique is routinely used in clinical practice to assess noninvasively liver stiffness. The Fibroscan system used in this work generates a shear wave via an impulse stress applied on the surface of the skin and records a temporal series of radio-frequency (RF) lines using a single-element ultrasound probe. A shear wave propagation map (SWPM) is generated as a 2-D map of the displacements along depth and time, derived from the correlations of the sequential 1-D RF lines, assuming that the direction of propagation (DOP) of the shear wave coincides with the ultrasound beam axis (UBA). Under the assumption of pure elastic tissue, elasticity is proportional to the shear wave speed. This paper introduces a novel approach to the processing of the SWPM, deriving the maximum likelihood estimate of the shear wave speed when comparing the observed displacements and the estimates provided by the Green's functions. A simple parametric model is used to interface Green's theoretical values of noisy measures provided by the SWPM, taking into account depth-varying attenuation and time-delay. The proposed method was evaluated on numerical simulations using a finite element method simulator and on physical phantoms. Evaluation on this test database reported very high agreements of shear wave speed measures when DOP and UBA coincide. PMID:24835213
Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation
NASA Astrophysics Data System (ADS)
Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.
2015-11-01
We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.
Maximum-Likelihood Fits to Histograms for Improved Parameter Estimation
NASA Astrophysics Data System (ADS)
Fowler, J. W.
2014-08-01
Straightforward methods for adapting the familiar statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the total number of events is large. For the case of estimating a microcalorimeter's energy resolution at 6 keV from the observed shape of the Mn K fluorescence spectrum, a poor choice of can lead to biases of at least 10 % in the estimated resolution when up to thousands of photons are observed. The best remedy is a Poisson maximum-likelihood fit, through a simple modification of the standard Levenberg-Marquardt algorithm for minimization. Where the modification is not possible, another approach allows iterative approximation of the maximum-likelihood fit.
Skewness for Maximum Likelihood Estimators of the Negative Binomial Distribution
Bowman, Kimiko o
2007-01-01
The probability generating function of one version of the negative binomial distribution being (p + 1 - pt){sup -k}, we study elements of the Hessian and in particular Fisher's discovery of a series form for the variance of k, the maximum likelihood estimator, and also for the determinant of the Hessian. There is a link with the Psi function and its derivatives. Basic algebra is excessively complicated and a Maple code implementation is an important task in the solution process. Low order maximum likelihood moments are given and also Fisher's examples relating to data associated with ticks on sheep. Efficiency of moment estimators is mentioned, including the concept of joint efficiency. In an Addendum we give an interesting formula for the difference of two Psi functions.
Efficient Pairwise Composite Likelihood Estimation for Spatial-Clustered Data
Bai, Yun; Kang, Jian; Song, Peter X.-K.
2015-01-01
Summary Spatial-clustered data refer to high-dimensional correlated measurements collected from units or subjects that are spatially clustered. Such data arise frequently from studies in social and health sciences. We propose a unified modeling framework, termed as GeoCopula, to characterize both large-scale variation, and small-scale variation for various data types, including continuous data, binary data, and count data as special cases. To overcome challenges in the estimation and inference for the model parameters, we propose an efficient composite likelihood approach in that the estimation efficiency is resulted from a construction of over-identified joint composite estimating equations. Consequently, the statistical theory for the proposed estimation is developed by extending the classical theory of the generalized method of moments. A clear advantage of the proposed estimation method is the computation feasibility. We conduct several simulation studies to assess the performance of the proposed models and estimation methods for both Gaussian and binary spatial-clustered data. Results show a clear improvement on estimation efficiency over the conventional composite likelihood method. An illustrative data example is included to motivate and demonstrate the proposed method. PMID:24945876
Maximal likelihood correspondence estimation for face recognition across pose.
Li, Shaoxin; Liu, Xin; Chai, Xiujuan; Zhang, Haihong; Lao, Shihong; Shan, Shiguang
2014-10-01
Due to the misalignment of image features, the performance of many conventional face recognition methods degrades considerably in across pose scenario. To address this problem, many image matching-based methods are proposed to estimate semantic correspondence between faces in different poses. In this paper, we aim to solve two critical problems in previous image matching-based correspondence learning methods: 1) fail to fully exploit face specific structure information in correspondence estimation and 2) fail to learn personalized correspondence for each probe image. To this end, we first build a model, termed as morphable displacement field (MDF), to encode face specific structure information of semantic correspondence from a set of real samples of correspondences calculated from 3D face models. Then, we propose a maximal likelihood correspondence estimation (MLCE) method to learn personalized correspondence based on maximal likelihood frontal face assumption. After obtaining the semantic correspondence encoded in the learned displacement, we can synthesize virtual frontal images of the profile faces for subsequent recognition. Using linear discriminant analysis method with pixel-intensity features, state-of-the-art performance is achieved on three multipose benchmarks, i.e., CMU-PIE, FERET, and MultiPIE databases. Owe to the rational MDF regularization and the usage of novel maximal likelihood objective, the proposed MLCE method can reliably learn correspondence between faces in different poses even in complex wild environment, i.e., labeled face in the wild database. PMID:25163062
Digital combining-weight estimation for broadband sources using maximum-likelihood estimates
NASA Technical Reports Server (NTRS)
Rodemich, E. R.; Vilnrotter, V. A.
1994-01-01
An algorithm described for estimating the optimum combining weights for the Ka-band (33.7-GHz) array feed compensation system is compared with the maximum-likelihood estimate. This provides some improvement in performance, with an increase in computational complexity. However, the maximum-likelihood algorithm is simple enough to allow implementation on a PC-based combining system.
Maximum likelihood estimation for distributed parameter models of flexible spacecraft
NASA Technical Reports Server (NTRS)
Taylor, L. W., Jr.; Williams, J. L.
1989-01-01
A distributed-parameter model of the NASA Solar Array Flight Experiment spacecraft structure is constructed on the basis of measurement data and analyzed to generate a priori estimates of modal frequencies and mode shapes. A Newton-Raphson maximum-likelihood algorithm is applied to determine the unknown parameters, using a truncated model for the estimation and the full model for the computation of the higher modes. Numerical results are presented in a series of graphs and briefly discussed, and the significant improvement in computation speed obtained by parallel implementation of the method on a supercomputer is noted.
Approximate maximum likelihood estimation of scanning observer templates
NASA Astrophysics Data System (ADS)
Abbey, Craig K.; Samuelson, Frank W.; Wunderlich, Adam; Popescu, Lucretiu M.; Eckstein, Miguel P.; Boone, John M.
2015-03-01
In localization tasks, an observer is asked to give the location of some target or feature of interest in an image. Scanning linear observer models incorporate the search implicit in this task through convolution of an observer template with the image being evaluated. Such models are becoming increasingly popular as predictors of human performance for validating medical imaging methodology. In addition to convolution, scanning models may utilize internal noise components to model inconsistencies in human observer responses. In this work, we build a probabilistic mathematical model of this process and show how it can, in principle, be used to obtain estimates of the observer template using maximum likelihood methods. The main difficulty of this approach is that a closed form probability distribution for a maximal location response is not generally available in the presence of internal noise. However, for a given image we can generate an empirical distribution of maximal locations using Monte-Carlo sampling. We show that this probability is well approximated by applying an exponential function to the scanning template output. We also evaluate log-likelihood functions on the basis of this approximate distribution. Using 1,000 trials of simulated data as a validation test set, we find that a plot of the approximate log-likelihood function along a single parameter related to the template profile achieves its maximum value near the true value used in the simulation. This finding holds regardless of whether the trials are correctly localized or not. In a second validation study evaluating a parameter related to the relative magnitude of internal noise, only the incorrect localization images produces a maximum in the approximate log-likelihood function that is near the true value of the parameter.
NASA Astrophysics Data System (ADS)
Ariffin, Syaiba Balqish; Midi, Habshah; Arasan, Jayanthi; Rana, Md Sohel
2015-02-01
This article is concerned with the performance of the maximum estimated likelihood estimator in the presence of separation in the space of the independent variables and high leverage points. The maximum likelihood estimator suffers from the problem of non overlap cases in the covariates where the regression coefficients are not identifiable and the maximum likelihood estimator does not exist. Consequently, iteration scheme fails to converge and gives faulty results. To remedy this problem, the maximum estimated likelihood estimator is put forward. It is evident that the maximum estimated likelihood estimator is resistant against separation and the estimates always exist. The effect of high leverage points are then investigated on the performance of maximum estimated likelihood estimator through real data sets and Monte Carlo simulation study. The findings signify that the maximum estimated likelihood estimator fails to provide better parameter estimates in the presence of both separation, and high leverage points.
Maximum likelihood estimation for life distributions with competing failure modes
NASA Technical Reports Server (NTRS)
Sidik, S. M.
1979-01-01
Systems which are placed on test at time zero, function for a period and die at some random time were studied. Failure may be due to one of several causes or modes. The parameters of the life distribution may depend upon the levels of various stress variables the item is subject to. Maximum likelihood estimation methods are discussed. Specific methods are reported for the smallest extreme-value distributions of life. Monte-Carlo results indicate the methods to be promising. Under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slight biased, and the asymptotic covariances are rapidly approached.
MAXIMUM LIKELIHOOD ESTIMATION FOR PERIODIC AUTOREGRESSIVE MOVING AVERAGE MODELS.
Vecchia, A.V.
1985-01-01
A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.
Precision of maximum likelihood estimation in adaptive designs.
Graf, Alexandra Christine; Gutjahr, Georg; Brannath, Werner
2016-03-15
There has been increasing interest in trials that allow for design adaptations like sample size reassessment or treatment selection at an interim analysis. Ignoring the adaptive and multiplicity issues in such designs leads to an inflation of the type 1 error rate, and treatment effect estimates based on the maximum likelihood principle become biased. Whereas the methodological issues concerning hypothesis testing are well understood, it is not clear how to deal with parameter estimation in designs were adaptation rules are not fixed in advanced so that, in practice, the maximum likelihood estimate (MLE) is used. It is therefore important to understand the behavior of the MLE in such designs. The investigation of Bias and mean squared error (MSE) is complicated by the fact that the adaptation rules need not be fully specified in advance and, hence, are usually unknown. To investigate Bias and MSE under such circumstances, we search for the sample size reassessment and selection rules that lead to the maximum Bias or maximum MSE. Generally, this leads to an overestimation of Bias and MSE, which can be reduced by imposing realistic constraints on the rules like, for example, a maximum sample size. We consider designs that start with k treatment groups and a common control and where selection of a single treatment and control is performed at the interim analysis with the possibility to reassess each of the sample sizes. We consider the case of unlimited sample size reassessments as well as several realistically restricted sample size reassessment rules. PMID:26459506
A penalized likelihood approach for robust estimation of isoform expression
2016-01-01
Ultra high-throughput sequencing of transcriptomes (RNA-Seq) has enabled the accurate estimation of gene expression at individual isoform level. However, systematic biases introduced during the sequencing and mapping processes as well as incompleteness of the transcript annotation databases may cause the estimates of isoform abundances to be unreliable, and in some cases, highly inaccurate. This paper introduces a penalized likelihood approach to detect and correct for such biases in a robust manner. Our model extends those previously proposed by introducing bias parameters for reads. An L1 penalty is used for the selection of non-zero bias parameters. We introduce an efficient algorithm for model fitting and analyze the statistical properties of the proposed model. Our experimental studies on both simulated and real datasets suggest that the model has the potential to improve isoform-specific gene expression estimates and identify incompletely annotated gene models.
Maximum-likelihood estimation of circle parameters via convolution.
Zelniker, Emanuel E; Clarkson, I Vaughan L
2006-04-01
The accurate fitting of a circle to noisy measurements of circumferential points is a much studied problem in the literature. In this paper, we present an interpretation of the maximum-likelihood estimator (MLE) and the Delogne-Kåsa estimator (DKE) for circle-center and radius estimation in terms of convolution on an image which is ideal in a certain sense. We use our convolution-based MLE approach to find good estimates for the parameters of a circle in digital images. In digital images, it is then possible to treat these estimates as preliminary estimates into various other numerical techniques which further refine them to achieve subpixel accuracy. We also investigate the relationship between the convolution of an ideal image with a "phase-coded kernel" (PCK) and the MLE. This is related to the "phase-coded annulus" which was introduced by Atherton and Kerbyson who proposed it as one of a number of new convolution kernels for estimating circle center and radius. We show that the PCK is an approximate MLE (AMLE). We compare our AMLE method to the MLE and the DKE as well as the Cramér-Rao Lower Bound in ideal images and in both real and synthetic digital images. PMID:16579374
Stochastic Maximum Likelihood (SML) parametric estimation of overlapped Doppler echoes
NASA Astrophysics Data System (ADS)
Boyer, E.; Petitdidier, M.; Larzabal, P.
2004-11-01
This paper investigates the area of overlapped echo data processing. In such cases, classical methods, such as Fourier-like techniques or pulse pair methods, fail to estimate the first three spectral moments of the echoes because of their lack of resolution. A promising method, based on a modelization of the covariance matrix of the time series and on a Stochastic Maximum Likelihood (SML) estimation of the parameters of interest, has been recently introduced in literature. This method has been tested on simulations and on few spectra from actual data but no exhaustive investigation of the SML algorithm has been conducted on actual data: this paper fills this gap. The radar data came from the thunderstorm campaign that took place at the National Astronomy and Ionospheric Center (NAIC) in Arecibo, Puerto Rico, in 1998.
Maximum-likelihood estimation of recent shared ancestry (ERSA)
Huff, Chad D.; Witherspoon, David J.; Simonson, Tatum S.; Xing, Jinchuan; Watkins, W. Scott; Zhang, Yuhua; Tuohy, Therese M.; Neklason, Deborah W.; Burt, Randall W.; Guthery, Stephen L.; Woodward, Scott R.; Jorde, Lynn B.
2011-01-01
Accurate estimation of recent shared ancestry is important for genetics, evolution, medicine, conservation biology, and forensics. Established methods estimate kinship accurately for first-degree through third-degree relatives. We demonstrate that chromosomal segments shared by two individuals due to identity by descent (IBD) provide much additional information about shared ancestry. We developed a maximum-likelihood method for the estimation of recent shared ancestry (ERSA) from the number and lengths of IBD segments derived from high-density SNP or whole-genome sequence data. We used ERSA to estimate relationships from SNP genotypes in 169 individuals from three large, well-defined human pedigrees. ERSA is accurate to within one degree of relationship for 97% of first-degree through fifth-degree relatives and 80% of sixth-degree and seventh-degree relatives. We demonstrate that ERSA's statistical power approaches the maximum theoretical limit imposed by the fact that distant relatives frequently share no DNA through a common ancestor. ERSA greatly expands the range of relationships that can be estimated from genetic data and is implemented in a freely available software package. PMID:21324875
Maximum likelihood estimation for cytogenetic dose-response curves
Frome, E.L.; DuFrain, R.J.
1986-03-01
In vitro dose-response curves are used to describe the relation between chromosome aberrations and radiation dose for human lymphocytes. The lymphocytes are exposed to low-LET radiation, and the resulting dicentric chromosome aberrations follow the Poisson distribution. The expected yield depends on both the magnitude and the temporal distribution of the dose. A general dose-response model that describes this relation has been presented by Kellerer and Rossi (1972, Current Topics on Radiation Research Quarterly 8, 85-158; 1978, Radiation Research 75, 471-488) using the theory of dual radiation action. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting dose-time-response models are intrinsically nonlinear in the parameters. A general-purpose maximum likelihood estimation procedure is described, and estimation for the nonlinear models is illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.
Maximum likelihood estimation for cytogenetic dose-response curves
Frome, E.L; DuFrain, R.J.
1983-10-01
In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa(..gamma..d + g(t, tau)d/sup 2/), where t is the time and d is dose. The coefficient of the d/sup 2/ term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.
The numerical evaluation of the maximum-likelihood estimate of a subset of mixture proportions
NASA Technical Reports Server (NTRS)
Peters, B. C., Jr.; Walker, H. F.
1976-01-01
Necessary and sufficient conditions are given for a maximum likelihood estimate of a subset of mixture proportions. From these conditions, likelihood equations are derived satisfied by the maximum-likelihood estimate and a successive-approximations procedure is discussed as suggested by equations for numerically evaluating the maximum-likelihood estimate. It is shown that, with probability one for large samples, this procedure converges locally to the maximum-likelihood estimate whenever a certain step-size lies between zero and two. Furthermore, optimal rates of local convergence are obtained for a step-size which is bounded below by a number between one and two.
Fluorescence resonance energy transfer imaging by maximum likelihood estimation
NASA Astrophysics Data System (ADS)
Zhang, Yupeng; Yuan, Yumin; Holmes, Timothy J.
2004-06-01
Fluorescence resonance energy transfer (FRET) is a fluorescence microscope imaging process involving nonradiative energy transfer between two fluorophores (the donor and the acceptor). FRET is used to detect the chemical interactions and, in some cases, measure the distance between molecules. Existing approaches do not always well compensate for bleed-through in excitation, cross-talk in emission detection and electronic noise in image acquisition. We have developed a system to automatically search for maximum-likelihood estimates of the FRET image, donor concentration and acceptor concentration. It also produces other system parameters, such as excitation/emission filter efficiency and FRET conversion factor. The mathematical model is based upon a Poisson process since the CCD camera is a photon-counting device. The main advantage of the approach is that it automatically compensates for bleed-through and cross-talk degradations. Tests are presented with synthetic images and with real data referred to as positive and negative controls, where FRET is known to occur and to not occur, respectively. The test results verify the claimed advantages by showing consistent accuracy in detecting FRET and by showing improved accuracy in calculating FRET efficiency.
Song, Dong; Wang, Haonan; Tu, Catherine Y.; Marmarelis, Vasilis Z.; Hampson, Robert E.; Deadwyler, Sam A.; Berger, Theodore W.
2013-01-01
One key problem in computational neuroscience and neural engineering is the identification and modeling of functional connectivity in the brain using spike train data. To reduce model complexity, alleviate overfitting, and thus facilitate model interpretation, sparse representation and estimation of functional connectivity is needed. Sparsities include global sparsity, which captures the sparse connectivities between neurons, and local sparsity, which reflects the active temporal ranges of the input-output dynamical interactions. In this paper, we formulate a generalized functional additive model (GFAM) and develop the associated penalized likelihood estimation methods for such a modeling problem. A GFAM consists of a set of basis functions convolving the input signals, and a link function generating the firing probability of the output neuron from the summation of the convolutions weighted by the sought model coefficients. Model sparsities are achieved by using various penalized likelihood estimations and basis functions. Specifically, we introduce two variations of the GFAM using a global basis (e.g., Laguerre basis) and group LASSO estimation, and a local basis (e.g., B-spline basis) and group bridge estimation, respectively. We further develop an optimization method based on quadratic approximation of the likelihood function for the estimation of these models. Simulation and experimental results show that both group-LASSO-Laguerre and group-bridge-B-spline can capture faithfully the global sparsities, while the latter can replicate accurately and simultaneously both global and local sparsities. The sparse models outperform the full models estimated with the standard maximum likelihood method in out-of-sample predictions. PMID:23674048
The recursive maximum likelihood proportion estimator: User's guide and test results
NASA Technical Reports Server (NTRS)
Vanrooy, D. L.
1976-01-01
Implementation of the recursive maximum likelihood proportion estimator is described. A user's guide to programs as they currently exist on the IBM 360/67 at LARS, Purdue is included, and test results on LANDSAT data are described. On Hill County data, the algorithm yields results comparable to the standard maximum likelihood proportion estimator.
Item Parameter Estimation via Marginal Maximum Likelihood and an EM Algorithm: A Didactic.
ERIC Educational Resources Information Center
Harwell, Michael R.; And Others
1988-01-01
The Bock and Aitkin Marginal Maximum Likelihood/EM (MML/EM) approach to item parameter estimation is an alternative to the classical joint maximum likelihood procedure of item response theory. This paper provides the essential mathematical details of a MML/EM solution and shows its use in obtaining consistent item parameter estimates. (TJH)
ERIC Educational Resources Information Center
Magis, David; Raiche, Gilles
2012-01-01
This paper focuses on two estimators of ability with logistic item response theory models: the Bayesian modal (BM) estimator and the weighted likelihood (WL) estimator. For the BM estimator, Jeffreys' prior distribution is considered, and the corresponding estimator is referred to as the Jeffreys modal (JM) estimator. It is established that under…
Byram, Brett; Trahey, Gregg E; Palmeri, Mark
2013-01-01
Accurate and precise displacement estimation has been a hallmark of clinical ultrasound. Displacement estimation accuracy has largely been considered to be limited by the Cramer-Rao lower bound (CRLB). However, the CRLB only describes the minimum variance obtainable from unbiased estimators. Unbiased estimators are generally implemented using Bayes' theorem, which requires a likelihood function. The classic likelihood function for the displacement estimation problem is not discriminative and is difficult to implement for clinically relevant ultrasound with diffuse scattering. Because the classic likelihood function is not effective, a perturbation is proposed. The proposed likelihood function was evaluated and compared against the classic likelihood function by converting both to posterior probability density functions (PDFs) using a noninformative prior. Example results are reported for bulk motion simulations using a 6λ tracking kernel and 30 dB SNR for 1000 data realizations. The canonical likelihood function assigned the true displacement a mean probability of only 0.070 ± 0.020, whereas the new likelihood function assigned the true displacement a much higher probability of 0.22 ± 0.16. The new likelihood function shows improvements at least for bulk motion, acoustic radiation force induced motion, and compressive motion, and at least for SNRs greater than 10 dB and kernel lengths between 1.5 and 12λ. PMID:23287920
Finite mixture model: A maximum likelihood estimation approach on time series data
NASA Astrophysics Data System (ADS)
Yen, Phoong Seuk; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad
2014-09-01
Recently, statistician emphasized on the fitting of finite mixture model by using maximum likelihood estimation as it provides asymptotic properties. In addition, it shows consistency properties as the sample sizes increases to infinity. This illustrated that maximum likelihood estimation is an unbiased estimator. Moreover, the estimate parameters obtained from the application of maximum likelihood estimation have smallest variance as compared to others statistical method as the sample sizes increases. Thus, maximum likelihood estimation is adopted in this paper to fit the two-component mixture model in order to explore the relationship between rubber price and exchange rate for Malaysia, Thailand, Philippines and Indonesia. Results described that there is a negative effect among rubber price and exchange rate for all selected countries.
Profile-Likelihood Approach for Estimating Generalized Linear Mixed Models with Factor Structures
ERIC Educational Resources Information Center
Jeon, Minjeong; Rabe-Hesketh, Sophia
2012-01-01
In this article, the authors suggest a profile-likelihood approach for estimating complex models by maximum likelihood (ML) using standard software and minimal programming. The method works whenever setting some of the parameters of the model to known constants turns the model into a standard model. An important class of models that can be…
Building unbiased estimators from non-gaussian likelihoods with application to shear estimation
Madhavacheril, Mathew S.; McDonald, Patrick; Sehgal, Neelima; Slosar, Anze
2015-01-15
We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). Next we apply the approach to estimation of shear lensing, closely following the work of Bernstein and Armstrong (2014). Our first order estimator reduces to their estimator in the limit of zero shear, but it also naturally allows for the case of non-constant shear and the easy calculation of correlation functions or power spectra using standard methods. Both our first-order estimator and Bernstein and Armstrong’s estimator exhibit a bias which is quadratic in true shear. Our third-order estimator is, at least in the realm of the toy problem of Bernstein and Armstrong, unbiased to 0.1% in relative shear errors Δg/g for shears up to |g| = 0.2.
Building unbiased estimators from non-gaussian likelihoods with application to shear estimation
Madhavacheril, Mathew S.; McDonald, Patrick; Sehgal, Neelima; Slosar, Anze
2015-01-15
We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). Next we apply the approach to estimation of shear lensing, closely following the workmore » of Bernstein and Armstrong (2014). Our first order estimator reduces to their estimator in the limit of zero shear, but it also naturally allows for the case of non-constant shear and the easy calculation of correlation functions or power spectra using standard methods. Both our first-order estimator and Bernstein and Armstrong’s estimator exhibit a bias which is quadratic in true shear. Our third-order estimator is, at least in the realm of the toy problem of Bernstein and Armstrong, unbiased to 0.1% in relative shear errors Δg/g for shears up to |g| = 0.2.« less
Building unbiased estimators from non-Gaussian likelihoods with application to shear estimation
Madhavacheril, Mathew S.; Sehgal, Neelima; McDonald, Patrick; Slosar, Anže E-mail: pvmcdonald@lbl.gov E-mail: anze@bnl.gov
2015-01-01
We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). Next we apply the approach to estimation of shear lensing, closely following the work of Bernstein and Armstrong (2014). Our first order estimator reduces to their estimator in the limit of zero shear, but it also naturally allows for the case of non-constant shear and the easy calculation of correlation functions or power spectra using standard methods. Both our first-order estimator and Bernstein and Armstrong's estimator exhibit a bias which is quadratic in true shear. Our third-order estimator is, at least in the realm of the toy problem of Bernstein and Armstrong, unbiased to 0.1% in relative shear errors Δg/g for shears up to |g|=0.2.
Sampling of systematic errors to estimate likelihood weights in nuclear data uncertainty propagation
NASA Astrophysics Data System (ADS)
Helgesson, P.; Sjöstrand, H.; Koning, A. J.; Rydén, J.; Rochman, D.; Alhassan, E.; Pomp, S.
2016-01-01
In methodologies for nuclear data (ND) uncertainty assessment and propagation based on random sampling, likelihood weights can be used to infer experimental information into the distributions for the ND. As the included number of correlated experimental points grows large, the computational time for the matrix inversion involved in obtaining the likelihood can become a practical problem. There are also other problems related to the conventional computation of the likelihood, e.g., the assumption that all experimental uncertainties are Gaussian. In this study, a way to estimate the likelihood which avoids matrix inversion is investigated; instead, the experimental correlations are included by sampling of systematic errors. It is shown that the model underlying the sampling methodology (using univariate normal distributions for random and systematic errors) implies a multivariate Gaussian for the experimental points (i.e., the conventional model). It is also shown that the likelihood estimates obtained through sampling of systematic errors approach the likelihood obtained with matrix inversion as the sample size for the systematic errors grows large. In studied practical cases, it is seen that the estimates for the likelihood weights converge impractically slowly with the sample size, compared to matrix inversion. The computational time is estimated to be greater than for matrix inversion in cases with more experimental points, too. Hence, the sampling of systematic errors has little potential to compete with matrix inversion in cases where the latter is applicable. Nevertheless, the underlying model and the likelihood estimates can be easier to intuitively interpret than the conventional model and the likelihood function involving the inverted covariance matrix. Therefore, this work can both have pedagogical value and be used to help motivating the conventional assumption of a multivariate Gaussian for experimental data. The sampling of systematic errors could also
Bootstrap Standard Errors for Maximum Likelihood Ability Estimates When Item Parameters Are Unknown
ERIC Educational Resources Information Center
Patton, Jeffrey M.; Cheng, Ying; Yuan, Ke-Hai; Diao, Qi
2014-01-01
When item parameter estimates are used to estimate the ability parameter in item response models, the standard error (SE) of the ability estimate must be corrected to reflect the error carried over from item calibration. For maximum likelihood (ML) ability estimates, a corrected asymptotic SE is available, but it requires a long test and the…
NASA Astrophysics Data System (ADS)
Huang, Jinxin; Yuan, Qun; Tankam, Patrice; Clarkson, Eric; Kupinski, Matthew; Hindman, Holly B.; Aquavella, James V.; Rolland, Jannick P.
2015-03-01
In biophotonics imaging, one important and quantitative task is layer-thickness estimation. In this study, we investigate the approach of combining optical coherence tomography and a maximum-likelihood (ML) estimator for layer thickness estimation in the context of tear film imaging. The motivation of this study is to extend our understanding of tear film dynamics, which is the prerequisite to advance the management of Dry Eye Disease, through the simultaneous estimation of the thickness of the tear film lipid and aqueous layers. The estimator takes into account the different statistical processes associated with the imaging chain. We theoretically investigated the impact of key system parameters, such as the axial point spread functions (PSF) and various sources of noise on measurement uncertainty. Simulations show that an OCT system with a 1 μm axial PSF (FWHM) allows unbiased estimates down to nanometers with nanometer precision. In implementation, we built a customized Fourier domain OCT system that operates in the 600 to 1000 nm spectral window and achieves 0.93 micron axial PSF in corneal epithelium. We then validated the theoretical framework with physical phantoms made of custom optical coatings, with layer thicknesses from tens of nanometers to microns. Results demonstrate unbiased nanometer-class thickness estimates in three different physical phantoms.
Determining the accuracy of maximum likelihood parameter estimates with colored residuals
NASA Technical Reports Server (NTRS)
Morelli, Eugene A.; Klein, Vladislav
1994-01-01
An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.
ERIC Educational Resources Information Center
Penfield, Randall D.; Bergeron, Jennifer M.
2005-01-01
This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…
ERIC Educational Resources Information Center
Choi, Jaehwa; Kim, Sunhee; Chen, Jinsong; Dannels, Sharon
2011-01-01
The purpose of this study is to compare the maximum likelihood (ML) and Bayesian estimation methods for polychoric correlation (PCC) under diverse conditions using a Monte Carlo simulation. Two new Bayesian estimates, maximum a posteriori (MAP) and expected a posteriori (EAP), are compared to ML, the classic solution, to estimate PCC. Different…
Evaluation Methodologies for Estimating the Likelihood of Program Implementation Failure
ERIC Educational Resources Information Center
Durand, Roger; Decker, Phillip J.; Kirkman, Dorothy M.
2014-01-01
Despite our best efforts as evaluators, program implementation failures abound. A wide variety of valuable methodologies have been adopted to explain and evaluate the "why" of these failures. Yet, typically these methodologies have been employed concurrently (e.g., project monitoring) or to the post-hoc assessment of program activities.…
NASA Technical Reports Server (NTRS)
Murphy, Patrick Charles
1985-01-01
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.
Revising probability estimates: Why increasing likelihood means increasing impact.
Maglio, Sam J; Polman, Evan
2016-08-01
Forecasted probabilities rarely stay the same for long. Instead, they are subject to constant revision-moving upward or downward, uncertain events become more or less likely. Yet little is known about how people interpret probability estimates beyond static snapshots, like a 30% chance of rain. Here, we consider the cognitive, affective, and behavioral consequences of revisions to probability forecasts. Stemming from a lay belief that revisions signal the emergence of a trend, we find in 10 studies (comprising uncertain events such as weather, climate change, sex, sports, and wine) that upward changes to event-probability (e.g., increasing from 20% to 30%) cause events to feel less remote than downward changes (e.g., decreasing from 40% to 30%), and subsequently change people's behavior regarding those events despite the revised event-probabilities being the same. Our research sheds light on how revising the probabilities for future events changes how people manage those uncertain events. (PsycINFO Database Record PMID:27281350
NASA Technical Reports Server (NTRS)
Cash, W.
1979-01-01
Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.
Odic, Darko; Im, Hee Yeon; Eisinger, Robert; Ly, Ryan; Halberda, Justin
2016-06-01
A simple and popular psychophysical model-usually described as overlapping Gaussian tuning curves arranged along an ordered internal scale-is capable of accurately describing both human and nonhuman behavioral performance and neural coding in magnitude estimation, production, and reproduction tasks for most psychological dimensions (e.g., time, space, number, or brightness). This model traditionally includes two parameters that determine how a physical stimulus is transformed into a psychological magnitude: (1) an exponent that describes the compression or expansion of the physical signal into the relevant psychological scale (β), and (2) an estimate of the amount of inherent variability (often called internal noise) in the Gaussian activations along the psychological scale (σ). To date, linear slopes on log-log plots have traditionally been used to estimate β, and a completely separate method of averaging coefficients of variance has been used to estimate σ. We provide a respectful, yet critical, review of these traditional methods, and offer a tutorial on a maximum-likelihood estimation (MLE) and a Bayesian estimation method for estimating both β and σ [PsiMLE(β,σ)], coupled with free software that researchers can use to implement it without a background in MLE or Bayesian statistics (R-PsiMLE). We demonstrate the validity, reliability, efficiency, and flexibility of this method through a series of simulations and behavioral experiments, and find the new method to be superior to the traditional methods in all respects. PMID:25987306
ERIC Educational Resources Information Center
Casabianca, Jodi M.; Lewis, Charles
2015-01-01
Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…
An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models
ERIC Educational Resources Information Center
Lee, Taehun
2010-01-01
In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…
NASA Technical Reports Server (NTRS)
Peters, B. C., Jr.; Walker, H. F.
1975-01-01
A general iterative procedure is given for determining the consistent maximum likelihood estimates of normal distributions. In addition, a local maximum of the log-likelihood function, Newtons's method, a method of scoring, and modifications of these procedures are discussed.
Estimation of bias errors in measured airplane responses using maximum likelihood method
NASA Technical Reports Server (NTRS)
Klein, Vladiaslav; Morgan, Dan R.
1987-01-01
A maximum likelihood method is used for estimation of unknown bias errors in measured airplane responses. The mathematical model of an airplane is represented by six-degrees-of-freedom kinematic equations. In these equations the input variables are replaced by their measured values which are assumed to be without random errors. The resulting algorithm is verified with a simulation and flight test data. The maximum likelihood estimates from in-flight measured data are compared with those obtained by using a nonlinear-fixed-interval-smoother and an extended Kalmar filter.
NASA Technical Reports Server (NTRS)
Gupta, N. K.; Mehra, R. K.
1974-01-01
This paper discusses numerical aspects of computing maximum likelihood estimates for linear dynamical systems in state-vector form. Different gradient-based nonlinear programming methods are discussed in a unified framework and their applicability to maximum likelihood estimation is examined. The problems due to singular Hessian or singular information matrix that are common in practice are discussed in detail and methods for their solution are proposed. New results on the calculation of state sensitivity functions via reduced order models are given. Several methods for speeding convergence and reducing computation time are also discussed.
Out-of-atlas likelihood estimation using multi-atlas segmentation
Asman, Andrew J.; Chambless, Lola B.; Thompson, Reid C.; Landman, Bennett A.
2013-01-01
Purpose: Multi-atlas segmentation has been shown to be highly robust and accurate across an extraordinary range of potential applications. However, it is limited to the segmentation of structures that are anatomically consistent across a large population of potential target subjects (i.e., multi-atlas segmentation is limited to “in-atlas” applications). Herein, the authors propose a technique to determine the likelihood that a multi-atlas segmentation estimate is representative of the problem at hand, and, therefore, identify anomalous regions that are not well represented within the atlases. Methods: The authors derive a technique to estimate the out-of-atlas (OOA) likelihood for every voxel in the target image. These estimated likelihoods can be used to determine and localize the probability of an abnormality being present on the target image. Results: Using a collection of manually labeled whole-brain datasets, the authors demonstrate the efficacy of the proposed framework on two distinct applications. First, the authors demonstrate the ability to accurately and robustly detect malignant gliomas in the human brain—an aggressive class of central nervous system neoplasms. Second, the authors demonstrate how this OOA likelihood estimation process can be used within a quality control context for diffusion tensor imaging datasets to detect large-scale imaging artifacts (e.g., aliasing and image shading). Conclusions: The proposed OOA likelihood estimation framework shows great promise for robust and rapid identification of brain abnormalities and imaging artifacts using only weak dependencies on anomaly morphometry and appearance. The authors envision that this approach would allow for application-specific algorithms to focus directly on regions of high OOA likelihood, which would (1) reduce the need for human intervention, and (2) reduce the propensity for false positives. Using the dual perspective, this technique would allow for algorithms to focus on
A Maximum-Likelihood Method for the Estimation of Pairwise Relatedness in Structured Populations
Anderson, Amy D.; Weir, Bruce S.
2007-01-01
A maximum-likelihood estimator for pairwise relatedness is presented for the situation in which the individuals under consideration come from a large outbred subpopulation of the population for which allele frequencies are known. We demonstrate via simulations that a variety of commonly used estimators that do not take this kind of misspecification of allele frequencies into account will systematically overestimate the degree of relatedness between two individuals from a subpopulation. A maximum-likelihood estimator that includes FST as a parameter is introduced with the goal of producing the relatedness estimates that would have been obtained if the subpopulation allele frequencies had been known. This estimator is shown to work quite well, even when the value of FST is misspecified. Bootstrap confidence intervals are also examined and shown to exhibit close to nominal coverage when FST is correctly specified. PMID:17339212
A conditional likelihood is required to estimate the selection coefficient in ancient DNA
Valleriani, Angelo
2016-01-01
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to visit the available fitness landscape. Based on two models of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation whereas the unconditioned likelihood fails. Finally, we discuss the fact that the traditional, unconditioned likelihood always delivers an answer, which is often unfalsifiable and appears reasonable also when it is not correct. PMID:27527811
ERIC Educational Resources Information Center
Klein, Andreas G.; Muthen, Bengt O.
2007-01-01
In this article, a nonlinear structural equation model is introduced and a quasi-maximum likelihood method for simultaneous estimation and testing of multiple nonlinear effects is developed. The focus of the new methodology lies on efficiency, robustness, and computational practicability. Monte-Carlo studies indicate that the method is highly…
Marginal Maximum Likelihood Estimation of a Latent Variable Model with Interaction
ERIC Educational Resources Information Center
Cudeck, Robert; Harring, Jeffrey R.; du Toit, Stephen H. C.
2009-01-01
There has been considerable interest in nonlinear latent variable models specifying interaction between latent variables. Although it seems to be only slightly more complex than linear regression without the interaction, the model that includes a product of latent variables cannot be estimated by maximum likelihood assuming normality.…
On penalized likelihood estimation for a non-proportional hazards regression model.
Devarajan, Karthik; Ebrahimi, Nader
2013-07-01
In this paper, a semi-parametric generalization of the Cox model that permits crossing hazard curves is described. A theoretical framework for estimation in this model is developed based on penalized likelihood methods. It is shown that the optimal solution to the baseline hazard, baseline cumulative hazard and their ratio are hyperbolic splines with knots at the distinct failure times. PMID:24791034
ERIC Educational Resources Information Center
Magis, David; Raiche, Gilles
2010-01-01
In this article the authors focus on the issue of the nonuniqueness of the maximum likelihood (ML) estimator of proficiency level in item response theory (with special attention to logistic models). The usual maximum a posteriori (MAP) method offers a good alternative within that framework; however, this article highlights some drawbacks of its…
Constrained Maximum Likelihood Estimation for Two-Level Mean and Covariance Structure Models
ERIC Educational Resources Information Center
Bentler, Peter M.; Liang, Jiajuan; Tang, Man-Lai; Yuan, Ke-Hai
2011-01-01
Maximum likelihood is commonly used for the estimation of model parameters in the analysis of two-level structural equation models. Constraints on model parameters could be encountered in some situations such as equal factor loadings for different factors. Linear constraints are the most common ones and they are relatively easy to handle in…
Estimation of Maximum Likelihood of the Unextendable Dead Time Period in a Flow of Physical Events
NASA Astrophysics Data System (ADS)
Gortsev, A. M.; Solov'ev, A. A.
2016-03-01
A flow of physical events (photons, electrons, etc.) is studied. One of the mathematical models of such flows is the MAP-flow of events. The flow circulates under conditions of the unextendable dead time period, when the dead time period is unknown. The dead time period is estimated by the method of maximum likelihood from observations of arrival instants of events.
Ekisheva, Svetlana
2010-01-01
Probabilistic models for biological sequences (DNA and proteins) have many useful applications in bioinformatics. Normally, the values of parameters of these models have to be estimated from empirical data. However, even for the most common estimates, the maximum likelihood (ML) estimates, properties have not been completely explored. Here we assess the uniform accuracy of the ML estimates for models of several types: the independence model, the Markov chain and the hidden Markov model (HMM). Particularly, we derive rates of decay of the maximum estimation error by employing the measure concentration as well as the Gaussian approximation, and compare these rates. PMID:21318122
Maximum-Likelihood Estimator of Clock Offset between Nanomachines in Bionanosensor Networks.
Lin, Lin; Yang, Chengfeng; Ma, Maode
2015-01-01
Recent advances in nanotechnology, electronic technology and biology have enabled the development of bio-inspired nanoscale sensors. The cooperation among the bionanosensors in a network is envisioned to perform complex tasks. Clock synchronization is essential to establish diffusion-based distributed cooperation in the bionanosensor networks. This paper proposes a maximum-likelihood estimator of the clock offset for the clock synchronization among molecular bionanosensors. The unique properties of diffusion-based molecular communication are described. Based on the inverse Gaussian distribution of the molecular propagation delay, a two-way message exchange mechanism for clock synchronization is proposed. The maximum-likelihood estimator of the clock offset is derived. The convergence and the bias of the estimator are analyzed. The simulation results show that the proposed estimator is effective for the offset compensation required for clock synchronization. This work paves the way for the cooperation of nanomachines in diffusion-based bionanosensor networks. PMID:26690173
NASA Technical Reports Server (NTRS)
Chittineni, C. B.
1979-01-01
The problem of estimating label imperfections and the use of the estimation in identifying mislabeled patterns is presented. Expressions for the maximum likelihood estimates of classification errors and a priori probabilities are derived from the classification of a set of labeled patterns. Expressions also are given for the asymptotic variances of probability of correct classification and proportions. Simple models are developed for imperfections in the labels and for classification errors and are used in the formulation of a maximum likelihood estimation scheme. Schemes are presented for the identification of mislabeled patterns in terms of threshold on the discriminant functions for both two-class and multiclass cases. Expressions are derived for the probability that the imperfect label identification scheme will result in a wrong decision and are used in computing thresholds. The results of practical applications of these techniques in the processing of remotely sensed multispectral data are presented.
Donato, David I.
2012-01-01
This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.
Maximum-Likelihood Estimator of Clock Offset between Nanomachines in Bionanosensor Networks
Lin, Lin; Yang, Chengfeng; Ma, Maode
2015-01-01
Recent advances in nanotechnology, electronic technology and biology have enabled the development of bio-inspired nanoscale sensors. The cooperation among the bionanosensors in a network is envisioned to perform complex tasks. Clock synchronization is essential to establish diffusion-based distributed cooperation in the bionanosensor networks. This paper proposes a maximum-likelihood estimator of the clock offset for the clock synchronization among molecular bionanosensors. The unique properties of diffusion-based molecular communication are described. Based on the inverse Gaussian distribution of the molecular propagation delay, a two-way message exchange mechanism for clock synchronization is proposed. The maximum-likelihood estimator of the clock offset is derived. The convergence and the bias of the estimator are analyzed. The simulation results show that the proposed estimator is effective for the offset compensation required for clock synchronization. This work paves the way for the cooperation of nanomachines in diffusion-based bionanosensor networks. PMID:26690173
Maximum likelihood estimation with poisson (counting) statistics for waste drum inspection
Goodman, D.
1997-05-01
This note provides a preliminary look at the issues involved in waste drum inspection when emission levels are so low that central limit theorem arguments do not apply and counting statistics, rather than the usual Gaussian assumption, must be considered. At very high count rates the assumption of Gaussian statistics is reasonable, and the maximum likelihood arguments that we discuss below for low count rates would lead to the usual approach of least squares fits. Least squares is not the the best technique for low counts, and we will develop the maximum likelihood estimators for the low count case.
Schweder, Tore
2003-12-01
Maximum likelihood estimates of abundance are obtained from repeated photographic surveys of a closed stratified population with naturally marked and unmarked individuals. Capture intensities are assumed log-linear in stratum, year, and season. In the chosen model, an approximate confidence distribution for total abundance of bowhead whales, with an accompanying likelihood reduced of nuisance parameters, is found from a parametric bootstrap experiment. The confidence distribution depends on the assumed study protocol. A confidence distribution that is exact (except for the effect of discreteness) is found by conditioning in the unstratified case without unmarked individuals. PMID:14969476
Maximum Likelihood Shift Estimation Using High Resolution Polarimetric SAR Clutter Model
NASA Astrophysics Data System (ADS)
Harant, Olivier; Bombrun, Lionel; Vasile, Gabriel; Ferro-Famil, Laurent; Gay, Michel
2011-03-01
This paper deals with a Maximum Likelihood (ML) shift estimation method in the context of High Resolution (HR) Polarimetric SAR (PolSAR) clutter. Texture modeling is exposed and the generalized ML texture tracking method is extended to the merging of various sensors. Some results on displacement estimation on the Argentiere glacier in the Mont Blanc massif using dual-pol TerraSAR-X (TSX) and quad-pol RADARSAT-2 (RS2) sensors are finally discussed.
Estimating probability densities from short samples: A parametric maximum likelihood approach
NASA Astrophysics Data System (ADS)
Dudok de Wit, T.; Floriani, E.
1998-10-01
A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (PDF) of a random set. The method proceeds by maximizing the likelihood of the PDF, yielding estimates that perform equally well in the tails as in the bulk of the distribution. It is therefore well suited for the analysis of short sets drawn from smooth PDF's and stands out by the simplicity of its computational scheme. Its advantages and limitations are discussed.
Indoor Ultra-Wide Band Network Adjustment using Maximum Likelihood Estimation
NASA Astrophysics Data System (ADS)
Koppanyi, Z.; Toth, C. K.
2014-11-01
This study is the part of our ongoing research on using ultra-wide band (UWB) technology for navigation at the Ohio State University. Our tests have indicated that the UWB two-way time-of-flight ranges under indoor circumstances follow a Gaussian mixture distribution that may be caused by the incompleteness of the functional model. In this case, to adjust the UWB network from the observed ranges, the maximum likelihood estimation (MLE) may provide a better solution for the node coordinates than the widely-used least squares approach. The prerequisite of the maximum likelihood method is to know the probability density functions. The 30 Hz sampling rate of the UWB sensors enables to estimate these functions between each node from the samples in static positioning mode. In order to prove the MLE hypothesis, an UWB network has been established in a multi-path density environment for test data acquisition. The least squares and maximum likelihood coordinate solutions are determined and compared, and the results indicate that better accuracy can be achieved with maximum likelihood estimation.
A real-time maximum-likelihood heart-rate estimator for wearable textile sensors.
Cheng, Mu-Huo; Chen, Li-Chung; Hung, Ying-Che; Yang, Chang Ming
2008-01-01
This paper presents a real-time maximum-likelihood heart-rate estimator for ECG data measured via wearable textile sensors. The ECG signals measured from wearable dry electrodes are notorious for its susceptibility to interference from the respiration or the motion of wearing person such that the signal quality may degrade dramatically. To overcome these obstacles, in the proposed heart-rate estimator we first employ the subspace approach to remove the wandering baseline, then use a simple nonlinear absolute operation to reduce the high-frequency noise contamination, and finally apply the maximum likelihood estimation technique for estimating the interval of R-R peaks. A parameter derived from the byproduct of maximum likelihood estimation is also proposed as an indicator for signal quality. To achieve the goal of real-time, we develop a simple adaptive algorithm from the numerical power method to realize the subspace filter and apply the fast-Fourier transform (FFT) technique for realization of the correlation technique such that the whole estimator can be implemented in an FPGA system. Experiments are performed to demonstrate the viability of the proposed system. PMID:19162641
NASA Astrophysics Data System (ADS)
Fu, Qiang; Luk, Wai-Shing; Tao, Jun; Zeng, Xuan; Cai, Wei
In this paper, a novel intra-die spatial correlation extraction method referred to as MLEMTC (Maximum Likelihood Estimation for Multiple Test Chips) is presented. In the MLEMTC method, a joint likelihood function is formulated by multiplying the set of individual likelihood functions for all test chips. This joint likelihood function is then maximized to extract a unique group of parameter values of a single spatial correlation function, which can be used for statistical circuit analysis and design. Moreover, to deal with the purely random component and measurement error contained in measurement data, the spatial correlation function combined with the correlation of white noise is used in the extraction, which significantly improves the accuracy of the extraction results. Furthermore, an LU decomposition based technique is developed to calculate the log-determinant of the positive definite matrix within the likelihood function, which solves the numerical stability problem encountered in the direct calculation. Experimental results have shown that the proposed method is efficient and practical.
Huang, Jinxin; Lee, Kye-sung; Clarkson, Eric; Kupinski, Matthew; Maki, Kara L.; Ross, David S.; Aquavella, James V.; Rolland, Jannick P.
2016-01-01
In this Letter, we implement a maximum-likelihood estimator to interpret optical coherence tomography (OCT) data for the first time, based on Fourier-domain OCT and a two-interface tear film model. We use the root mean square error as a figure of merit to quantify the system performance of estimating the tear film thickness. With the methodology of task-based assessment, we study the trade-off between system imaging speed (temporal resolution of the dynamics) and the precision of the estimation. Finally, the estimator is validated with a digital tear-film dynamics phantom. PMID:23938923
NASA Astrophysics Data System (ADS)
Bousse, Alexandre; Bertolli, Ottavia; Atkinson, David; Arridge, Simon; Ourselin, Sébastien; Hutton, Brian F.; Thielemans, Kris
2016-02-01
This work is an extension of our recent work on joint activity reconstruction/motion estimation (JRM) from positron emission tomography (PET) data. We performed JRM by maximization of the penalized log-likelihood in which the probabilistic model assumes that the same motion field affects both the activity distribution and the attenuation map. Our previous results showed that JRM can successfully reconstruct the activity distribution when the attenuation map is misaligned with the PET data, but converges slowly due to the significant cross-talk in the likelihood. In this paper, we utilize time-of-flight PET for JRM and demonstrate that the convergence speed is significantly improved compared to JRM with conventional PET data.
Hui, Tin-Yu J.; Burt, Austin
2015-01-01
The effective population size Ne is a key parameter in population genetics and evolutionary biology, as it quantifies the expected distribution of changes in allele frequency due to genetic drift. Several methods of estimating Ne have been described, the most direct of which uses allele frequencies measured at two or more time points. A new likelihood-based estimator NB^ for contemporary effective population size using temporal data is developed in this article. The existing likelihood methods are computationally intensive and unable to handle the case when the underlying Ne is large. This article tries to work around this problem by using a hidden Markov algorithm and applying continuous approximations to allele frequencies and transition probabilities. Extensive simulations are run to evaluate the performance of the proposed estimator NB^, and the results show that it is more accurate and has lower variance than previous methods. The new estimator also reduces the computational time by at least 1000-fold and relaxes the upper bound of Ne to several million, hence allowing the estimation of larger Ne. Finally, we demonstrate how this algorithm can cope with nonconstant Ne scenarios and be used as a likelihood-ratio test to test for the equality of Ne throughout the sampling horizon. An R package “NB” is now available for download to implement the method described in this article. PMID:25747459
Boldman, K G; Van Vleck, L D
1991-12-01
Estimation of (co)variance components by derivative-free REML requires repeated evaluation of the log-likelihood function of the data. Gaussian elimination of the augmented mixed model coefficient matrix is often used to evaluate the likelihood function, but it can be costly for animal models with large coefficient matrices. This study investigated the use of a direct sparse matrix solver to obtain the log-likelihood function. The sparse matrix package SPARSPAK was used to reorder the mixed model equations once and then repeatedly to solve the equations by Cholesky factorization to generate the terms required to calculate the likelihood. The animal model used for comparison contained 19 fixed levels, 470 maternal permanent environmental effects, and 1586 direct and 1586 maternal genetic effects, resulting in a coefficient matrix of order 3661 with .3% nonzero elements after including numerator relationships. Compared with estimation via Gaussian elimination of the unordered system, utilization of SPARSPAK required 605 and 240 times less central processing unit time on mainframes and personal computers, respectively. The SPARSPAK package also required less memory and provided solutions for all effects in the model. PMID:1787202
Houle, D; Meyer, K
2015-08-01
We explore the estimation of uncertainty in evolutionary parameters using a recently devised approach for resampling entire additive genetic variance-covariance matrices (G). Large-sample theory shows that maximum-likelihood estimates (including restricted maximum likelihood, REML) asymptotically have a multivariate normal distribution, with covariance matrix derived from the inverse of the information matrix, and mean equal to the estimated G. This suggests that sampling estimates of G from this distribution can be used to assess the variability of estimates of G, and of functions of G. We refer to this as the REML-MVN method. This has been implemented in the mixed-model program WOMBAT. Estimates of sampling variances from REML-MVN were compared to those from the parametric bootstrap and from a Bayesian Markov chain Monte Carlo (MCMC) approach (implemented in the R package MCMCglmm). We apply each approach to evolvability statistics previously estimated for a large, 20-dimensional data set for Drosophila wings. REML-MVN and MCMC sampling variances are close to those estimated with the parametric bootstrap. Both slightly underestimate the error in the best-estimated aspects of the G matrix. REML analysis supports the previous conclusion that the G matrix for this population is full rank. REML-MVN is computationally very efficient, making it an attractive alternative to both data resampling and MCMC approaches to assessing confidence in parameters of evolutionary interest. PMID:26079756
Robust maximum likelihood estimation for stochastic state space model with observation outliers
NASA Astrophysics Data System (ADS)
AlMutawa, J.
2016-08-01
The objective of this paper is to develop a robust maximum likelihood estimation (MLE) for the stochastic state space model via the expectation maximisation algorithm to cope with observation outliers. Two types of outliers and their influence are studied in this paper: namely,the additive outlier (AO) and innovative outlier (IO). Due to the sensitivity of the MLE to AO and IO, we propose two techniques for robustifying the MLE: the weighted maximum likelihood estimation (WMLE) and the trimmed maximum likelihood estimation (TMLE). The WMLE is easy to implement with weights estimated from the data; however, it is still sensitive to IO and a patch of AO outliers. On the other hand, the TMLE is reduced to a combinatorial optimisation problem and hard to implement but it is efficient to both types of outliers presented here. To overcome the difficulty, we apply the parallel randomised algorithm that has a low computational cost. A Monte Carlo simulation result shows the efficiency of the proposed algorithms. An earlier version of this paper was presented at the 8th Asian Control Conference, Kaohsiung, Taiwan, 2011.
Aydin, Zeynep; Marcussen, Thomas; Ertekin, Alaattin Selcuk; Oxelman, Bengt
2014-01-01
Coalescent-based inference of phylogenetic relationships among species takes into account gene tree incongruence due to incomplete lineage sorting, but for such methods to make sense species have to be correctly delimited. Because alternative assignments of individuals to species result in different parametric models, model selection methods can be applied to optimise model of species classification. In a Bayesian framework, Bayes factors (BF), based on marginal likelihood estimates, can be used to test a range of possible classifications for the group under study. Here, we explore BF and the Akaike Information Criterion (AIC) to discriminate between different species classifications in the flowering plant lineage Silene sect. Cryptoneurae (Caryophyllaceae). We estimated marginal likelihoods for different species classification models via the Path Sampling (PS), Stepping Stone sampling (SS), and Harmonic Mean Estimator (HME) methods implemented in BEAST. To select among alternative species classification models a posterior simulation-based analog of the AIC through Markov chain Monte Carlo analysis (AICM) was also performed. The results are compared to outcomes from the software BP&P. Our results agree with another recent study that marginal likelihood estimates from PS and SS methods are useful for comparing different species classifications, and strongly support the recognition of the newly described species S. ertekinii. PMID:25216034
Maximum likelihood estimation for model Mt,α for capture-recapture data with misidentification.
Vale, R T R; Fewster, R M; Carroll, E L; Patenaude, N J
2014-12-01
We investigate model Mt,α for abundance estimation in closed-population capture-recapture studies, where animals are identified from natural marks such as DNA profiles or photographs of distinctive individual features. Model Mt,α extends the classical model Mt to accommodate errors in identification, by specifying that each sample identification is correct with probability α and false with probability 1-α. Information about misidentification is gained from a surplus of capture histories with only one entry, which arise from false identifications. We derive an exact closed-form expression for the likelihood for model Mt,α and show that it can be computed efficiently, in contrast to previous studies which have held the likelihood to be computationally intractable. Our fast computation enables us to conduct a thorough investigation of the statistical properties of the maximum likelihood estimates. We find that the indirect approach to error estimation places high demands on data richness, and good statistical properties in terms of precision and bias require high capture probabilities or many capture occasions. When these requirements are not met, abundance is estimated with very low precision and negative bias, and at the extreme better properties can be obtained by the naive approach of ignoring misidentification error. We recommend that model Mt,α be used with caution and other strategies for handling misidentification error be considered. We illustrate our study with genetic and photographic surveys of the New Zealand population of southern right whale (Eubalaena australis). PMID:24942186
Sampling variability and estimates of density dependence: a composite-likelihood approach.
Lele, Subhash R
2006-01-01
It is well known that sampling variability, if not properly taken into account, affects various ecologically important analyses. Statistical inference for stochastic population dynamics models is difficult when, in addition to the process error, there is also sampling error. The standard maximum-likelihood approach suffers from large computational burden. In this paper, I discuss an application of the composite-likelihood method for estimation of the parameters of the Gompertz model in the presence of sampling variability. The main advantage of the method of composite likelihood is that it reduces the computational burden substantially with little loss of statistical efficiency. Missing observations are a common problem with many ecological time series. The method of composite likelihood can accommodate missing observations in a straightforward fashion. Environmental conditions also affect the parameters of stochastic population dynamics models. This method is shown to handle such nonstationary population dynamics processes as well. Many ecological time series are short, and statistical inferences based on such short time series tend to be less precise. However, spatial replications of short time series provide an opportunity to increase the effective sample size. Application of likelihood-based methods for spatial time-series data for population dynamics models is computationally prohibitive. The method of composite likelihood is shown to have significantly less computational burden, making it possible to analyze large spatial time-series data. After discussing the methodology in general terms, I illustrate its use by analyzing a time series of counts of American Redstart (Setophaga ruticilla) from the Breeding Bird Survey data, San Joaquin kit fox (Vulpes macrotis mutica) population abundance data, and spatial time series of Bull trout (Salvelinus confluentus) redds count data. PMID:16634310
NASA Astrophysics Data System (ADS)
Singh, Harpreet; Arvind; Dorai, Kavita
2016-09-01
Estimation of quantum states is an important step in any quantum information processing experiment. A naive reconstruction of the density matrix from experimental measurements can often give density matrices which are not positive, and hence not physically acceptable. How do we ensure that at all stages of reconstruction, we keep the density matrix positive? Recently a method has been suggested based on maximum likelihood estimation, wherein the density matrix is guaranteed to be positive definite. We experimentally implement this protocol on an NMR quantum information processor. We discuss several examples and compare with the standard method of state estimation.
F-8C adaptive flight control extensions. [for maximum likelihood estimation
NASA Technical Reports Server (NTRS)
Stein, G.; Hartmann, G. L.
1977-01-01
An adaptive concept which combines gain-scheduled control laws with explicit maximum likelihood estimation (MLE) identification to provide the scheduling values is described. The MLE algorithm was improved by incorporating attitude data, estimating gust statistics for setting filter gains, and improving parameter tracking during changing flight conditions. A lateral MLE algorithm was designed to improve true air speed and angle of attack estimates during lateral maneuvers. Relationships between the pitch axis sensors inherent in the MLE design were examined and used for sensor failure detection. Design details and simulation performance are presented for each of the three areas investigated.
Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano
2015-01-01
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in the 1980s and early 1990s. We use estimates from our model to simulate a synthetic dataset and assess the ability of ML and SMM to recover the model parameters on this sample. We investigate the performance of alternative tuning parameters for SMM. PMID:26494926
NASA Astrophysics Data System (ADS)
Rizzo, R. E.; Healy, D.; De Siena, L.
2015-12-01
The success of any model prediction is largely dependent on the accuracy with which its parameters are known. In characterising fracture networks in naturally fractured rocks, the main issues are related with the difficulties in accurately up- and down-scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (fracture lengths, apertures, orientations and densities) represents a fundamental step which can aid the estimation of permeability and fluid flow, which are of primary importance in a number of contexts ranging from hydrocarbon production in fractured reservoirs and reservoir stimulation by hydrofracturing, to geothermal energy extraction and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. This work focuses on linking fracture data collected directly from outcrops to permeability estimation and fracture network modelling. Outcrop studies can supplement the limited data inherent to natural fractured systems in the subsurface. The study area is a highly fractured upper Miocene biosiliceous mudstone formation cropping out along the coastline north of Santa Cruz (California, USA). These unique outcrops exposes a recently active bitumen-bearing formation representing a geological analogue of a fractured top seal. In order to validate field observations as useful analogues of subsurface reservoirs, we describe a methodology of statistical analysis for more accurate probability distribution of fracture attributes, using Maximum Likelihood Estimators. These procedures aim to understand whether the average permeability of a fracture network can be predicted reducing its uncertainties, and if outcrop measurements of fracture attributes can be used directly to generate statistically identical fracture network models.
The effect of relatedness on likelihood ratios and the use of conservative estimates.
Brookfield, J F
1995-01-01
DNA profiling can be used to identify criminals through their DNA matching that left at the scene of a crime. The strength of the evidence supplied by a match in DNA profiles is given by the likelihood ratio. This, in turn, depends upon the probability that a match would be produced if the suspect is innocent. This probability could be strongly affected by the possibility of relatedness between the suspect and the true source of the scene-of-crime DNA profile. Methods are shown that allow for the possibility of such relatedness, arising either through population substructure or through a family relationship. Uncertainties about the likelihood ratio have been taken as grounds for the use of very conservative estimates of this quantity. The use of such conservative estimates can be shown to be neither necessary nor harmless. PMID:7607450
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics
NASA Astrophysics Data System (ADS)
Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc
2016-03-01
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.
Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc
2016-03-14
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications. PMID:26979681
Determination of linear displacement by envelope detection with maximum likelihood estimation
Lang, Kuo-Chen; Teng, Hui-Kang
2010-09-20
We demonstrate in this report an envelope detection technique with maximum likelihood estimation in a least square sense for determining displacement. This technique is achieved by sampling the amplitudes of quadrature signals resulted from a heterodyne interferometer so that the resolution of displacement measurement of the order of {lambda}/10{sup 4} is experimentally verified. A phase unwrapping procedure is also described and experimentally demonstrated and indicates that the unambiguity range of displacement can be measured beyond a single wavelength.
Cohn, T.A.
2005-01-01
This paper presents an adjusted maximum likelihood estimator (AMLE) that can be used to estimate fluvial transport of contaminants, like phosphorus, that are subject to censoring because of analytical detection limits. The AMLE is a generalization of the widely accepted minimum variance unbiased estimator (MVUE), and Monte Carlo experiments confirm that it shares essentially all of the MVUE's desirable properties, including high efficiency and negligible bias. In particular, the AMLE exhibits substantially less bias than alternative censored-data estimators such as the MLE (Tobit) or the MLE followed by a jackknife. As with the MLE and the MVUE the AMLE comes close to achieving the theoretical Frechet-Crame??r-Rao bounds on its variance. This paper also presents a statistical framework, applicable to both censored and complete data, for understanding and estimating the components of uncertainty associated with load estimates. This can serve to lower the cost and improve the efficiency of both traditional and real-time water quality monitoring.
A Targeted Maximum Likelihood Estimator of a Causal Effect on a Bounded Continuous Outcome
Gruber, Susan; van der Laan, Mark J.
2010-01-01
Targeted maximum likelihood estimation of a parameter of a data generating distribution, known to be an element of a semi-parametric model, involves constructing a parametric model through an initial density estimator with parameter ɛ representing an amount of fluctuation of the initial density estimator, where the score of this fluctuation model at ɛ = 0 equals the efficient influence curve/canonical gradient. The latter constraint can be satisfied by many parametric fluctuation models since it represents only a local constraint of its behavior at zero fluctuation. However, it is very important that the fluctuations stay within the semi-parametric model for the observed data distribution, even if the parameter can be defined on fluctuations that fall outside the assumed observed data model. In particular, in the context of sparse data, by which we mean situations where the Fisher information is low, a violation of this property can heavily affect the performance of the estimator. This paper presents a fluctuation approach that guarantees the fluctuated density estimator remains inside the bounds of the data model. We demonstrate this in the context of estimation of a causal effect of a binary treatment on a continuous outcome that is bounded. It results in a targeted maximum likelihood estimator that inherently respects known bounds, and consequently is more robust in sparse data situations than the targeted MLE using a naive fluctuation model. When an estimation procedure incorporates weights, observations having large weights relative to the rest heavily influence the point estimate and inflate the variance. Truncating these weights is a common approach to reducing the variance, but it can also introduce bias into the estimate. We present an alternative targeted maximum likelihood estimation (TMLE) approach that dampens the effect of these heavily weighted observations. As a substitution estimator, TMLE respects the global constraints of the observed data
A New Maximum-Likelihood Change Estimator for Two-Pass SAR Coherent Change Detection.
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Charles V,
2014-09-01
In this paper, we derive a new optimal change metric to be used in synthetic aperture RADAR (SAR) coherent change detection (CCD). Previous CCD methods tend to produce false alarm states (showing change when there is none) in areas of the image that have a low clutter-to-noise power ratio (CNR). The new estimator does not suffer from this shortcoming. It is a surprisingly simple expression, easy to implement, and is optimal in the maximum-likelihood (ML) sense. The estimator produces very impressive results on the CCD collects that we have tested.
User's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation
NASA Technical Reports Server (NTRS)
Maine, R. E.; Iliff, K. W.
1980-01-01
A user's manual for the FORTRAN IV computer program MMLE3 is described. It is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The theory and use of the program is described. The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program.
A comparison of minimum distance and maximum likelihood techniques for proportion estimation
NASA Technical Reports Server (NTRS)
Woodward, W. A.; Schucany, W. R.; Lindsey, H.; Gray, H. L.
1982-01-01
The estimation of mixing proportions P sub 1, P sub 2,...P sub m in the mixture density f(x) = the sum of the series P sub i F sub i(X) with i = 1 to M is often encountered in agricultural remote sensing problems in which case the p sub i's usually represent crop proportions. In these remote sensing applications, component densities f sub i(x) have typically been assumed to be normally distributed, and parameter estimation has been accomplished using maximum likelihood (ML) techniques. Minimum distance (MD) estimation is examined as an alternative to ML where, in this investigation, both procedures are based upon normal components. Results indicate that ML techniques are superior to MD when component distributions actually are normal, while MD estimation provides better estimates than ML under symmetric departures from normality. When component distributions are not symmetric, however, it is seen that neither of these normal based techniques provides satisfactory results.
Off-Grid DOA Estimation Based on Analysis of the Convexity of Maximum Likelihood Function
NASA Astrophysics Data System (ADS)
LIU, Liang; WEI, Ping; LIAO, Hong Shu
Spatial compressive sensing (SCS) has recently been applied to direction-of-arrival (DOA) estimation owing to advantages over conventional ones. However the performance of compressive sensing (CS)-based estimation methods decreases when true DOAs are not exactly on the discretized sampling grid. We solve the off-grid DOA estimation problem using the deterministic maximum likelihood (DML) estimation method. In this work, we analyze the convexity of the DML function in the vicinity of the global solution. Especially under the condition of large array, we search for an approximately convex range around the ture DOAs to guarantee the DML function convex. Based on the convexity of the DML function, we propose a computationally efficient algorithm framework for off-grid DOA estimation. Numerical experiments show that the rough convex range accords well with the exact convex range of the DML function with large array and demonstrate the superior performance of the proposed methods in terms of accuracy, robustness and speed.
A calibration method of self-referencing interferometry based on maximum likelihood estimation
NASA Astrophysics Data System (ADS)
Zhang, Chen; Li, Dahai; Li, Mengyang; E, Kewei; Guo, Guangrao
2015-05-01
Self-referencing interferometry has been widely used in wavefront sensing. However, currently the results of wavefront measurement include two parts, one is the real phase information of wavefront under test and the other is the system error in self-referencing interferometer. In this paper, a method based on maximum likelihood estimation is presented to calibrate the system error in self-referencing interferometer. Firstly, at least three phase difference distributions are obtained by three position measurements of the tested component: one basic position, one rotation and one lateral translation. Then, combining the three phase difference data and using the maximum likelihood method to create a maximum likelihood function, reconstructing the wavefront under test and the system errors by least square estimation and Zernike polynomials. The simulation results show that the proposed method can deal with the issue of calibration of a self-referencing interferometer. The method can be used to reduce the effect of system errors on extracting and reconstructing the wavefront under test, and improve the measurement accuracy of the self-referencing interferometer.
NASA Technical Reports Server (NTRS)
Klein, V.
1980-01-01
A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.
Santos, James D; Dorgam, Diana
2016-09-01
There are several arthropods that can transmit disease to humans. To make inferences about the rate of infection of these arthropods, it is common to collect a large sample of vectors, divide them into groups (called pools), and apply a test to detect infection. This paper presents an approximate likelihood point estimator to rate of infection for pools of different sizes, when the variability of these sizes is small and the infection rate is low. The performance of this estimator was evaluated in four simulated scenarios, created from real experiments selected in the literature. The new estimator performed well in three of these scenarios. As expected, the new estimator performed poorly in the scenario with great variability in the size of the pools for some values of the parameter space. PMID:27159117
Huang, Jinxin; Clarkson, Eric; Kupinski, Matthew; Lee, Kye-sung; Maki, Kara L.; Ross, David S.; Aquavella, James V.; Rolland, Jannick P.
2013-01-01
Understanding tear film dynamics is a prerequisite for advancing the management of Dry Eye Disease (DED). In this paper, we discuss the use of optical coherence tomography (OCT) and statistical decision theory to analyze the tear film dynamics of a digital phantom. We implement a maximum-likelihood (ML) estimator to interpret OCT data based on mathematical models of Fourier-Domain OCT and the tear film. With the methodology of task-based assessment, we quantify the tradeoffs among key imaging system parameters. We find, on the assumption that the broadband light source is characterized by circular Gaussian statistics, ML estimates of 40 nm +/− 4 nm for an axial resolution of 1 μm and an integration time of 5 μs. Finally, the estimator is validated with a digital phantom of tear film dynamics, which reveals estimates of nanometer precision. PMID:24156045
NASA Astrophysics Data System (ADS)
Yan, Jun; Yu, Kegen; Wu, Lenan
2014-12-01
To mitigate the non-line-of-sight (NLOS) effect, a three-step positioning approach is proposed in this article for target tracking. The possibility of each distance measurement under line-of-sight condition is first obtained by applying the truncated triangular probability-possibility transformation associated with fuzzy modeling. Based on the calculated possibilities, the measurements are utilized to obtain intermediate position estimates using the maximum likelihood estimation (MLE), according to identified measurement condition. These intermediate position estimates are then filtered using a linear Kalman filter (KF) to produce the final target position estimates. The target motion information and statistical characteristics of the MLE results are employed in updating the KF parameters. The KF position prediction is exploited for MLE parameter initialization and distance measurement selection. Simulation results demonstrate that the proposed approach outperforms the existing algorithms in the presence of unknown NLOS propagation conditions and achieves a performance close to that when propagation conditions are perfectly known.
The Extended-Image Tracking Technique Based on the Maximum Likelihood Estimation
NASA Technical Reports Server (NTRS)
Tsou, Haiping; Yan, Tsun-Yee
2000-01-01
This paper describes an extended-image tracking technique based on the maximum likelihood estimation. The target image is assume to have a known profile covering more than one element of a focal plane detector array. It is assumed that the relative position between the imager and the target is changing with time and the received target image has each of its pixels disturbed by an independent additive white Gaussian noise. When a rotation-invariant movement between imager and target is considered, the maximum likelihood based image tracking technique described in this paper is a closed-loop structure capable of providing iterative update of the movement estimate by calculating the loop feedback signals from a weighted correlation between the currently received target image and the previously estimated reference image in the transform domain. The movement estimate is then used to direct the imager to closely follow the moving target. This image tracking technique has many potential applications, including free-space optical communications and astronomy where accurate and stabilized optical pointing is essential.
Maximum Likelihood Wavelet Density Estimation With Applications to Image and Shape Matching
Peter, Adrian M.; Rangarajan, Anand
2010-01-01
Density estimation for observational data plays an integral role in a broad spectrum of applications, e.g., statistical data analysis and information-theoretic image registration. Of late, wavelet-based density estimators have gained in popularity due to their ability to approximate a large class of functions, adapting well to difficult situations such as when densities exhibit abrupt changes. The decision to work with wavelet density estimators brings along with it theoretical considerations (e.g., non-negativity, integrability) and empirical issues (e.g., computation of basis coefficients) that must be addressed in order to obtain a bona fide density. In this paper, we present a new method to accurately estimate a non-negative density which directly addresses many of the problems in practical wavelet density estimation. We cast the estimation procedure in a maximum likelihood framework which estimates the square root of the density p, allowing us to obtain the natural non-negative density representation (p)2. Analysis of this method will bring to light a remarkable theoretical connection with the Fisher information of the density and, consequently, lead to an efficient constrained optimization procedure to estimate the wavelet coefficients. We illustrate the effectiveness of the algorithm by evaluating its performance on mutual information-based image registration, shape point set alignment, and empirical comparisons to known densities. The present method is also compared to fixed and variable bandwidth kernel density estimators. PMID:18390355
An inconsistency in the standard maximum likelihood estimation of bulk flows
Nusser, Adi
2014-11-01
Maximum likelihood estimation of the bulk flow from radial peculiar motions of galaxies generally assumes a constant velocity field inside the survey volume. This assumption is inconsistent with the definition of bulk flow as the average of the peculiar velocity field over the relevant volume. This follows from a straightforward mathematical relation between the bulk flow of a sphere and the velocity potential on its surface. This inconsistency also exists for ideal data with exact radial velocities and full spatial coverage. Based on the same relation, we propose a simple modification to correct for this inconsistency.
NASA Technical Reports Server (NTRS)
Battin, R. H.; Croopnick, S. R.; Edwards, J. A.
1977-01-01
The formulation of a recursive maximum likelihood navigation system employing reference position and velocity vectors as state variables is presented. Convenient forms of the required variational equations of motion are developed together with an explicit form of the associated state transition matrix needed to refer measurement data from the measurement time to the epoch time. Computational advantages accrue from this design in that the usual forward extrapolation of the covariance matrix of estimation errors can be avoided without incurring unacceptable system errors. Simulation data for earth orbiting satellites are provided to substantiate this assertion.
On the use of maximum likelihood estimation for the assembly of Space Station Freedom
NASA Technical Reports Server (NTRS)
Taylor, Lawrence W., Jr.; Ramakrishnan, Jayant
1991-01-01
Distributed parameter models of the Solar Array Flight Experiment, the Mini-MAST truss, and Space Station Freedom assembly are discussed. The distributed parameter approach takes advantage of (1) the relatively small number of model parameters associated with partial differential equation models of structural dynamics, (2) maximum-likelihood estimation using both prelaunch and on-orbit test data, (3) the inclusion of control system dynamics in the same equations, and (4) the incremental growth of the structural configurations. Maximum-likelihood parameter estimates for distributed parameter models were based on static compliance test results and frequency response measurements. Because the Space Station Freedom does not yet exist, the NASA Mini-MAST truss was used to test the procedure of modeling and parameter estimation. The resulting distributed parameter model of the Mini-MAST truss successfully demonstrated the approach taken. The computer program PDEMOD enables any configuration that can be represented by a network of flexible beam elements and rigid bodies to be remodeled.
Accuracy of Maximum Likelihood Parameter Estimators for Heston Stochastic Volatility SDE
NASA Astrophysics Data System (ADS)
Azencott, Robert; Gadhyan, Yutheeka
2015-04-01
We study approximate maximum likelihood estimators (MLEs) for the parameters of the widely used Heston Stock price and volatility stochastic differential equations (SDEs). We compute explicit closed form estimators maximizing the discretized log-likelihood of observations recorded at times . We compute the asymptotic biases of these parameter estimators for fixed and , as well as the rate at which these biases vanish when . We determine asymptotically consistent explicit modifications of these MLEs. For the Heston volatility SDE, we identify a canonical form determined by two canonical parameters and which are explicit functions of the original SDE parameters. We analyze theoretically the asymptotic distribution of the MLEs and of their consistent modifications, and we outline their concrete speeds of convergence by numerical simulations. We clarify in terms of the precise dichotomy between asymptotic normality and attraction by stable like distributions with heavy tails. We illustrate numerical model fitting for Heston SDEs by two concrete examples, one for daily data and one for intraday data, both with moderate values of.
Maximum likelihood estimation for semiparametric transformation models with interval-censored data
Zeng, Donglin; Mao, Lu; Lin, D. Y.
2016-01-01
Interval censoring arises frequently in clinical, epidemiological, financial and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the effects of potentially time-dependent covariates on the interval-censored failure time through a broad class of semiparametric transformation models that encompasses proportional hazards and proportional odds models. We consider nonparametric maximum likelihood estimation for this class of models with an arbitrary number of monitoring times for each subject. We devise an EM-type algorithm that converges stably, even in the presence of time-dependent covariates, and show that the estimators for the regression parameters are consistent, asymptotically normal, and asymptotically efficient with an easily estimated covariance matrix. Finally, we demonstrate the performance of our procedures through simulation studies and application to an HIV/AIDS study conducted in Thailand. PMID:27279656
NASA Technical Reports Server (NTRS)
Murphy, P. C.
1984-01-01
An algorithm for maximum likelihood (ML) estimation is developed primarily for multivariable dynamic systems. The algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). The method determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared with integrating the analytically determined sensitivity equations or using a finite-difference method. Different surface-fitting methods are discussed and demonstrated. Aircraft estimation problems are solved by using both simulated and real-flight data to compare MNRES with commonly used methods; in these solutions MNRES is found to be equally accurate and substantially faster. MNRES eliminates the need to derive sensitivity equations, thus producing a more generally applicable algorithm.
NASA Technical Reports Server (NTRS)
Howell, Leonard W.; Whitaker, Ann F. (Technical Monitor)
2001-01-01
The maximum likelihood procedure is developed for estimating the three spectral parameters of an assumed broken power law energy spectrum from simulated detector responses and their statistical properties investigated. The estimation procedure is then generalized for application to real cosmic-ray data. To illustrate the procedure and its utility, analytical methods were developed in conjunction with a Monte Carlo simulation to explore the combination of the expected cosmic-ray environment with a generic space-based detector and its planned life cycle, allowing us to explore various detector features and their subsequent influence on estimating the spectral parameters. This study permits instrument developers to make important trade studies in design parameters as a function of the science objectives, which is particularly important for space-based detectors where physical parameters, such as dimension and weight, impose rigorous practical limits to the design envelope.
Gruber, Susan; van der Laan, Mark J
2010-01-01
A concrete example of the collaborative double-robust targeted likelihood estimator (C-TMLE) introduced in a companion article in this issue is presented, and applied to the estimation of causal effects and variable importance parameters in genomic data. The focus is on non-parametric estimation in a point treatment data structure. Simulations illustrate the performance of C-TMLE relative to current competitors such as the augmented inverse probability of treatment weighted estimator that relies on an external non-collaborative estimator of the treatment mechanism, and inefficient estimation procedures including propensity score matching and standard inverse probability of treatment weighting. C-TMLE is also applied to the estimation of the covariate-adjusted marginal effect of individual HIV mutations on resistance to the anti-retroviral drug lopinavir. The influence curve of the C-TMLE is used to establish asymptotically valid statistical inference. The list of mutations found to have a statistically significant association with resistance is in excellent agreement with mutation scores provided by the Stanford HIVdb mutation scores database. PMID:21731530
Gruber, Susan; van der Laan, Mark J.
2010-01-01
A concrete example of the collaborative double-robust targeted likelihood estimator (C-TMLE) introduced in a companion article in this issue is presented, and applied to the estimation of causal effects and variable importance parameters in genomic data. The focus is on non-parametric estimation in a point treatment data structure. Simulations illustrate the performance of C-TMLE relative to current competitors such as the augmented inverse probability of treatment weighted estimator that relies on an external non-collaborative estimator of the treatment mechanism, and inefficient estimation procedures including propensity score matching and standard inverse probability of treatment weighting. C-TMLE is also applied to the estimation of the covariate-adjusted marginal effect of individual HIV mutations on resistance to the anti-retroviral drug lopinavir. The influence curve of the C-TMLE is used to establish asymptotically valid statistical inference. The list of mutations found to have a statistically significant association with resistance is in excellent agreement with mutation scores provided by the Stanford HIVdb mutation scores database. PMID:21731530
Chan, Aaron C.; Srinivasan, Vivek J.
2013-01-01
In optical coherence tomography (OCT) and ultrasound, unbiased Doppler frequency estimators with low variance are desirable for blood velocity estimation. Hardware improvements in OCT mean that ever higher acquisition rates are possible, which should also, in principle, improve estimation performance. Paradoxically, however, the widely used Kasai autocorrelation estimator’s performance worsens with increasing acquisition rate. We propose that parametric estimators based on accurate models of noise statistics can offer better performance. We derive a maximum likelihood estimator (MLE) based on a simple additive white Gaussian noise model, and show that it can outperform the Kasai autocorrelation estimator. In addition, we also derive the Cramer Rao lower bound (CRLB), and show that the variance of the MLE approaches the CRLB for moderate data lengths and noise levels. We note that the MLE performance improves with longer acquisition time, and remains constant or improves with higher acquisition rates. These qualities may make it a preferred technique as OCT imaging speed continues to improve. Finally, our work motivates the development of more general parametric estimators based on statistical models of decorrelation noise. PMID:23446044
A maximum likelihood approach to estimating articulator positions from speech acoustics
Hogden, J.
1996-09-23
This proposal presents an algorithm called maximum likelihood continuity mapping (MALCOM) which recovers the positions of the tongue, jaw, lips, and other speech articulators from measurements of the sound-pressure waveform of speech. MALCOM differs from other techniques for recovering articulator positions from speech in three critical respects: it does not require training on measured or modeled articulator positions, it does not rely on any particular model of sound propagation through the vocal tract, and it recovers a mapping from acoustics to articulator positions that is linearly, not topographically, related to the actual mapping from acoustics to articulation. The approach categorizes short-time windows of speech into a finite number of sound types, and assumes the probability of using any articulator position to produce a given sound type can be described by a parameterized probability density function. MALCOM then uses maximum likelihood estimation techniques to: (1) find the most likely smooth articulator path given a speech sample and a set of distribution functions (one distribution function for each sound type), and (2) change the parameters of the distribution functions to better account for the data. Using this technique improves the accuracy of articulator position estimates compared to continuity mapping -- the only other technique that learns the relationship between acoustics and articulation solely from acoustics. The technique has potential application to computer speech recognition, speech synthesis and coding, teaching the hearing impaired to speak, improving foreign language instruction, and teaching dyslexics to read. 34 refs., 7 figs.
Maximum likelihood estimation of missing data applied to flow reconstruction around NACA profiles
NASA Astrophysics Data System (ADS)
Leroux, R.; Chatellier, L.; David, L.
2015-10-01
In this paper, we investigate the maximum likelihood estimation for missing data in fluid flows series. The maximum likelihood estimation is provided with the expectation-maximization (EM) algorithm applied to the linear and quadratic proper orthogonal decomposition POD-Galerkin reduced-order models (ROMs) for various sub-samplings of large data sets. The flows around a NACA0012 profile at Reynolds numbers of 103 and angle of incidence of 20^\\circ and a NACA0015 profile at Reynolds numbers of 105 and angle of incidence of 30^\\circ are first investigated using time-resolved particle image velocimetry measurements and sub-sampled according to different ratios of missing data. The EM algorithm is then applied to the POD ROMs constructed from the sub-sampled data sets. The results show that, depending on the sub-sampling used, the EM algorithm is robust with respect to the Reynolds number and can reproduce the velocity fields and the main structures of the missing flow fields for 50% and 75% of missing data.
Langlois, Dominic; Cousineau, Denis; Thivierge, J P
2014-01-01
The coordination of activity amongst populations of neurons in the brain is critical to cognition and behavior. One form of coordinated activity that has been widely studied in recent years is the so-called neuronal avalanche, whereby ongoing bursts of activity follow a power-law distribution. Avalanches that follow a power law are not unique to neuroscience, but arise in a broad range of natural systems, including earthquakes, magnetic fields, biological extinctions, fluid dynamics, and superconductors. Here, we show that common techniques that estimate this distribution fail to take into account important characteristics of the data and may lead to a sizable misestimation of the slope of power laws. We develop an alternative series of maximum likelihood estimators for discrete, continuous, bounded, and censored data. Using numerical simulations, we show that these estimators lead to accurate evaluations of power-law distributions, improving on common approaches. Next, we apply these estimators to recordings of in vitro rat neocortical activity. We show that different estimators lead to marked discrepancies in the evaluation of power-law distributions. These results call into question a broad range of findings that may misestimate the slope of power laws by failing to take into account key aspects of the observed data. PMID:24580259
NASA Astrophysics Data System (ADS)
Langlois, Dominic; Cousineau, Denis; Thivierge, J. P.
2014-01-01
The coordination of activity amongst populations of neurons in the brain is critical to cognition and behavior. One form of coordinated activity that has been widely studied in recent years is the so-called neuronal avalanche, whereby ongoing bursts of activity follow a power-law distribution. Avalanches that follow a power law are not unique to neuroscience, but arise in a broad range of natural systems, including earthquakes, magnetic fields, biological extinctions, fluid dynamics, and superconductors. Here, we show that common techniques that estimate this distribution fail to take into account important characteristics of the data and may lead to a sizable misestimation of the slope of power laws. We develop an alternative series of maximum likelihood estimators for discrete, continuous, bounded, and censored data. Using numerical simulations, we show that these estimators lead to accurate evaluations of power-law distributions, improving on common approaches. Next, we apply these estimators to recordings of in vitro rat neocortical activity. We show that different estimators lead to marked discrepancies in the evaluation of power-law distributions. These results call into question a broad range of findings that may misestimate the slope of power laws by failing to take into account key aspects of the observed data.
Gutenberg-Richter b-value maximum likelihood estimation and sample size
NASA Astrophysics Data System (ADS)
Nava, F. A.; Márquez-Ramírez, V. H.; Zúñiga, F. R.; Ávila-Barrientos, L.; Quinteros, C. B.
2016-06-01
The Aki-Utsu maximum likelihood method is widely used for estimation of the Gutenberg-Richter b-value, but not all authors are conscious of the method's limitations and implicit requirements. The Aki/Utsu method requires a representative estimate of the population mean magnitude; a requirement seldom satisfied in b-value studies, particularly in those that use data from small geographic and/or time windows, such as b-mapping and b-vs-time studies. Monte Carlo simulation methods are used to determine how large a sample is necessary to achieve representativity, particularly for rounded magnitudes. The size of a representative sample weakly depends on the actual b-value. It is shown that, for commonly used precisions, small samples give meaningless estimations of b. Our results give estimates on the probabilities of getting correct estimates of b for a given desired precision for samples of different sizes. We submit that all published studies reporting b-value estimations should include information about the size of the samples used.
Maximum likelihood estimation of parameterized 3-D surfaces using a moving camera
NASA Technical Reports Server (NTRS)
Hung, Y.; Cernuschi-Frias, B.; Cooper, D. B.
1987-01-01
A new approach is introduced to estimating object surfaces in three-dimensional space from a sequence of images. A surface of interest here is modeled as a 3-D function known up to the values of a few parameters. The approach will work with any parameterization. However, in work to date researchers have modeled objects as patches of spheres, cylinders, and planes - primitive objects. These primitive surfaces are special cases of 3-D quadric surfaces. Primitive surface estimation is treated as the general problem of maximum likelihood parameter estimation based on two or more functionally related data sets. In the present case, these data sets constitute a sequence of images taken at different locations and orientations. A simple geometric explanation is given for the estimation algorithm. Though various techniques can be used to implement this nonlinear estimation, researches discuss the use of gradient descent. Experiments are run and discussed for the case of a sphere of unknown location. These experiments graphically illustrate the various advantages of using as many images as possible in the estimation and of distributing camera positions from first to last over as large a baseline as possible. Researchers introduce the use of asymptotic Bayesian approximations in order to summarize the useful information in a sequence of images, thereby drastically reducing both the storage and amount of processing required.
Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors
NASA Technical Reports Server (NTRS)
Erkmen, Baris I.; Moision, Bruce E.
2010-01-01
Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.
Modifying high-order aeroelastic math model of a jet transport using maximum likelihood estimation
NASA Technical Reports Server (NTRS)
Anissipour, Amir A.; Benson, Russell A.
1989-01-01
The design of control laws to damp flexible structural modes requires accurate math models. Unlike the design of control laws for rigid body motion (e.g., where robust control is used to compensate for modeling inaccuracies), structural mode damping usually employs narrow band notch filters. In order to obtain the required accuracy in the math model, maximum likelihood estimation technique is employed to improve the accuracy of the math model using flight data. Presented here are all phases of this methodology: (1) pre-flight analysis (i.e., optimal input signal design for flight test, sensor location determination, model reduction technique, etc.), (2) data collection and preprocessing, and (3) post-flight analysis (i.e., estimation technique and model verification). In addition, a discussion is presented of the software tools used and the need for future study in this field.
Programmer's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation
NASA Technical Reports Server (NTRS)
Maine, R. E.
1981-01-01
The MMLE3 is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program. The implementation of the program on specific computer systems is discussed. The structure of the program is diagrammed, and the function and operation of individual routines is described. Complete listings and reference maps of the routines are included on microfiche as a supplement. Four test cases are discussed; listings of the input cards and program output for the test cases are included on microfiche as a supplement.
Parallel computation of a maximum-likelihood estimator of a physical map.
Bhandarkar, S M; Machaka, S A; Shete, S S; Kota, R N
2001-01-01
Reconstructing a physical map of a chromosome from a genomic library presents a central computational problem in genetics. Physical map reconstruction in the presence of errors is a problem of high computational complexity that provides the motivation for parallel computing. Parallelization strategies for a maximum-likelihood estimation-based approach to physical map reconstruction are presented. The estimation procedure entails a gradient descent search for determining the optimal spacings between probes for a given probe ordering. The optimal probe ordering is determined using a stochastic optimization algorithm such as simulated annealing or microcanonical annealing. A two-level parallelization strategy is proposed wherein the gradient descent search is parallelized at the lower level and the stochastic optimization algorithm is simultaneously parallelized at the higher level. Implementation and experimental results on a distributed-memory multiprocessor cluster running the parallel virtual machine (PVM) environment are presented using simulated and real hybridization data. PMID:11238392
Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information
NASA Technical Reports Server (NTRS)
Howell, L. W., Jr.
2003-01-01
A simple power law model consisting of a single spectral index, sigma(sub 2), is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index sigma(sub 2) greater than sigma(sub 1) above E(sub k). The maximum likelihood (ML) procedure was developed for estimating the single parameter sigma(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (Pl) consistency (asymptotically unbiased), (P2) efficiency (asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only be ascertained by calculating the CRB for an assumed energy spectrum- detector response function combination, which can be quite formidable in practice. However, the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are stained in practice are investigated.
Campbell, D A; Chkrebtii, O
2013-12-01
Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. PMID:23579098
Galili, Tal; Meilijson, Isaac
2016-01-01
The Rao–Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a “better” one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao–Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao–Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.
Schwab, Joshua; Gruber, Susan; Blaser, Nello; Schomaker, Michael; van der Laan, Mark
2015-01-01
This paper describes a targeted maximum likelihood estimator (TMLE) for the parameters of longitudinal static and dynamic marginal structural models. We consider a longitudinal data structure consisting of baseline covariates, time-dependent intervention nodes, intermediate time-dependent covariates, and a possibly time-dependent outcome. The intervention nodes at each time point can include a binary treatment as well as a right-censoring indicator. Given a class of dynamic or static interventions, a marginal structural model is used to model the mean of the intervention-specific counterfactual outcome as a function of the intervention, time point, and possibly a subset of baseline covariates. Because the true shape of this function is rarely known, the marginal structural model is used as a working model. The causal quantity of interest is defined as the projection of the true function onto this working model. Iterated conditional expectation double robust estimators for marginal structural model parameters were previously proposed by Robins (2000, 2002) and Bang and Robins (2005). Here we build on this work and present a pooled TMLE for the parameters of marginal structural working models. We compare this pooled estimator to a stratified TMLE (Schnitzer et al. 2014) that is based on estimating the intervention-specific mean separately for each intervention of interest. The performance of the pooled TMLE is compared to the performance of the stratified TMLE and the performance of inverse probability weighted (IPW) estimators using simulations. Concepts are illustrated using an example in which the aim is to estimate the causal effect of delayed switch following immunological failure of first line antiretroviral therapy among HIV-infected patients. Data from the International Epidemiological Databases to Evaluate AIDS, Southern Africa are analyzed to investigate this question using both TML and IPW estimators. Our results demonstrate practical advantages of the
Nikoloulopoulos, Aristidis K
2016-06-30
The method of generalized estimating equations (GEE) is popular in the biostatistics literature for analyzing longitudinal binary and count data. It assumes a generalized linear model for the outcome variable, and a working correlation among repeated measurements. In this paper, we introduce a viable competitor: the weighted scores method for generalized linear model margins. We weight the univariate score equations using a working discretized multivariate normal model that is a proper multivariate model. Because the weighted scores method is a parametric method based on likelihood, we propose composite likelihood information criteria as an intermediate step for model selection. The same criteria can be used for both correlation structure and variable selection. Simulations studies and the application example show that our method outperforms other existing model selection methods in GEE. From the example, it can be seen that our methods not only improve on GEE in terms of interpretability and efficiency but also can change the inferential conclusions with respect to GEE. Copyright © 2016 John Wiley & Sons, Ltd. PMID:26822854
A method for modeling bias in a person's estimates of likelihoods of events
NASA Technical Reports Server (NTRS)
Nygren, Thomas E.; Morera, Osvaldo
1988-01-01
It is of practical importance in decision situations involving risk to train individuals to transform uncertainties into subjective probability estimates that are both accurate and unbiased. We have found that in decision situations involving risk, people often introduce subjective bias in their estimation of the likelihoods of events depending on whether the possible outcomes are perceived as being good or bad. Until now, however, the successful measurement of individual differences in the magnitude of such biases has not been attempted. In this paper we illustrate a modification of a procedure originally outlined by Davidson, Suppes, and Siegel (3) to allow for a quantitatively-based methodology for simultaneously estimating an individual's subjective utility and subjective probability functions. The procedure is now an interactive computer-based algorithm, DSS, that allows for the measurement of biases in probability estimation by obtaining independent measures of two subjective probability functions (S+ and S-) for winning (i.e., good outcomes) and for losing (i.e., bad outcomes) respectively for each individual, and for different experimental conditions within individuals. The algorithm and some recent empirical data are described.
Time domain maximum likelihood parameter estimation in LISA Pathfinder data analysis
NASA Astrophysics Data System (ADS)
Congedo, G.; Ferraioli, L.; Hueller, M.; De Marchi, F.; Vitale, S.; Armano, M.; Hewitson, M.; Nofrarias, M.
2012-06-01
LISA is the upcoming space-based gravitational-wave detector. LISA Pathfinder, to be launched in the coming years, will be the in-flight test of the LISA arm, with a hardware (control scheme, sensors, and actuators) identical in design to LISA. LISA Pathfinder will collect a picture of all noise disturbances possibly affecting LISA, achieving the unprecedented pureness of geodesic motion of test masses necessary for the detection of gravitational waves. The first steps of both missions will crucially depend on a very precise calibration of the key system parameters. Moreover, robust parameters estimation has a fundamental importance in the correct assessment of the residual acceleration noise between the test masses, an essential part of the data preprocessing for LISA. In this paper, we present a maximum likelihood parameter estimation technique in time domain employed for system identification, being devised for this calibration, and show its proficiency on simulated data and validation through Monte Carlo realizations of independent noise runs. We discuss its robustness to nonstandard scenarios possibly arising during the real mission. Furthermore, we apply the same technique to data produced in missionlike fashion during operational exercises with a realistic simulator provided by European Space Agency. The result of the investigation is that parameter estimation is mandatory to avoid systematic errors in the estimated differential acceleration noise.
NASA Astrophysics Data System (ADS)
Saatci, Esra; Akan, Aydin
2010-12-01
We propose a procedure to estimate the model parameters of presented nonlinear Resistance-Capacitance (RC) and the widely used linear Resistance-Inductance-Capacitance (RIC) models of the respiratory system by Maximum Likelihood Estimator (MLE). The measurement noise is assumed to be Generalized Gaussian Distributed (GGD), and the variance and the shape factor of the measurement noise are estimated by MLE and Kurtosis method, respectively. The performance of the MLE algorithm is also demonstrated by the Cramer-Rao Lower Bound (CRLB) with artificially produced respiratory signals. Airway flow, mask pressure, and lung volume are measured from patients with Chronic Obstructive Pulmonary Disease (COPD) under the noninvasive ventilation and from healthy subjects. Simulations show that respiratory signals from healthy subjects are better represented by the RIC model compared to the nonlinear RC model. On the other hand, the Patient group respiratory signals are fitted to the nonlinear RC model with lower measurement noise variance, better converged measurement noise shape factor, and model parameter tracks. Also, it is observed that for the Patient group the shape factor of the measurement noise converges to values between 1 and 2 whereas for the Control group shape factor values are estimated in the super-Gaussian area.
Stepanyuk, Andrey; Borisyuk, Anya; Belan, Pavel
2014-01-01
Dendritic integration and neuronal firing patterns strongly depend on biophysical properties of synaptic ligand-gated channels. However, precise estimation of biophysical parameters of these channels in their intrinsic environment is complicated and still unresolved problem. Here we describe a novel method based on a maximum likelihood approach that allows to estimate not only the unitary current of synaptic receptor channels but also their multiple conductance levels, kinetic constants, the number of receptors bound with a neurotransmitter, and the peak open probability from experimentally feasible number of postsynaptic currents. The new method also improves the accuracy of evaluation of unitary current as compared to the peak-scaled non-stationary fluctuation analysis, leading to a possibility to precisely estimate this important parameter from a few postsynaptic currents recorded in steady-state conditions. Estimation of unitary current with this method is robust even if postsynaptic currents are generated by receptors having different kinetic parameters, the case when peak-scaled non-stationary fluctuation analysis is not applicable. Thus, with the new method, routinely recorded postsynaptic currents could be used to study the properties of synaptic receptors in their native biochemical environment. PMID:25324721
Kvam, P.H.
1994-08-01
We investigate systems designed using redundant component configurations. If external events exist in the working environment that cause two or more components in the system to fail within the same demand period, the designed redundancy in the system can be quickly nullified. In the engineering field, such events are called common cause failures (CCFs), and are primary factors in some risk assessments. If CCFs have positive probability, but are not addressed in the analysis, the assessment may contain a gross overestimation of the system reliability. We apply a discrete, multivariate shock model for a parallel system of two or more components, allowing for positive probability that such external events can occur. The methods derived are motivated by attribute data for emergency diesel generators from various US nuclear power plants. Closed form solutions for maximum likelihood estimators exist in many cases; statistical tests and confidence intervals are discussed for the different test environments considered.
Maximum-Likelihood Tree Estimation Using Codon Substitution Models with Multiple Partitions
Zoller, Stefan; Boskova, Veronika; Anisimova, Maria
2015-01-01
Many protein sequences have distinct domains that evolve with different rates, different selective pressures, or may differ in codon bias. Instead of modeling these differences by more and more complex models of molecular evolution, we present a multipartition approach that allows maximum-likelihood phylogeny inference using different codon models at predefined partitions in the data. Partition models can, but do not have to, share free parameters in the estimation process. We test this approach with simulated data as well as in a phylogenetic study of the origin of the leucin-rich repeat regions in the type III effector proteins of the pythopathogenic bacteria Ralstonia solanacearum. Our study does not only show that a simple two-partition model resolves the phylogeny better than a one-partition model but also gives more evidence supporting the hypothesis of lateral gene transfer events between the bacterial pathogens and its eukaryotic hosts. PMID:25911229
Parsimonious estimation of sex-specific map distances by stepwise maximum likelihood regression
Fann, C.S.J.; Ott, J.
1995-10-10
In human genetic maps, differences between female (x{sub f}) and male (x{sub m}) map distances may be characterized by the ratio, R = x{sub f}/x{sub m}, or the relative difference, Q = (x{sub f} - x{sub m})/(x{sub f} + x{sub m}) = (R - 1)/(R + 1). For a map of genetic markers spread along a chromosome, Q(d) may be viewed as a graph of Q versus the midpoints, d, of the map intervals. To estimate male and female map distances for each interval, a novel method is proposed to evaluate the most parsimonious trend of Q(d) along the chromosome, where Q(d) is expressed as a polynomial in d. Stepwise maximum likelihood polynomial regression of Q is described. The procedure has been implemented in a FORTRAN program package, TREND, and is applied to data on chromosome 18. 11 refs., 2 figs., 3 tabs.
CodonPhyML: Fast Maximum Likelihood Phylogeny Estimation under Codon Substitution Models
Gil, Manuel; Zoller, Stefan; Anisimova, Maria
2013-01-01
Markov models of codon substitution naturally incorporate the structure of the genetic code and the selection intensity at the protein level, providing a more realistic representation of protein-coding sequences compared with nucleotide or amino acid models. Thus, for protein-coding genes, phylogenetic inference is expected to be more accurate under codon models. So far, phylogeny reconstruction under codon models has been elusive due to computational difficulties of dealing with high dimension matrices. Here, we present a fast maximum likelihood (ML) package for phylogenetic inference, CodonPhyML offering hundreds of different codon models, the largest variety to date, for phylogeny inference by ML. CodonPhyML is tested on simulated and real data and is shown to offer excellent speed and convergence properties. In addition, CodonPhyML includes most recent fast methods for estimating phylogenetic branch supports and provides an integral framework for models selection, including amino acid and DNA models. PMID:23436912
On maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions.
Hornik, Kurt; Grün, Bettina
2014-01-01
Maximum likelihood estimation of the concentration parameter of von Mises-Fisher distributions involves inverting the ratio [Formula: see text] of modified Bessel functions and computational methods are required to invert these functions using approximative or iterative algorithms. In this paper we use Amos-type bounds for [Formula: see text] to deduce sharper bounds for the inverse function, determine the approximation error of these bounds, and use these to propose a new approximation for which the error tends to zero when the inverse of [Formula: see text] is evaluated at values tending to [Formula: see text] (from the left). We show that previously introduced rational bounds for [Formula: see text] which are invertible using quadratic equations cannot be used to improve these bounds. PMID:25309045
Gu, Fei; Wu, Hao
2016-09-01
The specifications of state space model for some principal component-related models are described, including the independent-group common principal component (CPC) model, the dependent-group CPC model, and principal component-based multivariate analysis of variance. Some derivations are provided to show the equivalence of the state space approach and the existing Wishart-likelihood approach. For each model, a numeric example is used to illustrate the state space approach. In addition, a simulation study is conducted to evaluate the standard error estimates under the normality and nonnormality conditions. In order to cope with the nonnormality conditions, the robust standard errors are also computed. Finally, other possible applications of the state space approach are discussed at the end. PMID:27364333
A new maximum-likelihood change estimator for two-pass SAR coherent change detection
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Jr., Charles V.; Simonson, Katherine Mary
2016-01-11
In past research, two-pass repeat-geometry synthetic aperture radar (SAR) coherent change detection (CCD) predominantly utilized the sample degree of coherence as a measure of the temporal change occurring between two complex-valued image collects. Previous coherence-based CCD approaches tend to show temporal change when there is none in areas of the image that have a low clutter-to-noise power ratio. Instead of employing the sample coherence magnitude as a change metric, in this paper, we derive a new maximum-likelihood (ML) temporal change estimate—the complex reflectance change detection (CRCD) metric to be used for SAR coherent temporal change detection. The new CRCD estimatormore » is a surprisingly simple expression, easy to implement, and optimal in the ML sense. As a result, this new estimate produces improved results in the coherent pair collects that we have tested.« less
Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information
NASA Technical Reports Server (NTRS)
Howell, L. W.
2002-01-01
A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from
NASA Astrophysics Data System (ADS)
Emanuele Rizzo, Roberto; Healy, David; De Siena, Luca
2016-04-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in fractured rock, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (lengths, apertures, orientations and densities) is fundamental to the estimation of permeability and fluid flow, which are of primary importance in a number of contexts including: hydrocarbon production from fractured reservoirs; geothermal energy extraction; and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. Our work links outcrop fracture data to modelled fracture networks in order to numerically predict bulk permeability. We collected outcrop data from a highly fractured upper Miocene biosiliceous mudstone formation, cropping out along the coastline north of Santa Cruz (California, USA). Using outcrop fracture networks as analogues for subsurface fracture systems has several advantages, because key fracture attributes such as spatial arrangements and lengths can be effectively measured only on outcrops [1]. However, a limitation when dealing with outcrop data is the relative sparseness of natural data due to the intrinsic finite size of the outcrops. We make use of a statistical approach for the overall workflow, starting from data collection with the Circular Windows Method [2]. Then we analyse the data statistically using Maximum Likelihood Estimators, which provide greater accuracy compared to the more commonly used Least Squares linear regression when investigating distribution of fracture attributes. Finally, we estimate the bulk permeability of the fractured rock mass using Oda's tensorial approach [3]. The higher quality of this statistical analysis is fundamental: better statistics of the fracture attributes means more accurate permeability estimation, since the fracture attributes feed
NASA Astrophysics Data System (ADS)
Maleki, Mohammad Reza; Amiri, Amirhossein; Mousavi, Seyed Meysam
2015-07-01
In some statistical process control applications, the combination of both variable and attribute quality characteristics which are correlated represents the quality of the product or the process. In such processes, identification the time of manifesting the out-of-control states can help the quality engineers to eliminate the assignable causes through proper corrective actions. In this paper, first we use an artificial neural network (ANN)-based method in the literature for detecting the variance shifts as well as diagnosing the sources of variation in the multivariate-attribute processes. Then, based on the quality characteristics responsible for the out-of-control state, we propose a modular model based on the ANN for estimating the time of step change in the multivariate-attribute process variability. We also compare the performance of the ANN-based estimator with the estimator based on maximum likelihood method (MLE). A numerical example based on simulation study is used to evaluate the performance of the estimators in terms of the accuracy and precision criteria. The results of the simulation study show that the proposed ANN-based estimator outperforms the MLE estimator under different out-of-control scenarios where different shift magnitudes in the covariance matrix of multivariate-attribute quality characteristics are manifested.
Two-Locus Likelihoods Under Variable Population Size and Fine-Scale Recombination Rate Estimation.
Kamm, John A; Spence, Jeffrey P; Chan, Jeffrey; Song, Yun S
2016-07-01
Two-locus sampling probabilities have played a central role in devising an efficient composite-likelihood method for estimating fine-scale recombination rates. Due to mathematical and computational challenges, these sampling probabilities are typically computed under the unrealistic assumption of a constant population size, and simulation studies have shown that resulting recombination rate estimates can be severely biased in certain cases of historical population size changes. To alleviate this problem, we develop here new methods to compute the sampling probability for variable population size functions that are piecewise constant. Our main theoretical result, implemented in a new software package called LDpop, is a novel formula for the sampling probability that can be evaluated by numerically exponentiating a large but sparse matrix. This formula can handle moderate sample sizes ([Formula: see text]) and demographic size histories with a large number of epochs ([Formula: see text]). In addition, LDpop implements an approximate formula for the sampling probability that is reasonably accurate and scales to hundreds in sample size ([Formula: see text]). Finally, LDpop includes an importance sampler for the posterior distribution of two-locus genealogies, based on a new result for the optimal proposal distribution in the variable-size setting. Using our methods, we study how a sharp population bottleneck followed by rapid growth affects the correlation between partially linked sites. Then, through an extensive simulation study, we show that accounting for population size changes under such a demographic model leads to substantial improvements in fine-scale recombination rate estimation. PMID:27182948
NASA Astrophysics Data System (ADS)
Baratti, E.; Montanari, A.; Castellarin, A.; Salinas, J. L.; Viglione, A.; Blöschl, G.
2012-04-01
Flood frequency analysis is often used by practitioners to support the design of river engineering works, flood miti- gation procedures and civil protection strategies. It is often carried out at annual time scale, by fitting observations of annual maximum peak flows. However, in many cases one is also interested in inferring the flood frequency distribution for given intra-annual periods, for instance when one needs to estimate the risk of flood in different seasons. Such information is needed, for instance, when planning the schedule of river engineering works whose building area is in close proximity to the river bed for several months. A key issue in seasonal flood frequency analysis is to ensure the compatibility between intra-annual and annual flood probability distributions. We propose an approach to jointly estimate the parameters of seasonal and annual probability distribution of floods. The approach is based on the preliminary identification of an optimal number of seasons within the year,which is carried out by analysing the timing of flood flows. Then, parameters of intra-annual and annual flood distributions are jointly estimated by using (a) an approximate optimisation technique and (b) a formal maximum likelihood approach. The proposed methodology is applied to some case studies for which extended hydrological information is available at annual and seasonal scale.
A likelihood estimation of HIV incidence incorporating information on past prevalence
Gabaitiri, Lesego; Mwambi, Henry G.; Lagakos, Stephen W.; Pagano, Marcello
2014-01-01
SUMMARY The prevalence and incidence of an epidemic are basic characteristics that are essential for monitoring its impact, determining public health priorities, assessing the effect of interventions, and for planning purposes. A direct approach for estimating incidence is to undertake a longitudinal cohort study where a representative sample of disease free individuals are followed for a specified period of time and new cases of infection are observed and recorded. This approach is expensive, time consuming and prone to bias due to loss-to-follow-up. An alternative approach is to estimate incidence from cross sectional surveys using biomarkers to identify persons recently infected as in (Brookmeyer and Quinn, 1995; Janssen et al., 1998). This paper builds on the work of Janssen et al. (1998) and extends the theoretical framework proposed by Balasubramanian and Lagakos (2010) by incorporating information on past prevalence and deriving maximum likelihood estimators of incidence. The performance of the proposed method is evaluated through a simulation study, and its use is illustrated using data from the Botswana AIDS Impact (BAIS) III survey of 2008. PMID:25197147
Bromaghin, Jeffrey; Gates, Kenneth S.; Palmer, Douglas E.
2010-01-01
Many fisheries for Pacific salmon Oncorhynchus spp. are actively managed to meet escapement goal objectives. In fisheries where the demand for surplus production is high, an extensive assessment program is needed to achieve the opposing objectives of allowing adequate escapement and fully exploiting the available surplus. Knowledge of abundance is a critical element of such assessment programs. Abundance estimation using mark—recapture experiments in combination with telemetry has become common in recent years, particularly within Alaskan river systems. Fish are typically captured and marked in the lower river while migrating in aggregations of individuals from multiple populations. Recapture data are obtained using telemetry receivers that are co-located with abundance assessment projects near spawning areas, which provide large sample sizes and information on population-specific mark rates. When recapture data are obtained from multiple populations, unequal mark rates may reflect a violation of the assumption of homogeneous capture probabilities. A common analytical strategy is to test the hypothesis that mark rates are homogeneous and combine all recapture data if the test is not significant. However, mark rates are often low, and a test of homogeneity may lack sufficient power to detect meaningful differences among populations. In addition, differences among mark rates may provide information that could be exploited during parameter estimation. We present a temporally stratified mark—recapture model that permits capture probabilities and migratory timing through the capture area to vary among strata. Abundance information obtained from a subset of populations after the populations have segregated for spawning is jointly modeled with telemetry distribution data by use of a likelihood function. Maximization of the likelihood produces estimates of the abundance and timing of individual populations migrating through the capture area, thus yielding
The Likelihood Function and Likelihood Statistics
NASA Astrophysics Data System (ADS)
Robinson, Edward L.
2016-01-01
The likelihood function is a necessary component of Bayesian statistics but not of frequentist statistics. The likelihood function can, however, serve as the foundation for an attractive variant of frequentist statistics sometimes called likelihood statistics. We will first discuss the definition and meaning of the likelihood function, giving some examples of its use and abuse - most notably in the so-called prosecutor's fallacy. Maximum likelihood estimation is the aspect of likelihood statistics familiar to most people. When data points are known to have Gaussian probability distributions, maximum likelihood parameter estimation leads directly to least-squares estimation. When the data points have non-Gaussian distributions, least-squares estimation is no longer appropriate. We will show how the maximum likelihood principle leads to logical alternatives to least squares estimation for non-Gaussian distributions, taking the Poisson distribution as an example.The likelihood ratio is the ratio of the likelihoods of, for example, two hypotheses or two parameters. Likelihood ratios can be treated much like un-normalized probability distributions, greatly extending the applicability and utility of likelihood statistics. Likelihood ratios are prone to the same complexities that afflict posterior probability distributions in Bayesian statistics. We will show how meaningful information can be extracted from likelihood ratios by the Laplace approximation, by marginalizing, or by Markov chain Monte Carlo sampling.
Decker, Anna L.; Hubbard, Alan; Crespi, Catherine M.; Seto, Edmund Y.W.; Wang, May C.
2015-01-01
While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated
NASA Technical Reports Server (NTRS)
Walker, H. F.
1976-01-01
Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate were considered. These equations suggest certain successive approximations iterative procedures for obtaining maximum likelihood estimates. The procedures, which are generalized steepest ascent (deflected gradient) procedures, contain those of Hosmer as a special case.
Maximum-likelihood q-estimator uncovers the role of potassium at neuromuscular junctions.
da Silva, A J; Trindade, M A S; Santos, D O C; Lima, R F
2016-02-01
Recently, we demonstrated the existence of nonextensive behavior in neuromuscular transmission (da Silva et al. in Phys Rev E 84:041925, 2011). In this letter, we first obtain a maximum-likelihood q-estimator to calculate the scale factor ([Formula: see text]) and the q-index of q-Gaussian distributions. Next, we use the indexes to analyze spontaneous miniature end plate potentials in electrophysiological recordings from neuromuscular junctions. These calculations were performed assuming both normal and high extracellular potassium concentrations [Formula: see text]. This protocol was used to test the validity of Tsallis statistics under electrophysiological conditions closely resembling physiological stimuli. The analysis shows that q-indexes are distinct depending on the extracellular potassium concentration. Our letter provides a general way to obtain the best estimate of parameters from a q-Gaussian distribution function. It also expands the validity of Tsallis statistics in realistic physiological stimulus conditions. In addition, we discuss the physical and physiological implications of these findings. PMID:26721559
NASA Astrophysics Data System (ADS)
Chang, Yen-Ching
2015-10-01
The efficiency and accuracy of estimating the Hurst exponent have been two inevitable considerations. Recently, an efficient implementation of the maximum likelihood estimator (MLE) (simply called the fast MLE) for the Hurst exponent was proposed based on a combination of the Levinson algorithm and Cholesky decomposition, and furthermore the fast MLE has also considered all four possible cases, including known mean, unknown mean, known variance, and unknown variance. In this paper, four cases of an approximate MLE (AMLE) were obtained based on two approximations of the logarithmic determinant and the inverse of a covariance matrix. The computational cost of the AMLE is much lower than that of the MLE, but a little higher than that of the fast MLE. To raise the computational efficiency of the proposed AMLE, a required power spectral density (PSD) was indirectly calculated by interpolating two suitable PSDs chosen from a set of established PSDs. Experimental results show that the AMLE through interpolation (simply called the interpolating AMLE) can speed up computation. The computational speed of the interpolating AMLE is on average over 24 times quicker than that of the fast MLE while remaining the accuracy very close to that of the MLE or the fast MLE.
NASA Technical Reports Server (NTRS)
Howell, Leonard W.
2002-01-01
The method of Maximum Likelihood (ML) is used to estimate the spectral parameters of an assumed broken power law energy spectrum from simulated detector responses. This methodology, which requires the complete specificity of all cosmic-ray detector design parameters, is shown to provide approximately unbiased, minimum variance, and normally distributed spectra information for events detected by an instrument having a wide range of commonly used detector response functions. The ML procedure, coupled with the simulated performance of a proposed space-based detector and its planned life cycle, has proved to be of significant value in the design phase of a new science instrument. The procedure helped make important trade studies in design parameters as a function of the science objectives, which is particularly important for space-based detectors where physical parameters, such as dimension and weight, impose rigorous practical limits to the design envelope. This ML methodology is then generalized to estimate broken power law spectral parameters from real cosmic-ray data sets.
Maximum penalized likelihood estimation in semiparametric mark-recapture-recovery models.
Michelot, Théo; Langrock, Roland; Kneib, Thomas; King, Ruth
2016-01-01
We discuss the semiparametric modeling of mark-recapture-recovery data where the temporal and/or individual variation of model parameters is explained via covariates. Typically, in such analyses a fixed (or mixed) effects parametric model is specified for the relationship between the model parameters and the covariates of interest. In this paper, we discuss the modeling of the relationship via the use of penalized splines, to allow for considerably more flexible functional forms. Corresponding models can be fitted via numerical maximum penalized likelihood estimation, employing cross-validation to choose the smoothing parameters in a data-driven way. Our contribution builds on and extends the existing literature, providing a unified inferential framework for semiparametric mark-recapture-recovery models for open populations, where the interest typically lies in the estimation of survival probabilities. The approach is applied to two real datasets, corresponding to gray herons (Ardea cinerea), where we model the survival probability as a function of environmental condition (a time-varying global covariate), and Soay sheep (Ovis aries), where we model the survival probability as a function of individual weight (a time-varying individual-specific covariate). The proposed semiparametric approach is compared to a standard parametric (logistic) regression and new interesting underlying dynamics are observed in both cases. PMID:26289495
List-Mode Likelihood: EM Algorithm and Image Quality Estimation Demonstrated on 2-D PET
Barrett, Harrison H.
2010-01-01
Using a theory of list-mode maximum-likelihood (ML) source reconstruction presented recently by Barrett et al. [1], this paper formulates a corresponding expectation-maximization (EM) algorithm, as well as a method for estimating noise properties at the ML estimate. List-mode ML is of interest in cases where the dimensionality of the measurement space impedes a binning of the measurement data. It can be advantageous in cases where a better forward model can be obtained by including more measurement coordinates provided by a given detector. Different figures of merit for the detector performance can be computed from the Fisher information matrix (FIM). This paper uses the observed FIM, which requires a single data set, thus, avoiding costly ensemble statistics. The proposed techniques are demonstrated for an idealized two-dimensional (2-D) positron emission tomography (PET) [2-D PET] detector. We compute from simulation data the improved image quality obtained by including the time of flight of the coincident quanta. PMID:9688154
NASA Astrophysics Data System (ADS)
Zhao, Xiang; Lin, Jiming
2016-04-01
Image sensor-based visible light positioning can be applied not only to indoor environments but also to outdoor environments. To determine the performance bounds of the positioning accuracy from the view of statistical optimization for an outdoor image sensor-based visible light positioning system, we analyze and derive the maximum likelihood estimation and corresponding Cramér-Rao lower bounds of vehicle position, under the condition that the observation values of the light-emitting diode (LED) imaging points are affected by white Gaussian noise. For typical parameters of an LED traffic light and in-vehicle camera image sensor, simulation results show that accurate estimates are available, with positioning error generally less than 0.1 m at a communication distance of 30 m between the LED array transmitter and the camera receiver. With the communication distance being constant, the positioning accuracy depends on the number of LEDs used, the focal length of the lens, the pixel size, and the frame rate of the camera receiver.
Snary, Emma L; Ramnial, Vick; Breed, Andrew C; Stephenson, Ben; Field, Hume E; Fooks, Anthony R
2012-01-01
The genus Henipavirus includes Hendra virus (HeV) and Nipah virus (NiV), for which fruit bats (particularly those of the genus Pteropus) are considered to be the wildlife reservoir. The recognition of henipaviruses occurring across a wider geographic and host range suggests the possibility of the virus entering the United Kingdom (UK). To estimate the likelihood of henipaviruses entering the UK, a qualitative release assessment was undertaken. To facilitate the release assessment, the world was divided into four zones according to location of outbreaks of henipaviruses, isolation of henipaviruses, proximity to other countries where incidents of henipaviruses have occurred and the distribution of Pteropus spp. fruit bats. From this release assessment, the key findings are that the importation of fruit from Zone 1 and 2 and bat bushmeat from Zone 1 each have a Low annual probability of release of henipaviruses into the UK. Similarly, the importation of bat meat from Zone 2, horses and companion animals from Zone 1 and people travelling from Zone 1 and entering the UK was estimated to pose a Very Low probability of release. The annual probability of release for all other release routes was assessed to be Negligible. It is recommended that the release assessment be periodically re-assessed to reflect changes in knowledge and circumstances over time. PMID:22328916
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
Laurence, T; Chromy, B
2009-11-10
Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE
Curiale, Ariel H; Vegas-Sánchez-Ferrero, Gonzalo; Bosch, Johan G; Aja-Fernández, Santiago
2015-08-01
The strain and strain-rate measures are commonly used for the analysis and assessment of regional myocardial function. In echocardiography (EC), the strain analysis became possible using Tissue Doppler Imaging (TDI). Unfortunately, this modality shows an important limitation: the angle between the myocardial movement and the ultrasound beam should be small to provide reliable measures. This constraint makes it difficult to provide strain measures of the entire myocardium. Alternative non-Doppler techniques such as Speckle Tracking (ST) can provide strain measures without angle constraints. However, the spatial resolution and the noisy appearance of speckle still make the strain estimation a challenging task in EC. Several maximum likelihood approaches have been proposed to statistically characterize the behavior of speckle, which results in a better performance of speckle tracking. However, those models do not consider common transformations to achieve the final B-mode image (e.g. interpolation). This paper proposes a new maximum likelihood approach for speckle tracking which effectively characterizes speckle of the final B-mode image. Its formulation provides a diffeomorphic scheme than can be efficiently optimized with a second-order method. The novelty of the method is threefold: First, the statistical characterization of speckle generalizes conventional speckle models (Rayleigh, Nakagami and Gamma) to a more versatile model for real data. Second, the formulation includes local correlation to increase the efficiency of frame-to-frame speckle tracking. Third, a probabilistic myocardial tissue characterization is used to automatically identify more reliable myocardial motions. The accuracy and agreement assessment was evaluated on a set of 16 synthetic image sequences for three different scenarios: normal, acute ischemia and acute dyssynchrony. The proposed method was compared to six speckle tracking methods. Results revealed that the proposed method is the most
Saccheri, I J; Wilson, I J; Nichols, R A; Bruford, M W; Brakefield, P M
1999-01-01
Polymorphic enzyme and minisatellite loci were used to estimate the degree of inbreeding in experimentally bottlenecked populations of the butterfly, Bicyclus anynana (Satyridae), three generations after founding events of 2, 6, 20, or 300 individuals, each bottleneck size being replicated at least four times. Heterozygosity fell more than expected, though not significantly so, but this traditional measure of the degree of inbreeding did not make full use of the information from genetic markers. It proved more informative to estimate directly the probability distribution of a measure of inbreeding, sigma2, the variance in the number of descendants left per gene. In all bottlenecked lines, sigma2 was significantly larger than in control lines (300 founders). We demonstrate that this excess inbreeding was brought about both by an increase in the variance of reproductive success of individuals, but also by another process. We argue that in bottlenecked lines linkage disequilibrium generated by the small number of haplotypes passing through the bottleneck resulted in hitchhiking of particular marker alleles with those haplotypes favored by selection. In control lines, linkage disequilibrium was minimal. Our result, indicating more inbreeding than expected from demographic parameters, contrasts with the findings of previous (Drosophila) experiments in which the decline in observed heterozygosity was slower than expected and attributed to associative overdominance. The different outcomes may both be explained as a consequence of linkage disequilibrium under different regimes of inbreeding. The likelihood-based method to estimate inbreeding should be of wide applicability. It was, for example, able to resolve small differences in sigma2 among replicate lines within bottleneck-size treatments, which could be related to the observed variation in reproductive viability. PMID:10049922
Gay men's estimates of the likelihood of HIV transmission in sexual behaviours.
Gold, R S; Skinner, M J
2001-04-01
In 3 studies we recorded gay men's estimates of the likelihood that HIV would be transmitted in various sexual behaviours. In Study 1 (data collected 1993, n=92), the men were found to believe that transmissibility is very much greater than it actually is; that insertive unprotected anal intercourse (UAI) by an HIV-infected partner is made safer by withdrawal before ejaculation, and very much safer by withdrawal before either ejaculation or pre-ejaculation; that UAI is very much safer when an infected partner is receptive rather than insertive; that insertive oral sex by an infected partner is much less risky than even the safest variant of UAI; that HIV is less transmissible very early after infection than later on; and that risk accumulates over repeated acts of UAI less than it actually does. In Study 2 (data collected 1997/8, n=200), it was found that younger and older uninfected men generally gave similar estimates of transmissibility, but that infected men gave somewhat lower estimates than uninfected men; and that estimates were unaffected by asking the men to imagine that they themselves, rather than a hypothetical other gay man, were engaging in the behaviours. Comparison of the 1993 and 1997/8 results suggested that there had been some effect of an educational campaign warning of the dangers of withdrawal; however, there had been no effect either of a campaign warning of the dangers of receptive UAI by an infected partner, or of publicity given to the greater transmissibility of HIV shortly after infection. In Study 3 (data collected 1999, n=59), men induced into a positive mood were found to give lower estimates of transmissibility than either men induced into a neutral mood or men induced into a negative mood. It is argued that the results reveal the important contribution made to gay men's transmissibility estimates by cognitive strategies (such as the 'availability heuristic' and 'anchoring and adjustment') known to be general characteristics of human
Yang, Z
1994-09-01
Two approximate methods are proposed for maximum likelihood phylogenetic estimation, which allow variable rates of substitution across nucleotide sites. Three data sets with quite different characteristics were analyzed to examine empirically the performance of these methods. The first, called the "discrete gamma model," uses several categories of rates to approximate the gamma distribution, with equal probability for each category. The mean of each category is used to represent all the rates falling in the category. The performance of this method is found to be quite good, and four such categories appear to be sufficient to produce both an optimum, or near-optimum fit by the model to the data, and also an acceptable approximation to the continuous distribution. The second method, called "fixed-rates model", classifies sites into several classes according to their rates predicted assuming the star tree. Sites in different classes are then assumed to be evolving at these fixed rates when other tree topologies are evaluated. Analyses of the data sets suggest that this method can produce reasonable results, but it seems to share some properties of a least-squares pairwise comparison; for example, interior branch lengths in nonbest trees are often found to be zero. The computational requirements of the two methods are comparable to that of Felsenstein's (1981, J Mol Evol 17:368-376) model, which assumes a single rate for all the sites. PMID:7932792
NASA Technical Reports Server (NTRS)
Howell, Leonard W., Jr.; Six, N. Frank (Technical Monitor)
2002-01-01
The Maximum Likelihood (ML) statistical theory required to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments is developed in this paper. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral information based on the combination of data sets. The procedure is of significant value to both existing data sets and those to be produced by future astrophysics missions consisting of two or more detectors by allowing instrument developers to optimize each detector's design parameters through simulation studies in order to design and build complementary detectors that will maximize the precision with which the science objectives may be obtained. The benefits of this ML theory and its application is measured in terms of the reduction of the statistical errors (standard deviations) of the spectra information using the multiple data sets in concert as compared to the statistical errors of the spectra information when the data sets are considered separately, as well as any biases resulting from poor statistics in one or more of the individual data sets that might be reduced when the data sets are combined.
Statistical analysis of maximum likelihood estimator images of human brain FDG PET studies
Llacer, J.; Veklerov, E. ); Hoffman, E.J. . Dept. of Radiological Sciences); Nunez, J. , Facultat de Fisica); Coakley, K.J.
1993-06-01
The work presented in this paper evaluates the statistical characteristics of regional bias and expected error in reconstructions of real PET data of human brain fluorodeoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task that the authors have investigated is that of quantifying radioisotope uptake in regions-of-interest (ROI's). They first describe a robust methodology for the use of the MLE method with clinical data which contains only one adjustable parameter: the kernel size for a Gaussian filtering operation that determines final resolution and expected regional error. Simulation results are used to establish the fundamental characteristics of the reconstructions obtained by out methodology, corresponding to the case in which the transition matrix is perfectly known. Then, data from 72 independent human brain FDG scans from four patients are used to show that the results obtained from real data are consistent with the simulation, although the quality of the data and of the transition matrix have an effect on the final outcome.
Bisenius, S; Neumann, J; Schroeter, M L
2016-04-01
Recently, diagnostic clinical and imaging criteria for primary progressive aphasia (PPA) have been revised by an international consortium (Gorno-Tempini et al. Neurology 2011;76:1006-14). The aim of this study was to validate the specificity of the new imaging criteria and investigate whether different imaging modalities [magnetic resonance imaging (MRI) and fluorodeoxyglucose positron emission tomography (FDG-PET)] require different diagnostic subtype-specific imaging criteria. Anatomical likelihood estimation meta-analyses were conducted for PPA subtypes across a large cohort of 396 patients: firstly, across MRI studies for each of the three PPA subtypes followed by conjunction and subtraction analyses to investigate the specificity, and, secondly, by comparing results across MRI vs. FDG-PET studies in semantic dementia and progressive nonfluent aphasia. Semantic dementia showed atrophy in temporal, fusiform, parahippocampal gyri, hippocampus, and amygdala, progressive nonfluent aphasia in left putamen, insula, middle/superior temporal, precentral, and frontal gyri, logopenic progressive aphasia in middle/superior temporal, supramarginal, and dorsal posterior cingulate gyri. Results of the disease-specific meta-analyses across MRI studies were disjunct. Similarly, atrophic and hypometabolic brain networks were regionally dissociated in both semantic dementia and progressive nonfluent aphasia. In conclusion, meta-analyses support the specificity of new diagnostic imaging criteria for PPA and suggest that they should be specified for each imaging modality separately. PMID:26901360
Maximum-Likelihood Estimation With a Contracting-Grid Search Algorithm
Hesterman, Jacob Y.; Caucci, Luca; Kupinski, Matthew A.; Barrett, Harrison H.; Furenlid, Lars R.
2010-01-01
A fast search algorithm capable of operating in multi-dimensional spaces is introduced. As a sample application, we demonstrate its utility in the 2D and 3D maximum-likelihood position-estimation problem that arises in the processing of PMT signals to derive interaction locations in compact gamma cameras. We demonstrate that the algorithm can be parallelized in pipelines, and thereby efficiently implemented in specialized hardware, such as field-programmable gate arrays (FPGAs). A 2D implementation of the algorithm is achieved in Cell/BE processors, resulting in processing speeds above one million events per second, which is a 20× increase in speed over a conventional desktop machine. Graphics processing units (GPUs) are used for a 3D application of the algorithm, resulting in processing speeds of nearly 250,000 events per second which is a 250× increase in speed over a conventional desktop machine. These implementations indicate the viability of the algorithm for use in real-time imaging applications. PMID:20824155
Maximum-Likelihood Estimation With a Contracting-Grid Search Algorithm.
Hesterman, Jacob Y; Caucci, Luca; Kupinski, Matthew A; Barrett, Harrison H; Furenlid, Lars R
2010-06-01
A fast search algorithm capable of operating in multi-dimensional spaces is introduced. As a sample application, we demonstrate its utility in the 2D and 3D maximum-likelihood position-estimation problem that arises in the processing of PMT signals to derive interaction locations in compact gamma cameras. We demonstrate that the algorithm can be parallelized in pipelines, and thereby efficiently implemented in specialized hardware, such as field-programmable gate arrays (FPGAs). A 2D implementation of the algorithm is achieved in Cell/BE processors, resulting in processing speeds above one million events per second, which is a 20× increase in speed over a conventional desktop machine. Graphics processing units (GPUs) are used for a 3D application of the algorithm, resulting in processing speeds of nearly 250,000 events per second which is a 250× increase in speed over a conventional desktop machine. These implementations indicate the viability of the algorithm for use in real-time imaging applications. PMID:20824155
The early maximum likelihood estimation model of audiovisual integration in speech perception.
Andersen, Tobias S
2015-05-01
Speech perception is facilitated by seeing the articulatory mouth movements of the talker. This is due to perceptual audiovisual integration, which also causes the McGurk-MacDonald illusion, and for which a comprehensive computational account is still lacking. Decades of research have largely focused on the fuzzy logical model of perception (FLMP), which provides excellent fits to experimental observations but also has been criticized for being too flexible, post hoc and difficult to interpret. The current study introduces the early maximum likelihood estimation (MLE) model of audiovisual integration to speech perception along with three model variations. In early MLE, integration is based on a continuous internal representation before categorization, which can make the model more parsimonious by imposing constraints that reflect experimental designs. The study also shows that cross-validation can evaluate models of audiovisual integration based on typical data sets taking both goodness-of-fit and model flexibility into account. All models were tested on a published data set previously used for testing the FLMP. Cross-validation favored the early MLE while more conventional error measures favored more complex models. This difference between conventional error measures and cross-validation was found to be indicative of over-fitting in more complex models such as the FLMP. PMID:25994715
Gang, Grace J.; Stayman, J. Webster; Zbijewski, Wojciech; Siewerdsen, Jeffrey H.
2014-08-15
Purpose: Nonstationarity is an important aspect of imaging performance in CT and cone-beam CT (CBCT), especially for systems employing iterative reconstruction. This work presents a theoretical framework for both filtered-backprojection (FBP) and penalized-likelihood (PL) reconstruction that includes explicit descriptions of nonstationary noise, spatial resolution, and task-based detectability index. Potential utility of the model was demonstrated in the optimal selection of regularization parameters in PL reconstruction. Methods: Analytical models for local modulation transfer function (MTF) and noise-power spectrum (NPS) were investigated for both FBP and PL reconstruction, including explicit dependence on the object and spatial location. For FBP, a cascaded systems analysis framework was adapted to account for nonstationarity by separately calculating fluence and system gains for each ray passing through any given voxel. For PL, the point-spread function and covariance were derived using the implicit function theorem and first-order Taylor expansion according toFessler [“Mean and variance of implicitly defined biased estimators (such as penalized maximum likelihood): Applications to tomography,” IEEE Trans. Image Process. 5(3), 493–506 (1996)]. Detectability index was calculated for a variety of simple tasks. The model for PL was used in selecting the regularization strength parameter to optimize task-based performance, with both a constant and a spatially varying regularization map. Results: Theoretical models of FBP and PL were validated in 2D simulated fan-beam data and found to yield accurate predictions of local MTF and NPS as a function of the object and the spatial location. The NPS for both FBP and PL exhibit similar anisotropic nature depending on the pathlength (and therefore, the object and spatial location within the object) traversed by each ray, with the PL NPS experiencing greater smoothing along directions with higher noise. The MTF of FBP
Nagelkerke, Nico; Fidler, Vaclav
2015-01-01
The problem of discrimination and classification is central to much of epidemiology. Here we consider the estimation of a logistic regression/discrimination function from training samples, when one of the training samples is subject to misclassification or mislabeling, e.g. diseased individuals are incorrectly classified/labeled as healthy controls. We show that this leads to zero-inflated binomial model with a defective logistic regression or discrimination function, whose parameters can be estimated using standard statistical methods such as maximum likelihood. These parameters can be used to estimate the probability of true group membership among those, possibly erroneously, classified as controls. Two examples are analyzed and discussed. A simulation study explores properties of the maximum likelihood parameter estimates and the estimates of the number of mislabeled observations. PMID:26474313
ERIC Educational Resources Information Center
Olsson, Ulf Henning; Troye, Sigurd Villads; Howell, Roy D.
1999-01-01
Used simulation to compare the ability of maximum likelihood (ML) and generalized least-squares (GLS) estimation to provide theoretic fit in models that are parsimonious representations of a true model. The better empirical fit obtained for GLS, compared with ML, was obtained at the cost of lower theoretic fit. (Author/SLD)
ERIC Educational Resources Information Center
Kieftenbeld, Vincent; Natesan, Prathiba
2012-01-01
Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…
ERIC Educational Resources Information Center
Rijmen, Frank
2009-01-01
Maximum marginal likelihood estimation of multidimensional item response theory (IRT) models has been hampered by the calculation of the multidimensional integral over the ability distribution. However, the researcher often has a specific hypothesis about the conditional (in)dependence relations among the latent variables. Exploiting these…
ERIC Educational Resources Information Center
Muraki, Eiji
This study examines the application of the marginal maximum likelihood (MML) EM algorithm to the parameter estimation problem of the three-parameter normal ogive and logistic polychotomous item response models. A three-parameter normal ogive model, the Graded Response model, has been developed on the basis of Samejima's two-parameter graded…
Wright, April M.; Hillis, David M.
2014-01-01
Despite the introduction of likelihood-based methods for estimating phylogenetic trees from phenotypic data, parsimony remains the most widely-used optimality criterion for building trees from discrete morphological data. However, it has been known for decades that there are regions of solution space in which parsimony is a poor estimator of tree topology. Numerous software implementations of likelihood-based models for the estimation of phylogeny from discrete morphological data exist, especially for the Mk model of discrete character evolution. Here we explore the efficacy of Bayesian estimation of phylogeny, using the Mk model, under conditions that are commonly encountered in paleontological studies. Using simulated data, we describe the relative performances of parsimony and the Mk model under a range of realistic conditions that include common scenarios of missing data and rate heterogeneity. PMID:25279853
Inter-bit prediction based on maximum likelihood estimate for distributed video coding
NASA Astrophysics Data System (ADS)
Klepko, Robert; Wang, Demin; Huchet, Grégory
2010-01-01
Distributed Video Coding (DVC) is an emerging video coding paradigm for the systems that require low complexity encoders supported by high complexity decoders. A typical real world application for a DVC system is mobile phones with video capture hardware that have a limited encoding capability supported by base-stations with a high decoding capability. Generally speaking, a DVC system operates by dividing a source image sequence into two streams, key frames and Wyner-Ziv (W) frames, with the key frames being used to represent the source plus an approximation to the W frames called S frames (where S stands for side information), while the W frames are used to correct the bit errors in the S frames. This paper presents an effective algorithm to reduce the bit errors in the side information of a DVC system. The algorithm is based on the maximum likelihood estimation to help predict future bits to be decoded. The reduction in bit errors in turn reduces the number of parity bits needed for error correction. Thus, a higher coding efficiency is achieved since fewer parity bits need to be transmitted from the encoder to the decoder. The algorithm is called inter-bit prediction because it predicts the bit-plane to be decoded from previously decoded bit-planes, one bitplane at a time, starting from the most significant bit-plane. Results provided from experiments using real-world image sequences show that the inter-bit prediction algorithm does indeed reduce the bit rate by up to 13% for our test sequences. This bit rate reduction corresponds to a PSNR gain of about 1.6 dB for the W frames.
DeRamus, Thomas P.; Kana, Rajesh K.
2014-01-01
Autism spectrum disorders (ASD) are characterized by impairments in social communication and restrictive, repetitive behaviors. While behavioral symptoms are well-documented, investigations into the neurobiological underpinnings of ASD have not resulted in firm biomarkers. Variability in findings across structural neuroimaging studies has contributed to difficulty in reliably characterizing the brain morphology of individuals with ASD. These inconsistencies may also arise from the heterogeneity of ASD, and wider age-range of participants included in MRI studies and in previous meta-analyses. To address this, the current study used coordinate-based anatomical likelihood estimation (ALE) analysis of 21 voxel-based morphometry (VBM) studies examining high-functioning individuals with ASD, resulting in a meta-analysis of 1055 participants (506 ASD, and 549 typically developing individuals). Results consisted of grey, white, and global differences in cortical matter between the groups. Modeled anatomical maps consisting of concentration, thickness, and volume metrics of grey and white matter revealed clusters suggesting age-related decreases in grey and white matter in parietal and inferior temporal regions of the brain in ASD, and age-related increases in grey matter in frontal and anterior-temporal regions. White matter alterations included fiber tracts thought to play key roles in information processing and sensory integration. Many current theories of pathobiology ASD suggest that the brains of individuals with ASD may have less-functional long-range (anterior-to-posterior) connections. Our findings of decreased cortical matter in parietal–temporal and occipital regions, and thickening in frontal cortices in older adults with ASD may entail altered cortical anatomy, and neurodevelopmental adaptations. PMID:25844306
NASA Astrophysics Data System (ADS)
Zhou, Rurui; Li, Yu; Lu, Di; Liu, Haixing; Zhou, Huicheng
2016-09-01
This paper investigates the use of an epsilon-dominance non-dominated sorted genetic algorithm II (ɛ-NSGAII) as a sampling approach with an aim to improving sampling efficiency for multiple metrics uncertainty analysis using Generalized Likelihood Uncertainty Estimation (GLUE). The effectiveness of ɛ-NSGAII based sampling is demonstrated compared with Latin hypercube sampling (LHS) through analyzing sampling efficiency, multiple metrics performance, parameter uncertainty and flood forecasting uncertainty with a case study of flood forecasting uncertainty evaluation based on Xinanjiang model (XAJ) for Qing River reservoir, China. Results obtained demonstrate the following advantages of the ɛ-NSGAII based sampling approach in comparison to LHS: (1) The former performs more effective and efficient than LHS, for example the simulation time required to generate 1000 behavioral parameter sets is shorter by 9 times; (2) The Pareto tradeoffs between metrics are demonstrated clearly with the solutions from ɛ-NSGAII based sampling, also their Pareto optimal values are better than those of LHS, which means better forecasting accuracy of ɛ-NSGAII parameter sets; (3) The parameter posterior distributions from ɛ-NSGAII based sampling are concentrated in the appropriate ranges rather than uniform, which accords with their physical significance, also parameter uncertainties are reduced significantly; (4) The forecasted floods are close to the observations as evaluated by three measures: the normalized total flow outside the uncertainty intervals (FOUI), average relative band-width (RB) and average deviation amplitude (D). The flood forecasting uncertainty is also reduced a lot with ɛ-NSGAII based sampling. This study provides a new sampling approach to improve multiple metrics uncertainty analysis under the framework of GLUE, and could be used to reveal the underlying mechanisms of parameter sets under multiple conflicting metrics in the uncertainty analysis process.
Estimating the Effect of Competition on Trait Evolution Using Maximum Likelihood Inference.
Drury, Jonathan; Clavel, Julien; Manceau, Marc; Morlon, Hélène
2016-07-01
Many classical ecological and evolutionary theoretical frameworks posit that competition between species is an important selective force. For example, in adaptive radiations, resource competition between evolving lineages plays a role in driving phenotypic diversification and exploration of novel ecological space. Nevertheless, current models of trait evolution fit to phylogenies and comparative data sets are not designed to incorporate the effect of competition. The most advanced models in this direction are diversity-dependent models where evolutionary rates depend on lineage diversity. However, these models still treat changes in traits in one branch as independent of the value of traits on other branches, thus ignoring the effect of species similarity on trait evolution. Here, we consider a model where the evolutionary dynamics of traits involved in interspecific interactions are influenced by species similarity in trait values and where we can specify which lineages are in sympatry. We develop a maximum likelihood based approach to fit this model to combined phylogenetic and phenotypic data. Using simulations, we demonstrate that the approach accurately estimates the simulated parameter values across a broad range of parameter space. Additionally, we develop tools for specifying the biogeographic context in which trait evolution occurs. In order to compare models, we also apply these biogeographic methods to specify which lineages interact sympatrically for two diversity-dependent models. Finally, we fit these various models to morphological data from a classical adaptive radiation (Greater Antillean Anolis lizards). We show that models that account for competition and geography perform better than other models. The matching competition model is an important new tool for studying the influence of interspecific interactions, in particular competition, on phenotypic evolution. More generally, it constitutes a step toward a better integration of interspecific
NASA Astrophysics Data System (ADS)
Rivera, Diego; Rivas, Yessica; Godoy, Alex
2015-02-01
Hydrological models are simplified representations of natural processes and subject to errors. Uncertainty bounds are a commonly used way to assess the impact of an input or model architecture uncertainty in model outputs. Different sets of parameters could have equally robust goodness-of-fit indicators, which is known as Equifinality. We assessed the outputs from a lumped conceptual hydrological model to an agricultural watershed in central Chile under strong interannual variability (coefficient of variability of 25%) by using the Equifinality concept and uncertainty bounds. The simulation period ran from January 1999 to December 2006. Equifinality and uncertainty bounds from GLUE methodology (Generalized Likelihood Uncertainty Estimation) were used to identify parameter sets as potential representations of the system. The aim of this paper is to exploit the use of uncertainty bounds to differentiate behavioural parameter sets in a simple hydrological model. Then, we analyze the presence of equifinality in order to improve the identification of relevant hydrological processes. The water balance model for Chillan River exhibits, at a first stage, equifinality. However, it was possible to narrow the range for the parameters and eventually identify a set of parameters representing the behaviour of the watershed (a behavioural model) in agreement with observational and soft data (calculation of areal precipitation over the watershed using an isohyetal map). The mean width of the uncertainty bound around the predicted runoff for the simulation period decreased from 50 to 20 m3s-1 after fixing the parameter controlling the areal precipitation over the watershed. This decrement is equivalent to decreasing the ratio between simulated and observed discharge from 5.2 to 2.5. Despite the criticisms against the GLUE methodology, such as the lack of statistical formality, it is identified as a useful tool assisting the modeller with the identification of critical parameters.
ERIC Educational Resources Information Center
Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun
2002-01-01
Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)
NASA Astrophysics Data System (ADS)
Delsman, Joost R.; Essink, Gualbert H. P. Oude; Beven, Keith J.; Stuyfzand, Pieter J.
2013-08-01
End-member mixing models have been widely used to separate the different components of a hydrograph, but their effectiveness suffers from uncertainty in both the identification of end-members and spatiotemporal variation in end-member concentrations. In this paper, we outline a procedure, based on the generalized likelihood uncertainty estimation (GLUE) framework, to more inclusively evaluate uncertainty in mixing models than existing approaches. We apply this procedure, referred to as G-EMMA, to a yearlong chemical data set from the heavily impacted agricultural Lissertocht catchment, Netherlands, and compare its results to the "traditional" end-member mixing analysis (EMMA). While the traditional approach appears unable to adequately deal with the large spatial variation in one of the end-members, the G-EMMA procedure successfully identified, with varying uncertainty, contributions of five different end-members to the stream. Our results suggest that the concentration distribution of "effective" end-members, that is, the flux-weighted input of an end-member to the stream, can differ markedly from that inferred from sampling of water stored in the catchment. Results also show that the uncertainty arising from identifying the correct end-members may alter calculated end-member contributions by up to 30%, stressing the importance of including the identification of end-members in the uncertainty assessment.
Dang, H.; Wang, A. S.; Sussman, Marc S.; Siewerdsen, J. H.; Stayman, J. W.
2014-01-01
Sequential imaging studies are conducted in many clinical scenarios. Prior images from previous studies contain a great deal of patient-specific anatomical information and can be used in conjunction with subsequent imaging acquisitions to maintain image quality while enabling radiation dose reduction (e.g., through sparse angular sampling, reduction in fluence, etc.). However, patient motion between images in such sequences results in misregistration between the prior image and current anatomy. Existing prior-image-based approaches often include only a simple rigid registration step that can be insufficient for capturing complex anatomical motion, introducing detrimental effects in subsequent image reconstruction. In this work, we propose a joint framework that estimates the 3D deformation between an unregistered prior image and the current anatomy (based on a subsequent data acquisition) and reconstructs the current anatomical image using a model-based reconstruction approach that includes regularization based on the deformed prior image. This framework is referred to as deformable prior image registration, penalized-likelihood estimation (dPIRPLE). Central to this framework is the inclusion of a 3D B-spline-based free-form-deformation model into the joint registration-reconstruction objective function. The proposed framework is solved using a maximization strategy whereby alternating updates to the registration parameters and image estimates are applied allowing for improvements in both the registration and reconstruction throughout the optimization process. Cadaver experiments were conducted on a cone-beam CT testbench emulating a lung nodule surveillance scenario. Superior reconstruction accuracy and image quality were demonstrated using the dPIRPLE algorithm as compared to more traditional reconstruction methods including filtered backprojection, penalized-likelihood estimation (PLE), prior image penalized-likelihood estimation (PIPLE) without registration
Reconstruction of difference in sequential CT studies using penalized likelihood estimation.
Pourmorteza, A; Dang, H; Siewerdsen, J H; Stayman, J W
2016-03-01
Characterization of anatomical change and other differences is important in sequential computed tomography (CT) imaging, where a high-fidelity patient-specific prior image is typically present, but is not used, in the reconstruction of subsequent anatomical states. Here, we introduce a penalized likelihood (PL) method called reconstruction of difference (RoD) to directly reconstruct a difference image volume using both the current projection data and the (unregistered) prior image integrated into the forward model for the measurement data. The algorithm utilizes an alternating minimization to find both the registration and reconstruction estimates. This formulation allows direct control over the image properties of the difference image, permitting regularization strategies that inhibit noise and structural differences due to inconsistencies between the prior image and the current data. Additionally, if the change is known to be local, RoD allows local acquisition and reconstruction, as opposed to traditional model-based approaches that require a full support field of view (or other modifications). We compared the performance of RoD to a standard PL algorithm, in simulation studies and using test-bench cone-beam CT data. The performances of local and global RoD approaches were similar, with local RoD providing a significant computational speedup. In comparison across a range of data with differing fidelity, the local RoD approach consistently showed lower error (with respect to a truth image) than PL in both noisy data and sparsely sampled projection scenarios. In a study of the prior image registration performance of RoD, a clinically reasonable capture ranges were demonstrated. Lastly, the registration algorithm had a broad capture range and the error for reconstruction of CT data was 35% and 20% less than filtered back-projection for RoD and PL, respectively. The RoD has potential for delivering high-quality difference images in a range of sequential clinical
Reconstruction of difference in sequential CT studies using penalized likelihood estimation
NASA Astrophysics Data System (ADS)
Pourmorteza, A.; Dang, H.; Siewerdsen, J. H.; Stayman, J. W.
2016-03-01
Characterization of anatomical change and other differences is important in sequential computed tomography (CT) imaging, where a high-fidelity patient-specific prior image is typically present, but is not used, in the reconstruction of subsequent anatomical states. Here, we introduce a penalized likelihood (PL) method called reconstruction of difference (RoD) to directly reconstruct a difference image volume using both the current projection data and the (unregistered) prior image integrated into the forward model for the measurement data. The algorithm utilizes an alternating minimization to find both the registration and reconstruction estimates. This formulation allows direct control over the image properties of the difference image, permitting regularization strategies that inhibit noise and structural differences due to inconsistencies between the prior image and the current data. Additionally, if the change is known to be local, RoD allows local acquisition and reconstruction, as opposed to traditional model-based approaches that require a full support field of view (or other modifications). We compared the performance of RoD to a standard PL algorithm, in simulation studies and using test-bench cone-beam CT data. The performances of local and global RoD approaches were similar, with local RoD providing a significant computational speedup. In comparison across a range of data with differing fidelity, the local RoD approach consistently showed lower error (with respect to a truth image) than PL in both noisy data and sparsely sampled projection scenarios. In a study of the prior image registration performance of RoD, a clinically reasonable capture ranges were demonstrated. Lastly, the registration algorithm had a broad capture range and the error for reconstruction of CT data was 35% and 20% less than filtered back-projection for RoD and PL, respectively. The RoD has potential for delivering high-quality difference images in a range of sequential clinical
Reconstruction of difference in sequential CT studies using penalized likelihood estimation
Pourmorteza, A; Dang, H; Siewerdsen, J H; Stayman, J W
2016-01-01
Characterization of anatomical change and other differences is important in sequential computed tomography (CT) imaging, where a high-fidelity patient-specific prior image is typically present, but is not used, in the reconstruction of subsequent anatomical states. Here, we introduce a penalized likelihood (PL) method called reconstruction of difference (RoD) to directly reconstruct a difference image volume using both the current projection data and the (unregistered) prior image integrated into the forward model for the measurement data. The algorithm utilizes an alternating minimization to find both the registration and reconstruction estimates. This formulation allows direct control over the image properties of the difference image, permitting regularization strategies that inhibit noise and structural differences due to inconsistencies between the prior image and the current data.Additionally, if the change is known to be local, RoD allows local acquisition and reconstruction, as opposed to traditional model-based approaches that require a full support field of view (or other modifications). We compared the performance of RoD to a standard PL algorithm, in simulation studies and using test-bench cone-beam CT data. The performances of local and global RoD approaches were similar, with local RoD providing a significant computational speedup. In comparison across a range of data with differing fidelity, the local RoD approach consistently showed lower error (with respect to a truth image) than PL in both noisy data and sparsely sampled projection scenarios. In a study of the prior image registration performance of RoD, a clinically reasonable capture ranges were demonstrated. Lastly, the registration algorithm had a broad capture range and the error for reconstruction of CT data was 35% and 20% less than filtered back-projection for RoD and PL, respectively. The RoD has potential for delivering high-quality difference images in a range of sequential clinical
Maximum-likelihood estimation of photon-number distribution from homodyne statistics
NASA Astrophysics Data System (ADS)
Banaszek, Konrad
1998-06-01
We present a method for reconstructing the photon-number distribution from the homodyne statistics based on maximization of the likelihood function derived from the exact statistical description of a homodyne experiment. This method incorporates in a natural way the physical constraints on the reconstructed quantities, and the compensation for the nonunit detection efficiency.
IQ-TREE: A Fast and Effective Stochastic Algorithm for Estimating Maximum-Likelihood Phylogenies
Nguyen, Lam-Tung; Schmidt, Heiko A.; von Haeseler, Arndt; Minh, Bui Quang
2015-01-01
Large phylogenomics data sets require fast tree inference methods, especially for maximum-likelihood (ML) phylogenies. Fast programs exist, but due to inherent heuristics to find optimal trees, it is not clear whether the best tree is found. Thus, there is need for additional approaches that employ different search strategies to find ML trees and that are at the same time as fast as currently available ML programs. We show that a combination of hill-climbing approaches and a stochastic perturbation method can be time-efficiently implemented. If we allow the same CPU time as RAxML and PhyML, then our software IQ-TREE found higher likelihoods between 62.2% and 87.1% of the studied alignments, thus efficiently exploring the tree-space. If we use the IQ-TREE stopping rule, RAxML and PhyML are faster in 75.7% and 47.1% of the DNA alignments and 42.2% and 100% of the protein alignments, respectively. However, the range of obtaining higher likelihoods with IQ-TREE improves to 73.3–97.1%. IQ-TREE is freely available at http://www.cibiv.at/software/iqtree. PMID:25371430
2014-01-01
Background We propose a mathematical model for multichannel assessment of the trial-to-trial variability of auditory evoked brain responses in magnetoencephalography (MEG). Methods Following the work of de Munck et al., our approach is based on the maximum likelihood estimation and involves an approximation of the spatio-temporal covariance of the contaminating background noise by means of the Kronecker product of its spatial and temporal covariance matrices. Extending the work of de Munck et al., where the trial-to-trial variability of the responses was considered identical to all channels, we evaluate it for each individual channel. Results Simulations with two equivalent current dipoles (ECDs) with different trial-to-trial variability, one seeded in each of the auditory cortices, were used to study the applicability of the proposed methodology on the sensor level and revealed spatial selectivity of the trial-to-trial estimates. In addition, we simulated a scenario with neighboring ECDs, to show limitations of the method. We also present an illustrative example of the application of this methodology to real MEG data taken from an auditory experimental paradigm, where we found hemispheric lateralization of the habituation effect to multiple stimulus presentation. Conclusions The proposed algorithm is capable of reconstructing lateralization effects of the trial-to-trial variability of evoked responses, i.e. when an ECD of only one hemisphere habituates, whereas the activity of the other hemisphere is not subject to habituation. Hence, it may be a useful tool in paradigms that assume lateralization effects, like, e.g., those involving language processing. PMID:24939398
Magis, David
2015-03-01
Warm (in Psychometrika, 54, 427-450, 1989) established the equivalence between the so-called Jeffreys modal and the weighted likelihood estimators of proficiency level with some dichotomous item response models. The purpose of this note is to extend this result to polytomous item response models. First, a general condition is derived to ensure the perfect equivalence between these two estimators. Second, it is shown that this condition is fulfilled by two broad classes of polytomous models including, among others, the partial credit, rating scale, graded response, and nominal response models. PMID:24282130
Vallisneri, Michele
2011-11-01
Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise realizations, as well as the leading-order width of the posterior probability, but it is limited to high signal strengths often not realized in practice. By contrast, Monte Carlo Bayesian inference provides the full posterior for any signal strength, but it is too expensive to repeat for a representative set of noises. Here I describe an efficient semianalytical technique to map the exact sampling distribution of the maximum-likelihood estimator across noise realizations, for any signal strength. This technique can be applied to any estimation problem for signals in additive Gaussian noise. PMID:22181593
Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET
Gopich, Irina V.
2015-01-21
Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.
O'Hare, A.; Orton, R. J.; Bessell, P. R.; Kao, R. R.
2014-01-01
Fitting models with Bayesian likelihood-based parameter inference is becoming increasingly important in infectious disease epidemiology. Detailed datasets present the opportunity to identify subsets of these data that capture important characteristics of the underlying epidemiology. One such dataset describes the epidemic of bovine tuberculosis (bTB) in British cattle, which is also an important exemplar of a disease with a wildlife reservoir (the Eurasian badger). Here, we evaluate a set of nested dynamic models of bTB transmission, including individual- and herd-level transmission heterogeneity and assuming minimal prior knowledge of the transmission and diagnostic test parameters. We performed a likelihood-based bootstrapping operation on the model to infer parameters based only on the recorded numbers of cattle testing positive for bTB at the start of each herd outbreak considering high- and low-risk areas separately. Models without herd heterogeneity are preferred in both areas though there is some evidence for super-spreading cattle. Similar to previous studies, we found low test sensitivities and high within-herd basic reproduction numbers (R0), suggesting that there may be many unobserved infections in cattle, even though the current testing regime is sufficient to control within-herd epidemics in most cases. Compared with other, more data-heavy approaches, the summary data used in our approach are easily collected, making our approach attractive for other systems. PMID:24718762
O'Hare, A; Orton, R J; Bessell, P R; Kao, R R
2014-05-22
Fitting models with Bayesian likelihood-based parameter inference is becoming increasingly important in infectious disease epidemiology. Detailed datasets present the opportunity to identify subsets of these data that capture important characteristics of the underlying epidemiology. One such dataset describes the epidemic of bovine tuberculosis (bTB) in British cattle, which is also an important exemplar of a disease with a wildlife reservoir (the Eurasian badger). Here, we evaluate a set of nested dynamic models of bTB transmission, including individual- and herd-level transmission heterogeneity and assuming minimal prior knowledge of the transmission and diagnostic test parameters. We performed a likelihood-based bootstrapping operation on the model to infer parameters based only on the recorded numbers of cattle testing positive for bTB at the start of each herd outbreak considering high- and low-risk areas separately. Models without herd heterogeneity are preferred in both areas though there is some evidence for super-spreading cattle. Similar to previous studies, we found low test sensitivities and high within-herd basic reproduction numbers (R0), suggesting that there may be many unobserved infections in cattle, even though the current testing regime is sufficient to control within-herd epidemics in most cases. Compared with other, more data-heavy approaches, the summary data used in our approach are easily collected, making our approach attractive for other systems. PMID:24718762
Falk, Carl F; Cai, Li
2016-06-01
We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives. PMID:25487423
Estimating the likelihood of sustained virological response in chronic hepatitis C therapy.
Mauss, S; Hueppe, D; John, C; Goelz, J; Heyne, R; Moeller, B; Link, R; Teuber, G; Herrmann, A; Spelter, M; Wollschlaeger, S; Baumgarten, A; Simon, K-G; Dikopoulos, N; Witthoeft, T
2011-04-01
The likelihood of a sustained virological response (SVR) is the most important factor for physicians and patients in the decision to initiate and continue therapy for chronic hepatitis C (CHC) infection. This study identified predictive factors for SVR with peginterferon plus ribavirin (RBV) in patients with CHC treated under 'real-life' conditions. The study cohort consisted of patients from a large, retrospective German multicentre, observational study who had been treated with peginterferon alfa-2a plus RBV or peginterferon alfa-2b plus RBV between the years 2000 and 2007. To ensure comparability regarding peginterferon therapies, patients were analysed in pairs matched by several baseline variables. Univariate and multivariate logistic regression analyses were used to determine the effect of nonmatched baseline variables and treatment modality on SVR. Among 2378 patients (1189 matched pairs), SVR rates were 57.9% overall, 46.5% in HCV genotype 1/4-infected patients and 77.3% in genotype 2/3-infected patients. In multivariate logistic regression analysis, positive predictors of SVR were HCV genotype 2 infection, HCV genotype 3 infection, low baseline viral load and treatment with peginterferon alfa-2a. Negative predictors of SVR were higher age (≥40 years), elevated baseline gamma-glutamyl transpeptidase (GGT) and low baseline platelet count (<150,000/μL). Among patients treated with peginterferon plus RBV in routine clinical practice, genotype, baseline viral load, age, GGT level and platelet levels all predict the likelihood of treatment success. In patients matched by baseline characteristics, treatment with peginterferon alfa-2a may be a positive predictor of SVR when compared to peginterferon alfa-2b. PMID:20849436
Nickl-Jockschat, Thomas; Habel, Ute; Michel, Tanja Maria; Manning, Janessa; Laird, Angela R.; Fox, Peter T.; Schneider, Frank; Eickhoff, Simon B.
2016-01-01
Autism spectrum disorders (ASD) are pervasive developmental disorders with characteristic core symptoms such as impairments in social interaction, deviance in communication, repetitive and stereotyped behavior, and impaired motor skills. Anomalies of brain structure have repeatedly been hypothesized to play a major role in the etiopathogenesis of the disorder. Our objective was to perform unbiased meta-analysis on brain structure changes as reported in the current ASD literature. We thus conducted a comprehensive search for morphometric studies by Pubmed query and literature review. We used a revised version of the activation likelihood estimation (ALE) approach for coordinate-based meta-analysis of neuroimaging results. Probabilistic cytoarchitectonic maps were applied to compare the localization of the obtained significant effects to histological areas. Each of the significant ALE clusters was analyzed separately for age effects on gray and white matter density changes. We found six significant clusters of convergence indicating disturbances in the brain structure of ASD patients, including the lateral occipital lobe, the pericentral region, the medial temporal lobe, the basal ganglia, and proximate to the right parietal operculum. Our study provides the first quantitative summary of brain structure changes reported in literature on autism spectrum disorders. In contrast to the rather small sample sizes of the original studies, our meta-analysis encompasses data of 277 ASD patients and 303 healthy controls. This unbiased summary provided evidence for consistent structural abnormalities in spite of heterogeneous diagnostic criteria and voxel-based morphometry (VBM) methodology, but also hinted at a dependency of VBM findings on the age of the patients. PMID:21692142
ERIC Educational Resources Information Center
Jones, Douglas H.
The progress of modern mental test theory depends very much on the techniques of maximum likelihood estimation, and many popular applications make use of likelihoods induced by logistic item response models. While, in reality, item responses are nonreplicate within a single examinee and the logistic models are only ideal, practitioners make…
Woody, Michael S; Lewis, John H; Greenberg, Michael J; Goldman, Yale E; Ostap, E Michael
2016-07-26
We present MEMLET (MATLAB-enabled maximum-likelihood estimation tool), a simple-to-use and powerful program for utilizing maximum-likelihood estimation (MLE) for parameter estimation from data produced by single-molecule and other biophysical experiments. The program is written in MATLAB and includes a graphical user interface, making it simple to integrate into the existing workflows of many users without requiring programming knowledge. We give a comparison of MLE and other fitting techniques (e.g., histograms and cumulative frequency distributions), showing how MLE often outperforms other fitting methods. The program includes a variety of features. 1) MEMLET fits probability density functions (PDFs) for many common distributions (exponential, multiexponential, Gaussian, etc.), as well as user-specified PDFs without the need for binning. 2) It can take into account experimental limits on the size of the shortest or longest detectable event (i.e., instrument "dead time") when fitting to PDFs. The proper modification of the PDFs occurs automatically in the program and greatly increases the accuracy of fitting the rates and relative amplitudes in multicomponent exponential fits. 3) MEMLET offers model testing (i.e., single-exponential versus double-exponential) using the log-likelihood ratio technique, which shows whether additional fitting parameters are statistically justifiable. 4) Global fitting can be used to fit data sets from multiple experiments to a common model. 5) Confidence intervals can be determined via bootstrapping utilizing parallel computation to increase performance. Easy-to-follow tutorials show how these features can be used. This program packages all of these techniques into a simple-to-use and well-documented interface to increase the accessibility of MLE fitting. PMID:27463130
Hu, Yuxiang; Lu, Jing; Qiu, Xiaojun
2015-08-01
Open-sphere microphone arrays are preferred over rigid-sphere arrays when minimal interaction between array and the measured sound field is required. However, open-sphere arrays suffer from poor robustness at null frequencies of the spherical Bessel function. This letter proposes a maximum likelihood method for direction of arrival estimation in the spherical harmonic domain, which avoids the division of the spherical Bessel function and can be used at arbitrary frequencies. Furthermore, the method can be easily extended to wideband implementation. Simulation and experiment results demonstrate the superiority of the proposed method over the commonly used methods in open-sphere configurations. PMID:26328695
Priiatkina, S N
2002-05-01
For mapping nonlinked interacting genes relative to marker loci, the recombination fractions can be calculated by using the log-likelihood functions were derived that permit estimation of recombinant fractions by solving the ML equations on the basis of F2 data at various types of interaction. In some cases, the recombinant fraction estimates are obtained in the analytical form while in others they are numerically calculated from concrete experimental data. With the same type of epistasis the log-functions were shown to differ depending on the functional role (suppression or epistasis) of the mapped gene. Methods for testing the correspondence of the model and the recombination fraction estimates to the experimental data are discussed. In ambiguous cases, analysis of the linked marker behavior makes it possible to differentiate gene interaction from distorted single-locus segregation, which at some forms of interaction imitate phenotypic ratios. PMID:12068553
Lermer, Eva; Streicher, Bernhard; Sachs, Rainer; Raue, Martina; Frey, Dieter
2016-03-01
Recent findings on construal level theory (CLT) suggest that abstract thinking leads to a lower estimated probability of an event occurring compared to concrete thinking. We applied this idea to the risk context and explored the influence of construal level (CL) on the overestimation of small and underestimation of large probabilities for risk estimates concerning a vague target person (Study 1 and Study 3) and personal risk estimates (Study 2). We were specifically interested in whether the often-found overestimation of small probabilities could be reduced with abstract thinking, and the often-found underestimation of large probabilities was reduced with concrete thinking. The results showed that CL influenced risk estimates. In particular, a concrete mindset led to higher risk estimates compared to an abstract mindset for several adverse events, including events with small and large probabilities. This suggests that CL manipulation can indeed be used for improving the accuracy of lay people's estimates of small and large probabilities. Moreover, the results suggest that professional risk managers' risk estimates of common events (thus with a relatively high probability) could be improved by adopting a concrete mindset. However, the abstract manipulation did not lead managers to estimate extremely unlikely events more accurately. Potential reasons for different CL manipulation effects on risk estimates' accuracy between lay people and risk managers are discussed. PMID:26111548
ERIC Educational Resources Information Center
Savalei, Victoria; Rhemtulla, Mijke
2012-01-01
Fraction of missing information [lambda][subscript j] is a useful measure of the impact of missing data on the quality of estimation of a particular parameter. This measure can be computed for all parameters in the model, and it communicates the relative loss of efficiency in the estimation of a particular parameter due to missing data. It has…
Maximum likelihood estimation of population growth rates based on the coalescent.
Kuhner, M K; Yamato, J; Felsenstein, J
1998-01-01
We describe a method for co-estimating 4Nemu (four times the product of effective population size and neutral mutation rate) and population growth rate from sequence samples using Metropolis-Hastings sampling. Population growth (or decline) is assumed to be exponential. The estimates of growth rate are biased upwards, especially when 4Nemu is low; there is also a slight upwards bias in the estimate of 4Nemu itself due to correlation between the parameters. This bias cannot be attributed solely to Metropolis-Hastings sampling but appears to be an inherent property of the estimator and is expected to appear in any approach which estimates growth rate from genealogy structure. Sampling additional unlinked loci is much more effective in reducing the bias than increasing the number or length of sequences from the same locus. PMID:9584114
Mazza, Gina L; Enders, Craig K; Ruehlman, Linda S
2015-01-01
Often when participants have missing scores on one or more of the items comprising a scale, researchers compute prorated scale scores by averaging the available items. Methodologists have cautioned that proration may make strict assumptions about the mean and covariance structures of the items comprising the scale (Schafer & Graham, 2002 ; Graham, 2009 ; Enders, 2010 ). We investigated proration empirically and found that it resulted in bias even under a missing completely at random (MCAR) mechanism. To encourage researchers to forgo proration, we describe a full information maximum likelihood (FIML) approach to item-level missing data handling that mitigates the loss in power due to missing scale scores and utilizes the available item-level data without altering the substantive analysis. Specifically, we propose treating the scale score as missing whenever one or more of the items are missing and incorporating items as auxiliary variables. Our simulations suggest that item-level missing data handling drastically increases power relative to scale-level missing data handling. These results have important practical implications, especially when recruiting more participants is prohibitively difficult or expensive. Finally, we illustrate the proposed method with data from an online chronic pain management program. PMID:26610249
Likelihood parameter estimation for calibrating a soil moisture using radar backscatter
Technology Transfer Automated Retrieval System (TEKTRAN)
Assimilating soil moisture information contained in synthetic aperture radar imagery into land surface model predictions can be done using a calibration, or parameter estimation, approach. The presence of speckle, however, necessitates aggregating backscatter measurements over large land areas in or...
NASA Technical Reports Server (NTRS)
Iliff, K. W.; Maine, R. E.
1976-01-01
A maximum likelihood estimation method was applied to flight data and procedures to facilitate the routine analysis of a large amount of flight data were described. Techniques that can be used to obtain stability and control derivatives from aircraft maneuvers that are less than ideal for this purpose are described. The techniques involve detecting and correcting the effects of dependent or nearly dependent variables, structural vibration, data drift, inadequate instrumentation, and difficulties with the data acquisition system and the mathematical model. The use of uncertainty levels and multiple maneuver analysis also proved to be useful in improving the quality of the estimated coefficients. The procedures used for editing the data and for overall analysis are also discussed.
Process for estimating likelihood and confidence in post detonation nuclear forensics.
Darby, John L.; Craft, Charles M.
2014-07-01
Technical nuclear forensics (TNF) must provide answers to questions of concern to the broader community, including an estimate of uncertainty. There is significant uncertainty associated with post-detonation TNF. The uncertainty consists of a great deal of epistemic (state of knowledge) as well as aleatory (random) uncertainty, and many of the variables of interest are linguistic (words) and not numeric. We provide a process by which TNF experts can structure their process for answering questions and provide an estimate of uncertainty. The process uses belief and plausibility, fuzzy sets, and approximate reasoning.
The Undiscovered Country: Can We Estimate the Likelihood of Extrasolar Planetary Habitability?
NASA Astrophysics Data System (ADS)
Unterborn, C. T.; Panero, W. R.; Hull, S. D.
2015-12-01
Plate tectonics have operated on Earth for a majority of its lifetime. Tectonics regulates atmospheric carbon and creates a planetary-scale water cycle, and is a primary factor in the Earth being habitable. While the mechanism for initiating tectonics is unknown, as we expand our search for habitable worlds, understanding which planetary compositions produce planets capable of supporting long-term tectonics is of paramount importance. On Earth, this sustentation of tectonics is a function of both its structure and composition. Currently, however, we have no method to measure the interior composition of exoplanets. In our Solar system, though, Solar abundances for refractory elements mirror the Earth's to within ~10%, allowing the adoption of Solar abundances as proxies for Earth's. It is not known, however, whether this mirroring of stellar and terrestrial planet abundances holds true for other star-planet systems without determination of the composition of initial planetesimals via condensation sequence calculations. Currently, all code for ascertaining these sequences are commercially available or closed-source. We present, then, the open-source Arbitrary Composition Condensation Sequence calculator (ArCCoS) for converting the elemental composition of a parent star to that of the planet-building material as well as the extent of oxidation within the planetesimals. These data allow us to constrain the likelihood for one of the main drivers for plate tectonics: the basalt to eclogite transition subducting plates. Unlike basalt, eclogite is denser than the surrounding mantle and thus sinks into the mantle, pulling the overlying slab with it. Without this higher density relative to the mantle, plates stagnate at shallow depths, shutting off plate tectonics. Using the results of ArCCoS as abundance inputs into the MELTS and HeFESTo thermodynamic models, we calculate phase relations for the first basaltic crust and depleted mantle of a terrestrial planet produced from
Hattingh, Coenraad J.; Ipser, J.; Tromp, S. A.; Syal, S.; Lochner, C.; Brooks, S. J.; Stein, D. J.
2012-01-01
Background: Social anxiety disorder (SAD) is characterized by abnormal fear and anxiety in social situations. Functional magnetic resonance imaging (fMRI) is a brain imaging technique that can be used to demonstrate neural activation to emotionally salient stimuli. However, no attempt has yet been made to statistically collate fMRI studies of brain activation, using the activation likelihood-estimate (ALE) technique, in response to emotion recognition tasks in individuals with SAD. Methods: A systematic search of fMRI studies of neural responses to socially emotive cues in SAD was undertaken. ALE meta-analysis, a voxel-based meta-analytic technique, was used to estimate the most significant activations during emotional recognition. Results: Seven studies were eligible for inclusion in the meta-analysis, constituting a total of 91 subjects with SAD, and 93 healthy controls. The most significant areas of activation during emotional vs. neutral stimuli in individuals with SAD compared to controls were: bilateral amygdala, left medial temporal lobe encompassing the entorhinal cortex, left medial aspect of the inferior temporal lobe encompassing perirhinal cortex and parahippocampus, right anterior cingulate, right globus pallidus, and distal tip of right postcentral gyrus. Conclusion: The results are consistent with neuroanatomic models of the role of the amygdala in fear conditioning, and the importance of the limbic circuitry in mediating anxiety symptoms. PMID:23335892
A Monte Carlo Study of Marginal Maximum Likelihood Parameter Estimates for the Graded Model.
ERIC Educational Resources Information Center
Ankenmann, Robert D.; Stone, Clement A.
Effects of test length, sample size, and assumed ability distribution were investigated in a multiple replication Monte Carlo study under the 1-parameter (1P) and 2-parameter (2P) logistic graded model with five score levels. Accuracy and variability of item parameter and ability estimates were examined. Monte Carlo methods were used to evaluate…
NASA Astrophysics Data System (ADS)
Tak, Hyungsuk; Mandel, Kaisey; van Dyk, David A.; Kashyap, Vinay; Meng, Xiao-Li; Siemiginowska, Aneta
2016-01-01
The gravitational field of a galaxy can act as a lens and deflect the light emitted by a more distant object such as a quasar. If the galaxy is a strong gravitational lens, it can produce multiple images of the same quasar in the sky. Since the light in each gravitationally lensed image traverses a different path length and gravitational potential from the quasar to the Earth, fluctuations in the source brightness are observed in the several images at different times. We infer the time delay between these fluctuations in the brightness time series data of each image, which can be used to constrain cosmological parameters. Our model is based on a state-space representation for irregularly observed time series data generated from a latent continuous-time Ornstein-Uhlenbeck process. We account for microlensing variations via a polynomial regression in the model. Our Bayesian strategy adopts scientifically motivated hyper-prior distributions and a Metropolis-Hastings within Gibbs sampler. We improve the sampler by using an ancillarity-sufficiency interweaving strategy, and adaptive Markov chain Monte Carlo. We introduce a profile likelihood of the time delay as an approximation to the marginal posterior distribution of the time delay. The Bayesian and profile likelihood approaches complement each other, producing almost identical results; the Bayesian method is more principled but the profile likelihood is faster and simpler to implement. We demonstrate our estimation strategy using simulated data of doubly- and quadruply-lensed quasars from the Time Delay Challenge, and observed data of quasars Q0957+561 and J1029+2623.
Bounds for Maximum Likelihood Regular and Non-Regular DoA Estimation in K-Distributed Noise
NASA Astrophysics Data System (ADS)
Abramovich, Yuri I.; Besson, Olivier; Johnson, Ben A.
2015-11-01
We consider the problem of estimating the direction of arrival of a signal embedded in $K$-distributed noise, when secondary data which contains noise only are assumed to be available. Based upon a recent formula of the Fisher information matrix (FIM) for complex elliptically distributed data, we provide a simple expression of the FIM with the two data sets framework. In the specific case of $K$-distributed noise, we show that, under certain conditions, the FIM for the deterministic part of the model can be unbounded, while the FIM for the covariance part of the model is always bounded. In the general case of elliptical distributions, we provide a sufficient condition for unboundedness of the FIM. Accurate approximations of the FIM for $K$-distributed noise are also derived when it is bounded. Additionally, the maximum likelihood estimator of the signal DoA and an approximated version are derived, assuming known covariance matrix: the latter is then estimated from secondary data using a conventional regularization technique. When the FIM is unbounded, an analysis of the estimators reveals a rate of convergence much faster than the usual $T^{-1}$. Simulations illustrate the different behaviors of the estimators, depending on the FIM being bounded or not.
NASA Astrophysics Data System (ADS)
Zhang, Yong; Wang, Yulong
2016-04-01
Although decision-aided (DA) maximum likelihood (ML) phase estimation (PE) algorithm has been investigated intensively, block length effect impacts system performance and leads to the increasing of hardware complexity. In this paper, a flexible DA-ML algorithm is proposed in hybrid QPSK/OOK coherent optical wavelength division multiplexed (WDM) systems. We present a general cross phase modulation (XPM) model based on Volterra series transfer function (VSTF) method to describe XPM effects induced by OOK channels at the end of dispersion management (DM) fiber links. Based on our model, the weighted factors obtained from maximum likelihood method are introduced to eliminate the block length effect. We derive the analytical expression of phase error variance for the performance prediction of coherent receiver with the flexible DA-ML algorithm. Bit error ratio (BER) performance is evaluated and compared through both theoretical derivation and Monte Carlo (MC) simulation. The results show that our flexible DA-ML algorithm has significant improvement in performance compared with the conventional DA-ML algorithm as block length is a fixed value. Compared with the conventional DA-ML with optimum block length, our flexible DA-ML can obtain better system performance. It means our flexible DA-ML algorithm is more effective for mitigating phase noise than conventional DA-ML algorithm.
The high sensitivity of the maximum likelihood estimator method of tomographic image reconstruction
Llacer, J.; Veklerov, E.
1987-01-01
Positron Emission Tomography (PET) images obtained by the MLE iterative method of image reconstruction converge towards strongly deteriorated versions of the original source image. The image deterioration is caused by an excessive attempt by the algorithm to match the projection data with high counts. We can modulate this effect. We compared a source image with reconstructions by filtered backprojection to the MLE algorithm to show that the MLE images can have similar noise to the filtered backprojection images at regions of high activity and very low noise, comparable to the source image, in regions of low activity, if the iterative procedure is stopped at an appropriate point.