A Maximum Likelihood Approach to Correlational Outlier Identification.
ERIC Educational Resources Information Center
Bacon, Donald R.
1995-01-01
A maximum likelihood approach to correlational outlier identification is introduced and compared to the Mahalanobis D squared and Comrey D statistics through Monte Carlo simulation. Identification performance depends on the nature of correlational outliers and the measure used, but the maximum likelihood approach is the most robust performance…
A Maximum-Likelihood Approach to Force-Field Calibration.
Zaborowski, Bartłomiej; Jagieła, Dawid; Czaplewski, Cezary; Hałabis, Anna; Lewandowska, Agnieszka; Żmudzińska, Wioletta; Ołdziej, Stanisław; Karczyńska, Agnieszka; Omieczynski, Christian; Wirecki, Tomasz; Liwo, Adam
2015-09-28
A new approach to the calibration of the force fields is proposed, in which the force-field parameters are obtained by maximum-likelihood fitting of the calculated conformational ensembles to the experimental ensembles of training system(s). The maximum-likelihood function is composed of logarithms of the Boltzmann probabilities of the experimental conformations, calculated with the current energy function. Because the theoretical distribution is given in the form of the simulated conformations only, the contributions from all of the simulated conformations, with Gaussian weights in the distances from a given experimental conformation, are added to give the contribution to the target function from this conformation. In contrast to earlier methods for force-field calibration, the approach does not suffer from the arbitrariness of dividing the decoy set into native-like and non-native structures; however, if such a division is made instead of using Gaussian weights, application of the maximum-likelihood method results in the well-known energy-gap maximization. The computational procedure consists of cycles of decoy generation and maximum-likelihood-function optimization, which are iterated until convergence is reached. The method was tested with Gaussian distributions and then applied to the physics-based coarse-grained UNRES force field for proteins. The NMR structures of the tryptophan cage, a small α-helical protein, determined at three temperatures (T = 280, 305, and 313 K) by Hałabis et al. ( J. Phys. Chem. B 2012 , 116 , 6898 - 6907 ), were used. Multiplexed replica-exchange molecular dynamics was used to generate the decoys. The iterative procedure exhibited steady convergence. Three variants of optimization were tried: optimization of the energy-term weights alone and use of the experimental ensemble of the folded protein only at T = 280 K (run 1); optimization of the energy-term weights and use of experimental ensembles at all three temperatures (run 2
A maximum likelihood approach to the inverse problem of scatterometry.
Henn, Mark-Alexander; Gross, Hermann; Scholze, Frank; Wurm, Matthias; Elster, Clemens; Bär, Markus
2012-06-01
Scatterometry is frequently used as a non-imaging indirect optical method to reconstruct the critical dimensions (CD) of periodic nanostructures. A particular promising direction is EUV scatterometry with wavelengths in the range of 13 - 14 nm. The conventional approach to determine CDs is the minimization of a least squares function (LSQ). In this paper, we introduce an alternative method based on the maximum likelihood estimation (MLE) that determines the statistical error model parameters directly from measurement data. By using simulation data, we show that the MLE method is able to correct the systematic errors present in LSQ results and improves the accuracy of scatterometry. In a second step, the MLE approach is applied to measurement data from both extreme ultraviolet (EUV) and deep ultraviolet (DUV) scatterometry. Using MLE removes the systematic disagreement of EUV with other methods such as scanning electron microscopy and gives consistent results for DUV. PMID:22714306
Maximum-likelihood approach to strain imaging using ultrasound
Insana, M. F.; Cook, L. T.; Bilgen, M.; Chaturvedi, P.; Zhu, Y.
2009-01-01
A maximum-likelihood (ML) strategy for strain estimation is presented as a framework for designing and evaluating bioelasticity imaging systems. Concepts from continuum mechanics, signal analysis, and acoustic scattering are combined to develop a mathematical model of the ultrasonic waveforms used to form strain images. The model includes three-dimensional (3-D) object motion described by affine transformations, Rayleigh scattering from random media, and 3-D system response functions. The likelihood function for these waveforms is derived to express the Fisher information matrix and variance bounds for displacement and strain estimation. The ML estimator is a generalized cross correlator for pre- and post-compression echo waveforms that is realized by waveform warping and filtering prior to cross correlation and peak detection. Experiments involving soft tissuelike media show the ML estimator approaches the Cramér–Rao error bound for small scaling deformations: at 5 MHz and 1.2% compression, the predicted lower bound for displacement errors is 4.4 µm and the measured standard deviation is 5.7 µm. PMID:10738797
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.
NASA Astrophysics Data System (ADS)
Song, Qiong; Wang, Yuehuan; Yan, Xiaoyun; Liu, Dang
2015-12-01
In this paper we propose an independent sequential maximum likelihood approach to address the joint track-to-track association and bias removal in multi-sensor information fusion systems. First, we enumerate all kinds of association situation following by estimating a bias for each association. Then we calculate the likelihood of each association after bias compensated. Finally we choose the maximum likelihood of all association situations as the association result and the corresponding bias estimation is the registration result. Considering the high false alarm and interference, we adopt the independent sequential association to calculate the likelihood. Simulation results show that our proposed method can give out the right association results and it can estimate the bias precisely simultaneously for small number of targets in multi-sensor fusion system.
NASA Technical Reports Server (NTRS)
Lei, Ning; Chiang, Kwo-Fu; Oudrari, Hassan; Xiong, Xiaoxiong
2011-01-01
Optical sensors aboard Earth orbiting satellites such as the next generation Visible/Infrared Imager/Radiometer Suite (VIIRS) assume that the sensors radiometric response in the Reflective Solar Bands (RSB) is described by a quadratic polynomial, in relating the aperture spectral radiance to the sensor Digital Number (DN) readout. For VIIRS Flight Unit 1, the coefficients are to be determined before launch by an attenuation method, although the linear coefficient will be further determined on-orbit through observing the Solar Diffuser. In determining the quadratic polynomial coefficients by the attenuation method, a Maximum Likelihood approach is applied in carrying out the least-squares procedure. Crucial to the Maximum Likelihood least-squares procedure is the computation of the weight. The weight not only has a contribution from the noise of the sensor s digital count, with an important contribution from digitization error, but also is affected heavily by the mathematical expression used to predict the value of the dependent variable, because both the independent and the dependent variables contain random noise. In addition, model errors have a major impact on the uncertainties of the coefficients. The Maximum Likelihood approach demonstrates the inadequacy of the attenuation method model with a quadratic polynomial for the retrieved spectral radiance. We show that using the inadequate model dramatically increases the uncertainties of the coefficients. We compute the coefficient values and their uncertainties, considering both measurement and model errors.
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.
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.
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.
Maximum likelihood approach for the adaptive optics point spread function reconstruction
NASA Astrophysics Data System (ADS)
Exposito, J.; Gratadour, Damien; Rousset, Gérard; Clénet, Yann; Mugnier, Laurent; Gendron, Éric
2014-08-01
This paper is dedicated to a new PSF reconstruction method based on a maximum likelihood approach (ML) which uses as well the telemetry data of the AO system (see Exposito et al. (2013)1). This approach allows a joint-estimation of the covariance matrix of the mirror modes of the residual phase, the noise variance and the Fried parameter r0. In this method, an estimate of the covariance between the parallel residual phase and the orthogonal phase is required. We developed a recursive approach taking into account the temporal effect of the AO-loop, so that this covariance only depends on the r0, the wind speed and some of the parameters of the system (the gain of the loop, the interaction matrix and the command matrix). With this estimation, the high bandwidth hypothesis is no longer required to reconstruct the PSF with a good accuracy. We present the validation of the method and the results on numerical simulations (on a SCAO system) and show that our ML method allows an accurate estimation of the PSF in the case of a Shack-Hartmann (SH) wavefront sensor (WFS).
THE MAXIMUM LIKELIHOOD APPROACH TO PROBABILISTIC MODELING OF AIR QUALITY DATA
Software using maximum likelihood estimation to fit six probabilistic models is discussed. The software is designed as a tool for the air pollution researcher to determine what assumptions are valid in the statistical analysis of air pollution data for the purpose of standard set...
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
Maximum-likelihood density modification
Terwilliger, Thomas C.
2000-01-01
A likelihood-based approach to density modification is developed that can be applied to a wide variety of cases where some information about the electron density at various points in the unit cell is available. The key to the approach consists of developing likelihood functions that represent the probability that a particular value of electron density is consistent with prior expectations for the electron density at that point in the unit cell. These likelihood functions are then combined with likelihood functions based on experimental observations and with others containing any prior knowledge about structure factors to form a combined likelihood function for each structure factor. A simple and general approach to maximizing the combined likelihood function is developed. It is found that this likelihood-based approach yields greater phase improvement in model and real test cases than either conventional solvent flattening and histogram matching or a recent reciprocal-space solvent-flattening procedure [Terwilliger (1999 ▶), Acta Cryst. D55, 1863–1871]. PMID:10944333
C-arm perfusion imaging with a fast penalized maximum-likelihood approach
NASA Astrophysics Data System (ADS)
Frysch, Robert; Pfeiffer, Tim; Bannasch, Sebastian; Serowy, Steffen; Gugel, Sebastian; Skalej, Martin; Rose, Georg
2014-03-01
Perfusion imaging is an essential method for stroke diagnostics. One of the most important factors for a successful therapy is to get the diagnosis as fast as possible. Therefore our approach aims at perfusion imaging (PI) with a cone beam C-arm system providing perfusion information directly in the interventional suite. For PI the imaging system has to provide excellent soft tissue contrast resolution in order to allow the detection of small attenuation enhancement due to contrast agent in the capillary vessels. The limited dynamic range of flat panel detectors as well as the sparse sampling of the slow rotating C-arm in combination with standard reconstruction methods results in limited soft tissue contrast. We choose a penalized maximum-likelihood reconstruction method to get suitable results. To minimize the computational load, the 4D reconstruction task is reduced to several static 3D reconstructions. We also include an ordered subset technique with transitioning to a small number of subsets, which adds sharpness to the image with less iterations while also suppressing the noise. Instead of the standard multiplicative EM correction, we apply a Newton-based optimization to further accelerate the reconstruction algorithm. The latter optimization reduces the computation time by up to 70%. Further acceleration is provided by a multi-GPU implementation of the forward and backward projection, which fulfills the demands of cone beam geometry. In this preliminary study we evaluate this procedure on clinical data. Perfusion maps are computed and compared with reference images from magnetic resonance scans. We found a high correlation between both images.
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
Blind deconvolution of quantum-limited incoherent imagery: maximum-likelihood approach.
Holmes, T J
1992-07-01
Previous research presented by the author and others into maximum-likelihood image restoration for incoherent imagery is extended to consider problems of blind deconvolution in which the impulse response of the system is assumed to be unknown. Potential applications that motivate this study are wide-field and confocal fluorescence microscopy, although applications in astronomy and infrared imaging are foreseen as well. The methodology incorporates the iterative expectation-maximization algorithm. Although the precise impulse response is assumed to be unknown, some prior knowledge about characteristics of the impulse response is used. In preliminary simulation studies that are presented, the circular symmetry and the band-limited nature of the impulse response are used as such. These simulations demonstrate the potential utility and present limitations of these methods. PMID:1634965
NASA Astrophysics Data System (ADS)
Jerebko, Anna K.; Mertelmeier, Thomas
2010-04-01
Digital Breast Tomosynthesis (DBT) suffers from incomplete data and poor quantum statistics limited by the total dose absorbed in the breast. Hence, statistical reconstruction assuming the photon statistics to follow a Poisson distribution may have some advantages. This study investigates state-of-art iterative maximum likelihood (ML) statistical reconstruction algorithms for DBT and compares the results with simple backprojection (BP), filtered backprojection (FBP), and iFBP (FBP with filter derived from iterative reconstruction). The gradient-ascent and convex optimization variants of the transmission ML algorithm are evaluated with phantom and clinical data. Convergence speed is very similar for both iterative statistical algorithms and after approximately 5 iterations all significant details are well displayed, although we notice increasing noise. We found empirically that a relaxation factor between 0.25 and 0.5 provides the optimal trade-off between noise and contrast. The ML-convex algorithm gives smoother results than the ML-gradient algorithm. The low-contrast CNR of the ML algorithms is between CNR for simple backprojection (highest) and FBP (lowest). Spatial resolution of iterative statistical and iFBP algorithms is similar to that of FBP but the quantitative density representation better resembles conventional mammograms. The iFBP algorithm provides the benefits of statistical iterative reconstruction techniques and requires much shorter computation time.
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)
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.
Maximum likelihood topographic map formation.
Van Hulle, Marc M
2005-03-01
We introduce a new unsupervised learning algorithm for kernel-based topographic map formation of heteroscedastic gaussian mixtures that allows for a unified account of distortion error (vector quantization), log-likelihood, and Kullback-Leibler divergence. PMID:15802004
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
NASA Astrophysics Data System (ADS)
Müller, M. F.; Thompson, S. E.
2015-06-01
We introduce topological restricted maximum likelihood (TopREML) as a method to predict runoff signatures in ungauged basins. The approach is based on the use of linear mixed models with spatially correlated random effects. The nested nature of streamflow networks is taken into account by using water balance considerations to constrain the covariance structure of runoff and to account for the stronger spatial correlation between flow-connected basins. The restricted maximum likelihood (REML) framework generates the best linear unbiased predictor (BLUP) of both the predicted variable and the associated prediction uncertainty, even when incorporating observable covariates into the model. The method was successfully tested in cross-validation analyses on mean streamflow and runoff frequency in Nepal (sparsely gauged) and Austria (densely gauged), where it matched the performance of comparable methods in the prediction of the considered runoff signature, while significantly outperforming them in the prediction of the associated modeling uncertainty. The ability of TopREML to combine deterministic and stochastic information to generate BLUPs of the prediction variable and its uncertainty makes it a particularly versatile method that can readily be applied in both densely gauged basins, where it takes advantage of spatial covariance information, and data-scarce regions, where it can rely on covariates, which are increasingly observable via remote-sensing technology.
Maximum-Likelihood Detection Of Noncoherent CPM
NASA Technical Reports Server (NTRS)
Divsalar, Dariush; Simon, Marvin K.
1993-01-01
Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.
NASA Astrophysics Data System (ADS)
Müller, M. F.; Thompson, S. E.
2015-01-01
We introduce TopREML as a method to predict runoff signatures in ungauged basins. The approach is based on the use of linear mixed models with spatially correlated random effects. The nested nature of streamflow networks is taken into account by using water balance considerations to constrain the covariance structure of runoff and to account for the stronger spatial correlation between flow-connected basins. The restricted maximum likelihood (REML) framework generates the best linear unbiased predictor (BLUP) of both the predicted variable and the associated prediction uncertainty, even when incorporating observable covariates into the model. The method was successfully tested in cross validation analyses on mean streamflow and runoff frequency in Nepal (sparsely gauged) and Austria (densely gauged), where it matched the performance of comparable methods in the prediction of the considered runoff signature, while significantly outperforming them in the prediction of the associated modeling uncertainty. TopREML's ability to combine deterministic and stochastic information to generate BLUPs of the prediction variable and its uncertainty makes it a particularly versatile method that can readily be applied in both densely gauged basins, where it takes advantage of spatial covariance information, and data-scarce regions, where it can rely on covariates, which are increasingly observable thanks to remote sensing technology.
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
NASA Astrophysics Data System (ADS)
Tran, A. P.; Vanclooster, M.; Lambot, S.
2013-07-01
The vertical profile of shallow unsaturated zone soil moisture plays a key role in many hydro-meteorological and agricultural applications. We propose a closed-loop data assimilation procedure based on the maximum likelihood ensemble filter algorithm to update the vertical soil moisture profile from time-lapse ground-penetrating radar (GPR) data. A hydrodynamic model is used to propagate the system state in time and a radar electromagnetic model and petrophysical relationships to link the state variable with the observation data, which enables us to directly assimilate the GPR data. Instead of using the surface soil moisture only, the approach allows to use the information of the whole soil moisture profile for the assimilation. We validated our approach through a synthetic study. We constructed a synthetic soil column with a depth of 80 cm and analyzed the effects of the soil type on the data assimilation by considering 3 soil types, namely, loamy sand, silt and clay. The assimilation of GPR data was performed to solve the problem of unknown initial conditions. The numerical soil moisture profiles generated by the Hydrus-1D model were used by the GPR model to produce the "observed" GPR data. The results show that the soil moisture profile obtained by assimilating the GPR data is much better than that of an open-loop forecast. Compared to the loamy sand and silt, the updated soil moisture profile of the clay soil converges to the true state much more slowly. Decreasing the update interval from 60 down to 10 h only slightly improves the effectiveness of the GPR data assimilation for the loamy sand but significantly for the clay soil. The proposed approach appears to be promising to improve real-time prediction of the soil moisture profiles as well as to provide effective estimates of the unsaturated hydraulic properties at the field scale from time-lapse GPR measurements.
NASA Astrophysics Data System (ADS)
Tran, A. P.; Vanclooster, M.; Lambot, S.
2013-02-01
The vertical profile of root zone soil moisture plays a key role in many hydro-meteorological and agricultural applications. We propose a closed-loop data assimilation procedure based on the maximum likelihood ensemble filter algorithm to update the vertical soil moisture profile from time-lapse ground-penetrating radar (GPR) data. A hydrodynamic model is used to propagate the system state in time and a radar electromagnetic model to link the state variable with the observation data, which enables us to directly assimilate the GPR data. Instead of using the surface soil moisture only, the approach allows to use the information of the whole soil moisture profile for the assimilation. We validated our approach by a synthetic study. We constructed a synthetic soil column with a depth of 80 cm and analyzed the effects of the soil type on the data assimilation by considering 3 soil types, namely, loamy sand, silt and clay. The assimilation of GPR data was performed to solve the problem of unknown initial conditions. The numerical soil moisture profiles generated by the Hydrus-1D model were used by the GPR model to produce the "observed" GPR data. The results show that the soil moisture profile obtained by assimilating the GPR data is much better than that of an open-loop forecast. Compared to the loamy sand and silt, the updated soil moisture profile of the clay soil converges to the true state much more slowly. Increasing update interval from 5 to 50 h only slightly improves the effectiveness of the GPR data assimilation for the loamy sand but significantly for the clay soil. The proposed approach appears to be promising to improve real-time prediction of the soil moisture profiles as well as to provide effective estimates of the unsaturated hydraulic properties at the field scale from time-lapse GPR measurements.
Model Fit after Pairwise Maximum Likelihood
Barendse, M. T.; Ligtvoet, R.; Timmerman, M. E.; Oort, F. J.
2016-01-01
Maximum likelihood factor analysis of discrete data within the structural equation modeling framework rests on the assumption that the observed discrete responses are manifestations of underlying continuous scores that are normally distributed. As maximizing the likelihood of multivariate response patterns is computationally very intensive, the sum of the log–likelihoods of the bivariate response patterns is maximized instead. Little is yet known about how to assess model fit when the analysis is based on such a pairwise maximum likelihood (PML) of two–way contingency tables. We propose new fit criteria for the PML method and conduct a simulation study to evaluate their performance in model selection. With large sample sizes (500 or more), PML performs as well the robust weighted least squares analysis of polychoric correlations. PMID:27148136
Model Fit after Pairwise Maximum Likelihood.
Barendse, M T; Ligtvoet, R; Timmerman, M E; Oort, F J
2016-01-01
Maximum likelihood factor analysis of discrete data within the structural equation modeling framework rests on the assumption that the observed discrete responses are manifestations of underlying continuous scores that are normally distributed. As maximizing the likelihood of multivariate response patterns is computationally very intensive, the sum of the log-likelihoods of the bivariate response patterns is maximized instead. Little is yet known about how to assess model fit when the analysis is based on such a pairwise maximum likelihood (PML) of two-way contingency tables. We propose new fit criteria for the PML method and conduct a simulation study to evaluate their performance in model selection. With large sample sizes (500 or more), PML performs as well the robust weighted least squares analysis of polychoric correlations. PMID:27148136
Hibbett, David
2004-12-01
The homobasidiomycetes is a diverse group of macrofungi that includes mushrooms, puffballs, coral fungi, and other forms. This study used maximum likelihood methods to determine if there are general trends (evolutionary tendencies) in the evolution of fruiting body forms in homobasidiomycetes, and to estimate the ancestral forms of the homobasidiomycetes and euagarics clade. Character evolution was modeled using a published 481-species phylogeny under two character-coding regimes: additive binary coding, using DISCRETE, and multistate (five-state) coding, using MULTISTATE. Inferences regarding trends in character evolution made under binary coding were often in conflict with those made under multistate coding, suggesting that the additive binary coding approach cannot serve as a surrogate for multistate methods. MULTISTATE was used to develop a"minimal"model of fruiting body evolution, in which the 20 parameters that specify rates of transformations among character states were grouped into the fewest possible rate categories. The minimal model required only four rate categories, one of which is approaching zero, and suggests the following conclusions regarding trends in evolution of homobasidiomycete fruiting bodies: (1) there is an active trend favoring the evolution of pileate-stipitate forms (those with a cap and stalk); (2) the hypothesis that the evolution of gasteroid forms (those with internal spore production, such as puffballs) is irreversible cannot be rejected; and (3) crustlike resupinate forms are not a particularly labile morphology. The latter finding contradicts the conclusions of a previous study that used binary character coding. Ancestral state reconstructions under binary coding suggest that the ancestor of the homobasidiomycetes was resupinate and the ancestor of the euagarics clade was pileate-stipitate, but ancestral state reconstructions under multistate coding did not resolve the ancestral form of either node. The results of this study
Maximum likelihood clustering with dependent feature trees
NASA Technical Reports Server (NTRS)
Chittineni, C. B. (Principal Investigator)
1981-01-01
The decomposition of mixture density of the data into its normal component densities is considered. The densities are approximated with first order dependent feature trees using criteria of mutual information and distance measures. Expressions are presented for the criteria when the densities are Gaussian. By defining different typs of nodes in a general dependent feature tree, maximum likelihood equations are developed for the estimation of parameters using fixed point iterations. The field structure of the data is also taken into account in developing maximum likelihood equations. Experimental results from the processing of remotely sensed multispectral scanner imagery data are included.
2013-01-01
Maximum Likelihood (ML) optimization schemes are widely used for parameter inference. They maximize the likelihood of some experimentally observed data, with respect to the model parameters iteratively, following the gradient of the logarithm of the likelihood. Here, we employ a ML inference scheme to infer a generalizable, physics-based coarse-grained protein model (which includes Go̅-like biasing terms to stabilize secondary structure elements in room-temperature simulations), using native conformations of a training set of proteins as the observed data. Contrastive divergence, a novel statistical machine learning technique, is used to efficiently approximate the direction of the gradient ascent, which enables the use of a large training set of proteins. Unlike previous work, the generalizability of the protein model allows the folding of peptides and a protein (protein G) which are not part of the training set. We compare the same force field with different van der Waals (vdW) potential forms: a hard cutoff model, and a Lennard-Jones (LJ) potential with vdW parameters inferred or adopted from the CHARMM or AMBER force fields. Simulations of peptides and protein G show that the LJ model with inferred parameters outperforms the hard cutoff potential, which is consistent with previous observations. Simulations using the LJ potential with inferred vdW parameters also outperforms the protein models with adopted vdW parameter values, demonstrating that model parameters generally cannot be used with force fields with different energy functions. The software is available at https://sites.google.com/site/crankite/. PMID:24683370
NASA Astrophysics Data System (ADS)
He, Yi; Liwo, Adam; Scheraga, Harold A.
2015-12-01
Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field.
He, Yi; Scheraga, Harold A.; Liwo, Adam
2015-12-28
Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field.
230Th and 234Th as coupled tracers of particle cycling in the ocean: A maximum likelihood approach
NASA Astrophysics Data System (ADS)
Wang, Wei-Lei; Armstrong, Robert A.; Cochran, J. Kirk; Heilbrun, Christina
2016-05-01
We applied maximum likelihood estimation to measurements of Th isotopes (234,230Th) in Mediterranean Sea sediment traps that separated particles according to settling velocity. This study contains two unique aspects. First, it relies on settling velocities that were measured using sediment traps, rather than on measured particle sizes and an assumed relationship between particle size and sinking velocity. Second, because of the labor and expense involved in obtaining these data, they were obtained at only a few depths, and their analysis required constructing a new type of box-like model, which we refer to as a "two-layer" model, that we then analyzed using likelihood techniques. Likelihood techniques were developed in the 1930s by statisticians, and form the computational core of both Bayesian and non-Bayesian statistics. Their use has recently become very popular in ecology, but they are relatively unknown in geochemistry. Our model was formulated by assuming steady state and first-order reaction kinetics for thorium adsorption and desorption, and for particle aggregation, disaggregation, and remineralization. We adopted a cutoff settling velocity (49 m/d) from Armstrong et al. (2009) to separate particles into fast- and slow-sinking classes. A unique set of parameters with no dependence on prior values was obtained. Adsorption rate constants for both slow- and fast-sinking particles are slightly higher in the upper layer than in the lower layer. Slow-sinking particles have higher adsorption rate constants than fast-sinking particles. Desorption rate constants are higher in the lower layer (slow-sinking particles: 13.17 ± 1.61, fast-sinking particles: 13.96 ± 0.48) than in the upper layer (slow-sinking particles: 7.87 ± 0.60 y-1, fast-sinking particles: 1.81 ± 0.44 y-1). Aggregation rate constants were higher, 1.88 ± 0.04, in the upper layer and just 0.07 ± 0.01 y-1 in the lower layer. Disaggregation rate constants were just 0.30 ± 0.10 y-1 in the upper
Relevance Data for Language Models Using Maximum Likelihood.
ERIC Educational Resources Information Center
Bodoff, David; Wu, Bin; Wong, K. Y. Michael
2003-01-01
Presents a preliminary empirical test of a maximum likelihood approach to using relevance data for training information retrieval parameters. Discusses similarities to language models; the unification of document-oriented and query-oriented views; tests on data sets; algorithms and scalability; and the effectiveness of maximum likelihood…
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
Sensor registration using airlanes: maximum likelihood solution
NASA Astrophysics Data System (ADS)
Ong, Hwa-Tung
2004-01-01
In this contribution, the maximum likelihood estimation of sensor registration parameters, such as range, azimuth and elevation biases in radar measurements, using airlane information is proposed and studied. The motivation for using airlane information for sensor registration is that it is freely available as a source of reference and it provides an alternative to conventional techniques that rely on synchronised and correctly associated measurements from two or more sensors. In the paper, the problem is first formulated in terms of a measurement model that is a nonlinear function of the unknown target state and sensor parameters, plus sensor noise. A probabilistic model of the target state is developed based on airlane information. The maximum likelihood and also maximum a posteriori solutions are given. The Cramer-Rao lower bound is derived and simulation results are presented for the case of estimating the biases in radar range, azimuth and elevation measurements. The accuracy of the proposed method is compared against the Cramer-Rao lower bound and that of an existing two-sensor alignment method. It is concluded that sensor registration using airlane information is a feasible alternative to existing techniques.
Sensor registration using airlanes: maximum likelihood solution
NASA Astrophysics Data System (ADS)
Ong, Hwa-Tung
2003-12-01
In this contribution, the maximum likelihood estimation of sensor registration parameters, such as range, azimuth and elevation biases in radar measurements, using airlane information is proposed and studied. The motivation for using airlane information for sensor registration is that it is freely available as a source of reference and it provides an alternative to conventional techniques that rely on synchronised and correctly associated measurements from two or more sensors. In the paper, the problem is first formulated in terms of a measurement model that is a nonlinear function of the unknown target state and sensor parameters, plus sensor noise. A probabilistic model of the target state is developed based on airlane information. The maximum likelihood and also maximum a posteriori solutions are given. The Cramer-Rao lower bound is derived and simulation results are presented for the case of estimating the biases in radar range, azimuth and elevation measurements. The accuracy of the proposed method is compared against the Cramer-Rao lower bound and that of an existing two-sensor alignment method. It is concluded that sensor registration using airlane information is a feasible alternative to existing techniques.
Maximum likelihood continuity mapping for fraud detection
Hogden, J.
1997-05-01
The author describes a novel time-series analysis technique called maximum likelihood continuity mapping (MALCOM), and focuses on one application of MALCOM: detecting fraud in medical insurance claims. Given a training data set composed of typical sequences, MALCOM creates a stochastic model of sequence generation, called a continuity map (CM). A CM maximizes the probability of sequences in the training set given the model constraints, CMs can be used to estimate the likelihood of sequences not found in the training set, enabling anomaly detection and sequence prediction--important aspects of data mining. Since MALCOM can be used on sequences of categorical data (e.g., sequences of words) as well as real valued data, MALCOM is also a potential replacement for database search tools such as N-gram analysis. In a recent experiment, MALCOM was used to evaluate the likelihood of patient medical histories, where ``medical history`` is used to mean the sequence of medical procedures performed on a patient. Physicians whose patients had anomalous medical histories (according to MALCOM) were evaluated for fraud by an independent agency. Of the small sample (12 physicians) that has been evaluated, 92% have been determined fraudulent or abusive. Despite the small sample, these results are encouraging.
Hogden, J.
1996-11-05
The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation may decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.
Maximum likelihood decoding of Reed Solomon Codes
Sudan, M.
1996-12-31
We present a randomized algorithm which takes as input n distinct points ((x{sub i}, y{sub i})){sup n}{sub i=1} from F x F (where F is a field) and integer parameters t and d and returns a list of all univariate polynomials f over F in the variable x of degree at most d which agree with the given set of points in at least t places (i.e., y{sub i} = f (x{sub i}) for at least t values of i), provided t = {Omega}({radical}nd). The running time is bounded by a polynomial in n. This immediately provides a maximum likelihood decoding algorithm for Reed Solomon Codes, which works in a setting with a larger number of errors than any previously known algorithm. To the best of our knowledge, this is the first efficient (i.e., polynomial time bounded) algorithm which provides some maximum likelihood decoding for any efficient (i.e., constant or even polynomial rate) code.
Improved maximum likelihood reconstruction of complex multi-generational pedigrees.
Sheehan, Nuala A; Bartlett, Mark; Cussens, James
2014-11-01
The reconstruction of pedigrees from genetic marker data is relevant to a wide range of applications. Likelihood-based approaches aim to find the pedigree structure that gives the highest probability to the observed data. Existing methods either entail an exhaustive search and are hence restricted to small numbers of individuals, or they take a more heuristic approach and deliver a solution that will probably have high likelihood but is not guaranteed to be optimal. By encoding the pedigree learning problem as an integer linear program we can exploit efficient optimisation algorithms to construct pedigrees guaranteed to have maximal likelihood for the standard situation where we have complete marker data at unlinked loci and segregation of genes from parents to offspring is Mendelian. Previous work demonstrated efficient reconstruction of pedigrees of up to about 100 individuals. The modified method that we present here is not so restricted: we demonstrate its applicability with simulated data on a real human pedigree structure of over 1600 individuals. It also compares well with a very competitive approximate approach in terms of solving time and accuracy. In addition to identifying a maximum likelihood pedigree, we can obtain any number of pedigrees in decreasing order of likelihood. This is useful for assessing the uncertainty of a maximum likelihood solution and permits model averaging over high likelihood pedigrees when this would be appropriate. More importantly, when the solution is not unique, as will often be the case for large pedigrees, it enables investigation into the properties of maximum likelihood pedigree estimates which has not been possible up to now. Crucially, we also have a means of assessing the behaviour of other approximate approaches which all aim to find a maximum likelihood solution. Our approach hence allows us to properly address the question of whether a reasonably high likelihood solution that is easy to obtain is practically as
CORA: Emission Line Fitting with Maximum Likelihood
NASA Astrophysics Data System (ADS)
Ness, Jan-Uwe; Wichmann, Rainer
2011-12-01
The advent of pipeline-processed data both from space- and ground-based observatories often disposes of the need of full-fledged data reduction software with its associated steep learning curve. In many cases, a simple tool doing just one task, and doing it right, is all one wishes. In this spirit we introduce CORA, a line fitting tool based on the maximum likelihood technique, which has been developed for the analysis of emission line spectra with low count numbers and has successfully been used in several publications. CORA uses a rigorous application of Poisson statistics. From the assumption of Poissonian noise we derive the probability for a model of the emission line spectrum to represent the measured spectrum. The likelihood function is used as a criterion for optimizing the parameters of the theoretical spectrum and a fixed point equation is derived allowing an efficient way to obtain line fluxes. As an example we demonstrate the functionality of the program with an X-ray spectrum of Capella obtained with the Low Energy Transmission Grating Spectrometer (LETGS) on board the Chandra observatory and choose the analysis of the Ne IX triplet around 13.5 Å.
CORA - emission line fitting with Maximum Likelihood
NASA Astrophysics Data System (ADS)
Ness, J.-U.; Wichmann, R.
2002-07-01
The advent of pipeline-processed data both from space- and ground-based observatories often disposes of the need of full-fledged data reduction software with its associated steep learning curve. In many cases, a simple tool doing just one task, and doing it right, is all one wishes. In this spirit we introduce CORA, a line fitting tool based on the maximum likelihood technique, which has been developed for the analysis of emission line spectra with low count numbers and has successfully been used in several publications. CORA uses a rigorous application of Poisson statistics. From the assumption of Poissonian noise we derive the probability for a model of the emission line spectrum to represent the measured spectrum. The likelihood function is used as a criterion for optimizing the parameters of the theoretical spectrum and a fixed point equation is derived allowing an efficient way to obtain line fluxes. As an example we demonstrate the functionality of the program with an X-ray spectrum of Capella obtained with the Low Energy Transmission Grating Spectrometer (LETGS) on board the Chandra observatory and choose the analysis of the Ne IX triplet around 13.5 Å.
Approximate maximum likelihood decoding of block codes
NASA Technical Reports Server (NTRS)
Greenberger, H. J.
1979-01-01
Approximate maximum likelihood decoding algorithms, based upon selecting a small set of candidate code words with the aid of the estimated probability of error of each received symbol, can give performance close to optimum with a reasonable amount of computation. By combining the best features of various algorithms and taking care to perform each step as efficiently as possible, a decoding scheme was developed which can decode codes which have better performance than those presently in use and yet not require an unreasonable amount of computation. The discussion of the details and tradeoffs of presently known efficient optimum and near optimum decoding algorithms leads, naturally, to the one which embodies the best features of all of them.
Fathelrahman, Eihab M. ); Anderson, Dave M. )
2003-08-20
Technology is the major driving force of productivity gains and economic growth. Historical studies throughout the last decade attributed about half of economic growth to technological change and the other half to the combined effect of all other driving forces, such as the larger and better-qualified labor force and accumulated stock of capital. V. Peterka (1977) was one of the first to break new ground exploring the mathematical methods for forecasting market shares of competing technologies. Having information about the historical market shares of competing technologies, Peterka described a unique set of algebraic derivations in the MLEST Model. Since Peterka, a large number of studies described the theoretical basis for technology diffusion, however very few provided a real world examples or verified the applicability to the market diffusion theory for energy applications. Objective: The objective of this study is to provide an example of projecting market shares of competing technologies using maximum likelihood estimation (MLE). The application applies to the emergence of the electronic ballast for fluorescent lighting applications. In this example we model the historical competition between the existing technology (magnetic ballasts) and the emerging technology (electronic ballasts). The factors surrounding electronic ballasts as replacement for the magnetic ballasts provide a rich example of competing technologies. The lessons from this example could be used to inform forecasting of many other similar technologies penetrating the market in the U.S. energy sector (e.g. fuel cells, digital information and communication technologies ICTs ...etc). The example will forecast the market shares of magnetic and electronic ballast technologies to 2020 and discuss the energy savings and other benefits. This type of modeling and analysis can help inform the rule-making process for any potential future DOE standards for electronic ballasts. Method: Kennedy, Peter (1993
A maximum likelihood framework for protein design
Kleinman, Claudia L; Rodrigue, Nicolas; Bonnard, Cécile; Philippe, Hervé; Lartillot, Nicolas
2006-01-01
Background The aim of protein design is to predict amino-acid sequences compatible with a given target structure. Traditionally envisioned as a purely thermodynamic question, this problem can also be understood in a wider context, where additional constraints are captured by learning the sequence patterns displayed by natural proteins of known conformation. In this latter perspective, however, we still need a theoretical formalization of the question, leading to general and efficient learning methods, and allowing for the selection of fast and accurate objective functions quantifying sequence/structure compatibility. Results We propose a formulation of the protein design problem in terms of model-based statistical inference. Our framework uses the maximum likelihood principle to optimize the unknown parameters of a statistical potential, which we call an inverse potential to contrast with classical potentials used for structure prediction. We propose an implementation based on Markov chain Monte Carlo, in which the likelihood is maximized by gradient descent and is numerically estimated by thermodynamic integration. The fit of the models is evaluated by cross-validation. We apply this to a simple pairwise contact potential, supplemented with a solvent-accessibility term, and show that the resulting models have a better predictive power than currently available pairwise potentials. Furthermore, the model comparison method presented here allows one to measure the relative contribution of each component of the potential, and to choose the optimal number of accessibility classes, which turns out to be much higher than classically considered. Conclusion Altogether, this reformulation makes it possible to test a wide diversity of models, using different forms of potentials, or accounting for other factors than just the constraint of thermodynamic stability. Ultimately, such model-based statistical analyses may help to understand the forces shaping protein sequences, and
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
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.
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.
The maximum likelihood dating of magnetostratigraphic sections
NASA Astrophysics Data System (ADS)
Man, Otakar
2011-04-01
In general, stratigraphic sections are dated by biostratigraphy and magnetic polarity stratigraphy (MPS) is subsequently used to improve the dating of specific section horizons or to correlate these horizons in different sections of similar age. This paper shows, however, that the identification of a record of a sufficient number of geomagnetic polarity reversals against a reference scale often does not require any complementary information. The deposition and possible subsequent erosion of the section is herein regarded as a stochastic process, whose discrete time increments are independent and normally distributed. This model enables the expression of the time dependence of the magnetic record of section increments in terms of probability. To date samples bracketing the geomagnetic polarity reversal horizons, their levels are combined with various sequences of successive polarity reversals drawn from the reference scale. Each particular combination gives rise to specific constraints on the unknown ages of the primary remanent magnetization of samples. The problem is solved by the constrained maximization of the likelihood function with respect to these ages and parameters of the model, and by subsequent maximization of this function over the set of possible combinations. A statistical test of the significance of this solution is given. The application of this algorithm to various published magnetostratigraphic sections that included nine or more polarity reversals gave satisfactory results. This possible self-sufficiency makes MPS less dependent on other dating techniques.
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.
Efficient maximum likelihood parameterization of continuous-time Markov processes
McGibbon, Robert T.; Pande, Vijay S.
2015-01-01
Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce a maximum likelihood estimator for constructing such models from data observed at a finite time interval. This estimator is dramatically more efficient than prior approaches, enables the calculation of deterministic confidence intervals in all model parameters, and can easily enforce important physical constraints on the models such as detailed balance. We demonstrate and discuss the advantages of these models over existing discrete-time Markov models for the analysis of molecular dynamics simulations. PMID:26203016
Mavrodiev, Evgeny V; Laktionov, Alexy P; Cellinese, Nico
2012-07-01
The evolution of the diverse flora in the Lower Volga Valley (LVV) (southwest Russia) is complex due to the composite geomorphology and tectonic history of the Caspian Sea and adjacent areas. In the absence of phylogenetic studies and temporal information, we implemented a maximum likelihood (ML) approach and stochastic character mapping reconstruction aiming at recovering historical signals from species occurrence data. A taxon-area matrix of 13 floristic areas and 1018 extant species was constructed and analyzed with RAxML and Mesquite. Additionally, we simulated scenarios with numbers of hypothetical extinct taxa from an unknown palaeoflora that occupied the areas before the dramatic transgression and regression events that have occurred from the Pleistocene to the present day. The flora occurring strictly along the river valley and delta appear to be younger than that of adjacent steppes and desert-like regions, regardless of the chronology of transgression and regression events that led to the geomorphological formation of the LVV. This result is also supported when hypothetical extinct taxa are included in the analyses. The history of each species was inferred by using a stochastic character mapping reconstruction method as implemented in Mesquite. Individual histories appear to be independent from one another and have been shaped by repeated dispersal and extinction events. These reconstructions provide testable hypotheses for more in-depth investigations of their population structure and dynamics. PMID:22957179
Low-complexity approximations to maximum likelihood MPSK modulation classification
NASA Technical Reports Server (NTRS)
Hamkins, Jon
2004-01-01
We present a new approximation to the maximum likelihood classifier to discriminate between M-ary and M'-ary phase-shift-keying transmitted on an additive white Gaussian noise (AWGN) channel and received noncoherentl, partially coherently, or coherently.
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.
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)
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.
Modified maximum likelihood registration based on information fusion
NASA Astrophysics Data System (ADS)
Qi, Yongqing; Jing, Zhongliang; Hu, Shiqiang
2007-11-01
The bias estimation of passive sensors is considered based on information fusion in multi-platform multi-sensor tracking system. The unobservable problem of bearing-only tracking in blind spot is analyzed. A modified maximum likelihood method, which uses the redundant information of multi-sensor system to calculate the target position, is investigated to estimate the biases. Monte Carlo simulation results show that the modified method eliminates the effect of unobservable problem in the blind spot and can estimate the biases more rapidly and accurately than maximum likelihood method. It is statistically efficient since the standard deviation of bias estimation errors meets the theoretical lower bounds.
Maximum-likelihood block detection of noncoherent continuous phase modulation
NASA Technical Reports Server (NTRS)
Simon, Marvin K.; Divsalar, Dariush
1993-01-01
This paper examines maximum-likelihood block detection of uncoded full response CPM over an additive white Gaussian noise (AWGN) channel. Both the maximum-likelihood metrics and the bit error probability performances of the associated detection algorithms are considered. The special and popular case of minimum-shift-keying (MSK) corresponding to h = 0.5 and constant amplitude frequency pulse is treated separately. The many new receiver structures that result from this investigation can be compared to the traditional ones that have been used in the past both from the standpoint of simplicity of implementation and optimality of performance.
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 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…
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.
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
Targeted maximum likelihood based causal inference: Part I.
van der Laan, Mark J
2010-01-01
Given causal graph assumptions, intervention-specific counterfactual distributions of the data can be defined by the so called G-computation formula, which is obtained by carrying out these interventions on the likelihood of the data factorized according to the causal graph. The obtained G-computation formula represents the counterfactual distribution the data would have had if this intervention would have been enforced on the system generating the data. A causal effect of interest can now be defined as some difference between these counterfactual distributions indexed by different interventions. For example, the interventions can represent static treatment regimens or individualized treatment rules that assign treatment in response to time-dependent covariates, and the causal effects could be defined in terms of features of the mean of the treatment-regimen specific counterfactual outcome of interest as a function of the corresponding treatment regimens. Such features could be defined nonparametrically in terms of so called (nonparametric) marginal structural models for static or individualized treatment rules, whose parameters can be thought of as (smooth) summary measures of differences between the treatment regimen specific counterfactual distributions. In this article, we develop a particular targeted maximum likelihood estimator of causal effects of multiple time point interventions. This involves the use of loss-based super-learning to obtain an initial estimate of the unknown factors of the G-computation formula, and subsequently, applying a target-parameter specific optimal fluctuation function (least favorable parametric submodel) to each estimated factor, estimating the fluctuation parameter(s) with maximum likelihood estimation, and iterating this updating step of the initial factor till convergence. This iterative targeted maximum likelihood updating step makes the resulting estimator of the causal effect double robust in the sense that it is
Targeted Maximum Likelihood Based Causal Inference: Part I
van der Laan, Mark J.
2010-01-01
Given causal graph assumptions, intervention-specific counterfactual distributions of the data can be defined by the so called G-computation formula, which is obtained by carrying out these interventions on the likelihood of the data factorized according to the causal graph. The obtained G-computation formula represents the counterfactual distribution the data would have had if this intervention would have been enforced on the system generating the data. A causal effect of interest can now be defined as some difference between these counterfactual distributions indexed by different interventions. For example, the interventions can represent static treatment regimens or individualized treatment rules that assign treatment in response to time-dependent covariates, and the causal effects could be defined in terms of features of the mean of the treatment-regimen specific counterfactual outcome of interest as a function of the corresponding treatment regimens. Such features could be defined nonparametrically in terms of so called (nonparametric) marginal structural models for static or individualized treatment rules, whose parameters can be thought of as (smooth) summary measures of differences between the treatment regimen specific counterfactual distributions. In this article, we develop a particular targeted maximum likelihood estimator of causal effects of multiple time point interventions. This involves the use of loss-based super-learning to obtain an initial estimate of the unknown factors of the G-computation formula, and subsequently, applying a target-parameter specific optimal fluctuation function (least favorable parametric submodel) to each estimated factor, estimating the fluctuation parameter(s) with maximum likelihood estimation, and iterating this updating step of the initial factor till convergence. This iterative targeted maximum likelihood updating step makes the resulting estimator of the causal effect double robust in the sense that it is
ERIC Educational Resources Information Center
Wothke, Werner; Burket, George; Chen, Li-Sue; Gao, Furong; Shu, Lianghua; Chia, Mike
2011-01-01
It has been known for some time that item response theory (IRT) models may exhibit a likelihood function of a respondent's ability which may have multiple modes, flat modes, or both. These conditions, often associated with guessing of multiple-choice (MC) questions, can introduce uncertainty and bias to ability estimation by maximum likelihood…
Jih, R.S.; Shumway, R.R.; Rivers, D.W.; Wagner, R.A.; McElfresh, T.W.
1990-05-01
Conventional methods for estimating underground explosion yields from seismic recordings are based on the use of some appropriate magnitude:yield relationship. One of the most important parameters used to characterize the seismic signature of an underground explosion is the body-wave magnitude, mb. Thus obtaining an unbiased measurement of mb (auxiliarily Ms, pcoda, mb(Lg), Mo, and RMS Lg values) is obviously a key step in estimating the yield. During the past decade, the mb which is averaged over a well-distributed global network and which incorporates the maximum-likelihood technique into the inversion scheme has become widely accepted as a means to obtain mb estimates that avoid bias due to the detection threshold characteristics of individual network stations. Recently Soviet seismologists have published descriptions of 96 nuclear explosions conducted from 1961 through 1972 at the Semipalatinsk Test Site, in Eastern Kazakhstan. With the exception of releasing news about their peaceful nuclear explosions PNE, the Soviets have never before published such a body of information. However, out of the 72 Degelen events with announced yields, only 9 events or 12.5% were of known yields. The remaining were either left censored (66.7%) or bounded (20.8%). Similar heavy-censoring pattern can be found for other test sites. Thus the development of a procedure capable of making full use of such censored information would seem very timely and necessary.
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
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
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
Correcting for Sequencing Error in Maximum Likelihood Phylogeny Inference
Kuhner, Mary K.; McGill, James
2014-01-01
Accurate phylogenies are critical to taxonomy as well as studies of speciation processes and other evolutionary patterns. Accurate branch lengths in phylogenies are critical for dating and rate measurements. Such accuracy may be jeopardized by unacknowledged sequencing error. We use simulated data to test a correction for DNA sequencing error in maximum likelihood phylogeny inference. Over a wide range of data polymorphism and true error rate, we found that correcting for sequencing error improves recovery of the branch lengths, even if the assumed error rate is up to twice the true error rate. Low error rates have little effect on recovery of the topology. When error is high, correction improves topological inference; however, when error is extremely high, using an assumed error rate greater than the true error rate leads to poor recovery of both topology and branch lengths. The error correction approach tested here was proposed in 2004 but has not been widely used, perhaps because researchers do not want to commit to an estimate of the error rate. This study shows that correction with an approximate error rate is generally preferable to ignoring the issue. PMID:25378476
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.
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
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
Gaussian maximum likelihood and contextual classification algorithms for multicrop classification
NASA Technical Reports Server (NTRS)
Di Zenzo, Silvano; Bernstein, Ralph; Kolsky, Harwood G.; Degloria, Stephen D.
1987-01-01
The paper reviews some of the ways in which context has been handled in the remote-sensing literature, and additional possibilities are introduced. The problem of computing exhaustive and normalized class-membership probabilities from the likelihoods provided by the Gaussian maximum likelihood classifier (to be used as initial probability estimates to start relaxation) is discussed. An efficient implementation of probabilistic relaxation is proposed, suiting the needs of actual remote-sensing applications. A modified fuzzy-relaxation algorithm using generalized operations between fuzzy sets is presented. Combined use of the two relaxation algorithms is proposed to exploit context in multispectral classification of remotely sensed data. Results on both one artificially created image and one MSS data set are reported.
Maximum-likelihood registration of range images with missing data.
Sharp, Gregory C; Lee, Sang W; Wehe, David K
2008-01-01
Missing data are common in range images, due to geometric occlusions, limitations in the sensor field of view, poor reflectivity, depth discontinuities, and cast shadows. Using registration to align these data often fails, because points without valid correspondences can be incorrectly matched. This paper presents a maximum likelihood method for registration of scenes with unmatched or missing data. Using ray casting, correspondences are formed between valid and missing points in each view. These correspondences are used to classify points by their visibility properties, including occlusions, field of view, and shadow regions. The likelihood of each point match is then determined using statistical properties of the sensor, such as noise and outlier distributions. Experiments demonstrate a high rates of convergence on complex scenes with varying degrees of overlap. PMID:18000329
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.
Tradeoffs in regularized maximum-likelihood image restoration
NASA Astrophysics Data System (ADS)
Markham, Joanne; Conchello, Jose-Angel
1997-04-01
All algorithms for three-dimensional deconvolution of fluorescence microscopical images have as a common goal the estimation of a specimen function (SF) that is consistent with the recorded image and the process for image formation and recording. To check for consistency, the image of the estimated SF predicted by the imaging operator is compared to the recorded image, and the similarity between them is used as a figure of merit (FOM) in the algorithm to improve the specimen function estimate. Commonly used FOMs include squared differences, maximum entropy, and maximum likelihood (ML). The imaging operator is usually characterized by the point-spread function (PSF), the image of a point source of light, or its Fourier transform, the optical transfer function (OTF). Because the OTF is non-zero only over a small region of the spatial-frequency domain, the inversion of the image formation operator is non-unique and the estimated SF is potentially artifactual. Adding a term to the FOM that penalizes some unwanted behavior of the estimated SF effectively ameliorates potential artifacts, but at the same time biases the estimation process. For example, an intensity penalty avoids overly large pixel values but biases the SF to small pixel values. A roughness penalty avoids rapid pixel to pixel variations but biases the SF to be smooth. In this article we assess the effects of the roughness and intensity penalties on maximum likelihood image estimation.
Maximum likelihood analysis of bubble incidence for mixed gas diving.
Tikuisis, P; Gault, K; Carrod, G
1990-03-01
The method of maximum likelihood has been applied to predict the incidence of bubbling in divers for both air and helium diving. Data were obtained from 108 air man-dives and 622 helium man-dives conducted experimentally in a hyperbaric chamber. Divers were monitored for bubbles using Doppler ultrasonics during the period from surfacing until approximately 2 h after surfacing. Bubble grades were recorded according to the K-M code, and the maximum value in the precordial region for each diver was used in the likelihood analysis. Prediction models were based on monoexponential gas kinetics using one and two parallel-compartment configurations. The model parameters were of three types: gas kinetics, gas potency, and compartment gain. When the potency of the gases was not distinguished, the risk criterion used was inherently based on the gas supersaturation ratio, otherwise it was based on the potential bubble volume. The two-compartment model gave a significantly better prediction than the one-compartment model only if the kinetics of nitrogen and helium were distinguished. A further significant improvement with the two-compartment model was obtained when the potency of the two gases was distinguished, thereby making the potential bubble volume criterion a better choice than the gas pressure criterion. The results suggest that when the method of maximum likelihood is applied for the prediction of the incidence of bubbling, more than one compartment should be used and if more than one is used consideration should be given to distinguishing the potencies of the inert gases. PMID:2181767
Targeted maximum likelihood based causal inference: Part II.
van der Laan, Mark J
2010-01-01
In this article, we provide a template for the practical implementation of the targeted maximum likelihood estimator for analyzing causal effects of multiple time point interventions, for which the methodology was developed and presented in Part I. In addition, the application of this template is demonstrated in two important estimation problems: estimation of the effect of individualized treatment rules based on marginal structural models for treatment rules, and the effect of a baseline treatment on survival in a randomized clinical trial in which the time till event is subject to right censoring. PMID:21731531
Targeted Maximum Likelihood Based Causal Inference: Part II
van der Laan, Mark J.
2010-01-01
In this article, we provide a template for the practical implementation of the targeted maximum likelihood estimator for analyzing causal effects of multiple time point interventions, for which the methodology was developed and presented in Part I. In addition, the application of this template is demonstrated in two important estimation problems: estimation of the effect of individualized treatment rules based on marginal structural models for treatment rules, and the effect of a baseline treatment on survival in a randomized clinical trial in which the time till event is subject to right censoring. PMID:21731531
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.
Maximum-likelihood methods in wavefront sensing: stochastic models and likelihood functions
Barrett, Harrison H.; Dainty, Christopher; Lara, David
2008-01-01
Maximum-likelihood (ML) estimation in wavefront sensing requires careful attention to all noise sources and all factors that influence the sensor data. We present detailed probability density functions for the output of the image detector in a wavefront sensor, conditional not only on wavefront parameters but also on various nuisance parameters. Practical ways of dealing with nuisance parameters are described, and final expressions for likelihoods and Fisher information matrices are derived. The theory is illustrated by discussing Shack–Hartmann sensors, and computational requirements are discussed. Simulation results show that ML estimation can significantly increase the dynamic range of a Shack–Hartmann sensor with four detectors and that it can reduce the residual wavefront error when compared with traditional methods. PMID:17206255
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 versus likelihood-free quantum system identification in the atom maser
NASA Astrophysics Data System (ADS)
Catana, Catalin; Kypraios, Theodore; Guţă, Mădălin
2014-10-01
We consider the problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation methods are investigated and compared. Firstly, the maximum likelihood estimator (MLE) takes into account the full measurement data and is asymptotically optimal in terms of its mean square error. Secondly, the ‘likelihood-free’ method of approximate Bayesian computation (ABC) produces an approximation of the posterior distribution for a given set of summary statistics, by sampling trajectories at different parameter values and comparing them with the measurement data via chosen statistics. Building on previous results which showed that atom counts are poor statistics for certain values of the Rabi angle, we apply MLE to the full measurement data and estimate its Fisher information. We then select several correlation statistics such as waiting times, distribution of successive identical detections, and use them as input of the ABC algorithm. The resulting posterior distribution follows closely the data likelihood, showing that the selected statistics capture ‘most’ statistical information about the Rabi angle.
Maximum-Likelihood Continuity Mapping (MALCOM): An Alternative to HMMs
Nix, D.A.; Hogden, J.E.
1998-12-01
The authors describe Maximum-Likelihood Continuity Mapping (MALCOM) as an alternative to hidden Markov models (HMMs) for processing sequence data such as speech. While HMMs have a discrete ''hidden'' space constrained by a fixed finite-automata architecture, MALCOM has a continuous hidden space (a continuity map) that is constrained only by a smoothness requirement on paths through the space. MALCOM fits into the same probabilistic framework for speech recognition as HMMs, but it represents a far more realistic model of the speech production process. The authors support this claim by generating continuity maps for three speakers and using the resulting MALCOM paths to predict measured speech articulator data. The correlations between the MALCOM paths (obtained from only the speech acoustics) and the actual articulator movements average 0.77 on an independent test set not used to train MALCOM nor the predictor. On average, this unsupervised model achieves 92% of performance obtained using the corresponding supervised method.
Maximum Likelihood Analysis of Low Energy CDMS II Germanium Data
Agnese, R.
2015-03-30
We report on the results of a search for a Weakly Interacting Massive Particle (WIMP) signal in low-energy data of the Cryogenic Dark Matter Search experiment using a maximum likelihood analysis. A background model is constructed using GEANT4 to simulate the surface-event background from Pb210decay-chain events, while using independent calibration data to model the gamma background. Fitting this background model to the data results in no statistically significant WIMP component. In addition, we also perform fits using an analytic ad hoc background model proposed by Collar and Fields, who claimed to find a large excess of signal-like events in our data. Finally, we confirm the strong preference for a signal hypothesis in their analysis under these assumptions, but excesses are observed in both single- and multiple-scatter events, which implies the signal is not caused by WIMPs, but rather reflects the inadequacy of their background model.
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: Extracting unbiased information from complex networks
NASA Astrophysics Data System (ADS)
Garlaschelli, Diego; Loffredo, Maria I.
2008-07-01
The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the maximum likelihood (ML) principle indicates a unique, statistically rigorous parameter choice, associated with a well-defined topological feature. We then find that, if the ML condition is incompatible with the built-in parameter choice, network models turn out to be intrinsically ill defined or biased. To overcome this problem, we construct a class of safely unbiased models. We also propose an extension of these results that leads to the fascinating possibility to extract, only from topological data, the “hidden variables” underlying network organization, making them “no longer hidden.” We test our method on World Trade Web data, where we recover the empirical gross domestic product using only topological information.
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.
Likelihood approaches for proportional likelihood ratio model with right-censored data.
Zhu, Hong
2014-06-30
Regression methods for survival data with right censoring have been extensively studied under semiparametric transformation models such as the Cox regression model and the proportional odds model. However, their practical application could be limited because of possible violation of model assumption or lack of ready interpretation for the regression coefficients in some cases. As an alternative, in this paper, the proportional likelihood ratio model introduced by Luo and Tsai is extended to flexibly model the relationship between survival outcome and covariates. This model has a natural connection with many important semiparametric models such as generalized linear model and density ratio model and is closely related to biased sampling problems. Compared with the semiparametric transformation model, the proportional likelihood ratio model is appealing and practical in many ways because of its model flexibility and quite direct clinical interpretation. We present two likelihood approaches for the estimation and inference on the target regression parameters under independent and dependent censoring assumptions. Based on a conditional likelihood approach using uncensored failure times, a numerically simple estimation procedure is developed by maximizing a pairwise pseudo-likelihood. We also develop a full likelihood approach, and the most efficient maximum likelihood estimator is obtained by a profile likelihood. Simulation studies are conducted to assess the finite-sample properties of the proposed estimators and compare the efficiency of the two likelihood approaches. An application to survival data for bone marrow transplantation patients of acute leukemia is provided to illustrate the proposed method and other approaches for handling non-proportionality. The relative merits of these methods are discussed in concluding remarks. PMID:24500821
Finding Quantitative Trait Loci Genes with Collaborative Targeted Maximum Likelihood Learning.
Wang, Hui; Rose, Sherri; van der Laan, Mark J
2011-07-01
Quantitative trait loci mapping is focused on identifying the positions and effect of genes underlying an an observed trait. We present a collaborative targeted maximum likelihood estimator in a semi-parametric model using a newly proposed 2-part super learning algorithm to find quantitative trait loci genes in listeria data. Results are compared to the parametric composite interval mapping approach. PMID:21572586
Finding Quantitative Trait Loci Genes with Collaborative Targeted Maximum Likelihood Learning
Wang, Hui; Rose, Sherri; van der Laan, Mark J.
2010-01-01
Quantitative trait loci mapping is focused on identifying the positions and effect of genes underlying an an observed trait. We present a collaborative targeted maximum likelihood estimator in a semi-parametric model using a newly proposed 2-part super learning algorithm to find quantitative trait loci genes in listeria data. Results are compared to the parametric composite interval mapping approach. PMID:21572586
Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM
ERIC Educational Resources Information Center
Voelkle, Manuel C.; Oud, Johan H. L.; von Oertzen, Timo; Lindenberger, Ulman
2012-01-01
This article has 3 objectives that build on each other. First, we demonstrate how to obtain maximum likelihood estimates for dynamic factor models (the direct autoregressive factor score model) with arbitrary "T" and "N" by means of structural equation modeling (SEM) and compare the approach to existing methods. Second, we go beyond standard time…
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.
Maximum Likelihood Analysis of Low Energy CDMS II Germanium Data
Agnese, R.
2015-03-30
We report on the results of a search for a Weakly Interacting Massive Particle (WIMP) signal in low-energy data of the Cryogenic Dark Matter Search experiment using a maximum likelihood analysis. A background model is constructed using GEANT4 to simulate the surface-event background from Pb210decay-chain events, while using independent calibration data to model the gamma background. Fitting this background model to the data results in no statistically significant WIMP component. In addition, we also perform fits using an analytic ad hoc background model proposed by Collar and Fields, who claimed to find a large excess of signal-like events in ourmore » data. Finally, we confirm the strong preference for a signal hypothesis in their analysis under these assumptions, but excesses are observed in both single- and multiple-scatter events, which implies the signal is not caused by WIMPs, but rather reflects the inadequacy of their background model.« less
Wavelet domain watermarking using maximum-likelihood detection
NASA Astrophysics Data System (ADS)
Ng, Tek M.; Garg, Hari K.
2004-06-01
A digital watermark is an imperceptible mark placed on multimedia content for a variety of applications including copyright protection, fingerprinting, broadcast monitoring, etc. Traditionally, watermark detection algorithms are based on the correlation between the watermark and the media the watermark is embedded in. Although simple to use, correlation detection is only optimal when the watermark embedding process follows an additive rule and when the media is drawn from Gaussian distributions. More recent works on watermark detection are based on decision theory. In this paper, a maximum-likelihood (ML) detection scheme based on Bayes's decision theory is proposed for image watermarking in wavelet transform domain. The decision threshold is derived using the Neyman-Pearson criterion to minimize the missed detection probability subject to a given false alarm probability. The detection performance depends on choosing a probability distribution function (PDF) that can accurately model the distribution of the wavelet transform coefficients. The generalized Gaussian PDF is adopted here. Previously, the Gaussian PDF, which is a special case, has been considered for such detection scheme. Using extensive experimentation, the generalized Gaussian PDF is shown to be a better model.
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.
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.
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.
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.
Maximum-likelihood methods in cryo-EM. Part II: application to experimental data
Scheres, Sjors H.W.
2010-01-01
With the advent of computationally feasible approaches to maximum likelihood image processing for cryo-electron microscopy, these methods have proven particularly useful in the classification of structurally heterogeneous single-particle data. A growing number of experimental studies have applied these algorithms to study macromolecular complexes with a wide range of structural variability, including non-stoichiometric complex formation, large conformational changes and combinations of both. This chapter aims to share the practical experience that has been gained from the application of these novel approaches. Current insights on how to prepare the data and how to perform two- or three-dimensional classifications are discussed together with aspects related to high-performance computing. Thereby, this chapter will hopefully be of practical use for those microscopists wanting to apply maximum likelihood methods in their own investigations. PMID:20888966
Vangel, M G; Rukhin, A L
1999-03-01
This article presents results for the maximum likelihood analysis of several groups of measurements made on the same quantity. Following Cochran (1937, Journal of the Royal Statistical Society 4(Supple), 102-118; 1954, Biometrics 10, 101-129; 1980, in Proceedings of the 25th Conference on the Design of Experiments in Army Research, Development and Testing, 21-33) and others, this problem is formulated as a one-way unbalanced random-effects ANOVA with unequal within-group variances. A reparametrization of the likelihood leads to simplified computations, easier identification and interpretation of multimodality of the likelihood, and (through a non-informative-prior Bayesian approach) approximate confidence regions for the mean and between-group variance. PMID:11318146
NASA Technical Reports Server (NTRS)
Scholz, D.; Fuhs, N.; Hixson, M.
1979-01-01
The overall objective of this study was to apply and evaluate several of the currently available classification schemes for crop identification. The approaches examined were: (1) a per point Gaussian maximum likelihood classifier, (2) a per point sum of normal densities classifier, (3) a per point linear classifier, (4) a per point Gaussian maximum likelihood decision tree classifier, and (5) a texture sensitive per field Gaussian maximum likelihood classifier. Three agricultural data sets were used in the study: areas from Fayette County, Illinois, and Pottawattamie and Shelby Counties in Iowa. The segments were located in two distinct regions of the Corn Belt to sample variability in soils, climate, and agricultural practices.
NASA Technical Reports Server (NTRS)
Kelly, D. A.; Fermelia, A.; Lee, G. K. F.
1990-01-01
An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.
Maximum-likelihood and other processors for incoherent and coherent matched-field localization.
Dosso, Stan E; Wilmut, Michael J
2012-10-01
This paper develops a series of maximum-likelihood processors for matched-field source localization given various states of information regarding the frequency and time variation of source amplitude and phase, and compares these with existing approaches to coherent processing with incomplete source knowledge. The comparison involves elucidating each processor's approach to source spectral information within a unifying formulation, which provides a conceptual framework for classifying and comparing processors and explaining their relative performance, as quantified in a numerical study. The maximum-likelihood processors represent optimal estimators given the assumption of Gaussian noise, and are based on analytically maximizing the corresponding likelihood function over explicit unknown source spectral parameters. Cases considered include knowledge of the relative variation in source amplitude over time and/or frequency (e.g., a flat spectrum), and tracking the relative phase variation over time, as well as incoherent and coherent processing. Other approaches considered include the conventional (Bartlett) processor, cross-frequency incoherent processor, pair-wise processor, and coherent normalized processor. Processor performance is quantified as the probability of correct localization from Monte Carlo appraisal over a large number of random realizations of noise, source location, and environmental parameters. Processors are compared as a function of signal-to-noise ratio, number of frequencies, and number of sensors. PMID:23039424
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.
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
Maximum likelihood density modification by pattern recognition of structural motifs
Terwilliger, Thomas C.
2004-04-13
An electron density for a crystallographic structure having protein regions and solvent regions is improved by maximizing the log likelihood of a set of structures factors {F.sub.h } using a local log-likelihood function: (x)+p(.rho.(x).vertline.SOLV)p.sub.SOLV (x)+p(.rho.(x).vertline.H)p.sub.H (x)], where p.sub.PROT (x) is the probability that x is in the protein region, p(.rho.(x).vertline.PROT) is the conditional probability for .rho.(x) given that x is in the protein region, and p.sub.SOLV (x) and p(.rho.(x).vertline.SOLV) are the corresponding quantities for the solvent region, p.sub.H (x) refers to the probability that there is a structural motif at a known location, with a known orientation, in the vicinity of the point x; and p(.rho.(x).vertline.H) is the probability distribution for electron density at this point given that the structural motif actually is present. One appropriate structural motif is a helical structure within the crystallographic structure.
MXLKID: a maximum likelihood parameter identifier. [In LRLTRAN for CDC 7600
Gavel, D.T.
1980-07-01
MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables.
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.
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 Methods for Processing Signals From Gamma-Ray Detectors
Barrett, Harrison H.; Hunter, William C. J.; Miller, Brian William; Moore, Stephen K.; Chen, Yichun; Furenlid, Lars R.
2009-01-01
In any gamma-ray detector, each event produces electrical signals on one or more circuit elements. From these signals, we may wish to determine the presence of an interaction; whether multiple interactions occurred; the spatial coordinates in two or three dimensions of at least the primary interaction; or the total energy deposited in that interaction. We may also want to compute listmode probabilities for tomographic reconstruction. Maximum-likelihood methods provide a rigorous and in some senses optimal approach to extracting this information, and the associated Fisher information matrix provides a way of quantifying and optimizing the information conveyed by the detector. This paper will review the principles of likelihood methods as applied to gamma-ray detectors and illustrate their power with recent results from the Center for Gamma-ray Imaging. PMID:20107527
Pražnikar, Jure; Turk, Dušan
2014-12-01
The maximum-likelihood free-kick target, which calculates model error estimates from the work set and a randomly displaced model, proved superior in the accuracy and consistency of refinement of crystal structures compared with the maximum-likelihood cross-validation target, which calculates error estimates from the test set and the unperturbed model. The refinement of a molecular model is a computational procedure by which the atomic model is fitted to the diffraction data. The commonly used target in the refinement of macromolecular structures is the maximum-likelihood (ML) function, which relies on the assessment of model errors. The current ML functions rely on cross-validation. They utilize phase-error estimates that are calculated from a small fraction of diffraction data, called the test set, that are not used to fit the model. An approach has been developed that uses the work set to calculate the phase-error estimates in the ML refinement from simulating the model errors via the random displacement of atomic coordinates. It is called ML free-kick refinement as it uses the ML formulation of the target function and is based on the idea of freeing the model from the model bias imposed by the chemical energy restraints used in refinement. This approach for the calculation of error estimates is superior to the cross-validation approach: it reduces the phase error and increases the accuracy of molecular models, is more robust, provides clearer maps and may use a smaller portion of data for the test set for the calculation of R{sub free} or may leave it out completely.
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
Binomial and Poisson Mixtures, Maximum Likelihood, and Maple Code
Bowman, Kimiko o; Shenton, LR
2006-01-01
The bias, variance, and skewness of maximum likelihoood estimators are considered for binomial and Poisson mixture distributions. The moments considered are asymptotic, and they are assessed using the Maple code. Question of existence of solutions and Karl Pearson's study are mentioned, along with the problems of valid sample space. Large samples to reduce variances are not unusual; this also applies to the size of the asymptotic skewness.
Maximum likelihood positioning and energy correction for scintillation detectors
NASA Astrophysics Data System (ADS)
Lerche, Christoph W.; Salomon, André; Goldschmidt, Benjamin; Lodomez, Sarah; Weissler, Björn; Solf, Torsten
2016-02-01
An algorithm for determining the crystal pixel and the gamma ray energy with scintillation detectors for PET is presented. The algorithm uses Likelihood Maximisation (ML) and therefore is inherently robust to missing data caused by defect or paralysed photo detector pixels. We tested the algorithm on a highly integrated MRI compatible small animal PET insert. The scintillation detector blocks of the PET gantry were built with the newly developed digital Silicon Photomultiplier (SiPM) technology from Philips Digital Photon Counting and LYSO pixel arrays with a pitch of 1 mm and length of 12 mm. Light sharing was used to readout the scintillation light from the 30× 30 scintillator pixel array with an 8× 8 SiPM array. For the performance evaluation of the proposed algorithm, we measured the scanner’s spatial resolution, energy resolution, singles and prompt count rate performance, and image noise. These values were compared to corresponding values obtained with Center of Gravity (CoG) based positioning methods for different scintillation light trigger thresholds and also for different energy windows. While all positioning algorithms showed similar spatial resolution, a clear advantage for the ML method was observed when comparing the PET scanner’s overall single and prompt detection efficiency, image noise, and energy resolution to the CoG based methods. Further, ML positioning reduces the dependence of image quality on scanner configuration parameters and was the only method that allowed achieving highest energy resolution, count rate performance and spatial resolution at the same time.
Maximum likelihood positioning and energy correction for scintillation detectors.
Lerche, Christoph W; Salomon, André; Goldschmidt, Benjamin; Lodomez, Sarah; Weissler, Björn; Solf, Torsten
2016-02-21
An algorithm for determining the crystal pixel and the gamma ray energy with scintillation detectors for PET is presented. The algorithm uses Likelihood Maximisation (ML) and therefore is inherently robust to missing data caused by defect or paralysed photo detector pixels. We tested the algorithm on a highly integrated MRI compatible small animal PET insert. The scintillation detector blocks of the PET gantry were built with the newly developed digital Silicon Photomultiplier (SiPM) technology from Philips Digital Photon Counting and LYSO pixel arrays with a pitch of 1 mm and length of 12 mm. Light sharing was used to readout the scintillation light from the [Formula: see text] scintillator pixel array with an [Formula: see text] SiPM array. For the performance evaluation of the proposed algorithm, we measured the scanner's spatial resolution, energy resolution, singles and prompt count rate performance, and image noise. These values were compared to corresponding values obtained with Center of Gravity (CoG) based positioning methods for different scintillation light trigger thresholds and also for different energy windows. While all positioning algorithms showed similar spatial resolution, a clear advantage for the ML method was observed when comparing the PET scanner's overall single and prompt detection efficiency, image noise, and energy resolution to the CoG based methods. Further, ML positioning reduces the dependence of image quality on scanner configuration parameters and was the only method that allowed achieving highest energy resolution, count rate performance and spatial resolution at the same time. PMID:26836394
Gyro-based Maximum-Likelihood Thruster Fault Detection and Identification
NASA Technical Reports Server (NTRS)
Wilson, Edward; Lages, Chris; Mah, Robert; Clancy, Daniel (Technical Monitor)
2002-01-01
When building smaller, less expensive spacecraft, there is a need for intelligent fault tolerance vs. increased hardware redundancy. If fault tolerance can be achieved using existing navigation sensors, cost and vehicle complexity can be reduced. A maximum likelihood-based approach to thruster fault detection and identification (FDI) for spacecraft is developed here and applied in simulation to the X-38 space vehicle. The system uses only gyro signals to detect and identify hard, abrupt, single and multiple jet on- and off-failures. Faults are detected within one second and identified within one to five accords,
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
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
Speech processing using conditional observable maximum likelihood continuity mapping
Hogden, John; Nix, David
2004-01-13
A computer implemented method enables the recognition of speech and speech characteristics. Parameters are initialized of first probability density functions that map between the symbols in the vocabulary of one or more sequences of speech codes that represent speech sounds and a continuity map. Parameters are also initialized of second probability density functions that map between the elements in the vocabulary of one or more desired sequences of speech transcription symbols and the continuity map. The parameters of the probability density functions are then trained to maximize the probabilities of the desired sequences of speech-transcription symbols. A new sequence of speech codes is then input to the continuity map having the trained first and second probability function parameters. A smooth path is identified on the continuity map that has the maximum probability for the new sequence of speech codes. The probability of each speech transcription symbol for each input speech code can then be output.
Vexler, Albert; Liu, Aiyi; Eliseeva, Ekaterina; Schisterman, Enrique F
2008-09-01
In this article, we consider comparing the areas under correlated receiver operating characteristic (ROC) curves of diagnostic biomarkers whose measurements are subject to a limit of detection (LOD), a source of measurement error from instruments' sensitivity in epidemiological studies. We propose and examine the likelihood ratio tests with operating characteristics that are easily obtained by classical maximum likelihood methodology. PMID:18047527
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.
Maximum likelihood decoding analysis of Accumulate-Repeat-Accumulate Codes
NASA Technical Reports Server (NTRS)
Abbasfar, Aliazam; Divsalar, Dariush; Yao, Kung
2004-01-01
Repeat-Accumulate (RA) codes are the simplest turbo-like codes that achieve good performance. However, they cannot compete with Turbo codes or low-density parity check codes (LDPC) as far as performance is concerned. The Accumulate Repeat Accumulate (ARA) codes, as a subclass of LDPC codes, are obtained by adding a pre-coder in front of RA codes with puncturing where an accumulator is chosen as a precoder. These codes not only are very simple, but also achieve excellent performance with iterative decoding. In this paper, the performance of these codes with (ML) decoding are analyzed and compared to random codes by very tight bounds. The weight distribution of some simple ARA codes is obtained, and through existing tightest bounds we have shown the ML SNR threshold of ARA codes approaches very closely to the performance of random codes. We have shown that the use of precoder improves the SNR threshold but interleaving gain remains unchanged with respect to RA code with puncturing.
FITTING STATISTICAL DISTRIBUTIONS TO AIR QUALITY DATA BY THE MAXIMUM LIKELIHOOD METHOD
A computer program has been developed for fitting statistical distributions to air pollution data using maximum likelihood estimation. Appropriate uses of this software are discussed and a grouped data example is presented. The program fits the following continuous distributions:...
L.U.St: a tool for approximated maximum likelihood supertree reconstruction
2014-01-01
Background Supertrees combine disparate, partially overlapping trees to generate a synthesis that provides a high level perspective that cannot be attained from the inspection of individual phylogenies. Supertrees can be seen as meta-analytical tools that can be used to make inferences based on results of previous scientific studies. Their meta-analytical application has increased in popularity since it was realised that the power of statistical tests for the study of evolutionary trends critically depends on the use of taxon-dense phylogenies. Further to that, supertrees have found applications in phylogenomics where they are used to combine gene trees and recover species phylogenies based on genome-scale data sets. Results Here, we present the L.U.St package, a python tool for approximate maximum likelihood supertree inference and illustrate its application using a genomic data set for the placental mammals. L.U.St allows the calculation of the approximate likelihood of a supertree, given a set of input trees, performs heuristic searches to look for the supertree of highest likelihood, and performs statistical tests of two or more supertrees. To this end, L.U.St implements a winning sites test allowing ranking of a collection of a-priori selected hypotheses, given as a collection of input supertree topologies. It also outputs a file of input-tree-wise likelihood scores that can be used as input to CONSEL for calculation of standard tests of two trees (e.g. Kishino-Hasegawa, Shimidoara-Hasegawa and Approximately Unbiased tests). Conclusion This is the first fully parametric implementation of a supertree method, it has clearly understood properties, and provides several advantages over currently available supertree approaches. It is easy to implement and works on any platform that has python installed. Availability: bitBucket page - https://afro-juju@bitbucket.org/afro-juju/l.u.st.git. Contact: Davide.Pisani@bristol.ac.uk. PMID:24925766
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.
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
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.
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
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…
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.
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…
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…
BOREAS TE-18 Landsat TM Maximum Likelihood Classification Image of the NSA
NASA Technical Reports Server (NTRS)
Hall, Forrest G. (Editor); Knapp, David
2000-01-01
The BOREAS TE-18 team focused its efforts on using remotely sensed data to characterize the successional and disturbance dynamics of the boreal forest for use in carbon modeling. The objective of this classification is to provide the BOREAS investigators with a data product that characterizes the land cover of the NSA. A Landsat-5 TM image from 20-Aug-1988 was used to derive this classification. A standard supervised maximum likelihood classification approach was used to produce this classification. The data are provided in a binary image format file. The data files are available on a CD-ROM (see document number 20010000884), or from the Oak Ridge National Laboratory (ORNL) Distributed Activity Archive Center (DAAC).
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
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
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.
NASA Technical Reports Server (NTRS)
1979-01-01
The computer program Linear SCIDNT which evaluates rotorcraft stability and control coefficients from flight or wind tunnel test data is described. It implements the maximum likelihood method to maximize the likelihood function of the parameters based on measured input/output time histories. Linear SCIDNT may be applied to systems modeled by linear constant-coefficient differential equations. This restriction in scope allows the application of several analytical results which simplify the computation and improve its efficiency over the general nonlinear case.
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.
A maximum likelihood method for determining the distribution of galaxies in clusters
NASA Astrophysics Data System (ADS)
Sarazin, C. L.
1980-02-01
A maximum likelihood method is proposed for the analysis of the projected distribution of galaxies in clusters. It has many advantages compared to the standard method; principally, it does not require binning of the galaxy positions, applies to asymmetric clusters, and can simultaneously determine all cluster parameters. A rapid method of solving the maximum likelihood equations is given which also automatically gives error estimates for the parameters. Monte Carlo tests indicate this method applies even for rather sparse clusters. The Godwin-Peach data on the Coma cluster are analyzed; the core sizes derived agree reasonably with those of Bahcall. Some slight evidence of mass segregation is found.
A general methodology for maximum likelihood inference from band-recovery data
Conroy, M.J.; Williams, B.K.
1984-01-01
A numerical procedure is described for obtaining maximum likelihood estimates and associated maximum likelihood inference from band- recovery data. The method is used to illustrate previously developed one-age-class band-recovery models, and is extended to new models, including the analysis with a covariate for survival rates and variable-time-period recovery models. Extensions to R-age-class band- recovery, mark-recapture models, and twice-yearly marking are discussed. A FORTRAN program provides computations for these models.
MADmap: A Massively Parallel Maximum-Likelihood Cosmic Microwave Background Map-Maker
Cantalupo, Christopher; Borrill, Julian; Jaffe, Andrew; Kisner, Theodore; Stompor, Radoslaw
2009-06-09
MADmap is a software application used to produce maximum-likelihood images of the sky from time-ordered data which include correlated noise, such as those gathered by Cosmic Microwave Background (CMB) experiments. It works efficiently on platforms ranging from small workstations to the most massively parallel supercomputers. Map-making is a critical step in the analysis of all CMB data sets, and the maximum-likelihood approach is the most accurate and widely applicable algorithm; however, it is a computationally challenging task. This challenge will only increase with the next generation of ground-based, balloon-borne and satellite CMB polarization experiments. The faintness of the B-mode signal that these experiments seek to measure requires them to gather enormous data sets. MADmap is already being run on up to O(1011) time samples, O(108) pixels and O(104) cores, with ongoing work to scale to the next generation of data sets and supercomputers. We describe MADmap's algorithm based around a preconditioned conjugate gradient solver, fast Fourier transforms and sparse matrix operations. We highlight MADmap's ability to address problems typically encountered in the analysis of realistic CMB data sets and describe its application to simulations of the Planck and EBEX experiments. The massively parallel and distributed implementation is detailed and scaling complexities are given for the resources required. MADmap is capable of analysing the largest data sets now being collected on computing resources currently available, and we argue that, given Moore's Law, MADmap will be capable of reducing the most massive projected data sets.
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…
Naftali, E; Makris, N C
2001-10-01
Analytic expressions for the first order bias and second order covariance of a general maximum likelihood estimate (MLE) are presented. These expressions are used to determine general analytic conditions on sample size, or signal-to-noise ratio (SNR), that are necessary for a MLE to become asymptotically unbiased and attain minimum variance as expressed by the Cramer-Rao lower bound (CRLB). The expressions are then evaluated for multivariate Gaussian data. The results can be used to determine asymptotic biases. variances, and conditions for estimator optimality in a wide range of inverse problems encountered in ocean acoustics and many other disciplines. The results are then applied to rigorously determine conditions on SNR necessary for the MLE to become unbiased and attain minimum variance in the classical active sonar and radar time-delay and Doppler-shift estimation problems. The time-delay MLE is the time lag at the peak value of a matched filter output. It is shown that the matched filter estimate attains the CRLB for the signal's position when the SNR is much larger than the kurtosis of the expected signal's energy spectrum. The Doppler-shift MLE exhibits dual behavior for narrow band analytic signals. In a companion paper, the general theory presented here is applied to the problem of estimating the range and depth of an acoustic source submerged in an ocean waveguide. PMID:11681372
Maximum-likelihood soft-decision decoding of block codes using the A* algorithm
NASA Technical Reports Server (NTRS)
Ekroot, L.; Dolinar, S.
1994-01-01
The A* algorithm finds the path in a finite depth binary tree that optimizes a function. Here, it is applied to maximum-likelihood soft-decision decoding of block codes where the function optimized over the codewords is the likelihood function of the received sequence given each codeword. The algorithm considers codewords one bit at a time, making use of the most reliable received symbols first and pursuing only the partially expanded codewords that might be maximally likely. A version of the A* algorithm for maximum-likelihood decoding of block codes has been implemented for block codes up to 64 bits in length. The efficiency of this algorithm makes simulations of codes up to length 64 feasible. This article details the implementation currently in use, compares the decoding complexity with that of exhaustive search and Viterbi decoding algorithms, and presents performance curves obtained with this implementation of the A* algorithm for several codes.
Maximum-likelihood density modification using pattern recognition of structural motifs
Terwilliger, Thomas C.
2001-12-01
A likelihood-based density-modification method is extended to include pattern recognition of structural motifs. The likelihood-based approach to density modification [Terwilliger (2000 ▶), Acta Cryst. D56, 965–972] is extended to include the recognition of patterns of electron density. Once a region of electron density in a map is recognized as corresponding to a known structural element, the likelihood of the map is reformulated to include a term that reflects how closely the map agrees with the expected density for that structural element. This likelihood is combined with other aspects of the likelihood of the map, including the presence of a flat solvent region and the electron-density distribution in the protein region. This likelihood-based pattern-recognition approach was tested using the recognition of helical segments in a largely helical protein. The pattern-recognition method yields a substantial phase improvement over both conventional and likelihood-based solvent-flattening and histogram-matching methods. The method can potentially be used to recognize any common structural motif and incorporate prior knowledge about that motif into density modification.
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…
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
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.…
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…
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…
Bias and Efficiency in Structural Equation Modeling: Maximum Likelihood versus Robust Methods
ERIC Educational Resources Information Center
Zhong, Xiaoling; Yuan, Ke-Hai
2011-01-01
In the structural equation modeling literature, the normal-distribution-based maximum likelihood (ML) method is most widely used, partly because the resulting estimator is claimed to be asymptotically unbiased and most efficient. However, this may not hold when data deviate from normal distribution. Outlying cases or nonnormally distributed data,…
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…
Maximum Likelihood Item Easiness Models for Test Theory without an Answer Key
ERIC Educational Resources Information Center
France, Stephen L.; Batchelder, William H.
2015-01-01
Cultural consensus theory (CCT) is a data aggregation technique with many applications in the social and behavioral sciences. We describe the intuition and theory behind a set of CCT models for continuous type data using maximum likelihood inference methodology. We describe how bias parameters can be incorporated into these models. We introduce…
A Study of Item Bias for Attitudinal Measurement Using Maximum Likelihood Factor Analysis.
ERIC Educational Resources Information Center
Mayberry, Paul W.
A technique for detecting item bias that is responsive to attitudinal measurement considerations is a maximum likelihood factor analysis procedure comparing multivariate factor structures across various subpopulations, often referred to as SIFASP. The SIFASP technique allows for factorial model comparisons in the testing of various hypotheses…
12-mode OFDM transmission using reduced-complexity maximum likelihood detection.
Lobato, Adriana; Chen, Yingkan; Jung, Yongmin; Chen, Haoshuo; Inan, Beril; Kuschnerov, Maxim; Fontaine, Nicolas K; Ryf, Roland; Spinnler, Bernhard; Lankl, Berthold
2015-02-01
We report the transmission of 163-Gb/s MDM-QPSK-OFDM and 245-Gb/s MDM-8QAM-OFDM transmission over 74 km of few-mode fiber supporting 12 spatial and polarization modes. A low-complexity maximum likelihood detector is employed to enhance the performance of a system impaired by mode-dependent loss. PMID:25680039
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.
A multinomial maximum likelihood program /MUNOML/. [in modeling sensory and decision phenomena
NASA Technical Reports Server (NTRS)
Curry, R. E.
1975-01-01
A multinomial maximum likelihood program (MUNOML) for signal detection and for behavior models is discussed. It is found to be useful in day to day operation since it provides maximum flexibility with minimum duplicated effort. It has excellent convergence qualities and rarely goes beyond 10 iterations. A library of subroutines is being collected for use with MUNOML, including subroutines for a successive categories model and for signal detectability models.
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 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
Evolutionary analysis of apolipoprotein E by Maximum Likelihood and complex network methods.
Benevides, Leandro de Jesus; Carvalho, Daniel Santana de; Andrade, Roberto Fernandes Silva; Bomfim, Gilberto Cafezeiro; Fernandes, Flora Maria de Campos
2016-07-14
Apolipoprotein E (apo E) is a human glycoprotein with 299 amino acids, and it is a major component of very low density lipoproteins (VLDL) and a group of high-density lipoproteins (HDL). Phylogenetic studies are important to clarify how various apo E proteins are related in groups of organisms and whether they evolved from a common ancestor. Here, we aimed at performing a phylogenetic study on apo E carrying organisms. We employed a classical and robust method, such as Maximum Likelihood (ML), and compared the results using a more recent approach based on complex networks. Thirty-two apo E amino acid sequences were downloaded from NCBI. A clear separation could be observed among three major groups: mammals, fish and amphibians. The results obtained from ML method, as well as from the constructed networks showed two different groups: one with mammals only (C1) and another with fish (C2), and a single node with the single sequence available for an amphibian. The accordance in results from the different methods shows that the complex networks approach is effective in phylogenetic studies. Furthermore, our results revealed the conservation of apo E among animal groups. PMID:27419397
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
Maximum-likelihood density modification using pattern recognition of structural motifs
Terwilliger, Thomas C.
2001-01-01
The likelihood-based approach to density modification [Terwilliger (2000 ▶), Acta Cryst. D56, 965–972] is extended to include the recognition of patterns of electron density. Once a region of electron density in a map is recognized as corresponding to a known structural element, the likelihood of the map is reformulated to include a term that reflects how closely the map agrees with the expected density for that structural element. This likelihood is combined with other aspects of the likelihood of the map, including the presence of a flat solvent region and the electron-density distribution in the protein region. This likelihood-based pattern-recognition approach was tested using the recognition of helical segments in a largely helical protein. The pattern-recognition method yields a substantial phase improvement over both conventional and likelihood-based solvent-flattening and histogram-matching methods. The method can potentially be used to recognize any common structural motif and incorporate prior knowledge about that motif into density modification. PMID:11717487
Integrating functional genomics data using maximum likelihood based simultaneous component analysis
van den Berg, Robert A; Van Mechelen, Iven; Wilderjans, Tom F; Van Deun, Katrijn; Kiers, Henk AL; Smilde, Age K
2009-01-01
data blocks could benefit from its ability to take different noise levels per data block into consideration and improve the recovery of the true patterns underlying the data. Moreover, the maximum likelihood based approach underlying MxLSCA-P could be extended to custom-made solutions to specific problems encountered. PMID:19835617
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.
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.
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
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
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
Rayleigh-maximum-likelihood filtering for speckle reduction of ultrasound images.
Aysal, Tuncer C; Barner, Kenneth E
2007-05-01
Speckle is a multiplicative noise that degrades ultrasound images. Recent advancements in ultrasound instrumentation and portable ultrasound devices necessitate the need for more robust despeckling techniques, for both routine clinical practice and teleconsultation. Methods previously proposed for speckle reduction suffer from two major limitations: 1) noise attenuation is not sufficient, especially in the smooth and background areas; 2) existing methods do not sufficiently preserve or enhance edges--they only inhibit smoothing near edges. In this paper, we propose a novel technique that is capable of reducing the speckle more effectively than previous methods and jointly enhancing the edge information, rather than just inhibiting smoothing. The proposed method utilizes the Rayleigh distribution to model the speckle and adopts the robust maximum-likelihood estimation approach. The resulting estimator is statistically analyzed through first and second moment derivations. A tuning parameter that naturally evolves in the estimation equation is analyzed, and an adaptive method utilizing the instantaneous coefficient of variation is proposed to adjust this parameter. To further tailor performance, a weighted version of the proposed estimator is introduced to exploit varying statistics of input samples. Finally, the proposed method is evaluated and compared to well-accepted methods through simulations utilizing synthetic and real ultrasound data. PMID:17518065
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.
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
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.
NASA Technical Reports Server (NTRS)
Papadopoulos, G. D.
1975-01-01
The output of a radio interferometer is the Fourier transform of the object under investigation. Due to the limited coverage of the Fourier plane, the reconstruction of the image of the source is blurred by the beam of the synthesized array. A maximum-likelihood processing technique is described which uses the statistical properties of the received noise-like signals. This technique has been used extensively in the processing of large-aperture seismic arrays. This inversion method results in a synthesized beam that is more uniform, has lower sidelobes, and higher resolution than the normal Fourier transform methods. The maximum-likelihood method algorithm was applied successfully to very long baseline and short baseline interferometric data.
Introducing robustness to maximum-likelihood refinement of electron-microsopy data
Scheres, Sjors H. W. Carazo, José-María
2009-07-01
An expectation-maximization algorithm for maximum-likelihood refinement of electron-microscopy data is presented that is based on finite mixtures of multivariate t-distributions. Compared with the conventionally employed Gaussian mixture model, the t-distribution provides robustness against outliers in the data. An expectation-maximization algorithm for maximum-likelihood refinement of electron-microscopy images is presented that is based on fitting mixtures of multivariate t-distributions. The novel algorithm has intrinsic characteristics for providing robustness against atypical observations in the data, which is illustrated using an experimental test set with artificially generated outliers. Tests on experimental data revealed only minor differences in two-dimensional classifications, while three-dimensional classification with the new algorithm gave stronger elongation factor G density in the corresponding class of a structurally heterogeneous ribosome data set than the conventional algorithm for Gaussian mixtures.
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 reconstruction in fully 3D PET via the SAGE algorithm
Ollinger, J.M.; Goggin, A.S.
1996-12-31
The SAGE and ordered subsets algorithms have been proposed as fast methods to compute penalized maximum likelihood estimates in PET. We have implemented both for use in fully 3D PET and completed a preliminary evaluation. The technique used to compute the transition matrix is fully described. The evaluation suggests that the ordered subsets algorithm converges much faster than SAGE, but that it stops short of the optimal solution.
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.
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.
PHYML Online—a web server for fast maximum likelihood-based phylogenetic inference
Guindon, Stéphane; Lethiec, Franck; Duroux, Patrice; Gascuel, Olivier
2005-01-01
PHYML Online is a web interface to PHYML, a software that implements a fast and accurate heuristic for estimating maximum likelihood phylogenies from DNA and protein sequences. This tool provides the user with a number of options, e.g. nonparametric bootstrap and estimation of various evolutionary parameters, in order to perform comprehensive phylogenetic analyses on large datasets in reasonable computing time. The server and its documentation are available at . PMID:15980534
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.
Wang, Changyuan; Zhang, Jing; Mu, Jing
2012-01-01
A new filter named the maximum likelihood-based iterated divided difference filter (MLIDDF) is developed to improve the low state estimation accuracy of nonlinear state estimation due to large initial estimation errors and nonlinearity of measurement equations. The MLIDDF algorithm is derivative-free and implemented only by calculating the functional evaluations. The MLIDDF algorithm involves the use of the iteration measurement update and the current measurement, and the iteration termination criterion based on maximum likelihood is introduced in the measurement update step, so the MLIDDF is guaranteed to produce a sequence estimate that moves up the maximum likelihood surface. In a simulation, its performance is compared against that of the unscented Kalman filter (UKF), divided difference filter (DDF), iterated unscented Kalman filter (IUKF) and iterated divided difference filter (IDDF) both using a traditional iteration strategy. Simulation results demonstrate that the accumulated mean-square root error for the MLIDDF algorithm in position is reduced by 63% compared to that of UKF and DDF algorithms, and by 7% compared to that of IUKF and IDDF algorithms. The new algorithm thus has better state estimation accuracy and a fast convergence rate. PMID:23012525
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.
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
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
A Survey of the Likelihood Approach to Bioequivalence Trials
Choi, Leena; Caffo, Brian; Rohde, Charles
2009-01-01
SUMMARY Bioequivalence trials are abbreviated clinical trials whereby a generic drug or new formulation is evaluated to determine if it is “equivalent” to a corresponding previously approved brand-name drug or formulation. In this manuscript, we survey the process of testing bioequivalence and advocate the likelihood paradigm for representing the resulting data as evidence. We emphasize the unique conflicts between hypothesis testing and confidence intervals in this area - which we believe are indicative of the existence of the systemic defects in the frequentist approach - that the likelihood paradigm avoids. We suggest the direct use of profile likelihoods for evaluating bioequivalence. We discuss how the likelihood approach is useful to present the evidence for both average and population bioequivalence within a unified framework. We also examine the main properties of profile likelihoods and estimated likelihoods under simulation. This simulation study shows that profile likelihoods offer a viable alternative to the (unknown) true likelihood for a range of parameters commensurate with bioequivalence research. PMID:18618422
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
NASA Technical Reports Server (NTRS)
Hoffbeck, Joseph P.; Landgrebe, David A.
1994-01-01
Many analysis algorithms for high-dimensional remote sensing data require that the remotely sensed radiance spectra be transformed to approximate reflectance to allow comparison with a library of laboratory reflectance spectra. In maximum likelihood classification, however, the remotely sensed spectra are compared to training samples, thus a transformation to reflectance may or may not be helpful. The effect of several radiance-to-reflectance transformations on maximum likelihood classification accuracy is investigated in this paper. We show that the empirical line approach, LOWTRAN7, flat-field correction, single spectrum method, and internal average reflectance are all non-singular affine transformations, and that non-singular affine transformations have no effect on discriminant analysis feature extraction and maximum likelihood classification accuracy. (An affine transformation is a linear transformation with an optional offset.) Since the Atmosphere Removal Program (ATREM) and the log residue method are not affine transformations, experiments with Airborne Visible/Infrared Imaging Spectrometer (AVIRIS) data were conducted to determine the effect of these transformations on maximum likelihood classification accuracy. The average classification accuracy of the data transformed by ATREM and the log residue method was slightly less than the accuracy of the original radiance data. Since the radiance-to-reflectance transformations allow direct comparison of remotely sensed spectra with laboratory reflectance spectra, they can be quite useful in labeling the training samples required by maximum likelihood classification, but these transformations have only a slight effect or no effect at all on discriminant analysis and maximum likelihood classification accuracy.
NASA Astrophysics Data System (ADS)
He, Jun; Zuo, Tian; Sun, Bo; Wu, Xuewen; Chen, Chao
2014-06-01
This paper is aiming at applying sparse representation based classification (SRC) on face recognition with disguise or illumination variation. Having analyzed the characteristics of general object recognition and the principle of the classifier of SRC method, authors focus on evaluating blocks of a probe sample and propose an optimized SRC method based on position-preserving weighted block and maximum likelihood model. Principle and implementation of the proposed method have been introduced in the article, and experiments on Yale and AR face database have been given too. From experimental results, it can be seen that the proposed optimized SRC method works well than existing methods.
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.
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.
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
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
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.
Schwartzkopf, Wade C; Bovik, Alan C; Evans, Brian L
2005-12-01
Traditional chromosome imaging has been limited to grayscale images, but recently a 5-fluorophore combinatorial labeling technique (M-FISH) was developed wherein each class of chromosomes binds with a different combination of fluorophores. This results in a multispectral image, where each class of chromosomes has distinct spectral components. In this paper, we develop new methods for automatic chromosome identification by exploiting the multispectral information in M-FISH chromosome images and by jointly performing chromosome segmentation and classification. We (1) develop a maximum-likelihood hypothesis test that uses multispectral information, together with conventional criteria, to select the best segmentation possibility; (2) use this likelihood function to combine chromosome segmentation and classification into a robust chromosome identification system; and (3) show that the proposed likelihood function can also be used as a reliable indicator of errors in segmentation, errors in classification, and chromosome anomalies, which can be indicators of radiation damage, cancer, and a wide variety of inherited diseases. We show that the proposed multispectral joint segmentation-classification method outperforms past grayscale segmentation methods when decomposing touching chromosomes. We also show that it outperforms past M-FISH classification techniques that do not use segmentation information. PMID:16350919
NASA Astrophysics Data System (ADS)
Perlovsky, Leonid I.; Webb, Virgil H.; Bradley, Scott R.; Hansen, Christopher A.
1998-07-01
An advanced detection and tracking system is being developed for the U.S. Navy's Relocatable Over-the-Horizon Radar (ROTHR) to provide improved tracking performance against small aircraft typically used in drug-smuggling activities. The development is based on the Maximum Likelihood Adaptive Neural System (MLANS), a model-based neural network that combines advantages of neural network and model-based algorithmic approaches. The objective of the MLANS tracker development effort is to address user requirements for increased detection and tracking capability in clutter and improved track position, heading, and speed accuracy. The MLANS tracker is expected to outperform other approaches to detection and tracking for the following reasons. It incorporates adaptive internal models of target return signals, target tracks and maneuvers, and clutter signals, which leads to concurrent clutter suppression, detection, and tracking (track-before-detect). It is not combinatorial and thus does not require any thresholding or peak picking and can track in low signal-to-noise conditions. It incorporates superresolution spectrum estimation techniques exceeding the performance of conventional maximum likelihood and maximum entropy methods. The unique spectrum estimation method is based on the Einsteinian interpretation of the ROTHR received energy spectrum as a probability density of signal frequency. The MLANS neural architecture and learning mechanism are founded on spectrum models and maximization of the "Einsteinian" likelihood, allowing knowledge of the physical behavior of both targets and clutter to be injected into the tracker algorithms. The paper describes the addressed requirements and expected improvements, theoretical foundations, engineering methodology, and results of the development effort to date.
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.
Holmes, T J; Liu, Y H
1989-11-15
A maximum likelihood based iterative algorithm adapted from nuclear medicine imaging for noncoherent optical imaging was presented in a previous publication with some initial computer-simulation testing. This algorithm is identical in form to that previously derived in a different way by W. H. Richardson "Bayesian-Based Iterative Method of Image Restoration," J. Opt. Soc. Am. 62, 55-59 (1972) and L. B. Lucy "An Iterative Technique for the Rectification of Observed Distributions," Astron. J. 79, 745-765 (1974). Foreseen applications include superresolution and 3-D fluorescence microscopy. This paper presents further simulation testing of this algorithm and a preliminary experiment with a defocused camera. The simulations show quantified resolution improvement as a function of iteration number, and they show qualitatively the trend in limitations on restored resolution when noise is present in the data. Also shown are results of a simulation in restoring missing-cone information for 3-D imaging. Conclusions are in support of the feasibility of using these methods with real systems, while computational cost and timing estimates indicate that it should be realistic to implement these methods. Itis suggested in the Appendix that future extensions to the maximum likelihood based derivation of this algorithm will address some of the limitations that are experienced with the nonextended form of the algorithm presented here. PMID:20555971
Washeleski, Robert L; Meyer, Edmond J; King, Lyon B
2013-10-01
Laser Thomson scattering (LTS) is an established plasma diagnostic technique that has seen recent application to low density plasmas. It is difficult to perform LTS measurements when the scattered signal is weak as a result of low electron number density, poor optical access to the plasma, or both. Photon counting methods are often implemented in order to perform measurements in these low signal conditions. However, photon counting measurements performed with photo-multiplier tubes are time consuming and multi-photon arrivals are incorrectly recorded. In order to overcome these shortcomings a new data analysis method based on maximum likelihood estimation was developed. The key feature of this new data processing method is the inclusion of non-arrival events in determining the scattered Thomson signal. Maximum likelihood estimation and its application to Thomson scattering at low signal levels is presented and application of the new processing method to LTS measurements performed in the plume of a 2-kW Hall-effect thruster is discussed. PMID:24182157
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.
NASA Astrophysics Data System (ADS)
Washeleski, Robert L.; Meyer, Edmond J.; King, Lyon B.
2013-10-01
Laser Thomson scattering (LTS) is an established plasma diagnostic technique that has seen recent application to low density plasmas. It is difficult to perform LTS measurements when the scattered signal is weak as a result of low electron number density, poor optical access to the plasma, or both. Photon counting methods are often implemented in order to perform measurements in these low signal conditions. However, photon counting measurements performed with photo-multiplier tubes are time consuming and multi-photon arrivals are incorrectly recorded. In order to overcome these shortcomings a new data analysis method based on maximum likelihood estimation was developed. The key feature of this new data processing method is the inclusion of non-arrival events in determining the scattered Thomson signal. Maximum likelihood estimation and its application to Thomson scattering at low signal levels is presented and application of the new processing method to LTS measurements performed in the plume of a 2-kW Hall-effect thruster is discussed.
Schminkey, Donna L; von Oertzen, Timo; Bullock, Linda
2016-08-01
With increasing access to population-based data and electronic health records for secondary analysis, missing data are common. In the social and behavioral sciences, missing data frequently are handled with multiple imputation methods or full information maximum likelihood (FIML) techniques, but healthcare researchers have not embraced these methodologies to the same extent and more often use either traditional imputation techniques or complete case analysis, which can compromise power and introduce unintended bias. This article is a review of options for handling missing data, concluding with a case study demonstrating the utility of multilevel structural equation modeling using full information maximum likelihood (MSEM with FIML) to handle large amounts of missing data. MSEM with FIML is a parsimonious and hypothesis-driven strategy to cope with large amounts of missing data without compromising power or introducing bias. This technique is relevant for nurse researchers faced with ever-increasing amounts of electronic data and decreasing research budgets. © 2016 Wiley Periodicals, Inc. PMID:27176912
Washeleski, Robert L.; Meyer, Edmond J. IV; King, Lyon B.
2013-10-15
Laser Thomson scattering (LTS) is an established plasma diagnostic technique that has seen recent application to low density plasmas. It is difficult to perform LTS measurements when the scattered signal is weak as a result of low electron number density, poor optical access to the plasma, or both. Photon counting methods are often implemented in order to perform measurements in these low signal conditions. However, photon counting measurements performed with photo-multiplier tubes are time consuming and multi-photon arrivals are incorrectly recorded. In order to overcome these shortcomings a new data analysis method based on maximum likelihood estimation was developed. The key feature of this new data processing method is the inclusion of non-arrival events in determining the scattered Thomson signal. Maximum likelihood estimation and its application to Thomson scattering at low signal levels is presented and application of the new processing method to LTS measurements performed in the plume of a 2-kW Hall-effect thruster is discussed.
Inertial Sensor Arrays, Maximum Likelihood, and Cramér–Rao Bound
NASA Astrophysics Data System (ADS)
Skog, Isaac; Nilsson, John-Olof; Handel, Peter; Nehorai, Arye
2016-08-01
A maximum likelihood estimator for fusing the measurements in an inertial sensor array is presented. The maximum likelihood estimator is concentrated and an iterative solution method is presented for the resulting low-dimensional optimization problem. The Cram\\'er-Rao bound for the corresponding measurement fusion problem is derived and used to assess the performance of the proposed method, as well as to analyze how the geometry of the array and sensor errors affect the accuracy of the measurement fusion. The angular velocity information gained from the accelerometers in the array is shown to be proportional to the square of the array dimension and to the square of the angular speed. In our simulations the proposed fusion method attains the Cram\\'er-Rao bound and outperforms the current state-of-the-art method for measurement fusion in accelerometer arrays. Further, in contrast to the state-of-the-art method that requires a 3D array to work, the proposed method also works for 2D arrays. The theoretical findings are compared to results from real-world experiments with an in-house developed array that consists of 192 sensing elements.
Maximum-likelihood methods for array processing based on time-frequency distributions
NASA Astrophysics Data System (ADS)
Zhang, Yimin; Mu, Weifeng; Amin, Moeness G.
1999-11-01
This paper proposes a novel time-frequency maximum likelihood (t-f ML) method for direction-of-arrival (DOA) estimation for non- stationary signals, and compares this method with conventional maximum likelihood DOA estimation techniques. Time-frequency distributions localize the signal power in the time-frequency domain, and as such enhance the effective SNR, leading to improved DOA estimation. The localization of signals with different t-f signatures permits the division of the time-frequency domain into smaller regions, each contains fewer signals than those incident on the array. The reduction of the number of signals within different time-frequency regions not only reduces the required number of sensors, but also decreases the computational load in multi- dimensional optimizations. Compared to the recently proposed time- frequency MUSIC (t-f MUSIC), the proposed t-f ML method can be applied in coherent environments, without the need to perform any type of preprocessing that is subject to both array geometry and array aperture.
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.
New method to compute Rcomplete enables maximum likelihood refinement for small datasets
Luebben, Jens; Gruene, Tim
2015-01-01
The crystallographic reliability index Rcomplete is based on a method proposed more than two decades ago. Because its calculation is computationally expensive its use did not spread into the crystallographic community in favor of the cross-validation method known as Rfree. The importance of Rfree has grown beyond a pure validation tool. However, its application requires a sufficiently large dataset. In this work we assess the reliability of Rcomplete and we compare it with k-fold cross-validation, bootstrapping, and jackknifing. As opposed to proper cross-validation as realized with Rfree, Rcomplete relies on a method of reducing bias from the structural model. We compare two different methods reducing model bias and question the widely spread notion that random parameter shifts are required for this purpose. We show that Rcomplete has as little statistical bias as Rfree with the benefit of a much smaller variance. Because the calculation of Rcomplete is based on the entire dataset instead of a small subset, it allows the estimation of maximum likelihood parameters even for small datasets. Rcomplete enables maximum likelihood-based refinement to be extended to virtually all areas of crystallographic structure determination including high-pressure studies, neutron diffraction studies, and datasets from free electron lasers. PMID:26150515
Automated Maximum Likelihood Separation of Signal from Baseline in Noisy Quantal Data
Bruno, William J.; Ullah, Ghanim; Daniel Mak, Don-On; Pearson, John E.
2013-01-01
Data recordings often include high-frequency noise and baseline fluctuations that are not generated by the system under investigation, which need to be removed before analyzing the signal for the system’s behavior. In the absence of an automated method, experimentalists fall back on manual procedures for removing these fluctuations, which can be laborious and prone to subjective bias. We introduce a maximum likelihood formalism for separating signal from a drifting baseline plus noise, when the signal takes on integer multiples of some value, as in ion channel patch-clamp current traces. Parameters such as the quantal step size (e.g., current passing through a single channel), noise amplitude, and baseline drift rate can all be optimized automatically using the expectation-maximization algorithm, taking the number of open channels (or molecules in the on-state) at each time point as a hidden variable. Our goal here is to reconstruct the signal, not model the (possibly highly complex) underlying system dynamics. Thus, our likelihood function is independent of those dynamics. This may be thought of as restricting to the simplest possible hidden Markov model for the underlying channel current, in which successive measurements of the state of the channel(s) are independent. The resulting method is comparable to an experienced human in terms of results, but much faster. FORTRAN 90, C, R, and JAVA codes that implement the algorithm are available for download from our website. PMID:23823225
Automated maximum likelihood separation of signal from baseline in noisy quantal data.
Bruno, William J; Ullah, Ghanim; Mak, Don-On Daniel; Pearson, John E
2013-07-01
Data recordings often include high-frequency noise and baseline fluctuations that are not generated by the system under investigation, which need to be removed before analyzing the signal for the system's behavior. In the absence of an automated method, experimentalists fall back on manual procedures for removing these fluctuations, which can be laborious and prone to subjective bias. We introduce a maximum likelihood formalism for separating signal from a drifting baseline plus noise, when the signal takes on integer multiples of some value, as in ion channel patch-clamp current traces. Parameters such as the quantal step size (e.g., current passing through a single channel), noise amplitude, and baseline drift rate can all be optimized automatically using the expectation-maximization algorithm, taking the number of open channels (or molecules in the on-state) at each time point as a hidden variable. Our goal here is to reconstruct the signal, not model the (possibly highly complex) underlying system dynamics. Thus, our likelihood function is independent of those dynamics. This may be thought of as restricting to the simplest possible hidden Markov model for the underlying channel current, in which successive measurements of the state of the channel(s) are independent. The resulting method is comparable to an experienced human in terms of results, but much faster. FORTRAN 90, C, R, and JAVA codes that implement the algorithm are available for download from our website. PMID:23823225
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.
A dual formulation of a penalized maximum likelihood x-ray CT reconstruction problem
NASA Astrophysics Data System (ADS)
Xu, Jingyan; Taguchi, Katsuyuki; Gullberg, Grant T.; Tsui, Benjamin M. W.
2009-02-01
This work studies the dual formulation of a penalized maximum likelihood reconstruction problem in x-ray CT. The primal objective function is a Poisson log-likelihood combined with a weighted cross-entropy penalty term. The dual formulation of the primal optimization problem is then derived and the optimization procedure outlined. The dual formulation better exploits the structure of the problem, which translates to faster convergence of iterative reconstruction algorithms. A gradient descent algorithm is implemented for solving the dual problem and its performance is compared with the filtered back-projection algorithm, and with the primal formulation optimized by using surrogate functions. The 3D XCAT phantom and an analytical x-ray CT simulator are used to generate noise-free and noisy CT projection data set with monochromatic and polychromatic x-ray spectrums. The reconstructed images from the dual formulation delineate the internal structures at early iterations better than the primal formulation using surrogate functions. However the body contour is slower to converge in the dual than in the primal formulation. The dual formulation demonstrate better noise-resolution tradeoff near the internal organs than the primal formulation. Since the surrogate functions in general can provide a diagonal approximation of the Hessian matrix of the objective function, further convergence speed up may be achieved by deriving the surrogate function of the dual objective function.
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 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
W-IQ-TREE: a fast online phylogenetic tool for maximum likelihood analysis.
Trifinopoulos, Jana; Nguyen, Lam-Tung; von Haeseler, Arndt; Minh, Bui Quang
2016-07-01
This article presents W-IQ-TREE, an intuitive and user-friendly web interface and server for IQ-TREE, an efficient phylogenetic software for maximum likelihood analysis. W-IQ-TREE supports multiple sequence types (DNA, protein, codon, binary and morphology) in common alignment formats and a wide range of evolutionary models including mixture and partition models. W-IQ-TREE performs fast model selection, partition scheme finding, efficient tree reconstruction, ultrafast bootstrapping, branch tests, and tree topology tests. All computations are conducted on a dedicated computer cluster and the users receive the results via URL or email. W-IQ-TREE is available at http://iqtree.cibiv.univie.ac.at It is free and open to all users and there is no login requirement. PMID:27084950
Li, Xinya; Deng, Z. Daniel; USA, Richland Washington; Sun, Yannan; USA, Richland Washington; Martinez, Jayson J.; USA, Richland Washington; Fu, Tao; USA, Richland Washington; McMichael, Geoffrey A.; et al
2014-11-27
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developedmore » using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.« less
Li, Xinya; Deng, Z. Daniel; USA, Richland Washington; Sun, Yannan; USA, Richland Washington; Martinez, Jayson J.; USA, Richland Washington; Fu, Tao; USA, Richland Washington; McMichael, Geoffrey A.; USA, Richland Washington; Carlson, Thomas J.; USA, Richland Washington
2014-11-27
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
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.
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.
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.
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
Determination of instrumentation errors from measured data using maximum likelihood method
NASA Technical Reports Server (NTRS)
Keskar, D. A.; Klein, V.
1980-01-01
The maximum likelihood method is used for estimation of unknown initial conditions, constant bias and scale factor errors in measured flight data. The model for the system to be identified consists of the airplane six-degree-of-freedom kinematic equations, and the output equations specifying the measured variables. The estimation problem is formulated in a general way and then, for practical use, simplified by ignoring the effect of process noise. The algorithm developed is first applied to computer generated data having different levels of process noise for the demonstration of the robustness of the method. Then the real flight data are analyzed and the results compared with those obtained by the extended Kalman filter algorithm.
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.
NASA Technical Reports Server (NTRS)
Yan, Tsun-Yee
1992-01-01
This paper describes an extended-source spatial acquisition process based on the maximum likelihood criterion for interplanetary optical communications. The objective is to use the sun-lit Earth image as a receiver beacon and point the transmitter laser to the Earth-based receiver to establish a communication path. The process assumes the existence of a reference image. The uncertainties between the reference image and the received image are modeled as additive white Gaussian disturbances. It has been shown that the optimal spatial acquisition requires solving two nonlinear equations to estimate the coordinates of the transceiver from the received camera image in the transformed domain. The optimal solution can be obtained iteratively by solving two linear equations. Numerical results using a sample sun-lit Earth as a reference image demonstrate that sub-pixel resolutions can be achieved in a high disturbance environment. Spatial resolution is quantified by Cramer-Rao lower bounds.
Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.
2014-01-01
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature. PMID:25427517
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.
A New Maximum-likelihood Technique for Reconstructing Cosmic-Ray Anisotropy at All Angular Scales
NASA Astrophysics Data System (ADS)
Ahlers, M.; BenZvi, S. Y.; Desiati, P.; Díaz–Vélez, J. C.; Fiorino, D. W.; Westerhoff, S.
2016-05-01
The arrival directions of TeV–PeV cosmic rays show weak but significant anisotropies with relative intensities at the level of one per mille. Due to the smallness of the anisotropies, quantitative studies require careful disentanglement of detector effects from the observation. We discuss an iterative maximum-likelihood reconstruction that simultaneously fits cosmic-ray anisotropies and detector acceptance. The method does not rely on detector simulations and provides an optimal anisotropy reconstruction for ground-based cosmic-ray observatories located in the middle latitudes. It is particularly well suited to the recovery of the dipole anisotropy, which is a crucial observable for the study of cosmic-ray diffusion in our Galaxy. We also provide general analysis methods for recovering large- and small-scale anisotropies that take into account systematic effects of the observation by ground-based detectors.
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.
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
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.
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
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.
Li, Xinya; Deng, Z Daniel; Sun, Yannan; Martinez, Jayson J; Fu, Tao; McMichael, Geoffrey A; Carlson, Thomas J
2014-01-01
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature. PMID:25427517
NASA Astrophysics Data System (ADS)
Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.
2014-11-01
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
A maximum likelihood analysis of the CoGeNT public dataset
NASA Astrophysics Data System (ADS)
Kelso, Chris
2016-06-01
The CoGeNT detector, located in the Soudan Underground Laboratory in Northern Minnesota, consists of a 475 grams (fiducial mass of 330 grams) target mass of p-type point contact germanium detector that measures the ionization charge created by nuclear recoils. This detector has searched for recoils created by dark matter since December of 2009. We analyze the public dataset from the CoGeNT experiment to search for evidence of dark matter interactions with the detector. We perform an unbinned maximum likelihood fit to the data and compare the significance of different WIMP hypotheses relative to each other and the null hypothesis of no WIMP interactions. This work presents the current status of the analysis.
Su Peng; Burge, James H.; Parks, Robert E.
2010-01-01
Interferometers accurately measure the difference between two wavefronts, one from a reference surface and the other from an unknown surface. If the reference surface is near perfect or is accurately known from some other test, then the shape of the unknown surface can be determined. We investigate the case where neither the reference surface nor the surface under test is well known. By making multiple shear measurements where both surfaces are translated and/or rotated, we obtain sufficient information to reconstruct the figure of both surfaces with a maximum likelihood reconstruction method. The method is demonstrated for the measurement of a 1.6 m flat mirror to 2 nm rms, using a smaller reference mirror that had significant figure error.
Maximum Likelihood Bayesian Averaging of Spatial Variability Models in Unsaturated Fractured Tuff
Ye, Ming; Neuman, Shlomo P.; Meyer, Philip D.
2004-05-25
Hydrologic analyses typically rely on a single conceptual-mathematical model. Yet hydrologic environments are open and complex, rendering them prone to multiple interpretations and mathematical descriptions. Adopting only one of these may lead to statistical bias and underestimation of uncertainty. Bayesian Model Averaging (BMA) provides an optimal way to combine the predictions of several competing models and to assess their joint predictive uncertainty. However, it tends to be computationally demanding and relies heavily on prior information about model parameters. We apply a maximum likelihood (ML) version of BMA (MLBMA) to seven alternative variogram models of log air permeability data from single-hole pneumatic injection tests in six boreholes at the Apache Leap Research Site (ALRS) in central Arizona. Unbiased ML estimates of variogram and drift parameters are obtained using Adjoint State Maximum Likelihood Cross Validation in conjunction with Universal Kriging and Generalized L east Squares. Standard information criteria provide an ambiguous ranking of the models, which does not justify selecting one of them and discarding all others as is commonly done in practice. Instead, we eliminate some of the models based on their negligibly small posterior probabilities and use the rest to project the measured log permeabilities by kriging onto a rock volume containing the six boreholes. We then average these four projections, and associated kriging variances, using the posterior probability of each model as weight. Finally, we cross-validate the results by eliminating from consideration all data from one borehole at a time, repeating the above process, and comparing the predictive capability of MLBMA with that of each individual model. We find that MLBMA is superior to any individual geostatistical model of log permeability among those we consider at the ALRS.
NASA Astrophysics Data System (ADS)
Rafieei Nasab, A.; Seo, D.; LEE, H.; Kim, S.
2012-12-01
Various data assimilation (DA) methods have been used and are being explored for use in operational streamflow forecasting. For ensemble forecasting, Ensemble Kalman filter (EnKF) is an appealing candidate for familiarity and relative simplicity. EnKF, however, is optimal only if the observation equation is linear. As such, without an iterative approach, EnKF may not be appropriate for assimilating streamflow data into soil moisture accounting models. Maximum likelihood ensemble filter (MLEF), on the other hand, is not subject to the above limitation. Also, as an ensemble extension of variational assimilation (VAR), MLEF offers a strong connection with the traditional single-valued forecast process through the control, or the maximum likelihood, solution. In this work, we apply MLEF to the Sacramento (SAC) soil moisture accounting model and unit hydrograph (UH) for assimilation of streamflow, precipitation and potential evaporation (PE) data. A comparison between VAR and the control run of MLEF is made to verify the performance of MLEF, including that of the gradient approximation which does not require adjoint code. Sensitivity analysis is then performed to assess the performance of MLEF with respect to the ensemble size, the number of streamflow observations assimilated in each cycle, the statistical parameters for observation errors in streamflow, precipitation and PE, and for model error associated with the runoff from SAC. We also identify the science issues and challenges toward operationalization.
Wobbling and LSF-based maximum likelihood expectation maximization reconstruction for wobbling PET
NASA Astrophysics Data System (ADS)
Kim, Hang-Keun; Son, Young-Don; Kwon, Dae-Hyuk; Joo, Yohan; Cho, Zang-Hee
2016-04-01
Positron emission tomography (PET) is a widely used imaging modality; however, the PET spatial resolution is not yet satisfactory for precise anatomical localization of molecular activities. Detector size is the most important factor because it determines the intrinsic resolution, which is approximately half of the detector size and determines the ultimate PET resolution. Detector size, however, cannot be made too small because both the decreased detection efficiency and the increased septal penetration effect degrade the image quality. A wobbling and line spread function (LSF)-based maximum likelihood expectation maximization (WL-MLEM) algorithm, which combined the MLEM iterative reconstruction algorithm with wobbled sampling and LSF-based deconvolution using the system matrix, was proposed for improving the spatial resolution of PET without reducing the scintillator or detector size. The new algorithm was evaluated using a simulation, and its performance was compared with that of the existing algorithms, such as conventional MLEM and LSF-based MLEM. Simulations demonstrated that the WL-MLEM algorithm yielded higher spatial resolution and image quality than the existing algorithms. The WL-MLEM algorithm with wobbling PET yielded substantially improved resolution compared with conventional algorithms with stationary PET. The algorithm can be easily extended to other iterative reconstruction algorithms, such as maximum a priori (MAP) and ordered subset expectation maximization (OSEM). The WL-MLEM algorithm with wobbling PET may offer improvements in both sensitivity and resolution, the two most sought-after features in PET design.
Hebert, T; Leahy, R; Singh, M
1990-07-01
A three-dimensional maximum-likelihood reconstruction method is presented for a prototype electronically collimated single-photon-emission system. The electronically collimated system uses a gamma camera fronted by an array of germanium detectors to detect gamma-ray emissions from a distributed radioisotope source. In this paper we demonstrate that optimal iterative three-dimensional reconstruction approaches can be feasibly applied to emission imaging systems that have highly complex spatial sampling patterns and that generate extremely large numbers of data values. A probabilistic factorization of the system matrix that reduces the computation by several orders of magnitude is derived. We demonstrate a dramatic increase in the convergence speed of the expectation maximization algorithm by sequentially iterating over particular subsets of the data. This result is also applicable to other emission imaging systems. PMID:2370591
Likelihood approach for evaluating bioequivalence of highly variable drugs
Du, Liping; Choi, Leena
2015-01-01
Bioequivalence (BE) is required for approving a generic drug. The Two-One-Sided-Test (TOST, or the 90% confidence interval approach) has been used as the mainstream methodology to test average BE (ABE) on pharmacokinetic parameters such as the area under the blood concentration-time curve and the peak concentration. However, for highly variable drugs (%CV > 30%), it is difficult to demonstrate ABE in a standard cross-over study with the typical number of subjects using the TOST due to lack of power. Recently, the US Food and Drug Administration and the European Medicines Agency recommended similar but not identical reference scaled average bioequivalence (RSABE) approaches to address this issue. Although the power is improved, the new approaches may not guarantee a high level of confidence for the true difference between two drugs at the ABE boundaries. It is also difficult for these approaches to address the issues of population BE (PBE) and individual BE (IBE). We advocate the use of a likelihood approach for representing and interpreting BE data as evidence. Using example data from a full replicate 2 × 4 cross-over study, we demonstrate how to present evidence using the profile likelihoods for the mean difference and standard deviation ratios of the two drugs for the pharmacokinetic parameters. With this approach, we present evidence for PBE and IBE as well as ABE within a unified framework. Our simulations show that the operating characteristics of the proposed likelihood approach are comparable with the RSABE approaches when the same criteria are applied. PMID:25408492
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.
NASA Astrophysics Data System (ADS)
Lanteri, Henri; Roche, Muriel; Cuevas, Olga; Aime, Claude
1999-12-01
We propose regularized versions of Maximum Likelihood algorithms for Poisson process with non-negativity constraint. For such process, the best-known (non- regularized) algorithm is that of Richardson-Lucy, extensively used for astronomical applications. Regularization is necessary to prevent an amplification of the noise during the iterative reconstruction; this can be done either by limiting the iteration number or by introducing a penalty term. In this Communication, we focus our attention on the explicit regularization using Tikhonov (Identity and Laplacian operator) or entropy terms (Kullback-Leibler and Csiszar divergences). The algorithms are established from the Kuhn-Tucker first order optimality conditions for the minimization of the Lagrange function and from the method of successive substitutions. The algorithms may be written in a `product form'. Numerical illustrations are given for simulated images corrupted by photon noise. The effects of the regularization are shown in the Fourier plane. The tests we have made indicate that a noticeable improvement of the results may be obtained for some of these explicitly regularized algorithms. We also show that a comparison with a Wiener filter can give the optimal regularizing conditions (operator and strength).
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
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.
A maximum-likelihood search for neutrino point sources with the AMANDA-II detector
NASA Astrophysics Data System (ADS)
Braun, James R.
Neutrino astronomy offers a new window to study the high energy universe. The AMANDA-II detector records neutrino-induced muon events in the ice sheet beneath the geographic South Pole, and has accumulated 3.8 years of livetime from 2000 - 2006. After reconstructing muon tracks and applying selection criteria, we arrive at a sample of 6595 events originating from the Northern Sky, predominantly atmospheric neutrinos with primary energy 100 GeV to 8 TeV. We search these events for evidence of astrophysical neutrino point sources using a maximum-likelihood method. No excess above the atmospheric neutrino background is found, and we set upper limits on neutrino fluxes. Finally, a well-known potential dark matter signature is emission of high energy neutrinos from annihilation of WIMPs gravitationally bound to the Sun. We search for high energy neutrinos from the Sun and find no excess. Our limits on WIMP-nucleon cross section set new constraints on MSSM parameter space.
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.
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
Carson, R.E.; Yan, Y.; Chodkowski, B.; Yap, T.K.; Daube-Witherspoon, M.E. )
1994-09-01
The imaging characteristics of maximum likelihood (ML) reconstruction using the EM algorithm for emission tomography have been extensively evaluated. There has been less study of the precision and accuracy of ML estimates of regional radioactivity concentration. The authors developed a realistic brain slice simulation by segmenting a normal subject's MRI scan into gray matter, white matter, and CSF and produced PET sinogram data with a model that included detector resolution and efficiencies, attenuation, scatter, and randoms. Noisy realizations at different count levels were created, and ML and filtered backprojection (FBP) reconstructions were performed. The bias and variability of ROI values were determined. In addition, the effects of ML pixel size, image smoothing and region size reduction were assessed. ML estimates at 1,000 iterations (0.6 sec per iteration on a parallel computer) for 1-cm[sup 2] gray matter ROIs showed negative biases of 6% [+-] 2% which can be reduced to 0% [+-] 3% by removing the outer 1-mm rim of each ROI. FBP applied to the full-size ROIs had 15% [+-] 4% negative bias with 50% less noise than ML. Shrinking the FBP regions provided partial bias compensation with noise increases to levels similar to ML. Smoothing of ML images produced biases comparable to FBP with slightly less noise. Because of its heavy computational requirements, the ML algorithm will be most useful for applications in which achieving minimum bias is important.
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 Technical Reports Server (NTRS)
Molusis, J. A.
1982-01-01
An on line technique is presented for the identification of rotor blade modal damping and frequency from rotorcraft random response test data. The identification technique is based upon a recursive maximum likelihood (RML) algorithm, which is demonstrated to have excellent convergence characteristics in the presence of random measurement noise and random excitation. The RML technique requires virtually no user interaction, provides accurate confidence bands on the parameter estimates, and can be used for continuous monitoring of modal damping during wind tunnel or flight testing. Results are presented from simulation random response data which quantify the identified parameter convergence behavior for various levels of random excitation. The data length required for acceptable parameter accuracy is shown to depend upon the amplitude of random response and the modal damping level. Random response amplitudes of 1.25 degrees to .05 degrees are investigated. The RML technique is applied to hingeless rotor test data. The inplane lag regressing mode is identified at different rotor speeds. The identification from the test data is compared with the simulation results and with other available estimates of frequency and damping.
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.
Extended maximum likelihood halo-independent analysis of dark matter direct detection data
Gelmini, Graciela B.; Georgescu, Andreea; Gondolo, Paolo; Huh, Ji-Haeng
2015-11-24
We extend and correct a recently proposed maximum-likelihood halo-independent method to analyze unbinned direct dark matter detection data. Instead of the recoil energy as independent variable we use the minimum speed a dark matter particle must have to impart a given recoil energy to a nucleus. This has the advantage of allowing us to apply the method to any type of target composition and interaction, e.g. with general momentum and velocity dependence, and with elastic or inelastic scattering. We prove the method and provide a rigorous statistical interpretation of the results. As first applications, we find that for dark matter particles with elastic spin-independent interactions and neutron to proton coupling ratio f{sub n}/f{sub p}=−0.7, the WIMP interpretation of the signal observed by CDMS-II-Si is compatible with the constraints imposed by all other experiments with null results. We also find a similar compatibility for exothermic inelastic spin-independent interactions with f{sub n}/f{sub p}=−0.8.
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.
NASA Astrophysics Data System (ADS)
Tiwari, Laxmi Kant; Sinha, Satish K.; Saran, Sameer; Tolpekin, Valentyn A.; Raju, Penumetcha L. N.
2016-01-01
Maximum likelihood classifier (MLC) and support vector machines (SVMs) are commonly used supervised classification methods in remote sensing applications. MLC is a parametric method, whereas SVM is a nonparametric method. In an environmental application, a hybrid scheme is designed to identify forest encroachment (FE) pockets by classifying medium-resolution remote sensing images with SVM, incorporating knowledge-base and GPS readings in the geographical information system. The classification scheme has enabled us to identify small scattered noncontiguous FE pockets supported by ground truthing. On Baratang Island, the detected FE area from the classified thematic map for the year 2003 was ˜202 ha, and for the year 2013, the encroachment was ˜206 ha. While some of the older FE pockets were vacated, new FE pockets appeared in the area. Furthermore, comparisons of different classification results in terms of Z-statistics indicate that linear SVM is superior to MLC, whereas linear and nonlinear SVM are not significantly different. Accuracy assessment shows that SVM-based classification results have higher accuracy than MLC-based results. Statistical accuracy in terms of kappa values achieved for the linear SVM-classified thematic maps for the years 2003 and 2013 is 0.98 and 1.0, respectively.
Zhang Le; Timbie, Peter; Karakci, Ata; Korotkov, Andrei; Tucker, Gregory S.; Sutter, Paul M.; Wandelt, Benjamin D.; Bunn, Emory F.
2013-06-01
We investigate the impact of instrumental systematic errors in interferometric measurements of the cosmic microwave background (CMB) temperature and polarization power spectra. We simulate interferometric CMB observations to generate mock visibilities and estimate power spectra using the statistically optimal maximum likelihood technique. We define a quadratic error measure to determine allowable levels of systematic error that does not induce power spectrum errors beyond a given tolerance. As an example, in this study we focus on differential pointing errors. The effects of other systematics can be simulated by this pipeline in a straightforward manner. We find that, in order to accurately recover the underlying B-modes for r = 0.01 at 28 < l < 384, Gaussian-distributed pointing errors must be controlled to 0. Degree-Sign 7 root mean square for an interferometer with an antenna configuration similar to QUBIC, in agreement with analytical estimates. Only the statistical uncertainty for 28 < l < 88 would be changed at {approx}10% level. With the same instrumental configuration, we find that the pointing errors would slightly bias the 2{sigma} upper limit of the tensor-to-scalar ratio r by {approx}10%. We also show that the impact of pointing errors on the TB and EB measurements is negligibly small.
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
NASA Astrophysics Data System (ADS)
McNicholl, Patrick J.; Crabtree, Peter N.
2014-09-01
Applications of stellar occultation by solar system objects have a long history for determining universal time, detecting binary stars, and providing estimates of sizes of asteroids and minor planets. More recently, extension of this last application has been proposed as a technique to provide information (if not complete shadow images) of geosynchronous satellites. Diffraction has long been recognized as a source of distortion for such occultation measurements, and models subsequently developed to compensate for this degradation. Typically these models employ a knife-edge assumption for the obscuring body. In this preliminary study, we report on the fundamental limitations of knife-edge position estimates due to shot noise in an otherwise idealized measurement. In particular, we address the statistical bounds, both Cramér- Rao and Hammersley-Chapman-Robbins, on the uncertainty in the knife-edge position measurement, as well as the performance of the maximum-likelihood estimator. Results are presented as a function of both stellar magnitude and sensor passband; the limiting case of infinite resolving power is also explored.
Extended maximum likelihood halo-independent analysis of dark matter direct detection data
NASA Astrophysics Data System (ADS)
Gelmini, Graciela B.; Georgescu, Andreea; Gondolo, Paolo; Huh, Ji-Haeng
2015-11-01
We extend and correct a recently proposed maximum-likelihood halo-independent method to analyze unbinned direct dark matter detection data. Instead of the recoil energy as independent variable we use the minimum speed a dark matter particle must have to impart a given recoil energy to a nucleus. This has the advantage of allowing us to apply the method to any type of target composition and interaction, e.g. with general momentum and velocity dependence, and with elastic or inelastic scattering. We prove the method and provide a rigorous statistical interpretation of the results. As first applications, we find that for dark matter particles with elastic spin-independent interactions and neutron to proton coupling ratio fn/fp=-0.7, the WIMP interpretation of the signal observed by CDMS-II-Si is compatible with the constraints imposed by all other experiments with null results. We also find a similar compatibility for exothermic inelastic spin-independent interactions with fn/fp=-0.8.
Decision Feedback Partial Response Maximum Likelihood for Super-Resolution Media
NASA Astrophysics Data System (ADS)
Kasahara, Ryosuke; Ogata, Tetsuya; Kawasaki, Toshiyuki; Miura, Hiroshi; Yokoi, Kenya
2007-06-01
A decision feedback partial response maximum likelihood (PRML) for super-resolution media was developed. Decision feedback is used to compensate for nonlinear distortion in the readout signals of super-resolution media, making it possible to compensate for long-bit nonlinear distortion in small circuits. An field programmable gate array (FPGA) was fabricated with a decision feedback PRML, and a real-time bit error rate (bER) measuring system was developed. As a result, a bER of 4× 10-5 was achieved with an actual readout signal at the double density of a Blu-ray disc converted to the optical properties of the experimental setup using a red-laser system. Also, a bER of 1.5× 10-5 was achieved at double the density of an a high definition digital versatile disc read-only memory (HD DVD-ROM), and the radial and tangential tilt margins were measured in a blue-laser system.
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
NASA Technical Reports Server (NTRS)
Stepner, D. E.; Mehra, R. K.
1973-01-01
A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.
Penalized maximum-likelihood sinogram restoration for dual focal spot computed tomography.
Forthmann, P; Köhler, T; Begemann, P G C; Defrise, M
2007-08-01
Due to various system non-idealities, the raw data generated by a computed tomography (CT) machine are not readily usable for reconstruction. Although the deterministic nature of corruption effects such as crosstalk and afterglow permits correction by deconvolution, there is a drawback because deconvolution usually amplifies noise. Methods that perform raw data correction combined with noise suppression are commonly termed sinogram restoration methods. The need for sinogram restoration arises, for example, when photon counts are low and non-statistical reconstruction algorithms such as filtered backprojection are used. Many modern CT machines offer a dual focal spot (DFS) mode, which serves the goal of increased radial sampling by alternating the focal spot between two positions on the anode plate during the scan. Although the focal spot mode does not play a role with respect to how the data are affected by the above-mentioned corruption effects, it needs to be taken into account if regularized sinogram restoration is to be applied to the data. This work points out the subtle difference in processing that sinogram restoration for DFS requires, how it is correctly employed within the penalized maximum-likelihood sinogram restoration algorithm and what impact it has on image quality. PMID:17634647
NASA Astrophysics Data System (ADS)
Kim, S.; Riazi, H.; Shin, C.; Seo, D.
2013-12-01
Due to the large dimensionality of the state vector and sparsity of observations, the initial conditions (IC) of water quality models are subject to large uncertainties. To reduce the IC uncertainties in operational water quality forecasting, an ensemble data assimilation (DA) procedure for the Hydrologic Simulation Program - Fortran (HSPF) model has been developed and evaluated for the Kumho River Subcatchment of the Nakdong River Basin in Korea. The procedure, referred to herein as MLEF-HSPF, uses maximum likelihood ensemble filter (MLEF) which combines strengths of variational assimilation (VAR) and ensemble Kalman filter (EnKF). The Control variables involved in the DA procedure include the bias correction factors for mean areal precipitation and mean areal potential evaporation, the hydrologic state variables, and the water quality state variables such as water temperature, dissolved oxygen (DO), biochemical oxygen demand (BOD), ammonium (NH4), nitrate (NO3), phosphate (PO4) and chlorophyll a (CHL-a). Due to the very large dimensionality of the inverse problem, accurately specifying the parameters for the DA procdedure is a challenge. Systematic sensitivity analysis is carried out for identifying the optimal parameter settings. To evaluate the robustness of MLEF-HSPF, we use multiple subcatchments of the Nakdong River Basin. In evaluation, we focus on the performance of MLEF-HSPF on prediction of extreme water quality events.
Bian, Liheng; Suo, Jinli; Chung, Jaebum; Ou, Xiaoze; Yang, Changhuei; Chen, Feng; Dai, Qionghai
2016-01-01
Fourier ptychographic microscopy (FPM) is a novel computational coherent imaging technique for high space-bandwidth product imaging. Mathematically, Fourier ptychographic (FP) reconstruction can be implemented as a phase retrieval optimization process, in which we only obtain low resolution intensity images corresponding to the sub-bands of the sample’s high resolution (HR) spatial spectrum, and aim to retrieve the complex HR spectrum. In real setups, the measurements always suffer from various degenerations such as Gaussian noise, Poisson noise, speckle noise and pupil location error, which would largely degrade the reconstruction. To efficiently address these degenerations, we propose a novel FP reconstruction method under a gradient descent optimization framework in this paper. The technique utilizes Poisson maximum likelihood for better signal modeling, and truncated Wirtinger gradient for effective error removal. Results on both simulated data and real data captured using our laser-illuminated FPM setup show that the proposed method outperforms other state-of-the-art algorithms. Also, we have released our source code for non-commercial use. PMID:27283980
Bit Error Probability for Maximum Likelihood Decoding of Linear Block Codes
NASA Technical Reports Server (NTRS)
Lin, Shu; Fossorier, Marc P. C.; Rhee, Dojun
1996-01-01
In this paper, the bit error probability P(sub b) for maximum likelihood decoding of binary linear codes is investigated. The contribution of each information bit to P(sub b) is considered. For randomly generated codes, it is shown that the conventional approximation at high SNR P(sub b) is approximately equal to (d(sub H)/N)P(sub s), where P(sub s) represents the block error probability, holds for systematic encoding only. Also systematic encoding provides the minimum P(sub b) when the inverse mapping corresponding to the generator matrix of the code is used to retrieve the information sequence. The bit error performances corresponding to other generator matrix forms are also evaluated. Although derived for codes with a generator matrix randomly generated, these results are shown to provide good approximations for codes used in practice. Finally, for decoding methods which require a generator matrix with a particular structure such as trellis decoding or algebraic-based soft decision decoding, equivalent schemes that reduce the bit error probability are discussed.
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.
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.
NASA Astrophysics Data System (ADS)
Bian, Liheng; Suo, Jinli; Chung, Jaebum; Ou, Xiaoze; Yang, Changhuei; Chen, Feng; Dai, Qionghai
2016-06-01
Fourier ptychographic microscopy (FPM) is a novel computational coherent imaging technique for high space-bandwidth product imaging. Mathematically, Fourier ptychographic (FP) reconstruction can be implemented as a phase retrieval optimization process, in which we only obtain low resolution intensity images corresponding to the sub-bands of the sample’s high resolution (HR) spatial spectrum, and aim to retrieve the complex HR spectrum. In real setups, the measurements always suffer from various degenerations such as Gaussian noise, Poisson noise, speckle noise and pupil location error, which would largely degrade the reconstruction. To efficiently address these degenerations, we propose a novel FP reconstruction method under a gradient descent optimization framework in this paper. The technique utilizes Poisson maximum likelihood for better signal modeling, and truncated Wirtinger gradient for effective error removal. Results on both simulated data and real data captured using our laser-illuminated FPM setup show that the proposed method outperforms other state-of-the-art algorithms. Also, we have released our source code for non-commercial use.
Bian, Liheng; Suo, Jinli; Chung, Jaebum; Ou, Xiaoze; Yang, Changhuei; Chen, Feng; Dai, Qionghai
2016-01-01
Fourier ptychographic microscopy (FPM) is a novel computational coherent imaging technique for high space-bandwidth product imaging. Mathematically, Fourier ptychographic (FP) reconstruction can be implemented as a phase retrieval optimization process, in which we only obtain low resolution intensity images corresponding to the sub-bands of the sample's high resolution (HR) spatial spectrum, and aim to retrieve the complex HR spectrum. In real setups, the measurements always suffer from various degenerations such as Gaussian noise, Poisson noise, speckle noise and pupil location error, which would largely degrade the reconstruction. To efficiently address these degenerations, we propose a novel FP reconstruction method under a gradient descent optimization framework in this paper. The technique utilizes Poisson maximum likelihood for better signal modeling, and truncated Wirtinger gradient for effective error removal. Results on both simulated data and real data captured using our laser-illuminated FPM setup show that the proposed method outperforms other state-of-the-art algorithms. Also, we have released our source code for non-commercial use. PMID:27283980
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
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.
NASA Astrophysics Data System (ADS)
Carpentier, S. F. A.; Roy-Chowdhury, K.; Hurich, C. A.
2011-07-01
A novel statistical technique has been applied to the AG-48 seismic line from the LITHOPROBE dataset, passing through the Abitibi-Grenville Province, Canada. The method maps lateral stochastic parameters, representing von Karman heterogeneity distributions in the crust, estimated from migrated deep reflection data. Together with these parameters, viz. lateral correlation length and power-law exponent, we also compute their associated maximum-likelihood uncertainties. Combining normalised measurements of lateral correlation and their uncertainties, objective profiles of crustal fabric can be made. These profiles indicate significant spatial variations in macro-scale petrofabric. Correlation length, which carries useful information about structural scale lengths of heterogeneous bodies, is an especially robust parameter with moderate associated uncertainties. Although the general outline of the profiles conforms to the earlier tectonic interpretations (based on line-drawings), new features are visible too. The macro-scale petrofabric is seen to vary significantly within the tectonic terrains identified earlier — in depth as well as laterally. A consequence of this additional delineation is that we can explain an existing part of the AG-48 line equally well in terms of collisional deformation and in terms of the effects of a major shear zone projected onto a parallel segment of the line.
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
NASA Astrophysics Data System (ADS)
Bao, C.; Baccigalupi, C.; Gold, B.; Hanany, S.; Jaffe, A.; Stompor, R.
2016-03-01
We extend a general maximum likelihood foreground estimation for cosmic microwave background (CMB) polarization data to include estimation of instrumental systematic effects. We focus on two particular effects: frequency band measurement uncertainty and instrumentally induced frequency dependent polarization rotation. We assess the bias induced on the estimation of the B-mode polarization signal by these two systematic effects in the presence of instrumental noise and uncertainties in the polarization and spectral index of Galactic dust. Degeneracies between uncertainties in the band and polarization angle calibration measurements and in the dust spectral index and polarization increase the uncertainty in the extracted CMB B-mode power, and may give rise to a biased estimate. We provide a quantitative assessment of the potential bias and increased uncertainty in an example experimental configuration. For example, we find that with 10% polarized dust, a tensor to scalar ratio of r = 0.05, and the instrumental configuration of the E and B experiment balloon payload, the estimated CMB B-mode power spectrum is recovered without bias when the frequency band measurement has 5% uncertainty or less, and the polarization angle calibration has an uncertainty of up to 4°.
NASA Technical Reports Server (NTRS)
Murphy, P. C.; Klein, V.
1984-01-01
Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme 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 compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.
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
A composite likelihood approach for spatially correlated survival data
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory. PMID:24223450
A composite likelihood approach for spatially correlated survival data.
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory. PMID:24223450
NASA Astrophysics Data System (ADS)
Stsepankou, D.; Arns, A.; Ng, S. K.; Zygmanski, P.; Hesser, J.
2012-10-01
The objective of this paper is to evaluate an iterative maximum likelihood (ML) cone-beam computed tomography (CBCT) reconstruction with total variation (TV) regularization with respect to the robustness of the algorithm due to data inconsistencies. Three different and (for clinical application) typical classes of errors are considered for simulated phantom and measured projection data: quantum noise, defect detector pixels and projection matrix errors. To quantify those errors we apply error measures like mean square error, signal-to-noise ratio, contrast-to-noise ratio and streak indicator. These measures are derived from linear signal theory and generalized and applied for nonlinear signal reconstruction. For quality check, we focus on resolution and CT-number linearity based on a Catphan phantom. All comparisons are made versus the clinical standard, the filtered backprojection algorithm (FBP). In our results, we confirm and substantially extend previous results on iterative reconstruction such as massive undersampling of the number of projections. Errors of projection matrix parameters of up to 1° projection angle deviations are still in the tolerance level. Single defect pixels exhibit ring artifacts for each method. However using defect pixel compensation, allows up to 40% of defect pixels for passing the standard clinical quality check. Further, the iterative algorithm is extraordinarily robust in the low photon regime (down to 0.05 mAs) when compared to FPB, allowing for extremely low-dose image acquisitions, a substantial issue when considering daily CBCT imaging for position correction in radiotherapy. We conclude that the ML method studied herein is robust under clinical quality assurance conditions. Consequently, low-dose regime imaging, especially for daily patient localization in radiation therapy is possible without change of the current hardware of the imaging system.
Stsepankou, D; Arns, A; Ng, S K; Zygmanski, P; Hesser, J
2012-10-01
The objective of this paper is to evaluate an iterative maximum likelihood (ML) cone-beam computed tomography (CBCT) reconstruction with total variation (TV) regularization with respect to the robustness of the algorithm due to data inconsistencies. Three different and (for clinical application) typical classes of errors are considered for simulated phantom and measured projection data: quantum noise, defect detector pixels and projection matrix errors. To quantify those errors we apply error measures like mean square error, signal-to-noise ratio, contrast-to-noise ratio and streak indicator. These measures are derived from linear signal theory and generalized and applied for nonlinear signal reconstruction. For quality check, we focus on resolution and CT-number linearity based on a Catphan phantom. All comparisons are made versus the clinical standard, the filtered backprojection algorithm (FBP). In our results, we confirm and substantially extend previous results on iterative reconstruction such as massive undersampling of the number of projections. Errors of projection matrix parameters of up to 1° projection angle deviations are still in the tolerance level. Single defect pixels exhibit ring artifacts for each method. However using defect pixel compensation, allows up to 40% of defect pixels for passing the standard clinical quality check. Further, the iterative algorithm is extraordinarily robust in the low photon regime (down to 0.05 mAs) when compared to FPB, allowing for extremely low-dose image acquisitions, a substantial issue when considering daily CBCT imaging for position correction in radiotherapy. We conclude that the ML method studied herein is robust under clinical quality assurance conditions. Consequently, low-dose regime imaging, especially for daily patient localization in radiation therapy is possible without change of the current hardware of the imaging system. PMID:22964760
De Bernardi, Elisabetta; Faggiano, Elena; Zito, Felicia; Gerundini, Paolo; Baselli, Giuseppe
2009-07-01
A maximum likelihood (ML) partial volume effect correction (PVEC) strategy for the quantification of uptake and volume of oncological lesions in 18F-FDG positron emission tomography is proposed. The algorithm is based on the application of ML reconstruction on volumetric regional basis functions initially defined on a smooth standard clinical image and iteratively updated in terms of their activity and volume. The volume of interest (VOI) containing a previously detected region is segmented by a k-means algorithm in three regions: A central region surrounded by a partial volume region and a spill-out region. All volume outside the VOI (background with all other structures) is handled as a unique basis function and therefore "frozen" in the reconstruction process except for a gain coefficient. The coefficients of the regional basis functions are iteratively estimated with an attenuation-weighted ordered subset expectation maximization (AWOSEM) algorithm in which a 3D, anisotropic, space variant model of point spread function (PSF) is included for resolution recovery. The reconstruction-segmentation process is iterated until convergence; at each iteration, segmentation is performed on the reconstructed image blurred by the system PSF in order to update the partial volume and spill-out regions. The developed PVEC strategy was tested on sphere phantom studies with activity contrasts of 7.5 and 4 and compared to a conventional recovery coefficient method. Improved volume and activity estimates were obtained with low computational costs, thanks to blur recovery and to a better local approximation to ML convergence. PMID:19673203
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.
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.
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
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.
NASA Astrophysics Data System (ADS)
Lu, Dan; Ye, Ming; Curtis, Gary P.
2015-10-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the
Fusion of hyperspectral and lidar data based on dimension reduction and maximum likelihood
NASA Astrophysics Data System (ADS)
Abbasi, B.; Arefi, H.; Bigdeli, B.; Motagh, M.; Roessner, S.
2015-04-01
Limitations and deficiencies of different remote sensing sensors in extraction of different objects caused fusion of data from different sensors to become more widespread for improving classification results. Using a variety of data which are provided from different sensors, increase the spatial and the spectral accuracy. Lidar (Light Detection and Ranging) data fused together with hyperspectral images (HSI) provide rich data for classification of the surface objects. Lidar data representing high quality geometric information plays a key role for segmentation and classification of elevated features such as buildings and trees. On the other hand, hyperspectral data containing high spectral resolution would support high distinction between the objects having different spectral information such as soil, water, and grass. This paper presents a fusion methodology on Lidar and hyperspectral data for improving classification accuracy in urban areas. In first step, we applied feature extraction strategies on each data separately. In this step, texture features based on GLCM (Grey Level Co-occurrence Matrix) from Lidar data and PCA (Principal Component Analysis) and MNF (Minimum Noise Fraction) based dimension reduction methods for HSI are generated. In second step, a Maximum Likelihood (ML) based classification method is applied on each feature spaces. Finally, a fusion method is applied to fuse the results of classification. A co-registered hyperspectral and Lidar data from University of Houston was utilized to examine the result of the proposed method. This data contains nine classes: Building, Tree, Grass, Soil, Water, Road, Parking, Tennis Court and Running Track. Experimental investigation proves the improvement of classification accuracy to 88%.
Dose reduction in digital breast tomosynthesis using a penalized maximum likelihood reconstruction
NASA Astrophysics Data System (ADS)
Das, Mini; Gifford, Howard; O'Connor, Michael; Glick, Stephen J.
2009-02-01
Digital breast tomosynthesis (DBT) is a 3D imaging modality with limited angle projection data. The ability of tomosynthesis systems to accurately detect smaller microcalcifications is debatable. This is because of the higher noise in the projection data (lower average dose per projection), which is then propagated through the reconstructed image . Reconstruction methods that minimize the propagation of quantum noise have potential to improve microcalcification detectability using DBT. In this paper we show that penalized maximum likelihood (PML) reconstruction in DBT yields images with an improved resolution/noise tradeoff as compared to conventional filtered backprojection (FBP). Signal to noise ratio (SNR) using PML was observed to be higher than that obtained using the standard FBP algorithm. Our results indicate that for microcalcifications, using the PML algorithm, reconstructions obtained with a mean glandular dose (MGD) of 1.5 mGy yielded better SNR than that those obtained with FBP using a 4mGy total dose. Thus perhaps total dose could be reduced to one-third or lower with same microcalcification detectability, if PML reconstruction is used instead of FBP. Visibility of low contrast masses with various contrast levels were studied using a contrast-detail phantom in a breast shape structure with an average breast density. Images generated using various dose levels indicate that visibility of low contrast masses generated using PML reconstructions are significantly better than those generated using FBP. SNR measurements in the low-contrast study did not appear to correlate with the visual subjective analysis of the reconstruction indicating that SNR is not a good figure of merit to be used.
Van Slambrouck, Katrien; Stute, Simon; Comtat, Claude; Sibomana, Merence; van Velden, Floris H P; Boellaard, Ronald; Nuyts, Johan
2015-01-01
Positron emission tomography data are typically reconstructed with maximum likelihood expectation maximization (MLEM). However, MLEM suffers from positive bias due to the non-negativity constraint. This is particularly problematic for tracer kinetic modeling. Two reconstruction methods with bias reduction properties that do not use strict Poisson optimization are presented and compared to each other, to filtered backprojection (FBP), and to MLEM. The first method is an extension of NEGML, where the Poisson distribution is replaced by a Gaussian distribution for low count data points. The transition point between the Gaussian and the Poisson regime is a parameter of the model. The second method is a simplification of ABML. ABML has a lower and upper bound for the reconstructed image whereas AML has the upper bound set to infinity. AML uses a negative lower bound to obtain bias reduction properties. Different choices of the lower bound are studied. The parameter of both algorithms determines the effectiveness of the bias reduction and should be chosen large enough to ensure bias-free images. This means that both algorithms become more similar to least squares algorithms, which turned out to be necessary to obtain bias-free reconstructions. This comes at the cost of increased variance. Nevertheless, NEGML and AML have lower variance than FBP. Furthermore, randoms handling has a large influence on the bias. Reconstruction with smoothed randoms results in lower bias compared to reconstruction with unsmoothed randoms or randoms precorrected data. However, NEGML and AML yield both bias-free images for large values of their parameter. PMID:25137726
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.
Curtis, Gary P.; Lu, Dan; Ye, Ming
2015-01-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the
Lu, Dan; Ye, Ming; Curtis, Gary P.
2015-08-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. Our study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. Moreover, these reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Finally, limitations of
Lu, Dan; Ye, Ming; Curtis, Gary P.
2015-08-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. Our study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict themore » reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. Moreover, these reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Finally
Das, Mini; Gifford, Howard C; O'Connor, J Michael; Glick, Stephen J
2011-04-01
We examined the application of an iterative penalized maximum likelihood (PML) reconstruction method for improved detectability of microcalcifications (MCs) in digital breast tomosynthesis (DBT). Localized receiver operating characteristic (LROC) psychophysical studies with human observers and 2-D image slices were conducted to evaluate the performance of this reconstruction method and to compare its performance against the commonly used Feldkamp FBP algorithm. DBT projections were generated using rigorous computer simulations that included accurate modeling of the noise and detector blur. Acquisition dose levels of 0.7, 1.0, and 1.5 mGy in a 5-cm-thick compressed breast were tested. The defined task was to localize and detect MC clusters consisting of seven MCs. The individual MC diameter was 150 μm. Compressed-breast phantoms derived from CT images of actual mastectomy specimens provided realistic background structures for the detection task. Four observers each read 98 test images for each combination of reconstruction method and acquisition dose. All observers performed better with the PML images than with the FBP images. With the acquisition dose of 0.7 mGy, the average areas under the LROC curve (A(L)) for the PML and FBP algorithms were 0.69 and 0.43, respectively. For the 1.0-mGy dose, the values of A(L) were 0.93 (PML) and 0.7 (FBP), while the 1.5-mGy dose resulted in areas of 1.0 and 0.9, respectively, for the PML and FBP algorithms. A 2-D analysis of variance applied to the individual observer areas showed statistically significant differences (at a significance level of 0.05) between the reconstruction strategies at all three dose levels. There were no significant differences in observer performance for any of the dose levels. PMID:21041158
Maximum likelihood fitting of tidal streams with application to the Sagittarius dwarf tidal tails
NASA Astrophysics Data System (ADS)
Cole, Nathan
2009-06-01
A maximum likelihood method for determining the spatial properties of tidal debris and of the Galactic spheroid is presented. Over small spatial extent, the tidal debris is modeled as a cylinder with density that falls off as a Gaussian with distance from its axis while the smooth component of the stellar spheroid is modeled as a Hernquist profile. The method is designed to use 2.5° wide stripes of data that follow great circles across the sky in which the tidal debris within each stripe is fit separately. A probabilistic separation technique which allows for the extraction of the optimized tidal streams from the input data set is presented. This technique allows for the creation of separate catalogs for each component fit in the stellar spheroid: one catalog for each piece of tidal debris that fits the density profile of the debris and a single catalog which fits the density profile of the smooth stellar spheroid component. This separation technique is proven to be effective by extracting the simulated tidal debris from the simulated datasets. A method to determine the statistical errors is also developed which utilizes a Hessian matrix to determine the width of the peak at the maximum of the likelihood surface. This error analysis method serves as a means of testing the the algorithm with regard to the simulated datasets as well as determining the statistical errors of the optimizations over observational data. An heuristic method is also defined for determining the numerical error in the optimizations. The maximum likelihood algorithm is then used to optimize spatial data taken from the Sloan Digital Sky Survey. Stars having the color of blue F turnoff stars 0.1 < ( g - r ) 0 < 0.3 and ( u - g ) 0 > 0.4 are extracted from the Sloan Digital Sky Survey database. In the algorithm, the absolute magnitude distribution of F turnoff stars is modeled as a Gaussian distribution, which is an improvement over previous methods which utilize a fixed absolute magnitude M g 0
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.
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
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…
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 Technical Reports Server (NTRS)
Napolitano, Marcello R.; Spagnuolo, Joelle M.
1992-01-01
The research being conducted pertains to the determination of the stability and control derivatives of the F/A-18 High Alpha Research Vehicle (HARV) from flight data using the Maximum Likelihood Method. The document outlines the approach used in the parameter estimation (PID) process and briefly describes the mathematical modeling of the F/A-18 HARV and the maneuvers designed to generate a sufficient data base for the PID research.
Paola, J.D.; Schowengerdt, R.A.
1995-07-01
A detailed comparison of the backpropagation neural network and maximum-likelihood classifiers for urban land use classification is presented in this paper. Landsat Thematic Mapper images of Tucson, Arizona, and Oakland, California, were used for this comparison. For the Tucson image, the percentage of matching pixels in the two classification maps was only 64.5%, while for the Oakland image it was 83.3%. Although the test site accuracies of the two Tucson maps were similar,the map produced by the neural network was visually more accurate; this difference is explained by examining class regions and density plots in the decision space and the continuous likelihood values produced by both classifiers. For the Oakland scene, the two maps were visually and numerically similar, although the neural network was superior in suppression of mixed pixel classification errors. From this analysis, the authors conclude that the neural network is more robust to training site heterogeneity and the use of class labels for land use that are mixtures of land cover spectral signatures. The differences between the two algorithms may be viewed, in part, as the differences between nonparametric (neural network) and parametric (maximum-likelihood) classifiers. Computationally, the backpropagation neural network is at a serious disadvantage to maximum-likelihood, taking nearly an order of magnitude more computing time when implemented n a serial workstation.
A Quasi-Likelihood Approach to Nonnegative Matrix Factorization.
Devarajan, Karthik; Cheung, Vincent C K
2016-08-01
A unified approach to nonnegative matrix factorization based on the theory of generalized linear models is proposed. This approach embeds a variety of statistical models, including the exponential family, within a single theoretical framework and provides a unified view of such factorizations from the perspective of quasi-likelihood. Using this framework, a family of algorithms for handling signal-dependent noise is developed and its convergence proved using the expectation-maximization algorithm. In addition, a measure to evaluate the goodness of fit of the resulting factorization is described. The proposed methods allow modeling of nonlinear effects using appropriate link functions and are illustrated using an application in biomedical signal processing. PMID:27348511
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.
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
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.
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.
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
NASA Astrophysics Data System (ADS)
Papaconstadopoulos, P.; Levesque, I. R.; Maglieri, R.; Seuntjens, J.
2016-02-01
Direct determination of the source intensity distribution of clinical linear accelerators is still a challenging problem for small field beam modeling. Current techniques most often involve special equipment and are difficult to implement in the clinic. In this work we present a maximum-likelihood expectation-maximization (MLEM) approach to the source reconstruction problem utilizing small fields and a simple experimental set-up. The MLEM algorithm iteratively ray-traces photons from the source plane to the exit plane and extracts corrections based on photon fluence profile measurements. The photon fluence profiles were determined by dose profile film measurements in air using a high density thin foil as build-up material and an appropriate point spread function (PSF). The effect of other beam parameters and scatter sources was minimized by using the smallest field size (0.5× 0.5 cm2). The source occlusion effect was reproduced by estimating the position of the collimating jaws during this process. The method was first benchmarked against simulations for a range of typical accelerator source sizes. The sources were reconstructed with an accuracy better than 0.12 mm in the full width at half maximum (FWHM) to the respective electron sources incident on the target. The estimated jaw positions agreed within 0.2 mm with the expected values. The reconstruction technique was also tested against measurements on a Varian Novalis Tx linear accelerator and compared to a previously commissioned Monte Carlo model. The reconstructed FWHM of the source agreed within 0.03 mm and 0.11 mm to the commissioned electron source in the crossplane and inplane orientations respectively. The impact of the jaw positioning, experimental and PSF uncertainties on the reconstructed source distribution was evaluated with the former presenting the dominant effect.
Papaconstadopoulos, P; Levesque, I R; Maglieri, R; Seuntjens, J
2016-02-01
Direct determination of the source intensity distribution of clinical linear accelerators is still a challenging problem for small field beam modeling. Current techniques most often involve special equipment and are difficult to implement in the clinic. In this work we present a maximum-likelihood expectation-maximization (MLEM) approach to the source reconstruction problem utilizing small fields and a simple experimental set-up. The MLEM algorithm iteratively ray-traces photons from the source plane to the exit plane and extracts corrections based on photon fluence profile measurements. The photon fluence profiles were determined by dose profile film measurements in air using a high density thin foil as build-up material and an appropriate point spread function (PSF). The effect of other beam parameters and scatter sources was minimized by using the smallest field size ([Formula: see text] cm(2)). The source occlusion effect was reproduced by estimating the position of the collimating jaws during this process. The method was first benchmarked against simulations for a range of typical accelerator source sizes. The sources were reconstructed with an accuracy better than 0.12 mm in the full width at half maximum (FWHM) to the respective electron sources incident on the target. The estimated jaw positions agreed within 0.2 mm with the expected values. The reconstruction technique was also tested against measurements on a Varian Novalis Tx linear accelerator and compared to a previously commissioned Monte Carlo model. The reconstructed FWHM of the source agreed within 0.03 mm and 0.11 mm to the commissioned electron source in the crossplane and inplane orientations respectively. The impact of the jaw positioning, experimental and PSF uncertainties on the reconstructed source distribution was evaluated with the former presenting the dominant effect. PMID:26758232
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
Maximum-Likelihood Phylogenetic Inference with Selection on Protein Folding Stability.
Arenas, Miguel; Sánchez-Cobos, Agustin; Bastolla, Ugo
2015-08-01
Despite intense work, incorporating constraints on protein native structures into the mathematical models of molecular evolution remains difficult, because most models and programs assume that protein sites evolve independently, whereas protein stability is maintained by interactions between sites. Here, we address this problem by developing a new mean-field substitution model that generates independent site-specific amino acid distributions with constraints on the stability of the native state against both unfolding and misfolding. The model depends on a background distribution of amino acids and one selection parameter that we fix maximizing the likelihood of the observed protein sequence. The analytic solution of the model shows that the main determinant of the site-specific distributions is the number of native contacts of the site and that the most variable sites are those with an intermediate number of native contacts. The mean-field models obtained, taking into account misfolded conformations, yield larger likelihood than models that only consider the native state, because their average hydrophobicity is more realistic, and they produce on the average stable sequences for most proteins. We evaluated the mean-field model with respect to empirical substitution models on 12 test data sets of different protein families. In all cases, the observed site-specific sequence profiles presented smaller Kullback-Leibler divergence from the mean-field distributions than from the empirical substitution model. Next, we obtained substitution rates combining the mean-field frequencies with an empirical substitution model. The resulting mean-field substitution model assigns larger likelihood than the empirical model to all studied families when we consider sequences with identity larger than 0.35, plausibly a condition that enforces conservation of the native structure across the family. We found that the mean-field model performs better than other structurally constrained
Maximum likelihood methods for investigating reporting rates of rings on hunter-shot birds
Conroy, M.J.
1985-01-01
It is well known that hunters do not report 100% of the rings that they find on shot birds. Reward studies can be used to estimate what this reporting rate is, by comparison of recoveries of rings offering a monetary reward, to ordinary rings. A reward study of American Black Ducks (Anas rubripes) is used to illustrate the design, and to motivate the development of statistical models for estimation and for testing hypotheses of temporal and geographic variation in reporting rates. The method involves indexing the data (recoveries) and parameters (reporting, harvest, and solicitation rates) by geographic and temporal strata. Estimates are obtained under unconstrained (e.g., allowing temporal variability in reporting rates) and constrained (e.g., constant reporting rates) models, and hypotheses are tested by likelihood ratio. A FORTRAN program, available from the author, is used to perform the computations.
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
NASA Astrophysics Data System (ADS)
Gupta, R. K.; Prasad, T. S.; Vijayan, D.; Balamanikavelu, P. M.
Due to mix-up of contributions from varied features on the ground surface, getting back of individual feature in remote sensing data using pattern recognition techniques is an ill-defined inverse problem. By placing maximum likelihood (ML) constraint, the available operational softwares classify the image. Without placing any parametric constraint, the image could also be classified using artificial neural networks (ANN). As GIS overlay, developed professionally by forest officials, was available for Antilova reserve forest in Andhra Pradesh, India (170 50^' to 170 56^' N, 810 45^' to 810 54^' E), the IRS-1C LISS-III image of February 11, 1999 was used for assessing the limits of classification accuracy attainable from ML and ANN classifiers. In ML classifier, full GIS overlay was used to give training sets over whole of the image (approach `a') and in approach `b', a priori probability (normally taken equal for all the classes in operational softwares) was assigned (in addition to full spectral signature) based on the fraction areas under each class in GIS overlay. Under such ideal situation of inputs, the achieved accuracy, i.e. Kappa coefficients were 0.709 and 0.735 for approaches `a' and `b' , respectively (called iteration `0'). Using fraction area under each class in the classified output to assign a priori probability for the next iteration, the convergence (within 2% variation) was achieved for 2nd and 3rd iterations with Kappa coefficient values of 0.773 and 0.797 for approaches `a' and `b', respectively. The non-attaining of 100% classification accuracy under ideal inputs situation could be due to assumption of guassian distribution in spectral signatures. In back propagation technique based ANN classifier, spectral signatures for training were identified from GIS overlay. The number of learning iterations were 20,000 with momentum and learning rate of 0.7 and 0.25, respectively. With one hidden layer the Kappa coefficient for ANN classifier was 0
A Better Lemon Squeezer? Maximum-Likelihood Regression with Beta-Distributed Dependent Variables
ERIC Educational Resources Information Center
Smithson, Michael; Verkuilen, Jay
2006-01-01
Uncorrectable skew and heteroscedasticity are among the "lemons" of psychological data, yet many important variables naturally exhibit these properties. For scales with a lower and upper bound, a suitable candidate for models is the beta distribution, which is very flexible and models skew quite well. The authors present maximum-likelihood…
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
NASA Astrophysics Data System (ADS)
Kawamura, S.; Okamoto, Y.; Nakamura, Y.; Osawa, H.; Kanai, Y.; Muraoaka, H.
2015-05-01
Two-dimensional magnetic recording is affected by the inter-track interference (ITI) from the adjacent tracks. We investigate the improvement of partial response maximum likelihood (PRML) systems with signal dependent noise predictor (SDNP) in the bit error rate performance. The systems reduce the influence of ITI by two dimensional finite impulse response filter using the waveforms reproduced by triple readers from the adjacent tracks. The results show that the SDNP provides larger improvement to PR(2,6,1)ML system compare with PR1ML system.
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
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
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
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.
NASA Technical Reports Server (NTRS)
Lin, Shu; Fossorier, Marc
1998-01-01
The Viterbi algorithm is indeed a very simple and efficient method of implementing the maximum likelihood decoding. However, if we take advantage of the structural properties in a trellis section, other efficient trellis-based decoding algorithms can be devised. Recently, an efficient trellis-based recursive maximum likelihood decoding (RMLD) algorithm for linear block codes has been proposed. This algorithm is more efficient than the conventional Viterbi algorithm in both computation and hardware requirements. Most importantly, the implementation of this algorithm does not require the construction of the entire code trellis, only some special one-section trellises of relatively small state and branch complexities are needed for constructing path (or branch) metric tables recursively. At the end, there is only one table which contains only the most likely code-word and its metric for a given received sequence r = (r(sub 1), r(sub 2),...,r(sub n)). This algorithm basically uses the divide and conquer strategy. Furthermore, it allows parallel/pipeline processing of received sequences to speed up decoding.
Important factors in the maximum likelihood analysis of flight test maneuvers
NASA Technical Reports Server (NTRS)
Iliff, K. W.; Maine, R. E.; Montgomery, T. D.
1979-01-01
The information presented is based on the experience in the past 12 years at the NASA Dryden Flight Research Center of estimating stability and control derivatives from over 3500 maneuvers from 32 aircraft. The overall approach to the analysis of dynamic flight test data is outlined. General requirements for data and instrumentation are discussed and several examples of the types of problems that may be encountered are presented.
Efficient strategies for genome scanning using maximum-likelihood affected-sib-pair analysis
Holmans, P.; Craddock, N.
1997-03-01
Detection of linkage with a systematic genome scan in nuclear families including an affected sibling pair is an important initial step on the path to cloning susceptibility genes for complex genetic disorders, and it is desirable to optimize the efficiency of such studies. The aim is to maximize power while simultaneously minimizing the total number of genotypings and probability of type I error. One approach to increase efficiency, which has been investigated by other workers, is grid tightening: a sample is initially typed using a coarse grid of markers, and promising results are followed up by use of a finer grid. Another approach, not previously considered in detail in the context of an affected-sib-pair genome scan for linkage, is sample splitting: a portion of the sample is typed in the screening stage, and promising results are followed up in the whole sample. In the current study, we have used computer simulation to investigate the relative efficiency of two-stage strategies involving combinations of both grid tightening and sample splitting and found that the optimal strategy incorporates both approaches. In general, typing half the sample of affected pairs with a coarse grid of markers in the screening stage is an efficient strategy under a variety of conditions. If Hardy-Weinberg equilibrium holds, it is most efficient not to type parents in the screening stage. If Hardy-Weinberg equilibrium does not hold (e.g., because of stratification) failure to type parents in the first stage increases the amount of genotyping required, although the overall probability of type I error is not greatly increased, provided the parents are used in the final analysis. 23 refs., 4 figs., 5 tabs.
NASA Astrophysics Data System (ADS)
Simons, F. J.; Eggers, G. L.; Lewis, K. W.; Olhede, S. C.
2015-12-01
What numbers "capture" topography? If stationary, white, and Gaussian: mean and variance. But "whiteness" is strong; we are led to a "baseline" over which to compute means and variances. We then have subscribed to topography as a correlated process, and to the estimation (noisy, afftected by edge effects) of the parameters of a spatial or spectral covariance function. What if the covariance function or the point process itself aren't Gaussian? What if the region under study isn't regularly shaped or sampled? How can results from differently sized patches be compared robustly? We present a spectral-domain "Whittle" maximum-likelihood procedure that circumvents these difficulties and answers the above questions. The key is the Matern form, whose parameters (variance, range, differentiability) define the shape of the covariance function (Gaussian, exponential, ..., are all special cases). We treat edge effects in simulation and in estimation. Data tapering allows for the irregular regions. We determine the estimation variance of all parameters. And the "best" estimate may not be "good enough": we test whether the "model" itself warrants rejection. We illustrate our methodology on geologically mapped patches of Venus. Surprisingly few numbers capture planetary topography. We derive them, with uncertainty bounds, we simulate "new" realizations of patches that look to the geologists exactly as if they were derived from similar processes. Our approach holds in 1, 2, and 3 spatial dimensions, and generalizes to multiple variables, e.g. when topography and gravity are being considered jointly (perhaps linked by flexural rigidity, erosion, or other surface and sub-surface modifying processes). Our results have widespread implications for the study of planetary topography in the Solar System, and are interpreted in the light of trying to derive "process" from "parameters", the end goal to assign likely formation histories for the patches under consideration. Our results
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…
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 an 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
Llacer, J.; Veklerov, E.
1987-05-01
We review our recent work characterizing the image reconstruction properties of the MLE algorithm. We studied its convergence properties and confirmed the onset of image deterioration, which is a function of the number of counts in the source. By modulating the weight given to projection tubes with high numbers of counts with respect to those with low numbers of counts in the reconstruction process, we have confirmed that image deterioration is due to an attempt by the algorithm to match projection data tubes with high numbers of counts too closely to the iterative image projections. We developed a stopping rule for the algorithm that tests the hypothesis that a reconstructed image could have given the initial projection data in a manner consistent with the underlying assumption of Poisson distributed variables. The rule was applied to two mathematically generated phantoms with success and to a third phantom with exact (no statistical fluctuations) projection data. We conclude that the behavior of the target functions whose extrema are sought in iterative schemes is more important in the early stages of the reconstruction than in the later stages, when the extrema are being approached but with the Poisson nature of the measurement. 11 refs., 14 figs.
ERIC Educational Resources Information Center
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.
2003-01-01
Demonstrated, through simulation, that stationary autoregressive moving average (ARMA) models may be fitted readily when T>N, using normal theory raw maximum likelihood structural equation modeling. Also provides some illustrations based on real data. (SLD)
Dynamical maximum entropy approach to flocking
NASA Astrophysics Data System (ADS)
Cavagna, Andrea; Giardina, Irene; Ginelli, Francesco; Mora, Thierry; Piovani, Duccio; Tavarone, Raffaele; Walczak, Aleksandra M.
2014-04-01
We derive a new method to infer from data the out-of-equilibrium alignment dynamics of collectively moving animal groups, by considering the maximum entropy model distribution consistent with temporal and spatial correlations of flight direction. When bird neighborhoods evolve rapidly, this dynamical inference correctly learns the parameters of the model, while a static one relying only on the spatial correlations fails. When neighbors change slowly and the detailed balance is satisfied, we recover the static procedure. We demonstrate the validity of the method on simulated data. The approach is applicable to other systems of active matter.
NASA Technical Reports Server (NTRS)
Johnson, T. J.; Harding, A. K.; Venter, C.
2012-01-01
Pulsed gamma rays have been detected with the Fermi Large Area Telescope (LAT) from more than 20 millisecond pulsars (MSPs), some of which were discovered in radio observations of bright, unassociated LAT sources. We have fit the radio and gamma-ray light curves of 19 LAT-detected MSPs in the context of geometric, outermagnetospheric emission models assuming the retarded vacuum dipole magnetic field using a Markov chain Monte Carlo maximum likelihood technique. We find that, in many cases, the models are able to reproduce the observed light curves well and provide constraints on the viewing geometries that are in agreement with those from radio polarization measurements. Additionally, for some MSPs we constrain the altitudes of both the gamma-ray and radio emission regions. The best-fit magnetic inclination angles are found to cover a broader range than those of non-recycled gamma-ray pulsars.
Maximum likelihood method to correct for missed levels based on the {Delta}{sub 3}(L) statistic
Mulhall, Declan
2011-05-15
The {Delta}{sub 3}(L) statistic of random matrix theory is defined as the average of a set of random numbers {l_brace}{delta}{r_brace}, derived from a spectrum. The distribution p({delta}) of these random numbers is used as the basis of a maximum likelihood method to gauge the fraction x of levels missed in an experimental spectrum. The method is tested on an ensemble of depleted spectra from the Gaussian orthogonal ensemble (GOE) and accurately returned the correct fraction of missed levels. Neutron resonance data and acoustic spectra of an aluminum block were analyzed. All results were compared with an analysis based on an established expression for {Delta}{sub 3}(L) for a depleted GOE spectrum. The effects of intruder levels are examined and seen to be very similar to those of missed levels. Shell model spectra were seen to give the same p({delta}) as the GOE.
NASA Technical Reports Server (NTRS)
Vilnrotter, V. A.; Rodemich, E. R.
1990-01-01
A real-time digital signal combining system for use with Ka-band feed arrays is proposed. The combining system attempts to compensate for signal-to-noise ratio (SNR) loss resulting from antenna deformations induced by gravitational and atmospheric effects. The combining weights are obtained directly from the observed samples by using a sliding-window implementation of a vector maximum-likelihood parameter estimator. It is shown that with averaging times of about 0.1 second, combining loss for a seven-element array can be limited to about 0.1 dB in a realistic operational environment. This result suggests that the real-time combining system proposed here is capable of recovering virtually all of the signal power captured by the feed array, even in the presence of severe wind gusts and similar disturbances.
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.
NASA Technical Reports Server (NTRS)
Tom, C. H.; Miller, L. D.
1984-01-01
The Bayesian maximum likelihood parametric classifier has been tested against the data-based formulation designated 'linear discrimination analysis', using the 'GLIKE' decision and "CLASSIFY' classification algorithms in the Landsat Mapping System. Identical supervised training sets, USGS land use/land cover classes, and various combinations of Landsat image and ancilliary geodata variables, were used to compare the algorithms' thematic mapping accuracy on a single-date summer subscene, with a cellularized USGS land use map of the same time frame furnishing the ground truth reference. CLASSIFY, which accepts a priori class probabilities, is found to be more accurate than GLIKE, which assumes equal class occurrences, for all three mapping variable sets and both levels of detail. These results may be generalized to direct accuracy, time, cost, and flexibility advantages of linear discriminant analysis over Bayesian methods.
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.
Kosakovsky Pond, Sergei L.; Poon, Art F.Y.; Leigh Brown, Andrew J.; Frost, Simon D.W.
2008-01-01
We develop a model-based phylogenetic maximum likelihood test for evidence of preferential substitution toward a given residue at individual positions of a protein alignment—directional evolution of protein sequences (DEPS). DEPS can identify both the target residue and sites evolving toward it, help detect selective sweeps and frequency-dependent selection—scenarios that confound most existing tests for selection, and achieve good power and accuracy on simulated data. We applied DEPS to alignments representing different genomic regions of influenza A virus (IAV), sampled from avian hosts (H5N1 serotype) and human hosts (H3N2 serotype), and identified multiple directionally evolving sites in 5/8 genomic segments of H5N1 and H3N2 IAV. We propose a simple descriptive classification of directionally evolving sites into 5 groups based on the temporal distribution of residue frequencies and document known functional correlates, such as immune escape or host adaptation. PMID:18511426
NASA Astrophysics Data System (ADS)
Kakade, Rohan; Walker, John G.; Phillips, Andrew J.
2016-08-01
Confocal fluorescence microscopy (CFM) is widely used in biological sciences because of its enhanced 3D resolution that allows image sectioning and removal of out-of-focus blur. This is achieved by rejection of the light outside a detection pinhole in a plane confocal with the illuminated object. In this paper, an alternative detection arrangement is examined in which the entire detection/image plane is recorded using an array detector rather than a pinhole detector. Using this recorded data an attempt is then made to recover the object from the whole set of recorded photon array data; in this paper maximum-likelihood estimation has been applied. The recovered object estimates are shown (through computer simulation) to have good resolution, image sectioning and signal-to-noise ratio compared with conventional pinhole CFM images.
NASA Astrophysics Data System (ADS)
Song, Yanxing; Yang, Jingsong; Cheng, Lina; Liu, Shucong
2014-09-01
An image restoration method based on Poisson-maximum likelihood estimation method (PMLE) for earthquake ruin scene is proposed in this paper. The PMLE algorithm is introduced at first, and automatic acceleration method is used in the algorithm to accelerate the iterative process, then an image of earthquake ruin scene is processed with this image restoration method. The spectral correlation method and PSNR (peak signal-to-noise ratio) are chosen respectively to validate the restoration effect of the method, the simulation results show that iterations in this method will effect the PSNR of the processed image and operation time, and this method can restore image of earthquake ruin scene effectively and has a good practicability.
Yoshida, Ruriko; Nei, Masatoshi
2016-06-01
At the present time it is often stated that the maximum likelihood or the Bayesian method of phylogenetic construction is more accurate than the neighbor joining (NJ) method. Our computer simulations, however, have shown that the converse is true if we use p distance in the NJ procedure and the criterion of obtaining the true tree (Pc expressed as a percentage) or the combined quantity (c) of a value of Pc and a value of Robinson-Foulds' average topological error index (dT). This c is given by Pc (1 - dT/dTmax) = Pc (m - 3 - dT/2)/(m - 3), where m is the number of taxa used and dTmax is the maximum possible value of dT, which is given by 2(m - 3). This neighbor joining method with p distance (NJp method) will be shown generally to give the best data-fit model. This c takes a value between 0 and 1, and a tree-making method giving a high value of c is considered to be good. Our computer simulations have shown that the NJp method generally gives a better performance than the other methods and therefore this method should be used in general whether the gene is compositional or it contains the mosaic DNA regions or not. PMID:26929244
NASA Astrophysics Data System (ADS)
Eggers, G. L.; Lewis, K. W.; Simons, F. J.; Olhede, S.
2013-12-01
Venus does not possess a plate-tectonic system like that observed on Earth, and many surface features--such as tesserae and coronae--lack terrestrial equivalents. To understand Venus' tectonics is to understand its lithosphere, requiring a study of topography and gravity, and how they relate. Past studies of topography dealt with mapping and classification of visually observed features, and studies of gravity dealt with inverting the relation between topography and gravity anomalies to recover surface density and elastic thickness in either the space (correlation) or the spectral (admittance, coherence) domain. In the former case, geological features could be delineated but not classified quantitatively. In the latter case, rectangular or circular data windows were used, lacking geological definition. While the estimates of lithospheric strength on this basis were quantitative, they lacked robust error estimates. Here, we remapped the surface into 77 regions visually and qualitatively defined from a combination of Magellan topography, gravity, and radar images. We parameterize the spectral covariance of the observed topography, treating it as a Gaussian process assumed to be stationary over the mapped regions, using a three-parameter isotropic Matern model, and perform maximum-likelihood based inversions for the parameters. We discuss the parameter distribution across the Venusian surface and across terrain types such as coronoae, dorsae, tesserae, and their relation with mean elevation and latitudinal position. We find that the three-parameter model, while mathematically established and applicable to Venus topography, is overparameterized, and thus reduce the results to a two-parameter description of the peak spectral variance and the range-to-half-peak variance (in function of the wavenumber). With the reduction the clustering of geological region types in two-parameter space becomes promising. Finally, we perform inversions for the JOINT spectral variance of
Approach trajectory planning system for maximum concealment
NASA Technical Reports Server (NTRS)
Warner, David N., Jr.
1986-01-01
A computer-simulation study was undertaken to investigate a maximum concealment guidance technique (pop-up maneuver), which military aircraft may use to capture a glide path from masked, low-altitude flight typical of terrain following/terrain avoidance flight enroute. The guidance system applied to this problem is the Fuel Conservative Guidance System. Previous studies using this system have concentrated on the saving of fuel in basically conventional land and ship-based operations. Because this system is based on energy-management concepts, it also has direct application to the pop-up approach which exploits aircraft performance. Although the algorithm was initially designed to reduce fuel consumption, the commanded deceleration is at its upper limit during the pop-up and, therefore, is a good approximation of a minimum-time solution. Using the model of a powered-lift aircraft, the results of the study demonstrated that guidance commands generated by the system are well within the capability of an automatic flight-control system. Results for several initial approach conditions are presented.
Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong
2016-01-01
Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain's response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°. PMID:27322267
NASA Astrophysics Data System (ADS)
Ludwig, Kip A.; Miriani, Rachel M.; Langhals, Nicholas B.; Marzullo, Timothy C.; Kipke, Daryl R.
2011-08-01
Brain-machine interface decoding algorithms need to be predicated on assumptions that are easily met outside of an experimental setting to enable a practical clinical device. Given present technological limitations, there is a need for decoding algorithms which (a) are not dependent upon a large number of neurons for control, (b) are adaptable to alternative sources of neuronal input such as local field potentials (LFPs), and (c) require only marginal training data for daily calibrations. Moreover, practical algorithms must recognize when the user is not intending to generate a control output and eliminate poor training data. In this paper, we introduce and evaluate a Bayesian maximum-likelihood estimation strategy to address the issues of isolating quality training data and self-paced control. Six animal subjects demonstrate that a multiple state classification task, loosely based on the standard center-out task, can be accomplished with fewer than five engaged neurons while requiring less than ten trials for algorithm training. In addition, untrained animals quickly obtained accurate device control, utilizing LFPs as well as neurons in cingulate cortex, two non-traditional neural inputs.
Chen, Jinbo; Lin, Dongyu; Hochner, Hagit
2012-09-01
Case-control mother-child pair design represents a unique advantage for dissecting genetic susceptibility of complex traits because it allows the assessment of both maternal and offspring genetic compositions. This design has been widely adopted in studies of obstetric complications and neonatal outcomes. In this work, we developed an efficient statistical method for evaluating joint genetic and environmental effects on a binary phenotype. Using a logistic regression model to describe the relationship between the phenotype and maternal and offspring genetic and environmental risk factors, we developed a semiparametric maximum likelihood method for the estimation of odds ratio association parameters. Our method is novel because it exploits two unique features of the study data for the parameter estimation. First, the correlation between maternal and offspring SNP genotypes can be specified under the assumptions of random mating, Hardy-Weinberg equilibrium, and Mendelian inheritance. Second, environmental exposures are often not affected by offspring genes conditional on maternal genes. Our method yields more efficient estimates compared with the standard prospective method for fitting logistic regression models to case-control data. We demonstrated the performance of our method through extensive simulation studies and the analysis of data from the Jerusalem Perinatal Study. PMID:22587881
Cuenca, José; Aleza, Pablo; Juárez, José; García-Lor, Andrés; Froelicher, Yann; Navarro, Luis; Ollitrault, Patrick
2015-01-01
Polyploidisation is a key source of diversification and speciation in plants. Most researchers consider sexual polyploidisation leading to unreduced gamete as its main origin. Unreduced gametes are useful in several crop breeding schemes. Their formation mechanism, i.e., First-Division Restitution (FDR) or Second-Division Restitution (SDR), greatly impacts the gametic and population structures and, therefore, the breeding efficiency. Previous methods to identify the underlying mechanism required the analysis of a large set of markers over large progeny. This work develops a new maximum-likelihood method to identify the unreduced gamete formation mechanism both at the population and individual levels using independent centromeric markers. Knowledge of marker-centromere distances greatly improves the statistical power of the comparison between the SDR and FDR hypotheses. Simulating data demonstrated the importance of selecting markers very close to the centromere to obtain significant conclusions at individual level. This new method was used to identify the meiotic restitution mechanism in nineteen mandarin genotypes used as female parents in triploid citrus breeding. SDR was identified for 85.3% of 543 triploid hybrids and FDR for 0.6%. No significant conclusions were obtained for 14.1% of the hybrids. At population level SDR was the predominant mechanisms for the 19 parental mandarins. PMID:25894579
NASA Astrophysics Data System (ADS)
Makeev, Andrey; Ikejimba, Lynda; Lo, Joseph Y.; Glick, Stephen J.
2016-03-01
Although digital mammography has reduced breast cancer mortality by approximately 30%, sensitivity and specificity are still far from perfect. In particular, the performance of mammography is especially limited for women with dense breast tissue. Two out of every three biopsies performed in the U.S. are unnecessary, thereby resulting in increased patient anxiety, pain, and possible complications. One promising tomographic breast imaging method that has recently been approved by the FDA is dedicated breast computed tomography (BCT). However, visualizing lesions with BCT can still be challenging for women with dense breast tissue due to the minimal contrast for lesions surrounded by fibroglandular tissue. In recent years there has been renewed interest in improving lesion conspicuity in x-ray breast imaging by administration of an iodinated contrast agent. Due to the fully 3-D imaging nature of BCT, as well as sub-optimal contrast enhancement while the breast is under compression with mammography and breast tomosynthesis, dedicated BCT of the uncompressed breast is likely to offer the best solution for injected contrast-enhanced x-ray breast imaging. It is well known that use of statistically-based iterative reconstruction in CT results in improved image quality at lower radiation dose. Here we investigate possible improvements in image reconstruction for BCT, by optimizing free regularization parameter in method of maximum likelihood and comparing its performance with clinical cone-beam filtered backprojection (FBP) algorithm.
Veklerov, E.; Llacer, J.; Hoffman, E.J.
1987-10-01
In order to study properties of the Maximum Likelihood Estimator (MLE) algorithm for image reconstruction in Positron Emission Tomographyy (PET), the algorithm is applied to data obtained by the ECAT-III tomograph from a brain phantom. The procedure for subtracting accidental coincidences from the data stream generated by this physical phantom is such that he resultant data are not Poisson distributed. This makes the present investigation different from other investigations based on computer-simulated phantoms. It is shown that the MLE algorithm is robust enough to yield comparatively good images, especially when the phantom is in the periphery of the field of view, even though the underlying assumption of the algorithm is violated. Two transition matrices are utilized. The first uses geometric considerations only. The second is derived by a Monte Carlo simulation which takes into account Compton scattering in the detectors, positron range, etc. in the detectors. It is demonstrated that the images obtained from the Monte Carlo matrix are superior in some specific ways. A stopping rule derived earlier and allowing the user to stop the iterative process before the images begin to deteriorate is tested. Since the rule is based on the Poisson assumption, it does not work well with the presently available data, although it is successful wit computer-simulated Poisson data.
Mousavi, Sayyed R; Khodadadi, Ilnaz; Falsafain, Hossein; Nadimi, Reza; Ghadiri, Nasser
2014-06-01
Human haplotypes include essential information about SNPs, which in turn provide valuable information for such studies as finding relationships between some diseases and their potential genetic causes, e.g., for Genome Wide Association Studies. Due to expensiveness of directly determining haplotypes and recent progress in high throughput sequencing, there has been an increasing motivation for haplotype assembly, which is the problem of finding a pair of haplotypes from a set of aligned fragments. Although the problem has been extensively studied and a number of algorithms have already been proposed for the problem, more accurate methods are still beneficial because of high importance of the haplotypes information. In this paper, first, we develop a probabilistic model, that incorporates the Minor Allele Frequency (MAF) of SNP sites, which is missed in the existing maximum likelihood models. Then, we show that the probabilistic model will reduce to the Minimum Error Correction (MEC) model when the information of MAF is omitted and some approximations are made. This result provides a novel theoretical support for the MEC, despite some criticisms against it in the recent literature. Next, under the same approximations, we simplify the model to an extension of the MEC in which the information of MAF is used. Finally, we extend the haplotype assembly algorithm HapSAT by developing a weighted Max-SAT formulation for the simplified model, which is evaluated empirically with positive results. PMID:24491253
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.
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.
Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong
2016-01-01
Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°. PMID:27322267
Cuenca, José; Aleza, Pablo; Juárez, José; García-Lor, Andrés; Froelicher, Yann; Navarro, Luis; Ollitrault, Patrick
2015-01-01
Polyploidisation is a key source of diversification and speciation in plants. Most researchers consider sexual polyploidisation leading to unreduced gamete as its main origin. Unreduced gametes are useful in several crop breeding schemes. Their formation mechanism, i.e., First-Division Restitution (FDR) or Second-Division Restitution (SDR), greatly impacts the gametic and population structures and, therefore, the breeding efficiency. Previous methods to identify the underlying mechanism required the analysis of a large set of markers over large progeny. This work develops a new maximum-likelihood method to identify the unreduced gamete formation mechanism both at the population and individual levels using independent centromeric markers. Knowledge of marker-centromere distances greatly improves the statistical power of the comparison between the SDR and FDR hypotheses. Simulating data demonstrated the importance of selecting markers very close to the centromere to obtain significant conclusions at individual level. This new method was used to identify the meiotic restitution mechanism in nineteen mandarin genotypes used as female parents in triploid citrus breeding. SDR was identified for 85.3% of 543 triploid hybrids and FDR for 0.6%. No significant conclusions were obtained for 14.1% of the hybrids. At population level SDR was the predominant mechanisms for the 19 parental mandarins. PMID:25894579
Meyer, Philip D.; Ye, Ming; Neuman, Shlomo P.; Rockhold, Mark L.
2008-06-01
A methodology to systematically and quantitatively assess model predictive uncertainty was applied to saturated zone uranium transport at the 300 Area of the U.S. Department of Energy Hanford Site in Washington State, USA. The methodology extends Maximum Likelihood Bayesian Model Averaging (MLBMA) to account jointly for uncertainties due to the conceptual-mathematical basis of models, model parameters, and the scenarios to which the models are applied. Conceptual uncertainty was represented by postulating four alternative models of hydrogeology and uranium adsorption. Parameter uncertainties were represented by estimation covariances resulting from the joint calibration of each model to observed heads and uranium concentration. Posterior model probability was dominated by one model. Results demonstrated the role of model complexity and fidelity to observed system behavior in determining model probabilities, as well as the impact of prior information. Two scenarios representing alternative future behavior of the Columbia River adjacent to the site were considered. Predictive simulations carried out with the calibrated models illustrated the computation of model- and scenario-averaged predictions and how results can be displayed to clearly indicate the individual contributions to predictive uncertainty of the model, parameter, and scenario uncertainties. The application demonstrated the practicability of applying a comprehensive uncertainty assessment to large-scale, detailed groundwater flow and transport modelling.
Llacer, J.; Veklerov, E.; Nolan, D. ); Grafton, S.T.; Mazziotta, J.C.; Hawkins, R.A.; Hoh, C.K.; Hoffman, E.J. )
1990-10-01
This paper will report on the progress to date in carrying out Receiver Operating Characteristics (ROC) studies comparing Maximum Likelihood Estimator (MLE) and Filtered Backprojection (FBP) reconstructions of normal and abnormal human brain PET data in a clinical setting. A previous statistical study of reconstructions of the Hoffman brain phantom with real data indicated that the pixel-to-pixel standard deviation in feasible MLE images is approximately proportional to the square root of the number of counts in a region, as opposed to a standard deviation which is high and largely independent of the number of counts in FBP. A preliminary ROC study carried out with 10 non-medical observers performing a relatively simple detectability task indicates that, for the majority of observers, lower standard deviation translates itself into a statistically significant detectability advantage in MLE reconstructions. The initial results of ongoing tests with four experienced neurologists/nuclear medicine physicians are presented. Normal cases of {sup 18}F -- fluorodeoxyglucose (FDG) cerebral metabolism studies and abnormal cases in which a variety of lesions have been introduced into normal data sets have been evaluated. We report on the results of reading the reconstructions of 90 data sets, each corresponding to a single brain slice. It has become apparent that the design of the study based on reading single brain slices is too insensitive and we propose a variation based on reading three consecutive slices at a time, rating only the center slice. 9 refs., 2 figs., 1 tab.
NASA Astrophysics Data System (ADS)
Sage, J. P.; Mayles, W. P. M.; Mayles, H. M.; Syndikus, I.
2014-10-01
Maximum likelihood estimation (MLE) is presented as a statistical tool to evaluate the contribution of measurement error to any measurement series where the same quantity is measured using different independent methods. The technique was tested against artificial data sets; generated for values of underlying variation in the quantity and measurement error between 0.5 mm and 3 mm. In each case the simulation parameters were determined within 0.1 mm. The technique was applied to analyzing external random positioning errors from positional audit data for 112 pelvic radiotherapy patients. Patient position offsets were measured using portal imaging analysis and external body surface measures. Using MLE to analyze all methods in parallel it was possible to ascertain the measurement error for each method and the underlying positional variation. In the (AP / Lat / SI) directions the standard deviations of the measured patient position errors from portal imaging were (3.3 mm / 2.3 mm / 1.9 mm), arising from underlying variations of (2.7 mm / 1.5 mm / 1.4 mm) and measurement uncertainties of (1.8 mm / 1.8 mm / 1.3 mm), respectively. The measurement errors agree well with published studies. MLE used in this manner could be applied to any study in which the same quantity is measured using independent methods.
NASA Astrophysics Data System (ADS)
Zhang, Yong; Wang, Yulong
2016-01-01
We propose a general model to entirely describe XPM effects induced by 16QAM channels in hybrid QPSK/16QAM wavelength division multiplexed (WDM) systems. A power spectral density (PSD) formula is presented to predict the statistical properties of XPM effects at the end of dispersion management (DM) fiber links. We derive the analytical expression of phase error variance for optimizing block length of QPSK channel coherent receiver with decision-aided (DA) maximum-likelihood (ML) phase estimation (PE). With our theoretical analysis, the optimum block length can be employed to improve the performance of coherent receiver. Bit error rate (BER) performance in QPSK channel is evaluated and compared through both theoretical derivation and Monte Carlo simulation. The results show that by using the DA-ML with optimum block length, bit signal-to-noise ratio (SNR) improvement over DA-ML with fixed block length of 10, 20 and 40 at BER of 10-3 is 0.18 dB, 0.46 dB and 0.65 dB, respectively, when in-line residual dispersion is 0 ps/nm.
Ghammraoui, Bahaa; Badal, Andreu; Popescu, Lucretiu M
2016-04-21
Coherent scatter computed tomography (CSCT) is a reconstructive x-ray imaging technique that yields the spatially resolved coherent-scatter cross section of the investigated object revealing structural information of tissue under investigation. In the original CSCT proposals the reconstruction of images from coherently scattered x-rays is done at each scattering angle separately using analytic reconstruction. In this work we develop a maximum likelihood estimation of scatter components algorithm (ML-ESCA) that iteratively reconstructs images using a few material component basis functions from coherent scatter projection data. The proposed algorithm combines the measured scatter data at different angles into one reconstruction equation with only a few component images. Also, it accounts for data acquisition statistics and physics, modeling effects such as polychromatic energy spectrum and detector response function. We test the algorithm with simulated projection data obtained with a pencil beam setup using a new version of MC-GPU code, a Graphical Processing Unit version of PENELOPE Monte Carlo particle transport simulation code, that incorporates an improved model of x-ray coherent scattering using experimentally measured molecular interference functions. The results obtained for breast imaging phantoms using adipose and glandular tissue cross sections show that the new algorithm can separate imaging data into basic adipose and water components at radiation doses comparable with Breast Computed Tomography. Simulation results also show the potential for imaging microcalcifications. Overall, the component images obtained with ML-ESCA algorithm have a less noisy appearance than the images obtained with the conventional filtered back projection algorithm for each individual scattering angle. An optimization study for x-ray energy range selection for breast CSCT is also presented. PMID:27025665
NASA Astrophysics Data System (ADS)
Ghammraoui, Bahaa; Badal, Andreu; Popescu, Lucretiu M.
2016-04-01
Coherent scatter computed tomography (CSCT) is a reconstructive x-ray imaging technique that yields the spatially resolved coherent-scatter cross section of the investigated object revealing structural information of tissue under investigation. In the original CSCT proposals the reconstruction of images from coherently scattered x-rays is done at each scattering angle separately using analytic reconstruction. In this work we develop a maximum likelihood estimation of scatter components algorithm (ML-ESCA) that iteratively reconstructs images using a few material component basis functions from coherent scatter projection data. The proposed algorithm combines the measured scatter data at different angles into one reconstruction equation with only a few component images. Also, it accounts for data acquisition statistics and physics, modeling effects such as polychromatic energy spectrum and detector response function. We test the algorithm with simulated projection data obtained with a pencil beam setup using a new version of MC-GPU code, a Graphical Processing Unit version of PENELOPE Monte Carlo particle transport simulation code, that incorporates an improved model of x-ray coherent scattering using experimentally measured molecular interference functions. The results obtained for breast imaging phantoms using adipose and glandular tissue cross sections show that the new algorithm can separate imaging data into basic adipose and water components at radiation doses comparable with Breast Computed Tomography. Simulation results also show the potential for imaging microcalcifications. Overall, the component images obtained with ML-ESCA algorithm have a less noisy appearance than the images obtained with the conventional filtered back projection algorithm for each individual scattering angle. An optimization study for x-ray energy range selection for breast CSCT is also presented.
Launay-Iliadis, M C; Bruno, R; Cosson, V; Vergniol, J C; Oulid-Aissa, D; Marty, M; Clavel, M; Aapro, M; Le Bail, N; Iliadis, A
1995-01-01
Docetaxel, a novel anticancer agent, was given to 26 patients by short i.v. infusion (1-2 h) at various dose levels (70-115 mg/m2, the maximum tolerated dose) during 2 phase I studies. Two population analyses, one using NONMEM (nonlinear mixed-effect modeling) and the other using NPML (nonparametric maximum-likelihood), were performed sequentially to determine the structural model; estimate the mean population parameters, including clearance (Cl) and interindividual variability; and find influences of demographic covariates on them. Nine covariates were included in the analyses: age, height, weight, body surface area, sex, performance status, presence of liver metastasis, dose level, and type of formulation. A three-compartment model gave the best fit to the data, and the final NONMEM regression model for Cl was Cl = BSA(Theta1 + Theta02 x AGE), expressing Cl (in liters per hour) directly as a function of body surface area. Only these two covariates were considered in the NPML analysis to confirm the results found by NONMEM. Using NONMEM [for a patient with mean AGE (52.3 years) and mean BSA (1.68 m2)] and NPML, docetaxel Cl was estimated to be 35.6 l/h (21.2 lh-1 m-2) and 37.2 l/h with interpatient coefficients of variations (CVs) of 17.4% and 24.8%, respectively. The intraindividual CV was estimated at 23.8% by NONMEM; the corresponding variability was fixed in NPML in an additive Gaussian variance error model with a 20% CV. Discrepancies were found in the mean volume at steady state (Vss; 83.21 for NPML versus 1241 for NONMEM) and in terminal half-lives, notably the mean t1/2 gamma, which was shorter as determined by NPML (7.89 versus 12.2 h), although the interindividual CV was 89.1% and 62.7% for Vss and t1/2 gamma, respectively. However, the NPML-estimated probability density function (pdf) of t1/2 gamma was bimodal (5 and 11.4 h), probably due to the imbalance of the data. Both analyses suggest a similar magnitude of mean Cl decrease with small BSA and
NASA Astrophysics Data System (ADS)
Singh, Vimal; Tewfik, Ahmed H.
2011-03-01
Cardiac minimal invasive surgeries such as catheter based radio frequency ablation of atrial fibrillation requires high-precision tracking of inner cardiac surfaces in order to ascertain constant electrode-surface contact. Majority of cardiac motion tracking systems are either limited to outer surface or track limited slices/sectors of inner surface in echocardiography data which are unrealizable in MIS due to the varying resolution of ultrasound with depth and speckle effect. In this paper, a system for high accuracy real-time 3D tracking of both cardiac surfaces using sparse samples of outer-surface only is presented. This paper presents a novel approach to model cardiac inner surface deformations as simple functions of outer surface deformations in the spherical harmonic domain using multiple maximal-likelihood linear regressors. Tracking system uses subspace clustering to identify potential deformation spaces for outer surfaces and trains ML linear regressors using pre-operative MRI/CT scan based training set. During tracking, sparse-samples from outer surfaces are used to identify the active outer surface deformation space and reconstruct outer surfaces in real-time under least squares formulation. Inner surface is reconstructed using tracked outer surface with trained ML linear regressors. High-precision tracking and robustness of the proposed system are demonstrated through results obtained on a real patient dataset with tracking root mean square error <= (0.23 +/- 0.04)mm and <= (0.30 +/- 0.07)mm for outer & inner surfaces respectively.
ERIC Educational Resources Information Center
Han, Kyung T.; Guo, Fanmin
2014-01-01
The full-information maximum likelihood (FIML) method makes it possible to estimate and analyze structural equation models (SEM) even when data are partially missing, enabling incomplete data to contribute to model estimation. The cornerstone of FIML is the missing-at-random (MAR) assumption. In (unidimensional) computerized adaptive testing…
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)
Aartsen, M. G.; Abraham, K.; Ackermann, M.; Adams, J.; Aguilar, J. A.; Ahlers, M.; Ahrens, M.; Altmann, D.; Anderson, T.; Archinger, M.; Arguelles, C.; Arlen, T. C.; Auffenberg, J.; Bai, X.; Barwick, S. W.; Baum, V.; Bay, R.; Beatty, J. J.; Becker Tjus, J.; Becker, K.-H.; Beiser, E.; BenZvi, S.; Berghaus, P.; Berley, D.; Bernardini, E.; Bernhard, A.; Besson, D. Z.; Binder, G.; Bindig, D.; Bissok, M.; Blaufuss, E.; Blumenthal, J.; Boersma, D. J.; Bohm, C.; Börner, M.; Bos, F.; Bose, D.; Böser, S.; Botner, O.; Braun, J.; Brayeur, L.; Bretz, H.-P.; Brown, A. M.; Buzinsky, N.; Casey, J.; Casier, M.; Cheung, E.; Chirkin, D.; Christov, A.; Christy, B.; Clark, K.; Classen, L.; Coenders, S.; Cowen, D. F.; Cruz Silva, A. H.; Daughhetee, J.; Davis, J. C.; Day, M.; de André, J. P. A. M.; De Clercq, C.; Dembinski, H.; De Ridder, S.; Desiati, P.; de Vries, K. D.; de Wasseige, G.; de With, M.; DeYoung, T.; Díaz-Vélez, J. C.; Dumm, J. P.; Dunkman, M.; Eagan, R.; Eberhardt, B.; Ehrhardt, T.; Eichmann, B.; Euler, S.; Evenson, P. A.; Fadiran, O.; Fahey, S.; Fazely, A. R.; Fedynitch, A.; Feintzeig, J.; Felde, J.; Filimonov, K.; Finley, C.; Fischer-Wasels, T.; Flis, S.; Fuchs, T.; Gaisser, T. K.; Gaior, R.; Gallagher, J.; Gerhardt, L.; Ghorbani, K.; Gier, D.; Gladstone, L.; Glagla, M.; Glüsenkamp, T.; Goldschmidt, A.; Golup, G.; Gonzalez, J. G.; Goodman, J. A.; Góra, D.; Grant, D.; Gretskov, P.; Groh, J. C.; Gross, A.; Ha, C.; Haack, C.; Haj Ismail, A.; Hallgren, A.; Halzen, F.; Hansmann, B.; Hanson, K.; Hebecker, D.; Heereman, D.; Helbing, K.; Hellauer, R.; Hellwig, D.; Hickford, S.; Hignight, J.; Hill, G. C.; Hoffman, K. D.; Hoffmann, R.; Holzapfel, K.; Homeier, A.; Hoshina, K.; Huang, F.; Huber, M.; Huelsnitz, W.; Hulth, P. O.; Hultqvist, K.; In, S.; Ishihara, A.; Jacobi, E.; Japaridze, G. S.; Jero, K.; Jurkovic, M.; Kaminsky, B.; Kappes, A.; Karg, T.; Karle, A.; Kauer, M.; Keivani, A.; Kelley, J. L.; Kemp, J.; Kheirandish, A.; Kiryluk, J.; Kläs, J.; Klein, S. R.; Kohnen, G.; Kolanoski, H.; Konietz, R.; Koob, A.; Köpke, L.; Kopper, C.; Kopper, S.; Koskinen, D. J.; Kowalski, M.; Krings, K.; Kroll, G.; Kroll, M.; Kunnen, J.; Kurahashi, N.; Kuwabara, T.; Labare, M.; Lanfranchi, J. L.; Larson, M. J.; Lesiak-Bzdak, M.; Leuermann, M.; Leuner, J.; Lünemann, J.; Madsen, J.; Maggi, G.; Mahn, K. B. M.; Maruyama, R.; Mase, K.; Matis, H. S.; Maunu, R.; McNally, F.; Meagher, K.; Medici, M.; Meli, A.; Menne, T.; Merino, G.; Meures, T.; Miarecki, S.; Middell, E.; Middlemas, E.; Miller, J.; Mohrmann, L.; Montaruli, T.; Morse, R.; Nahnhauer, R.; Naumann, U.; Niederhausen, H.; Nowicki, S. C.; Nygren, D. R.; Obertacke, A.; Olivas, A.; Omairat, A.; O'Murchadha, A.; Palczewski, T.; Paul, L.; Pepper, J. A.; Pérez de los Heros, C.; Pfendner, C.; Pieloth, D.; Pinat, E.; Posselt, J.; Price, P. B.; Przybylski, G. T.; Pütz, J.; Quinnan, M.; Rädel, L.; Rameez, M.; Rawlins, K.; Redl, P.; Reimann, R.; Relich, M.; Resconi, E.; Rhode, W.; Richman, M.; Richter, S.; Riedel, B.; Robertson, S.; Rongen, M.; Rott, C.; Ruhe, T.; Ruzybayev, B.; Ryckbosch, D.; Saba, S. M.; Sabbatini, L.; Sander, H.-G.; Sandrock, A.; Sandroos, J.; Sarkar, S.; Schatto, K.; Scheriau, F.; Schimp, M.; Schmidt, T.; Schmitz, M.; Schoenen, S.; Schöneberg, S.; Schönwald, A.; Schukraft, A.; Schulte, L.; Seckel, D.; Seunarine, S.; Shanidze, R.; Smith, M. W. E.; Soldin, D.; Spiczak, G. M.; Spiering, C.; Stahlberg, M.; Stamatikos, M.; Stanev, T.; Stanisha, N. A.; Stasik, A.; Stezelberger, T.; Stokstad, R. G.; Stössl, A.; Strahler, E. A.; Ström, R.; Strotjohann, N. L.; Sullivan, G. W.; Sutherland, M.; Taavola, H.; Taboada, I.; Ter-Antonyan, S.; Terliuk, A.; Tešić, G.; Tilav, S.; Toale, P. A.; Tobin, M. N.; Tosi, D.; Tselengidou, M.; Unger, E.; Usner, M.; Vallecorsa, S.; Vandenbroucke, J.; van Eijndhoven, N.; Vanheule, S.; van Santen, J.; Veenkamp, J.; Vehring, M.; Voge, M.; Vraeghe, M.; Walck, C.; Wallace, A.; Wallraff, M.; Wandkowsky, N.; Weaver, Ch.; Wendt, C.; Westerhoff, S.; Whelan, B. J.; Whitehorn, N.; Wichary, C.; Wiebe, K.; Wiebusch, C. H.; Wille, L.; Williams, D. R.; Wissing, H.; Wolf, M.; Wood, T. R.; Woschnagg, K.; Xu, D. L.; Xu, X. W.; Xu, Y.; Yanez, J. P.; Yodh, G.; Yoshida, S.; Zarzhitsky, P.; Zoll, M.; IceCube Collaboration
2015-08-01
Evidence for an extraterrestrial flux of high-energy neutrinos has now been found in multiple searches with the IceCube detector. The first solid evidence was provided by a search for neutrino events with deposited energies ≳ 30 TeV and interaction vertices inside the instrumented volume. Recent analyses suggest that the extraterrestrial flux extends to lower energies and is also visible with throughgoing, νμ-induced tracks from the Northern Hemisphere. Here, we combine the results from six different IceCube searches for astrophysical neutrinos in a maximum-likelihood analysis. The combined event sample features high-statistics samples of shower-like and track-like events. The data are fit in up to three observables: energy, zenith angle, and event topology. Assuming the astrophysical neutrino flux to be isotropic and to consist of equal flavors at Earth, the all-flavor spectrum with neutrino energies between 25 TeV and 2.8 PeV is well described by an unbroken power law with best-fit spectral index -2.50 ± 0.09 and a flux at 100 TeV of ({6.7}-1.2+1.1)× {10}-18 {{GeV}}-1 {{{s}}}-1 {{sr}}-1 {{cm}}-2. Under the same assumptions, an unbroken power law with index -2 is disfavored with a significance of 3.8σ (p = 0.0066%) with respect to the best fit. This significance is reduced to 2.1σ (p = 1.7%) if instead we compare the best fit to a spectrum with index -2 that has an exponential cut-off at high energies. Allowing the electron-neutrino flux to deviate from the other two flavors, we find a νe fraction of 0.18 ± 0.11 at Earth. The sole production of electron neutrinos, which would be characteristic of neutron-decay-dominated sources, is rejected with a significance of 3.6σ (p = 0.014%).
NASA Astrophysics Data System (ADS)
Rafieeinasab, Arezoo; Seo, Dong-Jun; Lee, Haksu; Kim, Sunghee
2014-11-01
Various data assimilation (DA) methods have been used and are being explored for use in operational streamflow forecasting. For ensemble forecasting, ensemble Kalman filter (EnKF) is an appealing candidate for familiarity and relative simplicity. EnKF, however, is optimal in the second-order sense, only if the observation equation is linear. As such, without an iterative approach, EnKF may not be appropriate for assimilating streamflow data for updating soil moisture states due to the strong nonlinear relationships between the two. Maximum likelihood ensemble filter (MLEF), on the other hand, is not subject to the above limitation. Being an ensemble extension of variational assimilation (VAR), MLEF also offers a strong connection with the traditional single-valued forecast process through the control, or the maximum likelihood, solution. In this work, we apply MLEF and EnKF as a fixed lag smoother to the Sacramento (SAC) soil moisture accounting model and unit hydrograph (UH) for assimilation of streamflow, mean areal precipitation (MAP) and potential evaporation (MAPE) data for updating soil moisture states. For comparative evaluation, three experiments were carried out. Comparison between homoscedastic vs. heteroscedastic modeling of selected statistical parameters for DA indicates that heteroscedastic modeling does not improve over homoscedastic modeling, and that homoscedastic error modeling with sensitivity analysis may suffice for application of MLEF for soil moisture updating using streamflow data. Comparative evaluation with respect to the model errors associated with soil moisture dynamics, the ensemble size and the number of streamflow observations assimilated per cycle showed that, in general, MLEF outperformed EnKF under varying conditions of observation and model errors, and ensemble size, and that MLEF performed well with an ensemble size as small as 5 while EnKF required a much larger ensemble size to perform closely to MLEF. Also, MLEF was not very
Modelling complex survey data with population level information: an empirical likelihood approach
Oguz-Alper, M.; Berger, Y. G.
2016-01-01
Survey data are often collected with unequal probabilities from a stratified population. In many modelling situations, the parameter of interest is a subset of a set of parameters, with the others treated as nuisance parameters. We show that in this situation the empirical likelihood ratio statistic follows a chi-squared distribution asymptotically, under stratified single and multi-stage unequal probability sampling, with negligible sampling fractions. Simulation studies show that the empirical likelihood confidence interval may achieve better coverages and has more balanced tail error rates than standard approaches involving variance estimation, linearization or resampling. PMID:27279669
A pairwise likelihood-based approach for changepoint detection in multivariate time series models
Ma, Ting Fung; Yau, Chun Yip
2016-01-01
This paper develops a composite likelihood-based approach for multiple changepoint estimation in multivariate time series. We derive a criterion based on pairwise likelihood and minimum description length for estimating the number and locations of changepoints and for performing model selection in each segment. The number and locations of the changepoints can be consistently estimated under mild conditions and the computation can be conducted efficiently with a pruned dynamic programming algorithm. Simulation studies and real data examples demonstrate the statistical and computational efficiency of the proposed method. PMID:27279666
NASA Technical Reports Server (NTRS)
Lai, Jonathan Y.
1994-01-01
This dissertation focuses on the signal processing problems associated with the detection of hazardous windshears using airborne Doppler radar when weak weather returns are in the presence of strong clutter returns. In light of the frequent inadequacy of spectral-processing oriented clutter suppression methods, we model a clutter signal as multiple sinusoids plus Gaussian noise, and propose adaptive filtering approaches that better capture the temporal characteristics of the signal process. This idea leads to two research topics in signal processing: (1) signal modeling and parameter estimation, and (2) adaptive filtering in this particular signal environment. A high-resolution, low SNR threshold maximum likelihood (ML) frequency estimation and signal modeling algorithm is devised and proves capable of delineating both the spectral and temporal nature of the clutter return. Furthermore, the Least Mean Square (LMS) -based adaptive filter's performance for the proposed signal model is investigated, and promising simulation results have testified to its potential for clutter rejection leading to more accurate estimation of windspeed thus obtaining a better assessment of the windshear hazard.
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.
NASA Technical Reports Server (NTRS)
Chittineni, C. B.
1980-01-01
Estimating label imperfections and the use of estimations in the identification of mislabeled patterns are discussed. Expressions are presented for the asymptotic variances of the probability of correct classification and proportion, and for the maximum likelihood estimates of classification errors and a priori probabilities. Models are developed for imperfections in the labels and classification errors, and expressions are derived for the probability of imperfect label identification schemes resulting in wrong decisions. The expressions are used in computing thresholds and the techniques are given practical applications. The imperfect label identification scheme in the multiclass case is found to amount to establishing a region around each decision surface, and decisions of the label correction scheme are found in close agreement with the analyst-interpreter interpretations of the imagery films. As an example, the application of the maximum likelihood estimation to the processing of Landsat MSS data is discussed.
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
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 Astrophysics Data System (ADS)
Tran, Anh Phuong; Vanclooster, Marnik; Zupanski, Milija; Lambot, Sébastien
2014-04-01
Ground-Penetrating Radar (GPR) has recently become a powerful geophysical technique to characterize soil moisture at the field scale. We developed a data assimilation scheme to simultaneously estimate the vertical soil moisture profile and hydraulic parameters from time-lapse GPR measurements. The assimilation scheme includes a soil hydrodynamic model to simulate the soil moisture dynamics, a full-wave electromagnetic wave propagation model, and petrophysical relationship to link the state variable with the GPR data and a maximum likelihood ensemble assimilation algorithm. The hydraulic parameters are estimated jointly with the soil moisture using a state augmentation technique. The approach allows for the direct assimilation of GPR data, thus maximizing the use of the information. The proposed approach was validated by numerical experiments assuming wrong initial conditions and hydraulic parameters. The synthetic soil moisture profiles were generated by the Hydrus-1D model, which then were used by the electromagnetic model and petrophysical relationship to create "observed" GPR data. The results show that the data assimilation significantly improves the accuracy of the hydrodynamic model prediction. Compared with the surface soil moisture assimilation, the GPR data assimilation better estimates the soil moisture profile and hydraulic parameters. The results also show that the estimated soil moisture profile in the loamy sand and silt soils converge to the "true" state more rapidly than in the clay one. Of the three unknown parameters of the Mualem-van Genuchten model, the estimation of n is more accurate than that of α and Ks. The approach shows a great promise to use GPR measurements for the soil moisture profile and hydraulic parameter estimation at the field scale.
NASA Technical Reports Server (NTRS)
Sue, M. K.
1981-01-01
Models to characterize the behavior of the Deep Space Network (DSN) Receiving System in the presence of a radio frequency interference (RFI) are considered. A simple method to evaluate the telemetry degradation due to the presence of a CW RFI near the carrier frequency for the DSN Block 4 Receiving System using the maximum likelihood convolutional decoding assembly is presented. Analytical and experimental results are given.
NASA Technical Reports Server (NTRS)
Grove, R. D.; Bowles, R. L.; Mayhew, S. C.
1972-01-01
A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.
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.
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
Andrews, Steven S; Rutherford, Suzannah
2016-01-01
Experimental measurements require calibration to transform measured signals into physically meaningful values. The conventional approach has two steps: the experimenter deduces a conversion function using measurements on standards and then calibrates (or normalizes) measurements on unknown samples with this function. The deduction of the conversion function from only the standard measurements causes the results to be quite sensitive to experimental noise. It also implies that any data collected without reliable standards must be discarded. Here we show that a "1-step calibration method" reduces these problems for the common situation in which samples are measured in batches, where a batch could be an immunoblot (Western blot), an enzyme-linked immunosorbent assay (ELISA), a sequence of spectra, or a microarray, provided that some sample measurements are replicated across multiple batches. The 1-step method computes all calibration results iteratively from all measurements. It returns the most probable values for the sample compositions under the assumptions of a statistical model, making them the maximum likelihood predictors. It is less sensitive to measurement error on standards and enables use of some batches that do not include standards. In direct comparison of both real and simulated immunoblot data, the 1-step method consistently exhibited smaller errors than the conventional "2-step" method. These results suggest that the 1-step method is likely to be most useful for cases where experimenters want to analyze existing data that are missing some standard measurements and where experimenters want to extract the best results possible from their data. Open source software for both methods is available for download or on-line use. PMID:26908370
Andrews, Steven S.; Rutherford, Suzannah
2016-01-01
Experimental measurements require calibration to transform measured signals into physically meaningful values. The conventional approach has two steps: the experimenter deduces a conversion function using measurements on standards and then calibrates (or normalizes) measurements on unknown samples with this function. The deduction of the conversion function from only the standard measurements causes the results to be quite sensitive to experimental noise. It also implies that any data collected without reliable standards must be discarded. Here we show that a “1-step calibration method” reduces these problems for the common situation in which samples are measured in batches, where a batch could be an immunoblot (Western blot), an enzyme-linked immunosorbent assay (ELISA), a sequence of spectra, or a microarray, provided that some sample measurements are replicated across multiple batches. The 1-step method computes all calibration results iteratively from all measurements. It returns the most probable values for the sample compositions under the assumptions of a statistical model, making them the maximum likelihood predictors. It is less sensitive to measurement error on standards and enables use of some batches that do not include standards. In direct comparison of both real and simulated immunoblot data, the 1-step method consistently exhibited smaller errors than the conventional “2-step” method. These results suggest that the 1-step method is likely to be most useful for cases where experimenters want to analyze existing data that are missing some standard measurements and where experimenters want to extract the best results possible from their data. Open source software for both methods is available for download or on-line use. PMID:26908370
Motaghian Nezam, S. M. R.; Joo, C; Tearney, G. J.; de Boer, J. F.
2009-01-01
Spectral-domain optical coherence phase microscopy (SD-OCPM) measures minute phase changes in transparent biological specimens using a common path interferometer and a spectrometer based optical coherence tomography system. The Fourier transform of the acquired interference spectrum in spectral-domain optical coherence tomography (SD-OCT) is complex and the phase is affected by contributions from inherent random noise. To reduce this phase noise, knowledge of the probability density function (PDF) of data becomes essential. In the present work, the intensity and phase PDFs of the complex interference signal are theoretically derived and the optical path length (OPL) PDF is experimentally validated. The full knowledge of the PDFs is exploited for optimal estimation (Maximum Likelihood estimation) of the intensity, phase, and signal-to-noise ratio (SNR) in SD-OCPM. Maximum likelihood (ML) estimates of the intensity, SNR, and OPL images are presented for two different scan modes using Bovine Pulmonary Artery Endothelial (BPAE) cells. To investigate the phase accuracy of SD-OCPM, we experimentally calculate and compare the cumulative distribution functions (CDFs) of the OPL standard deviation and the square root of the Cramér-Rao lower bound (1/2SNR) over 100 BPAE images for two different scan modes. The correction to the OPL measurement by applying ML estimation to SD-OCPM for BPAE cells is demonstrated. PMID:18957999
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
Martyna, Agnieszka; Zadora, Grzegorz; Neocleous, Tereza; Michalska, Aleksandra; Dean, Nema
2016-08-10
Many chemometric tools are invaluable and have proven effective in data mining and substantial dimensionality reduction of highly multivariate data. This becomes vital for interpreting various physicochemical data due to rapid development of advanced analytical techniques, delivering much information in a single measurement run. This concerns especially spectra, which are frequently used as the subject of comparative analysis in e.g. forensic sciences. In the presented study the microtraces collected from the scenarios of hit-and-run accidents were analysed. Plastic containers and automotive plastics (e.g. bumpers, headlamp lenses) were subjected to Fourier transform infrared spectrometry and car paints were analysed using Raman spectroscopy. In the forensic context analytical results must be interpreted and reported according to the standards of the interpretation schemes acknowledged in forensic sciences using the likelihood ratio approach. However, for proper construction of LR models for highly multivariate data, such as spectra, chemometric tools must be employed for substantial data compression. Conversion from classical feature representation to distance representation was proposed for revealing hidden data peculiarities and linear discriminant analysis was further applied for minimising the within-sample variability while maximising the between-sample variability. Both techniques enabled substantial reduction of data dimensionality. Univariate and multivariate likelihood ratio models were proposed for such data. It was shown that the combination of chemometric tools and the likelihood ratio approach is capable of solving the comparison problem of highly multivariate and correlated data after proper extraction of the most relevant features and variance information hidden in the data structure. PMID:27282749
NASA Astrophysics Data System (ADS)
Ipsen, Andreas; Ebbels, Timothy M. D.
2014-10-01
In a recent article, we derived a probability distribution that was shown to closely approximate that of the data produced by liquid chromatography time-of-flight mass spectrometry (LC/TOFMS) instruments employing time-to-digital converters (TDCs) as part of their detection system. The approach of formulating detailed and highly accurate mathematical models of LC/MS data via probability distributions that are parameterized by quantities of analytical interest does not appear to have been fully explored before. However, we believe it could lead to a statistically rigorous framework for addressing many of the data analytical problems that arise in LC/MS studies. In this article, we present new procedures for correcting for TDC saturation using such an approach and demonstrate that there is potential for significant improvements in the effective dynamic range of TDC-based mass spectrometers, which could make them much more competitive with the alternative analog-to-digital converters (ADCs). The degree of improvement depends on our ability to generate mass and chromatographic peaks that conform to known mathematical functions and our ability to accurately describe the state of the detector dead time—tasks that may be best addressed through engineering efforts.
Elbouchikhi, Elhoussin; Choqueuse, Vincent; Benbouzid, Mohamed
2016-07-01
Condition monitoring of electric drives is of paramount importance since it contributes to enhance the system reliability and availability. Moreover, the knowledge about the fault mode behavior is extremely important in order to improve system protection and fault-tolerant control. Fault detection and diagnosis in squirrel cage induction machines based on motor current signature analysis (MCSA) has been widely investigated. Several high resolution spectral estimation techniques have been developed and used to detect induction machine abnormal operating conditions. This paper focuses on the application of MCSA for the detection of abnormal mechanical conditions that may lead to induction machines failure. In fact, this paper is devoted to the detection of single-point defects in bearings based on parametric spectral estimation. A multi-dimensional MUSIC (MD MUSIC) algorithm has been developed for bearing faults detection based on bearing faults characteristic frequencies. This method has been used to estimate the fundamental frequency and the fault related frequency. Then, an amplitude estimator of the fault characteristic frequencies has been proposed and fault indicator has been derived for fault severity measurement. The proposed bearing faults detection approach is assessed using simulated stator currents data, issued from a coupled electromagnetic circuits approach for air-gap eccentricity emulating bearing faults. Then, experimental data are used for validation purposes. PMID:27038887
PNNL: A Supervised Maximum Entropy Approach to Word Sense Disambiguation
Tratz, Stephen C.; Sanfilippo, Antonio P.; Gregory, Michelle L.; Chappell, Alan R.; Posse, Christian; Whitney, Paul D.
2007-06-23
In this paper, we described the PNNL Word Sense Disambiguation system as applied to the English All-Word task in Se-mEval 2007. We use a supervised learning approach, employing a large number of features and using Information Gain for dimension reduction. Our Maximum Entropy approach combined with a rich set of features produced results that are significantly better than baseline and are the highest F-score for the fined-grained English All-Words subtask.
NASA Technical Reports Server (NTRS)
Kyle, H. Lee; Hucek, Richard R.; Groveman, Brian; Frey, Richard
1990-01-01
The archived Earth radiation budget (ERB) products produced from the Nimbus-7 ERB narrow field-of-view scanner are described. The principal products are broadband outgoing longwave radiation (4.5 to 50 microns), reflected solar radiation (0.2 to 4.8 microns), and the net radiation. Daily and monthly averages are presented on a fixed global equal area (500 sq km), grid for the period May 1979 to May 1980. Two independent algorithms are used to estimate the outgoing fluxes from the observed radiances. The algorithms are described and the results compared. The products are divided into three subsets: the Scene Radiance Tapes (SRT) contain the calibrated radiances; the Sorting into Angular Bins (SAB) tape contains the SAB produced shortwave, longwave, and net radiation products; and the Maximum Likelihood Cloud Estimation (MLCE) tapes contain the MLCE products. The tape formats are described in detail.
Bayesian clustering of fuzzy feature vectors using a quasi-likelihood approach.
Marttinen, Pekka; Tang, Jing; De Baets, Bernard; Dawyndt, Peter; Corander, Jukka
2009-01-01
Bayesian model-based classifiers, both unsupervised and supervised, have been studied extensively and their value and versatility have been demonstrated on a wide spectrum of applications within science and engineering. A majority of the classifiers are built on the assumption of intrinsic discreteness of the considered data features or on the discretization of them prior to the modeling. On the other hand, Gaussian mixture classifiers have also been utilized to a large extent for continuous features in the Bayesian framework. Often the primary reason for discretization in the classification context is the simplification of the analytical and numerical properties of the models. However, the discretization can be problematic due to its \\textit{ad hoc} nature and the decreased statistical power to detect the correct classes in the resulting procedure. We introduce an unsupervised classification approach for fuzzy feature vectors that utilizes a discrete model structure while preserving the continuous characteristics of data. This is achieved by replacing the ordinary likelihood by a binomial quasi-likelihood to yield an analytical expression for the posterior probability of a given clustering solution. The resulting model can be justified from an information-theoretic perspective. Our method is shown to yield highly accurate clusterings for challenging synthetic and empirical data sets. PMID:19029547
Approach to forecasting daily maximum ozone levels in St. Louis
NASA Technical Reports Server (NTRS)
Prior, E. J.; Schiess, J. R.; Mcdougal, D. S.
1981-01-01
Measurements taken in 1976 from the St. Louis Regional Air Pollution Study (RAPS) data base, conducted by EPA, were analyzed to determine an optimum set of air-quality and meteorological variables for predicting maximum ozone levels for each day in 1976. A 'leaps and bounds' regression analysis was used to identify the best subset of variables. Three particular variables, the 9 a.m. ozone level, the forecasted maximum temperature, and the 6-9 a.m. averaged wind speed, have useful forecasting utility. The trajectory history of air masses entering St. Louis was studied, and it was concluded that transport-related variables contribute to the appearance of very high ozone levels. The final empirical forecast model predicts the daily maximum ozone over 341 days with a standard deviation of 11 ppb, which approaches the estimated error.
NASA Astrophysics Data System (ADS)
Eggers, G. L.; Lewis, K. W.; Simons, F. J.
2012-12-01
Venus has undergone a markedly different evolution than Earth. Its tectonics do not resemble the plate-tectonic system observed on Earth, and many surface features—such as tesserae and coronae—lack terrestrial equivalents. To understand Venus' tectonics is to understand its lithosphere. Lithospheric parameters such as the effective elastic thickness have previously been estimated from the correlation between topography and gravity anomalies, either in the space domain or the spectral domain (where admittance or coherence functions are estimated). Correlation and spectral analyses that have been obtained on Venus have been limited by geometry (typically, only rectangular or circular data windows were used), and most have lacked robust error estimates. There are two levels of error: the first being how well the correlation, admittance or coherence can be estimated; the second and most important, how well the lithospheric elastic thickness can be estimated from those. The first type of error is well understood, via classical analyses of resolution, bias and variance in multivariate spectral analysis. Understanding this error leads to constructive approaches of performing the spectral analysis, via multi-taper methods (which reduce variance) with well-chosen optimal tapers (to reduce bias). The second type of error requires a complete analysis of the coupled system of differential equations that describes how certain inputs (the unobservable initial loading by topography at various interfaces) are being mapped to the output (final, measurable topography and gravity anomalies). The equations of flexure have one unknown: the flexural rigidity or effective elastic thickness—the parameter of interest. Fortunately, we have recently come to a full understanding of this second type of error, and derived a maximum-likelihood estimation (MLE) method that results in unbiased and minimum-variance estimates of the flexural rigidity under a variety of initial
Comparison of mapping approaches of design annual maximum daily precipitation
NASA Astrophysics Data System (ADS)
Szolgay, J.; Parajka, J.; Kohnová, S.; Hlavčová, K.
2009-05-01
In this study 2-year and 100-year annual maximum daily precipitation for rainfall-runoff studies and estimating flood hazard were mapped. The daily precipitation measurements at 23 climate stations from 1961-2000 were used in the upper Hron basin in central Slovakia. The choice of data preprocessing and interpolation methods was guided by their practical applicability and acceptance in the engineering hydrologic community. The main objective was to discuss the quality and properties of maps of design precipitation with a given return period with respect to the expectations of the end user. Four approaches to the preprocessing of annual maximum 24-hour precipitation data were used, and three interpolation methods employed. The first approach is the direct mapping of at-site estimates of distribution function quantiles; the second is the direct mapping of local estimates of the three parameters of the GEV distribution. In the third, the daily precipitation totals were interpolated into a regular grid network, and then the time series of the maximum daily precipitation totals in each grid point of the selected region were statistically analysed. In the fourth, the spatial distribution of the design precipitation was modeled by quantiles predicted by regional precipitation frequency analysis using the Hosking and Wallis procedure. The three interpolation methods used were the inverse distance weighting, nearest neighbor and the kriging method. Visual inspection and jackknife cross-validation were used to compare the combination of approaches.
Kaufman, James; Lessler, Justin; Harry, April; Edlund, Stefan; Hu, Kun; Douglas, Judith; Thoens, Christian; Appel, Bernd; Käsbohrer, Annemarie; Filter, Matthias
2014-01-01
Foodborne disease outbreaks of recent years demonstrate that due to increasingly interconnected supply chains these type of crisis situations have the potential to affect thousands of people, leading to significant healthcare costs, loss of revenue for food companies, and—in the worst cases—death. When a disease outbreak is detected, identifying the contaminated food quickly is vital to minimize suffering and limit economic losses. Here we present a likelihood-based approach that has the potential to accelerate the time needed to identify possibly contaminated food products, which is based on exploitation of food products sales data and the distribution of foodborne illness case reports. Using a real world food sales data set and artificially generated outbreak scenarios, we show that this method performs very well for contamination scenarios originating from a single “guilty” food product. As it is neither always possible nor necessary to identify the single offending product, the method has been extended such that it can be used as a binary classifier. With this extension it is possible to generate a set of potentially “guilty” products that contains the real outbreak source with very high accuracy. Furthermore we explore the patterns of food distributions that lead to “hard-to-identify” foods, the possibility of identifying these food groups a priori, and the extent to which the likelihood-based method can be used to quantify uncertainty. We find that high spatial correlation of sales data between products may be a useful indicator for “hard-to-identify” products. PMID:24992565
Likelihood ratio meta-analysis: New motivation and approach for an old method.
Dormuth, Colin R; Filion, Kristian B; Platt, Robert W
2016-03-01
A 95% confidence interval (CI) in an updated meta-analysis may not have the expected 95% coverage. If a meta-analysis is simply updated with additional data, then the resulting 95% CI will be wrong because it will not have accounted for the fact that the earlier meta-analysis failed or succeeded to exclude the null. This situation can be avoided by using the likelihood ratio (LR) as a measure of evidence that does not depend on type-1 error. We show how an LR-based approach, first advanced by Goodman, can be used in a meta-analysis to pool data from separate studies to quantitatively assess where the total evidence points. The method works by estimating the log-likelihood ratio (LogLR) function from each study. Those functions are then summed to obtain a combined function, which is then used to retrieve the total effect estimate, and a corresponding 'intrinsic' confidence interval. Using as illustrations the CAPRIE trial of clopidogrel versus aspirin in the prevention of ischemic events, and our own meta-analysis of higher potency statins and the risk of acute kidney injury, we show that the LR-based method yields the same point estimate as the traditional analysis, but with an intrinsic confidence interval that is appropriately wider than the traditional 95% CI. The LR-based method can be used to conduct both fixed effect and random effects meta-analyses, it can be applied to old and new meta-analyses alike, and results can be presented in a format that is familiar to a meta-analytic audience. PMID:26837056
Jerling, M; Merlé, Y; Mentré, F; Mallet, A
1994-01-01
Therapeutic drug monitoring data for nortriptyline (674 analyses from 578 patients) were evaluated with the nonparametric maximum likelihood (NPML) method in order to determine the population kinetic parameters of this drug and their relation to age, body weight and duration of treatment. Clearance of nortriptyline during monotherapy exhibited a large interindividual variability and a skewed distribution. A small, separate fraction with a very high clearance, constituting between 0.5% and 2% of the population, was seen in both men and women. This may be explained by the recent discovery of subjects with multiple copies of the gene encoding the cytochrome-P450-enzyme CYP2D6, which catalyses the hydroxylation of nortriptyline. However, erratic compliance with the prescription may also add to this finding. A separate distribution of low clearance values with a frequency corresponding to that of poor metabolizers of CYP2D6 (circa 7% in Caucasian populations) could not be detected. Concomitant therapy with drugs that inhibit CYP2D6 resulted in a major increase in the plasma nortriptyline concentrations. This was caused by a decrease in nortriptyline clearance, whereas the volume of distribution was unchanged. The demographic factors age and body weight had a minor influence on the clearance of nortriptyline which was also unaffected by the duration of treatment. PMID:7893588
Huang, Jinxin; Hindman, Holly B; Rolland, Jannick P
2016-05-01
Dry eye disease (DED) is a common ophthalmic condition that is characterized by tear film instability and leads to ocular surface discomfort and visual disturbance. Advancements in the understanding and management of this condition have been limited by our ability to study the tear film secondary to its thin structure and dynamic nature. Here, we report a technique to simultaneously estimate the thickness of both the lipid and aqueous layers of the tear film in vivo using optical coherence tomography and maximum-likelihood estimation. After a blink, the lipid layer was rapidly thickened at an average rate of 10 nm/s over the first 2.5 s before stabilizing, whereas the aqueous layer continued thinning at an average rate of 0.29 μm/s of the 10 s blink cycle. Further development of this tear film imaging technique may allow for the elucidation of events that trigger tear film instability in DED. PMID:27128054
NASA Astrophysics Data System (ADS)
Chen, Yin; Huang, Xuguang
2015-05-01
This paper proposes a simple three-stage carrier phase estimation (CPE) algorithm for 16-ary quadrature amplitude modulation (16-QAM) optical coherent systems, based on a simplified quadrature phase shift keying partition (QPSK-partitioning) scheme for the first stage and the maximum likelihood (ML) detection for the second and the third stage. Only 25% of the symbols of 16-QAM systems are employed for the first stage phase estimation, while only 50% are used for the second stage phase estimation. Therefore, the computational complexity of the proposed three-stage CPE algorithm for 16-QAM systems is similar to that of the QPSK-partitioning+ML algorithm. The performance of two different ML detections is compared and the simulation results show that the "constellation-assisted" ML detection can achieve better linewidth tolerance performance than the "conventional" ML detection for 16-QAM systems. A combined linewidth symbol duration product of 1 ×10-4 is tolerable for a signal noise ratio (SNR) sensitivity penalty of 0.8 dB at a BER of 1 ×10-3 , based on the block averaging instead of the sliding window averaging. A good bit error rate (BER) performance for the proposed three-stage CPE algorithm is achieved especially at high SNR levels in the simulation. The performance of the proposed three-stage CPE algorithm is similar to that of the BPS algorithm with 22 test phase angles, but with reducing the computational complexity by a factor of about 5.3.
NASA Astrophysics Data System (ADS)
Jarmołowski, Wojciech; Łukasiak, Jacek
2015-12-01
The work investigates the spatial correlation of the data collected along orbital tracks of Mars Orbiter Laser Altimeter (MOLA) with a special focus on the noise variance problem in the covariance matrix. The problem of different correlation parameters in along-track and crosstrack directions of orbital or profile data is still under discussion in relation to Least Squares Collocation (LSC). Different spacing in along-track and transverse directions and anisotropy problem are frequently considered in the context of this kind of data. Therefore the problem is analyzed in this work, using MOLA data samples. The analysis in this paper is focused on a priori errors that correspond to the white noise present in the data and is performed by maximum likelihood (ML) estimation in two, perpendicular directions. Additionally, correlation lengths of assumed planar covariance model are determined by ML and by fitting it into the empirical covariance function (ECF). All estimates considered together confirm substantial influence of different data resolution in along-track and transverse directions on the covariance parameters.
Addressing Society's Preparedness for the Approaching Solar Maximum
NASA Astrophysics Data System (ADS)
Tretkoff, Ernie
2010-07-01
As the next solar maximum approaches, increased solar activity could damage technology on which society relies, with potentially serious consequences for national security, aviation, emergency response, communications, navigation, spacecraft, and electric power grids. To discuss the state of preparedness, describe recent progress, and address future needs, approximately 200 researchers and stakeholders from government agencies, academia, and industry, including international participants, met in June at the 2010 Space Weather Enterprise Forum in Washington, D. C. The conference's theme was "Building an informed and resilient society—The decade ahead."
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.
2010-01-01
Background The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Results Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. Conclusions The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2
Reed, David L; Carpenter, Kent E; deGravelle, Martin J
2002-06-01
The Carangidae represent a diverse family of marine fishes that include both ecologically and economically important species. Currently, there are four recognized tribes within the family, but phylogenetic relationships among them based on morphology are not resolved. In addition, the tribe Carangini contains species with a variety of body forms and no study has tried to interpret the evolution of this diversity. We used DNA sequences from the mitochondrial cytochrome b gene to reconstruct the phylogenetic history of 50 species from each of the four tribes of Carangidae and four carangoid outgroup taxa. We found support for the monophyly of three tribes within the Carangidae (Carangini, Naucratini, and Trachinotini); however, monophyly of the fourth tribe (Scomberoidini) remains questionable. A sister group relationship between the Carangini and the Naucratini is well supported. This clade is apparently sister to the Trachinotini plus Scomberoidini but there is uncertain support for this relationship. Additionally, we examined the evolution of body form within the tribe Carangini and determined that each of the predominant clades has a distinct evolutionary trend in body form. We tested three methods of phylogenetic inference, parsimony, maximum-likelihood, and Bayesian inference. Whereas the three analyses produced largely congruent hypotheses, they differed in several important relationships. Maximum-likelihood and Bayesian methods produced hypotheses with higher support values for deep branches. The Bayesian analysis was computationally much faster and yet produced phylogenetic hypotheses that were very similar to those of the maximum-likelihood analysis. PMID:12099802
NASA Technical Reports Server (NTRS)
Amtmann, E.; Kimura, T.; Oyama, J.; Doden, E.; Potulski, M.
1979-01-01
At the age of 30 days female Sprague-Dawley rats were placed on a 3.66 m radius centrifuge and subsequently exposed almost continuously for 810 days to either 2.76 or 4.15 G. An age-matched control group of rats was raised near the centrifuge facility at earth gravity. Three further control groups of rats were obtained from the animal colony and sacrificed at the age of 34, 72 and 102 days. A total of 16 variables were simultaneously factor analyzed by maximum-likelihood extraction routine and the factor loadings presented after-rotation to simple structure by a varimax rotation routine. The variables include the G-load, age, body mass, femoral length and cross-sectional area, inner and outer radii, density and strength at the mid-length of the femur, dry weight of gluteus medius, semimenbranosus and triceps surae muscles. Factor analyses on A) all controls, B) all controls and the 2.76 G group, and C) all controls and centrifuged animals, produced highly similar loading structures of three common factors which accounted for 74%, 68% and 68%. respectively, of the total variance. The 3 factors were interpreted as: 1. An age and size factor which stimulates the growth in length and diameter and increases the density and strength of the femur. This factor is positively correlated with G-load but is also active in the control animals living at earth gravity. 2. A growth inhibition factor which acts on body size, femoral length and on both the outer and inner radius at mid-length of the femur. This factor is intensified by centrifugation.
Karan, Shivesh Kishore; Samadder, Sukha Ranjan
2016-08-01
One objective of the present study was to evaluate the performance of support vector machine (SVM)-based image classification technique with the maximum likelihood classification (MLC) technique for a rapidly changing landscape of an open-cast mine. The other objective was to assess the change in land use pattern due to coal mining from 2006 to 2016. Assessing the change in land use pattern accurately is important for the development and monitoring of coalfields in conjunction with sustainable development. For the present study, Landsat 5 Thematic Mapper (TM) data of 2006 and Landsat 8 Operational Land Imager (OLI)/Thermal Infrared Sensor (TIRS) data of 2016 of a part of Jharia Coalfield, Dhanbad, India, were used. The SVM classification technique provided greater overall classification accuracy when compared to the MLC technique in classifying heterogeneous landscape with limited training dataset. SVM exceeded MLC in handling a difficult challenge of classifying features having near similar reflectance on the mean signature plot, an improvement of over 11 % was observed in classification of built-up area, and an improvement of 24 % was observed in classification of surface water using SVM; similarly, the SVM technique improved the overall land use classification accuracy by almost 6 and 3 % for Landsat 5 and Landsat 8 images, respectively. Results indicated that land degradation increased significantly from 2006 to 2016 in the study area. This study will help in quantifying the changes and can also serve as a basis for further decision support system studies aiding a variety of purposes such as planning and management of mines and environmental impact assessment. PMID:27461425
Schnitzer, Mireille E; Moodie, Erica EM; van der Laan, Mark J; Platt, Robert W; Klein, Marina B
2013-01-01
Summary Despite modern effective HIV treatment, hepatitis C virus (HCV) co-infection is associated with a high risk of progression to end-stage liver disease (ESLD) which has emerged as the primary cause of death in this population. Clinical interest lies in determining the impact of clearance of HCV on risk for ESLD. In this case study, we examine whether HCV clearance affects risk of ESLD using data from the multicenter Canadian Co-infection Cohort Study. Complications in this survival analysis arise from the time-dependent nature of the data, the presence of baseline confounders, loss to follow-up, and confounders that change over time, all of which can obscure the causal effect of interest. Additional challenges included non-censoring variable missingness and event sparsity. In order to efficiently estimate the ESLD-free survival probabilities under a specific history of HCV clearance, we demonstrate the doubly-robust and semiparametric efficient method of Targeted Maximum Likelihood Estimation (TMLE). Marginal structural models (MSM) can be used to model the effect of viral clearance (expressed as a hazard ratio) on ESLD-free survival and we demonstrate a way to estimate the parameters of a logistic model for the hazard function with TMLE. We show the theoretical derivation of the efficient influence curves for the parameters of two different MSMs and how they can be used to produce variance approximations for parameter estimates. Finally, the data analysis evaluating the impact of HCV on ESLD was undertaken using multiple imputations to account for the non-monotone missing data. PMID:24571372
NASA Astrophysics Data System (ADS)
Olivares, G.; Teferle, F. N.
2013-12-01
Geodetic time series provide information which helps to constrain theoretical models of geophysical processes. It is well established that such time series, for example from GPS, superconducting gravity or mean sea level (MSL), contain time-correlated noise which is usually assumed to be a combination of a long-term stochastic process (characterized by a power-law spectrum) and random noise. Therefore, when fitting a model to geodetic time series it is essential to also estimate the stochastic parameters beside the deterministic ones. Often the stochastic parameters include the power amplitudes of both time-correlated and random noise, as well as, the spectral index of the power-law process. To date, the most widely used method for obtaining these parameter estimates is based on maximum likelihood estimation (MLE). We present an integration method, the Bayesian Monte Carlo Markov Chain (MCMC) method, which, by using Markov chains, provides a sample of the posteriori distribution of all parameters and, thereby, using Monte Carlo integration, all parameters and their uncertainties are estimated simultaneously. This algorithm automatically optimizes the Markov chain step size and estimates the convergence state by spectral analysis of the chain. We assess the MCMC method through comparison with MLE, using the recently released GPS position time series from JPL and apply it also to the MSL time series from the Revised Local Reference data base of the PSMSL. Although the parameter estimates for both methods are fairly equivalent, they suggest that the MCMC method has some advantages over MLE, for example, without further computations it provides the spectral index uncertainty, is computationally stable and detects multimodality.
Sasaki, Tomohiko; Kondo, Osamu
2016-09-01
Recent theoretical progress potentially refutes past claims that paleodemographic estimations are flawed by statistical problems, including age mimicry and sample bias due to differential preservation. The life expectancy at age 15 of the Jomon period prehistoric populace in Japan was initially estimated to have been ∼16 years while a more recent analysis suggested 31.5 years. In this study, we provide alternative results based on a new methodology. The material comprises 234 mandibular canines from Jomon period skeletal remains and a reference sample of 363 mandibular canines of recent-modern Japanese. Dental pulp reduction is used as the age-indicator, which because of tooth durability is presumed to minimize the effect of differential preservation. Maximum likelihood estimation, which theoretically avoids age mimicry, was applied. Our methods also adjusted for the known pulp volume reduction rate among recent-modern Japanese to provide a better fit for observations in the Jomon period sample. Without adjustment for the known rate in pulp volume reduction, estimates of Jomon life expectancy at age 15 were dubiously long. However, when the rate was adjusted, the estimate results in a value that falls within the range of modern hunter-gatherers, with significantly better fit to the observations. The rate-adjusted result of 32.2 years more likely represents the true life expectancy of the Jomon people at age 15, than the result without adjustment. Considering ∼7% rate of antemortem loss of the mandibular canine observed in our Jomon period sample, actual life expectancy at age 15 may have been as high as ∼35.3 years. PMID:27346085
ERIC Educational Resources Information Center
Paek, Insu; Wilson, Mark
2011-01-01
This study elaborates the Rasch differential item functioning (DIF) model formulation under the marginal maximum likelihood estimation context. Also, the Rasch DIF model performance was examined and compared with the Mantel-Haenszel (MH) procedure in small sample and short test length conditions through simulations. The theoretically known…
ERIC Educational Resources Information Center
Fennell, Mary L.; And Others
This document is part of a series of chapters described in SO 011 759. This chapter reports the results of Monte Carlo simulations designed to analyze problems of using maximum likelihood estimation (MLE: see SO 011 767) in research models which combine longitudinal and dynamic behavior data in studies of change. Four complications--censoring of…
Numerical likelihood analysis of cosmic ray anisotropies
Carlos Hojvat et al.
2003-07-02
A numerical likelihood approach to the determination of cosmic ray anisotropies is presented which offers many advantages over other approaches. It allows a wide range of statistically meaningful hypotheses to be compared even when full sky coverage is unavailable, can be readily extended in order to include measurement errors, and makes maximum unbiased use of all available information.
Driscoll, Donald D.; /Case Western Reserve U.
2004-01-01
first use of a beta-eliminating cut based on a maximum-likelihood characterization described above.
A Maximum Margin Approach for Semisupervised Ordinal Regression Clustering.
Xiao, Yanshan; Liu, Bo; Hao, Zhifeng
2016-05-01
Ordinal regression (OR) is generally defined as the task where the input samples are ranked on an ordinal scale. OR has found a wide variety of applications, and a great deal of work has been done on it. However, most of the existing work focuses on supervised/semisupervised OR classification, and the semisupervised OR clustering problems have not been explicitly addressed. In real-world OR applications, labeling a large number of training samples is usually time-consuming and costly, and instead, a set of unlabeled samples can be utilized to set up the OR model. Moreover, although the sample labels are unavailable, we can sometimes get the relative ranking information of the unlabeled samples. This sample ranking information can be utilized to refine the OR model. Hence, how to build an OR model on the unlabeled samples and incorporate the sample ranking information into the process of improving the clustering accuracy remains a key challenge for OR applications. In this paper, we consider the semisupervised OR clustering problems with sample-ranking constraints, which give the relative ranking information of the unlabeled samples, and put forward a maximum margin approach for semisupervised OR clustering ( [Formula: see text]SORC). On one hand, [Formula: see text]SORC seeks a set of parallel hyperplanes to partition the unlabeled samples into clusters. On the other hand, a loss function is put forward to incorporate the sample ranking information into the clustering process. As a result, the optimization function of [Formula: see text]SORC is formulated to maximize the margins of the closest neighboring clusters and meanwhile minimize the loss associated with the sample-ranking constraints. Extensive experiments on OR data sets show that the proposed [Formula: see text]SORC method outperforms the traditional semisupervised clustering methods considered. PMID:26151945
Norström, Madelaine; Kristoffersen, Anja Bråthen; Görlach, Franziska Sophie; Nygård, Karin; Hopp, Petter
2015-01-01
In order to facilitate foodborne outbreak investigations there is a need to improve the methods for identifying the food products that should be sampled for laboratory analysis. The aim of this study was to examine the applicability of a likelihood ratio approach previously developed on simulated data, to real outbreak data. We used human case and food product distribution data from the Norwegian enterohaemorrhagic Escherichia coli outbreak in 2006. The approach was adjusted to include time, space smoothing and to handle missing or misclassified information. The performance of the adjusted likelihood ratio approach on the data originating from the HUS outbreak and control data indicates that the adjusted approach is promising and indicates that the adjusted approach could be a useful tool to assist and facilitate the investigation of food borne outbreaks in the future if good traceability are available and implemented in the distribution chain. However, the approach needs to be further validated on other outbreak data and also including other food products than meat products in order to make a more general conclusion of the applicability of the developed approach. PMID:26237468
Hu, Kaifeng; Ellinger, James J; Chylla, Roger A; Markley, John L
2011-12-15
Time-zero 2D (13)C HSQC (HSQC(0)) spectroscopy offers advantages over traditional 2D NMR for quantitative analysis of solutions containing a mixture of compounds because the signal intensities are directly proportional to the concentrations of the constituents. The HSQC(0) spectrum is derived from a series of spectra collected with increasing repetition times within the basic HSQC block by extrapolating the repetition time to zero. Here we present an alternative approach to data collection, gradient-selective time-zero (1)H-(13)C HSQC(0) in combination with fast maximum likelihood reconstruction (FMLR) data analysis and the use of two concentration references for absolute concentration determination. Gradient-selective data acquisition results in cleaner spectra, and NMR data can be acquired in both constant-time and non-constant-time mode. Semiautomatic data analysis is supported by the FMLR approach, which is used to deconvolute the spectra and extract peak volumes. The peak volumes obtained from this analysis are converted to absolute concentrations by reference to the peak volumes of two internal reference compounds of known concentration: DSS (4,4-dimethyl-4-silapentane-1-sulfonic acid) at the low concentration limit (which also serves as chemical shift reference) and MES (2-(N-morpholino)ethanesulfonic acid) at the high concentration limit. The linear relationship between peak volumes and concentration is better defined with two references than with one, and the measured absolute concentrations of individual compounds in the mixture are more accurate. We compare results from semiautomated gsHSQC(0) with those obtained by the original manual phase-cycled HSQC(0) approach. The new approach is suitable for automatic metabolite profiling by simultaneous quantification of multiple metabolites in a complex mixture. PMID:22029275
Van Vleck, L D; Boldman, K G
1993-04-01
Transformation of multiple-trait records that undergo sequential selection can be used with derivative-free algorithms to maximize the restricted likelihood in estimation of covariance matrices as with derivative methods. Data transformation with appropriate parts of the Choleski decomposition of the current estimate of the residual covariance matrix results in mixed-model equations that are easily modified from round to round for calculation of the logarithm of the likelihood. The residual sum of squares is the same for transformed and untransformed analyses. Most importantly, the logarithm of the determinant of the untransformed coefficient matrix is an easily determined function of the Choleski decomposition of the residual covariance matrix and the determinant of the transformed coefficient matrix. Thus, the logarithm of the likelihood for any combination of covariance matrices can be determined from the transformed equations. Advantages of transformation are 1) the multiple-trait mixed-model equations are easy to set up, 2) the least squares part of the equations does not change from round to round, 3) right-hand sides change from round to round by constant multipliers, and 4) less memory is required. An example showed only a slight advantage of the transformation compared with no transformation in terms of solution time for each round (1 to 5%). PMID:8478285
NASA Astrophysics Data System (ADS)
Baturin, Pavlo
2015-03-01
Material decomposition in absorption-based X-ray CT imaging suffers certain inefficiencies when differentiating among soft tissue materials. To address this problem, decomposition techniques turn to spectral CT, which has gained popularity over the last few years. Although proven to be more effective, such techniques are primarily limited to the identification of contrast agents and soft and bone-like materials. In this work, we introduce a novel conditional likelihood, material-decomposition method capable of identifying any type of material objects scanned by spectral CT. The method takes advantage of the statistical independence of spectral data to assign likelihood values to each of the materials on a pixel-by-pixel basis. It results in likelihood images for each material, which can be further processed by setting certain conditions or thresholds, to yield a final material-diagnostic image. The method can also utilize phase-contrast CT (PCI) data, where measured absorption and phase-shift information can be treated as statistically independent datasets. In this method, the following cases were simulated: (i) single-scan PCI CT, (ii) spectral PCI CT, (iii) absorption-based spectral CT, and (iv) single-scan PCI CT with an added tumor mass. All cases were analyzed using a digital breast phantom; although, any other objects or materials could be used instead. As a result, all materials were identified, as expected, according to their assignment in the digital phantom. Materials with similar attenuation or phase-shift values (e.g., glandular tissue, skin, and tumor masses) were especially successfully when differentiated by the likelihood approach.
Traffic network and distribution of cars: Maximum-entropy approach
Das, N.C.; Chakrabarti, C.G.; Mazumder, S.K.
2000-02-01
An urban transport system plays a vital role in the modeling of the modern cosmopolis. A great emphasis is needed for the proper development of a transport system, particularly the traffic network and flow, to meet possible future demand. There are various mathematical models of traffic network and flow. The role of Shannon entropy in the modeling of traffic network and flow was stressed by Tomlin and Tomlin (1968) and Tomlin (1969). In the present note the authors study the role of maximum-entropy principle in the solution of an important problem associated with the traffic network flow. The maximum-entropy principle initiated by Jaynes is a powerful optimization technique of determining the distribution of a random system in the case of partial or incomplete information or data available about the system. This principle has now been broadened and extended and has found wide applications in different fields of science and technology. In the present note the authors show how the Jaynes' maximum-entropy principle, slightly modified, can be successfully applied in determining the flow or distribution of cars in different paths of a traffic network when incomplete information is available about the network.
Assessing evidentiary value in fire debris analysis by chemometric and likelihood ratio approaches.
Sigman, Michael E; Williams, Mary R
2016-07-01
Results are presented from support vector machine (SVM), linear and quadratic discriminant analysis (LDA and QDA) and k-nearest neighbors (kNN) methods of binary classification of fire debris samples as positive or negative for ignitable liquid residue. Training samples were prepared by computationally mixing data from ignitable liquid and substrate pyrolysis databases. Validation was performed on an unseen set of computationally mixed (in silico) data and on fire debris from large-scale research burns. The probabilities of class membership were calculated using an uninformative (equal) prior and a likelihood ratio was calculated from the resulting class membership probabilities. The SVM method demonstrated a high discrimination, low error rate and good calibration for the in silico validation data; however, the performance decreased significantly for the fire debris validation data, as indicated by a significant increase in the error rate and decrease in the calibration. The QDA and kNN methods showed similar performance trends. The LDA method gave poorer discrimination, higher error rates and slightly poorer calibration for the in silico validation data; however the performance did not deteriorate for the fire debris validation data. PMID:27081767
Terwilliger, Thomas C.
2001-01-01
The recently developed technique of maximum-likelihood density modification [Terwilliger (2000 ▶), Acta Cryst. D56, 965–972] allows a calculation of phase probabilities based on the likelihood of the electron-density map to be carried out separately from the calculation of any prior phase probabilities. Here, it is shown that phase-probability distributions calculated from the map-likelihood function alone can be highly accurate and that they show minimal bias towards the phases used to initiate the calculation. Map-likelihood phase probabilities depend upon expected characteristics of the electron-density map, such as a defined solvent region and expected electron-density distributions within the solvent region and the region occupied by a macromolecule. In the simplest case, map-likelihood phase-probability distributions are largely based on the flatness of the solvent region. Though map-likelihood phases can be calculated without prior phase information, they are greatly enhanced by high-quality starting phases. This leads to the technique of prime-and-switch phasing for removing model bias. In prime-and-switch phasing, biased phases such as those from a model are used to prime or initiate map-likelihood phasing, then final phases are obtained from map-likelihood phasing alone. Map-likelihood phasing can be applied in cases with solvent content as low as 30%. Potential applications of map-likelihood phasing include unbiased phase calculation from molecular-replacement models, iterative model building, unbiased electron-density maps for cases where 2Fo − Fc or σA-weighted maps would currently be used, structure validation and ab initio phase determination from solvent masks, non-crystallographic symmetry or other knowledge about expected electron density. PMID:11717488
Muehlethaler, Cyril; Massonnet, Geneviève; Hicks, Tacha
2016-03-01
Depending on the forensic disciplines and on the analytical techniques used, Bayesian methods of evaluation have been applied both as a two-step approach (first comparison, then evaluation) and as a continuous approach (comparison and evaluation in one step). However in order to use the continuous approach, the measurements have to be reliably summarized as a numerical value linked to the property of interest, which occurrence can be determined (e.g., refractive index measurement of glass samples). For paint traces analyzed by Fourier transform infrared spectroscopy (FTIR) however, the statistical comparison of the spectra is generally done by a similarity measure (e.g., Pearson correlation, Euclidean distance). Although useful, these measures cannot be directly associated to frequencies of occurrence of the chemical composition (binders, extenders, pigments). The continuous approach as described above is not possible, and a two-step evaluation, 1) comparison of the spectra and 2) evaluation of the results, is therefore the common practice reported in most of the laboratories. Derived from a practical question that arose during casework, a way of integrating the similarity measure between spectra into a continuous likelihood ratio formula was explored. This article proposes the use of a likelihood ratio approach with the similarity measure of infrared spectra of spray paints based on distributions of sub-populations given by the color and composition of spray paint cans. Taking into account not only the rarity of paint composition, but also the "quality" of the analytical match provides a more balanced evaluation given source or activity level propositions. We will demonstrate also that a joint statistical-expertal methodology allows for a more transparent evaluation of the results and makes a better use of current knowledge. PMID:26976462
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.
NASA Technical Reports Server (NTRS)
Pierson, W. J.
1982-01-01
The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.
Strug, Lisa J; Hodge, Susan E; Chiang, Theodore; Pal, Deb K; Corey, Paul N; Rohde, Charles
2010-01-01
Investigators performing genetic association studies grapple with how to measure strength of association evidence, choose sample size, and adjust for multiple testing. We apply the evidential paradigm (EP) to genetic association studies, highlighting its strengths. The EP uses likelihood ratios (LRs), as opposed to P-values or Bayes' factors, to measure strength of association evidence. We derive EP methodology to estimate sample size, adjust for multiple testing, and provide informative graphics for drawing inferences, as illustrated with a Rolandic Epilepsy (RE) fine-mapping study. We focus on controlling the probability of observing weak evidence for or against association (W) rather than type I errors (M). For example, for LR⩾32 representing strong evidence, at one locus with n=200 cases, n=200 controls, W=0.134, whereas M=0.005. For n=300 cases and controls, W=0.039 and M=0.004. These calculations are based on detecting an OR=1.5. Despite the common misconception, one is not tied to this planning value for analysis; rather one calculates the likelihood at all possible values to assess evidence for association. We provide methodology to adjust for multiple tests across m loci, which adjusts M and W for m. We do so for (a) single-stage designs, (b) two-stage designs, and (c) simultaneously controlling family-wise error rate (FWER) and W. Method (c) chooses larger sample sizes than (a) or (b), whereas (b) has smaller bounds on the FWER than (a). The EP, using our innovative graphical display, identifies important SNPs in elongator protein complex 4 (ELP4) associated with RE that may not have been identified using standard approaches. PMID:20424645
NASA Astrophysics Data System (ADS)
Suh, Youngjoo; Kim, Hoirin
2014-12-01
In this paper, a new discriminative likelihood score weighting technique is proposed for speaker identification. The proposed method employs a discriminative weighting of frame-level log-likelihood scores with acoustic-phonetic classification in the Gaussian mixture model (GMM)-based speaker identification. Experiments performed on the Aurora noise-corrupted TIMIT database showed that the proposed approach provides meaningful performance improvement with an overall relative error reduction of 15.8% over the maximum likelihood-based baseline GMM approach.
Lemons, Patrick R.; Marshall, T.C.; McCloskey, Sarah E.; Sethi, S.A.; Schmutz, Joel A.; Sedinger, James S.
2015-01-01
Genotypes are frequently used to assess alternative reproductive strategies such as extra-pair paternity and conspecific brood parasitism in wild populations. However, such analyses are vulnerable to genotyping error or molecular artifacts that can bias results. For example, when using multilocus microsatellite data, a mismatch at a single locus, suggesting the offspring was not directly related to its putative parents, can occur quite commonly even when the offspring is truly related. Some recent studies have advocated an ad-hoc rule that offspring must differ at more than one locus in order to conclude that they are not directly related. While this reduces the frequency with which true offspring are identified as not directly related young, it also introduces bias in the opposite direction, wherein not directly related young are categorized as true offspring. More importantly, it ignores the additional information on allele frequencies which would reduce overall bias. In this study, we present a novel technique for assessing extra-pair paternity and conspecific brood parasitism using a likelihood-based approach in a new version of program cervus. We test the suitability of the technique by applying it to a simulated data set and then present an example to demonstrate its influence on the estimation of alternative reproductive strategies.
NON-REGULAR MAXIMUM LIKELIHOOD ESTIMATION
Even though a body of data on the environmental occurrence of medicinal, government-approved ("ethical") pharmaceuticals has been growing over the last two decades (the subject of this book), nearly nothing is known about the disposition of illicit (illegal) drugs in th...
Speech processing using maximum likelihood continuity mapping
Hogden, John E.
2000-01-01
Speech processing is obtained that, given a probabilistic mapping between static speech sounds and pseudo-articulator positions, allows sequences of speech sounds to be mapped to smooth sequences of pseudo-articulator positions. In addition, a method for learning a probabilistic mapping between static speech sounds and pseudo-articulator position is described. The method for learning the mapping between static speech sounds and pseudo-articulator position uses a set of training data composed only of speech sounds. The said speech processing can be applied to various speech analysis tasks, including speech recognition, speaker recognition, speech coding, speech synthesis, and voice mimicry.
Speech processing using maximum likelihood continuity mapping
Hogden, J.E.
2000-04-18
Speech processing is obtained that, given a probabilistic mapping between static speech sounds and pseudo-articulator positions, allows sequences of speech sounds to be mapped to smooth sequences of pseudo-articulator positions. In addition, a method for learning a probabilistic mapping between static speech sounds and pseudo-articulator position is described. The method for learning the mapping between static speech sounds and pseudo-articulator position uses a set of training data composed only of speech sounds. The said speech processing can be applied to various speech analysis tasks, including speech recognition, speaker recognition, speech coding, speech synthesis, and voice mimicry.
Maximum likelihood representation of MIPAS profiles
NASA Astrophysics Data System (ADS)
von Clarmann, T.; Glatthor, N.; Plieninger, J.
2015-03-01
In order to avoid problems connected with the content of a priori information in volume mixing ratio vertical profiles measured with the Michelson Interferometer for Passive Atmospheric Sounding (MIPAS), a user-friendly representation of the data has been developed which will be made available in addition to the regular data product. In this representation, the data will be provided on a fixed pressure grid coarse enough to allow a virtually unconstrained retrieval. As to avoid data interpolation, the grid is chosen to be a subset of the pressure grids used by the Chemistry Climate Model Initiative and the Data Initiative within the Stratosphere-troposphere Processes And their Role in Climate (SPARC) project as well as the Intergovernmental Panel of Climate Change climatologies and model calculations. For representation, the profiles have been transformed to boxcar base functions, which means that volume mixing ratios are constant within a layer. This representation is thought to be more adequate for comparison with model data. While this method is applicable also to vertical profiles of other species, the method is discussed using ozone as an example.
Maximum likelihood representation of MIPAS profiles
NASA Astrophysics Data System (ADS)
von Clarmann, T.; Glatthor, N.; Plieninger, J.
2015-07-01
In order to avoid problems connected with the content of a priori information in volume mixing ratio vertical profiles measured with the Michelson Interferometer for Passive Atmospheric Sounding (MIPAS), a user-friendly representation of the data has been developed which will be made available in addition to the regular data product. In this representation, the data will be provided on a fixed pressure grid coarse enough to allow a virtually unconstrained retrieval. To avoid data interpolation, the grid is chosen to be a subset of the pressure grids used by the Chemistry-Climate Model Initiative and the Data Initiative within the Stratosphere-troposphere Processes And their Role in Climate (SPARC) project as well as the Intergovernmental Panel of Climate Change climatologies and model calculations. For representation, the profiles have been transformed to boxcar base functions, which means that volume mixing ratios are constant within a layer. This representation is thought to be more adequate for comparison with model data. While this method is applicable also to vertical profiles of other species, the method is discussed using ozone as an example.
Stepwise Signal Extraction via Marginal Likelihood
Du, Chao; Kao, Chu-Lan Michael
2015-01-01
This paper studies the estimation of stepwise signal. To determine the number and locations of change-points of the stepwise signal, we formulate a maximum marginal likelihood estimator, which can be computed with a quadratic cost using dynamic programming. We carry out extensive investigation on the choice of the prior distribution and study the asymptotic properties of the maximum marginal likelihood estimator. We propose to treat each possible set of change-points equally and adopt an empirical Bayes approach to specify the prior distribution of segment parameters. Detailed simulation study is performed to compare the effectiveness of this method with other existing methods. We demonstrate our method on single-molecule enzyme reaction data and on DNA array CGH data. Our study shows that this method is applicable to a wide range of models and offers appealing results in practice. PMID:27212739
Suryawanshi, Dipak; Sharma, Varun; Saggurti, Niranjan; Bharat, Shalini
2016-08-01
Female sex workers (FSWs) are vulnerable to HIV infection. Their socioeconomic and behavioural vulnerabilities are crucial push factors for movement for sex work. This paper assesses the factors associated with the likelihood of movement of sex workers from their current place of work. Data were derived from a cross-sectional survey conducted among 5498 mobile FSWs in 22 districts of high in-migration across four states in southern India. A multinomial logit model was constructed to predict the likelihood of FSWs moving from their current place of work. Ten per cent of the sampled mobile FSWs were planning to move from their current place of sex work. Educational attainment, marital status, income at current place of work, debt, sexual coercion, experience of violence and having tested for HIV and collected the results were found to be significant predictors of the likelihood of movement from the current place of work. Consistent condom use with different clients was significantly low among those planning to move. Likewise, the likelihood of movement was significantly higher among those who had any STI symptom in the last six months and those who had a high self-perceived risk of HIV. The findings highlight the need to address factors associated with movement among mobile FSWs as part of HIV prevention and access to care interventions. PMID:26257210
NASA Technical Reports Server (NTRS)
Pierson, W. J., Jr.
1984-01-01
Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.
Likelihood and clinical trials.
Hill, G; Forbes, W; Kozak, J; MacNeill, I
2000-03-01
The history of the application of statistical theory to the analysis of clinical trials is reviewed. The current orthodoxy is a somewhat illogical hybrid of the original theory of significance tests of Edgeworth, Karl Pearson, and Fisher, and the subsequent decision theory approach of Neyman, Egon Pearson, and Wald. This hegemony is under threat from Bayesian statisticians. A third approach is that of likelihood, stemming from the work of Fisher and Barnard. This approach is illustrated using hypothetical data from the Lancet articles by Bradford Hill, which introduced clinicians to statistical theory. PMID:10760630
Maximum Caliber: a variational approach applied to two-state dynamics.
Stock, Gerhard; Ghosh, Kingshuk; Dill, Ken A
2008-05-21
We show how to apply a general theoretical approach to nonequilibrium statistical mechanics, called Maximum Caliber, originally suggested by E. T. Jaynes [Annu. Rev. Phys. Chem. 31, 579 (1980)], to a problem of two-state dynamics. Maximum Caliber is a variational principle for dynamics in the same spirit that Maximum Entropy is a variational principle for equilibrium statistical mechanics. The central idea is to compute a dynamical partition function, a sum of weights over all microscopic paths, rather than over microstates. We illustrate the method on the simple problem of two-state dynamics, A<-->B, first for a single particle, then for M particles. Maximum Caliber gives a unified framework for deriving all the relevant dynamical properties, including the microtrajectories and all the moments of the time-dependent probability density. While it can readily be used to derive the traditional master equation and the Langevin results, it goes beyond them in also giving trajectory information. For example, we derive the Langevin noise distribution rather than assuming it. As a general approach to solving nonequilibrium statistical mechanics dynamical problems, Maximum Caliber has some advantages: (1) It is partition-function-based, so we can draw insights from similarities to equilibrium statistical mechanics. (2) It is trajectory-based, so it gives more dynamical information than population-based approaches like master equations; this is particularly important for few-particle and single-molecule systems. (3) It gives an unambiguous way to relate flows to forces, which has traditionally posed challenges. (4) Like Maximum Entropy, it may be useful for data analysis, specifically for time-dependent phenomena. PMID:18500851
Maximum Caliber: A variational approach applied to two-state dynamics
NASA Astrophysics Data System (ADS)
Stock, Gerhard; Ghosh, Kingshuk; Dill, Ken A.
2008-05-01
We show how to apply a general theoretical approach to nonequilibrium statistical mechanics, called Maximum Caliber, originally suggested by E. T. Jaynes [Annu. Rev. Phys. Chem. 31, 579 (1980)], to a problem of two-state dynamics. Maximum Caliber is a variational principle for dynamics in the same spirit that Maximum Entropy is a variational principle for equilibrium statistical mechanics. The central idea is to compute a dynamical partition function, a sum of weights over all microscopic paths, rather than over microstates. We illustrate the method on the simple problem of two-state dynamics, A ↔B, first for a single particle, then for M particles. Maximum Caliber gives a unified framework for deriving all the relevant dynamical properties, including the microtrajectories and all the moments of the time-dependent probability density. While it can readily be used to derive the traditional master equation and the Langevin results, it goes beyond them in also giving trajectory information. For example, we derive the Langevin noise distribution rather than assuming it. As a general approach to solving nonequilibrium statistical mechanics dynamical problems, Maximum Caliber has some advantages: (1) It is partition-function-based, so we can draw insights from similarities to equilibrium statistical mechanics. (2) It is trajectory-based, so it gives more dynamical information than population-based approaches like master equations; this is particularly important for few-particle and single-molecule systems. (3) It gives an unambiguous way to relate flows to forces, which has traditionally posed challenges. (4) Like Maximum Entropy, it may be useful for data analysis, specifically for time-dependent phenomena.
NASA Technical Reports Server (NTRS)
Hyland, D. C.
1983-01-01
A stochastic structural control model is described. In contrast to the customary deterministic model, the stochastic minimum data/maximum entropy model directly incorporates the least possible a priori parameter information. The approach is to adopt this model as the basic design model, thus incorporating the effects of parameter uncertainty at a fundamental level, and design mean-square optimal controls (that is, choose the control law to minimize the average of a quadratic performance index over the parameter ensemble).
Protein side-chain packing problem: a maximum edge-weight clique algorithmic approach.
Dukka Bahadur, K C; Tomita, Etsuji; Suzuki, Jun'ichi; Akutsu, Tatsuya
2005-02-01
"Protein Side-chain Packing" has an ever-increasing application in the field of bio-informatics, dating from the early methods of homology modeling to protein design and to the protein docking. However, this problem is computationally known to be NP-hard. In this regard, we have developed a novel approach to solve this problem using the notion of a maximum edge-weight clique. Our approach is based on efficient reduction of protein side-chain packing problem to a graph and then solving the reduced graph to find the maximum clique by applying an efficient clique finding algorithm developed by our co-authors. Since our approach is based on deterministic algorithms in contrast to the various existing algorithms based on heuristic approaches, our algorithm guarantees of finding an optimal solution. We have tested this approach to predict the side-chain conformations of a set of proteins and have compared the results with other existing methods. We have found that our results are favorably comparable or better than the results produced by the existing methods. As our test set contains a protein of 494 residues, we have obtained considerable improvement in terms of size of the proteins and in terms of the efficiency and the accuracy of prediction. PMID:15751115
A Maximum-Entropy approach for accurate document annotation in the biomedical domain
2012-01-01
The increasing number of scientific literature on the Web and the absence of efficient tools used for classifying and searching the documents are the two most important factors that influence the speed of the search and the quality of the results. Previous studies have shown that the usage of ontologies makes it possible to process document and query information at the semantic level, which greatly improves the search for the relevant information and makes one step further towards the Semantic Web. A fundamental step in these approaches is the annotation of documents with ontology concepts, which can also be seen as a classification task. In this paper we address this issue for the biomedical domain and present a new automated and robust method, based on a Maximum Entropy approach, for annotating biomedical literature documents with terms from the Medical Subject Headings (MeSH). The experimental evaluation shows that the suggested Maximum Entropy approach for annotating biomedical documents with MeSH terms is highly accurate, robust to the ambiguity of terms, and can provide very good performance even when a very small number of training documents is used. More precisely, we show that the proposed algorithm obtained an average F-measure of 92.4% (precision 99.41%, recall 86.77%) for the full range of the explored terms (4,078 MeSH terms), and that the algorithm’s performance is resilient to terms’ ambiguity, achieving an average F-measure of 92.42% (precision 99.32%, recall 86.87%) in the explored MeSH terms which were found to be ambiguous according to the Unified Medical Language System (UMLS) thesaurus. Finally, we compared the results of the suggested methodology with a Naive Bayes and a Decision Trees classification approach, and we show that the Maximum Entropy based approach performed with higher F-Measure in both ambiguous and monosemous MeSH terms. PMID:22541593
Fischer, Steven L; Dickerson, Clark R; Wells, Richard P
2014-01-01
Accurate estimation of occupational performance capability facilitates better job (re-) design by informing workplace parties about the potential mismatches between job demands and the capability of their labour force. However, estimating occupational performance requires consideration of multiple factors that may govern capacity. In this paper, a novel model is described that uses a stochastic algorithm to estimate how variability in underlying biomechanical constraints affects hand force capability. In addition, the model estimates psychophysically acceptable hand force capacity thresholds by applying a biomechanical weakest link approach. Model estimates were tested against experimentally determined maximal and psychophysically determined hand forces in two exertion directions in constrained postures. The model underestimated maximum hand force capacity relative to measured maximum hand force by 30% and 35% during downward pressing and horizontal pulling, respectively. These values are consistent with those observed using previous two-dimensional models. Psychophysically acceptable hand forces were also underestimated by 29% during both pressing and pulling. Since the psychophysical estimates were scaled as a percentage of the estimated maximum capacity, this suggests that the underestimation in both predictions may be corrected by improving estimates of maximum hand force. Psychophysically acceptable forces were observed to be partially governed by demands at the biomechanical weakest link. PMID:23210453
A new approach to the Pontryagin maximum principle for nonlinear fractional optimal control problems
NASA Astrophysics Data System (ADS)
Ali, Hegagi M.; Pereira, Fernando Lobo; Gama, Sílvio M. A.
2016-09-01
In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo sense. We use a new approach to prove necessary conditions of optimality in the form of Pontryagin maximum principle for fractional nonlinear optimal control problems. Moreover, a new method based on a generalization of the Mittag-Leffler function is used to solving this class of fractional optimal control problems. A simple example is provided to illustrate the effectiveness of our main result.
A new approach to a maximum à posteriori-based kernel classification method.
Nopriadi; Yamashita, Yukihiko
2012-09-01
This paper presents a new approach to a maximum a posteriori (MAP)-based classification, specifically, MAP-based kernel classification trained by linear programming (MAPLP). Unlike traditional MAP-based classifiers, MAPLP does not directly estimate a posterior probability for classification. Instead, it introduces a kernelized function to an objective function that behaves similarly to a MAP-based classifier. To evaluate the performance of MAPLP, a binary classification experiment was performed with 13 datasets. The results of this experiment are compared with those coming from conventional MAP-based kernel classifiers and also from other state-of-the-art classification methods. It shows that MAPLP performs promisingly against the other classification methods. It is argued that the proposed approach makes a significant contribution to MAP-based classification research; the approach widens the freedom to choose an objective function, it is not constrained to the strict sense Bayesian, and can be solved by linear programming. A substantial advantage of our proposed approach is that the objective function is undemanding, having only a single parameter. This simplicity, thus, allows for further research development in the future. PMID:22721808
An analysis of annual maximum streamflows in Terengganu, Malaysia using TL-moments approach
NASA Astrophysics Data System (ADS)
Ahmad, Ummi Nadiah; Shabri, Ani; Zakaria, Zahrahtul Amani
2013-02-01
TL-moments approach has been used in an analysis to determine the best-fitting distributions to represent the annual series of maximum streamflow data over 12 stations in Terengganu, Malaysia. The TL-moments with different trimming values are used to estimate the parameter of the selected distributions namely: generalized pareto (GPA), generalized logistic, and generalized extreme value distribution. The influence of TL-moments on estimated probability distribution functions are examined by evaluating the relative root mean square error and relative bias of quantile estimates through Monte Carlo simulations. The boxplot is used to show the location of the median and the dispersion of the data, which helps in reaching the decisive conclusions. For most of the cases, the results show that TL-moments with one smallest value was trimmed from the conceptual sample (TL-moments (1,0)), of GPA distribution was the most appropriate in majority of the stations for describing the annual maximum streamflow series in Terengganu, Malaysia.
NASA Astrophysics Data System (ADS)
Mat Jan, Nur Amalina; Shabri, Ani
2015-09-01
TL-moments approach has been used in an analysis to identify the best-fitting distributions to represent the annual series of maximum streamflow data over seven stations in Johor, Malaysia. The TL-moments with different trimming values are used to estimate the parameter of the selected distributions namely: Three-parameter lognormal (LN3) and Pearson Type III (P3) distribution. The main objective of this study is to derive the TL-moments (t 1,0), t 1 = 1,2,3,4 methods for LN3 and P3 distributions. The performance of TL-moments (t 1,0), t 1 = 1,2,3,4 was compared with L-moments through Monte Carlo simulation and streamflow data over a station in Johor, Malaysia. The absolute error is used to test the influence of TL-moments methods on estimated probability distribution functions. From the cases in this study, the results show that TL-moments with four trimmed smallest values from the conceptual sample (TL-moments [4, 0]) of LN3 distribution was the most appropriate in most of the stations of the annual maximum streamflow series in Johor, Malaysia.
NASA Astrophysics Data System (ADS)
Reppert, Michael; Tokmakoff, Andrei
The structural characterization of intrinsically disordered peptides (IDPs) presents a challenging biophysical problem. Extreme heterogeneity and rapid conformational interconversion make traditional methods difficult to interpret. Due to its ultrafast (ps) shutter speed, Amide I vibrational spectroscopy has received considerable interest as a novel technique to probe IDP structure and dynamics. Historically, Amide I spectroscopy has been limited to delivering global secondary structural information. More recently, however, the method has been adapted to study structure at the local level through incorporation of isotope labels into the protein backbone at specific amide bonds. Thanks to the acute sensitivity of Amide I frequencies to local electrostatic interactions-particularly hydrogen bonds-spectroscopic data on isotope labeled residues directly reports on local peptide conformation. Quantitative information can be extracted using electrostatic frequency maps which translate molecular dynamics trajectories into Amide I spectra for comparison with experiment. Here we present our recent efforts in the development of a rigorous approach to incorporating Amide I spectroscopic restraints into refined molecular dynamics structural ensembles using maximum entropy and related approaches. By combining force field predictions with experimental spectroscopic data, we construct refined structural ensembles for a family of short, strongly disordered, elastin-like peptides in aqueous solution.
Gul, Sehrish; Zou, Xiang; Hassan, Che Hashim; Azam, Muhammad; Zaman, Khalid
2015-12-01
This study investigates the relationship between energy consumption and carbon dioxide emission in the causal framework, as the direction of causality remains has a significant policy implication for developed and developing countries. The study employed maximum entropy bootstrap (Meboot) approach to examine the causal nexus between energy consumption and carbon dioxide emission using bivariate as well as multivariate framework for Malaysia, over a period of 1975-2013. This is a unified approach without requiring the use of conventional techniques based on asymptotical theory such as testing for possible unit root and cointegration. In addition, it can be applied in the presence of non-stationary of any type including structural breaks without any type of data transformation to achieve stationary. Thus, it provides more reliable and robust inferences which are insensitive to time span as well as lag length used. The empirical results show that there is a unidirectional causality running from energy consumption to carbon emission both in the bivariate model and multivariate framework, while controlling for broad money supply and population density. The results indicate that Malaysia is an energy-dependent country and hence energy is stimulus to carbon emissions. PMID:26282441
Martyna, Agnieszka; Michalska, Aleksandra; Zadora, Grzegorz
2015-05-01
The problem of interpretation of common provenance of the samples within the infrared spectra database of polypropylene samples from car body parts and plastic containers as well as Raman spectra databases of blue solid and metallic automotive paints was under investigation. The research involved statistical tools such as likelihood ratio (LR) approach for expressing the evidential value of observed similarities and differences in the recorded spectra. Since the LR models can be easily proposed for databases described by a few variables, research focused on the problem of spectra dimensionality reduction characterised by more than a thousand variables. The objective of the studies was to combine the chemometric tools easily dealing with multidimensionality with an LR approach. The final variables used for LR models' construction were derived from the discrete wavelet transform (DWT) as a data dimensionality reduction technique supported by methods for variance analysis and corresponded with chemical information, i.e. typical absorption bands for polypropylene and peaks associated with pigments present in the car paints. Univariate and multivariate LR models were proposed, aiming at obtaining more information about the chemical structure of the samples. Their performance was controlled by estimating the levels of false positive and false negative answers and using the empirical cross entropy approach. The results for most of the LR models were satisfactory and enabled solving the stated comparison problems. The results prove that the variables generated from DWT preserve signal characteristic, being a sparse representation of the original signal by keeping its shape and relevant chemical information. PMID:25757825
NASA Astrophysics Data System (ADS)
Zheng, Yi; Keller, Arturo A.
2007-08-01
Watershed-scale water quality models involve substantial uncertainty in model output because of sparse water quality observations and other sources of uncertainty. Assessing the uncertainty is very important for those who use the models to support management decision making. Systematic uncertainty analysis for these models has rarely been done and remains a major challenge. This study aimed (1) to develop a framework to characterize all important sources of uncertainty and their interactions in management-oriented watershed modeling, (2) to apply the generalized likelihood uncertainty estimation (GLUE) approach for quantifying simulation uncertainty for complex watershed models, and (3) to investigate the influence of subjective choices (especially the likelihood measure) in a GLUE analysis, as well as the availability of observational data, on the outcome of the uncertainty analysis. A two-stage framework was first established as the basis for uncertainty assessment and probabilistic decision-making. A watershed model (watershed analysis risk management framework (WARMF)) was implemented using data from the Santa Clara River Watershed in southern California. A typical catchment was constructed on which a series of experiments was conducted. The results show that GLUE can be implemented with affordable computational cost, yielding insights into the model behavior. However, in complex watershed water quality modeling, the uncertainty results highly depend on the subjective choices made by the modeler as well as the availability of observational data. The importance of considering management concerns in the uncertainty estimation was also demonstrated. Overall, this study establishes guidance for uncertainty assessment in management-oriented watershed modeling. The study results have suggested future efforts we could make in a GLUE-based uncertainty analysis, which has led to the development of a new method, as will be introduced in a companion paper. Eventually, the
Constraint likelihood analysis for a network of gravitational wave detectors
Klimenko, S.; Rakhmanov, M.; Mitselmakher, G.; Mohanty, S.
2005-12-15
We propose a coherent method for detection and reconstruction of gravitational wave signals with a network of interferometric detectors. The method is derived by using the likelihood ratio functional for unknown signal waveforms. In the likelihood analysis, the global maximum of the likelihood ratio over the space of waveforms is used as the detection statistic. We identify a problem with this approach. In the case of an aligned pair of detectors, the detection statistic depends on the cross correlation between the detectors as expected, but this dependence disappears even for infinitesimally small misalignments. We solve the problem by applying constraints on the likelihood functional and obtain a new class of statistics. The resulting method can be applied to data from a network consisting of any number of detectors with arbitrary detector orientations. The method allows us reconstruction of the source coordinates and the waveforms of two polarization components of a gravitational wave. We study the performance of the method with numerical simulations and find the reconstruction of the source coordinates to be more accurate than in the standard likelihood method.
Toxicological approach to setting spacecraft maximum allowable concentrations for carbon monoxide
NASA Technical Reports Server (NTRS)
Wong, K. L.; Limero, T. F.; James, J. T.
1992-01-01
The Spacecraft Maximum Allowable Concentrations (SMACs) are exposure limits for airborne chemicals used by NASA in spacecraft. The aim of these SMACs is to protect the spacecrew against adverse health effects and performance decrements that would interfere with mission objectives. Because of the 1 and 24 hr SMACs are set for contingencies, minor reversible toxic effects that do not affect mission objectives are acceptable. The 7, 30, or 180 day SMACs are aimed at nominal operations, so they are established at levels that would not cause noncarcinogenic toxic effects and more than one case of tumor per 1000 exposed individuals over the background. The process used to set the SMACs for carbon monoxide (CO) is described to illustrate the approach used by NASA. After the toxicological literature on CO was reviewed, the data were summarized and separated into acute, subchronic, and chronic toxicity data. CO's toxicity depends on the formation of carboxyhemoglobin (COHb) in the blood, reducing the blood's oxygen carrying capacity. The initial task was to estimate the COHb levels that would not produce toxic effects in the brain and heart.
NASA Technical Reports Server (NTRS)
Lowell, H. H.
1953-01-01
When a closed body or a duct envelope moves through the atmosphere, air pressure and temperature rises occur ahead of the body or, under ram conditions, within the duct. If cloud water droplets are encountered, droplet evaporation will result because of the air-temperature rise and the relative velocity between the droplet and stagnating air. It is shown that the solution of the steady-state psychrometric equation provides evaporation rates which are the maximum possible when droplets are entrained in air moving along stagnation lines under such conditions. Calculations are made for a wide variety of water droplet diameters, ambient conditions, and flight Mach numbers. Droplet diameter, body size, and Mach number effects are found to predominate, whereas wide variation in ambient conditions are of relatively small significance in the determination of evaporation rates. The results are essentially exact for the case of movement of droplets having diameters smaller than about 30 microns along relatively long ducts (length at least several feet) or toward large obstacles (wings), since disequilibrium effects are then of little significance. Mass losses in the case of movement within ducts will often be significant fractions (one-fifth to one-half) of original droplet masses, while very small droplets within ducts will often disappear even though the entraining air is not fully stagnated. Wing-approach evaporation losses will usually be of the order of several percent of original droplet masses. Two numerical examples are given of the determination of local evaporation rates and total mass losses in cases involving cloud droplets approaching circular cylinders along stagnation lines. The cylinders chosen were of 3.95-inch (10.0+ cm) diameter and 39.5-inch 100+ cm) diameter. The smaller is representative of icing-rate measurement cylinders, while with the larger will be associated an air-flow field similar to that ahead of an airfoil having a leading-edge radius
Augmented Likelihood Image Reconstruction.
Stille, Maik; Kleine, Matthias; Hägele, Julian; Barkhausen, Jörg; Buzug, Thorsten M
2016-01-01
The presence of high-density objects remains an open problem in medical CT imaging. Data of projections passing through objects of high density, such as metal implants, are dominated by noise and are highly affected by beam hardening and scatter. Reconstructed images become less diagnostically conclusive because of pronounced artifacts that manifest as dark and bright streaks. A new reconstruction algorithm is proposed with the aim to reduce these artifacts by incorporating information about shape and known attenuation coefficients of a metal implant. Image reconstruction is considered as a variational optimization problem. The afore-mentioned prior knowledge is introduced in terms of equality constraints. An augmented Lagrangian approach is adapted in order to minimize the associated log-likelihood function for transmission CT. During iterations, temporally appearing artifacts are reduced with a bilateral filter and new projection values are calculated, which are used later on for the reconstruction. A detailed evaluation in cooperation with radiologists is performed on software and hardware phantoms, as well as on clinically relevant patient data of subjects with various metal implants. Results show that the proposed reconstruction algorithm is able to outperform contemporary metal artifact reduction methods such as normalized metal artifact reduction. PMID:26208310
NASA Astrophysics Data System (ADS)
G, A., Major; Fretwell, H. M.; Dugdale, S. B.; Alam, M. A.
1998-11-01
A novel method for reconstructing the Fermi surface from experimental two-dimensional angular correlation of positron annihilation radiation (2D-ACAR) projections is proposed. In this algorithm, the 3D electron momentum-density distribution is expanded in terms of a basis of wavelet-like functions. The parameters of the model, the wavelet coefficients, are determined by maximizing the likelihood function corresponding to the experimental data and the projections calculated from the model. In contrast to other expansions, in the case of that in terms of wavelets a relatively small number of model parameters are sufficient for representing the relevant parts of the 3D distribution, thus keeping computation times reasonably short. Unlike other reconstruction methods, this algorithm takes full account of the statistical information content of the data and therefore may help to reduce the amount of time needed for data acquisition. An additional advantage of wavelet expansion may be the possibility of retrieving the Fermi surface directly from the wavelet coefficients rather than indirectly using the reconstructed 3D distribution.
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.
McGee, Steven
2002-01-01
Likelihood ratios are one of the best measures of diagnostic accuracy, although they are seldom used, because interpreting them requires a calculator to convert back and forth between “probability” and “odds” of disease. This article describes a simpler method of interpreting likelihood ratios, one that avoids calculators, nomograms, and conversions to “odds” of disease. Several examples illustrate how the clinician can use this method to refine diagnostic decisions at the bedside.
The Phylogenetic Likelihood Library
Flouri, T.; Izquierdo-Carrasco, F.; Darriba, D.; Aberer, A.J.; Nguyen, L.-T.; Minh, B.Q.; Von Haeseler, A.; Stamatakis, A.
2015-01-01
We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2–10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). PMID:25358969
The phylogenetic likelihood library.
Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A
2015-03-01
We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). PMID:25358969
NASA Astrophysics Data System (ADS)
Guiraldello, Rafael T.; Martins, Marcelo L.; Mancera, Paulo F. A.
2016-08-01
We present a mathematical model based on partial differential equations that is applied to understand tumor development and its response to chemotherapy. Our primary aim is to evaluate comparatively the efficacies of two chemotherapeutic protocols, Maximum Tolerated Dose (MTD) and metronomic, as well as two methods of drug delivery. Concerning therapeutic outcomes, the metronomic protocol proves more effective in prolonging the patient's life than MTD. Moreover, a uniform drug delivery method combined with the metronomic protocol is the most efficient strategy to reduce tumor density.
Santra, Kalyan; Zhan, Jinchun; Song, Xueyu; Smith, Emily A.; Vaswani, Namrata; Petrich, Jacob W.
2016-02-10
The need for measuring fluorescence lifetimes of species in subdiffraction-limited volumes in, for example, stimulated emission depletion (STED) microscopy, entails the dual challenge of probing a small number of fluorophores and fitting the concomitant sparse data set to the appropriate excited-state decay function. This need has stimulated a further investigation into the relative merits of two fitting techniques commonly referred to as “residual minimization” (RM) and “maximum likelihood” (ML). Fluorescence decays of the well-characterized standard, rose bengal in methanol at room temperature (530 ± 10 ps), were acquired in a set of five experiments in which the total number ofmore » “photon counts” was approximately 20, 200, 1000, 3000, and 6000 and there were about 2–200 counts at the maxima of the respective decays. Each set of experiments was repeated 50 times to generate the appropriate statistics. Each of the 250 data sets was analyzed by ML and two different RM methods (differing in the weighting of residuals) using in-house routines and compared with a frequently used commercial RM routine. Convolution with a real instrument response function was always included in the fitting. While RM using Pearson’s weighting of residuals can recover the correct mean result with a total number of counts of 1000 or more, ML distinguishes itself by yielding, in all cases, the same mean lifetime within 2% of the accepted value. For 200 total counts and greater, ML always provides a standard deviation of <10% of the mean lifetime, and even at 20 total counts there is only 20% error in the mean lifetime. Here, the robustness of ML advocates its use for sparse data sets such as those acquired in some subdiffraction-limited microscopies, such as STED, and, more importantly, provides greater motivation for exploiting the time-resolved capacities of this technique to acquire and analyze fluorescence lifetime data.« less
A maximum-entropy approach to the adiabatic freezing of a supercooled liquid.
Prestipino, Santi
2013-04-28
I employ the van der Waals theory of Baus and co-workers to analyze the fast, adiabatic decay of a supercooled liquid in a closed vessel with which the solidification process usually starts. By imposing a further constraint on either the system volume or pressure, I use the maximum-entropy method to quantify the fraction of liquid that is transformed into solid as a function of undercooling and of the amount of a foreign gas that could possibly be also present in the test tube. Upon looking at the implications of thermal and mechanical insulation for the energy cost of forming a solid droplet within the liquid, I identify one situation where the onset of solidification inevitably occurs near the wall in contact with the bath. PMID:23635151
A maximum-entropy approach to the adiabatic freezing of a supercooled liquid
NASA Astrophysics Data System (ADS)
Prestipino, Santi
2013-04-01
I employ the van der Waals theory of Baus and co-workers to analyze the fast, adiabatic decay of a supercooled liquid in a closed vessel with which the solidification process usually starts. By imposing a further constraint on either the system volume or pressure, I use the maximum-entropy method to quantify the fraction of liquid that is transformed into solid as a function of undercooling and of the amount of a foreign gas that could possibly be also present in the test tube. Upon looking at the implications of thermal and mechanical insulation for the energy cost of forming a solid droplet within the liquid, I identify one situation where the onset of solidification inevitably occurs near the wall in contact with the bath.
Qin, SB; Cady, ST; Dominguez-Garcia, AD; Pilawa-Podgurski, RCN
2015-04-01
This paper presents the theory and implementation of a distributed algorithm for controlling differential power processing converters in photovoltaic (PV) applications. This distributed algorithm achieves true maximum power point tracking of series-connected PV submodules by relying only on local voltage measurements and neighbor-to-neighbor communication between the differential power converters. Compared to previous solutions, the proposed algorithm achieves reduced number of perturbations at each step and potentially faster tracking without adding extra hardware; all these features make this algorithm well-suited for long submodule strings. The formulation of the algorithm, discussion of its properties, as well as three case studies are presented. The performance of the distributed tracking algorithm has been verified via experiments, which yielded quantifiable improvements over other techniques that have been implemented in practice. Both simulations and hardware experiments have confirmed the effectiveness of the proposed distributed algorithm.
Fast Maximum Entropy Moment Closure Approach to Solving the Boltzmann Equation
NASA Astrophysics Data System (ADS)
Summy, Dustin; Pullin, Dale
2015-11-01
We describe a method for a moment-based solution of the Boltzmann Equation (BE). This is applicable to an arbitrary set of velocity moments whose transport is governed by partial-differential equations (PDEs) derived from the BE. The equations are unclosed, containing both higher-order moments and molecular-collision terms. These are evaluated using a maximum-entropy reconstruction of the velocity distribution function f (c , x , t) , from the known moments, within a finite-box domain of single-particle velocity (c) space. Use of a finite-domain alleviates known problems (Junk and Unterreiter, Continuum Mech. Thermodyn., 2002) concerning existence and uniqueness of the reconstruction. Unclosed moments are evaluated with quadrature while collision terms are calculated using any desired method. This allows integration of the moment PDEs in time. The high computational cost of the general method is greatly reduced by careful choice of the velocity moments, allowing the necessary integrals to be reduced from three- to one-dimensional in the case of strictly 1D flows. A method to extend this enhancement to fully 3D flows is discussed. Comparison with relaxation and shock-wave problems using the DSMC method will be presented. Partially supported by NSF grant DMS-1418903.
A maximum entropy approach to detect close-in giant planets around active stars
NASA Astrophysics Data System (ADS)
Petit, P.; Donati, J.-F.; Hébrard, E.; Morin, J.; Folsom, C. P.; Böhm, T.; Boisse, I.; Borgniet, S.; Bouvier, J.; Delfosse, X.; Hussain, G.; Jeffers, S. V.; Marsden, S. C.; Barnes, J. R.
2015-12-01
Context. The high spot coverage of young active stars is responsible for distortions of spectral lines that hamper the detection of close-in planets through radial velocity methods. Aims: We aim to progress towards more efficient exoplanet detection around active stars by optimizing the use of Doppler imaging in radial velocity measurements. Methods: We propose a simple method to simultaneously extract a brightness map and a set of orbital parameters through a tomographic inversion technique derived from classical Doppler mapping. Based on the maximum entropy principle, the underlying idea is to determine the set of orbital parameters that minimizes the information content of the resulting Doppler map. We carry out a set of numerical simulations to perform a preliminary assessment of the robustness of our method, using an actual Doppler map of the very active star HR 1099 to produce a realistic synthetic data set for various sets of orbital parameters of a single planet in a circular orbit. Results: Using a simulated time series of 50 line profiles affected by a peak-to-peak activity jitter of 2.5 km s-1, in most cases we are able to recover the radial velocity amplitude, orbital phase, and orbital period of an artificial planet down to a radial velocity semi-amplitude of the order of the radial velocity scatter due to the photon noise alone (about 50 m s-1 in our case). One noticeable exception occurs when the planetary orbit is close to co-rotation, in which case significant biases are observed in the reconstructed radial velocity amplitude, while the orbital period and phase remain robustly recovered. Conclusions: The present method constitutes a very simple way to extract orbital parameters from heavily distorted line profiles of active stars, when more classical radial velocity detection methods generally fail. It is easily adaptable to most existing Doppler imaging codes, paving the way towards a systematic search for close-in planets orbiting young, rapidly
Rahat, Alma A M; Everson, Richard M; Fieldsend, Jonathan E
2015-01-01
Mesh network topologies are becoming increasingly popular in battery-powered wireless sensor networks, primarily because of the extension of network range. However, multihop mesh networks suffer from higher energy costs, and the routing strategy employed directly affects the lifetime of nodes with limited energy resources. Hence when planning routes there are trade-offs to be considered between individual and system-wide battery lifetimes. We present a multiobjective routing optimisation approach using hybrid evolutionary algorithms to approximate the optimal trade-off between the minimum lifetime and the average lifetime of nodes in the network. In order to accomplish this combinatorial optimisation rapidly, our approach prunes the search space using k-shortest path pruning and a graph reduction method that finds candidate routes promoting long minimum lifetimes. When arbitrarily many routes from a node to the base station are permitted, optimal routes may be found as the solution to a well-known linear program. We present an evolutionary algorithm that finds good routes when each node is allowed only a small number of paths to the base station. On a real network deployed in the Victoria & Albert Museum, London, these solutions, using only three paths per node, are able to achieve minimum lifetimes of over 99% of the optimum linear program solution's time to first sensor battery failure. PMID:25950392
Stewart, J; Greene, G; Smith, A; Sicherman, A
2005-03-03
The federal Clean Water Act (CWA) Section 303(d)(1)(A) requires each state to conduct a biennial assessment of its waters, and identify those waters that are not achieving water quality standards. The result of this assessment is called the 303(d) list. The CWA also requires states to establish a priority ranking for waters on the 303(d) list of impaired waters and to develop and implement Total Maximum Daily Loads (TMDLs) for these waters. Over 30,000 segments of waterways have been listed as impaired by the Environmental Protection Agency (EPA). The EPA has requested local communities to submit plans to reduce discharges by specified dates or have them developed by the EPA. An investigation of this process found that plans to reduce discharges were being developed based on a wide range of site investigation methods. The Department of Energy requested Lawrence Livermore National Laboratory to develop appropriate tools to assist in improving the TMDL process. The EPA has shown support and encouragement of this effort. Our investigation found that given the resources available to the interested and responsible parties, developing a quantitative stakeholder input process could improve the acceptability of TMDL plans. The first model that we have developed is a stakeholder allocation model (SAM). The SAM uses multi-attribute utility theory to quantitatively structure the preferences of the major stakeholder groups, and develop both individual stakeholder group utility functions and an overall stakeholder utility function for a watershed. The test site we selected was the Dominquez Channel watershed in Los Angeles, California. The major stakeholder groups interviewed were (1) non-profit organizations, (2) industry, (3) government agencies and (4) the city government. The decision-maker that will recommend a final TMDL plan is the Los Angeles Regional Water Quality Control Board (LARWQCB). The preliminary results have shown that stakeholders can have different
Likelihood Analysis for Mega Pixel Maps
NASA Technical Reports Server (NTRS)
Kogut, Alan J.
1999-01-01
The derivation of cosmological parameters from astrophysical data sets routinely involves operations counts which scale as O(N(exp 3) where N is the number of data points. Currently planned missions, including MAP and Planck, will generate sky maps with N(sub d) = 10(exp 6) or more pixels. Simple "brute force" analysis, applied to such mega-pixel data, would require years of computing even on the fastest computers. We describe an algorithm which allows estimation of the likelihood function in the direct pixel basis. The algorithm uses a conjugate gradient approach to evaluate X2 and a geometric approximation to evaluate the determinant. Monte Carlo simulations provide a correction to the determinant, yielding an unbiased estimate of the likelihood surface in an arbitrary region surrounding the likelihood peak. The algorithm requires O(N(sub d)(exp 3/2) operations and O(Nd) storage for each likelihood evaluation, and allows for significant parallel computation.
Constrained maximum likelihood modal parameter identification applied to structural dynamics
NASA Astrophysics Data System (ADS)
El-Kafafy, Mahmoud; Peeters, Bart; Guillaume, Patrick; De Troyer, Tim
2016-05-01
A new modal parameter estimation method to directly establish modal models of structural dynamic systems satisfying two physically motivated constraints will be presented. The constraints imposed in the identified modal model are the reciprocity of the frequency response functions (FRFs) and the estimation of normal (real) modes. The motivation behind the first constraint (i.e. reciprocity) comes from the fact that modal analysis theory shows that the FRF matrix and therefore the residue matrices are symmetric for non-gyroscopic, non-circulatory, and passive mechanical systems. In other words, such types of systems are expected to obey Maxwell-Betti's reciprocity principle. The second constraint (i.e. real mode shapes) is motivated by the fact that analytical models of structures are assumed to either be undamped or proportional damped. Therefore, normal (real) modes are needed for comparison with these analytical models. The work done in this paper is a further development of a recently introduced modal parameter identification method called ML-MM that enables us to establish modal model that satisfies such motivated constraints. The proposed constrained ML-MM method is applied to two real experimental datasets measured on fully trimmed cars. This type of data is still considered as a significant challenge in modal analysis. The results clearly demonstrate the applicability of the method to real structures with significant non-proportional damping and high modal densities.
Implementing Restricted Maximum Likelihood Estimation in Structural Equation Models
ERIC Educational Resources Information Center
Cheung, Mike W.-L.
2013-01-01
Structural equation modeling (SEM) is now a generic modeling framework for many multivariate techniques applied in the social and behavioral sciences. Many statistical models can be considered either as special cases of SEM or as part of the latent variable modeling framework. One popular extension is the use of SEM to conduct linear mixed-effects…
Maximum Likelihood and Minimum Distance Applied to Univariate Mixture Distributions.
ERIC Educational Resources Information Center
Wang, Yuh-Yin Wu; Schafer, William D.
This Monte-Carlo study compared modified Newton (NW), expectation-maximization algorithm (EM), and minimum Cramer-von Mises distance (MD), used to estimate parameters of univariate mixtures of two components. Data sets were fixed at size 160 and manipulated by mean separation, variance ratio, component proportion, and non-normality. Results…
Quasi-likelihood for Spatial Point Processes
Guan, Yongtao; Jalilian, Abdollah; Waagepetersen, Rasmus
2014-01-01
Summary Fitting regression models for intensity functions of spatial point processes is of great interest in ecological and epidemiological studies of association between spatially referenced events and geographical or environmental covariates. When Cox or cluster process models are used to accommodate clustering not accounted for by the available covariates, likelihood based inference becomes computationally cumbersome due to the complicated nature of the likelihood function and the associated score function. It is therefore of interest to consider alternative more easily computable estimating functions. We derive the optimal estimating function in a class of first-order estimating functions. The optimal estimating function depends on the solution of a certain Fredholm integral equation which in practise is solved numerically. The derivation of the optimal estimating function has close similarities to the derivation of quasi-likelihood for standard data sets. The approximate solution is further equivalent to a quasi-likelihood score for binary spatial data. We therefore use the term quasi-likelihood for our optimal estimating function approach. We demonstrate in a simulation study and a data example that our quasi-likelihood method for spatial point processes is both statistically and computationally efficient. PMID:26041970
NASA Technical Reports Server (NTRS)
Riley, Pete; Mikic, Z.; Linker, J. A.
2003-01-01
In this study we describe a series of MHD simulations covering the time period from 12 January 1999 to 19 September 2001 (Carrington Rotation 1945 to 1980). This interval coincided with: (1) the Sun s approach toward solar maximum; and (2) Ulysses second descent to the southern polar regions, rapid latitude scan, and arrival into the northern polar regions. We focus on the evolution of several key parameters during this time, including the photospheric magnetic field, the computed coronal hole boundaries, the computed velocity profile near the Sun, and the plasma and magnetic field parameters at the location of Ulysses. The model results provide a global context for interpreting the often complex in situ measurements. We also present a heuristic explanation of stream dynamics to describe the morphology of interaction regions at solar maximum and contrast it with the picture that resulted from Ulysses first orbit, which occurred during more quiescent solar conditions. The simulation results described here are available at: http://sun.saic.com.
NASA Astrophysics Data System (ADS)
Ma, Hui; Zhou, Haijun
2011-05-01
In this brief report we explore the energy landscapes of two spin glass models using a greedy single-spin flipping process, Gmax. The ground-state energy density of the random maximum two-satisfiability problem is efficiently approached by Gmax. The achieved energy density e(t) decreases with the evolution time t as e(t)-e(∞)=h(log10t)-z with a small prefactor h and a scaling coefficient z>1, indicating an energy landscape with deep and rugged funnel-shape regions. For the ±J Viana-Bray spin glass model, however, the greedy single-spin dynamics quickly gets trapped to a local minimal region of the energy landscape.
Sarkar, Soham; Das, Swagatam
2013-12-01
Multilevel thresholding amounts to segmenting a gray-level image into several distinct regions. This paper presents a 2D histogram based multilevel thresholding approach to improve the separation between objects. Recent studies indicate that the results obtained with 2D histogram oriented approaches are superior to those obtained with 1D histogram based techniques in the context of bi-level thresholding. Here, a method to incorporate 2D histogram related information for generalized multilevel thresholding is proposed using the maximum Tsallis entropy. Differential evolution (DE), a simple yet efficient evolutionary algorithm of current interest, is employed to improve the computational efficiency of the proposed method. The performance of DE is investigated extensively through comparison with other well-known nature inspired global optimization techniques such as genetic algorithm, particle swarm optimization, artificial bee colony, and simulated annealing. In addition, the outcome of the proposed method is evaluated using a well known benchmark--the Berkley segmentation data set (BSDS300) with 300 distinct images. PMID:23955760
NASA Astrophysics Data System (ADS)
Nourali, Mahrouz; Ghahraman, Bijan; Pourreza-Bilondi, Mohsen; Davary, Kamran
2016-09-01
In the present study, DREAM(ZS), Differential Evolution Adaptive Metropolis combined with both formal and informal likelihood functions, is used to investigate uncertainty of parameters of the HEC-HMS model in Tamar watershed, Golestan province, Iran. In order to assess the uncertainty of 24 parameters used in HMS, three flood events were used to calibrate and one flood event was used to validate the posterior distributions. Moreover, performance of seven different likelihood functions (L1-L7) was assessed by means of DREAM(ZS)approach. Four likelihood functions, L1-L4, Nash-Sutcliffe (NS) efficiency, Normalized absolute error (NAE), Index of agreement (IOA), and Chiew-McMahon efficiency (CM), is considered as informal, whereas remaining (L5-L7) is represented in formal category. L5 focuses on the relationship between the traditional least squares fitting and the Bayesian inference, and L6, is a hetereoscedastic maximum likelihood error (HMLE) estimator. Finally, in likelihood function L7, serial dependence of residual errors is accounted using a first-order autoregressive (AR) model of the residuals. According to the results, sensitivities of the parameters strongly depend on the likelihood function, and vary for different likelihood functions. Most of the parameters were better defined by formal likelihood functions L5 and L7 and showed a high sensitivity to model performance. Posterior cumulative distributions corresponding to the informal likelihood functions L1, L2, L3, L4 and the formal likelihood function L6 are approximately the same for most of the sub-basins, and these likelihood functions depict almost a similar effect on sensitivity of parameters. 95% total prediction uncertainty bounds bracketed most of the observed data. Considering all the statistical indicators and criteria of uncertainty assessment, including RMSE, KGE, NS, P-factor and R-factor, results showed that DREAM(ZS) algorithm performed better under formal likelihood functions L5 and L7
NASA Astrophysics Data System (ADS)
Lee, Chieh-Han; Yu, Hwa-Lung; Chien, Lung-Chang
2014-05-01
Dengue fever has been identified as one of the most widespread vector-borne diseases in tropical and sub-tropical. In the last decade, dengue is an emerging infectious disease epidemic in Taiwan especially in the southern area where have annually high incidences. For the purpose of disease prevention and control, an early warning system is urgently needed. Previous studies have showed significant relationships between climate variables, in particular, rainfall and temperature, and the temporal epidemic patterns of dengue cases. However, the transmission of the dengue fever is a complex interactive process that mostly understated the composite space-time effects of dengue fever. This study proposes developing a one-week ahead warning system of dengue fever epidemics in the southern Taiwan that considered nonlinear associations between weekly dengue cases and meteorological factors across space and time. The early warning system based on an integration of distributed lag nonlinear model (DLNM) and stochastic Bayesian Maximum Entropy (BME) analysis. The study identified the most significant meteorological measures including weekly minimum temperature and maximum 24-hour rainfall with continuous 15-week lagged time to dengue cases variation under condition of uncertainty. Subsequently, the combination of nonlinear lagged effects of climate variables and space-time dependence function is implemented via a Bayesian framework to predict dengue fever occurrences in the southern Taiwan during 2012. The result shows the early warning system is useful for providing potential outbreak spatio-temporal prediction of dengue fever distribution. In conclusion, the proposed approach can provide a practical disease control tool for environmental regulators seeking more effective strategies for dengue fever prevention.
Analysis of neighborhood dynamics of forest ecosystems using likelihood methods and modeling.
Canham, Charles D; Uriarte, María
2006-02-01
Advances in computing power in the past 20 years have led to a proliferation of spatially explicit, individual-based models of population and ecosystem dynamics. In forest ecosystems, the individual-based models encapsulate an emerging theory of "neighborhood" dynamics, in which fine-scale spatial interactions regulate the demography of component tree species. The spatial distribution of component species, in turn, regulates spatial variation in a whole host of community and ecosystem properties, with subsequent feedbacks on component species. The development of these models has been facilitated by development of new methods of analysis of field data, in which critical demographic rates and ecosystem processes are analyzed in terms of the spatial distributions of neighboring trees and physical environmental factors. The analyses are based on likelihood methods and information theory, and they allow a tight linkage between the models and explicit parameterization of the models from field data. Maximum likelihood methods have a long history of use for point and interval estimation in statistics. In contrast, likelihood principles have only more gradually emerged in ecology as the foundation for an alternative to traditional hypothesis testing. The alternative framework stresses the process of identifying and selecting among competing models, or in the simplest case, among competing point estimates of a parameter of a model. There are four general steps involved in a likelihood analysis: (1) model specification, (2) parameter estimation using maximum likelihood methods, (3) model comparison, and (4) model evaluation. Our goal in this paper is to review recent developments in the use of likelihood methods and modeling for the analysis of neighborhood processes in forest ecosystems. We will focus on a single class of processes, seed dispersal and seedling dispersion, because recent papers provide compelling evidence of the potential power of the approach, and illustrate
NASA Technical Reports Server (NTRS)
Park, Junhong; Palumbo, Daniel L.
2004-01-01
The use of shunted piezoelectric patches in reducing vibration and sound radiation of structures has several advantages over passive viscoelastic elements, e.g., lower weight with increased controllability. The performance of the piezoelectric patches depends on the shunting electronics that are designed to dissipate vibration energy through a resistive element. In past efforts most of the proposed tuning methods were based on modal properties of the structure. In these cases, the tuning applies only to one mode of interest and maximum tuning is limited to invariant points when based on den Hartog's invariant points concept. In this study, a design method based on the wave propagation approach is proposed. Optimal tuning is investigated depending on the dynamic and geometric properties that include effects from boundary conditions and position of the shunted piezoelectric patch relative to the structure. Active filters are proposed as shunting electronics to implement the tuning criteria. The developed tuning methods resulted in superior capabilities in minimizing structural vibration and noise radiation compared to other tuning methods. The tuned circuits are relatively insensitive to changes in modal properties and boundary conditions, and can applied to frequency ranges in which multiple modes have effects.
A Bayes-Maximum Entropy method for multi-sensor data fusion
Beckerman, M.
1991-01-01
In this paper we introduce a Bayes-Maximum Entropy formalism for multi-sensor data fusion, and present an application of this methodology to the fusion of ultrasound and visual sensor data as acquired by a mobile robot. In our approach the principle of maximum entropy is applied to the construction of priors and likelihoods from the data. Distances between ultrasound and visual points of interest in a dual representation are used to define Gibbs likelihood distributions. Both one- and two-dimensional likelihoods are presented, and cast into a form which makes explicit their dependence upon the mean. The Bayesian posterior distributions are used to test a null hypothesis, and Maximum Entropy Maps used for navigation are updated using the resulting information from the dual representation. 14 refs., 9 figs.
NASA Astrophysics Data System (ADS)
Lönnqvist, M.; Hökmark, H.
2013-09-01
Hydraulic jacking is a significant dilation of a fracture that occurs when the pore pressure within it exceeds the sum of the fracture's normal stress and tensile strength. This phenomenon may occur during a glacial period because of changes in hydraulic and mechanical boundary conditions. Since hydraulic jacking may alter flow patterns and the transport capacity of the rock mass, its possible effects on the long-term performance of a nuclear waste repository should be considered. We develop an approach to assess glacially induced hydraulic jacking in fractured crystalline rock and establish bounding estimates of the maximum jacking depth for the Swedish Nuclear Fuel and Waste Management Company's (SKB) repository site at Forsmark. The pore pressure is estimated using mechanically uncoupled two-dimensional poroelastic continuum models with hydraulic and mechanical conditions based on SKB's reconstruction of the Weichselian glaciation at this site (120-0 ka B.P.). For warm-based conditions, the water pressure at the ice/bed interface is set at 98% of the mechanical load, whereas for glacial conditions with extensive proglacial permafrost, the corresponding water pressure is set at a (lower) annual average value. We demonstrate that the pore pressure within the uppermost kilometer of rock is mainly governed by the water pressure at the ice/bed interface and that the mechanical impact of the ice load on the pore pressure is sufficiently small to be ignored. Given the current and estimated future stress conditions at Forsmark, hydraulic jacking is mainly of concern for subhorizontal fractures, i.e., it is sufficient to consider situations when the pore pressure exceeds the vertical stress. We conclude that hydraulic jacking at Forsmark will be confined to the uppermost 200 m of the rock mass.
Likelihood methods for point processes with refractoriness.
Citi, Luca; Ba, Demba; Brown, Emery N; Barbieri, Riccardo
2014-02-01
Likelihood-based encoding models founded on point processes have received significant attention in the literature because of their ability to reveal the information encoded by spiking neural populations. We propose an approximation to the likelihood of a point-process model of neurons that holds under assumptions about the continuous time process that are physiologically reasonable for neural spike trains: the presence of a refractory period, the predictability of the conditional intensity function, and its integrability. These are properties that apply to a large class of point processes arising in applications other than neuroscience. The proposed approach has several advantages over conventional ones. In particular, one can use standard fitting procedures for generalized linear models based on iteratively reweighted least squares while improving the accuracy of the approximation to the likelihood and reducing bias in the estimation of the parameters of the underlying continuous-time model. As a result, the proposed approach can use a larger bin size to achieve the same accuracy as conventional approaches would with a smaller bin size. This is particularly important when analyzing neural data with high mean and instantaneous firing rates. We demonstrate these claims on simulated and real neural spiking activity. By allowing a substantive increase in the required bin size, our algorithm has the potential to lower the barrier to the use of point-process methods in an increasing number of applications. PMID:24206384
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
Spectral likelihood expansions for Bayesian inference
NASA Astrophysics Data System (ADS)
Nagel, Joseph B.; Sudret, Bruno
2016-03-01
A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.