Identification of Human Gustatory Cortex by Activation Likelihood Estimation
Veldhuizen, Maria G.; Albrecht, Jessica; Zelano, Christina; Boesveldt, Sanne; Breslin, Paul; Lundström, Johan N.
2010-01-01
Over the last two decades, neuroimaging methods have identified a variety of taste-responsive brain regions. Their precise location, however, remains in dispute. For example, taste stimulation activates areas throughout the insula and overlying operculum, but identification of subregions has been inconsistent. Furthermore, literature reviews and summaries of gustatory brain activations tend to reiterate rather than resolve this ambiguity. Here we used a new meta-analytic method [activation likelihood estimation (ALE)] to obtain a probability map of the location of gustatory brain activation across fourteen studies. The map of activation likelihood values can also serve as a source of independent coordinates for future region-of-interest analyses. We observed significant cortical activation probabilities in: bilateral anterior insula and overlying frontal operculum, bilateral mid dorsal insula and overlying Rolandic operculum, and bilateral posterior insula/parietal operculum/postcentral gyrus, left lateral orbitofrontal cortex (OFC), right medial OFC, pregenual anterior cingulate cortex (prACC) and right mediodorsal thalamus. This analysis confirms the involvement of multiple cortical areas within insula and overlying operculum in gustatory processing and provides a functional “taste map” which can be used as an inclusive mask in the data analyses of future studies. In light of this new analysis, we discuss human central processing of gustatory stimuli and identify topics where increased research effort is warranted. PMID:21305668
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.
Barquero, Laura A.; Davis, Nicole; Cutting, Laurie E.
2014-01-01
A growing number of studies examine instructional training and brain activity. The purpose of this paper is to review the literature regarding neuroimaging of reading intervention, with a particular focus on reading difficulties (RD). To locate relevant studies, searches of peer-reviewed literature were conducted using electronic databases to search for studies from the imaging modalities of fMRI and MEG (including MSI) that explored reading intervention. Of the 96 identified studies, 22 met the inclusion criteria for descriptive analysis. A subset of these (8 fMRI experiments with post-intervention data) was subjected to activation likelihood estimate (ALE) meta-analysis to investigate differences in functional activation following reading intervention. Findings from the literature review suggest differences in functional activation of numerous brain regions associated with reading intervention, including bilateral inferior frontal, superior temporal, middle temporal, middle frontal, superior frontal, and postcentral gyri, as well as bilateral occipital cortex, inferior parietal lobules, thalami, and insulae. Findings from the meta-analysis indicate change in functional activation following reading intervention in the left thalamus, right insula/inferior frontal, left inferior frontal, right posterior cingulate, and left middle occipital gyri. Though these findings should be interpreted with caution due to the small number of studies and the disparate methodologies used, this paper is an effort to synthesize across studies and to guide future exploration of neuroimaging and reading intervention. PMID:24427278
Barquero, Laura A; Davis, Nicole; Cutting, Laurie E
2014-01-01
A growing number of studies examine instructional training and brain activity. The purpose of this paper is to review the literature regarding neuroimaging of reading intervention, with a particular focus on reading difficulties (RD). To locate relevant studies, searches of peer-reviewed literature were conducted using electronic databases to search for studies from the imaging modalities of fMRI and MEG (including MSI) that explored reading intervention. Of the 96 identified studies, 22 met the inclusion criteria for descriptive analysis. A subset of these (8 fMRI experiments with post-intervention data) was subjected to activation likelihood estimate (ALE) meta-analysis to investigate differences in functional activation following reading intervention. Findings from the literature review suggest differences in functional activation of numerous brain regions associated with reading intervention, including bilateral inferior frontal, superior temporal, middle temporal, middle frontal, superior frontal, and postcentral gyri, as well as bilateral occipital cortex, inferior parietal lobules, thalami, and insulae. Findings from the meta-analysis indicate change in functional activation following reading intervention in the left thalamus, right insula/inferior frontal, left inferior frontal, right posterior cingulate, and left middle occipital gyri. Though these findings should be interpreted with caution due to the small number of studies and the disparate methodologies used, this paper is an effort to synthesize across studies and to guide future exploration of neuroimaging and reading intervention.
Meissner, Karin; Bär, Karl-Jürgen; Napadow, Vitaly
2013-01-01
The autonomic nervous system (ANS) is of paramount importance for daily life. Its regulatory action on respiratory, cardiovascular, digestive, endocrine, and many other systems is controlled by a number of structures in the CNS. While the majority of these nuclei and cortices have been identified in animal models, neuroimaging studies have recently begun to shed light on central autonomic processing in humans. In this study, we used activation likelihood estimation to conduct a meta-analysis of human neuroimaging experiments evaluating central autonomic processing to localize (1) cortical and subcortical areas involved in autonomic processing, (2) potential subsystems for the sympathetic and parasympathetic divisions of the ANS, and (3) potential subsystems for specific ANS responses to different stimuli/tasks. Across all tasks, we identified a set of consistently activated brain regions, comprising left amygdala, right anterior and left posterior insula and midcingulate cortices that form the core of the central autonomic network. While sympathetic-associated regions predominate in executive- and salience-processing networks, parasympathetic regions predominate in the default mode network. Hence, central processing of autonomic function does not simply involve a monolithic network of brain regions, instead showing elements of task and division specificity. PMID:23785162
Araujo, Helder F.; Kaplan, Jonas; Damasio, Antonio
2013-01-01
The autobiographical-self refers to a mental state derived from the retrieval and assembly of memories regarding one’s biography. The process of retrieval and assembly, which can focus on biographical facts or personality traits or some combination thereof, is likely to vary according to the domain chosen for an experiment. To date, the investigation of the neural basis of this process has largely focused on the domain of personality traits using paradigms that contrasted the evaluation of one’s traits (self-traits) with those of another person’s (other-traits). This has led to the suggestion that cortical midline structures (CMSs) are specifically related to self states. Here, with the goal of testing this suggestion, we conducted activation-likelihood estimation (ALE) meta-analyses based on data from 28 neuroimaging studies. The ALE results show that both self-traits and other-traits engage CMSs; however, the engagement of medial prefrontal cortex is greater for self-traits than for other-traits, while the posteromedial cortex is more engaged for other-traits than for self-traits. These findings suggest that the involvement CMSs is not specific to the evaluation of one’s own traits, but also occurs during the evaluation of another person’s traits. PMID:24027520
Gray matter atrophy in narcolepsy: An activation likelihood estimation meta-analysis.
Weng, Hsu-Huei; Chen, Chih-Feng; Tsai, Yuan-Hsiung; Wu, Chih-Ying; Lee, Meng; Lin, Yu-Ching; Yang, Cheng-Ta; Tsai, Ying-Huang; Yang, Chun-Yuh
2015-12-01
The authors reviewed the literature on the use of voxel-based morphometry (VBM) in narcolepsy magnetic resonance imaging (MRI) studies via the use of a meta-analysis of neuroimaging to identify concordant and specific structural deficits in patients with narcolepsy as compared with healthy subjects. We used PubMed to retrieve articles published between January 2000 and March 2014. The authors included all VBM research on narcolepsy and compared the findings of the studies by using gray matter volume (GMV) or gray matter concentration (GMC) to index differences in gray matter. Stereotactic data were extracted from 8 VBM studies of 149 narcoleptic patients and 162 control subjects. We applied activation likelihood estimation (ALE) technique and found significant regional gray matter reduction in the bilateral hypothalamus, thalamus, globus pallidus, extending to nucleus accumbens (NAcc) and anterior cingulate cortex (ACC), left mid orbital and rectal gyri (BAs 10 and 11), right inferior frontal gyrus (BA 47), and the right superior temporal gyrus (BA 41) in patients with narcolepsy. The significant gray matter deficits in narcoleptic patients occurred in the bilateral hypothalamus and frontotemporal regions, which may be related to the emotional processing abnormalities and orexin/hypocretin pathway common among populations of patients with narcolepsy.
Wu, Xin; Yang, Wenjing; Tong, Dandan; Sun, Jiangzhou; Chen, Qunlin; Wei, Dongtao; Zhang, Qinglin; Zhang, Meng; Qiu, Jiang
2015-07-01
In this study, an activation likelihood estimation (ALE) meta-analysis was used to conduct a quantitative investigation of neuroimaging studies on divergent thinking. Based on the ALE results, the functional magnetic resonance imaging (fMRI) studies showed that distributed brain regions were more active under divergent thinking tasks (DTTs) than those under control tasks, but a large portion of the brain regions were deactivated. The ALE results indicated that the brain networks of the creative idea generation in DTTs may be composed of the lateral prefrontal cortex, posterior parietal cortex [such as the inferior parietal lobule (BA 40) and precuneus (BA 7)], anterior cingulate cortex (ACC) (BA 32), and several regions in the temporal cortex [such as the left middle temporal gyrus (BA 39), and left fusiform gyrus (BA 37)]. The left dorsolateral prefrontal cortex (BA 46) was related to selecting the loosely and remotely associated concepts and organizing them into creative ideas, whereas the ACC (BA 32) was related to observing and forming distant semantic associations in performing DTTs. The posterior parietal cortex may be involved in the semantic information related to the retrieval and buffering of the formed creative ideas, and several regions in the temporal cortex may be related to the stored long-term memory. In addition, the ALE results of the structural studies showed that divergent thinking was related to the dopaminergic system (e.g., left caudate and claustrum). Based on the ALE results, both fMRI and structural MRI studies could uncover the neural basis of divergent thinking from different aspects (e.g., specific cognitive processing and stable individual difference of cognitive capability).
ERIC Educational Resources Information Center
Adank, Patti
2012-01-01
The role of speech production mechanisms in difficult speech comprehension is the subject of on-going debate in speech science. Two Activation Likelihood Estimation (ALE) analyses were conducted on neuroimaging studies investigating difficult speech comprehension or speech production. Meta-analysis 1 included 10 studies contrasting comprehension…
Turkeltaub, Peter E; Eickhoff, Simon B; Laird, Angela R; Fox, Mick; Wiener, Martin; Fox, Peter
2012-01-01
Activation Likelihood Estimation (ALE) is an objective, quantitative technique for coordinate-based meta-analysis (CBMA) of neuroimaging results that has been validated for a variety of uses. Stepwise modifications have improved ALE's theoretical and statistical rigor since its introduction. Here, we evaluate two avenues to further optimize ALE. First, we demonstrate that the maximum contribution of an experiment makes to an ALE map is related to the number of foci it reports and their proximity. We present a modified ALE algorithm that eliminates these within-experiment effects. However, we show that these effects only account for 2-3% of cumulative ALE values, and removing them has little impact on thresholded ALE maps. Next, we present an alternate organizational approach to datasets that prevents subject groups with multiple experiments in a dataset from influencing ALE values more than others. This modification decreases cumulative ALE values by 7-9%, changes the relative magnitude of some clusters, and reduces cluster extents. Overall, differences between results of the standard approach and these new methods were small. This finding validates previous ALE reports against concerns that they were driven by within-experiment or within-group effects. We suggest that the modified ALE algorithm is theoretically advantageous compared with the current algorithm, and that the alternate organization of datasets is the most conservative approach for typical ALE analyses and other CBMA methods. Combining the two modifications minimizes both within-experiment and within-group effects, optimizing the degree to which ALE values represent concordance of findings across independent reports.
The Sherpa Maximum Likelihood Estimator
NASA Astrophysics Data System (ADS)
Nguyen, D.; Doe, S.; Evans, I.; Hain, R.; Primini, F.
2011-07-01
A primary goal for the second release of the Chandra Source Catalog (CSC) is to include X-ray sources with as few as 5 photon counts detected in stacked observations of the same field, while maintaining acceptable detection efficiency and false source rates. Aggressive source detection methods will result in detection of many false positive source candidates. Candidate detections will then be sent to a new tool, the Maximum Likelihood Estimator (MLE), to evaluate the likelihood that a detection is a real source. MLE uses the Sherpa modeling and fitting engine to fit a model of a background and source to multiple overlapping candidate source regions. A background model is calculated by simultaneously fitting the observed photon flux in multiple background regions. This model is used to determine the quality of the fit statistic for a background-only hypothesis in the potential source region. The statistic for a background-plus-source hypothesis is calculated by adding a Gaussian source model convolved with the appropriate Chandra point spread function (PSF) and simultaneously fitting the observed photon flux in each observation in the stack. Since a candidate source may be located anywhere in the field of view of each stacked observation, a different PSF must be used for each observation because of the strong spatial dependence of the Chandra PSF. The likelihood of a valid source being detected is a function of the two statistics (for background alone, and for background-plus-source). The MLE tool is an extensible Python module with potential for use by the general Chandra user.
Turesky, Ted K.; Turkeltaub, Peter E.; Eden, Guinevere F.
2016-01-01
The functional neuroanatomy of finger movements has been characterized with neuroimaging in young adults. However, less is known about the aging motor system. Several studies have contrasted movement-related activity in older versus young adults, but there is inconsistency among their findings. To address this, we conducted an activation likelihood estimation (ALE) meta-analysis on within-group data from older adults and young adults performing regularly paced right-hand finger movement tasks in response to external stimuli. We hypothesized that older adults would show a greater likelihood of activation in right cortical motor areas (i.e., ipsilateral to the side of movement) compared to young adults. ALE maps were examined for conjunction and between-group differences. Older adults showed overlapping likelihoods of activation with young adults in left primary sensorimotor cortex (SM1), bilateral supplementary motor area, bilateral insula, left thalamus, and right anterior cerebellum. Their ALE map differed from that of the young adults in right SM1 (extending into dorsal premotor cortex), right supramarginal gyrus, medial premotor cortex, and right posterior cerebellum. The finding that older adults uniquely use ipsilateral regions for right-hand finger movements and show age-dependent modulations in regions recruited by both age groups provides a foundation by which to understand age-related motor decline and motor disorders. PMID:27799910
Turesky, Ted K; Turkeltaub, Peter E; Eden, Guinevere F
2016-01-01
The functional neuroanatomy of finger movements has been characterized with neuroimaging in young adults. However, less is known about the aging motor system. Several studies have contrasted movement-related activity in older versus young adults, but there is inconsistency among their findings. To address this, we conducted an activation likelihood estimation (ALE) meta-analysis on within-group data from older adults and young adults performing regularly paced right-hand finger movement tasks in response to external stimuli. We hypothesized that older adults would show a greater likelihood of activation in right cortical motor areas (i.e., ipsilateral to the side of movement) compared to young adults. ALE maps were examined for conjunction and between-group differences. Older adults showed overlapping likelihoods of activation with young adults in left primary sensorimotor cortex (SM1), bilateral supplementary motor area, bilateral insula, left thalamus, and right anterior cerebellum. Their ALE map differed from that of the young adults in right SM1 (extending into dorsal premotor cortex), right supramarginal gyrus, medial premotor cortex, and right posterior cerebellum. The finding that older adults uniquely use ipsilateral regions for right-hand finger movements and show age-dependent modulations in regions recruited by both age groups provides a foundation by which to understand age-related motor decline and motor disorders.
LaCroix, Arianna N.; Diaz, Alvaro F.; Rogalsky, Corianne
2015-01-01
The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent) music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel's Shared Syntactic Integration Resource Hypothesis (SSIRH) and Koelsch's neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET) literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music vs. speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music. PMID:26321976
Chase, Henry W; Kumar, Poornima; Eickhoff, Simon B; Dombrovski, Alexandre Y
2015-06-01
Reinforcement learning describes motivated behavior in terms of two abstract signals. The representation of discrepancies between expected and actual rewards/punishments-prediction error-is thought to update the expected value of actions and predictive stimuli. Electrophysiological and lesion studies have suggested that mesostriatal prediction error signals control behavior through synaptic modification of cortico-striato-thalamic networks. Signals in the ventromedial prefrontal and orbitofrontal cortex are implicated in representing expected value. To obtain unbiased maps of these representations in the human brain, we performed a meta-analysis of functional magnetic resonance imaging studies that had employed algorithmic reinforcement learning models across a variety of experimental paradigms. We found that the ventral striatum (medial and lateral) and midbrain/thalamus represented reward prediction errors, consistent with animal studies. Prediction error signals were also seen in the frontal operculum/insula, particularly for social rewards. In Pavlovian studies, striatal prediction error signals extended into the amygdala, whereas instrumental tasks engaged the caudate. Prediction error maps were sensitive to the model-fitting procedure (fixed or individually estimated) and to the extent of spatial smoothing. A correlate of expected value was found in a posterior region of the ventromedial prefrontal cortex, caudal and medial to the orbitofrontal regions identified in animal studies. These findings highlight a reproducible motif of reinforcement learning in the cortico-striatal loops and identify methodological dimensions that may influence the reproducibility of activation patterns across studies.
Kumar, Poornima; Eickhoff, Simon B.; Dombrovski, Alexandre Y.
2015-01-01
Reinforcement learning describes motivated behavior in terms of two abstract signals. The representation of discrepancies between expected and actual rewards/punishments – prediction error – is thought to update the expected value of actions and predictive stimuli. Electrophysiological and lesion studies suggest that mesostriatal prediction error signals control behavior through synaptic modification of cortico-striato-thalamic networks. Signals in the ventromedial prefrontal and orbitofrontal cortex are implicated in representing expected value. To obtain unbiased maps of these representations in the human brain, we performed a meta-analysis of functional magnetic resonance imaging studies that employed algorithmic reinforcement learning models, across a variety of experimental paradigms. We found that the ventral striatum (medial and lateral) and midbrain/thalamus represented reward prediction errors, consistent with animal studies. Prediction error signals were also seen in the frontal operculum/insula, particularly for social rewards. In Pavlovian studies, striatal prediction error signals extended into the amygdala, while instrumental tasks engaged the caudate. Prediction error maps were sensitive to the model-fitting procedure (fixed or individually-estimated) and to the extent of spatial smoothing. A correlate of expected value was found in a posterior region of the ventromedial prefrontal cortex, caudal and medial to the orbitofrontal regions identified in animal studies. These findings highlight a reproducible motif of reinforcement learning in the cortico-striatal loops and identify methodological dimensions that may influence the reproducibility of activation patterns across studies. PMID:25665667
Rodd, Jennifer M; Vitello, Sylvia; Woollams, Anna M; Adank, Patti
2015-02-01
We conducted an Activation Likelihood Estimation (ALE) meta-analysis to identify brain regions that are recruited by linguistic stimuli requiring relatively demanding semantic or syntactic processing. We included 54 functional MRI studies that explicitly varied the semantic or syntactic processing load, while holding constant demands on earlier stages of processing. We included studies that introduced a syntactic/semantic ambiguity or anomaly, used a priming manipulation that specifically reduced the load on semantic/syntactic processing, or varied the level of syntactic complexity. The results confirmed the critical role of the posterior left Inferior Frontal Gyrus (LIFG) in semantic and syntactic processing. These results challenge models of sentence comprehension highlighting the role of anterior LIFG for semantic processing. In addition, the results emphasise the posterior (but not anterior) temporal lobe for both semantic and syntactic processing.
Budde, Kristin S.; Barron, Daniel S.; Fox, Peter T.
2015-01-01
Developmental stuttering is a speech disorder most likely due to a heritable form of developmental dysmyelination impairing the function of the speech-motor system. Speech-induced brain-activation patterns in persons who stutter (PWS) are anomalous in various ways; the consistency of these aberrant patterns is a matter of ongoing debate. Here, we present a hierarchical series of coordinate-based meta-analyses addressing this issue. Two tiers of meta-analyses were performed on a 17-paper dataset (202 PWS; 167 fluent controls). Four large-scale (top-tier) meta-analyses were performed, two for each subject group (PWS and controls). These analyses robustly confirmed the regional effects previously postulated as “neural signatures of stuttering” (Brown 2005) and extended this designation to additional regions. Two smaller-scale (lower-tier) meta-analyses refined the interpretation of the large-scale analyses: 1) a between-group contrast targeting differences between PWS and controls (stuttering trait); and 2) a within-group contrast (PWS only) of stuttering with induced fluency (stuttering state). PMID:25463820
Budde, Kristin S; Barron, Daniel S; Fox, Peter T
2014-12-01
Developmental stuttering is a speech disorder most likely due to a heritable form of developmental dysmyelination impairing the function of the speech-motor system. Speech-induced brain-activation patterns in persons who stutter (PWS) are anomalous in various ways; the consistency of these aberrant patterns is a matter of ongoing debate. Here, we present a hierarchical series of coordinate-based meta-analyses addressing this issue. Two tiers of meta-analyses were performed on a 17-paper dataset (202 PWS; 167 fluent controls). Four large-scale (top-tier) meta-analyses were performed, two for each subject group (PWS and controls). These analyses robustly confirmed the regional effects previously postulated as "neural signatures of stuttering" (Brown, Ingham, Ingham, Laird, & Fox, 2005) and extended this designation to additional regions. Two smaller-scale (lower-tier) meta-analyses refined the interpretation of the large-scale analyses: (1) a between-group contrast targeting differences between PWS and controls (stuttering trait); and (2) a within-group contrast (PWS only) of stuttering with induced fluency (stuttering state).
Ishibashi, Ryo; Pobric, Gorana; Saito, Satoru; Lambon Ralph, Matthew A.
2016-01-01
ABSTRACT The ability to recognize and use a variety of tools is an intriguing human cognitive function. Multiple neuroimaging studies have investigated neural activations with various types of tool-related tasks. In the present paper, we reviewed tool-related neural activations reported in 70 contrasts from 56 neuroimaging studies and performed a series of activation likelihood estimation (ALE) meta-analyses to identify tool-related cortical circuits dedicated either to general tool knowledge or to task-specific processes. The results indicate the following: (a) Common, task-general processing regions for tools are located in the left inferior parietal lobule (IPL) and ventral premotor cortex; and (b) task-specific regions are located in superior parietal lobule (SPL) and dorsal premotor area for imagining/executing actions with tools and in bilateral occipito-temporal cortex for recognizing/naming tools. The roles of these regions in task-general and task-specific activities are discussed with reference to evidence from neuropsychology, experimental psychology and other neuroimaging studies. PMID:27362967
Tench, Christopher R; Tanasescu, Radu; Auer, Dorothee P; Cottam, William J; Constantinescu, Cris S
2014-01-01
Coordinate based meta-analysis (CBMA) is used to find regions of consistent activation across fMRI and PET studies selected for their functional relevance to a hypothesis. Results are clusters of foci where multiple studies report in the same spatial region, indicating functional relevance. Contrast meta-analysis finds regions where there are consistent differences in activation pattern between two groups. The activation likelihood estimate methods tackle these problems, but require a specification of uncertainty in foci location: the full width half max (FWHM). Results are sensitive to FWHM. Furthermore, contrast meta-analysis requires correction for multiple statistical tests. Consequently it is sensitive only to very significant localised differences that produce very small p-values, which remain significant after correction; subtle diffuse differences between the groups can be overlooked. In this report we redefine the FWHM parameter, by analogy with a density clustering algorithm, and provide a method to estimate it. The FWHM is modified to account for the number of studies in the analysis, and represents a substantial change to the CBMA philosophy that can be applied to the current algorithms. Consequently we observe more reliable detection of clusters when there are few studies in the CBMA, and a decreasing false positive rate with larger study numbers. By contrast the standard definition (FWHM independent of the number of studies) is demonstrated to paradoxically increase the false positive rate as the number of studies increases, while reducing ability to detect true clusters for small numbers of studies. We also provide an algorithm for contrast meta-analysis, which includes a correction for multiple correlated tests that controls for the proportion of false clusters expected under the null hypothesis. Furthermore, we detail an omnibus test of difference between groups that is more sensitive than contrast meta-analysis when differences are diffuse. This
Maintained Individual Data Distributed Likelihood Estimation (MIDDLE)
Boker, Steven M.; Brick, Timothy R.; Pritikin, Joshua N.; Wang, Yang; von Oertzen, Timo; Brown, Donald; Lach, John; Estabrook, Ryne; Hunter, Michael D.; Maes, Hermine H.; Neale, Michael C.
2015-01-01
Maintained Individual Data Distributed Likelihood Estimation (MIDDLE) is a novel paradigm for research in the behavioral, social, and health sciences. The MIDDLE approach is based on the seemingly-impossible idea that data can be privately maintained by participants and never revealed to researchers, while still enabling statistical models to be fit and scientific hypotheses tested. MIDDLE rests on the assumption that participant data should belong to, be controlled by, and remain in the possession of the participants themselves. Distributed likelihood estimation refers to fitting statistical models by sending an objective function and vector of parameters to each participants’ personal device (e.g., smartphone, tablet, computer), where the likelihood of that individual’s data is calculated locally. Only the likelihood value is returned to the central optimizer. The optimizer aggregates likelihood values from responding participants and chooses new vectors of parameters until the model converges. A MIDDLE study provides significantly greater privacy for participants, automatic management of opt-in and opt-out consent, lower cost for the researcher and funding institute, and faster determination of results. Furthermore, if a participant opts into several studies simultaneously and opts into data sharing, these studies automatically have access to individual-level longitudinal data linked across all studies. PMID:26717128
Maintained Individual Data Distributed Likelihood Estimation (MIDDLE).
Boker, Steven M; Brick, Timothy R; Pritikin, Joshua N; Wang, Yang; von Oertzen, Timo; Brown, Donald; Lach, John; Estabrook, Ryne; Hunter, Michael D; Maes, Hermine H; Neale, Michael C
2015-01-01
Maintained Individual Data Distributed Likelihood Estimation (MIDDLE) is a novel paradigm for research in the behavioral, social, and health sciences. The MIDDLE approach is based on the seemingly impossible idea that data can be privately maintained by participants and never revealed to researchers, while still enabling statistical models to be fit and scientific hypotheses tested. MIDDLE rests on the assumption that participant data should belong to, be controlled by, and remain in the possession of the participants themselves. Distributed likelihood estimation refers to fitting statistical models by sending an objective function and vector of parameters to each participant's personal device (e.g., smartphone, tablet, computer), where the likelihood of that individual's data is calculated locally. Only the likelihood value is returned to the central optimizer. The optimizer aggregates likelihood values from responding participants and chooses new vectors of parameters until the model converges. A MIDDLE study provides significantly greater privacy for participants, automatic management of opt-in and opt-out consent, lower cost for the researcher and funding institute, and faster determination of results. Furthermore, if a participant opts into several studies simultaneously and opts into data sharing, these studies automatically have access to individual-level longitudinal data linked across all studies.
Maximum Likelihood and Bayesian Parameter Estimation in Item Response Theory.
ERIC Educational Resources Information Center
Lord, Frederic M.
There are currently three main approaches to parameter estimation in item response theory (IRT): (1) joint maximum likelihood, exemplified by LOGIST, yielding maximum likelihood estimates; (2) marginal maximum likelihood, exemplified by BILOG, yielding maximum likelihood estimates of item parameters (ability parameters can be estimated…
Maximum likelihood estimates of polar motion parameters
NASA Technical Reports Server (NTRS)
Wilson, Clark R.; Vicente, R. O.
1990-01-01
Two estimators developed by Jeffreys (1940, 1968) are described and used in conjunction with polar-motion data to determine the frequency (Fc) and quality factor (Qc) of the Chandler wobble. Data are taken from a monthly polar-motion series, satellite laser-ranging results, and optical astrometry and intercompared for use via interpolation techniques. Maximum likelihood arguments were employed to develop the estimators, and the assumption that polar motion relates to a Gaussian random process is assessed in terms of the accuracies of the estimators. The present results agree with those from Jeffreys' earlier study but are inconsistent with the later estimator; a Monte Carlo evaluation of the estimators confirms that the 1968 method is more accurate. The later estimator method shows good performance because the Fourier coefficients derived from the data have signal/noise levels that are superior to those for an individual datum. The method is shown to be valuable for general spectral-analysis problems in which isolated peaks must be analyzed from noisy data.
Maximum Likelihood Estimation of Multivariate Polyserial and Polychoric Correlation Coefficients.
ERIC Educational Resources Information Center
Poon, Wai-Yin; Lee, Sik-Yum
1987-01-01
Reparameterization is used to find the maximum likelihood estimates of parameters in a multivariate model having some component variable observable only in polychotomous form. Maximum likelihood estimates are found by a Fletcher Powell algorithm. In addition, the partition maximum likelihood method is proposed and illustrated. (Author/GDC)
Wei, Yan-Yan; Wang, Ji-Jun; Yan, Chao; Li, Zi-Qiang; Pan, Xiao; Cui, Yi; Su, Tong; Liu, Tao-Sheng; Tang, Yun-Xiang
2016-01-01
Background: Several studies using functional magnetic resonance imaging (fMRI) and positron emission tomography (PET) have indicated that cognitive remediation therapy (CRT) might improve cognitive function by changing brain activations in patients with schizophrenia. However, the results were not consistent in these changed brain areas in different studies. The present activation likelihood estimation (ALE) meta-analysis was conducted to investigate whether cognitive function change was accompanied by the brain activation changes, and where the main areas most related to these changes were in schizophrenia patients after CRT. Analyses of whole-brain studies and whole-brain + region of interest (ROI) studies were compared to explore the effect of the different methodologies on the results. Methods: A computerized systematic search was conducted to collect fMRI and PET studies on brain activation changes in schizophrenia patients from pre- to post-CRT. Nine studies using fMRI techniques were included in the meta-analysis. Ginger ALE 2.3.1 was used to perform meta-analysis across these imaging studies. Results: The main areas with increased brain activation were in frontal and parietal lobe, including left medial frontal gyrus, left inferior frontal gyrus, right middle frontal gyrus, right postcentral gyrus, and inferior parietal lobule in patients after CRT, yet no decreased brain activation was found. Although similar increased activation brain areas were identified in ALE with or without ROI studies, analysis including ROI studies had a higher ALE value. Conclusions: The current findings suggest that CRT might improve the cognition of schizophrenia patients by increasing activations of the frontal and parietal lobe. In addition, it might provide more evidence to confirm results by including ROI studies in ALE meta-analysis. PMID:26904993
Likelihood Principle and Maximum Likelihood Estimator of Location Parameter for Cauchy Distribution.
1986-05-01
consistency (or strong consistency) of maximum likelihood estimator has been studied by many researchers, for example, Wald (1949), Wolfowitz (1953, 1965...20, 595-601. [25] Wolfowitz , J. (1953). The method of maximum likelihood and Wald theory of decision functions. Indag. Math., Vol. 15, 114-119. [26...Probability Letters Vol. 1, No. 3, 197-202. [24] Wald , A. (1949). Note on the consistency of maximum likelihood estimates. Ann. Math. Statist., Vol
Wu, Haiyan; Luo, Yi; Feng, Chunliang
2016-12-01
People often align their behaviors with group opinions, known as social conformity. Many neuroscience studies have explored the neuropsychological mechanisms underlying social conformity. Here we employed a coordinate-based meta-analysis on neuroimaging studies of social conformity with the purpose to reveal the convergence of the underlying neural architecture. We identified a convergence of reported activation foci in regions associated with normative decision-making, including ventral striatum (VS), dorsal posterior medial frontal cortex (dorsal pMFC), and anterior insula (AI). Specifically, consistent deactivation of VS and activation of dorsal pMFC and AI are identified when people's responses deviate from group opinions. In addition, the deviation-related responses in dorsal pMFC predict people's conforming behavioral adjustments. These are consistent with current models that disagreement with others might evoke "error" signals, cognitive imbalance, and/or aversive feelings, which are plausibly detected in these brain regions as control signals to facilitate subsequent conforming behaviors. Finally, group opinions result in altered neural correlates of valuation, manifested as stronger responses of VS to stimuli endorsed than disliked by others.
Nonlinear Statistical Estimation with Numerical Maximum Likelihood
1974-10-01
8217^ ■ -mpw. ""l<m jiii^iHJl*!!".ii J,,-^ I WtWJaM«-« wv.^^,.-. B, INTRODUCTION TO STATISTICAL ESTIMATION THEORY A classical area of intense interest...information about the nature of the error, e. This technique is known as regression. One example of such a model is classical linear regression...the only reasonable estimation alternative. Also, for the classic linear normal model, the M.L.E. provides the L.S. solution. For small samples
Maximum Marginal Likelihood Estimation for Semiparametric Item Analysis.
ERIC Educational Resources Information Center
Ramsay, J. O.; Winsberg, S.
1991-01-01
A method is presented for estimating the item characteristic curve (ICC) using polynomial regression splines. Estimation of spline ICCs is described by maximizing the marginal likelihood formed by integrating ability over a beta prior distribution. Simulation results compare this approach with the joint estimation of ability and item parameters.…
Likelihood Ratio Gradient Estimation: An Overview
1987-10-01
LIKEIHOD RTIO RADENTTechnical Report LIKEIHOD RAIO RADINT6. PERMN~Gw ORG. REPORT NUMBER ESTIMATION: AN OVERVIEW 7. AuTmOR(e) 6. CONTRACT Olt GRANT...distribution F. and ser- vice distribution F. are unknown. Suppose that one is given The situation described above in the single-server queueing data X , X ... X .. fr th, inter-arriva’ t:rns .4i . observations context is typical of many sLaListcal problems that arise in the Y ,...,Y_ for the service
Nitschke, Kai; Köstering, Lena; Finkel, Lisa; Weiller, Cornelius; Kaller, Christoph P
2017-01-01
The ability to mentally design and evaluate series of future actions has often been studied in terms of planning abilities, commonly using well-structured laboratory tasks like the Tower of London (ToL). Despite a wealth of studies, findings on the specific localization of planning processes within prefrontal cortex (PFC) and on the hemispheric lateralization are equivocal. Here, we address this issue by integrating evidence from two different sources of data: First, we provide a systematic overview of the existing lesion data on planning in the ToL (10 studies, 211 patients) which does not indicate any evidence for a general lateralization of planning processes in (pre)frontal cortex. Second, we report a quantitative meta-analysis with activation likelihood estimation based on 31 functional neuroimaging datasets on the ToL. Separate meta-analyses of the activation patterns reported for Overall Planning (537 participants) and for Planning Complexity (182 participants) congruently show bilateral contributions of mid-dorsolateral PFC, frontal eye fields, supplementary motor area, precuneus, caudate, anterior insula, and inferior parietal cortex in addition to a left-lateralized involvement of rostrolateral PFC. In contrast to previous attributions of planning-related brain activity to the entire dorsolateral prefrontal cortex (dlPFC) and either its left or right homolog derived from single studies on the ToL, the present meta-analyses stress the pivotal role specifically of the mid-dorsolateral part of PFC (mid-dlPFC), presumably corresponding to Brodmann Areas 46 and 9/46, and strongly argue for a bilateral rather than lateralized involvement of the dlPFC in planning in the ToL. Hum Brain Mapp 38:396-413, 2017. © 2016 Wiley Periodicals, Inc.
Properties of maximum likelihood male fertility estimation in plant populations.
Morgan, M T
1998-01-01
Computer simulations are used to evaluate maximum likelihood methods for inferring male fertility in plant populations. The maximum likelihood method can provide substantial power to characterize male fertilities at the population level. Results emphasize, however, the importance of adequate experimental design and evaluation of fertility estimates, as well as limitations to inference (e.g., about the variance in male fertility or the correlation between fertility and phenotypic trait value) that can be reasonably drawn. PMID:9611217
Deng, Yanjia; Shi, Lin; Lei, Yi; Liang, Peipeng; Li, Kuncheng; Chu, Winnie C. W.; Wang, Defeng
2016-01-01
The human cortical regions for processing high-level visual (HLV) functions of different categories remain ambiguous, especially in terms of their conjunctions and specifications. Moreover, the neurobiology of declined HLV functions in patients with Alzheimer's disease (AD) has not been fully investigated. This study provides a functionally sorted overview of HLV cortices for processing “what” and “where” visual perceptions and it investigates their atrophy in AD and MCI patients. Based upon activation likelihood estimation (ALE), brain regions responsible for processing five categories of visual perceptions included in “what” and “where” visions (i.e., object, face, word, motion, and spatial visions) were analyzed, and subsequent contrast analyses were performed to show regions with conjunctive and specific activations for processing these visual functions. Next, based on the resulting ALE maps, the atrophy of HLV cortices in AD and MCI patients was evaluated using voxel-based morphometry. Our ALE results showed brain regions for processing visual perception across the five categories, as well as areas of conjunction and specification. Our comparisons of gray matter (GM) volume demonstrated atrophy of three “where” visual cortices in late MCI group and extensive atrophy of HLV cortices (25 regions in both “what” and “where” visual cortices) in AD group. In addition, the GM volume of atrophied visual cortices in AD and MCI subjects was found to be correlated to the deterioration of overall cognitive status and to the cognitive performances related to memory, execution, and object recognition functions. In summary, these findings may add to our understanding of HLV network organization and of the evolution of visual perceptual dysfunction in AD as the disease progresses. PMID:27445770
Maximum Likelihood Estimation with Emphasis on Aircraft Flight Data
NASA Technical Reports Server (NTRS)
Iliff, K. W.; Maine, R. E.
1985-01-01
Accurate modeling of flexible space structures is an important field that is currently under investigation. Parameter estimation, using methods such as maximum likelihood, is one of the ways that the model can be improved. The maximum likelihood estimator has been used to extract stability and control derivatives from flight data for many years. Most of the literature on aircraft estimation concentrates on new developments and applications, assuming familiarity with basic estimation concepts. Some of these basic concepts are presented. The maximum likelihood estimator and the aircraft equations of motion that the estimator uses are briefly discussed. The basic concepts of minimization and estimation are examined for a simple computed aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to help illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Specific examples of estimation of structural dynamics are included. Some of the major conclusions for the computed example are also developed for the analysis of flight data.
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
Empirical Likelihood for Estimating Equations with Nonignorably Missing Data.
Tang, Niansheng; Zhao, Puying; Zhu, Hongtu
2014-04-01
We develop an empirical likelihood (EL) inference on parameters in generalized estimating equations with nonignorably missing response data. We consider an exponential tilting model for the nonignorably missing mechanism, and propose modified estimating equations by imputing missing data through a kernel regression method. We establish some asymptotic properties of the EL estimators of the unknown parameters under different scenarios. With the use of auxiliary information, the EL estimators are statistically more efficient. Simulation studies are used to assess the finite sample performance of our proposed EL estimators. We apply our EL estimators to investigate a data set on earnings obtained from the New York Social Indicators Survey.
Maximum-likelihood estimation of admixture proportions from genetic data.
Wang, Jinliang
2003-01-01
For an admixed population, an important question is how much genetic contribution comes from each parental population. Several methods have been developed to estimate such admixture proportions, using data on genetic markers sampled from parental and admixed populations. In this study, I propose a likelihood method to estimate jointly the admixture proportions, the genetic drift that occurred to the admixed population and each parental population during the period between the hybridization and sampling events, and the genetic drift in each ancestral population within the interval between their split and hybridization. The results from extensive simulations using various combinations of relevant parameter values show that in general much more accurate and precise estimates of admixture proportions are obtained from the likelihood method than from previous methods. The likelihood method also yields reasonable estimates of genetic drift that occurred to each population, which translate into relative effective sizes (N(e)) or absolute average N(e)'s if the times when the relevant events (such as population split, admixture, and sampling) occurred are known. The proposed likelihood method also has features such as relatively low computational requirement compared with previous ones, flexibility for admixture models, and marker types. In particular, it allows for missing data from a contributing parental population. The method is applied to a human data set and a wolflike canids data set, and the results obtained are discussed in comparison with those from other estimators and from previous studies. PMID:12807794
Mixture Rasch Models with Joint Maximum Likelihood Estimation
ERIC Educational Resources Information Center
Willse, John T.
2011-01-01
This research provides a demonstration of the utility of mixture Rasch models. Specifically, a model capable of estimating a mixture partial credit model using joint maximum likelihood is presented. Like the partial credit model, the mixture partial credit model has the beneficial feature of being appropriate for analysis of assessment data…
A maximum-likelihood estimation of pairwise relatedness for autopolyploids
Huang, K; Guo, S T; Shattuck, M R; Chen, S T; Qi, X G; Zhang, P; Li, B G
2015-01-01
Relatedness between individuals is central to ecological genetics. Multiple methods are available to quantify relatedness from molecular data, including method-of-moment and maximum-likelihood estimators. We describe a maximum-likelihood estimator for autopolyploids, and quantify its statistical performance under a range of biologically relevant conditions. The statistical performances of five additional polyploid estimators of relatedness were also quantified under identical conditions. When comparing truncated estimators, the maximum-likelihood estimator exhibited lower root mean square error under some conditions and was more biased for non-relatives, especially when the number of alleles per loci was low. However, even under these conditions, this bias was reduced to be statistically insignificant with more robust genetic sampling. We also considered ambiguity in polyploid heterozygote genotyping and developed a weighting methodology for candidate genotypes. The statistical performances of three polyploid estimators under both ideal and actual conditions (including inbreeding and double reduction) were compared. The software package POLYRELATEDNESS is available to perform this estimation and supports a maximum ploidy of eight. PMID:25370210
Parameter estimation in X-ray astronomy using maximum likelihood
NASA Technical Reports Server (NTRS)
Wachter, K.; Leach, R.; Kellogg, E.
1979-01-01
Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.
NASA Astrophysics Data System (ADS)
Styron, Richard H.; Hetland, Eric A.
2014-04-01
The lack of observed continental earthquakes that clearly occurred on low-angle normal faults (LANFs) may indicate that these structures are not seismically active or that these earthquakes are simply rare events. To address this, we compile all potentially active continental LANFs (24 in total) and calculate the likelihood of observing a significant earthquake on them over periods of 1-100 years. This probability depends on several factors including the frequency-magnitude distribution. For either a characteristic or Gutenberg-Richter distribution, we calculate a probability of about 0.5 that an earthquake greater than M6.5 (large enough to avoid ambiguity in dip angle) will be observed on any LANF in a period of 35 years, which is the current length of the global centroid moment tensor catalog. We then use Bayes' Theorem to illustrate how the absence of observed significant LANF seismicity over the catalog period moderately decreases the likelihood that the structures generate large earthquakes.
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.
Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions.
Park, Yongseok; Taylor, Jeremy M G; Kalbfleisch, John D
2012-06-01
In this paper, we consider estimation of survivor functions from groups of observations with right-censored data when the groups are subject to a stochastic ordering constraint. Many methods and algorithms have been proposed to estimate distribution functions under such restrictions, but none have completely satisfactory properties when the observations are censored. We propose a pointwise constrained nonparametric maximum likelihood estimator, which is defined at each time t by the estimates of the survivor functions subject to constraints applied at time t only. We also propose an efficient method to obtain the estimator. The estimator of each constrained survivor function is shown to be nonincreasing in t, and its consistency and asymptotic distribution are established. A simulation study suggests better small and large sample properties than for alternative estimators. An example using prostate cancer data illustrates the method.
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.
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.
Maximal likelihood correspondence estimation for face recognition across pose.
Li, Shaoxin; Liu, Xin; Chai, Xiujuan; Zhang, Haihong; Lao, Shihong; Shan, Shiguang
2014-10-01
Due to the misalignment of image features, the performance of many conventional face recognition methods degrades considerably in across pose scenario. To address this problem, many image matching-based methods are proposed to estimate semantic correspondence between faces in different poses. In this paper, we aim to solve two critical problems in previous image matching-based correspondence learning methods: 1) fail to fully exploit face specific structure information in correspondence estimation and 2) fail to learn personalized correspondence for each probe image. To this end, we first build a model, termed as morphable displacement field (MDF), to encode face specific structure information of semantic correspondence from a set of real samples of correspondences calculated from 3D face models. Then, we propose a maximal likelihood correspondence estimation (MLCE) method to learn personalized correspondence based on maximal likelihood frontal face assumption. After obtaining the semantic correspondence encoded in the learned displacement, we can synthesize virtual frontal images of the profile faces for subsequent recognition. Using linear discriminant analysis method with pixel-intensity features, state-of-the-art performance is achieved on three multipose benchmarks, i.e., CMU-PIE, FERET, and MultiPIE databases. Owe to the rational MDF regularization and the usage of novel maximal likelihood objective, the proposed MLCE method can reliably learn correspondence between faces in different poses even in complex wild environment, i.e., labeled face in the wild database.
Targeted Maximum Likelihood Estimation for Causal Inference in Observational Studies.
Schuler, Megan S; Rose, Sherri
2017-01-01
Estimation of causal effects using observational data continues to grow in popularity in the epidemiologic literature. While many applications of causal effect estimation use propensity score methods or G-computation, targeted maximum likelihood estimation (TMLE) is a well-established alternative method with desirable statistical properties. TMLE is a doubly robust maximum-likelihood-based approach that includes a secondary "targeting" step that optimizes the bias-variance tradeoff for the target parameter. Under standard causal assumptions, estimates can be interpreted as causal effects. Because TMLE has not been as widely implemented in epidemiologic research, we aim to provide an accessible presentation of TMLE for applied researchers. We give step-by-step instructions for using TMLE to estimate the average treatment effect in the context of an observational study. We discuss conceptual similarities and differences between TMLE and 2 common estimation approaches (G-computation and inverse probability weighting) and present findings on their relative performance using simulated data. Our simulation study compares methods under parametric regression misspecification; our results highlight TMLE's property of double robustness. Additionally, we discuss best practices for TMLE implementation, particularly the use of ensembled machine learning algorithms. Our simulation study demonstrates all methods using super learning, highlighting that incorporation of machine learning may outperform parametric regression in observational data settings.
Evaluating maximum likelihood estimation methods to determine the hurst coefficients
NASA Astrophysics Data System (ADS)
Kendziorski, C. M.; Bassingthwaighte, J. B.; Tonellato, P. J.
1999-12-01
A maximum likelihood estimation method implemented in S-PLUS ( S-MLE) to estimate the Hurst coefficient ( H) is evaluated. The Hurst coefficient, with 0.5< H<1, characterizes long memory time series by quantifying the rate of decay of the autocorrelation function. S-MLE was developed to estimate H for fractionally differenced (fd) processes. However, in practice it is difficult to distinguish between fd processes and fractional Gaussian noise (fGn) processes. Thus, the method is evaluated for estimating H for both fd and fGn processes. S-MLE gave biased results of H for fGn processes of any length and for fd processes of lengths less than 2 10. A modified method is proposed to correct for this bias. It gives reliable estimates of H for both fd and fGn processes of length greater than or equal to 2 11.
Bayesian and maximum likelihood estimation of hierarchical response time models
Farrell, Simon; Ludwig, Casimir
2008-01-01
Hierarchical (or multilevel) statistical models have become increasingly popular in psychology in the last few years. We consider the application of multilevel modeling to the ex-Gaussian, a popular model of response times. Single-level estimation is compared with hierarchical estimation of parameters of the ex-Gaussian distribution. Additionally, for each approach maximum likelihood (ML) estimation is compared with Bayesian estimation. A set of simulations and analyses of parameter recovery show that although all methods perform adequately well, hierarchical methods are better able to recover the parameters of the ex-Gaussian by reducing the variability in recovered parameters. At each level, little overall difference was observed between the ML and Bayesian methods. PMID:19001592
Chan, Raymond C. K.; Di, Xin; McAlonan, Grainne M.; Gong, Qi-yong
2011-01-01
Objective: The present study reviewed voxel-based morphometry (VBM) studies on high-risk individuals with schizophrenia, patients experiencing their first-episode schizophrenia (FES), and those with chronic schizophrenia. We predicted that gray matter abnormalities would show progressive changes, with most extensive abnormalities in the chronic group relative to FES and least in the high-risk group. Method: Forty-one VBM studies were reviewed. Eight high-risk studies, 14 FES studies, and 19 chronic studies were analyzed using anatomical likelihood estimation meta-analysis. Results: Less gray matter in the high-risk group relative to controls was observed in anterior cingulate regions, left amygdala, and right insula. Lower gray matter volumes in FES compared with controls were also found in the anterior cingulate and right insula but not the amygdala. Lower gray matter volumes in the chronic group were most extensive, incorporating similar regions to those found in FES and high-risk groups but extending to superior temporal gyri, thalamus, posterior cingulate, and parahippocampal gryus. Subtraction analysis revealed less frontotemporal, striatal, and cerebellar gray matter in FES than the high-risk group; the high-risk group had less gray matter in left subcallosal gyrus, left amygdala, and left inferior frontal gyrus compared with FES. Subtraction analysis confirmed lower gray matter volumes through ventral-dorsal anterior cingulate, right insula, left amygdala and thalamus in chronic schizophrenia relative to FES. Conclusions: Frontotemporal brain structural abnormalities are evident in nonpsychotic individuals at high risk of developing schizophrenia. The present meta-analysis indicates that these gray matter abnormalities become more extensive through first-episode and chronic illness. Thus, schizophrenia appears to be a progressive cortico-striato-thalamic loop disorder. PMID:19633214
Maximum likelihood estimation for life distributions with competing failure modes
NASA Technical Reports Server (NTRS)
Sidik, S. M.
1979-01-01
Systems which are placed on test at time zero, function for a period and die at some random time were studied. Failure may be due to one of several causes or modes. The parameters of the life distribution may depend upon the levels of various stress variables the item is subject to. Maximum likelihood estimation methods are discussed. Specific methods are reported for the smallest extreme-value distributions of life. Monte-Carlo results indicate the methods to be promising. Under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slight biased, and the asymptotic covariances are rapidly approached.
Maximum likelihood estimation for periodic autoregressive moving average models
Vecchia, A.V.
1985-01-01
A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.
Maximum likelihood estimation in meta-analytic structural equation modeling.
Oort, Frans J; Jak, Suzanne
2016-06-01
Meta-analytic structural equation modeling (MASEM) involves fitting models to a common population correlation matrix that is estimated on the basis of correlation coefficients that are reported by a number of independent studies. MASEM typically consist of two stages. The method that has been found to perform best in terms of statistical properties is the two-stage structural equation modeling, in which maximum likelihood analysis is used to estimate the common correlation matrix in the first stage, and weighted least squares analysis is used to fit structural equation models to the common correlation matrix in the second stage. In the present paper, we propose an alternative method, ML MASEM, that uses ML estimation throughout. In a simulation study, we use both methods and compare chi-square distributions, bias in parameter estimates, false positive rates, and true positive rates. Both methods appear to yield unbiased parameter estimates and false and true positive rates that are close to the expected values. ML MASEM parameter estimates are found to be significantly less bias than two-stage structural equation modeling estimates, but the differences are very small. The choice between the two methods may therefore be based on other fundamental or practical arguments. Copyright © 2016 John Wiley & Sons, Ltd.
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
Pattern recognition using maximum likelihood estimation and orthogonal subspace projection
NASA Astrophysics Data System (ADS)
Islam, M. M.; Alam, M. S.
2006-08-01
Hyperspectral sensor imagery (HSI) is a relatively new area of research, however, it is extensively being used in geology, agriculture, defense, intelligence and law enforcement applications. Much of the current research focuses on the object detection with low false alarm rate. Over the past several years, many object detection algorithms have been developed which include linear detector, quadratic detector, adaptive matched filter etc. In those methods the available data cube was directly used to determine the background mean and the covariance matrix, assuming that the number of object pixels is low compared to that of the data pixels. In this paper, we have used the orthogonal subspace projection (OSP) technique to find the background matrix from the given image data. Our algorithm consists of three parts. In the first part, we have calculated the background matrix using the OSP technique. In the second part, we have determined the maximum likelihood estimates of the parameters. Finally, we have considered the likelihood ratio, commonly known as the Neyman Pearson quadratic detector, to recognize the objects. The proposed technique has been investigated via computer simulation where excellent performance has been observed.
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.
Nonparametric maximum likelihood estimation of probability densities by penalty function methods
NASA Technical Reports Server (NTRS)
Demontricher, G. F.; Tapia, R. A.; Thompson, J. R.
1974-01-01
When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.
Maximum-likelihood estimation of haplotype frequencies in nuclear families.
Becker, Tim; Knapp, Michael
2004-07-01
The importance of haplotype analysis in the context of association fine mapping of disease genes has grown steadily over the last years. Since experimental methods to determine haplotypes on a large scale are not available, phase has to be inferred statistically. For individual genotype data, several reconstruction techniques and many implementations of the expectation-maximization (EM) algorithm for haplotype frequency estimation exist. Recent research work has shown that incorporating available genotype information of related individuals largely increases the precision of haplotype frequency estimates. We, therefore, implemented a highly flexible program written in C, called FAMHAP, which calculates maximum likelihood estimates (MLEs) of haplotype frequencies from general nuclear families with an arbitrary number of children via the EM-algorithm for up to 20 SNPs. For more loci, we have implemented a locus-iterative mode of the EM-algorithm, which gives reliable approximations of the MLEs for up to 63 SNP loci, or less when multi-allelic markers are incorporated into the analysis. Missing genotypes can be handled as well. The program is able to distinguish cases (haplotypes transmitted to the first affected child of a family) from pseudo-controls (non-transmitted haplotypes with respect to the child). We tested the performance of FAMHAP and the accuracy of the obtained haplotype frequencies on a variety of simulated data sets. The implementation proved to work well when many markers were considered and no significant differences between the estimates obtained with the usual EM-algorithm and those obtained in its locus-iterative mode were observed. We conclude from the simulations that the accuracy of haplotype frequency estimation and reconstruction in nuclear families is very reliable in general and robust against missing genotypes.
An Alternative Estimator for the Maximum Likelihood Estimator for the Two Extreme Response Patterns.
ERIC Educational Resources Information Center
Samejima, Fumiko
In the methods and approaches developed for estimating the operating characteristics of the discrete item responses, the maximum likelihood estimate of the examinee based upon the "Old Test" has an important role. When Old Test does not provide a sufficient amount of test information for the upper and lower part of the ability interval,…
ERIC Educational Resources Information Center
Samejima, Fumiko
1977-01-01
A method of estimating item characteristic functions is proposed, in which a set of test items, whose operating characteristics are known and which give a constant test information function for a wide range of ability, are used. The method is based on maximum likelihood estimation procedures. (Author/JKS)
On the existence of maximum likelihood estimates for presence-only data
Hefley, Trevor J.; Hooten, Mevin B.
2015-01-01
It is important to identify conditions for which maximum likelihood estimates are unlikely to be identifiable from presence-only data. In data sets where the maximum likelihood estimates do not exist, penalized likelihood and Bayesian methods will produce coefficient estimates, but these are sensitive to the choice of estimation procedure and prior or penalty term. When sample size is small or it is thought that habitat preferences are strong, we propose a suite of estimation procedures researchers can consider using.
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.
Comparison of induced rules based on likelihood estimation
NASA Astrophysics Data System (ADS)
Tsumoto, Shusaku
2002-03-01
Rule induction methods have been applied to knowledge discovery in databases and data mining, The empirical results obtained show that they are very powerful and that important knowledge has been extracted from datasets. However, comparison and evaluation of rules are based not on statistical evidence but on rather naive indices, such as conditional probabilities and functions of conditional probabilities. In this paper, we introduce two approaches to induced statistical comparison of induced rules. For the statistical evaluation, likelihood ratio test and Fisher's exact test play an important role: likelihood ratio statistic measures statistical information about an information table and it is used to measure the difference between two tables.
NASA Astrophysics Data System (ADS)
Zeng, X.
2015-12-01
A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.
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.
ERIC Educational Resources Information Center
Magis, David; Raiche, Gilles
2012-01-01
This paper focuses on two estimators of ability with logistic item response theory models: the Bayesian modal (BM) estimator and the weighted likelihood (WL) estimator. For the BM estimator, Jeffreys' prior distribution is considered, and the corresponding estimator is referred to as the Jeffreys modal (JM) estimator. It is established that under…
Tong, Wenxu; Wei, Ying; Murga, Leonel F; Ondrechen, Mary Jo; Williams, Ronald J
2009-01-01
A new monotonicity-constrained maximum likelihood approach, called Partial Order Optimum Likelihood (POOL), is presented and applied to the problem of functional site prediction in protein 3D structures, an important current challenge in genomics. The input consists of electrostatic and geometric properties derived from the 3D structure of the query protein alone. Sequence-based conservation information, where available, may also be incorporated. Electrostatics features from THEMATICS are combined with multidimensional isotonic regression to form maximum likelihood estimates of probabilities that specific residues belong to an active site. This allows likelihood ranking of all ionizable residues in a given protein based on THEMATICS features. The corresponding ROC curves and statistical significance tests demonstrate that this method outperforms prior THEMATICS-based methods, which in turn have been shown previously to outperform other 3D-structure-based methods for identifying active site residues. Then it is shown that the addition of one simple geometric property, the size rank of the cleft in which a given residue is contained, yields improved performance. Extension of the method to include predictions of non-ionizable residues is achieved through the introduction of environment variables. This extension results in even better performance than THEMATICS alone and constitutes to date the best functional site predictor based on 3D structure only, achieving nearly the same level of performance as methods that use both 3D structure and sequence alignment data. Finally, the method also easily incorporates such sequence alignment data, and when this information is included, the resulting method is shown to outperform the best current methods using any combination of sequence alignments and 3D structures. Included is an analysis demonstrating that when THEMATICS features, cleft size rank, and alignment-based conservation scores are used individually or in combination
Using maximum likelihood to estimate population size from temporal changes in allele frequencies.
Williamson, E G; Slatkin, M
1999-01-01
We develop a maximum-likelihood framework for using temporal changes in allele frequencies to estimate the number of breeding individuals in a population. We use simulations to compare the performance of this estimator to an F-statistic estimator of variance effective population size. The maximum-likelihood estimator had a lower variance and smaller bias. Taking advantage of the likelihood framework, we extend the model to include exponential growth and show that temporal allele frequency data from three or more sampling events can be used to test for population growth. PMID:10353915
ERIC Educational Resources Information Center
Mahmud, Jumailiyah; Sutikno, Muzayanah; Naga, Dali S.
2016-01-01
The aim of this study is to determine variance difference between maximum likelihood and expected A posteriori estimation methods viewed from number of test items of aptitude test. The variance presents an accuracy generated by both maximum likelihood and Bayes estimation methods. The test consists of three subtests, each with 40 multiple-choice…
Building unbiased estimators from non-gaussian likelihoods with application to shear estimation
Madhavacheril, Mathew S.; McDonald, Patrick; Sehgal, Neelima; Slosar, Anze
2015-01-15
We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). Next we apply the approach to estimation of shear lensing, closely following the work of Bernstein and Armstrong (2014). Our first order estimator reduces to their estimator in the limit of zero shear, but it also naturally allows for the case of non-constant shear and the easy calculation of correlation functions or power spectra using standard methods. Both our first-order estimator and Bernstein and Armstrong’s estimator exhibit a bias which is quadratic in true shear. Our third-order estimator is, at least in the realm of the toy problem of Bernstein and Armstrong, unbiased to 0.1% in relative shear errors Δg/g for shears up to |g| = 0.2.
Building unbiased estimators from non-gaussian likelihoods with application to shear estimation
Madhavacheril, Mathew S.; McDonald, Patrick; Sehgal, Neelima; ...
2015-01-15
We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). Next we apply the approach to estimation of shear lensing, closely following the workmore » of Bernstein and Armstrong (2014). Our first order estimator reduces to their estimator in the limit of zero shear, but it also naturally allows for the case of non-constant shear and the easy calculation of correlation functions or power spectra using standard methods. Both our first-order estimator and Bernstein and Armstrong’s estimator exhibit a bias which is quadratic in true shear. Our third-order estimator is, at least in the realm of the toy problem of Bernstein and Armstrong, unbiased to 0.1% in relative shear errors Δg/g for shears up to |g| = 0.2.« less
Davis, Linda J; Saunders, Christopher P; Hepler, Amanda; Buscaglia, JoAnn
2012-03-10
The likelihood ratio paradigm has been studied as a means for quantifying the strength of evidence for a variety of forensic evidence types. Although the concept of a likelihood ratio as a comparison of the plausibility of evidence under two propositions (or hypotheses) is straightforward, a number of issues arise when one considers how to go about estimating a likelihood ratio. In this paper, we illustrate one possible approach to estimating a likelihood ratio in comparative handwriting analysis. The novelty of our proposed approach relies on generating simulated writing samples from a collection of writing samples from a known source to form a database for estimating the distribution associated with the numerator of a likelihood ratio. We illustrate this approach using documents collected from 432 writers under controlled conditions.
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…
Maximum Likelihood Estimation for Multiple Camera Target Tracking on Grassmann Tangent Subspace.
Amini-Omam, Mojtaba; Torkamani-Azar, Farah; Ghorashi, Seyed Ali
2016-11-15
In this paper, we introduce a likelihood model for tracking the location of object in multiple view systems. Our proposed model transforms conventional nonlinear Euclidean estimation model to an estimation model based on the manifold tangent subspace. In this paper, we show that by decomposition of input noise into two parts and description of model by exponential map, real observations in the Euclidean geometry can be transformed to the manifold tangent subspace. Moreover, by obtained tangent subspace likelihood function, we propose two iterative and noniterative maximum likelihood estimation approaches which numerical results show their good performance.
A New Maximum Likelihood Estimator for the Population Squared Multiple Correlation.
ERIC Educational Resources Information Center
Alf, Edward F., Jr.; Graf, Richard G.
2002-01-01
Developed a new estimator for the population squared multiple correlation using maximum likelihood estimation. Data from 72 air control school graduates demonstrate that the new estimator has greater accuracy than other estimators with values that fall within the parameter space. (SLD)
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…
2015-08-01
MODIFIED MAXIMUM LIKELIHOOD ESTIMATION METHOD FOR COMPLETELY SEPARATED AND QUASI-COMPLETELY SEPARATED DATA...Likelihood Estimation Method for Completely Separated and Quasi-Completely Separated Data for a Dose-Response Model 5a. CONTRACT NUMBER 5b. GRANT...quasi-completely separated , the traditional maximum likelihood estimation (MLE) method generates infinite estimates. The bias-reduction (BR) method
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.
Shenkman, Geva
2012-10-01
This study examined the frequencies of the desires and likelihood estimations of Israeli gay men regarding fatherhood and couplehood, using a sample of 183 gay men aged 19-50. It follows previous research which indicated the existence of a gap in the United States with respect to fatherhood, and called for generalizability examinations in other countries and the exploration of possible explanations. As predicted, a gap was also found in Israel between fatherhood desires and their likelihood estimations, as well as between couplehood desires and their likelihood estimations. In addition, lower estimations of fatherhood likelihood were found to predict depression and to correlate with decreased subjective well-being. Possible psychosocial explanations are offered. Moreover, by mapping attitudes toward fatherhood and couplehood among Israeli gay men, the current study helps to extend our knowledge of several central human development motivations and their correlations with depression and subjective well-being in a less-studied sexual minority in a complex cultural climate.
Recent developments in maximum likelihood estimation of MTMM models for categorical data.
Jeon, Minjeong; Rijmen, Frank
2014-01-01
Maximum likelihood (ML) estimation of categorical multitrait-multimethod (MTMM) data is challenging because the likelihood involves high-dimensional integrals over the crossed method and trait factors, with no known closed-form solution. The purpose of the study is to introduce three newly developed ML methods that are eligible for estimating MTMM models with categorical responses: Variational maximization-maximization (e.g., Rijmen and Jeon, 2013), alternating imputation posterior (e.g., Cho and Rabe-Hesketh, 2011), and Monte Carlo local likelihood (e.g., Jeon et al., under revision). Each method is briefly described and its applicability for MTMM models with categorical data are discussed.
Maximum Likelihood Estimation in Meta-Analytic Structural Equation Modeling
ERIC Educational Resources Information Center
Oort, Frans J.; Jak, Suzanne
2016-01-01
Meta-analytic structural equation modeling (MASEM) involves fitting models to a common population correlation matrix that is estimated on the basis of correlation coefficients that are reported by a number of independent studies. MASEM typically consist of two stages. The method that has been found to perform best in terms of statistical…
ERIC Educational Resources Information Center
Penfield, Randall D.; Bergeron, Jennifer M.
2005-01-01
This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…
ERIC Educational Resources Information Center
Choi, Jaehwa; Kim, Sunhee; Chen, Jinsong; Dannels, Sharon
2011-01-01
The purpose of this study is to compare the maximum likelihood (ML) and Bayesian estimation methods for polychoric correlation (PCC) under diverse conditions using a Monte Carlo simulation. Two new Bayesian estimates, maximum a posteriori (MAP) and expected a posteriori (EAP), are compared to ML, the classic solution, to estimate PCC. Different…
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.
Evaluation Methodologies for Estimating the Likelihood of Program Implementation Failure
ERIC Educational Resources Information Center
Durand, Roger; Decker, Phillip J.; Kirkman, Dorothy M.
2014-01-01
Despite our best efforts as evaluators, program implementation failures abound. A wide variety of valuable methodologies have been adopted to explain and evaluate the "why" of these failures. Yet, typically these methodologies have been employed concurrently (e.g., project monitoring) or to the post-hoc assessment of program activities.…
Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
NASA Astrophysics Data System (ADS)
Bayrak, Özlem Türker; Akkaya, Aysen D.
2010-02-01
We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations have convergence problems (Puthenpura and Sinha, 1986) [11], we work out modified maximum likelihood equations by expressing the maximum likelihood equations in terms of ordered residuals and linearizing intractable nonlinear functions (Tiku and Suresh, 1992) [8]. The solutions, called modified maximum estimators, are explicit functions of sample observations and therefore easy to compute. They are under some very general regularity conditions asymptotically unbiased and efficient (Vaughan and Tiku, 2000) [4]. We show that for small sample sizes, they have negligible bias and are considerably more efficient than the traditional least squares estimators. We show that our estimators are robust to plausible deviations from an assumed distribution and are therefore enormously advantageous as compared to the least squares estimators. We give a real life example.
Maximum-Likelihood Estimation and Scoring Under Parametric Constraints
2006-05-01
be a point θ∗ satisfying the following Karush-Kuhn-Tucker ( KKT ) necessary conditions (18, p.243): ∇TµL(θ∗,µ∗,ν∗) = f(θ∗) = 0 (20) g(θ∗) ≤ 0 (21) ν...constraint gi is active. Either ν ∗ i or gi(θ ∗) is zero, exclusively, so 4A commonly used alternative optimality condition for convex sets is discussed...Θ to be optimal in the convex set Θ provided ∇Tθ log p(x; θ∗)(θ∗)(θ − θ∗) ≤ 0 (A.1) for all θ ∈ Θ. The Lagrange method is optimal given the KKT
NASA Technical Reports Server (NTRS)
Thadani, S. G.
1977-01-01
The Maximum Likelihood Estimation of Signature Transformation (MLEST) algorithm is used to obtain maximum likelihood estimates (MLE) of affine transformation. The algorithm has been evaluated for three sets of data: simulated (training and recognition segment pairs), consecutive-day (data gathered from Landsat images), and geographical-extension (large-area crop inventory experiment) data sets. For each set, MLEST signature extension runs were made to determine MLE values and the affine-transformed training segment signatures were used to classify the recognition segments. The classification results were used to estimate wheat proportions at 0 and 1% threshold values.
ERIC Educational Resources Information Center
Luo, Guanzhong
2000-01-01
Extends joint maximum likelihood estimation for the hyperbolic cosine model to the situation in which the units of items are allowed to vary. Describes the four estimation cycles designed to address four important issues of model development and presents results from two sets of simulation studies that show reasonably accurate parameter recovery…
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
Arminger, Gerhard; Schoenberg, Ronald J.
1989-01-01
Misspecification of mean and covariance structures for metric endogenous variables is considered. Maximum likelihood estimation of model parameters and the asymptotic covariance matrix of the estimates are discussed. A Haussman test for misspecification is developed, which is sensitive to misspecification not detected by the test statistics…
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…
ERIC Educational Resources Information Center
Enders, Craig K.
2001-01-01
Examined the performance of a recently available full information maximum likelihood (FIML) estimator in a multiple regression model with missing data using Monte Carlo simulation and considering the effects of four independent variables. Results indicate that FIML estimation was superior to that of three ad hoc techniques, with less bias and less…
Maximum Likelihood Estimations and EM Algorithms with Length-biased Data
Qin, Jing; Ning, Jing; Liu, Hao; Shen, Yu
2012-01-01
SUMMARY Length-biased sampling has been well recognized in economics, industrial reliability, etiology applications, epidemiological, genetic and cancer screening studies. Length-biased right-censored data have a unique data structure different from traditional survival data. The nonparametric and semiparametric estimations and inference methods for traditional survival data are not directly applicable for length-biased right-censored data. We propose new expectation-maximization algorithms for estimations based on full likelihoods involving infinite dimensional parameters under three settings for length-biased data: estimating nonparametric distribution function, estimating nonparametric hazard function under an increasing failure rate constraint, and jointly estimating baseline hazards function and the covariate coefficients under the Cox proportional hazards model. Extensive empirical simulation studies show that the maximum likelihood estimators perform well with moderate sample sizes and lead to more efficient estimators compared to the estimating equation approaches. The proposed estimates are also more robust to various right-censoring mechanisms. We prove the strong consistency properties of the estimators, and establish the asymptotic normality of the semi-parametric maximum likelihood estimators under the Cox model using modern empirical processes theory. We apply the proposed methods to a prevalent cohort medical study. Supplemental materials are available online. PMID:22323840
Chen, Rui; Hyrien, Ollivier
2011-01-01
This article deals with quasi- and pseudo-likelihood estimation in a class of continuous-time multi-type Markov branching processes observed at discrete points in time. “Conventional” and conditional estimation are discussed for both approaches. We compare their properties and identify situations where they lead to asymptotically equivalent estimators. Both approaches possess robustness properties, and coincide with maximum likelihood estimation in some cases. Quasi-likelihood functions involving only linear combinations of the data may be unable to estimate all model parameters. Remedial measures exist, including the resort either to non-linear functions of the data or to conditioning the moments on appropriate sigma-algebras. The method of pseudo-likelihood may also resolve this issue. We investigate the properties of these approaches in three examples: the pure birth process, the linear birth-and-death process, and a two-type process that generalizes the previous two examples. Simulations studies are conducted to evaluate performance in finite samples. PMID:21552356
Integration based profile likelihood calculation for PDE constrained parameter estimation problems
NASA Astrophysics Data System (ADS)
Boiger, R.; Hasenauer, J.; Hroß, S.; Kaltenbacher, B.
2016-12-01
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental data. Due to partial observations and measurement noise, these parameter estimates are subject to uncertainty. This uncertainty can be assessed using profile likelihoods, a reliable but computationally intensive approach. In this paper, we present the integration based approach for the profile likelihood calculation developed by (Chen and Jennrich 2002 J. Comput. Graph. Stat. 11 714-32) and adapt it to inverse problems with PDE constraints. While existing methods for profile likelihood calculation in parameter estimation problems with PDE constraints rely on repeated optimization, the proposed approach exploits a dynamical system evolving along the likelihood profile. We derive the dynamical system for the unreduced estimation problem, prove convergence and study the properties of the integration based approach for the PDE case. To evaluate the proposed method, we compare it with state-of-the-art algorithms for a simple reaction-diffusion model for a cellular patterning process. We observe a good accuracy of the method as well as a significant speed up as compared to established methods. Integration based profile calculation facilitates rigorous uncertainty analysis for computationally demanding parameter estimation problems with PDE constraints.
A conditional likelihood is required to estimate the selection coefficient in ancient DNA
Valleriani, Angelo
2016-01-01
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to visit the available fitness landscape. Based on two models of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation whereas the unconditioned likelihood fails. Finally, we discuss the fact that the traditional, unconditioned likelihood always delivers an answer, which is often unfalsifiable and appears reasonable also when it is not correct. PMID:27527811
A conditional likelihood is required to estimate the selection coefficient in ancient DNA
NASA Astrophysics Data System (ADS)
Valleriani, Angelo
2016-08-01
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to visit the available fitness landscape. Based on two models of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation whereas the unconditioned likelihood fails. Finally, we discuss the fact that the traditional, unconditioned likelihood always delivers an answer, which is often unfalsifiable and appears reasonable also when it is not correct.
The Bias Function of the Maximum Likelihood Estimate of Ability for the Dichotomous Response Level.
ERIC Educational Resources Information Center
Samejima, Fumiko
1993-01-01
F. Samejima's approximation for the bias function for the maximum likelihood estimate of the latent trait in the general case where item responses are discrete is explored. Observations are made about the behavior of this bias function for the dichotomous response level in general. Empirical examples are given. (SLD)
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
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…
ERIC Educational Resources Information Center
Enders, Craig K.; Bandalos, Deborah L.
2001-01-01
Used Monte Carlo simulation to examine the performance of four missing data methods in structural equation models: (1)full information maximum likelihood (FIML); (2) listwise deletion; (3) pairwise deletion; and (4) similar response pattern imputation. Results show that FIML estimation is superior across all conditions of the design. (SLD)
Marginal Maximum Likelihood Estimation of a Latent Variable Model with Interaction
ERIC Educational Resources Information Center
Cudeck, Robert; Harring, Jeffrey R.; du Toit, Stephen H. C.
2009-01-01
There has been considerable interest in nonlinear latent variable models specifying interaction between latent variables. Although it seems to be only slightly more complex than linear regression without the interaction, the model that includes a product of latent variables cannot be estimated by maximum likelihood assuming normality.…
On the Existence and Uniqueness of Maximum-Likelihood Estimates in the Rasch Model.
ERIC Educational Resources Information Center
Fischer, Gerhard H.
1981-01-01
Necessary and sufficient conditions for the existence and uniqueness of a solution of the so-called "unconditional" and the "conditional" maximum-likelihood estimation equations in the dichotomous Rasch model are given. It is shown how to apply the results in practical uses of the Rasch model. (Author/JKS)
NASA Technical Reports Server (NTRS)
Trujillo, B. M.
1986-01-01
This paper presents the technique and results of maximum likelihood estimation used to determine lift and drag characteristics of the Space Shuttle Orbiter. Maximum likelihood estimation uses measurable parameters to estimate nonmeasurable parameters. The nonmeasurable parameters for this case are elements of a nonlinear, dynamic model of the orbiter. The estimated parameters are used to evaluate a cost function that computes the differences between the measured and estimated longitudinal parameters. The case presented is a dynamic analysis. This places less restriction on pitching motion and can provide additional information about the orbiter such as lift and drag characteristics at conditions other than trim, instrument biases, and pitching moment characteristics. In addition, an output of the analysis is an estimate of the values for the individual components of lift and drag that contribute to the total lift and drag. The results show that maximum likelihood estimation is a useful tool for analysis of Space Shuttle Orbiter performance and is also applicable to parameter analysis of other types of aircraft.
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.
Marginal likelihood estimation of negative binomial parameters with applications to RNA-seq data.
León-Novelo, Luis; Fuentes, Claudio; Emerson, Sarah
2017-03-19
RNA-Seq data characteristically exhibits large variances, which need to be appropriately accounted for in any proposed model. We first explore the effects of this variability on the maximum likelihood estimator (MLE) of the dispersion parameter of the negative binomial distribution, and propose instead to use an estimator obtained via maximization of the marginal likelihood in a conjugate Bayesian framework. We show, via simulation studies, that the marginal MLE can better control this variation and produce a more stable and reliable estimator. We then formulate a conjugate Bayesian hierarchical model, and use this new estimator to propose a Bayesian hypothesis test to detect differentially expressed genes in RNA-Seq data. We use numerical studies to show that our much simpler approach is competitive with other negative binomial based procedures, and we use a real data set to illustrate the implementation and flexibility of the procedure.
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 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.
Schweder, Tore
2003-12-01
Maximum likelihood estimates of abundance are obtained from repeated photographic surveys of a closed stratified population with naturally marked and unmarked individuals. Capture intensities are assumed log-linear in stratum, year, and season. In the chosen model, an approximate confidence distribution for total abundance of bowhead whales, with an accompanying likelihood reduced of nuisance parameters, is found from a parametric bootstrap experiment. The confidence distribution depends on the assumed study protocol. A confidence distribution that is exact (except for the effect of discreteness) is found by conditioning in the unstratified case without unmarked individuals.
Liu, Bo; Lu, Wenbin; Zhang, Jiajia
2013-01-01
Summary Clustered survival data frequently arise in biomedical applications, where event times of interest are clustered into groups such as families. In this article we consider an accelerated failure time frailty model for clustered survival data and develop nonparametric maximum likelihood estimation for it via a kernel smoother aided EM algorithm. We show that the proposed estimator for the regression coefficients is consistent, asymptotically normal and semiparametric efficient when the kernel bandwidth is properly chosen. An EM-aided numerical differentiation method is derived for estimating its variance. Simulation studies evaluate the finite sample performance of the estimator, and it is applied to the Diabetic Retinopathy data set. PMID:24443587
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.
A sampling approach to estimate the log determinant used in spatial likelihood problems
NASA Astrophysics Data System (ADS)
Pace, R. Kelley; Lesage, James P.
2009-09-01
Likelihood-based methods for modeling multivariate Gaussian spatial data have desirable statistical characteristics, but the practicality of these methods for massive georeferenced data sets is often questioned. A sampling algorithm is proposed that exploits a relationship involving log-pivots arising from matrix decompositions used to compute the log determinant term that appears in the model likelihood. We demonstrate that the method can be used to successfully estimate log-determinants for large numbers of observations. Specifically, we produce an log-determinant estimate for a 3,954,400 by 3,954,400 matrix in less than two minutes on a desktop computer. The proposed method involves computations that are independent, making it amenable to out-of-core computation as well as to coarse-grained parallel or distributed processing. The proposed technique yields an estimated log-determinant and associated confidence interval.
Simple Penalties on Maximum-Likelihood Estimates of Genetic Parameters to Reduce Sampling Variation.
Meyer, Karin
2016-08-01
Multivariate estimates of genetic parameters are subject to substantial sampling variation, especially for smaller data sets and more than a few traits. A simple modification of standard, maximum-likelihood procedures for multivariate analyses to estimate genetic covariances is described, which can improve estimates by substantially reducing their sampling variances. This is achieved by maximizing the likelihood subject to a penalty. Borrowing from Bayesian principles, we propose a mild, default penalty-derived assuming a Beta distribution of scale-free functions of the covariance components to be estimated-rather than laboriously attempting to determine the stringency of penalization from the data. An extensive simulation study is presented, demonstrating that such penalties can yield very worthwhile reductions in loss, i.e., the difference from population values, for a wide range of scenarios and without distorting estimates of phenotypic covariances. Moreover, mild default penalties tend not to increase loss in difficult cases and, on average, achieve reductions in loss of similar magnitude to computationally demanding schemes to optimize the degree of penalization. Pertinent details required for the adaptation of standard algorithms to locate the maximum of the likelihood function are outlined.
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.
NASA Astrophysics Data System (ADS)
Chen, C. E.; Lorenzelli, F.; Hudson, R. E.; Yao, K.
2007-12-01
We investigate the maximum likelihood (ML) direction-of-arrival (DOA) estimation of multiple wideband sources in the presence of unknown nonuniform sensor noise. New closed-form expression for the direction estimation Cramér-Rao-Bound (CRB) has been derived. The performance of the conventional wideband uniform ML estimator under nonuniform noise has been studied. In order to mitigate the performance degradation caused by the nonuniformity of the noise, a new deterministic wideband nonuniform ML DOA estimator is derived and two associated processing algorithms are proposed. The first algorithm is based on an iterative procedure which stepwise concentrates the log-likelihood function with respect to the DOAs and the noise nuisance parameters, while the second is a noniterative algorithm that maximizes the derived approximately concentrated log-likelihood function. The performance of the proposed algorithms is tested through extensive computer simulations. Simulation results show the stepwise-concentrated ML algorithm (SC-ML) requires only a few iterations to converge and both the SC-ML and the approximately-concentrated ML algorithm (AC-ML) attain a solution close to the derived CRB at high signal-to-noise ratio.
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.
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
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.
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.
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics
NASA Astrophysics Data System (ADS)
Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc
2016-03-01
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.
Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc
2016-03-14
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.
Carlisle, Daren M.; Wolock, David M.; Howard, Jeannette K.; Grantham, Theodore E.; Fesenmyer, Kurt; Wieczorek, Michael
2016-12-12
Because natural patterns of streamflow are a fundamental property of the health of streams, there is a critical need to quantify the degree to which human activities have modified natural streamflows. A requirement for assessing streamflow modification in a given stream is a reliable estimate of flows expected in the absence of human influences. Although there are many techniques to predict streamflows in specific river basins, there is a lack of approaches for making predictions of natural conditions across large regions and over many decades. In this study conducted by the U.S. Geological Survey, in cooperation with The Nature Conservancy and Trout Unlimited, the primary objective was to develop empirical models that predict natural (that is, unaffected by land use or water management) monthly streamflows from 1950 to 2012 for all stream segments in California. Models were developed using measured streamflow data from the existing network of streams where daily flow monitoring occurs, but where the drainage basins have minimal human influences. Widely available data on monthly weather conditions and the physical attributes of river basins were used as predictor variables. Performance of regional-scale models was comparable to that of published mechanistic models for specific river basins, indicating the models can be reliably used to estimate natural monthly flows in most California streams. A second objective was to develop a model that predicts the likelihood that streams experience modified hydrology. New models were developed to predict modified streamflows at 558 streamflow monitoring sites in California where human activities affect the hydrology, using basin-scale geospatial indicators of land use and water management. Performance of these models was less reliable than that for the natural-flow models, but results indicate the models could be used to provide a simple screening tool for identifying, across the State of California, which streams may be
NASA Astrophysics Data System (ADS)
Borkowski, Robert; Johannisson, Pontus; Wymeersch, Henk; Arlunno, Valeria; Caballero, Antonio; Zibar, Darko; Tafur Monroy, Idelfonso
2014-03-01
We perform an experimental investigation of a maximum likelihood-based (ML-based) algorithm for bulk chromatic dispersion estimation for digital coherent receivers operating in uncompensated optical networks. We demonstrate the robustness of the method at low optical signal-to-noise ratio (OSNR) and against differential group delay (DGD) in an experiment involving 112 Gbit/s polarization-division multiplexed (PDM) 16-ary quadrature amplitude modulation (16 QAM) and quaternary phase-shift keying (QPSK).
A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation
Cai, Shu; Zhou, Quan; Zhu, Hongbo
2016-01-01
Direction of arrival (DOA) estimation using a uniform linear array (ULA) is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML) criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS), and then solve it using semidefinite programming (SDP). We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR) is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion. PMID:27999397
A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation.
Cai, Shu; Zhou, Quan; Zhu, Hongbo
2016-12-20
Direction of arrival (DOA) estimation using a uniform linear array (ULA) is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML) criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS), and then solve it using semidefinite programming (SDP). We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR) is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.
Cosmic Microwave Background Likelihood Approximation by a Gaussianized Blackwell-Rao Estimator
NASA Astrophysics Data System (ADS)
Rudjord, Ø.; Groeneboom, N. E.; Eriksen, H. K.; Huey, Greg; Górski, K. M.; Jewell, J. B.
2009-02-01
We introduce a new cosmic microwave background (CMB) temperature likelihood approximation called the Gaussianized Blackwell-Rao estimator. This estimator is derived by transforming the observed marginal power spectrum distributions obtained by the CMB Gibbs sampler into standard univariate Gaussians, and then approximating their joint transformed distribution by a multivariate Gaussian. The method is exact for full-sky coverage and uniform noise and an excellent approximation for sky cuts and scanning patterns relevant for modern satellite experiments such as the Wilkinson Microwave Anisotropy Probe (WMAP) and Planck. The result is a stable, accurate, and computationally very efficient CMB temperature likelihood representation that allows the user to exploit the unique error propagation capabilities of the Gibbs sampler to high ells. A single evaluation of this estimator between ell = 2 and 200 takes ~0.2 CPU milliseconds, while for comparison, a singe pixel space likelihood evaluation between ell = 2 and 30 for a map with ~2500 pixels requires ~20 s. We apply this tool to the five-year WMAP temperature data, and re-estimate the angular temperature power spectrum, C ell, and likelihood, L(C_{ℓ}), for ell <= 200, and derive new cosmological parameters for the standard six-parameter ΛCDM model. Our spectrum is in excellent agreement with the official WMAP spectrum, but we find slight differences in the derived cosmological parameters. Most importantly, the spectral index of scalar perturbations is ns = 0.973 ± 0.014, 1.9σ away from unity and 0.6σ higher than the official WMAP result, ns = 0.965 ± 0.014. This suggests that an exact likelihood treatment is required to higher ells than previously believed, reinforcing and extending our conclusions from the three-year WMAP analysis. In that case, we found that the suboptimal likelihood approximation adopted between ell = 12 and 30 by the WMAP team biased ns low by 0.4σ, while here we find that the same
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.
Maximum likelihood estimation of the mixture of log-concave densities.
Hu, Hao; Wu, Yichao; Yao, Weixin
2016-09-01
Finite mixture models are useful tools and can be estimated via the EM algorithm. A main drawback is the strong parametric assumption about the component densities. In this paper, a much more flexible mixture model is considered, which assumes each component density to be log-concave. Under fairly general conditions, the log-concave maximum likelihood estimator (LCMLE) exists and is consistent. Numeric examples are also made to demonstrate that the LCMLE improves the clustering results while comparing with the traditional MLE for parametric mixture models.
Li, Dongming; Sun, Changming; Yang, Jinhua; Liu, Huan; Peng, Jiaqi; Zhang, Lijuan
2017-04-06
An adaptive optics (AO) system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods.
Maximum-likelihood Estimation of Planetary Lithospheric Rigidity from Gravity and Topography
NASA Astrophysics Data System (ADS)
Lewis, K. W.; Eggers, G. L.; Simons, F. J.; Olhede, S. C.
2014-12-01
Gravity and surface topography remain among the best available tools with which to study the lithospheric structure of planetary bodies. Numerous techniques have been developed to quantify the relationship between these fields in both the spatial and spectral domains, to constrain geophysical parameters of interest. Simons and Olhede (2013) describe a new technique based on maximum-likelihood estimation of lithospheric parameters including flexural rigidity, subsurface-surface loading ratio, and the correlation of these loads. We report on the first applications of this technique to planetary bodies including Venus, Mars, and the Earth. We compare results using the maximum-likelihood technique to previous studies using admittance and coherence-based techniques. While various methods of evaluating the relationship of gravity and topography fields have distinct advantages, we demonstrate the specific benefits of the Simons and Olhede technique, which yields unbiased, minimum variance estimates of parameters, together with their covariance. Given the unavoidable problems of incompletely sensed gravity fields, spectral artifacts of data interpolation, downward continuation, and spatial localization, we prescribe a recipe for application of this method to real-world data sets. In the specific case of Venus, we discuss the results of global mapped inversion of an isotropic Matérn covariance model of its topography. We interpret and identify, via statistical testing, regions that require abandoning the null-hypothesis of isotropic Gaussianity, an assumption of the maximum-likelihood technique.
Lin, Feng-Chang; Zhu, Jun
2012-01-01
We develop continuous-time models for the analysis of environmental or ecological monitoring data such that subjects are observed at multiple monitoring time points across space. Of particular interest are additive hazards regression models where the baseline hazard function can take on flexible forms. We consider time-varying covariates and take into account spatial dependence via autoregression in space and time. We develop statistical inference for the regression coefficients via partial likelihood. Asymptotic properties, including consistency and asymptotic normality, are established for parameter estimates under suitable regularity conditions. Feasible algorithms utilizing existing statistical software packages are developed for computation. We also consider a simpler additive hazards model with homogeneous baseline hazard and develop hypothesis testing for homogeneity. A simulation study demonstrates that the statistical inference using partial likelihood has sound finite-sample properties and offers a viable alternative to maximum likelihood estimation. For illustration, we analyze data from an ecological study that monitors bark beetle colonization of red pines in a plantation of Wisconsin.
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.
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
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.
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.
Lee, Wonyul; Liu, Yufeng
2012-10-01
Multivariate regression is a common statistical tool for practical problems. Many multivariate regression techniques are designed for univariate response cases. For problems with multiple response variables available, one common approach is to apply the univariate response regression technique separately on each response variable. Although it is simple and popular, the univariate response approach ignores the joint information among response variables. In this paper, we propose three new methods for utilizing joint information among response variables. All methods are in a penalized likelihood framework with weighted L(1) regularization. The proposed methods provide sparse estimators of conditional inverse co-variance matrix of response vector given explanatory variables as well as sparse estimators of regression parameters. Our first approach is to estimate the regression coefficients with plug-in estimated inverse covariance matrices, and our second approach is to estimate the inverse covariance matrix with plug-in estimated regression parameters. Our third approach is to estimate both simultaneously. Asymptotic properties of these methods are explored. Our numerical examples demonstrate that the proposed methods perform competitively in terms of prediction, variable selection, as well as inverse covariance matrix estimation.
Maximum likelihood estimation for semiparametric transformation models with interval-censored data
Zeng, Donglin; Mao, Lu; Lin, D. Y.
2016-01-01
Interval censoring arises frequently in clinical, epidemiological, financial and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the effects of potentially time-dependent covariates on the interval-censored failure time through a broad class of semiparametric transformation models that encompasses proportional hazards and proportional odds models. We consider nonparametric maximum likelihood estimation for this class of models with an arbitrary number of monitoring times for each subject. We devise an EM-type algorithm that converges stably, even in the presence of time-dependent covariates, and show that the estimators for the regression parameters are consistent, asymptotically normal, and asymptotically efficient with an easily estimated covariance matrix. Finally, we demonstrate the performance of our procedures through simulation studies and application to an HIV/AIDS study conducted in Thailand. PMID:27279656
NASA Technical Reports Server (NTRS)
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.
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.
Cham, Heining; Reshetnyak, Evgeniya; Rosenfeld, Barry; Breitbart, William
2017-01-01
Researchers have developed missing data handling techniques for estimating interaction effects in multiple regression. Extending to latent variable interactions, we investigated full information maximum likelihood (FIML) estimation to handle incompletely observed indicators for product indicator (PI) and latent moderated structural equations (LMS) methods. Drawing on the analytic work on missing data handling techniques in multiple regression with interaction effects, we compared the performance of FIML for PI and LMS analytically. We performed a simulation study to compare FIML for PI and LMS. We recommend using FIML for LMS when the indicators are missing completely at random (MCAR) or missing at random (MAR) and when they are normally distributed. FIML for LMS produces unbiased parameter estimates with small variances, correct Type I error rates, and high statistical power of interaction effects. We illustrated the use of these methods by analyzing the interaction effect between advanced cancer patients' depression and change of inner peace well-being on future hopelessness levels.
On the use of maximum likelihood estimation for the assembly of Space Station Freedom
NASA Astrophysics Data System (ADS)
Taylor, Lawrence W., Jr.; Ramakrishnan, Jayant
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.
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.
NASA Astrophysics Data System (ADS)
Rizzo, R. E.; Healy, D.; De Siena, L.
2017-02-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in rocks, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture lengths and apertures are fundamental to estimate bulk permeability and therefore fluid flow, especially for rocks with low primary porosity where most of the flow takes place within fractures. We collected outcrop data from a fractured upper Miocene biosiliceous mudstone formation (California, USA), which exhibits seepage of bitumen-rich fluids through the fractures. The dataset was analysed using Maximum Likelihood Estimators to extract the underlying scaling parameters, and we found a log-normal distribution to be the best representative statistic for both fracture lengths and apertures in the study area. By applying Maximum Likelihood Estimators on outcrop fracture data, we generate fracture network models with the same statistical attributes to the ones observed on outcrop, from which we can achieve more robust predictions of bulk permeability.
NASA Astrophysics Data System (ADS)
Cattivelli, Federico S.; Estabrook, Polly; Satorius, Edgar H.; Sayed, Ali H.
2008-11-01
One of the most crucial stages of the Mars exploration missions is the entry, descent, and landing (EDL) phase. During EDL, maintaining reliable communication from the spacecraft to Earth is extremely important for the success of future missions, especially in case of mission failure. EDL is characterized by very deep accelerations, caused by friction, parachute deployment and rocket firing among others. These dynamics cause a severe Doppler shift on the carrier communications link to Earth. Methods have been proposed to estimate the Doppler shift based on Maximum Likelihood. So far these methods have proved successful, but it is expected that the next Mars mission, known as the Mars Science Laboratory, will suffer from higher dynamics and lower SNR. Thus, improving the existing estimation methods becomes a necessity. We propose a Maximum Likelihood approach that takes into account the power in the data tones to enhance carrier recovery, and improve the estimation performance by up to 3 dB. Simulations are performed using real data obtained during the EDL stage of the Mars Exploration Rover B (MERB) mission.
Khairuzzaman, Md; Zhang, Chao; Igarashi, Koji; Katoh, Kazuhiro; Kikuchi, Kazuro
2010-03-01
We describe a successful introduction of maximum-likelihood-sequence estimation (MLSE) into digital coherent receivers together with finite-impulse response (FIR) filters in order to equalize both linear and nonlinear fiber impairments. The MLSE equalizer based on the Viterbi algorithm is implemented in the offline digital signal processing (DSP) core. We transmit 20-Gbit/s quadrature phase-shift keying (QPSK) signals through a 200-km-long standard single-mode fiber. The bit-error rate performance shows that the MLSE equalizer outperforms the conventional adaptive FIR filter, especially when nonlinear impairments are predominant.
Pascazio, Vito; Schirinzi, Gilda
2002-01-01
In this paper, a technique that is able to reconstruct highly sloped and discontinuous terrain height profiles, starting from multifrequency wrapped phase acquired by interferometric synthetic aperture radar (SAR) systems, is presented. We propose an innovative unwrapping method, based on a maximum likelihood estimation technique, which uses multifrequency independent phase data, obtained by filtering the interferometric SAR raw data pair through nonoverlapping band-pass filters, and approximating the unknown surface by means of local planes. Since the method does not exploit the phase gradient, it assures the uniqueness of the solution, even in the case of highly sloped or piecewise continuous elevation patterns with strong discontinuities.
NASA Astrophysics Data System (ADS)
Magnard, C.; Small, D.; Meier, E.
2015-03-01
The phase estimation of cross-track multibaseline synthetic aperture interferometric data is usually thought to be very efficiently achieved using the maximum likelihood (ML) method. The suitability of this method is investigated here as applied to airborne single pass multibaseline data. Experimental interferometric data acquired with a Ka-band sensor were processed using (a) a ML method that fuses the complex data from all receivers and (b) a coarse-to-fine method that only uses the intermediate baselines to unwrap the phase values from the longest baseline. The phase noise was analyzed for both methods: in most cases, a small improvement was found when the ML method was used.
Maximum-likelihood estimation optimizer for constrained, time-optimal satellite reorientation
NASA Astrophysics Data System (ADS)
Melton, Robert G.
2014-10-01
The Covariance Matrix Adaptation-Evolutionary Strategy (CMA-ES) method provides a high-quality estimate of the control solution for an unconstrained satellite reorientation problem, and rapid, useful guesses needed for high-fidelity methods that can solve time-optimal reorientation problems with multiple path constraints. The CMA-ES algorithm offers two significant advantages over heuristic methods such as Particle Swarm or Bacteria Foraging Optimisation: it builds an approximation to the covariance matrix for the cost function, and uses that to determine a direction of maximum likelihood for the search, reducing the chance of stagnation; and it achieves second-order, quasi-Newton convergence behaviour.
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.
Maximum Likelihood Event Estimation and List-mode Image Reconstruction on GPU Hardware
Caucci, Luca; Furenlid, Lars R.; Barrett, Harrison H.
2010-01-01
The scintillation detectors commonly used in SPECT and PET imaging and in Compton cameras require estimation of the position and energy of each gamma ray interaction. Ideally, this process would yield images with no spatial distortion and the best possible spatial resolution. In addition, especially for Compton cameras, the computation must yield the best possible estimate of the energy of each interacting gamma ray. These goals can be achieved by use of maximum-likelihood (ML) estimation of the event parameters, but in the past the search for an ML estimate has not been computationally feasible. Now, however, graphics processing units (GPUs) make it possible to produce optimal, real-time estimates of position and energy, even from scintillation cameras with a large number of photodetectors. In addition, the mathematical properties of ML estimates make them very attractive for use as list entries in list-mode ML image reconstruction. This two-step ML process—using ML estimation once to get the list data and again to reconstruct the object—allows accurate modeling of the detector blur and, potentially, considerable improvement in reconstructed spatial resolution. PMID:21278803
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...
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.
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.
A maximum likelihood approach to estimating articulator positions from speech acoustics
Hogden, J.
1996-09-23
This proposal presents an algorithm called maximum likelihood continuity mapping (MALCOM) which recovers the positions of the tongue, jaw, lips, and other speech articulators from measurements of the sound-pressure waveform of speech. MALCOM differs from other techniques for recovering articulator positions from speech in three critical respects: it does not require training on measured or modeled articulator positions, it does not rely on any particular model of sound propagation through the vocal tract, and it recovers a mapping from acoustics to articulator positions that is linearly, not topographically, related to the actual mapping from acoustics to articulation. The approach categorizes short-time windows of speech into a finite number of sound types, and assumes the probability of using any articulator position to produce a given sound type can be described by a parameterized probability density function. MALCOM then uses maximum likelihood estimation techniques to: (1) find the most likely smooth articulator path given a speech sample and a set of distribution functions (one distribution function for each sound type), and (2) change the parameters of the distribution functions to better account for the data. Using this technique improves the accuracy of articulator position estimates compared to continuity mapping -- the only other technique that learns the relationship between acoustics and articulation solely from acoustics. The technique has potential application to computer speech recognition, speech synthesis and coding, teaching the hearing impaired to speak, improving foreign language instruction, and teaching dyslexics to read. 34 refs., 7 figs.
Maximum Likelihood 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.
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.
2017-01-01
The Aki-Utsu maximum likelihood method is widely used for estimation of the Gutenberg-Richter b-value, but not all authors are conscious of the method's limitations and implicit requirements. The Aki/Utsu method requires a representative estimate of the population mean magnitude; a requirement seldom satisfied in b-value studies, particularly in those that use data from small geographic and/or time windows, such as b-mapping and b-vs-time studies. Monte Carlo simulation methods are used to determine how large a sample is necessary to achieve representativity, particularly for rounded magnitudes. The size of a representative sample weakly depends on the actual b-value. It is shown that, for commonly used precisions, small samples give meaningless estimations of b. Our results give estimates on the probabilities of getting correct estimates of b for a given desired precision for samples of different sizes. We submit that all published studies reporting b-value estimations should include information about the size of the samples used.
Maximum likelihood estimation of parameterized 3-D surfaces using a moving camera
NASA Technical Reports Server (NTRS)
Hung, Y.; Cernuschi-Frias, B.; Cooper, D. B.
1987-01-01
A new approach is introduced to estimating object surfaces in three-dimensional space from a sequence of images. A surface of interest here is modeled as a 3-D function known up to the values of a few parameters. The approach will work with any parameterization. However, in work to date researchers have modeled objects as patches of spheres, cylinders, and planes - primitive objects. These primitive surfaces are special cases of 3-D quadric surfaces. Primitive surface estimation is treated as the general problem of maximum likelihood parameter estimation based on two or more functionally related data sets. In the present case, these data sets constitute a sequence of images taken at different locations and orientations. A simple geometric explanation is given for the estimation algorithm. Though various techniques can be used to implement this nonlinear estimation, researches discuss the use of gradient descent. Experiments are run and discussed for the case of a sphere of unknown location. These experiments graphically illustrate the various advantages of using as many images as possible in the estimation and of distributing camera positions from first to last over as large a baseline as possible. Researchers introduce the use of asymptotic Bayesian approximations in order to summarize the useful information in a sequence of images, thereby drastically reducing both the storage and amount of processing required.
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.
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 estimator 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.
Programmer's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation
NASA Technical Reports Server (NTRS)
Maine, R. E.
1981-01-01
The MMLE3 is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program. The implementation of the program on specific computer systems is discussed. The structure of the program is diagrammed, and the function and operation of individual routines is described. Complete listings and reference maps of the routines are included on microfiche as a supplement. Four test cases are discussed; listings of the input cards and program output for the test cases are included on microfiche as a supplement.
Parallel computation of a maximum-likelihood estimator of a physical map.
Bhandarkar, S M; Machaka, S A; Shete, S S; Kota, R N
2001-01-01
Reconstructing a physical map of a chromosome from a genomic library presents a central computational problem in genetics. Physical map reconstruction in the presence of errors is a problem of high computational complexity that provides the motivation for parallel computing. Parallelization strategies for a maximum-likelihood estimation-based approach to physical map reconstruction are presented. The estimation procedure entails a gradient descent search for determining the optimal spacings between probes for a given probe ordering. The optimal probe ordering is determined using a stochastic optimization algorithm such as simulated annealing or microcanonical annealing. A two-level parallelization strategy is proposed wherein the gradient descent search is parallelized at the lower level and the stochastic optimization algorithm is simultaneously parallelized at the higher level. Implementation and experimental results on a distributed-memory multiprocessor cluster running the parallel virtual machine (PVM) environment are presented using simulated and real hybridization data. PMID:11238392
NASA Astrophysics Data System (ADS)
Chou, Heng-Chih; Wang, David
2007-11-01
We investigate the performance of a default risk model based on the barrier option framework with maximum likelihood estimation. We provide empirical validation of the model by showing that implied default barriers are statistically significant for a sample of construction firms in Taiwan over the period 1994-2004. We find that our model dominates the commonly adopted models, Merton model, Z-score model and ZETA model. Moreover, we test the n-year-ahead prediction performance of the model and find evidence that the prediction accuracy of the model improves as the forecast horizon decreases. Finally, we assess the effect of estimated default risk on equity returns and find that default risk is able to explain equity returns and that default risk is a variable worth considering in asset-pricing tests, above and beyond size and book-to-market.
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.
NASA Astrophysics Data System (ADS)
Kojima, Yohei; Takeda, Kazuaki; Adachi, Fumiyuki
Frequency-domain equalization (FDE) based on the minimum mean square error (MMSE) criterion can provide better downlink bit error rate (BER) performance of direct sequence code division multiple access (DS-CDMA) than the conventional rake combining in a frequency-selective fading channel. FDE requires accurate channel estimation. In this paper, we propose a new 2-step maximum likelihood channel estimation (MLCE) for DS-CDMA with FDE in a very slow frequency-selective fading environment. The 1st step uses the conventional pilot-assisted MMSE-CE and the 2nd step carries out the MLCE using decision feedback from the 1st step. The BER performance improvement achieved by 2-step MLCE over pilot assisted MMSE-CE is confirmed by computer simulation.
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.
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.] PMID:27499547
Galili, Tal; Meilijson, Isaac
2016-01-02
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.].
Sparse array 3-D ISAR imaging based on maximum likelihood estimation and CLEAN technique.
Ma, Changzheng; Yeo, Tat Soon; Tan, Chee Seng; Tan, Hwee Siang
2010-08-01
Large 2-D sparse array provides high angular resolution microwave images but artifacts are also induced by the high sidelobes of the beam pattern, thus, limiting its dynamic range. CLEAN technique has been used in the literature to extract strong scatterers for use in subsequent signal cancelation (artifacts removal). However, the performance of DFT parameters estimation based CLEAN algorithm for the estimation of the signal amplitudes is known to be poor, and this affects the signal cancelation. In this paper, DFT is used only to provide the initial estimates, and the maximum likelihood parameters estimation method with steepest descent implementation is then used to improve the precision of the calculated scatterers positions and amplitudes. Time domain information is also used to reduce the sidelobe levels. As a result, clear, artifact-free images could be obtained. The effects of multiple reflections and rotation speed estimation error are also discussed. The proposed method has been verified using numerical simulations and it has been shown to be effective.
Bolboacă, Sorana; Jäntschi, Lorentz
2005-01-01
Likelihood Ratio medical key parameters calculated on categorical results from diagnostic tests are usually express accompanied with their confidence intervals, computed using the normal distribution approximation of binomial distribution. The approximation creates known anomalies,especially for limit cases. In order to improve the quality of estimation, four new methods (called here RPAC, RPAC0, RPAC1, and RPAC2) were developed and compared with the classical method (called here RPWald), using an exact probability calculation algorithm.Computer implementations of the methods use the PHP language. We defined and implemented the functions of the four new methods and the five criterions of confidence interval assessment. The experiments run for samples sizes which vary in 14 - 34 range, 90 - 100 range (0 < X < m, 0< Y < n), as well as for random numbers for samples sizes (4m, n likelihood ratios.
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.
Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information
NASA Technical Reports Server (NTRS)
Howell, L. W.
2002-01-01
A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from
NASA Astrophysics Data System (ADS)
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.
1984-10-01
and second Fr~ chet derivatives of 3(v) 1 n L(v) are given by (Tapia, 1971) n d I n(xi) n (1- d )I X I iv MxZ) ’-t)dt -2 < v,rn and n d 2. (X-n j~i (v)i...8217 first APLE; SurvivaZ e.t..a- tion; Random censor-hip; Nonparaet"c density estimation; Reliability. AB STRACT D Based on arbitrarily right-censored...functional 0: H(n) -I R. Given the arbitrarily right-censored sample (xi,dt), i11,2,... ,n, the #-penalized likelihood of v c H(n) is defined by %I n d
A new maximum-likelihood change estimator for two-pass SAR coherent change detection
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Jr., Charles V.; ...
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
Dong, Tuochuan; Tian, Lili
2015-01-01
Many disease processes can be divided into three stages: the non-diseased stage: the early diseased stage, and the fully diseased stage. To assess the accuracy of diagnostic tests for such diseases, various summary indexes have been proposed, such as volume under the surface (VUS), partial volume under the surface (PVUS), and the sensitivity to the early diseased stage given specificity and the sensitivity to the fully diseased stage (P2). This paper focuses on confidence interval estimation for P2 based on empirical likelihood. Simulation studies are carried out to assess the performance of the new methods compared to the existing parametric and nonparametric ones. A real dataset from Alzheimer's Disease Neuroimaging Initiative (ADNI) is analyzed.
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.
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.
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
Decker, Anna L; Hubbard, Alan; Crespi, Catherine M; Seto, Edmund Y W; Wang, May C
2014-03-01
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
Bromaghin, Jeffrey; Gates, Kenneth S.; Palmer, Douglas E.
2010-01-01
Many fisheries for Pacific salmon Oncorhynchus spp. are actively managed to meet escapement goal objectives. In fisheries where the demand for surplus production is high, an extensive assessment program is needed to achieve the opposing objectives of allowing adequate escapement and fully exploiting the available surplus. Knowledge of abundance is a critical element of such assessment programs. Abundance estimation using mark—recapture experiments in combination with telemetry has become common in recent years, particularly within Alaskan river systems. Fish are typically captured and marked in the lower river while migrating in aggregations of individuals from multiple populations. Recapture data are obtained using telemetry receivers that are co-located with abundance assessment projects near spawning areas, which provide large sample sizes and information on population-specific mark rates. When recapture data are obtained from multiple populations, unequal mark rates may reflect a violation of the assumption of homogeneous capture probabilities. A common analytical strategy is to test the hypothesis that mark rates are homogeneous and combine all recapture data if the test is not significant. However, mark rates are often low, and a test of homogeneity may lack sufficient power to detect meaningful differences among populations. In addition, differences among mark rates may provide information that could be exploited during parameter estimation. We present a temporally stratified mark—recapture model that permits capture probabilities and migratory timing through the capture area to vary among strata. Abundance information obtained from a subset of populations after the populations have segregated for spawning is jointly modeled with telemetry distribution data by use of a likelihood function. Maximization of the likelihood produces estimates of the abundance and timing of individual populations migrating through the capture area, thus yielding
NASA Astrophysics Data System (ADS)
Aioanei, Daniel; Samorì, Bruno; Brucale, Marco
2009-12-01
Single molecule force spectroscopy (SMFS) is extensively used to characterize the mechanical unfolding behavior of individual protein domains under applied force by pulling chimeric polyproteins consisting of identical tandem repeats. Constant velocity unfolding SMFS data can be employed to reconstruct the protein unfolding energy landscape and kinetics. The methods applied so far require the specification of a single stretching force increase function, either theoretically derived or experimentally inferred, which must then be assumed to accurately describe the entirety of the experimental data. The very existence of a suitable optimal force model, even in the context of a single experimental data set, is still questioned. Herein, we propose a maximum likelihood (ML) framework for the estimation of protein kinetic parameters which can accommodate all the established theoretical force increase models. Our framework does not presuppose the existence of a single force characteristic function. Rather, it can be used with a heterogeneous set of functions, each describing the protein behavior in the stretching time range leading to one rupture event. We propose a simple way of constructing such a set of functions via piecewise linear approximation of the SMFS force vs time data and we prove the suitability of the approach both with synthetic data and experimentally. Additionally, when the spontaneous unfolding rate is the only unknown parameter, we find a correction factor that eliminates the bias of the ML estimator while also reducing its variance. Finally, we investigate which of several time-constrained experiment designs leads to better estimators.
Estimating the likelihood of significant climate change with the NCAR 40-member ensemble
NASA Astrophysics Data System (ADS)
Foust, William Eliott
Increasing greenhouse gas concentrations are changing the radiative forcing on the climate system, and this forcing will be the key driver of climate change over the 21st century. One of the most pressing questions associated with climate change is whether certain aspects of the climate system will change significantly. Climate ensembles are often used to estimate the probability of significant climate change, but they struggle to produce accurate estimates of significant climate change because they sometimes require more realizations than what is feasible to produce. Additionally, the ensemble mean suggests how the climate will respond to an external forcing, but since it filters out the variability, it cannot determine if the response is significant. In this study, the NCAR CCSM 40-member ensemble and a lag-1 autoregressive model (AR1 model) are used to estimate the likelihood that climate trends will be significant. The AR1 model generates an analytic solution for what the distribution of trends should be if the NCAR model was run an infinite number of times. The analytical solution produced by the AR1 model is used to assess the significance of future climate trends. The results of this study demonstrate that an AR1 model can aid in making a probabilistic forecast. Additionally, the results give insight into the certainty of the trends in the surface temperature field, precipitation field, and atmospheric circulation, the probability of climate trends being significant, and whether the significance of climate trends is dependent on the internal variability or anthropogenic forcing.
Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density.
Balabdaoui, Fadoua; Rufibach, Kaspar; Wellner, Jon A
2009-06-01
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, i.e. a density of the form f(0) = exp varphi(0) where varphi(0) is a concave function on R. Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (2006) and Dümbgen and Rufibach (2007). The characterization of the log-concave MLE in terms of distribution functions is the same (up to sign) as the characterization of the least squares estimator of a convex density on [0, infinity) as studied by Groeneboom, Jongbloed and Wellner (2001b). We use this connection to show that the limiting distributions of the MLE and its derivative are, under comparable smoothness assumptions, the same (up to sign) as in the convex density estimation problem. In particular, changing the smoothness assumptions of Groeneboom, Jongbloed and Wellner (2001b) slightly by allowing some higher derivatives to vanish at the point of interest, we find that the pointwise limiting distributions depend on the second and third derivatives at 0 of H(k), the "lower invelope" of an integrated Brownian motion process minus a drift term depending on the number of vanishing derivatives of varphi(0) = log f(0) at the point of interest. We also establish the limiting distribution of the resulting estimator of the mode M(f(0)) and establish a new local asymptotic minimax lower bound which shows the optimality of our mode estimator in terms of both rate of convergence and dependence of constants on population values.
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.
Concept for estimating mitochondrial DNA haplogroups using a maximum likelihood approach (EMMA)☆
Röck, Alexander W.; Dür, Arne; van Oven, Mannis; Parson, Walther
2013-01-01
The assignment of haplogroups to mitochondrial DNA haplotypes contributes substantial value for quality control, not only in forensic genetics but also in population and medical genetics. The availability of Phylotree, a widely accepted phylogenetic tree of human mitochondrial DNA lineages, led to the development of several (semi-)automated software solutions for haplogrouping. However, currently existing haplogrouping tools only make use of haplogroup-defining mutations, whereas private mutations (beyond the haplogroup level) can be additionally informative allowing for enhanced haplogroup assignment. This is especially relevant in the case of (partial) control region sequences, which are mainly used in forensics. The present study makes three major contributions toward a more reliable, semi-automated estimation of mitochondrial haplogroups. First, a quality-controlled database consisting of 14,990 full mtGenomes downloaded from GenBank was compiled. Together with Phylotree, these mtGenomes serve as a reference database for haplogroup estimates. Second, the concept of fluctuation rates, i.e. a maximum likelihood estimation of the stability of mutations based on 19,171 full control region haplotypes for which raw lane data is available, is presented. Finally, an algorithm for estimating the haplogroup of an mtDNA sequence based on the combined database of full mtGenomes and Phylotree, which also incorporates the empirically determined fluctuation rates, is brought forward. On the basis of examples from the literature and EMPOP, the algorithm is not only validated, but both the strength of this approach and its utility for quality control of mitochondrial haplotypes is also demonstrated. PMID:23948335
Maximum likelihood estimation of proton irradiated field and deposited dose distribution
Inaniwa, Taku; Kohno, Toshiyuki; Yamagata, Fumiko; Tomitani, Takehiro; Sato, Shinji; Kanazawa, Mitsutaka; Kanai, Tatsuaki; Urakabe, Eriko
2007-05-15
In proton therapy, it is important to evaluate the field irradiated with protons and the deposited dose distribution in a patient's body. Positron emitters generated through fragmentation reactions of target nuclei can be used for this purpose. By detecting the annihilation gamma rays from the positron emitters, the annihilation gamma ray distribution can be obtained which has information about the quantities essential to proton therapy. In this study, we performed irradiation experiments with mono-energetic proton beams of 160 MeV and the spread-out Bragg peak beams to three kinds of targets. The annihilation events were detected with a positron camera for 500 s after the irradiation and the annihilation gamma ray distributions were obtained. In order to evaluate the range and the position of distal and proximal edges of the SOBP, the maximum likelihood estimation (MLE) method was applied to the detected distributions. The evaluated values with the MLE method were compared with those estimated from the measured dose distributions. As a result, the ranges were determined with the difference between the MLE range and the experimental range less than 1.0 mm for all targets. For the SOBP beams, the positions of distal edges were determined with the difference less than 1.0 mm. On the other hand, the difference amounted to 7.9 mm for proximal edges.
Maximum likelihood estimation of proton irradiated field and deposited dose distribution.
Inaniwa, Taku; Kohno, Toshiyuki; Yamagata, Fumiko; Tomitani, Takehiro; Sato, Shinji; Kanazawa, Mitsutaka; Kanai, Tatsuaki; Urakabe, Eriko
2007-05-01
In proton therapy, it is important to evaluate the field irradiated with protons and the deposited dose distribution in a patient's body. Positron emitters generated through fragmentation reactions of target nuclei can be used for this purpose. By detecting the annihilation gamma rays from the positron emitters, the annihilation gamma ray distribution can be obtained which has information about the quantities essential to proton therapy. In this study, we performed irradiation experiments with mono-energetic proton beams of 160 MeV and the spread-out Bragg peak beams to three kinds of targets. The annihilation events were detected with a positron camera for 500 s after the irradiation and the annihilation gamma ray distributions were obtained. In order to evaluate the range and the position of distal and proximal edges of the SOBP, the maximum likelihood estimation (MLE) method was applied to the detected distributions. The evaluated values with the MLE method were compared with those estimated from the measured dose distributions. As a result, the ranges were determined with the difference between the MLE range and the experimental range less than 1.0 mm for all targets. For the SOBP beams, the positions of distal edges were determined with the difference less than 1.0 mm. On the other hand, the difference amounted to 7.9 mm for proximal edges.
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)
Zhao, Xiang; Lin, Jiming
2016-04-01
Image sensor-based visible light positioning can be applied not only to indoor environments but also to outdoor environments. To determine the performance bounds of the positioning accuracy from the view of statistical optimization for an outdoor image sensor-based visible light positioning system, we analyze and derive the maximum likelihood estimation and corresponding Cramér-Rao lower bounds of vehicle position, under the condition that the observation values of the light-emitting diode (LED) imaging points are affected by white Gaussian noise. For typical parameters of an LED traffic light and in-vehicle camera image sensor, simulation results show that accurate estimates are available, with positioning error generally less than 0.1 m at a communication distance of 30 m between the LED array transmitter and the camera receiver. With the communication distance being constant, the positioning accuracy depends on the number of LEDs used, the focal length of the lens, the pixel size, and the frame rate of the camera receiver.
Snary, Emma L; Ramnial, Vick; Breed, Andrew C; Stephenson, Ben; Field, Hume E; Fooks, Anthony R
2012-01-01
The genus Henipavirus includes Hendra virus (HeV) and Nipah virus (NiV), for which fruit bats (particularly those of the genus Pteropus) are considered to be the wildlife reservoir. The recognition of henipaviruses occurring across a wider geographic and host range suggests the possibility of the virus entering the United Kingdom (UK). To estimate the likelihood of henipaviruses entering the UK, a qualitative release assessment was undertaken. To facilitate the release assessment, the world was divided into four zones according to location of outbreaks of henipaviruses, isolation of henipaviruses, proximity to other countries where incidents of henipaviruses have occurred and the distribution of Pteropus spp. fruit bats. From this release assessment, the key findings are that the importation of fruit from Zone 1 and 2 and bat bushmeat from Zone 1 each have a Low annual probability of release of henipaviruses into the UK. Similarly, the importation of bat meat from Zone 2, horses and companion animals from Zone 1 and people travelling from Zone 1 and entering the UK was estimated to pose a Very Low probability of release. The annual probability of release for all other release routes was assessed to be Negligible. It is recommended that the release assessment be periodically re-assessed to reflect changes in knowledge and circumstances over time.
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.
Qualitative Release Assessment to Estimate the Likelihood of Henipavirus Entering the United Kingdom
Snary, Emma L.; Ramnial, Vick; Breed, Andrew C.; Stephenson, Ben; Field, Hume E.; Fooks, Anthony R.
2012-01-01
The genus Henipavirus includes Hendra virus (HeV) and Nipah virus (NiV), for which fruit bats (particularly those of the genus Pteropus) are considered to be the wildlife reservoir. The recognition of henipaviruses occurring across a wider geographic and host range suggests the possibility of the virus entering the United Kingdom (UK). To estimate the likelihood of henipaviruses entering the UK, a qualitative release assessment was undertaken. To facilitate the release assessment, the world was divided into four zones according to location of outbreaks of henipaviruses, isolation of henipaviruses, proximity to other countries where incidents of henipaviruses have occurred and the distribution of Pteropus spp. fruit bats. From this release assessment, the key findings are that the importation of fruit from Zone 1 and 2 and bat bushmeat from Zone 1 each have a Low annual probability of release of henipaviruses into the UK. Similarly, the importation of bat meat from Zone 2, horses and companion animals from Zone 1 and people travelling from Zone 1 and entering the UK was estimated to pose a Very Low probability of release. The annual probability of release for all other release routes was assessed to be Negligible. It is recommended that the release assessment be periodically re-assessed to reflect changes in knowledge and circumstances over time. PMID:22328916
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.
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
Laurence, T; Chromy, B
2009-11-10
Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE
Curiale, Ariel H; Vegas-Sánchez-Ferrero, Gonzalo; Bosch, Johan G; Aja-Fernández, Santiago
2015-08-01
The strain and strain-rate measures are commonly used for the analysis and assessment of regional myocardial function. In echocardiography (EC), the strain analysis became possible using Tissue Doppler Imaging (TDI). Unfortunately, this modality shows an important limitation: the angle between the myocardial movement and the ultrasound beam should be small to provide reliable measures. This constraint makes it difficult to provide strain measures of the entire myocardium. Alternative non-Doppler techniques such as Speckle Tracking (ST) can provide strain measures without angle constraints. However, the spatial resolution and the noisy appearance of speckle still make the strain estimation a challenging task in EC. Several maximum likelihood approaches have been proposed to statistically characterize the behavior of speckle, which results in a better performance of speckle tracking. However, those models do not consider common transformations to achieve the final B-mode image (e.g. interpolation). This paper proposes a new maximum likelihood approach for speckle tracking which effectively characterizes speckle of the final B-mode image. Its formulation provides a diffeomorphic scheme than can be efficiently optimized with a second-order method. The novelty of the method is threefold: First, the statistical characterization of speckle generalizes conventional speckle models (Rayleigh, Nakagami and Gamma) to a more versatile model for real data. Second, the formulation includes local correlation to increase the efficiency of frame-to-frame speckle tracking. Third, a probabilistic myocardial tissue characterization is used to automatically identify more reliable myocardial motions. The accuracy and agreement assessment was evaluated on a set of 16 synthetic image sequences for three different scenarios: normal, acute ischemia and acute dyssynchrony. The proposed method was compared to six speckle tracking methods. Results revealed that the proposed method is the most
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 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.
Nguyen, Hien D; Wood, Ian A
2016-03-01
Maximum pseudo-likelihood estimation (MPLE) is an attractive method for training fully visible Boltzmann machines (FVBMs) due to its computational scalability and the desirable statistical properties of the MPLE. No published algorithms for MPLE have been proven to be convergent or monotonic. In this note, we present an algorithm for the MPLE of FVBMs based on the block successive lower-bound maximization (BSLM) principle. We show that the BSLM algorithm monotonically increases the pseudo-likelihood values and that the sequence of BSLM estimates converges to the unique global maximizer of the pseudo-likelihood function. The relationship between the BSLM algorithm and the gradient ascent (GA) algorithm for MPLE of FVBMs is also discussed, and a convergence criterion for the GA algorithm is given.
Gang, Grace J.; Stayman, J. Webster; Zbijewski, Wojciech; Siewerdsen, Jeffrey H.
2014-08-15
Purpose: Nonstationarity is an important aspect of imaging performance in CT and cone-beam CT (CBCT), especially for systems employing iterative reconstruction. This work presents a theoretical framework for both filtered-backprojection (FBP) and penalized-likelihood (PL) reconstruction that includes explicit descriptions of nonstationary noise, spatial resolution, and task-based detectability index. Potential utility of the model was demonstrated in the optimal selection of regularization parameters in PL reconstruction. Methods: Analytical models for local modulation transfer function (MTF) and noise-power spectrum (NPS) were investigated for both FBP and PL reconstruction, including explicit dependence on the object and spatial location. For FBP, a cascaded systems analysis framework was adapted to account for nonstationarity by separately calculating fluence and system gains for each ray passing through any given voxel. For PL, the point-spread function and covariance were derived using the implicit function theorem and first-order Taylor expansion according toFessler [“Mean and variance of implicitly defined biased estimators (such as penalized maximum likelihood): Applications to tomography,” IEEE Trans. Image Process. 5(3), 493–506 (1996)]. Detectability index was calculated for a variety of simple tasks. The model for PL was used in selecting the regularization strength parameter to optimize task-based performance, with both a constant and a spatially varying regularization map. Results: Theoretical models of FBP and PL were validated in 2D simulated fan-beam data and found to yield accurate predictions of local MTF and NPS as a function of the object and the spatial location. The NPS for both FBP and PL exhibit similar anisotropic nature depending on the pathlength (and therefore, the object and spatial location within the object) traversed by each ray, with the PL NPS experiencing greater smoothing along directions with higher noise. The MTF of FBP
Nagelkerke, Nico; Fidler, Vaclav
2015-01-01
The problem of discrimination and classification is central to much of epidemiology. Here we consider the estimation of a logistic regression/discrimination function from training samples, when one of the training samples is subject to misclassification or mislabeling, e.g. diseased individuals are incorrectly classified/labeled as healthy controls. We show that this leads to zero-inflated binomial model with a defective logistic regression or discrimination function, whose parameters can be estimated using standard statistical methods such as maximum likelihood. These parameters can be used to estimate the probability of true group membership among those, possibly erroneously, classified as controls. Two examples are analyzed and discussed. A simulation study explores properties of the maximum likelihood parameter estimates and the estimates of the number of mislabeled observations. PMID:26474313
ERIC Educational Resources Information Center
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
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…
Wright, April M.; Hillis, David M.
2014-01-01
Despite the introduction of likelihood-based methods for estimating phylogenetic trees from phenotypic data, parsimony remains the most widely-used optimality criterion for building trees from discrete morphological data. However, it has been known for decades that there are regions of solution space in which parsimony is a poor estimator of tree topology. Numerous software implementations of likelihood-based models for the estimation of phylogeny from discrete morphological data exist, especially for the Mk model of discrete character evolution. Here we explore the efficacy of Bayesian estimation of phylogeny, using the Mk model, under conditions that are commonly encountered in paleontological studies. Using simulated data, we describe the relative performances of parsimony and the Mk model under a range of realistic conditions that include common scenarios of missing data and rate heterogeneity. PMID:25279853
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)
DeRamus, Thomas P.; Kana, Rajesh K.
2014-01-01
Autism spectrum disorders (ASD) are characterized by impairments in social communication and restrictive, repetitive behaviors. While behavioral symptoms are well-documented, investigations into the neurobiological underpinnings of ASD have not resulted in firm biomarkers. Variability in findings across structural neuroimaging studies has contributed to difficulty in reliably characterizing the brain morphology of individuals with ASD. These inconsistencies may also arise from the heterogeneity of ASD, and wider age-range of participants included in MRI studies and in previous meta-analyses. To address this, the current study used coordinate-based anatomical likelihood estimation (ALE) analysis of 21 voxel-based morphometry (VBM) studies examining high-functioning individuals with ASD, resulting in a meta-analysis of 1055 participants (506 ASD, and 549 typically developing individuals). Results consisted of grey, white, and global differences in cortical matter between the groups. Modeled anatomical maps consisting of concentration, thickness, and volume metrics of grey and white matter revealed clusters suggesting age-related decreases in grey and white matter in parietal and inferior temporal regions of the brain in ASD, and age-related increases in grey matter in frontal and anterior-temporal regions. White matter alterations included fiber tracts thought to play key roles in information processing and sensory integration. Many current theories of pathobiology ASD suggest that the brains of individuals with ASD may have less-functional long-range (anterior-to-posterior) connections. Our findings of decreased cortical matter in parietal–temporal and occipital regions, and thickening in frontal cortices in older adults with ASD may entail altered cortical anatomy, and neurodevelopmental adaptations. PMID:25844306
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
Ellison-Wright, Ian; Glahn, David C.; Laird, Angela R.; Thelen, Sarah M.; Bullmore, Ed
2010-01-01
Objective The authors sought to map gray matter changes in first-episode schizophrenia and to compare these with the changes in chronic schizophrenia. They postulated that the data would show a progression of changes from hippocampal deficits in first-episode schizophrenia to include volume reductions in the amygdala and cortical gray matter in chronic schizophrenia. Method A systematic search was conducted for voxel-based structural MRI studies of patients with first-episode schizophrenia and chronic schizophrenia in relation to comparison groups. Meta-analyses of the coordinates of gray matter differences were carried out using anatomical likelihood estimation. Maps of gray matter changes were constructed, and subtraction meta-analysis was used to compare them. Results A total of 27 articles were identified for inclusion in the meta-analyses. A marked correspondence was observed in regions affected by both first-episode schizophrenia and chronic schizophrenia, including gray matter decreases in the thalamus, the left uncus/amygdala region, the insula bilaterally, and the anterior cingulate. In the comparison of first-episode schizophrenia and chronic schizophrenia, decreases in gray matter volume were detected in first-episode schizophrenia but not in chronic schizophrenia in the caudate head bilaterally; decreases were more widespread in cortical regions in chronic schizophrenia. Conclusions Anatomical changes in first-episode schizophrenia broadly coincide with a basal ganglia-thalamocortical circuit. These changes include bilateral reductions in caudate head gray matter, which are absent in chronic schizophrenia. Comparing first-episode schizophrenia and chronic schizophrenia, the authors did not find evidence for the temporolimbic progression of pathology from hippocampus to amygdala, but there was evidence for progression of cortical changes. PMID:18381902
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.
DeRamus, Thomas P; Kana, Rajesh K
2015-01-01
Autism spectrum disorders (ASD) are characterized by impairments in social communication and restrictive, repetitive behaviors. While behavioral symptoms are well-documented, investigations into the neurobiological underpinnings of ASD have not resulted in firm biomarkers. Variability in findings across structural neuroimaging studies has contributed to difficulty in reliably characterizing the brain morphology of individuals with ASD. These inconsistencies may also arise from the heterogeneity of ASD, and wider age-range of participants included in MRI studies and in previous meta-analyses. To address this, the current study used coordinate-based anatomical likelihood estimation (ALE) analysis of 21 voxel-based morphometry (VBM) studies examining high-functioning individuals with ASD, resulting in a meta-analysis of 1055 participants (506 ASD, and 549 typically developing individuals). Results consisted of grey, white, and global differences in cortical matter between the groups. Modeled anatomical maps consisting of concentration, thickness, and volume metrics of grey and white matter revealed clusters suggesting age-related decreases in grey and white matter in parietal and inferior temporal regions of the brain in ASD, and age-related increases in grey matter in frontal and anterior-temporal regions. White matter alterations included fiber tracts thought to play key roles in information processing and sensory integration. Many current theories of pathobiology ASD suggest that the brains of individuals with ASD may have less-functional long-range (anterior-to-posterior) connections. Our findings of decreased cortical matter in parietal-temporal and occipital regions, and thickening in frontal cortices in older adults with ASD may entail altered cortical anatomy, and neurodevelopmental adaptations.
Laval, Guillaume; SanCristobal, Magali; Chevalet, Claude
2003-01-01
Maximum-likelihood and Bayesian (MCMC algorithm) estimates of the increase of the Wright-Malécot inbreeding coefficient, F(t), between two temporally spaced samples, were developed from the Dirichlet approximation of allelic frequency distribution (model MD) and from the admixture of the Dirichlet approximation and the probabilities of fixation and loss of alleles (model MDL). Their accuracy was tested using computer simulations in which F(t) = 10% or less. The maximum-likelihood method based on the model MDL was found to be the best estimate of F(t) provided that initial frequencies are known exactly. When founder frequencies are estimated from a limited set of founder animals, only the estimates based on the model MD can be used for the moment. In this case no method was found to be the best in all situations investigated. The likelihood and Bayesian approaches give better results than the classical F-statistics when markers exhibiting a low polymorphism (such as the SNP markers) are used. Concerning the estimations of the effective population size all the new estimates presented here were found to be better than the F-statistics classically used. PMID:12871924
NASA Technical Reports Server (NTRS)
Peters, B. C., Jr.; Walker, H. F.
1976-01-01
The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.
Lui, Kung-Jong
2015-07-15
A random effects logistic regression model is proposed for an incomplete block crossover trial comparing three treatments when the underlying patient response is dichotomous. On the basis of the conditional distributions, the conditional maximum likelihood estimator for the relative effect between treatments and its estimated asymptotic standard error are derived. Asymptotic interval estimator and exact interval estimator are also developed. Monte Carlo simulation is used to evaluate the performance of these estimators. Both asymptotic and exact interval estimators are found to perform well in a variety of situations. When the number of patients is small, the exact interval estimator with assuring the coverage probability larger than or equal to the desired confidence level can be especially of use. The data taken from a crossover trial comparing the low and high doses of an analgesic with a placebo for the relief of pain in primary dysmenorrhea are used to illustrate the use of estimators and the potential usefulness of the incomplete block crossover design.
NASA Astrophysics Data System (ADS)
Dang, H.; Wang, A. S.; Sussman, Marc S.; Siewerdsen, J. H.; Stayman, J. W.
2014-09-01
Sequential imaging studies are conducted in many clinical scenarios. Prior images from previous studies contain a great deal of patient-specific anatomical information and can be used in conjunction with subsequent imaging acquisitions to maintain image quality while enabling radiation dose reduction (e.g., through sparse angular sampling, reduction in fluence, etc). However, patient motion between images in such sequences results in misregistration between the prior image and current anatomy. Existing prior-image-based approaches often include only a simple rigid registration step that can be insufficient for capturing complex anatomical motion, introducing detrimental effects in subsequent image reconstruction. In this work, we propose a joint framework that estimates the 3D deformation between an unregistered prior image and the current anatomy (based on a subsequent data acquisition) and reconstructs the current anatomical image using a model-based reconstruction approach that includes regularization based on the deformed prior image. This framework is referred to as deformable prior image registration, penalized-likelihood estimation (dPIRPLE). Central to this framework is the inclusion of a 3D B-spline-based free-form-deformation model into the joint registration-reconstruction objective function. The proposed framework is solved using a maximization strategy whereby alternating updates to the registration parameters and image estimates are applied allowing for improvements in both the registration and reconstruction throughout the optimization process. Cadaver experiments were conducted on a cone-beam CT testbench emulating a lung nodule surveillance scenario. Superior reconstruction accuracy and image quality were demonstrated using the dPIRPLE algorithm as compared to more traditional reconstruction methods including filtered backprojection, penalized-likelihood estimation (PLE), prior image penalized-likelihood estimation (PIPLE) without registration, and
Dang, H.; Wang, A. S.; Sussman, Marc S.; Siewerdsen, J. H.; Stayman, J. W.
2014-01-01
Sequential imaging studies are conducted in many clinical scenarios. Prior images from previous studies contain a great deal of patient-specific anatomical information and can be used in conjunction with subsequent imaging acquisitions to maintain image quality while enabling radiation dose reduction (e.g., through sparse angular sampling, reduction in fluence, etc.). However, patient motion between images in such sequences results in misregistration between the prior image and current anatomy. Existing prior-image-based approaches often include only a simple rigid registration step that can be insufficient for capturing complex anatomical motion, introducing detrimental effects in subsequent image reconstruction. In this work, we propose a joint framework that estimates the 3D deformation between an unregistered prior image and the current anatomy (based on a subsequent data acquisition) and reconstructs the current anatomical image using a model-based reconstruction approach that includes regularization based on the deformed prior image. This framework is referred to as deformable prior image registration, penalized-likelihood estimation (dPIRPLE). Central to this framework is the inclusion of a 3D B-spline-based free-form-deformation model into the joint registration-reconstruction objective function. The proposed framework is solved using a maximization strategy whereby alternating updates to the registration parameters and image estimates are applied allowing for improvements in both the registration and reconstruction throughout the optimization process. Cadaver experiments were conducted on a cone-beam CT testbench emulating a lung nodule surveillance scenario. Superior reconstruction accuracy and image quality were demonstrated using the dPIRPLE algorithm as compared to more traditional reconstruction methods including filtered backprojection, penalized-likelihood estimation (PLE), prior image penalized-likelihood estimation (PIPLE) without registration
Reconstruction of difference in sequential CT studies using penalized likelihood estimation
Pourmorteza, A; Dang, H; Siewerdsen, J H; Stayman, J W
2016-01-01
Characterization of anatomical change and other differences is important in sequential computed tomography (CT) imaging, where a high-fidelity patient-specific prior image is typically present, but is not used, in the reconstruction of subsequent anatomical states. Here, we introduce a penalized likelihood (PL) method called reconstruction of difference (RoD) to directly reconstruct a difference image volume using both the current projection data and the (unregistered) prior image integrated into the forward model for the measurement data. The algorithm utilizes an alternating minimization to find both the registration and reconstruction estimates. This formulation allows direct control over the image properties of the difference image, permitting regularization strategies that inhibit noise and structural differences due to inconsistencies between the prior image and the current data.Additionally, if the change is known to be local, RoD allows local acquisition and reconstruction, as opposed to traditional model-based approaches that require a full support field of view (or other modifications). We compared the performance of RoD to a standard PL algorithm, in simulation studies and using test-bench cone-beam CT data. The performances of local and global RoD approaches were similar, with local RoD providing a significant computational speedup. In comparison across a range of data with differing fidelity, the local RoD approach consistently showed lower error (with respect to a truth image) than PL in both noisy data and sparsely sampled projection scenarios. In a study of the prior image registration performance of RoD, a clinically reasonable capture ranges were demonstrated. Lastly, the registration algorithm had a broad capture range and the error for reconstruction of CT data was 35% and 20% less than filtered back-projection for RoD and PL, respectively. The RoD has potential for delivering high-quality difference images in a range of sequential clinical
Jin, Shaobo; Yang-Wallentin, Fan; Christoffersson, Anders
2015-05-15
A multi-group factor model is suitable for data originating from different strata. However, it often requires a relatively large sample size to avoid numerical issues such as non-convergence and non-positive definite covariance matrices. An alternative is to pool data from different groups in which a single-group factor model is fitted to the pooled data using maximum likelihood. In this paper, properties of pseudo-maximum likelihood (PML) estimators for pooled data are studied. The pooled data are assumed to be normally distributed from a single group. The resulting asymptotic efficiency of the PML estimators of factor loadings is compared with that of the multi-group maximum likelihood estimators. The effect of pooling is investigated through a two-group factor model. The variances of factor loadings for the pooled data are underestimated under the normal theory when error variances in the smaller group are larger. Underestimation is due to dependence between the pooled factors and pooled error terms. Small-sample properties of the PML estimators are also investigated using a Monte Carlo study.
NASA Technical Reports Server (NTRS)
Parrish, R. V.; Steinmetz, G. G.
1972-01-01
A method of parameter extraction for stability and control derivatives of aircraft from flight test data, implementing maximum likelihood estimation, has been developed and successfully applied to actual lateral flight test data from a modern sophisticated jet fighter. This application demonstrates the important role played by the analyst in combining engineering judgment and estimator statistics to yield meaningful results. During the analysis, the problems of uniqueness of the extracted set of parameters and of longitudinal coupling effects were encountered and resolved. The results for all flight runs are presented in tabular form and as time history comparisons between the estimated states and the actual flight test data.
Banerjee, Buddhananda; Biswas, Atanu
2014-01-01
Use of surrogate outcome to improve the inference in biomedical problems is an area of growing interest. Here, we consider a setup where both the true and surrogate endpoints are binary and we observe all the surrogate endpoints along with a few true endpoints. In a two-treatment setup we study the surrogate-augmented Mantel-Haenszel estimator based on observations from different groups when the group effect is present. We compare the Mantel-Haenszel estimator with the one obtained by maximizing profile likelihood in a surrogate augmented setup. We observe that the performances of these estimators are very close.
Lubnau, D G
1977-01-01
The equation for the maximum likelihood estimate of target angle is derived for a conical scan tracking system when the target produces speckle and Gaussian noise is present. Operation with a direct detection receiver is assumed with the average photon flux large enough so that the discrete nature of photoelectric events may be ignored. For large average SNRs, the estimate is shown to be unbiased and the variance of the estimate limited by both the average SNR and the number of degrees of freedom of the detected field.
Maximum Likelihood Estimation of Nonlinear Structural Equation Models with Ignorable Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum; Song, Xin-Yuan; Lee, John C. K.
2003-01-01
The existing maximum likelihood theory and its computer software in structural equation modeling are established on the basis of linear relationships among latent variables with fully observed data. However, in social and behavioral sciences, nonlinear relationships among the latent variables are important for establishing more meaningful models…
Lele, Subhash R; Dennis, Brian; Lutscher, Frithjof
2007-07-01
We introduce a new statistical computing method, called data cloning, to calculate maximum likelihood estimates and their standard errors for complex ecological models. Although the method uses the Bayesian framework and exploits the computational simplicity of the Markov chain Monte Carlo (MCMC) algorithms, it provides valid frequentist inferences such as the maximum likelihood estimates and their standard errors. The inferences are completely invariant to the choice of the prior distributions and therefore avoid the inherent subjectivity of the Bayesian approach. The data cloning method is easily implemented using standard MCMC software. Data cloning is particularly useful for analysing ecological situations in which hierarchical statistical models, such as state-space models and mixed effects models, are appropriate. We illustrate the method by fitting two nonlinear population dynamics models to data in the presence of process and observation noise.
Bouhrara, Mustapha; Bonny, Jean-Marie; Ashinsky, Beth G; Maring, Michael C; Spencer, Richard G
2017-01-01
Denoising of magnetic resonance (MR) images enhances diagnostic accuracy, the quality of image manipulations such as registration and segmentation, and parameter estimation. The first objective of this paper is to introduce a new, high-performance, nonlocal filter for noise reduction in MR image sets consisting of progressively-weighted, that is, multispectral, images. This filter is a multispectral extension of the nonlocal maximum likelihood filter (NLML). Performance was evaluated on synthetic and in-vivo T2 - and T1 -weighted brain imaging data, and compared to the nonlocal-means (NLM) and its multispectral version, that is, MS-NLM, and the nonlocal maximum likelihood (NLML) filters. Visual inspection of filtered images and quantitative analyses showed that all filters provided substantial reduction of noise. Further, as expected, the use of multispectral information improves filtering quality. In addition, numerical and experimental analyses indicated that the new multispectral NLML filter, MS-NLML, demonstrated markedly less blurring and loss of image detail than seen with the other filters evaluated. In addition, since noise standard deviation (SD) is an important parameter for all of these nonlocal filters, a multispectral extension of the method of maximum likelihood estimation (MLE) of noise amplitude is presented and compared to both local and nonlocal MLE methods. Numerical and experimental analyses indicated the superior performance of this multispectral method for estimation of noise SD.
1986-01-01
Polyteci IUtba DTIC INSIECTED p; 6 5% Js. * - r . S- .rm r..,w-rg J wrr T Ir: V, W v WVr W w r f WV rWWwWV my~f w SM w%%ir I Doo~msntatlan for Self...distributiJon, logistic di iin a-,ssian distribution, generalized likelihood, model- critica . analys is, regression models, parametric proportional hazard
Pirracchio, Romain; Yue, John K; Manley, Geoffrey T; van der Laan, Mark J; Hubbard, Alan E
2016-06-29
Standard statistical practice used for determining the relative importance of competing causes of disease typically relies on ad hoc methods, often byproducts of machine learning procedures (stepwise regression, random forest, etc.). Causal inference framework and data-adaptive methods may help to tailor parameters to match the clinical question and free one from arbitrary modeling assumptions. Our focus is on implementations of such semiparametric methods for a variable importance measure (VIM). We propose a fully automated procedure for VIM based on collaborative targeted maximum likelihood estimation (cTMLE), a method that optimizes the estimate of an association in the presence of potentially numerous competing causes. We applied the approach to data collected from traumatic brain injury patients, specifically a prospective, observational study including three US Level-1 trauma centers. The primary outcome was a disability score (Glasgow Outcome Scale - Extended (GOSE)) collected three months post-injury. We identified clinically important predictors among a set of risk factors using a variable importance analysis based on targeted maximum likelihood estimators (TMLE) and on cTMLE. Via a parametric bootstrap, we demonstrate that the latter procedure has the potential for robust automated estimation of variable importance measures based upon machine-learning algorithms. The cTMLE estimator was associated with substantially less positivity bias as compared to TMLE and larger coverage of the 95% CI. This study confirms the power of an automated cTMLE procedure that can target model selection via machine learning to estimate VIMs in complicated, high-dimensional data.
NASA Astrophysics Data System (ADS)
Morse, Brad S.; Pohll, Greg; Huntington, Justin; Rodriguez Castillo, Ramiro
2003-06-01
In 1992, Mexican researchers discovered concentrations of arsenic in excess of World Heath Organization (WHO) standards in several municipal wells in the Zimapan Valley of Mexico. This study describes a method to delineate a capture zone for one of the most highly contaminated wells to aid in future well siting. A stochastic approach was used to model the capture zone because of the high level of uncertainty in several input parameters. Two stochastic techniques were performed and compared: "standard" Monte Carlo analysis and the generalized likelihood uncertainty estimator (GLUE) methodology. The GLUE procedure differs from standard Monte Carlo analysis in that it incorporates a goodness of fit (termed a likelihood measure) in evaluating the model. This allows for more information (in this case, head data) to be used in the uncertainty analysis, resulting in smaller prediction uncertainty. Two likelihood measures are tested in this study to determine which are in better agreement with the observed heads. While the standard Monte Carlo approach does not aid in parameter estimation, the GLUE methodology indicates best fit models when hydraulic conductivity is approximately 10-6.5 m/s, with vertically isotropic conditions and large quantities of interbasin flow entering the basin. Probabilistic isochrones (capture zone boundaries) are then presented, and as predicted, the GLUE-derived capture zones are significantly smaller in area than those from the standard Monte Carlo approach.
Berthier, Pierre; Beaumont, Mark A; Cornuet, Jean-Marie; Luikart, Gordon
2002-01-01
A new genetic estimator of the effective population size (N(e)) is introduced. This likelihood-based (LB) estimator uses two temporally spaced genetic samples of individuals from a population. We compared its performance to that of the classical F-statistic-based N(e) estimator (N(eFk)) by using data from simulated populations with known N(e) and real populations. The new likelihood-based estimator (N(eLB)) showed narrower credible intervals and greater accuracy than (N(eFk)) when genetic drift was strong, but performed only slightly better when genetic drift was relatively weak. When drift was strong (e.g., N(e) = 20 for five generations), as few as approximately 10 loci (heterozygosity of 0.6; samples of 30 individuals) are sufficient to consistently achieve credible intervals with an upper limit <50 using the LB method. In contrast, approximately 20 loci are required for the same precision when using the classical F-statistic approach. The N(eLB) estimator is much improved over the classical method when there are many rare alleles. It will be especially useful in conservation biology because it less often overestimates N(e) than does N(eLB) and thus is less likely to erroneously suggest that a population is large and has a low extinction risk. PMID:11861575
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.
NASA Astrophysics Data System (ADS)
Phien, Huynh Ngoc; Fang, Tsu-Shang Emma
1989-01-01
The General Extreme Value (GEV) distribution has become increasingly popular, as has the use of historic information, in flood frequency analysis during recent years. Both call for a systematic investigation of the properties of the maximum likelihood (ML) estimators obtained from censored samples. In this study, such an investigation was made for the type-1 censoring believed to be more frequently encountered in practical situations. All the mathematical equations needed for obtaining the ML estimators of the parameters and the quantiles (represented by the T- year event) were derived and Monte Carlo experiments were carried out to determine their sampling properties. It was found that censoring may reduce the bias of the parameter estimators but does not necessarily increase the variances. It was also found that the variances-covariances of the parameter estimators, and hence the variance of the T- year event, are better approximated by using the observed rather than the Fisher information matrix.
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.
Activities: Visualization, Estimation, Computation.
ERIC Educational Resources Information Center
Maletsky, Evan M.
1982-01-01
The material is designed to help students build a cone model, visualize how its dimensions change as its shape changes, estimate maximum volume position, and develop problem-solving skills. Worksheets designed for duplication for classroom use are included. Part of the activity involves student analysis of a BASIC program. (MP)
Maximum Likelihood, Profile Likelihood, and Penalized Likelihood: A Primer
Cole, Stephen R.; Chu, Haitao; Greenland, Sander
2014-01-01
The method of maximum likelihood is widely used in epidemiology, yet many epidemiologists receive little or no education in the conceptual underpinnings of the approach. Here we provide a primer on maximum likelihood and some important extensions which have proven useful in epidemiologic research, and which reveal connections between maximum likelihood and Bayesian methods. For a given data set and probability model, maximum likelihood finds values of the model parameters that give the observed data the highest probability. As with all inferential statistical methods, maximum likelihood is based on an assumed model and cannot account for bias sources that are not controlled by the model or the study design. Maximum likelihood is nonetheless popular, because it is computationally straightforward and intuitive and because maximum likelihood estimators have desirable large-sample properties in the (largely fictitious) case in which the model has been correctly specified. Here, we work through an example to illustrate the mechanics of maximum likelihood estimation and indicate how improvements can be made easily with commercial software. We then describe recent extensions and generalizations which are better suited to observational health research and which should arguably replace standard maximum likelihood as the default method. PMID:24173548
Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang
2017-05-01
The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE1 and MLE2, respectively), and Greenwood approximation (MLEgw) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE1, the MLE2 and MLEgw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE2 and MLEgw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE2 and MLEgw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization.
Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood
Davenport, Clemontina A.; Maity, Arnab; Wu, Yichao
2015-01-01
Varying coefficient models allow us to generalize standard linear regression models to incorporate complex covariate effects by modeling the regression coefficients as functions of another covariate. For nonparametric varying coefficients, we can borrow the idea of parametrically guided estimation to improve asymptotic bias. In this paper, we develop a guided estimation procedure for the nonparametric varying coefficient models. Asymptotic properties are established for the guided estimators and a method of bandwidth selection via bias-variance tradeoff is proposed. We compare the performance of the guided estimator with that of the unguided estimator via both simulation and real data examples. PMID:26146469
Haker, Steven; Wells, William M.; Warfield, Simon K.; Talos, Ion-Florin; Bhagwat, Jui G.; Goldberg-Zimring, Daniel; Mian, Asim; Ohno-Machado, Lucila; Zou, Kelly H.
2010-01-01
In any medical domain, it is common to have more than one test (classifier) to diagnose a disease. In image analysis, for example, there is often more than one reader or more than one algorithm applied to a certain data set. Combining of classifiers is often helpful, but determining the way in which classifiers should be combined is not trivial. Standard strategies are based on learning classifier combination functions from data. We describe a simple strategy to combine results from classifiers that have not been applied to a common data set, and therefore can not undergo this type of joint training. The strategy, which assumes conditional independence of classifiers, is based on the calculation of a combined Receiver Operating Characteristic (ROC) curve, using maximum likelihood analysis to determine a combination rule for each ROC operating point. We offer some insights into the use of ROC analysis in the field of medical imaging. PMID:16685884
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…
Wang, Huai-Chun; Susko, Edward; Roger, Andrew J
2009-01-01
Background The covarion hypothesis of molecular evolution holds that selective pressures on a given amino acid or nucleotide site are dependent on the identity of other sites in the molecule that change throughout time, resulting in changes of evolutionary rates of sites along the branches of a phylogenetic tree. At the sequence level, covarion-like evolution at a site manifests as conservation of nucleotide or amino acid states among some homologs where the states are not conserved in other homologs (or groups of homologs). Covarion-like evolution has been shown to relate to changes in functions at sites in different clades, and, if ignored, can adversely affect the accuracy of phylogenetic inference. Results PROCOV (protein covarion analysis) is a software tool that implements a number of previously proposed covarion models of protein evolution for phylogenetic inference in a maximum likelihood framework. Several algorithmic and implementation improvements in this tool over previous versions make computationally expensive tree searches with covarion models more efficient and analyses of large phylogenomic data sets tractable. PROCOV can be used to identify covarion sites by comparing the site likelihoods under the covarion process to the corresponding site likelihoods under a rates-across-sites (RAS) process. Those sites with the greatest log-likelihood difference between a 'covarion' and an RAS process were found to be of functional or structural significance in a dataset of bacterial and eukaryotic elongation factors. Conclusion Covarion models implemented in PROCOV may be especially useful for phylogenetic estimation when ancient divergences between sequences have occurred and rates of evolution at sites are likely to have changed over the tree. It can also be used to study lineage-specific functional shifts in protein families that result in changes in the patterns of site variability among subtrees. PMID:19737395
Shen, Yi; Dai, Wei; Richards, Virginia M
2015-03-01
A MATLAB toolbox for the efficient estimation of the threshold, slope, and lapse rate of the psychometric function is described. The toolbox enables the efficient implementation of the updated maximum-likelihood (UML) procedure. The toolbox uses an object-oriented architecture for organizing the experimental variables and computational algorithms, which provides experimenters with flexibility in experimental design and data management. Descriptions of the UML procedure and the UML Toolbox are provided, followed by toolbox use examples. Finally, guidelines and recommendations of parameter configurations are given.
Rao, D C; Vogler, G P; McGue, M; Russell, J M
1987-01-01
A general method for maximum-likelihood estimation of familial correlations from pedigree data is presented. The method is applicable to any type of data structure, including pedigrees in which variable numbers of individuals are present within classes of relatives, data in which multiple phenotypic measures are obtained on each individual, and multiple group analyses in which some correlations are equated across groups. The method is applied to data on high-density lipoprotein cholesterol and total cholesterol levels obtained from participants in the Swedish Twin Family Study. Results indicate that there is strong familial resemblance for both traits but little cross-trait resemblance. PMID:3687943
Carlisle, Daren M.; Wolock, David M.; Howard, Jeannette K.; Grantham, Theodore E.; Fesenmyer, Kurt; Wieczorek, Michael
2016-01-01
The dataset contain estimates of natural monthly streamflow for 135,118 stream segments in California, USA, from 1950 to 2012. These estimates were made using statistical models described in Carlisle and others, 2016, Open File Report 2016-1189. Segments are identified per the medium resolution National Hydrography Dataset (NHD), Version 1. The dataset also contains observed monthly streamflows and estimates of natural monthly streamflows for 894 USGS stream gages in California, USA.
Lermer, Eva; Streicher, Bernhard; Sachs, Rainer; Raue, Martina; Frey, Dieter
2016-03-01
Recent findings on construal level theory (CLT) suggest that abstract thinking leads to a lower estimated probability of an event occurring compared to concrete thinking. We applied this idea to the risk context and explored the influence of construal level (CL) on the overestimation of small and underestimation of large probabilities for risk estimates concerning a vague target person (Study 1 and Study 3) and personal risk estimates (Study 2). We were specifically interested in whether the often-found overestimation of small probabilities could be reduced with abstract thinking, and the often-found underestimation of large probabilities was reduced with concrete thinking. The results showed that CL influenced risk estimates. In particular, a concrete mindset led to higher risk estimates compared to an abstract mindset for several adverse events, including events with small and large probabilities. This suggests that CL manipulation can indeed be used for improving the accuracy of lay people's estimates of small and large probabilities. Moreover, the results suggest that professional risk managers' risk estimates of common events (thus with a relatively high probability) could be improved by adopting a concrete mindset. However, the abstract manipulation did not lead managers to estimate extremely unlikely events more accurately. Potential reasons for different CL manipulation effects on risk estimates' accuracy between lay people and risk managers are discussed.
ERIC Educational Resources Information Center
Savalei, Victoria; Rhemtulla, Mijke
2012-01-01
Fraction of missing information [lambda][subscript j] is a useful measure of the impact of missing data on the quality of estimation of a particular parameter. This measure can be computed for all parameters in the model, and it communicates the relative loss of efficiency in the estimation of a particular parameter due to missing data. It has…
Estimating the likelihood of an eruption from a volcano with missing onsets in its record
NASA Astrophysics Data System (ADS)
Wang, Ting; Bebbington, Mark
2012-10-01
Historical eruption records are often incomplete, a problem which is exacerbated in dealing with catalogs derived from geologic records. We examine the problem of estimating the true (adjusted for missing observations) parameters and hence the hazard in a Weibull (or gamma) renewal model, which is commonly used to model time series of volcanic onsets. Robust regression, robust estimation using repeated medians, and results from the theory of inverses of thinned renewal processes failed to provide consistent estimates from simulated data. Hence we adopted a hidden Markov model framework, where the hidden state is a reflection of the number of missing onsets. This also allows for the completeness level of the record to be estimated, and offers a means of determining where in the record the missing observations are likely to be found. Tested on data from the Holocene record of Mt Taranaki, the preliminary estimates of completeness are 86-87% complete (record 7 ka — present) and 78-80% complete beyond that. These figures were independently verified using a model of tephra dispersal. The estimated present hazard is approximately 20% higher than estimated without allowing for missing data.
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.
Likelihood parameter estimation for calibrating a soil moisture using radar backscatter
Technology Transfer Automated Retrieval System (TEKTRAN)
Assimilating soil moisture information contained in synthetic aperture radar imagery into land surface model predictions can be done using a calibration, or parameter estimation, approach. The presence of speckle, however, necessitates aggregating backscatter measurements over large land areas in or...
A Path Following Algorithm for Sparse Pseudo-Likelihood Inverse Covariance Estimation (SPLICE)
2008-07-24
p, k = j + 1, . . . , p (19) Using convexity , The Karush-Kuhn-Tucker ( KKT ) conditions are necessary and sufficient to characterize a solution of...of large covariance matrices. Ledoit and Wolf (2004) present a shrinkage estimator that is the asymptotically optimal convex linear com- bination of...consistently estimated when the number of variables p is non -negligible in the comparison to the sample size n. As one example, it is a well-known fact that
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.
Reliable and computationally efficient maximum-likelihood estimation of “proper” binormal ROC curves
Pesce, Lorenzo L.; Metz, Charles E.
2009-01-01
Rationale and Objectives Estimation of ROC curves and their associated indices from experimental data can be problematic, especially in multi-reader, multi-case (MRMC) observer studies. Wilcoxon estimates of area under the curve (AUC) can be strongly biased with categorical data, whereas the conventional binormal ROC curve-fitting model may produce unrealistic fits. The “proper” binormal model (PBM) was introduced by Metz and Pan (1) to provide acceptable fits for both sturdy and problematic datasets, but other investigators found that its first software implementation was numerically unstable in some situations (2). Therefore, we created an entirely new algorithm to implement the PBM. Materials and Methods This paper describes in detail the new PBM curve-fitting algorithm, which was designed to perform successfully in all problematic situations encountered previously. Extensive testing was conducted also on a broad variety of simulated and real datasets. Windows, Linux, and Apple Macintosh OS X versions of the algorithm are available online at http://xray.bsd.uchicago.edu/krl/. Results Plots of fitted curves as well as summaries of AUC estimates and their standard errors are reported. The new algorithm never failed to converge and produced good fits for all of the several million datasets on which it was tested. For all but the most problematic datasets, the algorithm also produced very good estimates of AUC standard error. The AUC estimates compared well with Wilcoxon estimates for continuously -distributed data and are expected to be superior for categorical data. Conclusion This implementation of the PBM is reliable in a wide variety of ROC curve-fitting tasks. PMID:17574132
Process for estimating likelihood and confidence in post detonation nuclear forensics.
Darby, John L.; Craft, Charles M.
2014-07-01
Technical nuclear forensics (TNF) must provide answers to questions of concern to the broader community, including an estimate of uncertainty. There is significant uncertainty associated with post-detonation TNF. The uncertainty consists of a great deal of epistemic (state of knowledge) as well as aleatory (random) uncertainty, and many of the variables of interest are linguistic (words) and not numeric. We provide a process by which TNF experts can structure their process for answering questions and provide an estimate of uncertainty. The process uses belief and plausibility, fuzzy sets, and approximate reasoning.
1990-11-01
findings contained in this report are thosE Df the author(s) and should not he construed as an official Department Df the Army position, policy , or...Marquardt methods" to perform linear and nonlinear estimations. One idea in this area by Box and Jenkins (1976) was the " backcasting " procedure to evaluate
West, R. Derek; Gunther, Jacob H.; Moon, Todd K.
2016-12-01
In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts to a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.
West, R. Derek; Gunther, Jacob H.; Moon, Todd K.
2016-12-01
In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less
The Undiscovered Country: Can We Estimate the Likelihood of Extrasolar Planetary Habitability?
NASA Astrophysics Data System (ADS)
Unterborn, C. T.; Panero, W. R.; Hull, S. D.
2015-12-01
Plate tectonics have operated on Earth for a majority of its lifetime. Tectonics regulates atmospheric carbon and creates a planetary-scale water cycle, and is a primary factor in the Earth being habitable. While the mechanism for initiating tectonics is unknown, as we expand our search for habitable worlds, understanding which planetary compositions produce planets capable of supporting long-term tectonics is of paramount importance. On Earth, this sustentation of tectonics is a function of both its structure and composition. Currently, however, we have no method to measure the interior composition of exoplanets. In our Solar system, though, Solar abundances for refractory elements mirror the Earth's to within ~10%, allowing the adoption of Solar abundances as proxies for Earth's. It is not known, however, whether this mirroring of stellar and terrestrial planet abundances holds true for other star-planet systems without determination of the composition of initial planetesimals via condensation sequence calculations. Currently, all code for ascertaining these sequences are commercially available or closed-source. We present, then, the open-source Arbitrary Composition Condensation Sequence calculator (ArCCoS) for converting the elemental composition of a parent star to that of the planet-building material as well as the extent of oxidation within the planetesimals. These data allow us to constrain the likelihood for one of the main drivers for plate tectonics: the basalt to eclogite transition subducting plates. Unlike basalt, eclogite is denser than the surrounding mantle and thus sinks into the mantle, pulling the overlying slab with it. Without this higher density relative to the mantle, plates stagnate at shallow depths, shutting off plate tectonics. Using the results of ArCCoS as abundance inputs into the MELTS and HeFESTo thermodynamic models, we calculate phase relations for the first basaltic crust and depleted mantle of a terrestrial planet produced from
Ramos-Llorden, Gabriel; den Dekker, Arnold J; Van Steenkiste, Gwendolyn; Jeurissen, Ben; Vanhevel, Floris; Van Audekerke, Johan; Verhoye, Marleen; Sijbers, Jan
2017-02-01
In quantitative MR T1 mapping, the spin-lattice relaxation time T1 of tissues is estimated from a series of T1 -weighted images. As the T1 estimation is a voxel-wise estimation procedure, correct spatial alignment of the T1 -weighted images is crucial. Conventionally, the T1 -weighted images are first registered based on a general-purpose registration metric, after which the T1 map is estimated. However, as demonstrated in this paper, such a two-step approach leads to a bias in the final T1 map. In our work, instead of considering motion correction as a preprocessing step, we recover the motion-free T1 map using a unified estimation approach. In particular, we propose a unified framework where the motion parameters and the T1 map are simultaneously estimated with a Maximum Likelihood (ML) estimator. With our framework, the relaxation model, the motion model as well as the data statistics are jointly incorporated to provide substantially more accurate motion and T1 parameter estimates. Experiments with realistic Monte Carlo simulations show that the proposed unified ML framework outperforms the conventional two-step approach as well as state-of-the-art model-based approaches, in terms of both motion and T1 map accuracy and mean-square error. Furthermore, the proposed method was additionally validated in a controlled experiment with real T1 -weighted data and with two in vivo human brain T1 -weighted data sets, showing its applicability in real-life scenarios.
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.
Bertsatos, Ioannis; Zanolin, Michele; Ratilal, Purnima; Chen, Tianrun; Makris, Nicholas C
2010-11-01
A method is provided for determining necessary conditions on sample size or signal to noise ratio (SNR) to obtain accurate parameter estimates from remote sensing measurements in fluctuating environments. These conditions are derived by expanding the bias and covariance of maximum likelihood estimates (MLEs) in inverse orders of sample size or SNR, where the first-order covariance term is the Cramer-Rao lower bound (CRLB). Necessary sample sizes or SNRs are determined by requiring that (i) the first-order bias and the second-order covariance are much smaller than the true parameter value and the CRLB, respectively, and (ii) the CRLB falls within desired error thresholds. An analytical expression is provided for the second-order covariance of MLEs obtained from general complex Gaussian data vectors, which can be used in many practical problems since (i) data distributions can often be assumed to be Gaussian by virtue of the central limit theorem, and (ii) it allows for both the mean and variance of the measurement to be functions of the estimation parameters. Here, conditions are derived to obtain accurate source localization estimates in a fluctuating ocean waveguide containing random internal waves, and the consequences of the loss of coherence on their accuracy are quantified.
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 Astrophysics Data System (ADS)
Wang, Yan; Huang, Hong; Huang, Lida; Ristic, Branko
2017-03-01
Source term estimation for atmospheric dispersion deals with estimation of the emission strength and location of an emitting source using all available information, including site description, meteorological data, concentration observations and prior information. In this paper, Bayesian methods for source term estimation are evaluated using Prairie Grass field observations. The methods include those that require the specification of the likelihood function and those which are likelihood free, also known as approximate Bayesian computation (ABC) methods. The performances of five different likelihood functions in the former and six different distance measures in the latter case are compared for each component of the source parameter vector based on Nemenyi test over all the 68 data sets available in the Prairie Grass field experiment. Several likelihood functions and distance measures are introduced to source term estimation for the first time. Also, ABC method is improved in many aspects. Results show that discrepancy measures which refer to likelihood functions and distance measures collectively have significant influence on source estimation. There is no single winning algorithm, but these methods can be used collectively to provide more robust estimates.
Eberhard, Wynn L
2017-04-01
The maximum likelihood estimator (MLE) is derived for retrieving the extinction coefficient and zero-range intercept in the lidar slope method in the presence of random and independent Gaussian noise. Least-squares fitting, weighted by the inverse of the noise variance, is equivalent to the MLE. Monte Carlo simulations demonstrate that two traditional least-squares fitting schemes, which use different weights, are less accurate. Alternative fitting schemes that have some positive attributes are introduced and evaluated. The principal factors governing accuracy of all these schemes are elucidated. Applying these schemes to data with Poisson rather than Gaussian noise alters accuracy little, even when the signal-to-noise ratio is low. Methods to estimate optimum weighting factors in actual data are presented. Even when the weighting estimates are coarse, retrieval accuracy declines only modestly. Mathematical tools are described for predicting retrieval accuracy. Least-squares fitting with inverse variance weighting has optimum accuracy for retrieval of parameters from single-wavelength lidar measurements when noise, errors, and uncertainties are Gaussian distributed, or close to optimum when only approximately Gaussian.
Macbeth, Gilbert M; Broderick, Damien; Ovenden, Jennifer R; Buckworth, Rik C
2011-11-01
Genotypes produced from samples collected non-invasively in harsh field conditions often lack the full complement of data from the selected microsatellite loci. The application to genetic mark-recapture methodology in wildlife species can therefore be prone to misidentifications leading to both 'true non-recaptures' being falsely accepted as recaptures (Type I errors) and 'true recaptures' being undetected (Type II errors). Here we present a new likelihood method that allows every pairwise genotype comparison to be evaluated independently. We apply this method to determine the total number of recaptures by estimating and optimising the balance between Type I errors and Type II errors. We show through simulation that the standard error of recapture estimates can be minimised through our algorithms. Interestingly, the precision of our recapture estimates actually improved when we included individuals with missing genotypes, as this increased the number of pairwise comparisons potentially uncovering more recaptures. Simulations suggest that the method is tolerant to per locus error rates of up to 5% per locus and can theoretically work in datasets with as little as 60% of loci genotyped. Our methods can be implemented in datasets where standard mismatch analyses fail to distinguish recaptures. Finally, we show that by assigning a low Type I error rate to our matching algorithms we can generate a dataset of individuals of known capture histories that is suitable for the downstream analysis with traditional mark-recapture methods.
Developing New Rainfall Estimates to Identify the Likelihood of Agricultural Drought in Mesoamerica
NASA Astrophysics Data System (ADS)
Pedreros, D. H.; Funk, C. C.; Husak, G. J.; Michaelsen, J.; Peterson, P.; Lasndsfeld, M.; Rowland, J.; Aguilar, L.; Rodriguez, M.
2012-12-01
The population in Central America was estimated at ~40 million people in 2009, with 65% in rural areas directly relying on local agricultural production for subsistence, and additional urban populations relying on regional production. Mapping rainfall patterns and values in Central America is a complex task due to the rough topography and the influence of two oceans on either side of this narrow land mass. Characterization of precipitation amounts both in time and space is of great importance for monitoring agricultural food production for food security analysis. With the goal of developing reliable rainfall fields, the Famine Early warning Systems Network (FEWS NET) has compiled a dense set of historical rainfall stations for Central America through cooperation with meteorological services and global databases. The station database covers the years 1900-present with the highest density between 1970-2011. Interpolating station data by themselves does not provide a reliable result because it ignores topographical influences which dominate the region. To account for this, climatological rainfall fields were used to support the interpolation of the station data using a modified Inverse Distance Weighting process. By blending the station data with the climatological fields, a historical rainfall database was compiled for 1970-2011 at a 5km resolution for every five day interval. This new database opens the door to analysis such as the impact of sea surface temperature on rainfall patterns, changes to the typical dry spell during the rainy season, characterization of drought frequency and rainfall trends, among others. This study uses the historical database to identify the frequency of agricultural drought in the region and explores possible changes in precipitation patterns during the past 40 years. A threshold of 500mm of rainfall during the growing season was used to define agricultural drought for maize. This threshold was selected based on assessments of crop
Estimating Amazonian rainforest stability and the likelihood for large-scale forest dieback
NASA Astrophysics Data System (ADS)
Rammig, Anja; Thonicke, Kirsten; Jupp, Tim; Ostberg, Sebastian; Heinke, Jens; Lucht, Wolfgang; Cramer, Wolfgang; Cox, Peter
2010-05-01
Annually, tropical forests process approximately 18 Pg of carbon through respiration and photosynthesis - more than twice the rate of anthropogenic fossil fuel emissions. Current climate change may be transforming this carbon sink into a carbon source by changing forest structure and dynamics. Increasing temperatures and potentially decreasing precipitation and thus prolonged drought stress may lead to increasing physiological stress and reduced productivity for trees. Resulting decreases in evapotranspiration and therefore convective precipitation could further accelerate drought conditions and destabilize the tropical ecosystem as a whole and lead to an 'Amazon forest dieback'. The projected direction and intensity of climate change vary widely within the region and between different scenarios from climate models (GCMs). In the scope of a World Bank-funded study, we assessed the 24 General Circulation Models (GCMs) evaluated in the 4th Assessment Report of the Intergovernmental Panel on Climate Change (IPCC-AR4) with respect to their capability to reproduce present-day climate in the Amazon basin using a Bayesian approach. With this approach, greater weight is assigned to the models that simulate well the annual cycle of rainfall. We then use the resulting weightings to create probability density functions (PDFs) for future forest biomass changes as simulated by the Lund-Potsdam-Jena Dynamic Global Vegetation Model (LPJmL) to estimate the risk of potential Amazon rainforest dieback. Our results show contrasting changes in forest biomass throughout five regions of northern South America: If photosynthetic capacity and water use efficiency is enhanced by CO2, biomass increases across all five regions. However, if CO2-fertilisation is assumed to be absent or less important, then substantial dieback occurs in some scenarios and thus, the risk of forest dieback is considerably higher. Particularly affected are regions in the central Amazon basin. The range of
Hetsroni, Amir; Lowenstein, Hila
2013-02-01
Religiosity may change the direction of the effect of TV viewing on assessment of the likelihood of personal victimization and estimates concerning crime prevalence. A content analysis of a representative sample of TV programming (56 hours of prime-time shows) was done to identify the most common crimes on television, followed by a survey of a representative sample of the adult public in a large urban district (778 respondents) who were asked to estimate the prevalence of these crimes and to assess the likelihood of themselves being victimized. People who defined themselves as non-religious increased their estimates of prevalence for crimes often depicted on TV, as they reported more time watching TV (ordinary cultivation effect), whereas estimates regarding the prevalence of crime and assessment of victimization likelihood among religious respondents were lower with reports of more time devoted to television viewing (counter-cultivation effect).
NASA Astrophysics Data System (ADS)
Bargaoui, Zoubeida Kebaili; Bardossy, Andràs
2015-10-01
The paper aims to develop researches on the spatial variability of heavy rainfall events estimation using spatial copula analysis. To demonstrate the methodology, short time resolution rainfall time series from Stuttgart region are analyzed. They are constituted by rainfall observations on continuous 30 min time scale recorded over a network composed by 17 raingages for the period July 1989-July 2004. The analysis is performed aggregating the observations from 30 min up to 24 h. Two parametric bivariate extreme copula models, the Husler-Reiss model and the Gumbel model are investigated. Both involve a single parameter to be estimated. Thus, model fitting is operated for every pair of stations for a giving time resolution. A rainfall threshold value representing a fixed rainfall quantile is adopted for model inference. Generalized maximum pseudo-likelihood estimation is adopted with censoring by analogy with methods of univariate estimation combining historical and paleoflood information with systematic data. Only pairs of observations greater than the threshold are assumed as systematic data. Using the estimated copula parameter, a synthetic copula field is randomly generated and helps evaluating model adequacy which is achieved using Kolmogorov Smirnov distance test. In order to assess dependence or independence in the upper tail, the extremal coefficient which characterises the tail of the joint bivariate distribution is adopted. Hence, the extremal coefficient is reported as a function of the interdistance between stations. If it is less than 1.7, stations are interpreted as dependent in the extremes. The analysis of the fitted extremal coefficients with respect to stations inter distance highlights two regimes with different dependence structures: a short spatial extent regime linked to short duration intervals (from 30 min to 6 h) with an extent of about 8 km and a large spatial extent regime related to longer rainfall intervals (from 12 h to 24 h) with an
Matilainen, Kaarina; Mäntysaari, Esa A; Lidauer, Martin H; Strandén, Ismo; Thompson, Robin
2013-01-01
Estimation of variance components by Monte Carlo (MC) expectation maximization (EM) restricted maximum likelihood (REML) is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR), where the information matrix was generated via sampling; MC average information(AI), where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.
Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J
2016-03-01
Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an "internal" study while utilizing summary-level information, such as information on parameters for reduced models, from an "external" big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature.
Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J.
2016-01-01
Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an “internal” study while utilizing summary-level information, such as information on parameters for reduced models, from an “external” big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature. PMID:27570323
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.
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.
Yukilevich, Roman
2014-04-01
Among the most debated subjects in speciation is the question of its mode. Although allopatric (geographical) speciation is assumed the null model, the importance of parapatric and sympatric speciation is extremely difficult to assess and remains controversial. Here I develop a novel approach to distinguish these modes of speciation by studying the evolution of reproductive isolation (RI) among taxa. I focus on the Drosophila genus, for which measures of RI are known. First, I incorporate RI into age-range correlations. Plots show that almost all cases of weak RI are between allopatric taxa whereas sympatric taxa have strong RI. This either implies that most reproductive isolation (RI) was initiated in allopatry or that RI evolves too rapidly in sympatry to be captured at incipient stages. To distinguish between these explanations, I develop a new "rate test of speciation" that estimates the likelihood of non-allopatric speciation given the distribution of RI rates in allopatry versus sympatry. Most sympatric taxa were found to have likely initiated RI in allopatry. However, two putative candidate species pairs for non-allopatric speciation were identified (5% of known Drosophila). In total, this study shows how using RI measures can greatly inform us about the geographical mode of speciation in nature.
Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose
2017-01-01
Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.
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)
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.
Fornito, A; Yücel, M; Patti, J; Wood, S J; Pantelis, C
2009-03-01
Voxel-based morphometry (VBM) is a popular tool for mapping neuroanatomical changes in schizophrenia patients. Several recent meta-analyses have identified the brain regions in which patients most consistently show grey matter reductions, although they have not examined whether such changes reflect differences in grey matter concentration (GMC) or grey matter volume (GMV). These measures assess different aspects of grey matter integrity, and may therefore reflect different pathological processes. In this study, we used the Anatomical Likelihood Estimation procedure to analyse significant differences reported in 37 VBM studies of schizophrenia patients, incorporating data from 1646 patients and 1690 controls, and compared the findings of studies using either GMC or GMV to index grey matter differences. Analysis of all studies combined indicated that grey matter reductions in a network of frontal, temporal, thalamic and striatal regions are among the most frequently reported in literature. GMC reductions were generally larger and more consistent than GMV reductions, and were more frequent in the insula, medial prefrontal, medial temporal and striatal regions. GMV reductions were more frequent in dorso-medial frontal cortex, and lateral and orbital frontal areas. These findings support the primacy of frontal, limbic, and subcortical dysfunction in the pathophysiology of schizophrenia, and suggest that the grey matter changes observed with MRI may not necessarily result from a unitary pathological process.
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.
Chaudhary, Abhishek; Hantush, Mohamed M
2017-01-01
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood estimation (BMCML) to calibrate a lake oxygen recovery model. We first derive an analytical solution of the differential equation governing lake-averaged oxygen dynamics as a function of time-variable wind speed. Statistical inferences on model parameters and predictive uncertainty are then drawn by Bayesian conditioning of the analytical solution on observed daily wind speed and oxygen concentration data obtained from an earlier study during two recovery periods on a eutrophic lake in upper state New York. The model is calibrated using oxygen recovery data for one year and statistical inferences were validated using recovery data for another year. Compared with essentially two-step, regression and optimization approach, the BMCML results are more comprehensive and performed relatively better in predicting the observed temporal dissolved oxygen levels (DO) in the lake. BMCML also produced comparable calibration and validation results with those obtained using popular Markov Chain Monte Carlo technique (MCMC) and is computationally simpler and easier to implement than the MCMC. Next, using the calibrated model, we derive an optimal relationship between liquid film-transfer coefficient for oxygen and wind speed and associated 95% confidence band, which are shown to be consistent with reported measured values at five different lakes. Finally, we illustrate the robustness of the BMCML to solve risk-based water quality management problems, showing that neglecting cross-correlations between parameters could lead to improper required BOD load reduction to achieve the compliance criteria of 5 mg/L.
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
Samejima, Fumiko
1993-01-01
An approximation for the bias function of the maximum likelihood estimate of the latent trait or ability is developed for the general case where item responses are discrete, which includes the dichotomous response level, the graded response level, and the nominal response level. (SLD)
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.
Shao, Na; Yang, Jing; Li, Jianpeng; Shang, Hui-Fang
2014-01-01
Numerous voxel-based morphometry (VBM) studies on gray matter (GM) of patients with progressive supranuclear palsy (PSP) and Parkinson's disease (PD) have been conducted separately. Identifying the different neuroanatomical changes in GM resulting from PSP and PD through meta-analysis will aid the differential diagnosis of PSP and PD. In this study, a systematic review of VBM studies of patients with PSP and PD relative to healthy control (HC) in the Embase and PubMed databases from January 1995 to April 2013 was conducted. The anatomical distribution of the coordinates of GM differences was meta-analyzed using anatomical likelihood estimation. Separate maps of GM changes were constructed and subtraction meta-analysis was performed to explore the differences in GM abnormalities between PSP and PD. Nine PSP studies and 24 PD studies were included. GM reductions were present in the bilateral thalamus, basal ganglia, midbrain, insular cortex and inferior frontal gyrus, and left precentral gyrus and anterior cingulate gyrus in PSP. Atrophy of GM was concentrated in the bilateral middle and inferior frontal gyrus, precuneus, left precentral gyrus, middle temporal gyrus, right superior parietal lobule, and right cuneus in PD. Subtraction meta-analysis indicated that GM volume was lesser in the bilateral midbrain, thalamus, and insula in PSP compared with that in PD. Our meta-analysis indicated that PSP and PD shared a similar distribution of neuroanatomical changes in the frontal lobe, including inferior frontal gyrus and precentral gyrus, and that atrophy of the midbrain, thalamus, and insula are neuroanatomical markers for differentiating PSP from PD. PMID:24600372
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.
Ramsay, Ian S.; MacDonald, Angus W.
2015-01-01
Cognitive remediation training (CRT) for schizophrenia has been found to improve cognitive functioning and influence neural plasticity. However, with various training approaches and mixed findings, the mechanisms driving generalization of cognitive skills from CRT are unclear. In this meta-analysis of extant imaging studies examining CRT’s effects, we sought to clarify whether varying approaches to CRT suggest common neural changes and whether such mechanisms are restorative or compensatory. We conducted a literature search to identify studies appropriate for inclusion in an activation likelihood estimation (ALE) meta-analysis. Our criteria required studies to consist of training-based interventions designed to improve patients’ cognitive or social functioning, including generalization to untrained circumstances. Studies were also required to examine changes in pre- vs posttraining functional activation using functional magnetic resonance imaging or positron emission tomography. The literature search identified 162 articles, 9 of which were appropriate for inclusion. ALE analyses comparing pre- and posttraining brain activation showed increased activity in the lateral and medial prefrontal cortex (PFC), parietal cortex, insula, and the caudate and thalamus. Notably, activation associated with CRT in the left PFC and thalamus partially overlapped with previous meta-analytically identified areas associated with deficits in working memory, executive control, and facial emotion processing in schizophrenia. We conclude that CRT interventions from varying theoretic modalities elicit plasticity in areas that support cognitive and socioemotional processes in this early set of studies. While preliminary, these changes appear to be both restorative and compensatory, though thalamocortical areas previously associated with dysfunction may be common sources of plasticity for cognitive remediation in schizophrenia. PMID:25800249
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.
NASA Technical Reports Server (NTRS)
Grove, R. D.; Mayhew, S. C.
1973-01-01
A computer program (Langley program C1123) has been developed for estimating aircraft stability and control parameters from flight test data. These parameters are estimated by the maximum likelihood estimation procedure implemented on a real-time digital simulation system, which uses the Control Data 6600 computer. This system allows the investigator to interact with the program in order to obtain satisfactory results. Part of this system, the control and display capabilities, is described for this program. This report also describes the computer program by presenting the program variables, subroutines, flow charts, listings, and operational features. Program usage is demonstrated with a test case using pseudo or simulated flight data.
NASA Astrophysics Data System (ADS)
Inaniwa, Taku; Kohno, Toshiyuki; Tomitani, Takehiro
2005-12-01
In radiation therapy with hadron beams, conformal irradiation to a tumour can be achieved by using the properties of incident ions such as the high dose concentration around the Bragg peak. For the effective utilization of such properties, it is necessary to evaluate the volume irradiated with hadron beams and the deposited dose distribution in a patient's body. Several methods have been proposed for this purpose, one of which uses the positron emitters generated through fragmentation reactions between incident ions and target nuclei. In the previous paper, we showed that the maximum likelihood estimation (MLE) method could be applicable to the estimation of beam end-point from the measured positron emitting activity distribution for mono-energetic beam irradiations. In a practical treatment, a spread-out Bragg peak (SOBP) beam is used to achieve a uniform biological dose distribution in the whole target volume. Therefore, in the present paper, we proposed to extend the MLE method to estimations of the position of the distal and proximal edges of the SOBP from the detected annihilation gamma ray distribution. We confirmed the effectiveness of the method by means of simulations. Although polyethylene was adopted as a substitute for a soft tissue target in validating the method, the proposed method is equally applicable to general cases, provided that the reaction cross sections between the incident ions and the target nuclei are known. The relative advantage of incident beam species to determine the position of the distal and the proximal edges was compared. Furthermore, we ascertained the validity of applying the MLE method to determinations of the position of the distal and the proximal edges of an SOBP by simulations and we gave a physical explanation of the distal and the proximal information.
Not Available
1984-05-01
The disposal of radioactive wastes in deep geologic formations provides a means of isolating the waste from people until the radioactivity has decayed to safe levels. However, isolating people from the wastes is a different problem, since we do not know what the future condition of society will be. The Human Interference Task Force was convened by the US Department of Energy to determine whether reasonable means exist (or could be developed) to reduce the likelihood of future human unintentionally intruding on radioactive waste isolation systems. The task force concluded that significant reductions in the likelihood of human interference could be achieved, for perhaps thousands of years into the future, if appropriate steps are taken to communicate the existence of the repository. Consequently, for two years the task force directed most of its study toward the area of long-term communication. Methods are discussed for achieving long-term communication by using permanent markers and widely disseminated records, with various steps taken to provide multiple levels of protection against loss, destruction, and major language/societal changes. Also developed is the concept of a universal symbol to denote Caution - Biohazardous Waste Buried Here. If used for the thousands of non-radioactive biohazardous waste sites in this country alone, a symbol could transcend generations and language changes, thereby vastly improving the likelihood of successful isolation of all buried biohazardous wastes.
Forero, Carlos G; Almansa, Josué; Adroher, Núria D; Vermunt, Jeroen K; Vilagut, Gemma; De Graaf, Ron; Haro, Josep-Maria; Alonso Caballero, Jordi
2014-07-01
Developmental studies of mental disorders based on epidemiological data are often based on cross-sectional retrospective surveys. Under such designs, observations are right-censored, causing underestimation of lifetime prevalences and correlations, and inducing bias in latent trait models on the observations. In this paper we propose a Partial Likelihood (PL) method to estimate unbiased IRT models of lifetime predisposition to develop a certain outcome. A two-step estimation procedure corrects the IRT likelihood of outcome appearance with a function depending on (a) projected outcome frequencies at the end of the risk period, and (b) outcome censoring status at the time of the observation. Simulation results showed that the PL method yielded good recovery of true frequencies and intercepts. Slopes were best estimated when events were sufficiently correlated. When PL is applied to lifetime mental health disorders (assessed in the ESEMeD project surveys), estimated univariate prevalences were, on average, 1.4 times above raw estimates, and 2.06 higher in the case of bivariate prevalences.
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
Urgesi, Cosimo; Candidi, Matteo; Avenanti, Alessio
2014-01-01
Several neurophysiologic and neuroimaging studies suggested that motor and perceptual systems are tightly linked along a continuum rather than providing segregated mechanisms supporting different functions. Using correlational approaches, these studies demonstrated that action observation activates not only visual but also motor brain regions. On the other hand, brain stimulation and brain lesion evidence allows tackling the critical question of whether our action representations are necessary to perceive and understand others' actions. In particular, recent neuropsychological studies have shown that patients with temporal, parietal, and frontal lesions exhibit a number of possible deficits in the visual perception and the understanding of others' actions. The specific anatomical substrates of such neuropsychological deficits however, are still a matter of debate. Here we review the existing literature on this issue and perform an anatomic likelihood estimation meta-analysis of studies using lesion-symptom mapping methods on the causal relation between brain lesions and non-linguistic action perception and understanding deficits. The meta-analysis encompassed data from 361 patients tested in 11 studies and identified regions in the inferior frontal cortex, the inferior parietal cortex and the middle/superior temporal cortex, whose damage is consistently associated with poor performance in action perception and understanding tasks across studies. Interestingly, these areas correspond to the three nodes of the action observation network that are strongly activated in response to visual action perception in neuroimaging research and that have been targeted in previous brain stimulation studies. Thus, brain lesion mapping research provides converging causal evidence that premotor, parietal and temporal regions play a crucial role in action recognition and understanding.
Urgesi, Cosimo; Candidi, Matteo; Avenanti, Alessio
2014-01-01
Several neurophysiologic and neuroimaging studies suggested that motor and perceptual systems are tightly linked along a continuum rather than providing segregated mechanisms supporting different functions. Using correlational approaches, these studies demonstrated that action observation activates not only visual but also motor brain regions. On the other hand, brain stimulation and brain lesion evidence allows tackling the critical question of whether our action representations are necessary to perceive and understand others’ actions. In particular, recent neuropsychological studies have shown that patients with temporal, parietal, and frontal lesions exhibit a number of possible deficits in the visual perception and the understanding of others’ actions. The specific anatomical substrates of such neuropsychological deficits however, are still a matter of debate. Here we review the existing literature on this issue and perform an anatomic likelihood estimation meta-analysis of studies using lesion-symptom mapping methods on the causal relation between brain lesions and non-linguistic action perception and understanding deficits. The meta-analysis encompassed data from 361 patients tested in 11 studies and identified regions in the inferior frontal cortex, the inferior parietal cortex and the middle/superior temporal cortex, whose damage is consistently associated with poor performance in action perception and understanding tasks across studies. Interestingly, these areas correspond to the three nodes of the action observation network that are strongly activated in response to visual action perception in neuroimaging research and that have been targeted in previous brain stimulation studies. Thus, brain lesion mapping research provides converging causal evidence that premotor, parietal and temporal regions play a crucial role in action recognition and understanding. PMID:24910603
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
Garcia, A A F; Kido, E A; Meza, A N; Souza, H M B; Pinto, L R; Pastina, M M; Leite, C S; Silva, J A G da; Ulian, E C; Figueira, A; Souza, A P
2006-01-01
Sugarcane (Saccharum spp.) is a clonally propagated outcrossing polyploid crop of great importance in tropical agriculture. Up to now, all sugarcane genetic maps had been developed using either full-sib progenies derived from interspecific crosses or from selfing, both approaches not directly adopted in conventional breeding. We have developed a single integrated genetic map using a population derived from a cross between two pre-commercial cultivars ('SP80-180' x 'SP80-4966') using a novel approach based on the simultaneous maximum-likelihood estimation of linkage and linkage phases method specially designed for outcrossing species. From a total of 1,118 single-dose markers (RFLP, SSR and AFLP) identified, 39% derived from a testcross configuration between the parents segregating in a 1:1 fashion, while 61% segregated 3:1, representing heterozygous markers in both parents with the same genotypes. The markers segregating 3:1 were used to establish linkage between the testcross markers. The final map comprised of 357 linked markers, including 57 RFLPs, 64 SSRs and 236 AFLPs that were assigned to 131 co-segregation groups, considering a LOD score of 5, and a recombination fraction of 37.5 cM with map distances estimated by Kosambi function. The co-segregation groups represented a total map length of 2,602.4 cM, with a marker density of 7.3 cM. When the same data were analyzed using JoinMap software, only 217 linked markers were assigned to 98 co-segregation groups, spanning 1,340 cM, with a marker density of 6.2 cM. The maximum-likelihood approach reduced the number of unlinked markers to 761 (68.0%), compared to 901 (80.5%) using JoinMap. All the co-segregation groups obtained using JoinMap were present in the map constructed based on the maximum-likelihood method. Differences on the marker order within the co-segregation groups were observed between the two maps. Based on RFLP and SSR markers, 42 of the 131 co-segregation groups were assembled into 12 putative
NASA Technical Reports Server (NTRS)
Maine, R. E.
1978-01-01
There are several practical problems in using current techniques with five degree of freedom equations to estimate the stability and control derivatives of oblique wing aircraft from flight data. A technique was developed to estimate these derivatives by separating the analysis of the longitudinal and lateral directional motion without neglecting cross coupling effects. Although previously applied to symmetrical aircraft, the technique was not expected to be adequate for oblique wing vehicles. The application of the technique to flight data from a remotely piloted oblique wing aircraft is described. The aircraft instrumentation and data processing were reviewed, with particular emphasis on the digital filtering of the data. A complete set of flight determined stability and control derivative estimates is presented and compared with predictions. The results demonstrated that the relatively simple approach developed was adequate to obtain high quality estimates of the aerodynamic derivatives of such aircraft.
NASA Technical Reports Server (NTRS)
Wilson, Robert M.; Franklin, M. Rose (Technical Monitor)
2000-01-01
Since 1750, the number of cataclysmic volcanic eruptions (i.e., those having a volcanic explosivity index, or VEI, equal to 4 or larger) per decade is found to span 2-11, with 96% located in the tropics and extra-tropical Northern Hemisphere, A two-point moving average of the time series has higher values since the 1860s than before, measuring 8.00 in the 1910s (the highest value) and measuring 6.50 in the 1980s, the highest since the 18 1 0s' peak. On the basis of the usual behavior of the first difference of the two-point moving averages, one infers that the two-point moving average for the 1990s will measure about 6.50 +/- 1.00, implying that about 7 +/- 4 cataclysmic volcanic eruptions should be expected during the present decade (2000-2009). Because cataclysmic volcanic eruptions (especially, those having VEI equal to 5 or larger) nearly always have been associated with episodes of short-term global cooling, the occurrence of even one could ameliorate the effects of global warming. Poisson probability distributions reveal that the probability of one or more VEI equal to 4 or larger events occurring within the next ten years is >99%, while it is about 49% for VEI equal to 5 or larger events and 18% for VEI equal to 6 or larger events. Hence, the likelihood that a, climatically significant volcanic eruption will occur within the next 10 years appears reasonably high.
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.
Krestyannikov, E; Tohka, J; Ruotsalainen, U
2008-06-07
This paper presents a novel statistical approach for joint estimation of regions-of-interest (ROIs) and the corresponding time-activity curves (TACs) from dynamic positron emission tomography (PET) brain projection data. It is based on optimizing the joint objective function that consists of a data log-likelihood term and two penalty terms reflecting the available a priori information about the human brain anatomy. The developed local optimization strategy iteratively updates both the ROI and TAC parameters and is guaranteed to monotonically increase the objective function. The quantitative evaluation of the algorithm is performed with numerically and Monte Carlo-simulated dynamic PET brain data of the 11C-Raclopride and 18F-FDG tracers. The results demonstrate that the method outperforms the existing sequential ROI quantification approaches in terms of accuracy, and can noticeably reduce the errors in TACs arising due to the finite spatial resolution and ROI delineation.
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.
Kachman, S D; Van Vleck, L D
2007-10-01
The multiple-trait derivative-free REML set of programs was written to handle partially missing data for multiple-trait analyses as well as single-trait models. Standard errors of genetic parameters were reported for univariate models and for multiple-trait analyses only when all traits were measured on animals with records. In addition to estimating (co)variance components for multiple-trait models with partially missing data, this paper shows how the multiple-trait derivative-free REML set of programs can also estimate SE by augmenting the data file when not all animals have all traits measured. Although the standard practice has been to eliminate records with partially missing data, that practice uses only a subset of the available data. In some situations, the elimination of partial records can result in elimination of all the records, such as one trait measured in one environment and a second trait measured in a different environment. An alternative approach requiring minor modifications of the original data and model was developed that provides estimates of the SE using an augmented data set that gives the same residual log likelihood as the original data for multiple-trait analyses when not all traits are measured. Because the same residual vector is used for the original data and the augmented data, the resulting REML estimators along with their sampling properties are identical for the original and augmented data, so that SE for estimates of genetic parameters can be calculated.
All Physical Activity May Not Be Associated with a Lower Likelihood of Adolescent Smoking Uptake
Audrain-McGovern, Janet; Rodriguez, Daniel
2015-01-01
Objective Research has documented that physical activity is associated with a lower risk of adolescent smoking uptake, yet it is unclear whether this relationship exists for all types of physical activity. We sought to determine whether certain types of physical activity are associated with a decreased or an increased risk of adolescent smoking uptake. Methods In this longitudinal cohort study, adolescents (n=1,356) were surveyed every six months for four years (age 14 – 18 years old). Smoking and physical activity were measured at each of the eight time-points. Physical activity that was negatively associated with smoking across the eight waves was considered positive physical activities (i.e., PPA; linked to not smoking such as racquet sports, running, and swimming laps). Physical activity that was positively associated with smoking across the eight waves were considered negative physical activities (i.e., NPA; linked to smoking such as skating, walking, bicycling, sport fighting, and competitive wrestling). Results Associative Processes Latent Growth Curve Modeling revealed that each 30-minute increase in NPA per week at baseline was associated with a 4-fold increased odds of smoking progression (OR=4.10, 95% CI=2.14, 7.83). By contrast, each 30-minute increase in PPA at baseline was associated with a 51% decrease in the odds of smoking progression (OR=.49, 95% CI=.25, .93). Conclusions The type of physical activity that an adolescent engages appears to be important for the uptake of cigarette smoking among adolescents. These associative relationships warrant consideration in interventions to increase overall physical activity and those promoting physical activity to prevent smoking uptake. PMID:26280377
ERIC Educational Resources Information Center
Molenaar, Peter C. M.; Nesselroade, John R.
1998-01-01
Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…
Maximum Likelihood Fusion Model
2014-08-09
data fusion, hypothesis testing,maximum likelihood estimation, mobile robot navigation REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT...61 vi 9 Bibliography 62 vii 10 LIST OF FIGURES 1.1 Illustration of mobile robotic agents. Land rovers such as (left) Pioneer robots ...simultaneous localization and mapping 1 15 Figure 1.1: Illustration of mobile robotic agents. Land rovers such as (left) Pioneer robots , (center) Segways
2013-03-21
instruments where frequency estimates are calcu- lated from coherently detected fields, e.g., coherent Doppler LIDAR . Our CRB results reveal that the best...wave coherent lidar using an optical field correlation detection method,” Opt. Rev. 5, 310–314 (1998). 8. H. P. Yuen and V. W. S. Chan, “Noise in...2170–2180 (2007). 13. T. J. Karr, “Atmospheric phase error in coherent laser radar,” IEEE Trans. Antennas Propag. 55, 1122–1133 (2007). 14. Throughout
NASA Astrophysics Data System (ADS)
Marques, G. O. L. C.
2011-01-01
This paper addresses the efficiency of the maximum likelihood ( ML) method in jointly estimating the fractional integration parameters ds and d, respectively associated with seasonal and non-seasonal long-memory components in discrete stochastic processes. The influence of the size of non-seasonal parameter over seasonal parameter estimation, and vice versa, was analyzed in the space d×ds∈(0,1)×(0,1) by using mean squared error statistics MSE(d) and MSE(dˆ). This study was based on Monte Carlo simulation experiments using the ML estimator with Whittle’s approximation in the frequency domain. Numerical results revealed that efficiency in jointly estimating each integration parameter is affected in different ways by their sizes: as ds and d increase simultaneously to 1, MSE(d) and MSE(dˆ) become larger; however, effects on MSE(d) are much stronger than the effects on MSE(dˆ). Moreover, as each parameter tends individually to 1, MSE(dˆ) becomes larger, but MSE(d) is barely influenced.
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.
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.
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.
Li, Ruochen; Englehardt, James D; Li, Xiaoguang
2012-02-01
Multivariate probability distributions, such as may be used for mixture dose-response assessment, are typically highly parameterized and difficult to fit to available data. However, such distributions may be useful in analyzing the large electronic data sets becoming available, such as dose-response biomarker and genetic information. In this article, a new two-stage computational approach is introduced for estimating multivariate distributions and addressing parameter uncertainty. The proposed first stage comprises a gradient Markov chain Monte Carlo (GMCMC) technique to find Bayesian posterior mode estimates (PMEs) of parameters, equivalent to maximum likelihood estimates (MLEs) in the absence of subjective information. In the second stage, these estimates are used to initialize a Markov chain Monte Carlo (MCMC) simulation, replacing the conventional burn-in period to allow convergent simulation of the full joint Bayesian posterior distribution and the corresponding unconditional multivariate distribution (not conditional on uncertain parameter values). When the distribution of parameter uncertainty is such a Bayesian posterior, the unconditional distribution is termed predictive. The method is demonstrated by finding conditional and unconditional versions of the recently proposed emergent dose-response function (DRF). Results are shown for the five-parameter common-mode and seven-parameter dissimilar-mode models, based on published data for eight benzene-toluene dose pairs. The common mode conditional DRF is obtained with a 21-fold reduction in data requirement versus MCMC. Example common-mode unconditional DRFs are then found using synthetic data, showing a 71% reduction in required data. The approach is further demonstrated for a PCB 126-PCB 153 mixture. Applicability is analyzed and discussed. Matlab(®) computer programs are provided.
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
van Dam, Herman T; Borghi, Giacomo; Seifert, Stefan; Schaart, Dennis R
2013-05-21
Digital silicon photomultiplier (dSiPM) arrays have favorable characteristics for application in monolithic scintillator detectors for time-of-flight positron emission tomography (PET). To fully exploit these benefits, a maximum likelihood interaction time estimation (MLITE) method was developed to derive the time of interaction from the multiple time stamps obtained per scintillation event. MLITE was compared to several deterministic methods. Timing measurements were performed with monolithic scintillator detectors based on novel dSiPM arrays and LSO:Ce,0.2%Ca crystals of 16 × 16 × 10 mm(3), 16 × 16 × 20 mm(3), 24 × 24 × 10 mm(3), and 24 × 24 × 20 mm(3). The best coincidence resolving times (CRTs) for pairs of identical detectors were obtained with MLITE and measured 157 ps, 185 ps, 161 ps, and 184 ps full-width-at-half-maximum (FWHM), respectively. For comparison, a small reference detector, consisting of a 3 × 3 × 5 mm(3) LSO:Ce,0.2%Ca crystal coupled to a single pixel of a dSiPM array, was measured to have a CRT as low as 120 ps FWHM. The results of this work indicate that the influence of the optical transport of the scintillation photons on the timing performance of monolithic scintillator detectors can at least partially be corrected for by utilizing the information contained in the spatio-temporal distribution of the collection of time stamps registered per scintillation event.
Yu, Changyuan; Zhang, Shaoliang; Kam, Pooi Yuen; Chen, Jian
2010-06-07
The bit-error rate (BER) expressions of 16- phase-shift keying (PSK) and 16- quadrature amplitude modulation (QAM) are analytically obtained in the presence of a phase error. By averaging over the statistics of the phase error, the performance penalty can be analytically examined as a function of the phase error variance. The phase error variances leading to a 1-dB signal-to-noise ratio per bit penalty at BER=10(-4) have been found to be 8.7 x 10(-2) rad(2), 1.2 x 10(-2) rad(2), 2.4 x 10(-3) rad(2), 6.0 x 10(-4) rad(2) and 2.3 x 10(-3) rad(2) for binary, quadrature, 8-, and 16-PSK and 16QAM, respectively. With the knowledge of the allowable phase error variance, the corresponding laser linewidth tolerance can be predicted. We extend the phase error variance analysis of decision-aided maximum likelihood carrier phase estimation in M-ary PSK to 16QAM, and successfully predict the laser linewidth tolerance in different modulation formats, which agrees well with the Monte Carlo simulations. Finally, approximate BER expressions for different modulation formats are introduced to allow a quick estimation of the BER performance as a function of the phase error variance. Further, the BER approximations give a lower bound on the laser linewidth requirements in M-ary PSK and 16QAM. It is shown that as far as laser linewidth tolerance is concerned, 16QAM outperforms 16PSK which has the same spectral efficiency (SE), and has nearly the same performance as 8PSK which has lower SE. Thus, 16-QAM is a promising modulation format for high SE coherent optical communications.
Darnaude, Audrey M.
2016-01-01
Background Mixture models (MM) can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM), under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011), from four distinct nursery habitats. (Mediterranean lagoons) Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI) and uncertainty (SE) were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06) when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI < 0.13, SE < 0.29). Increasing
NASA Astrophysics Data System (ADS)
Park, Ryeojin
This dissertation aims to investigate two different applications in optics using maximum-likelihood (ML) estimation. The first application of ML estimation is used in optical metrology. For this application, an innovative iterative search method called the synthetic phase-shifting (SPS) algorithm is proposed. This search algorithm is used for estimation of a wavefront that is described by a finite set of Zernike Fringe (ZF) polynomials. In this work, we estimate the ZF coefficient, or parameter values of the wavefront using a single interferogram obtained from a point-diffraction interferometer (PDI). In order to find the estimates, we first calculate the squared-difference between the measured and simulated interferograms. Under certain assumptions, this squared-difference image can be treated as an interferogram showing the phase difference between the true wavefront deviation and simulated wavefront deviation. The wavefront deviation is defined as the difference between the reference and the test wavefronts. We calculate the phase difference using a traditional phase-shifting technique without physical phase-shifters. We present a detailed forward model for the PDI interferogram, including the effect of the nite size of a detector pixel. The algorithm was validated with computational studies and its performance and constraints are discussed. A prototype PDI was built and the algorithm was also experimentally validated. A large wavefront deviation was successfully estimated without using null optics or physical phase-shifters. The experimental result shows that the proposed algorithm has great potential to provide an accurate tool for non-null testing. The second application of ML estimation is used in nuclear medical imaging. A high-resolution positron tomography scanner called BazookaPET is proposed. We have designed and developed a novel proof-of-concept detector element for a PET system called BazookaPET. In order to complete the PET configuration, at least
Bayesian computation via empirical likelihood
Mengersen, Kerrie L.; Pudlo, Pierre; Robert, Christian P.
2013-01-01
Approximate Bayesian computation has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established statistical method of empirical likelihood provides another route to such settings that bypasses simulations from the model and the choices of the approximate Bayesian computation parameters (summary statistics, distance, tolerance), while being convergent in the number of observations. Furthermore, bypassing model simulations may lead to significant time savings in complex models, for instance those found in population genetics. The Bayesian computation with empirical likelihood algorithm we develop in this paper also provides an evaluation of its own performance through an associated effective sample size. The method is illustrated using several examples, including estimation of standard distributions, time series, and population genetics models. PMID:23297233
Markov chain Monte Carlo without likelihoods.
Marjoram, Paul; Molitor, John; Plagnol, Vincent; Tavare, Simon
2003-12-23
Many stochastic simulation approaches for generating observations from a posterior distribution depend on knowing a likelihood function. However, for many complex probability models, such likelihoods are either impossible or computationally prohibitive to obtain. Here we present a Markov chain Monte Carlo method for generating observations from a posterior distribution without the use of likelihoods. It can also be used in frequentist applications, in particular for maximum-likelihood estimation. The approach is illustrated by an example of ancestral inference in population genetics. A number of open problems are highlighted in the discussion.
ERIC Educational Resources Information Center
Zhang, Jinming; Lu, Ting
2007-01-01
In practical applications of item response theory (IRT), item parameters are usually estimated first from a calibration sample. After treating these estimates as fixed and known, ability parameters are then estimated. However, the statistical inferences based on the estimated abilities can be misleading if the uncertainty of the item parameter…
Software Size Estimation Using Activity Point
NASA Astrophysics Data System (ADS)
Densumite, S.; Muenchaisri, P.
2017-03-01
Software size is widely recognized as an important parameter for effort and cost estimation. Currently there are many methods for measuring software size including Source Line of Code (SLOC), Function Points (FP), Netherlands Software Metrics Users Association (NESMA), Common Software Measurement International Consortium (COSMIC), and Use Case Points (UCP). SLOC is physically counted after the software is developed. Other methods compute size from functional, technical, and/or environment aspects at early phase of software development. In this research, activity point approach is proposed to be another software size estimation method. Activity point is computed using activity diagram and adjusted with technical complexity factors (TCF), environment complexity factors (ECF), and people risk factors (PRF). An evaluation of the approach is present.
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
Technology Transfer Automated Retrieval System (TEKTRAN)
The MTDFREML (Boldman et al., 1995) set of programs was written to handle partially missing data in an expedient manner. When estimating (co)variance components and genetic parameters for multiple trait models, the programs have not been able to estimate standard errors of those estimates for multi...
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).
NASA Technical Reports Server (NTRS)
Klein, V.
1979-01-01
Two identification methods, the equation error method and the output error method, are used to estimate stability and control parameter values from flight data for a low-wing, single-engine, general aviation airplane. The estimated parameters from both methods are in very good agreement primarily because of sufficient accuracy of measured data. The estimated static parameters also agree with the results from steady flights. The effect of power different input forms are demonstrated. Examination of all results available gives the best values of estimated parameters and specifies their accuracies.
NASA Technical Reports Server (NTRS)
Wilson, Robert M.
2001-01-01
Since 1750, the number of cataclysmic volcanic eruptions (volcanic explosivity index (VEI)>=4) per decade spans 2-11, with 96 percent located in the tropics and extra-tropical Northern Hemisphere. A two-point moving average of the volcanic time series has higher values since the 1860's than before, being 8.00 in the 1910's (the highest value) and 6.50 in the 1980's, the highest since the 1910's peak. Because of the usual behavior of the first difference of the two-point moving averages, one infers that its value for the 1990's will measure approximately 6.50 +/- 1, implying that approximately 7 +/- 4 cataclysmic volcanic eruptions should be expected during the present decade (2000-2009). Because cataclysmic volcanic eruptions (especially those having VEI>=5) nearly always have been associated with short-term episodes of global cooling, the occurrence of even one might confuse our ability to assess the effects of global warming. Poisson probability distributions reveal that the probability of one or more events with a VEI>=4 within the next ten years is >99 percent. It is approximately 49 percent for an event with a VEI>=5, and 18 percent for an event with a VEI>=6. Hence, the likelihood that a climatically significant volcanic eruption will occur within the next ten years appears reasonably high.
1997-03-01
TECHNOLOGY Wright-Patterson Air Force Base, Ohio DTGW.*1Ab-Q AFIT/GOR/ENY/97M- 1 ROBUST PARAMETER ESTIMATION FOR THE MIXED WEIBULL (SEVEN PARAMETER...of the Air Force Institute of Technology Air University Air Education and Training Command In Partial Fulfillment of the Requirements for the Degree of...Force Instititute of Technology (1986). Bergman, B. "Estimation of Weibull Parameters using a weight function." Journal of Material Science Letters
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.
ERIC Educational Resources Information Center
Thayer, Dorothy T.
1983-01-01
Estimation techniques for generating the covariance matrix for two new tests and an existing test without the necessity of any examinee having to take two complete tests is presented. An application of these techniques to linear, observed-score, test equating is presented. (Author/JKS)
Molenaar, P C; Nesselroade, J R
1998-07-01
The study of intraindividual variability pervades empirical inquiry in virtually all subdisciplines of psychology. The statistical analysis of multivariate time-series data - a central product of intraindividual investigations -requires special modeling techniques. The dynamic factor model (DFM), which is a generalization of the traditional common factor model, has been proposed by Molenaar (1985) for systematically extracting information from multivariate time- series via latent variable modeling. Implementation of the DFM model has taken several forms, one of which involves specifying it as a covariance-structure model and estimating its parameters from a block-Toeplitz matrix derived from the multivariate time-ser~es. We compare two methods for estimating DFM parameters within a covariance-structure framework - pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation - by means of a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates of comparable precision, but only the ADF method gives standard errors and chi-square statistics that appear to be consistent. The relative ordering of the values of all estimates appears to be very similar across methods. When the manifest time-series is relatively short, the two methods appear to perform about equally well.
Barrett, Harrison H.; White, Timothy; Parra, Lucas C.
2010-01-01
As photon-counting imaging systems become more complex, there is a trend toward measuring more attributes of each individual event. In various imaging systems the attributes can include several position variables, time variables, and energies. If more than about four attributes are measured for each event, it is not practical to record the data in an image matrix. Instead it is more efficient to use a simple list where every attribute is stored for every event. It is the purpose of this paper to discuss the concept of likelihood for such list-mode data. We present expressions for list-mode likelihood with an arbitrary number of attributes per photon and for both preset counts and preset time. Maximization of this likelihood can lead to a practical reconstruction algorithm with list-mode data, but that aspect is covered in a separate paper [IEEE Trans. Med. Imaging (to be published)]. An expression for lesion detectability for list-mode data is also derived and compared with the corresponding expression for conventional binned data. PMID:9379247
ERIC Educational Resources Information Center
Spaniol, Julia; Davidson, Patrick S. R.; Kim, Alice S. N.; Han, Hua; Moscovitch, Morris; Grady, Cheryl L.
2009-01-01
The recent surge in event-related fMRI studies of episodic memory has generated a wealth of information about the neural correlates of encoding and retrieval processes. However, interpretation of individual studies is hampered by methodological differences, and by the fact that sample sizes are typically small. We submitted results from studies of…
Investigating bias in maximum-likelihood quantum-state tomography
NASA Astrophysics Data System (ADS)
Silva, G. B.; Glancy, S.; Vasconcelos, H. M.
2017-02-01
Maximum-likelihood quantum-state tomography yields estimators that are consistent, provided that the likelihood model is correct, but the maximum-likelihood estimators may have bias for any finite data set. The bias of an estimator is the difference between the expected value of the estimate and the true value of the parameter being estimated. This paper investigates bias in the widely used maximum-likelihood quantum-state tomography. Our goal is to understand how the amount of bias depends on factors such as the purity of the true state, the number of measurements performed, and the number of different bases in which the system is measured. For this, we perform numerical experiments that simulate optical homodyne tomography of squeezed thermal states under various conditions, perform tomography, and estimate bias in the purity of the estimated state. We find that estimates of higher purity states exhibit considerable bias, such that the estimates have lower purities than the true states.
Estimation of humoral activity of Eleutherococcus senticosus.
Drozd, Janina; Sawicka, Teresa; Prosińska, Joanna
2002-01-01
The aim of the present work was an estimation of the influence of two plant pharmaceutical preparations containing an extract from the root of Eleutherococcus senticosus: Argoeleuter tablets and Immuplant tablets, on the humoral response of immunological system. Experiments were performed with female Balb/c mice six weeks old. In order to reveal the influence of taking preparations, containing an extract from Eleutherococcus senticosus on some elements of the immunological system, three ways of their administration have been compared: before illness, during illness and a combination of both. The obtained results allow formulating the following conclusions: - the pharmaceutical preparations, containing the extract from Eleutherococcus senticosus administered orally, influence on the increase of the level of immunoglobulins comprised in the mice's blood serum, - the pharmaceutical preparations act with different power, not fully dependent on the content of marker of the active substance - eleutheroside E, - dosage of the preparations containing the extract from Eleutherococcus senticosus should not be established basing only on the extract content, - best curative results, measured as the stimulation of humoral response of the organism were obtained when a given preparation was administered therapeutically, even though the combined administration - prophylactically with prolonged administration during illness also is correct.
SPT Lensing Likelihood: South Pole Telescope CMB lensing likelihood code
NASA Astrophysics Data System (ADS)
Feeney, Stephen M.; Peiris, Hiranya V.; Verde, Licia
2014-11-01
The SPT lensing likelihood code, written in Fortran90, performs a Gaussian likelihood based upon the lensing potential power spectrum using a file from CAMB (ascl:1102.026) which contains the normalization required to get the power spectrum that the likelihood call is expecting.
NASA Technical Reports Server (NTRS)
Wilson, Robert M.
2009-01-01
Examination of the decadal variation of the number of El Nino onsets and El Nino-related months for the interval 1950-2008 clearly shows that the variation is better explained as one expressing normal fluctuation and not one related to global warming. Comparison of the recurrence periods for El Nino onsets against event durations for moderate/strong El Nino events results in a statistically important relationship that allows for the possible prediction of the onset for the next anticipated El Nino event. Because the last known El Nino was a moderate event of short duration (6 months), having onset in August 2006, unless it is a statistical outlier, one expects the next onset of El Nino probably in the latter half of 2009, with peak following in November 2009-January 2010. If true, then initial early extended forecasts of frequencies of tropical cyclones for the 2009 North Atlantic basin hurricane season probably should be revised slightly downward from near average-to-above average numbers to near average-to-below average numbers of tropical cyclones in 2009, especially as compared to averages since 1995, the beginning of the current high-activity interval for tropical cyclone activity.
DALI: Derivative Approximation for LIkelihoods
NASA Astrophysics Data System (ADS)
Sellentin, Elena
2015-07-01
DALI (Derivative Approximation for LIkelihoods) is a fast approximation of non-Gaussian likelihoods. It extends the Fisher Matrix in a straightforward way and allows for a wider range of posterior shapes. The code is written in C/C++.
NASA Astrophysics Data System (ADS)
Jha, Abhinav K.; Frey, Eric C.
2015-03-01
Recently a new class of imaging systems, referred to as photon-processing (PP) systems, are being developed that uses real-time maximum-likelihood (ML) methods to estimate multiple attributes per detected photon and store these attributes in a list format. PP systems could have a number of potential advantages compared to systems that bin photons based on attributes such as energy, projection angle, and position, referred to as photon-counting (PC) systems. For example, PP systems do not suffer from binning-related information loss and provide the potential to extract information from attributes such as energy deposited by the detected photon. To quantify the effects of this advantage on task performance, objective evaluation studies are required. We performed this study in the context of quantitative 2-dimensional single-photon emission computed tomography (SPECT) imaging with the end task of estimating the mean activity concentration within a region of interest (ROI). We first theoretically outline the effect of null space on estimating the mean activity concentration, and argue that due to this effect, PP systems could have better estimation performance compared to PC systems with noise-free data. To evaluate the performance of PP and PC systems with noisy data, we developed a singular value decomposition (SVD)-based analytic method to estimate the activity concentration from PP systems. Using simulations, we studied the accuracy and precision of this technique in estimating the activity concentration. We used this framework to objectively compare PP and PC systems on the activity concentration estimation task. We investigated the effects of varying the size of the ROI and varying the number of bins for the attribute corresponding to the angular orientation of the detector in a continuously rotating SPECT system. The results indicate that in several cases, PP systems offer improved estimation performance compared to PC systems.
Computationally Efficient Composite Likelihood Statistics for Demographic Inference.
Coffman, Alec J; Hsieh, Ping Hsun; Gravel, Simon; Gutenkunst, Ryan N
2016-02-01
Many population genetics tools employ composite likelihoods, because fully modeling genomic linkage is challenging. But traditional approaches to estimating parameter uncertainties and performing model selection require full likelihoods, so these tools have relied on computationally expensive maximum-likelihood estimation (MLE) on bootstrapped data. Here, we demonstrate that statistical theory can be applied to adjust composite likelihoods and perform robust computationally efficient statistical inference in two demographic inference tools: ∂a∂i and TRACTS. On both simulated and real data, the adjustments perform comparably to MLE bootstrapping while using orders of magnitude less computational time.
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.
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...
Likelihood Estimation for Generalized Mixed Exponential Distributions.
1984-07-01
specified beforehand. 23 S. . ... .- ~T§777 ~"~~ 7’.7 . -- ." F0 * 0 REFERENCES L. Armijo, "Minimization of Functions Having Lipschitz Continuous...and F. W. Fairman, Exponential Approximation via a Closed Form Gauss-Newton Method, IEEE Trans. Circuit Theory, CT-20 (1973), pp. 361-369. A. R...engineering disciplines of Chemical, Civil, Electrical , and Mechanical and Aerospace to newer, more specialized fields of Biomedical Engineering
Parsons, Jeffrey T.; Rendina, H. Jonathon; Grov, Christian; Ventuneac, Ana; Mustanski, Brian
2014-01-01
Objective We sought to examine highly sexually active gay and bisexual men's accuracy in predicting their sexual behavior for the purposes of informing future research on intermittent, event-driven HIV Pre-Exposure Prophylaxis (PrEP). Design For 30 days, 92 HIV-negative men completed a daily survey about their sexual behavior (n = 1,688 days of data) and indicated their likelihood of having anal sex with a casual male partner the following day. Method We utilized multilevel modeling to analyze the association between self-reported likelihood of and subsequent engagement in anal sex. Results We found a linear association between men's reported likelihood of anal sex with casual partners and the actual probability of engaging in sex, though men overestimated the likelihood of sex. Overall, we found that men were better at predicting when they would not have sex than when they would, particularly if any likelihood value greater than 0% was treated as indicative that sex might occur. We found no evidence that men's accuracy of prediction was affected by whether it was a weekend or whether they were using substances, though both did increase the probability of sex. Discussion These results suggested that, were men taking event-driven intermittent PrEP, 14% of doses could have been safely skipped with a minimal rate of false negatives using guidelines of taking a dose unless there was no chance (i.e., 0% likelihood) of sex on the following day. This would result in a savings of over $1,300 per year in medication costs per participant. PMID:25559594
Revised activation estimates for silicon carbide
Heinisch, H.L.; Cheng, E.T.; Mann, F.M.
1996-10-01
Recent progress in nuclear data development for fusion energy systems includes a reevaluation of neutron activation cross sections for silicon and aluminum. Activation calculations using the newly compiled Fusion Evaluated Nuclear Data Library result in calculated levels of {sup 26}Al in irradiated silicon that are about an order of magnitude lower than the earlier calculated values. Thus, according to the latest internationally accepted nuclear data, SiC is much more attractive as a low activation material, even in first wall applications.
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
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.
Cohen, Sarah S; Matthews, Charles E; Bradshaw, Patrick T; Lipworth, Loren; Buchowski, Maciej S; Signorello, Lisa B; Blot, William J
2013-06-01
Increased physical activity has been shown to be protective for breast cancer although few studies have examined this association in Black women. In addition, limited evidence to date indicates that sedentary behavior may be an independent risk factor for breast cancer. We examined sedentary behavior and physical activity in relation to subsequent incident breast cancer in a nested case-control study within 546 cases (374 among Black women) and 2,184 matched controls enrolled in the Southern Community Cohort Study. Sedentary and physically active behaviors were assessed via self-report at study baseline (2002-2009) using a validated physical activity questionnaire. Conditional logistic regression was used to estimate mutually adjusted ORs and corresponding 95% confidence intervals (CI) for quartiles of sedentary and physical activity measures in relation to breast cancer risk. Being in the highest versus lowest quartile of total sedentary behavior (≥ 12 vs. <5.5 h/d) was associated with increased odds of breast cancer among White women [OR, 1.94 (95% CI, 1.01-3.70); P trend = 0.1] but not Black women [OR, 1.23 (95% CI, 0.82-1.83); P trend = 0.6] after adjustment for physical activity. After adjustment for sedentary activity, greater physical activity was associated with reduced odds for breast cancer among White women (P trend = 0.03) only. In conclusion, independent of one another, sedentary behavior and physical activity are risk factors for breast cancer among White women. Differences in these associations between Black and White women require further investigation. Reducing sedentary behavior and increasing physical activity are potentially independent targets for breast cancer prevention interventions.
Parametric likelihood inference for interval censored competing risks data.
Hudgens, Michael G; Li, Chenxi; Fine, Jason P
2014-03-01
Parametric estimation of the cumulative incidence function (CIF) is considered for competing risks data subject to interval censoring. Existing parametric models of the CIF for right censored competing risks data are adapted to the general case of interval censoring. Maximum likelihood estimators for the CIF are considered under the assumed models, extending earlier work on nonparametric estimation. A simple naive likelihood estimator is also considered that utilizes only part of the observed data. The naive estimator enables separate estimation of models for each cause, unlike full maximum likelihood in which all models are fit simultaneously. The naive likelihood is shown to be valid under mixed case interval censoring, but not under an independent inspection process model, in contrast with full maximum likelihood which is valid under both interval censoring models. In simulations, the naive estimator is shown to perform well and yield comparable efficiency to the full likelihood estimator in some settings. The methods are applied to data from a large, recent randomized clinical trial for the prevention of mother-to-child transmission of HIV.
Profile Likelihood and Incomplete Data.
Zhang, Zhiwei
2010-04-01
According to the law of likelihood, statistical evidence is represented by likelihood functions and its strength measured by likelihood ratios. This point of view has led to a likelihood paradigm for interpreting statistical evidence, which carefully distinguishes evidence about a parameter from error probabilities and personal belief. Like other paradigms of statistics, the likelihood paradigm faces challenges when data are observed incompletely, due to non-response or censoring, for instance. Standard methods to generate likelihood functions in such circumstances generally require assumptions about the mechanism that governs the incomplete observation of data, assumptions that usually rely on external information and cannot be validated with the observed data. Without reliable external information, the use of untestable assumptions driven by convenience could potentially compromise the interpretability of the resulting likelihood as an objective representation of the observed evidence. This paper proposes a profile likelihood approach for representing and interpreting statistical evidence with incomplete data without imposing untestable assumptions. The proposed approach is based on partial identification and is illustrated with several statistical problems involving missing data or censored data. Numerical examples based on real data are presented to demonstrate the feasibility of the approach.
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…
Estimating phytoplankton photosynthesis by active fluorescence
Falkowski, P.G.; Kolber, Z.
1992-01-01
Photosynthesis can be described by target theory, At low photon flux densities, photosynthesis is a linear function of irradiance (I), The number of reaction centers (n), their effective absorption capture cross section {sigma}, and a quantum yield {phi}. As photosynthesis becomes increasingly light saturated, an increased fraction of reaction centers close. At light saturation the maximum photosynthetic rate is given as the product of the number of reaction centers (n) and their maximum electron transport rate (I/{tau}). Using active fluorometry it is possible to measure non-destructively and in real time the fraction of open or closed reaction centers under ambient irradiance conditions in situ, as well as {sigma} and {phi} {tau} can be readily, calculated from knowledge of the light saturation parameter, I{sub k} (which can be deduced by in situ by active fluorescence measurements) and {sigma}. We built a pump and probe fluorometer, which is interfaced with a CTD. The instrument measures the fluorescence yield of a weak probe flash preceding (f{sub 0}) and succeeding (f{sub 0}) a saturating pump flash. Profiles of the these fluorescence yields are used to derive the instantaneous rate of gross photosynthesis in natural phytoplankton communities without any incubation. Correlations with short-term simulated in situ radiocarbon measurements are extremely high. The average slope between photosynthesis derived from fluorescence and that measured by radiocarbon is 1.15 and corresponds to the average photosynthetic quotient. The intercept is about 15% of the maximum radiocarbon uptake and corresponds to the average net community respiration. Profiles of photosynthesis and sections showing the variability in its composite parameters reveal a significant effect of nutrient availability on biomass specific rates of photosynthesis in the ocean.
Estimating phytoplankton photosynthesis by active fluorescence
Falkowski, P.G.; Kolber, Z.
1992-10-01
Photosynthesis can be described by target theory, At low photon flux densities, photosynthesis is a linear function of irradiance (I), The number of reaction centers (n), their effective absorption capture cross section {sigma}, and a quantum yield {phi}. As photosynthesis becomes increasingly light saturated, an increased fraction of reaction centers close. At light saturation the maximum photosynthetic rate is given as the product of the number of reaction centers (n) and their maximum electron transport rate (I/{tau}). Using active fluorometry it is possible to measure non-destructively and in real time the fraction of open or closed reaction centers under ambient irradiance conditions in situ, as well as {sigma} and {phi} {tau} can be readily, calculated from knowledge of the light saturation parameter, I{sub k} (which can be deduced by in situ by active fluorescence measurements) and {sigma}. We built a pump and probe fluorometer, which is interfaced with a CTD. The instrument measures the fluorescence yield of a weak probe flash preceding (f{sub 0}) and succeeding (f{sub 0}) a saturating pump flash. Profiles of the these fluorescence yields are used to derive the instantaneous rate of gross photosynthesis in natural phytoplankton communities without any incubation. Correlations with short-term simulated in situ radiocarbon measurements are extremely high. The average slope between photosynthesis derived from fluorescence and that measured by radiocarbon is 1.15 and corresponds to the average photosynthetic quotient. The intercept is about 15% of the maximum radiocarbon uptake and corresponds to the average net community respiration. Profiles of photosynthesis and sections showing the variability in its composite parameters reveal a significant effect of nutrient availability on biomass specific rates of photosynthesis in the ocean.
Be the Volume: A Classroom Activity to Visualize Volume Estimation
ERIC Educational Resources Information Center
Mikhaylov, Jessica
2011-01-01
A hands-on activity can help multivariable calculus students visualize surfaces and understand volume estimation. This activity can be extended to include the concepts of Fubini's Theorem and the visualization of the curves resulting from cross-sections of the surface. This activity uses students as pillars and a sheet or tablecloth for the…
cosmoabc: Likelihood-free inference for cosmology
NASA Astrophysics Data System (ADS)
Ishida, Emille E. O.; Vitenti, Sandro D. P.; Penna-Lima, Mariana; Trindade, Arlindo M.; Cisewski, Jessi; M.; de Souza, Rafael; Cameron, Ewan; Busti, Vinicius C.
2015-05-01
Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogs. cosmoabc is a Python Approximate Bayesian Computation (ABC) sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code can be coupled to an external simulator to allow incorporation of arbitrary distance and prior functions. When coupled with the numcosmo library, it has been used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function.
Nonparametric Bayes Factors Based On Empirical Likelihood Ratios
Vexler, Albert; Deng, Wei; Wilding, Gregory E.
2012-01-01
Bayes methodology provides posterior distribution functions based on parametric likelihoods adjusted for prior distributions. A distribution-free alternative to the parametric likelihood is use of empirical likelihood (EL) techniques, well known in the context of nonparametric testing of statistical hypotheses. Empirical likelihoods have been shown to exhibit many of the properties of conventional parametric likelihoods. In this article, we propose and examine Bayes factors (BF) methods that are derived via the EL ratio approach. Following Kass & Wasserman [10], we consider Bayes factors type decision rules in the context of standard statistical testing techniques. We show that the asymptotic properties of the proposed procedure are similar to the classical BF’s asymptotic operating characteristics. Although we focus on hypothesis testing, the proposed approach also yields confidence interval estimators of unknown parameters. Monte Carlo simulations were conducted to evaluate the theoretical results as well as to demonstrate the power of the proposed test. PMID:23180904
NASA Astrophysics Data System (ADS)
Shang, Yilun
2016-08-01
How complex a network is crucially impacts its function and performance. In many modern applications, the networks involved have a growth property and sparse structures, which pose challenges to physicists and applied mathematicians. In this paper, we introduce the forest likelihood as a plausible measure to gauge how difficult it is to construct a forest in a non-preferential attachment way. Based on the notions of admittable labeling and path construction, we propose algorithms for computing the forest likelihood of a given forest. Concrete examples as well as the distributions of forest likelihoods for all forests with some fixed numbers of nodes are presented. Moreover, we illustrate the ideas on real-life networks, including a benzenoid tree, a mathematical family tree, and a peer-to-peer network.
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.
Maximum-likelihood methods in wavefront sensing: stochastic models and likelihood functions
NASA Astrophysics Data System (ADS)
Barrett, Harrison H.; Dainty, Christopher; Lara, David
2007-02-01
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.
Shrinkage approach for EEG covariance matrix estimation.
Beltrachini, Leandro; von Ellenrieder, Nicolas; Muravchik, Carlos H
2010-01-01
We present a shrinkage estimator for the EEG spatial covariance matrix of the background activity. We show that such an estimator has some advantages over the maximum likelihood and sample covariance estimators when the number of available data to carry out the estimation is low. We find sufficient conditions for the consistency of the shrinkage estimators and results concerning their numerical stability. We compare several shrinkage schemes and show how to improve the estimator by incorporating known structure of the covariance matrix.
Comparison between geochemical and biological estimates of subsurface microbial activities.
Phelps, T J; Murphy, E M; Pfiffner, S M; White, D C
1994-01-01
Geochemical and biological estimates of in situ microbial activities were compared from the aerobic and microaerophilic sediments of the Atlantic Coastal Plain. Radioisotope time-course experiments suggested oxidation rates greater than millimolar quantities per year for acetate and glucose. Geochemical analyses assessing oxygen consumption, soluble organic carbon utilization, sulfate reduction, and carbon dioxide production suggested organic oxidation rates of nano- to micromolar quantities per year. Radiotracer timecourse experiments appeared to overestimate rates of organic carbon oxidation, sulfate reduction, and biomass production by a factor of 10(3)-10(6) greater than estimates calculated from groundwater analyses. Based on the geochemical evidence, in situ microbial metabolism was estimated to be in the nano- to micromolar range per year, and the average doubling time for the microbial community was estimated to be centuries.
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen; Wald, Lawrence L.
2017-01-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization. PMID:26915119
Human ECG signal parameters estimation during controlled physical activity
NASA Astrophysics Data System (ADS)
Maciejewski, Marcin; Surtel, Wojciech; Dzida, Grzegorz
2015-09-01
ECG signal parameters are commonly used indicators of human health condition. In most cases the patient should remain stationary during the examination to decrease the influence of muscle artifacts. During physical activity, the noise level increases significantly. The ECG signals were acquired during controlled physical activity on a stationary bicycle and during rest. Afterwards, the signals were processed using a method based on Pan-Tompkins algorithms to estimate their parameters and to test the method.
A Comparison of a Bayesian and a Maximum Likelihood Tailored Testing Procedure.
ERIC Educational Resources Information Center
McKinley, Robert L.; Reckase, Mark D.
A study was conducted to compare tailored testing procedures based on a Bayesian ability estimation technique and on a maximum likelihood ability estimation technique. The Bayesian tailored testing procedure selected items so as to minimize the posterior variance of the ability estimate distribution, while the maximum likelihood tailored testing…
EIA Completes Corrections to Drilling Activity Estimates Series
1999-01-01
The Energy Information Administration (EIA) has published monthly and annual estimates of oil and gas drilling activity since 1978. These data are key information for many industry analysts, serving as a leading indicator of trends in the industry and a barometer of general industry status.
EIA Corrects Errors in Its Drilling Activity Estimates Series
1998-01-01
The Energy Information Administration (EIA) has published monthly and annual estimates of oil and gas drilling activity since 1978. These data are key information for many industry analysts, serving as a leading indicator of trends in the industry and a barometer of general industry status.
Likelihood-Based Confidence Intervals in Exploratory Factor Analysis
ERIC Educational Resources Information Center
Oort, Frans J.
2011-01-01
In exploratory or unrestricted factor analysis, all factor loadings are free to be estimated. In oblique solutions, the correlations between common factors are free to be estimated as well. The purpose of this article is to show how likelihood-based confidence intervals can be obtained for rotated factor loadings and factor correlations, by…
Maximum Likelihood Factor Structure of the Family Environment Scale.
ERIC Educational Resources Information Center
Fowler, Patrick C.
1981-01-01
Presents the maximum likelihood factor structure of the Family Environment Scale. The first bipolar dimension, "cohesion v conflict," measures relationship-centered concerns, while the second unipolar dimension is an index of "organizational and control" activities. (Author)
Estimating evaporative vapor generation from automobiles based on parking activities.
Dong, Xinyi; Tschantz, Michael; Fu, Joshua S
2015-07-01
A new approach is proposed to quantify the evaporative vapor generation based on real parking activity data. As compared to the existing methods, two improvements are applied in this new approach to reduce the uncertainties: First, evaporative vapor generation from diurnal parking events is usually calculated based on estimated average parking duration for the whole fleet, while in this study, vapor generation rate is calculated based on parking activities distribution. Second, rather than using the daily temperature gradient, this study uses hourly temperature observations to derive the hourly incremental vapor generation rates. The parking distribution and hourly incremental vapor generation rates are then adopted with Wade-Reddy's equation to estimate the weighted average evaporative generation. We find that hourly incremental rates can better describe the temporal variations of vapor generation, and the weighted vapor generation rate is 5-8% less than calculation without considering parking activity.
Using multiple linear regression model to estimate thunderstorm activity
NASA Astrophysics Data System (ADS)
Suparta, W.; Putro, W. S.
2017-03-01
This paper is aimed to develop a numerical model with the use of a nonlinear model to estimate the thunderstorm activity. Meteorological data such as Pressure (P), Temperature (T), Relative Humidity (H), cloud (C), Precipitable Water Vapor (PWV), and precipitation on a daily basis were used in the proposed method. The model was constructed with six configurations of input and one target output. The output tested in this work is the thunderstorm event when one-year data is used. Results showed that the model works well in estimating thunderstorm activities with the maximum epoch reaching 1000 iterations and the percent error was found below 50%. The model also found that the thunderstorm activities in May and October are detected higher than the other months due to the inter-monsoon season.
Multiplicative earthquake likelihood models incorporating strain rates
NASA Astrophysics Data System (ADS)
Rhoades, D. A.; Christophersen, A.; Gerstenberger, M. C.
2017-01-01