Sample records for activation likelihood estimation
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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…
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Silverman, Merav H.; Jedd, Kelly; Luciana, Monica
2015-01-01
Behavioral responses to, and the neural processing of, rewards change dramatically during adolescence and may contribute to observed increases in risk-taking during this developmental period. Functional MRI (fMRI) studies suggest differences between adolescents and adults in neural activation during reward processing, but findings are contradictory, and effects have been found in non-predicted directions. The current study uses an activation likelihood estimation (ALE) approach for quantitative meta-analysis of functional neuroimaging studies to: 1) confirm the network of brain regions involved in adolescents’ reward processing, 2) identify regions involved in specific stages (anticipation, outcome) and valence (positive, negative) of reward processing, and 3) identify differences in activation likelihood between adolescent and adult reward-related brain activation. Results reveal a subcortical network of brain regions involved in adolescent reward processing similar to that found in adults with major hubs including the ventral and dorsal striatum, insula, and posterior cingulate cortex (PCC). Contrast analyses find that adolescents exhibit greater likelihood of activation in the insula while processing anticipation relative to outcome and greater likelihood of activation in the putamen and amygdala during outcome relative to anticipation. While processing positive compared to negative valence, adolescents show increased likelihood for activation in the posterior cingulate cortex (PCC) and ventral striatum. Contrasting adolescent reward processing with the existing ALE of adult reward processing (Liu et al., 2011) reveals increased likelihood for activation in limbic, frontolimbic, and striatal regions in adolescents compared with adults. Unlike adolescents, adults also activate executive control regions of the frontal and parietal lobes. These findings support hypothesized elevations in motivated activity during adolescence. PMID:26254587
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Mackey, Dawn C.; Hubbard, Alan E.; Cawthon, Peggy M.; Cauley, Jane A.; Cummings, Steven R.; Tager, Ira B.
2011-01-01
Few studies have examined the relation between usual physical activity level and rate of hip fracture in older men or applied semiparametric methods from the causal inference literature that estimate associations without assuming a particular parametric model. Using the Physical Activity Scale for the Elderly, the authors measured usual physical activity level at baseline (2000–2002) in 5,682 US men ≥65 years of age who were enrolled in the Osteoporotic Fractures in Men Study. Physical activity levels were classified as low (bottom quartile of Physical Activity Scale for the Elderly score), moderate (middle quartiles), or high (top quartile). Hip fractures were confirmed by central review. Marginal associations between physical activity and hip fracture were estimated with 3 estimation methods: inverse probability-of-treatment weighting, G-computation, and doubly robust targeted maximum likelihood estimation. During 6.5 years of follow-up, 95 men (1.7%) experienced a hip fracture. The unadjusted risk of hip fracture was lower in men with a high physical activity level versus those with a low physical activity level (relative risk = 0.51, 95% confidence interval: 0.28, 0.92). In semiparametric analyses that controlled confounding, hip fracture risk was not lower with moderate (e.g., targeted maximum likelihood estimation relative risk = 0.92, 95% confidence interval: 0.62, 1.44) or high (e.g., targeted maximum likelihood estimation relative risk = 0.88, 95% confidence interval: 0.53, 2.03) physical activity relative to low. This study does not support a protective effect of usual physical activity on hip fracture in older men. PMID:21303805
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Scanning linear estimation: improvements over region of interest (ROI) methods
NASA Astrophysics Data System (ADS)
Kupinski, Meredith K.; Clarkson, Eric W.; Barrett, Harrison H.
2013-03-01
In tomographic medical imaging, a signal activity is typically estimated by summing voxels from a reconstructed image. We introduce an alternative estimation scheme that operates on the raw projection data and offers a substantial improvement, as measured by the ensemble mean-square error (EMSE), when compared to using voxel values from a maximum-likelihood expectation-maximization (MLEM) reconstruction. The scanning-linear (SL) estimator operates on the raw projection data and is derived as a special case of maximum-likelihood estimation with a series of approximations to make the calculation tractable. The approximated likelihood accounts for background randomness, measurement noise and variability in the parameters to be estimated. When signal size and location are known, the SL estimate of signal activity is unbiased, i.e. the average estimate equals the true value. By contrast, unpredictable bias arising from the null functions of the imaging system affect standard algorithms that operate on reconstructed data. The SL method is demonstrated for two different tasks: (1) simultaneously estimating a signal’s size, location and activity; (2) for a fixed signal size and location, estimating activity. Noisy projection data are realistically simulated using measured calibration data from the multi-module multi-resolution small-animal SPECT imaging system. For both tasks, the same set of images is reconstructed using the MLEM algorithm (80 iterations), and the average and maximum values within the region of interest (ROI) are calculated for comparison. This comparison shows dramatic improvements in EMSE for the SL estimates. To show that the bias in ROI estimates affects not only absolute values but also relative differences, such as those used to monitor the response to therapy, the activity estimation task is repeated for three different signal sizes.
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Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation
NASA Astrophysics Data System (ADS)
Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.
2016-12-01
With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.
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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
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Estimating the variance for heterogeneity in arm-based network meta-analysis.
Piepho, Hans-Peter; Madden, Laurence V; Roger, James; Payne, Roger; Williams, Emlyn R
2018-04-19
Network meta-analysis can be implemented by using arm-based or contrast-based models. Here we focus on arm-based models and fit them using generalized linear mixed model procedures. Full maximum likelihood (ML) estimation leads to biased trial-by-treatment interaction variance estimates for heterogeneity. Thus, our objective is to investigate alternative approaches to variance estimation that reduce bias compared with full ML. Specifically, we use penalized quasi-likelihood/pseudo-likelihood and hierarchical (h) likelihood approaches. In addition, we consider a novel model modification that yields estimators akin to the residual maximum likelihood estimator for linear mixed models. The proposed methods are compared by simulation, and 2 real datasets are used for illustration. Simulations show that penalized quasi-likelihood/pseudo-likelihood and h-likelihood reduce bias and yield satisfactory coverage rates. Sum-to-zero restriction and baseline contrasts for random trial-by-treatment interaction effects, as well as a residual ML-like adjustment, also reduce bias compared with an unconstrained model when ML is used, but coverage rates are not quite as good. Penalized quasi-likelihood/pseudo-likelihood and h-likelihood are therefore recommended. Copyright © 2018 John Wiley & Sons, Ltd.
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The use of early summer mosquito surveillance to predict late summer West Nile virus activity
Ginsberg, Howard S.; Rochlin, Ilia; Campbell, Scott R.
2010-01-01
Utility of early-season mosquito surveillance to predict West Nile virus activity in late summer was assessed in Suffolk County, NY. Dry ice-baited CDC miniature light traps paired with gravid traps were set weekly. Maximum-likelihood estimates of WNV positivity, minimum infection rates, and % positive pools were generally well correlated. However, positivity in gravid traps was not correlated with positivity in CDC light traps. The best early-season predictors of WNV activity in late summer (estimated using maximum-likelihood estimates of Culex positivity in August and September) were early date of first positive pool, low numbers of mosquitoes in July, and low numbers of mosquito species in July. These results suggest that early-season entomological samples can be used to predict WNV activity later in the summer, when most human cases are acquired. Additional research is needed to establish which surveillance variables are most predictive and to characterize the reliability of the predictions.
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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.
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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.
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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.
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Determining the accuracy of maximum likelihood parameter estimates with colored residuals
NASA Technical Reports Server (NTRS)
Morelli, Eugene A.; Klein, Vladislav
1994-01-01
An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.
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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.
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Estimating Function Approaches for Spatial Point Processes
NASA Astrophysics Data System (ADS)
Deng, Chong
Spatial point pattern data consist of locations of events that are often of interest in biological and ecological studies. Such data are commonly viewed as a realization from a stochastic process called spatial point process. To fit a parametric spatial point process model to such data, likelihood-based methods have been widely studied. However, while maximum likelihood estimation is often too computationally intensive for Cox and cluster processes, pairwise likelihood methods such as composite likelihood, Palm likelihood usually suffer from the loss of information due to the ignorance of correlation among pairs. For many types of correlated data other than spatial point processes, when likelihood-based approaches are not desirable, estimating functions have been widely used for model fitting. In this dissertation, we explore the estimating function approaches for fitting spatial point process models. These approaches, which are based on the asymptotic optimal estimating function theories, can be used to incorporate the correlation among data and yield more efficient estimators. We conducted a series of studies to demonstrate that these estmating function approaches are good alternatives to balance the trade-off between computation complexity and estimating efficiency. First, we propose a new estimating procedure that improves the efficiency of pairwise composite likelihood method in estimating clustering parameters. Our approach combines estimating functions derived from pairwise composite likeli-hood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial point process models and can yield more efficient estimators for the clustering parameters than pairwise composite likelihood estimation. We demonstrate its efficacy through a simulation study and an application to the longleaf pine data. Second, we further explore the quasi-likelihood approach on fitting second-order intensity function of spatial point processes. However, the original second-order quasi-likelihood is barely feasible due to the intense computation and high memory requirement needed to solve a large linear system. Motivated by the existence of geometric regular patterns in the stationary point processes, we find a lower dimension representation of the optimal weight function and propose a reduced second-order quasi-likelihood approach. Through a simulation study, we show that the proposed method not only demonstrates superior performance in fitting the clustering parameter but also merits in the relaxation of the constraint of the tuning parameter, H. Third, we studied the quasi-likelihood type estimating funciton that is optimal in a certain class of first-order estimating functions for estimating the regression parameter in spatial point process models. Then, by using a novel spectral representation, we construct an implementation that is computationally much more efficient and can be applied to more general setup than the original quasi-likelihood method.
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Finite mixture model: A maximum likelihood estimation approach on time series data
NASA Astrophysics Data System (ADS)
Yen, Phoong Seuk; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad
2014-09-01
Recently, statistician emphasized on the fitting of finite mixture model by using maximum likelihood estimation as it provides asymptotic properties. In addition, it shows consistency properties as the sample sizes increases to infinity. This illustrated that maximum likelihood estimation is an unbiased estimator. Moreover, the estimate parameters obtained from the application of maximum likelihood estimation have smallest variance as compared to others statistical method as the sample sizes increases. Thus, maximum likelihood estimation is adopted in this paper to fit the two-component mixture model in order to explore the relationship between rubber price and exchange rate for Malaysia, Thailand, Philippines and Indonesia. Results described that there is a negative effect among rubber price and exchange rate for all selected countries.
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Joint reconstruction of activity and attenuation in Time-of-Flight PET: A Quantitative Analysis.
Rezaei, Ahmadreza; Deroose, Christophe M; Vahle, Thomas; Boada, Fernando; Nuyts, Johan
2018-03-01
Joint activity and attenuation reconstruction methods from time of flight (TOF) positron emission tomography (PET) data provide an effective solution to attenuation correction when no (or incomplete/inaccurate) information on the attenuation is available. One of the main barriers limiting their use in clinical practice is the lack of validation of these methods on a relatively large patient database. In this contribution, we aim at validating the activity reconstructions of the maximum likelihood activity reconstruction and attenuation registration (MLRR) algorithm on a whole-body patient data set. Furthermore, a partial validation (since the scale problem of the algorithm is avoided for now) of the maximum likelihood activity and attenuation reconstruction (MLAA) algorithm is also provided. We present a quantitative comparison of the joint reconstructions to the current clinical gold-standard maximum likelihood expectation maximization (MLEM) reconstruction with CT-based attenuation correction. Methods: The whole-body TOF-PET emission data of each patient data set is processed as a whole to reconstruct an activity volume covering all the acquired bed positions, which helps to reduce the problem of a scale per bed position in MLAA to a global scale for the entire activity volume. Three reconstruction algorithms are used: MLEM, MLRR and MLAA. A maximum likelihood (ML) scaling of the single scatter simulation (SSS) estimate to the emission data is used for scatter correction. The reconstruction results are then analyzed in different regions of interest. Results: The joint reconstructions of the whole-body patient data set provide better quantification in case of PET and CT misalignments caused by patient and organ motion. Our quantitative analysis shows a difference of -4.2% (±2.3%) and -7.5% (±4.6%) between the joint reconstructions of MLRR and MLAA compared to MLEM, averaged over all regions of interest, respectively. Conclusion: Joint activity and attenuation estimation methods provide a useful means to estimate the tracer distribution in cases where CT-based attenuation images are subject to misalignments or are not available. With an accurate estimate of the scatter contribution in the emission measurements, the joint TOF-PET reconstructions are within clinical acceptable accuracy. Copyright © 2018 by the Society of Nuclear Medicine and Molecular Imaging, Inc.
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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.
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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.
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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
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Jeon, Jihyoun; Hsu, Li; Gorfine, Malka
2012-07-01
Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.
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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…
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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…
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On non-parametric maximum likelihood estimation of the bivariate survivor function.
Prentice, R L
The likelihood function for the bivariate survivor function F, under independent censorship, is maximized to obtain a non-parametric maximum likelihood estimator &Fcirc;. &Fcirc; may or may not be unique depending on the configuration of singly- and doubly-censored pairs. The likelihood function can be maximized by placing all mass on the grid formed by the uncensored failure times, or half lines beyond the failure time grid, or in the upper right quadrant beyond the grid. By accumulating the mass along lines (or regions) where the likelihood is flat, one obtains a partially maximized likelihood as a function of parameters that can be uniquely estimated. The score equations corresponding to these point mass parameters are derived, using a Lagrange multiplier technique to ensure unit total mass, and a modified Newton procedure is used to calculate the parameter estimates in some limited simulation studies. Some considerations for the further development of non-parametric bivariate survivor function estimators are briefly described.
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Testing students' e-learning via Facebook through Bayesian structural equation modeling.
Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.
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Testing students’ e-learning via Facebook through Bayesian structural equation modeling
Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students’ intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods’ results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated. PMID:28886019
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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.
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ERIC Educational Resources Information Center
Han, Hyemin
2017-01-01
The present study meta-analyzed 45 experiments with 959 subjects and 463 activation foci reported in 43 published articles that investigated the neural mechanism of moral functions by comparing neural activity between the moral task conditions and non-moral task conditions with the Activation Likelihood Estimation method. The present study…
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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 are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.
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Hinde, Jesse; Bray, Jeremy; Kaiser, David; Mallonee, Erin
2017-02-01
To examine how institutional constraints, comprising federal actions and states' substance abuse policy environments, influence states' decisions to activate Medicaid reimbursement codes for screening and brief intervention for risky substance use in the United States. A discrete-time duration model was used to estimate the effect of institutional constraints on the likelihood of activating the Medicaid reimbursement codes. Primary constraints included federal Screening, Brief Intervention and Referral to Treatment (SBIRT) grant funding, substance abuse priority, economic climate, political climate and interstate diffusion. Study data came from publicly available secondary data sources. Federal SBIRT grant funding did not affect significantly the likelihood of activation (P = 0.628). A $1 increase in per-capita block grant funding was associated with a 10-percentage point reduction in the likelihood of activation (P = 0.003) and a $1 increase in per-capita state substance use disorder expenditures was associated with a 2-percentage point increase in the likelihood of activation (P = 0.004). States with enacted parity laws (P = 0.016) and a Democratic-controlled state government were also more likely to activate the codes. In the United States, the determinants of state activation of Medicaid Screening, Brief Intervention and Referral to Treatment (SBIRT) reimbursement codes are complex, and include more than financial considerations. Federal block grant funding is a strong disincentive to activating the SBIRT reimbursement codes, while more direct federal SBIRT grant funding has no detectable effects. © 2017 Society for the Study of Addiction.
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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
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Huang, Chiung-Yu; Qin, Jing
2013-01-01
The Canadian Study of Health and Aging (CSHA) employed a prevalent cohort design to study survival after onset of dementia, where patients with dementia were sampled and the onset time of dementia was determined retrospectively. The prevalent cohort sampling scheme favors individuals who survive longer. Thus, the observed survival times are subject to length bias. In recent years, there has been a rising interest in developing estimation procedures for prevalent cohort survival data that not only account for length bias but also actually exploit the incidence distribution of the disease to improve efficiency. This article considers semiparametric estimation of the Cox model for the time from dementia onset to death under a stationarity assumption with respect to the disease incidence. Under the stationarity condition, the semiparametric maximum likelihood estimation is expected to be fully efficient yet difficult to perform for statistical practitioners, as the likelihood depends on the baseline hazard function in a complicated way. Moreover, the asymptotic properties of the semiparametric maximum likelihood estimator are not well-studied. Motivated by the composite likelihood method (Besag 1974), we develop a composite partial likelihood method that retains the simplicity of the popular partial likelihood estimator and can be easily performed using standard statistical software. When applied to the CSHA data, the proposed method estimates a significant difference in survival between the vascular dementia group and the possible Alzheimer’s disease group, while the partial likelihood method for left-truncated and right-censored data yields a greater standard error and a 95% confidence interval covering 0, thus highlighting the practical value of employing a more efficient methodology. To check the assumption of stable disease for the CSHA data, we also present new graphical and numerical tests in the article. The R code used to obtain the maximum composite partial likelihood estimator for the CSHA data is available in the online Supplementary Material, posted on the journal web site. PMID:24000265
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Bias Correction for the Maximum Likelihood Estimate of Ability. Research Report. ETS RR-05-15
ERIC Educational Resources Information Center
Zhang, Jinming
2005-01-01
Lord's bias function and the weighted likelihood estimation method are effective in reducing the bias of the maximum likelihood estimate of an examinee's ability under the assumption that the true item parameters are known. This paper presents simulation studies to determine the effectiveness of these two methods in reducing the bias when the item…
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Del Casale, Antonio; Ferracuti, Stefano; Rapinesi, Chiara; De Rossi, Pietro; Angeletti, Gloria; Sani, Gabriele; Kotzalidis, Georgios D; Girardi, Paolo
2015-12-01
Several studies reported that hypnosis can modulate pain perception and tolerance by affecting cortical and subcortical activity in brain regions involved in these processes. We conducted an Activation Likelihood Estimation (ALE) meta-analysis on functional neuroimaging studies of pain perception under hypnosis to identify brain activation-deactivation patterns occurring during hypnotic suggestions aiming at pain reduction, including hypnotic analgesic, pleasant, or depersonalization suggestions (HASs). We searched the PubMed, Embase and PsycInfo databases; we included papers published in peer-reviewed journals dealing with functional neuroimaging and hypnosis-modulated pain perception. The ALE meta-analysis encompassed data from 75 healthy volunteers reported in 8 functional neuroimaging studies. HASs during experimentally-induced pain compared to control conditions correlated with significant activations of the right anterior cingulate cortex (Brodmann's Area [BA] 32), left superior frontal gyrus (BA 6), and right insula, and deactivation of right midline nuclei of the thalamus. HASs during experimental pain impact both cortical and subcortical brain activity. The anterior cingulate, left superior frontal, and right insular cortices activation increases could induce a thalamic deactivation (top-down inhibition), which may correlate with reductions in pain intensity. Copyright © 2016 Elsevier Ltd. All rights reserved.
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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. Crown Copyright © 2014. Published by Elsevier Inc. All rights reserved.
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Fast maximum likelihood estimation of mutation rates using a birth-death process.
Wu, Xiaowei; Zhu, Hongxiao
2015-02-07
Since fluctuation analysis was first introduced by Luria and Delbrück in 1943, it has been widely used to make inference about spontaneous mutation rates in cultured cells. Under certain model assumptions, the probability distribution of the number of mutants that appear in a fluctuation experiment can be derived explicitly, which provides the basis of mutation rate estimation. It has been shown that, among various existing estimators, the maximum likelihood estimator usually demonstrates some desirable properties such as consistency and lower mean squared error. However, its application in real experimental data is often hindered by slow computation of likelihood due to the recursive form of the mutant-count distribution. We propose a fast maximum likelihood estimator of mutation rates, MLE-BD, based on a birth-death process model with non-differential growth assumption. Simulation studies demonstrate that, compared with the conventional maximum likelihood estimator derived from the Luria-Delbrück distribution, MLE-BD achieves substantial improvement on computational speed and is applicable to arbitrarily large number of mutants. In addition, it still retains good accuracy on point estimation. Published by Elsevier Ltd.
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An alternative method to measure the likelihood of a financial crisis in an emerging market
NASA Astrophysics Data System (ADS)
Özlale, Ümit; Metin-Özcan, Kıvılcım
2007-07-01
This paper utilizes an early warning system in order to measure the likelihood of a financial crisis in an emerging market economy. We introduce a methodology, where we can both obtain a likelihood series and analyze the time-varying effects of several macroeconomic variables on this likelihood. Since the issue is analyzed in a non-linear state space framework, the extended Kalman filter emerges as the optimal estimation algorithm. Taking the Turkish economy as our laboratory, the results indicate that both the derived likelihood measure and the estimated time-varying parameters are meaningful and can successfully explain the path that the Turkish economy had followed between 2000 and 2006. The estimated parameters also suggest that overvalued domestic currency, current account deficit and the increase in the default risk increase the likelihood of having an economic crisis in the economy. Overall, the findings in this paper suggest that the estimation methodology introduced in this paper can also be applied to other emerging market economies as well.
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Maximum likelihood estimation of signal-to-noise ratio and combiner weight
NASA Technical Reports Server (NTRS)
Kalson, S.; Dolinar, S. J.
1986-01-01
An algorithm for estimating signal to noise ratio and combiner weight parameters for a discrete time series is presented. The algorithm is based upon the joint maximum likelihood estimate of the signal and noise power. The discrete-time series are the sufficient statistics obtained after matched filtering of a biphase modulated signal in additive white Gaussian noise, before maximum likelihood decoding is performed.
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Changren Weng; Thomas L. Kubisiak; C. Dana Nelson; James P. Geaghan; Michael Stine
1999-01-01
Single marker regression and single marker maximum likelihood estimation were tied to detect quantitative trait loci (QTLs) controlling the early height growth of longleaf pine and slash pine using a ((longleaf pine x slash pine) x slash pine) BC, population consisting of 83 progeny. Maximum likelihood estimation was found to be more power than regression and could...
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A comprehensive assessment of collision likelihood in Geosynchronous Earth Orbit
NASA Astrophysics Data System (ADS)
Oltrogge, D. L.; Alfano, S.; Law, C.; Cacioni, A.; Kelso, T. S.
2018-06-01
Knowing the likelihood of collision for satellites operating in Geosynchronous Earth Orbit (GEO) is of extreme importance and interest to the global community and the operators of GEO spacecraft. Yet for all of its importance, a comprehensive assessment of GEO collision likelihood is difficult to do and has never been done. In this paper, we employ six independent and diverse assessment methods to estimate GEO collision likelihood. Taken in aggregate, this comprehensive assessment offer new insights into GEO collision likelihood that are within a factor of 3.5 of each other. These results are then compared to four collision and seven encounter rate estimates previously published. Collectively, these new findings indicate that collision likelihood in GEO is as much as four orders of magnitude higher than previously published by other researchers. Results indicate that a collision is likely to occur every 4 years for one satellite out of the entire GEO active satellite population against a 1 cm RSO catalogue, and every 50 years against a 20 cm RSO catalogue. Further, previous assertions that collision relative velocities are low (i.e., <1 km/s) in GEO are disproven, with some GEO relative velocities as high as 4 km/s identified. These new findings indicate that unless operators successfully mitigate this collision risk, the GEO orbital arc is and will remain at high risk of collision, with the potential for serious follow-on collision threats from post-collision debris when a substantial GEO collision occurs.
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AN ASSESSMENT OF THE FATE OF METAL OXIDE NANOMATERIALS IN POROUS MEDIA
Developing procedures for assessing the potential environmental fate and transport of nanomaterials is an active endeavor of the environmental technical research community. Insufficient information exists for estimating the likelihood of nanomaterial deposition on natural surface...
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Investigating the Impact of Uncertainty about Item Parameters on Ability Estimation
ERIC Educational Resources Information Center
Zhang, Jinming; Xie, Minge; Song, Xiaolan; Lu, Ting
2011-01-01
Asymptotic expansions of the maximum likelihood estimator (MLE) and weighted likelihood estimator (WLE) of an examinee's ability are derived while item parameter estimators are treated as covariates measured with error. The asymptotic formulae present the amount of bias of the ability estimators due to the uncertainty of item parameter estimators.…
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Maximum likelihood estimation of finite mixture model for economic data
NASA Astrophysics Data System (ADS)
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-06-01
Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.
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A Solution to Separation and Multicollinearity in Multiple Logistic Regression
Shen, Jianzhao; Gao, Sujuan
2010-01-01
In dementia screening tests, item selection for shortening an existing screening test can be achieved using multiple logistic regression. However, maximum likelihood estimates for such logistic regression models often experience serious bias or even non-existence because of separation and multicollinearity problems resulting from a large number of highly correlated items. Firth (1993, Biometrika, 80(1), 27–38) proposed a penalized likelihood estimator for generalized linear models and it was shown to reduce bias and the non-existence problems. The ridge regression has been used in logistic regression to stabilize the estimates in cases of multicollinearity. However, neither solves the problems for each other. In this paper, we propose a double penalized maximum likelihood estimator combining Firth’s penalized likelihood equation with a ridge parameter. We present a simulation study evaluating the empirical performance of the double penalized likelihood estimator in small to moderate sample sizes. We demonstrate the proposed approach using a current screening data from a community-based dementia study. PMID:20376286
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A Solution to Separation and Multicollinearity in Multiple Logistic Regression.
Shen, Jianzhao; Gao, Sujuan
2008-10-01
In dementia screening tests, item selection for shortening an existing screening test can be achieved using multiple logistic regression. However, maximum likelihood estimates for such logistic regression models often experience serious bias or even non-existence because of separation and multicollinearity problems resulting from a large number of highly correlated items. Firth (1993, Biometrika, 80(1), 27-38) proposed a penalized likelihood estimator for generalized linear models and it was shown to reduce bias and the non-existence problems. The ridge regression has been used in logistic regression to stabilize the estimates in cases of multicollinearity. However, neither solves the problems for each other. In this paper, we propose a double penalized maximum likelihood estimator combining Firth's penalized likelihood equation with a ridge parameter. We present a simulation study evaluating the empirical performance of the double penalized likelihood estimator in small to moderate sample sizes. We demonstrate the proposed approach using a current screening data from a community-based dementia study.
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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.
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NASA Technical Reports Server (NTRS)
Peters, B. C., Jr.; Walker, H. F.
1975-01-01
New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.
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NASA Technical Reports Server (NTRS)
Peters, B. C., Jr.; Walker, H. F.
1975-01-01
A general iterative procedure is given for determining the consistent maximum likelihood estimates of normal distributions. In addition, a local maximum of the log-likelihood function, Newtons's method, a method of scoring, and modifications of these procedures are discussed.
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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…
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Estimation Methods for Non-Homogeneous Regression - Minimum CRPS vs Maximum Likelihood
NASA Astrophysics Data System (ADS)
Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg J.; Zeileis, Achim
2017-04-01
Non-homogeneous regression models are widely used to statistically post-process numerical weather prediction models. Such regression models correct for errors in mean and variance and are capable to forecast a full probability distribution. In order to estimate the corresponding regression coefficients, CRPS minimization is performed in many meteorological post-processing studies since the last decade. In contrast to maximum likelihood estimation, CRPS minimization is claimed to yield more calibrated forecasts. Theoretically, both scoring rules used as an optimization score should be able to locate a similar and unknown optimum. Discrepancies might result from a wrong distributional assumption of the observed quantity. To address this theoretical concept, this study compares maximum likelihood and minimum CRPS estimation for different distributional assumptions. First, a synthetic case study shows that, for an appropriate distributional assumption, both estimation methods yield to similar regression coefficients. The log-likelihood estimator is slightly more efficient. A real world case study for surface temperature forecasts at different sites in Europe confirms these results but shows that surface temperature does not always follow the classical assumption of a Gaussian distribution. KEYWORDS: ensemble post-processing, maximum likelihood estimation, CRPS minimization, probabilistic temperature forecasting, distributional regression models
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Multiple-hit parameter estimation in monolithic detectors.
Hunter, William C J; Barrett, Harrison H; Lewellen, Tom K; Miyaoka, Robert S
2013-02-01
We examine a maximum-a-posteriori method for estimating the primary interaction position of gamma rays with multiple interaction sites (hits) in a monolithic detector. In assessing the performance of a multiple-hit estimator over that of a conventional one-hit estimator, we consider a few different detector and readout configurations of a 50-mm-wide square cerium-doped lutetium oxyorthosilicate block. For this study, we use simulated data from SCOUT, a Monte-Carlo tool for photon tracking and modeling scintillation- camera output. With this tool, we determine estimate bias and variance for a multiple-hit estimator and compare these with similar metrics for a one-hit maximum-likelihood estimator, which assumes full energy deposition in one hit. We also examine the effect of event filtering on these metrics; for this purpose, we use a likelihood threshold to reject signals that are not likely to have been produced under the assumed likelihood model. Depending on detector design, we observe a 1%-12% improvement of intrinsic resolution for a 1-or-2-hit estimator as compared with a 1-hit estimator. We also observe improved differentiation of photopeak events using a 1-or-2-hit estimator as compared with the 1-hit estimator; more than 6% of photopeak events that were rejected by likelihood filtering for the 1-hit estimator were accurately identified as photopeak events and positioned without loss of resolution by a 1-or-2-hit estimator; for PET, this equates to at least a 12% improvement in coincidence-detection efficiency with likelihood filtering applied.
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An evaluation of percentile and maximum likelihood estimators of weibull paremeters
Stanley J. Zarnoch; Tommy R. Dell
1985-01-01
Two methods of estimating the three-parameter Weibull distribution were evaluated by computer simulation and field data comparison. Maximum likelihood estimators (MLB) with bias correction were calculated with the computer routine FITTER (Bailey 1974); percentile estimators (PCT) were those proposed by Zanakis (1979). The MLB estimators had superior smaller bias and...
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The Equivalence of Two Methods of Parameter Estimation for the Rasch Model.
ERIC Educational Resources Information Center
Blackwood, Larry G.; Bradley, Edwin L.
1989-01-01
Two methods of estimating parameters in the Rasch model are compared. The equivalence of likelihood estimations from the model of G. J. Mellenbergh and P. Vijn (1981) and from usual unconditional maximum likelihood (UML) estimation is demonstrated. Mellenbergh and Vijn's model is a convenient method of calculating UML estimates. (SLD)
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ERIC Educational Resources Information Center
Yang, Xiangdong; Poggio, John C.; Glasnapp, Douglas R.
2006-01-01
The effects of five ability estimators, that is, maximum likelihood estimator, weighted likelihood estimator, maximum a posteriori, expected a posteriori, and Owen's sequential estimator, on the performances of the item response theory-based adaptive classification procedure on multiple categories were studied via simulations. The following…
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SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.
Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman
2017-03-01
We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).
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Maximum likelihood solution for inclination-only data in paleomagnetism
NASA Astrophysics Data System (ADS)
Arason, P.; Levi, S.
2010-08-01
We have developed a new robust maximum likelihood method for estimating the unbiased mean inclination from inclination-only data. In paleomagnetic analysis, the arithmetic mean of inclination-only data is known to introduce a shallowing bias. Several methods have been introduced to estimate the unbiased mean inclination of inclination-only data together with measures of the dispersion. Some inclination-only methods were designed to maximize the likelihood function of the marginal Fisher distribution. However, the exact analytical form of the maximum likelihood function is fairly complicated, and all the methods require various assumptions and approximations that are often inappropriate. For some steep and dispersed data sets, these methods provide estimates that are significantly displaced from the peak of the likelihood function to systematically shallower inclination. The problem locating the maximum of the likelihood function is partly due to difficulties in accurately evaluating the function for all values of interest, because some elements of the likelihood function increase exponentially as precision parameters increase, leading to numerical instabilities. In this study, we succeeded in analytically cancelling exponential elements from the log-likelihood function, and we are now able to calculate its value anywhere in the parameter space and for any inclination-only data set. Furthermore, we can now calculate the partial derivatives of the log-likelihood function with desired accuracy, and locate the maximum likelihood without the assumptions required by previous methods. To assess the reliability and accuracy of our method, we generated large numbers of random Fisher-distributed data sets, for which we calculated mean inclinations and precision parameters. The comparisons show that our new robust Arason-Levi maximum likelihood method is the most reliable, and the mean inclination estimates are the least biased towards shallow values.
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Estimating parameter of Rayleigh distribution by using Maximum Likelihood method and Bayes method
NASA Astrophysics Data System (ADS)
Ardianti, Fitri; Sutarman
2018-01-01
In this paper, we use Maximum Likelihood estimation and Bayes method under some risk function to estimate parameter of Rayleigh distribution to know the best method. The prior knowledge which used in Bayes method is Jeffrey’s non-informative prior. Maximum likelihood estimation and Bayes method under precautionary loss function, entropy loss function, loss function-L 1 will be compared. We compare these methods by bias and MSE value using R program. After that, the result will be displayed in tables to facilitate the comparisons.
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Consistency of Rasch Model Parameter Estimation: A Simulation Study.
ERIC Educational Resources Information Center
van den Wollenberg, Arnold L.; And Others
1988-01-01
The unconditional--simultaneous--maximum likelihood (UML) estimation procedure for the one-parameter logistic model produces biased estimators. The UML method is inconsistent and is not a good alternative to conditional maximum likelihood method, at least with small numbers of items. The minimum Chi-square estimation procedure produces unbiased…
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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
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Decker, Anna L.; Hubbard, Alan; Crespi, Catherine M.; Seto, Edmund Y.W.; Wang, May C.
2015-01-01
While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated, optimal semiparametric estimation of longitudinal treatment-specific means via ltmle provides an incredibly powerful, yet easy-to-use tool, removing impediments for putting theory into practice. PMID:26046009
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Regression estimators for generic health-related quality of life and quality-adjusted life years.
Basu, Anirban; Manca, Andrea
2012-01-01
To develop regression models for outcomes with truncated supports, such as health-related quality of life (HRQoL) data, and account for features typical of such data such as a skewed distribution, spikes at 1 or 0, and heteroskedasticity. Regression estimators based on features of the Beta distribution. First, both a single equation and a 2-part model are presented, along with estimation algorithms based on maximum-likelihood, quasi-likelihood, and Bayesian Markov-chain Monte Carlo methods. A novel Bayesian quasi-likelihood estimator is proposed. Second, a simulation exercise is presented to assess the performance of the proposed estimators against ordinary least squares (OLS) regression for a variety of HRQoL distributions that are encountered in practice. Finally, the performance of the proposed estimators is assessed by using them to quantify the treatment effect on QALYs in the EVALUATE hysterectomy trial. Overall model fit is studied using several goodness-of-fit tests such as Pearson's correlation test, link and reset tests, and a modified Hosmer-Lemeshow test. The simulation results indicate that the proposed methods are more robust in estimating covariate effects than OLS, especially when the effects are large or the HRQoL distribution has a large spike at 1. Quasi-likelihood techniques are more robust than maximum likelihood estimators. When applied to the EVALUATE trial, all but the maximum likelihood estimators produce unbiased estimates of the treatment effect. One and 2-part Beta regression models provide flexible approaches to regress the outcomes with truncated supports, such as HRQoL, on covariates, after accounting for many idiosyncratic features of the outcomes distribution. This work will provide applied researchers with a practical set of tools to model outcomes in cost-effectiveness analysis.
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2010-06-01
GMKPF represents a better and more flexible alternative to the Gaussian Maximum Likelihood (GML), and Exponential Maximum Likelihood ( EML ...accurate results relative to GML and EML when the network delays are modeled in terms of a single non-Gaussian/non-exponential distribution or as a...to the Gaussian Maximum Likelihood (GML), and Exponential Maximum Likelihood ( EML ) estimators for clock offset estimation in non-Gaussian or non
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Maximum-likelihood estimation of parameterized wavefronts from multifocal data
Sakamoto, Julia A.; Barrett, Harrison H.
2012-01-01
A method for determining the pupil phase distribution of an optical system is demonstrated. Coefficients in a wavefront expansion were estimated using likelihood methods, where the data consisted of multiple irradiance patterns near focus. Proof-of-principle results were obtained in both simulation and experiment. Large-aberration wavefronts were handled in the numerical study. Experimentally, we discuss the handling of nuisance parameters. Fisher information matrices, Cramér-Rao bounds, and likelihood surfaces are examined. ML estimates were obtained by simulated annealing to deal with numerous local extrema in the likelihood function. Rapid processing techniques were employed to reduce the computational time. PMID:22772282
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A comparison of abundance estimates from extended batch-marking and Jolly–Seber-type experiments
Cowen, Laura L E; Besbeas, Panagiotis; Morgan, Byron J T; Schwarz, Carl J
2014-01-01
Little attention has been paid to the use of multi-sample batch-marking studies, as it is generally assumed that an individual's capture history is necessary for fully efficient estimates. However, recently, Huggins et al. (2010) present a pseudo-likelihood for a multi-sample batch-marking study where they used estimating equations to solve for survival and capture probabilities and then derived abundance estimates using a Horvitz–Thompson-type estimator. We have developed and maximized the likelihood for batch-marking studies. We use data simulated from a Jolly–Seber-type study and convert this to what would have been obtained from an extended batch-marking study. We compare our abundance estimates obtained from the Crosbie–Manly–Arnason–Schwarz (CMAS) model with those of the extended batch-marking model to determine the efficiency of collecting and analyzing batch-marking data. We found that estimates of abundance were similar for all three estimators: CMAS, Huggins, and our likelihood. Gains are made when using unique identifiers and employing the CMAS model in terms of precision; however, the likelihood typically had lower mean square error than the pseudo-likelihood method of Huggins et al. (2010). When faced with designing a batch-marking study, researchers can be confident in obtaining unbiased abundance estimators. Furthermore, they can design studies in order to reduce mean square error by manipulating capture probabilities and sample size. PMID:24558576
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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…
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Multiple-Hit Parameter Estimation in Monolithic Detectors
Barrett, Harrison H.; Lewellen, Tom K.; Miyaoka, Robert S.
2014-01-01
We examine a maximum-a-posteriori method for estimating the primary interaction position of gamma rays with multiple interaction sites (hits) in a monolithic detector. In assessing the performance of a multiple-hit estimator over that of a conventional one-hit estimator, we consider a few different detector and readout configurations of a 50-mm-wide square cerium-doped lutetium oxyorthosilicate block. For this study, we use simulated data from SCOUT, a Monte-Carlo tool for photon tracking and modeling scintillation- camera output. With this tool, we determine estimate bias and variance for a multiple-hit estimator and compare these with similar metrics for a one-hit maximum-likelihood estimator, which assumes full energy deposition in one hit. We also examine the effect of event filtering on these metrics; for this purpose, we use a likelihood threshold to reject signals that are not likely to have been produced under the assumed likelihood model. Depending on detector design, we observe a 1%–12% improvement of intrinsic resolution for a 1-or-2-hit estimator as compared with a 1-hit estimator. We also observe improved differentiation of photopeak events using a 1-or-2-hit estimator as compared with the 1-hit estimator; more than 6% of photopeak events that were rejected by likelihood filtering for the 1-hit estimator were accurately identified as photopeak events and positioned without loss of resolution by a 1-or-2-hit estimator; for PET, this equates to at least a 12% improvement in coincidence-detection efficiency with likelihood filtering applied. PMID:23193231
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Unified framework to evaluate panmixia and migration direction among multiple sampling locations.
Beerli, Peter; Palczewski, Michal
2010-05-01
For many biological investigations, groups of individuals are genetically sampled from several geographic locations. These sampling locations often do not reflect the genetic population structure. We describe a framework using marginal likelihoods to compare and order structured population models, such as testing whether the sampling locations belong to the same randomly mating population or comparing unidirectional and multidirectional gene flow models. In the context of inferences employing Markov chain Monte Carlo methods, the accuracy of the marginal likelihoods depends heavily on the approximation method used to calculate the marginal likelihood. Two methods, modified thermodynamic integration and a stabilized harmonic mean estimator, are compared. With finite Markov chain Monte Carlo run lengths, the harmonic mean estimator may not be consistent. Thermodynamic integration, in contrast, delivers considerably better estimates of the marginal likelihood. The choice of prior distributions does not influence the order and choice of the better models when the marginal likelihood is estimated using thermodynamic integration, whereas with the harmonic mean estimator the influence of the prior is pronounced and the order of the models changes. The approximation of marginal likelihood using thermodynamic integration in MIGRATE allows the evaluation of complex population genetic models, not only of whether sampling locations belong to a single panmictic population, but also of competing complex structured population models.
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Profile-likelihood Confidence Intervals in Item Response Theory Models.
Chalmers, R Philip; Pek, Jolynn; Liu, Yang
2017-01-01
Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.
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Expected versus Observed Information in SEM with Incomplete Normal and Nonnormal Data
ERIC Educational Resources Information Center
Savalei, Victoria
2010-01-01
Maximum likelihood is the most common estimation method in structural equation modeling. Standard errors for maximum likelihood estimates are obtained from the associated information matrix, which can be estimated from the sample using either expected or observed information. It is known that, with complete data, estimates based on observed or…
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NASA Technical Reports Server (NTRS)
Peters, B. C., Jr.; Walker, H. F.
1978-01-01
This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, 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. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that 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.
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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.
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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…
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NASA Astrophysics Data System (ADS)
Sutawanir
2015-12-01
Mortality tables play important role in actuarial studies such as life annuities, premium determination, premium reserve, valuation pension plan, pension funding. Some known mortality tables are CSO mortality table, Indonesian Mortality Table, Bowers mortality table, Japan Mortality table. For actuary applications some tables are constructed with different environment such as single decrement, double decrement, and multiple decrement. There exist two approaches in mortality table construction : mathematics approach and statistical approach. Distribution model and estimation theory are the statistical concepts that are used in mortality table construction. This article aims to discuss the statistical approach in mortality table construction. The distributional assumptions are uniform death distribution (UDD) and constant force (exponential). Moment estimation and maximum likelihood are used to estimate the mortality parameter. Moment estimation methods are easier to manipulate compared to maximum likelihood estimation (mle). However, the complete mortality data are not used in moment estimation method. Maximum likelihood exploited all available information in mortality estimation. Some mle equations are complicated and solved using numerical methods. The article focus on single decrement estimation using moment and maximum likelihood estimation. Some extension to double decrement will introduced. Simple dataset will be used to illustrated the mortality estimation, and mortality table.
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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.
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Dricu, Mihai; Frühholz, Sascha
2016-12-01
We conducted a series of activation likelihood estimation (ALE) meta-analyses to determine the commonalities and distinctions between separate levels of emotion perception, namely incidental perception, passive perception, and explicit evaluation of emotional expressions. Pooling together more than 180 neuroimaging experiments using facial, vocal or body expressions, our results are threefold. First, explicitly evaluating the emotions of others recruits brain regions associated with the sensory processing of expressions, such as the inferior occipital gyrus, middle fusiform gyrus and the superior temporal gyrus, and brain regions involved in low-level and high-level mindreading, namely the posterior superior temporal sulcus, the inferior frontal cortex and dorsomedial frontal cortex. Second, we show that only the sensory regions were also consistently active during the passive perception of emotional expressions. Third, we show that the brain regions involved in mindreading were active during the explicit evaluation of both facial and vocal expressions. We discuss these results in light of the existing literature and conclude by proposing a cognitive model for perceiving and evaluating the emotions of others. Copyright © 2016 Elsevier Ltd. All rights reserved.
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Fast maximum likelihood estimation using continuous-time neural point process models.
Lepage, Kyle Q; MacDonald, Christopher J
2015-06-01
A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.
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Design and analysis of three-arm trials with negative binomially distributed endpoints.
Mütze, Tobias; Munk, Axel; Friede, Tim
2016-02-20
A three-arm clinical trial design with an experimental treatment, an active control, and a placebo control, commonly referred to as the gold standard design, enables testing of non-inferiority or superiority of the experimental treatment compared with the active control. In this paper, we propose methods for designing and analyzing three-arm trials with negative binomially distributed endpoints. In particular, we develop a Wald-type test with a restricted maximum-likelihood variance estimator for testing non-inferiority or superiority. For this test, sample size and power formulas as well as optimal sample size allocations will be derived. The performance of the proposed test will be assessed in an extensive simulation study with regard to type I error rate, power, sample size, and sample size allocation. For the purpose of comparison, Wald-type statistics with a sample variance estimator and an unrestricted maximum-likelihood estimator are included in the simulation study. We found that the proposed Wald-type test with a restricted variance estimator performed well across the considered scenarios and is therefore recommended for application in clinical trials. The methods proposed are motivated and illustrated by a recent clinical trial in multiple sclerosis. The R package ThreeArmedTrials, which implements the methods discussed in this paper, is available on CRAN. Copyright © 2015 John Wiley & Sons, Ltd.
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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…
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Yeh, C-Y; Chen, L-J; Ku, P-W; Chen, C-M
2015-01-01
The increasing prevalence of obesity in children and adolescents has become one of the most important public health issues around the world. Lack of physical activity is a risk factor for obesity, while being obese could reduce the likelihood of participating in physical activity. Failing to account for the endogeneity between obesity and physical activity would result in biased estimation. This study investigates the relationship between overweight and physical activity by taking endogeneity into consideration. It develops an endogenous bivariate probit model estimated by the maximum likelihood method. The data included 4008 boys and 4197 girls in the 5th-9th grades in Taiwan in 2007-2008. The relationship between overweight and physical activity is significantly negative in the endogenous model, but insignificant in the comparative exogenous model. This endogenous relationship presents a vicious circle in which lower levels of physical activity lead to overweight, while those who are already overweight engage in less physical activity. The results not only reveal the importance of endogenous treatment, but also demonstrate the robust negative relationship between these two factors. An emphasis should be put on overweight and obese children and adolescents in order to break the vicious circle. Promotion of physical activity by appropriate counselling programmes and peer support could be effective in reducing the prevalence of obesity in children and adolescents.
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Computation of nonparametric convex hazard estimators via profile methods.
Jankowski, Hanna K; Wellner, Jon A
2009-05-01
This paper proposes a profile likelihood algorithm to compute the nonparametric maximum likelihood estimator of a convex hazard function. The maximisation is performed in two steps: First the support reduction algorithm is used to maximise the likelihood over all hazard functions with a given point of minimum (or antimode). Then it is shown that the profile (or partially maximised) likelihood is quasi-concave as a function of the antimode, so that a bisection algorithm can be applied to find the maximum of the profile likelihood, and hence also the global maximum. The new algorithm is illustrated using both artificial and real data, including lifetime data for Canadian males and females.
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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…
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Rate of convergence of k-step Newton estimators to efficient likelihood estimators
Steve Verrill
2007-01-01
We make use of Cramer conditions together with the well-known local quadratic convergence of Newton?s method to establish the asymptotic closeness of k-step Newton estimators to efficient likelihood estimators. In Verrill and Johnson [2007. Confidence bounds and hypothesis tests for normal distribution coefficients of variation. USDA Forest Products Laboratory Research...
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Shariat, Mohammad Hassan; Gazor, Saeed; Redfearn, Damian
2016-08-01
In this paper, we study the problem of the cardiac conduction velocity (CCV) estimation for the sequential intracardiac mapping. We assume that the intracardiac electrograms of several cardiac sites are sequentially recorded, their activation times (ATs) are extracted, and the corresponding wavefronts are specified. The locations of the mapping catheter's electrodes and the ATs of the wavefronts are used here for the CCV estimation. We assume that the extracted ATs include some estimation errors, which we model with zero-mean white Gaussian noise values with known variances. Assuming stable planar wavefront propagation, we derive the maximum likelihood CCV estimator, when the synchronization times between various recording sites are unknown. We analytically evaluate the performance of the CCV estimator and provide its mean square estimation error. Our simulation results confirm the accuracy of the proposed method and the error analysis of the proposed CCV estimator.
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Can, Seda; van de Schoot, Rens; Hox, Joop
2015-06-01
Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions.
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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…
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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…
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An Improved Nested Sampling Algorithm for Model Selection and Assessment
NASA Astrophysics Data System (ADS)
Zeng, X.; Ye, M.; Wu, J.; WANG, D.
2017-12-01
Multimodel strategy is a general approach for treating model structure uncertainty in recent researches. The unknown groundwater system is represented by several plausible conceptual models. Each alternative conceptual model is attached with a weight which represents the possibility of this model. In Bayesian framework, the posterior model weight is computed as the product of model prior weight and marginal likelihood (or termed as model evidence). As a result, estimating marginal likelihoods is crucial for reliable model selection and assessment in multimodel analysis. Nested sampling estimator (NSE) is a new proposed algorithm for marginal likelihood estimation. The implementation of NSE comprises searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm and its variants are often used for local sampling in NSE. However, M-H is not an efficient sampling algorithm for high-dimensional or complex likelihood function. For improving the performance of NSE, it could be feasible to integrate more efficient and elaborated sampling algorithm - DREAMzs into the local sampling. In addition, in order to overcome the computation burden problem of large quantity of repeating model executions in marginal likelihood estimation, an adaptive sparse grid stochastic collocation method is used to build the surrogates for original groundwater model.
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Implicit timing activates the left inferior parietal cortex.
Wiener, Martin; Turkeltaub, Peter E; Coslett, H Branch
2010-11-01
Coull and Nobre (2008) suggested that tasks that employ temporal cues might be divided on the basis of whether these cues are explicitly or implicitly processed. Furthermore, they suggested that implicit timing preferentially engages the left cerebral hemisphere. We tested this hypothesis by conducting a quantitative meta-analysis of eleven neuroimaging studies of implicit timing using the activation-likelihood estimation (ALE) algorithm (Turkeltaub, Eden, Jones, & Zeffiro, 2002). Our analysis revealed a single but robust cluster of activation-likelihood in the left inferior parietal cortex (supramarginal gyrus). This result is in accord with the hypothesis that the left hemisphere subserves implicit timing mechanisms. Furthermore, in conjunction with a previously reported meta-analysis of explicit timing tasks, our data support the claim that implicit and explicit timing are supported by at least partially distinct neural structures. Copyright © 2010 Elsevier Ltd. All rights reserved.
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Multiple robustness in factorized likelihood models.
Molina, J; Rotnitzky, A; Sued, M; Robins, J M
2017-09-01
We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct.
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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)
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Dahabreh, Issa J; Trikalinos, Thomas A; Lau, Joseph; Schmid, Christopher H
2017-03-01
To compare statistical methods for meta-analysis of sensitivity and specificity of medical tests (e.g., diagnostic or screening tests). We constructed a database of PubMed-indexed meta-analyses of test performance from which 2 × 2 tables for each included study could be extracted. We reanalyzed the data using univariate and bivariate random effects models fit with inverse variance and maximum likelihood methods. Analyses were performed using both normal and binomial likelihoods to describe within-study variability. The bivariate model using the binomial likelihood was also fit using a fully Bayesian approach. We use two worked examples-thoracic computerized tomography to detect aortic injury and rapid prescreening of Papanicolaou smears to detect cytological abnormalities-to highlight that different meta-analysis approaches can produce different results. We also present results from reanalysis of 308 meta-analyses of sensitivity and specificity. Models using the normal approximation produced sensitivity and specificity estimates closer to 50% and smaller standard errors compared to models using the binomial likelihood; absolute differences of 5% or greater were observed in 12% and 5% of meta-analyses for sensitivity and specificity, respectively. Results from univariate and bivariate random effects models were similar, regardless of estimation method. Maximum likelihood and Bayesian methods produced almost identical summary estimates under the bivariate model; however, Bayesian analyses indicated greater uncertainty around those estimates. Bivariate models produced imprecise estimates of the between-study correlation of sensitivity and specificity. Differences between methods were larger with increasing proportion of studies that were small or required a continuity correction. The binomial likelihood should be used to model within-study variability. Univariate and bivariate models give similar estimates of the marginal distributions for sensitivity and specificity. Bayesian methods fully quantify uncertainty and their ability to incorporate external evidence may be useful for imprecisely estimated parameters. Copyright © 2017 Elsevier Inc. All rights reserved.
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Maximum likelihood estimation for Cox's regression model under nested case-control sampling.
Scheike, Thomas H; Juul, Anders
2004-04-01
Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazards model. The MLE is computed by the EM-algorithm, which is easy to implement in the proportional hazards setting. Standard errors are estimated by a numerical profile likelihood approach based on EM aided differentiation. The work was motivated by a nested case-control study that hypothesized that insulin-like growth factor I was associated with ischemic heart disease. The study was based on a population of 3784 Danes and 231 cases of ischemic heart disease where controls were matched on age and gender. We illustrate the use of the MLE for these data and show how the maximum likelihood framework can be used to obtain information additional to the relative risk estimates of covariates.
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Five Methods for Estimating Angoff Cut Scores with IRT
ERIC Educational Resources Information Center
Wyse, Adam E.
2017-01-01
This article illustrates five different methods for estimating Angoff cut scores using item response theory (IRT) models. These include maximum likelihood (ML), expected a priori (EAP), modal a priori (MAP), and weighted maximum likelihood (WML) estimators, as well as the most commonly used approach based on translating ratings through the test…
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NASA Astrophysics Data System (ADS)
Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi; Balasiddamuni, P.
2017-11-01
This paper uses matrix calculus techniques to obtain Nonlinear Least Squares Estimator (NLSE), Maximum Likelihood Estimator (MLE) and Linear Pseudo model for nonlinear regression model. David Pollard and Peter Radchenko [1] explained analytic techniques to compute the NLSE. However the present research paper introduces an innovative method to compute the NLSE using principles in multivariate calculus. This study is concerned with very new optimization techniques used to compute MLE and NLSE. Anh [2] derived NLSE and MLE of a heteroscedatistic regression model. Lemcoff [3] discussed a procedure to get linear pseudo model for nonlinear regression model. In this research article a new technique is developed to get the linear pseudo model for nonlinear regression model using multivariate calculus. The linear pseudo model of Edmond Malinvaud [4] has been explained in a very different way in this paper. David Pollard et.al used empirical process techniques to study the asymptotic of the LSE (Least-squares estimation) for the fitting of nonlinear regression function in 2006. In Jae Myung [13] provided a go conceptual for Maximum likelihood estimation in his work “Tutorial on maximum likelihood estimation
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Models and analysis for multivariate failure time data
NASA Astrophysics Data System (ADS)
Shih, Joanna Huang
The goal of this research is to develop and investigate models and analytic methods for multivariate failure time data. We compare models in terms of direct modeling of the margins, flexibility of dependency structure, local vs. global measures of association, and ease of implementation. In particular, we study copula models, and models produced by right neutral cumulative hazard functions and right neutral hazard functions. We examine the changes of association over time for families of bivariate distributions induced from these models by displaying their density contour plots, conditional density plots, correlation curves of Doksum et al, and local cross ratios of Oakes. We know that bivariate distributions with same margins might exhibit quite different dependency structures. In addition to modeling, we study estimation procedures. For copula models, we investigate three estimation procedures. the first procedure is full maximum likelihood. The second procedure is two-stage maximum likelihood. At stage 1, we estimate the parameters in the margins by maximizing the marginal likelihood. At stage 2, we estimate the dependency structure by fixing the margins at the estimated ones. The third procedure is two-stage partially parametric maximum likelihood. It is similar to the second procedure, but we estimate the margins by the Kaplan-Meier estimate. We derive asymptotic properties for these three estimation procedures and compare their efficiency by Monte-Carlo simulations and direct computations. For models produced by right neutral cumulative hazards and right neutral hazards, we derive the likelihood and investigate the properties of the maximum likelihood estimates. Finally, we develop goodness of fit tests for the dependency structure in the copula models. We derive a test statistic and its asymptotic properties based on the test of homogeneity of Zelterman and Chen (1988), and a graphical diagnostic procedure based on the empirical Bayes approach. We study the performance of these two methods using actual and computer generated data.
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A three domain covariance framework for EEG/MEG data.
Roś, Beata P; Bijma, Fetsje; de Gunst, Mathisca C M; de Munck, Jan C
2015-10-01
In this paper we introduce a covariance framework for the analysis of single subject EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. Our covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, like in combined EEG-fMRI experiments in which the correlation between EEG and fMRI signals is investigated. We use a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. We apply our method to real EEG and MEG data sets. Copyright © 2015 Elsevier Inc. All rights reserved.
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Explaining the effect of event valence on unrealistic optimism.
Gold, Ron S; Brown, Mark G
2009-05-01
People typically exhibit 'unrealistic optimism' (UO): they believe they have a lower chance of experiencing negative events and a higher chance of experiencing positive events than does the average person. UO has been found to be greater for negative than positive events. This 'valence effect' has been explained in terms of motivational processes. An alternative explanation is provided by the 'numerosity model', which views the valence effect simply as a by-product of a tendency for likelihood estimates pertaining to the average member of a group to increase with the size of the group. Predictions made by the numerosity model were tested in two studies. In each, UO for a single event was assessed. In Study 1 (n = 115 students), valence was manipulated by framing the event either negatively or positively, and participants estimated their own likelihood and that of the average student at their university. In Study 2 (n = 139 students), valence was again manipulated and participants again estimated their own likelihood; additionally, group size was manipulated by having participants estimate the likelihood of the average student in a small, medium-sized, or large group. In each study, the valence effect was found, but was due to an effect on estimates of own likelihood, not the average person's likelihood. In Study 2, valence did not interact with group size. The findings contradict the numerosity model, but are in accord with the motivational explanation. Implications for health education are discussed.
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Unruh, Mark Aaron; Jung, Hye-Young; Kaushal, Rainu; Vest, Joshua R
2017-04-01
Follow-up with a primary care provider after hospital discharge has been associated with a reduced likelihood of readmission. However, primary care providers are frequently unaware of their patients' hospitalizations. Event notification may be an effective tool for reducing readmissions by notifying primary care providers when their patients have been admitted to and discharged from a hospital. We examined the effect of an event notification system on 30-day readmissions in the Bronx, New York. The Bronx has among the highest readmission rates in the country and is a particularly challenging setting to improve care due to the low socioeconomic status of the county and high rates of poor health behaviors among its residents. The study cohort included 2559 Medicare fee-for-service beneficiaries associated with 14 141 hospital admissions over the period January 2010 through June 2014. Linear regression models with beneficiary-level fixed-effects were used to estimate the impact of event notifications on readmissions by comparing the likelihood of rehospitalization for a beneficiary before and after event notifications were active. The unadjusted 30-day readmission rate when event notifications were not active was 29.5% compared to 26.5% when alerts were active. Regression estimates indicated that active hospitalization alert services were associated with a 2.9 percentage point reduction in the likelihood of readmission (95% confidence interval: -5.5, -0.4). Alerting providers through event notifications may be an effective tool for improving the quality and efficiency of care among high-risk populations. © The Author 2016. Published by Oxford University Press on behalf of the American Medical Informatics Association. All rights reserved. For Permissions, please email: journals.permissions@oup.com
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Genealogical Working Distributions for Bayesian Model Testing with Phylogenetic Uncertainty
Baele, Guy; Lemey, Philippe; Suchard, Marc A.
2016-01-01
Marginal likelihood estimates to compare models using Bayes factors frequently accompany Bayesian phylogenetic inference. Approaches to estimate marginal likelihoods have garnered increased attention over the past decade. In particular, the introduction of path sampling (PS) and stepping-stone sampling (SS) into Bayesian phylogenetics has tremendously improved the accuracy of model selection. These sampling techniques are now used to evaluate complex evolutionary and population genetic models on empirical data sets, but considerable computational demands hamper their widespread adoption. Further, when very diffuse, but proper priors are specified for model parameters, numerical issues complicate the exploration of the priors, a necessary step in marginal likelihood estimation using PS or SS. To avoid such instabilities, generalized SS (GSS) has recently been proposed, introducing the concept of “working distributions” to facilitate—or shorten—the integration process that underlies marginal likelihood estimation. However, the need to fix the tree topology currently limits GSS in a coalescent-based framework. Here, we extend GSS by relaxing the fixed underlying tree topology assumption. To this purpose, we introduce a “working” distribution on the space of genealogies, which enables estimating marginal likelihoods while accommodating phylogenetic uncertainty. We propose two different “working” distributions that help GSS to outperform PS and SS in terms of accuracy when comparing demographic and evolutionary models applied to synthetic data and real-world examples. Further, we show that the use of very diffuse priors can lead to a considerable overestimation in marginal likelihood when using PS and SS, while still retrieving the correct marginal likelihood using both GSS approaches. The methods used in this article are available in BEAST, a powerful user-friendly software package to perform Bayesian evolutionary analyses. PMID:26526428
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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.
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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
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Hattingh, Coenraad J.; Ipser, J.; Tromp, S. A.; Syal, S.; Lochner, C.; Brooks, S. J.; Stein, D. J.
2012-01-01
Background: Social anxiety disorder (SAD) is characterized by abnormal fear and anxiety in social situations. Functional magnetic resonance imaging (fMRI) is a brain imaging technique that can be used to demonstrate neural activation to emotionally salient stimuli. However, no attempt has yet been made to statistically collate fMRI studies of brain activation, using the activation likelihood-estimate (ALE) technique, in response to emotion recognition tasks in individuals with SAD. Methods: A systematic search of fMRI studies of neural responses to socially emotive cues in SAD was undertaken. ALE meta-analysis, a voxel-based meta-analytic technique, was used to estimate the most significant activations during emotional recognition. Results: Seven studies were eligible for inclusion in the meta-analysis, constituting a total of 91 subjects with SAD, and 93 healthy controls. The most significant areas of activation during emotional vs. neutral stimuli in individuals with SAD compared to controls were: bilateral amygdala, left medial temporal lobe encompassing the entorhinal cortex, left medial aspect of the inferior temporal lobe encompassing perirhinal cortex and parahippocampus, right anterior cingulate, right globus pallidus, and distal tip of right postcentral gyrus. Conclusion: The results are consistent with neuroanatomic models of the role of the amygdala in fear conditioning, and the importance of the limbic circuitry in mediating anxiety symptoms. PMID:23335892
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NASA Technical Reports Server (NTRS)
Cash, W.
1979-01-01
Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.
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Cosmic shear measurement with maximum likelihood and maximum a posteriori inference
NASA Astrophysics Data System (ADS)
Hall, Alex; Taylor, Andy
2017-06-01
We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements, extending previous work on maximum likelihood inference for weak lensing. We show that a large part of the bias on these point estimators can be removed using information already contained in the likelihood when a galaxy model is specified, without the need for external calibration. We test these bias-corrected estimators on simulated galaxy images similar to those expected from planned space-based weak lensing surveys, with promising results. We find that the introduction of an intrinsic shape prior can help with mitigation of noise bias, such that the maximum a posteriori estimate can be made less biased than the maximum likelihood estimate. Second-order terms offer a check on the convergence of the estimators, but are largely subdominant. We show how biases propagate to shear estimates, demonstrating in our simple set-up that shear biases can be reduced by orders of magnitude and potentially to within the requirements of planned space-based surveys at mild signal-to-noise ratio. We find that second-order terms can exhibit significant cancellations at low signal-to-noise ratio when Gaussian noise is assumed, which has implications for inferring the performance of shear-measurement algorithms from simplified simulations. We discuss the viability of our point estimators as tools for lensing inference, arguing that they allow for the robust measurement of ellipticity and shear.
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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…
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Cosmological parameters from a re-analysis of the WMAP 7 year low-resolution maps
NASA Astrophysics Data System (ADS)
Finelli, F.; De Rosa, A.; Gruppuso, A.; Paoletti, D.
2013-06-01
Cosmological parameters from Wilkinson Microwave Anisotropy Probe (WMAP) 7 year data are re-analysed by substituting a pixel-based likelihood estimator to the one delivered publicly by the WMAP team. Our pixel-based estimator handles exactly intensity and polarization in a joint manner, allowing us to use low-resolution maps and noise covariance matrices in T, Q, U at the same resolution, which in this work is 3.6°. We describe the features and the performances of the code implementing our pixel-based likelihood estimator. We perform a battery of tests on the application of our pixel-based likelihood routine to WMAP publicly available low-resolution foreground-cleaned products, in combination with the WMAP high-ℓ likelihood, reporting the differences on cosmological parameters evaluated by the full WMAP likelihood public package. The differences are not only due to the treatment of polarization, but also to the marginalization over monopole and dipole uncertainties present in the WMAP pixel likelihood code for temperature. The credible central value for the cosmological parameters change below the 1σ level with respect to the evaluation by the full WMAP 7 year likelihood code, with the largest difference in a shift to smaller values of the scalar spectral index nS.
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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.…
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Evaluating spatially explicit burn probabilities for strategic fire management planning
C. Miller; M.-A. Parisien; A. A. Ager; M. A. Finney
2008-01-01
Spatially explicit information on the probability of burning is necessary for virtually all strategic fire and fuels management planning activities, including conducting wildland fire risk assessments, optimizing fuel treatments, and prevention planning. Predictive models providing a reliable estimate of the annual likelihood of fire at each point on the landscape have...
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Modeling Dynamic Functional Neuroimaging Data Using Structural Equation Modeling
ERIC Educational Resources Information Center
Price, Larry R.; Laird, Angela R.; Fox, Peter T.; Ingham, Roger J.
2009-01-01
The aims of this study were to present a method for developing a path analytic network model using data acquired from positron emission tomography. Regions of interest within the human brain were identified through quantitative activation likelihood estimation meta-analysis. Using this information, a "true" or population path model was then…
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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.
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Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J
2013-01-01
Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.
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Some Small Sample Results for Maximum Likelihood Estimation in Multidimensional Scaling.
ERIC Educational Resources Information Center
Ramsay, J. O.
1980-01-01
Some aspects of the small sample behavior of maximum likelihood estimates in multidimensional scaling are investigated with Monte Carlo techniques. In particular, the chi square test for dimensionality is examined and a correction for bias is proposed and evaluated. (Author/JKS)
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A spatially explicit capture-recapture estimator for single-catch traps.
Distiller, Greg; Borchers, David L
2015-11-01
Single-catch traps are frequently used in live-trapping studies of small mammals. Thus far, a likelihood for single-catch traps has proven elusive and usually the likelihood for multicatch traps is used for spatially explicit capture-recapture (SECR) analyses of such data. Previous work found the multicatch likelihood to provide a robust estimator of average density. We build on a recently developed continuous-time model for SECR to derive a likelihood for single-catch traps. We use this to develop an estimator based on observed capture times and compare its performance by simulation to that of the multicatch estimator for various scenarios with nonconstant density surfaces. While the multicatch estimator is found to be a surprisingly robust estimator of average density, its performance deteriorates with high trap saturation and increasing density gradients. Moreover, it is found to be a poor estimator of the height of the detection function. By contrast, the single-catch estimators of density, distribution, and detection function parameters are found to be unbiased or nearly unbiased in all scenarios considered. This gain comes at the cost of higher variance. If there is no interest in interpreting the detection function parameters themselves, and if density is expected to be fairly constant over the survey region, then the multicatch estimator performs well with single-catch traps. However if accurate estimation of the detection function is of interest, or if density is expected to vary substantially in space, then there is merit in using the single-catch estimator when trap saturation is above about 60%. The estimator's performance is improved if care is taken to place traps so as to span the range of variables that affect animal distribution. As a single-catch likelihood with unknown capture times remains intractable for now, researchers using single-catch traps should aim to incorporate timing devices with their traps.
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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
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Zhan, Tingting; Chevoneva, Inna; Iglewicz, Boris
2010-01-01
The family of weighted likelihood estimators largely overlaps with minimum divergence estimators. They are robust to data contaminations compared to MLE. We define the class of generalized weighted likelihood estimators (GWLE), provide its influence function and discuss the efficiency requirements. We introduce a new truncated cubic-inverse weight, which is both first and second order efficient and more robust than previously reported weights. We also discuss new ways of selecting the smoothing bandwidth and weighted starting values for the iterative algorithm. The advantage of the truncated cubic-inverse weight is illustrated in a simulation study of three-components normal mixtures model with large overlaps and heavy contaminations. A real data example is also provided. PMID:20835375
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Bayesian structural equation modeling in sport and exercise psychology.
Stenling, Andreas; Ivarsson, Andreas; Johnson, Urban; Lindwall, Magnus
2015-08-01
Bayesian statistics is on the rise in mainstream psychology, but applications in sport and exercise psychology research are scarce. In this article, the foundations of Bayesian analysis are introduced, and we will illustrate how to apply Bayesian structural equation modeling in a sport and exercise psychology setting. More specifically, we contrasted a confirmatory factor analysis on the Sport Motivation Scale II estimated with the most commonly used estimator, maximum likelihood, and a Bayesian approach with weakly informative priors for cross-loadings and correlated residuals. The results indicated that the model with Bayesian estimation and weakly informative priors provided a good fit to the data, whereas the model estimated with a maximum likelihood estimator did not produce a well-fitting model. The reasons for this discrepancy between maximum likelihood and Bayesian estimation are discussed as well as potential advantages and caveats with the Bayesian approach.
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Factors associated with participation in physical activity among adolescents in Malaysia.
Cheah, Yong Kang; Lim, Hock Kuang; Kee, Chee Cheong; Ghazali, Sumarni Mohd
2016-11-01
The rising prevalence of non-communicable diseases (NCDs) has become a serious public health issue. Among the multi-factorial drivers behind NCDs are modifiable health risk factors, most notably, physical inactivity. In response to the nearly global policy priority of encouraging regular participation in physical activity, the objective of the present study is to examine the factors that determine participation in physical activity among Malaysian adolescents. Nationally representative data consisting of a large sample size was used. A censored regression model was developed to estimate the likelihood of participation and time spent on physical activity. There are significant relationships between physical activity and gender, ethnicity, self-rated academic performance, maternal education, household size and time spent on physical education. The present study provides new insights into the factors affecting physical activity participation among adolescents. Specifically, self-rated excellent academic performance, household size and physical education can increase the likelihood of being physically active. Evidence of the present study implies that policy makers should pay special attention to females, Chinese, adolescents with self-rated poor academic performance and adolescents who have low maternal education.
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New estimates of the CMB angular power spectra from the WMAP 5 year low-resolution data
NASA Astrophysics Data System (ADS)
Gruppuso, A.; de Rosa, A.; Cabella, P.; Paci, F.; Finelli, F.; Natoli, P.; de Gasperis, G.; Mandolesi, N.
2009-11-01
A quadratic maximum likelihood (QML) estimator is applied to the Wilkinson Microwave Anisotropy Probe (WMAP) 5 year low-resolution maps to compute the cosmic microwave background angular power spectra (APS) at large scales for both temperature and polarization. Estimates and error bars for the six APS are provided up to l = 32 and compared, when possible, to those obtained by the WMAP team, without finding any inconsistency. The conditional likelihood slices are also computed for the Cl of all the six power spectra from l = 2 to 10 through a pixel-based likelihood code. Both the codes treat the covariance for (T, Q, U) in a single matrix without employing any approximation. The inputs of both the codes (foreground-reduced maps, related covariances and masks) are provided by the WMAP team. The peaks of the likelihood slices are always consistent with the QML estimates within the error bars; however, an excellent agreement occurs when the QML estimates are used as a fiducial power spectrum instead of the best-fitting theoretical power spectrum. By the full computation of the conditional likelihood on the estimated spectra, the value of the temperature quadrupole CTTl=2 is found to be less than 2σ away from the WMAP 5 year Λ cold dark matter best-fitting value. The BB spectrum is found to be well consistent with zero, and upper limits on the B modes are provided. The parity odd signals TB and EB are found to be consistent with zero.
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Fuzzy multinomial logistic regression analysis: A multi-objective programming approach
NASA Astrophysics Data System (ADS)
Abdalla, Hesham A.; El-Sayed, Amany A.; Hamed, Ramadan
2017-05-01
Parameter estimation for multinomial logistic regression is usually based on maximizing the likelihood function. For large well-balanced datasets, Maximum Likelihood (ML) estimation is a satisfactory approach. Unfortunately, ML can fail completely or at least produce poor results in terms of estimated probabilities and confidence intervals of parameters, specially for small datasets. In this study, a new approach based on fuzzy concepts is proposed to estimate parameters of the multinomial logistic regression. The study assumes that the parameters of multinomial logistic regression are fuzzy. Based on the extension principle stated by Zadeh and Bárdossy's proposition, a multi-objective programming approach is suggested to estimate these fuzzy parameters. A simulation study is used to evaluate the performance of the new approach versus Maximum likelihood (ML) approach. Results show that the new proposed model outperforms ML in cases of small datasets.
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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.
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Maximum Likelihood Estimation of Nonlinear Structural Equation Models.
ERIC Educational Resources Information Center
Lee, Sik-Yum; Zhu, Hong-Tu
2002-01-01
Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)
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Speech perception in autism spectrum disorder: An activation likelihood estimation meta-analysis.
Tryfon, Ana; Foster, Nicholas E V; Sharda, Megha; Hyde, Krista L
2018-02-15
Autism spectrum disorder (ASD) is often characterized by atypical language profiles and auditory and speech processing. These can contribute to aberrant language and social communication skills in ASD. The study of the neural basis of speech perception in ASD can serve as a potential neurobiological marker of ASD early on, but mixed results across studies renders it difficult to find a reliable neural characterization of speech processing in ASD. To this aim, the present study examined the functional neural basis of speech perception in ASD versus typical development (TD) using an activation likelihood estimation (ALE) meta-analysis of 18 qualifying studies. The present study included separate analyses for TD and ASD, which allowed us to examine patterns of within-group brain activation as well as both common and distinct patterns of brain activation across the ASD and TD groups. Overall, ASD and TD showed mostly common brain activation of speech processing in bilateral superior temporal gyrus (STG) and left inferior frontal gyrus (IFG). However, the results revealed trends for some distinct activation in the TD group showing additional activation in higher-order brain areas including left superior frontal gyrus (SFG), left medial frontal gyrus (MFG), and right IFG. These results provide a more reliable neural characterization of speech processing in ASD relative to previous single neuroimaging studies and motivate future work to investigate how these brain signatures relate to behavioral measures of speech processing in ASD. Copyright © 2017 Elsevier B.V. All rights reserved.
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A New Monte Carlo Method for Estimating Marginal Likelihoods.
Wang, Yu-Bo; Chen, Ming-Hui; Kuo, Lynn; Lewis, Paul O
2018-06-01
Evaluating the marginal likelihood in Bayesian analysis is essential for model selection. Estimators based on a single Markov chain Monte Carlo sample from the posterior distribution include the harmonic mean estimator and the inflated density ratio estimator. We propose a new class of Monte Carlo estimators based on this single Markov chain Monte Carlo sample. This class can be thought of as a generalization of the harmonic mean and inflated density ratio estimators using a partition weighted kernel (likelihood times prior). We show that our estimator is consistent and has better theoretical properties than the harmonic mean and inflated density ratio estimators. In addition, we provide guidelines on choosing optimal weights. Simulation studies were conducted to examine the empirical performance of the proposed estimator. We further demonstrate the desirable features of the proposed estimator with two real data sets: one is from a prostate cancer study using an ordinal probit regression model with latent variables; the other is for the power prior construction from two Eastern Cooperative Oncology Group phase III clinical trials using the cure rate survival model with similar objectives.
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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…
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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...
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The Effects of Model Misspecification and Sample Size on LISREL Maximum Likelihood Estimates.
ERIC Educational Resources Information Center
Baldwin, Beatrice
The robustness of LISREL computer program maximum likelihood estimates under specific conditions of model misspecification and sample size was examined. The population model used in this study contains one exogenous variable; three endogenous variables; and eight indicator variables, two for each latent variable. Conditions of model…
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Persistent Target Tracking Using Likelihood Fusion in Wide-Area and Full Motion Video Sequences
2012-07-01
624–637, 2010. [33] R. Pelapur, K. Palaniappan, F. Bunyak, and G. Seetharaman, “Vehicle orientation estimation using radon transform-based voting in...pp. 873–880. [37] F. Bunyak, K. Palaniappan, S. K. Nath, and G. Seetharaman, “Flux tensor constrained geodesic active contours with sensor fusion for
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Maximum likelihood estimates, from censored data, for mixed-Weibull distributions
NASA Astrophysics Data System (ADS)
Jiang, Siyuan; Kececioglu, Dimitri
1992-06-01
A new algorithm for estimating the parameters of mixed-Weibull distributions from censored data is presented. The algorithm follows the principle of maximum likelihood estimate (MLE) through the expectation and maximization (EM) algorithm, and it is derived for both postmortem and nonpostmortem time-to-failure data. It is concluded that the concept of the EM algorithm is easy to understand and apply (only elementary statistics and calculus are required). The log-likelihood function cannot decrease after an EM sequence; this important feature was observed in all of the numerical calculations. The MLEs of the nonpostmortem data were obtained successfully for mixed-Weibull distributions with up to 14 parameters in a 5-subpopulation, mixed-Weibull distribution. Numerical examples indicate that some of the log-likelihood functions of the mixed-Weibull distributions have multiple local maxima; therefore, the algorithm should start at several initial guesses of the parameter set.
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Ning, Jing; Chen, Yong; Piao, Jin
2017-07-01
Publication bias occurs when the published research results are systematically unrepresentative of the population of studies that have been conducted, and is a potential threat to meaningful meta-analysis. The Copas selection model provides a flexible framework for correcting estimates and offers considerable insight into the publication bias. However, maximizing the observed likelihood under the Copas selection model is challenging because the observed data contain very little information on the latent variable. In this article, we study a Copas-like selection model and propose an expectation-maximization (EM) algorithm for estimation based on the full likelihood. Empirical simulation studies show that the EM algorithm and its associated inferential procedure performs well and avoids the non-convergence problem when maximizing the observed likelihood. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
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Likelihood-based confidence intervals for estimating floods with given return periods
NASA Astrophysics Data System (ADS)
Martins, Eduardo Sávio P. R.; Clarke, Robin T.
1993-06-01
This paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (1) the two-parameter gamma distribution; (2) the Gumbel distribution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box-Cox transformations. Calculation of the confidence limits is straightforward using the Nelder-Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of likelihood-based confidence intervals in other areas of hydrological analysis.
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Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru
2010-12-01
The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.
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Chan, Siew Foong; Deeks, Jonathan J; Macaskill, Petra; Irwig, Les
2008-01-01
To compare three predictive models based on logistic regression to estimate adjusted likelihood ratios allowing for interdependency between diagnostic variables (tests). This study was a review of the theoretical basis, assumptions, and limitations of published models; and a statistical extension of methods and application to a case study of the diagnosis of obstructive airways disease based on history and clinical examination. Albert's method includes an offset term to estimate an adjusted likelihood ratio for combinations of tests. Spiegelhalter and Knill-Jones method uses the unadjusted likelihood ratio for each test as a predictor and computes shrinkage factors to allow for interdependence. Knottnerus' method differs from the other methods because it requires sequencing of tests, which limits its application to situations where there are few tests and substantial data. Although parameter estimates differed between the models, predicted "posttest" probabilities were generally similar. Construction of predictive models using logistic regression is preferred to the independence Bayes' approach when it is important to adjust for dependency of tests errors. Methods to estimate adjusted likelihood ratios from predictive models should be considered in preference to a standard logistic regression model to facilitate ease of interpretation and application. Albert's method provides the most straightforward approach.
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Ting, Chih-Chung; Yu, Chia-Chen; Maloney, Laurence T.
2015-01-01
In Bayesian decision theory, knowledge about the probabilities of possible outcomes is captured by a prior distribution and a likelihood function. The prior reflects past knowledge and the likelihood summarizes current sensory information. The two combined (integrated) form a posterior distribution that allows estimation of the probability of different possible outcomes. In this study, we investigated the neural mechanisms underlying Bayesian integration using a novel lottery decision task in which both prior knowledge and likelihood information about reward probability were systematically manipulated on a trial-by-trial basis. Consistent with Bayesian integration, as sample size increased, subjects tended to weigh likelihood information more compared with prior information. Using fMRI in humans, we found that the medial prefrontal cortex (mPFC) correlated with the mean of the posterior distribution, a statistic that reflects the integration of prior knowledge and likelihood of reward probability. Subsequent analysis revealed that both prior and likelihood information were represented in mPFC and that the neural representations of prior and likelihood in mPFC reflected changes in the behaviorally estimated weights assigned to these different sources of information in response to changes in the environment. Together, these results establish the role of mPFC in prior-likelihood integration and highlight its involvement in representing and integrating these distinct sources of information. PMID:25632152
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NASA Technical Reports Server (NTRS)
Chittineni, C. B.
1979-01-01
The problem of estimating label imperfections and the use of the estimation in identifying mislabeled patterns is presented. Expressions for the maximum likelihood estimates of classification errors and a priori probabilities are derived from the classification of a set of labeled patterns. Expressions also are given for the asymptotic variances of probability of correct classification and proportions. Simple models are developed for imperfections in the labels and for classification errors and are used in the formulation of a maximum likelihood estimation scheme. Schemes are presented for the identification of mislabeled patterns in terms of threshold on the discriminant functions for both two-class and multiclass cases. Expressions are derived for the probability that the imperfect label identification scheme will result in a wrong decision and are used in computing thresholds. The results of practical applications of these techniques in the processing of remotely sensed multispectral data are presented.
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Simple Penalties on Maximum-Likelihood Estimates of Genetic Parameters to Reduce Sampling Variation
Meyer, Karin
2016-01-01
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. PMID:27317681
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ERIC Educational Resources Information Center
Beauducel, Andre; Herzberg, Philipp Yorck
2006-01-01
This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…
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A maximum pseudo-profile likelihood estimator for the Cox model under length-biased sampling
Huang, Chiung-Yu; Qin, Jing; Follmann, Dean A.
2012-01-01
This paper considers semiparametric estimation of the Cox proportional hazards model for right-censored and length-biased data arising from prevalent sampling. To exploit the special structure of length-biased sampling, we propose a maximum pseudo-profile likelihood estimator, which can handle time-dependent covariates and is consistent under covariate-dependent censoring. Simulation studies show that the proposed estimator is more efficient than its competitors. A data analysis illustrates the methods and theory. PMID:23843659
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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…
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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…
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Estimation of Complex Generalized Linear Mixed Models for Measurement and Growth
ERIC Educational Resources Information Center
Jeon, Minjeong
2012-01-01
Maximum likelihood (ML) estimation of generalized linear mixed models (GLMMs) is technically challenging because of the intractable likelihoods that involve high dimensional integrations over random effects. The problem is magnified when the random effects have a crossed design and thus the data cannot be reduced to small independent clusters. A…
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Baele, Guy; Lemey, Philippe; Vansteelandt, Stijn
2013-03-06
Accurate model comparison requires extensive computation times, especially for parameter-rich models of sequence evolution. In the Bayesian framework, model selection is typically performed through the evaluation of a Bayes factor, the ratio of two marginal likelihoods (one for each model). Recently introduced techniques to estimate (log) marginal likelihoods, such as path sampling and stepping-stone sampling, offer increased accuracy over the traditional harmonic mean estimator at an increased computational cost. Most often, each model's marginal likelihood will be estimated individually, which leads the resulting Bayes factor to suffer from errors associated with each of these independent estimation processes. We here assess the original 'model-switch' path sampling approach for direct Bayes factor estimation in phylogenetics, as well as an extension that uses more samples, to construct a direct path between two competing models, thereby eliminating the need to calculate each model's marginal likelihood independently. Further, we provide a competing Bayes factor estimator using an adaptation of the recently introduced stepping-stone sampling algorithm and set out to determine appropriate settings for accurately calculating such Bayes factors, with context-dependent evolutionary models as an example. While we show that modest efforts are required to roughly identify the increase in model fit, only drastically increased computation times ensure the accuracy needed to detect more subtle details of the evolutionary process. We show that our adaptation of stepping-stone sampling for direct Bayes factor calculation outperforms the original path sampling approach as well as an extension that exploits more samples. Our proposed approach for Bayes factor estimation also has preferable statistical properties over the use of individual marginal likelihood estimates for both models under comparison. Assuming a sigmoid function to determine the path between two competing models, we provide evidence that a single well-chosen sigmoid shape value requires less computational efforts in order to approximate the true value of the (log) Bayes factor compared to the original approach. We show that the (log) Bayes factors calculated using path sampling and stepping-stone sampling differ drastically from those estimated using either of the harmonic mean estimators, supporting earlier claims that the latter systematically overestimate the performance of high-dimensional models, which we show can lead to erroneous conclusions. Based on our results, we argue that highly accurate estimation of differences in model fit for high-dimensional models requires much more computational effort than suggested in recent studies on marginal likelihood estimation.
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2013-01-01
Background Accurate model comparison requires extensive computation times, especially for parameter-rich models of sequence evolution. In the Bayesian framework, model selection is typically performed through the evaluation of a Bayes factor, the ratio of two marginal likelihoods (one for each model). Recently introduced techniques to estimate (log) marginal likelihoods, such as path sampling and stepping-stone sampling, offer increased accuracy over the traditional harmonic mean estimator at an increased computational cost. Most often, each model’s marginal likelihood will be estimated individually, which leads the resulting Bayes factor to suffer from errors associated with each of these independent estimation processes. Results We here assess the original ‘model-switch’ path sampling approach for direct Bayes factor estimation in phylogenetics, as well as an extension that uses more samples, to construct a direct path between two competing models, thereby eliminating the need to calculate each model’s marginal likelihood independently. Further, we provide a competing Bayes factor estimator using an adaptation of the recently introduced stepping-stone sampling algorithm and set out to determine appropriate settings for accurately calculating such Bayes factors, with context-dependent evolutionary models as an example. While we show that modest efforts are required to roughly identify the increase in model fit, only drastically increased computation times ensure the accuracy needed to detect more subtle details of the evolutionary process. Conclusions We show that our adaptation of stepping-stone sampling for direct Bayes factor calculation outperforms the original path sampling approach as well as an extension that exploits more samples. Our proposed approach for Bayes factor estimation also has preferable statistical properties over the use of individual marginal likelihood estimates for both models under comparison. Assuming a sigmoid function to determine the path between two competing models, we provide evidence that a single well-chosen sigmoid shape value requires less computational efforts in order to approximate the true value of the (log) Bayes factor compared to the original approach. We show that the (log) Bayes factors calculated using path sampling and stepping-stone sampling differ drastically from those estimated using either of the harmonic mean estimators, supporting earlier claims that the latter systematically overestimate the performance of high-dimensional models, which we show can lead to erroneous conclusions. Based on our results, we argue that highly accurate estimation of differences in model fit for high-dimensional models requires much more computational effort than suggested in recent studies on marginal likelihood estimation. PMID:23497171
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Disability Among Veterans: Analysis of the National Survey of Veterans (1997-2001).
Gerber, Lynn H; Weinstein, Ali A; Frankenfeld, Cara L; Huynh, Minh
2016-03-01
This manuscript assesses whether the Veterans Administration Rating System (VADR) correlates with self-reported activities of daily living (ADL) used in the National Survey of Veterans and likelihood of employment. Veterans' disability benefits are determined based on a single-index standardized rating scheme, measured at time of discharge. The primary aim of this study was to assess how this single-index rating of disability for veterans compares to multidimensional measures of disability (ADL and instrumental activities of daily living [IADL]). The relationship between disability ratings and labor market outcomes such as job search behavior and the likelihood of being employed was assessed. Successful labor market reintegration requires both physical/mental well-being, we examined the extent that VADR can capture the relationship between job market behavior and measures of mental/physical health. Kernel regression estimates were obtained of the likelihood of working/looking for work. Mean numbers of IADL and ADL difficulties and medical conditions were positively associated with VADR (p-trend < 0.001). An inverse relationship was observed with VADR and predicted probability of working (p-trend < 0.001). The combination of >4 ADL/IADL deficits and mental health diagnosis increased the likelihood of not working. The probability of not working correlated with VADR when VADR was greater than 40%. Reprint & Copyright © 2016 Association of Military Surgeons of the U.S.
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Approximated maximum likelihood estimation in multifractal random walks
NASA Astrophysics Data System (ADS)
Løvsletten, O.; Rypdal, M.
2012-04-01
We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry , Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.64.026103 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the dependency structure for the latent volatility. The procedure is implemented as a package in the r computer language. Its performance is tested on synthetic data and compared to an inference approach based on the generalized method of moments. The method is applied to estimate parameters for various financial stock indices.
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Estimation After a Group Sequential Trial.
Milanzi, Elasma; Molenberghs, Geert; Alonso, Ariel; Kenward, Michael G; Tsiatis, Anastasios A; Davidian, Marie; Verbeke, Geert
2015-10-01
Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is finite sample unbiased, but is less efficient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent. This previous work is restricted, however, to the situation in which the the random sample size can take only two values, N = n or N = 2 n . In this paper, we consider the more practically useful setting of sample sizes in a the finite set { n 1 , n 2 , …, n L }. It is shown that the sample average is then a justifiable estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why simulations can give the false impression of bias in the sample average when considered conditional upon the sample size. The consequence is that no corrections need to be made to estimators following sequential trials. When small-sample bias is of concern, the conditional likelihood estimator provides a relatively straightforward modification to the sample average. Finally, it is shown that classical likelihood-based standard errors and confidence intervals can be applied, obviating the need for technical corrections.
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Two models for evaluating landslide hazards
Davis, J.C.; Chung, C.-J.; Ohlmacher, G.C.
2006-01-01
Two alternative procedures for estimating landslide hazards were evaluated using data on topographic digital elevation models (DEMs) and bedrock lithologies in an area adjacent to the Missouri River in Atchison County, Kansas, USA. The two procedures are based on the likelihood ratio model but utilize different assumptions. The empirical likelihood ratio model is based on non-parametric empirical univariate frequency distribution functions under an assumption of conditional independence while the multivariate logistic discriminant model assumes that likelihood ratios can be expressed in terms of logistic functions. The relative hazards of occurrence of landslides were estimated by an empirical likelihood ratio model and by multivariate logistic discriminant analysis. Predictor variables consisted of grids containing topographic elevations, slope angles, and slope aspects calculated from a 30-m DEM. An integer grid of coded bedrock lithologies taken from digitized geologic maps was also used as a predictor variable. Both statistical models yield relative estimates in the form of the proportion of total map area predicted to already contain or to be the site of future landslides. The stabilities of estimates were checked by cross-validation of results from random subsamples, using each of the two procedures. Cell-by-cell comparisons of hazard maps made by the two models show that the two sets of estimates are virtually identical. This suggests that the empirical likelihood ratio and the logistic discriminant analysis models are robust with respect to the conditional independent assumption and the logistic function assumption, respectively, and that either model can be used successfully to evaluate landslide hazards. ?? 2006.
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Li, Xiang; Kuk, Anthony Y C; Xu, Jinfeng
2014-12-10
Human biomonitoring of exposure to environmental chemicals is important. Individual monitoring is not viable because of low individual exposure level or insufficient volume of materials and the prohibitive cost of taking measurements from many subjects. Pooling of samples is an efficient and cost-effective way to collect data. Estimation is, however, complicated as individual values within each pool are not observed but are only known up to their average or weighted average. The distribution of such averages is intractable when the individual measurements are lognormally distributed, which is a common assumption. We propose to replace the intractable distribution of the pool averages by a Gaussian likelihood to obtain parameter estimates. If the pool size is large, this method produces statistically efficient estimates, but regardless of pool size, the method yields consistent estimates as the number of pools increases. An empirical Bayes (EB) Gaussian likelihood approach, as well as its Bayesian analog, is developed to pool information from various demographic groups by using a mixed-effect formulation. We also discuss methods to estimate the underlying mean-variance relationship and to select a good model for the means, which can be incorporated into the proposed EB or Bayes framework. By borrowing strength across groups, the EB estimator is more efficient than the individual group-specific estimator. Simulation results show that the EB Gaussian likelihood estimates outperform a previous method proposed for the National Health and Nutrition Examination Surveys with much smaller bias and better coverage in interval estimation, especially after correction of bias. Copyright © 2014 John Wiley & Sons, Ltd.
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Urban Options for Psychological Restoration: Common Strategies in Everyday Situations.
Staats, Henk; Jahncke, Helena; Herzog, Thomas R; Hartig, Terry
2016-01-01
Given the need for knowledge on the restorative potential of urban settings, we sought to estimate the effects of personal and contextual factors on preferences and restoration likelihood assessments for different urban activities-in-environments. We also sought to study the generality of these effects across different countries. We conducted a true experiment with convenience samples of university students in the Netherlands (n = 80), Sweden (n = 100), and the USA (n = 316). In each country, the experiment had a mixed design with activities-in-environments (sitting in a park, sitting in a cafe, walking in a shopping mall, walking along a busy street) manipulated within-subjects and the need for restoration (attentional fatigue, no attentional fatigue) and immediate social context (in company, alone) manipulated between-subjects. The manipulations relied on previously tested scenarios describing everyday situations that participants were instructed to remember and imagine themselves being in. For each imagined situation (activity-in-environment with antecedent fatigue condition and immediate social context), subjects provided two criterion measures: general preference and the likelihood of achieving psychological restoration. The settings received different preference and restoration likelihood ratings as expected, affirming that a busy street, often used in comparisons with natural settings, is not representative of the restorative potential of urban settings. Being with a close friend and attentional fatigue both moderated ratings for specific settings. Findings of additional moderation by country of residence caution against broad generalizations regarding preferences for and the expected restorative effects of different urban settings. Preferences and restoration likelihood ratings for urban activity-environment combinations are subject to multiple personal and contextual determinants, including level of attentional fatigue, being alone versus in company, and broader aspects of the urban context that vary across cities and countries. Claims regarding a lack of restorative quality in urban environments are problematic.
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Harbert, Robert S; Nixon, Kevin C
2015-08-01
• Plant distributions have long been understood to be correlated with the environmental conditions to which species are adapted. Climate is one of the major components driving species distributions. Therefore, it is expected that the plants coexisting in a community are reflective of the local environment, particularly climate.• Presented here is a method for the estimation of climate from local plant species coexistence data. The method, Climate Reconstruction Analysis using Coexistence Likelihood Estimation (CRACLE), is a likelihood-based method that employs specimen collection data at a global scale for the inference of species climate tolerance. CRACLE calculates the maximum joint likelihood of coexistence given individual species climate tolerance characterization to estimate the expected climate.• Plant distribution data for more than 4000 species were used to show that this method accurately infers expected climate profiles for 165 sites with diverse climatic conditions. Estimates differ from the WorldClim global climate model by less than 1.5°C on average for mean annual temperature and less than ∼250 mm for mean annual precipitation. This is a significant improvement upon other plant-based climate-proxy methods.• CRACLE validates long hypothesized interactions between climate and local associations of plant species. Furthermore, CRACLE successfully estimates climate that is consistent with the widely used WorldClim model and therefore may be applied to the quantitative estimation of paleoclimate in future studies. © 2015 Botanical Society of America, Inc.
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Maximum-likelihood methods in wavefront sensing: stochastic models and likelihood functions
Barrett, Harrison H.; Dainty, Christopher; Lara, David
2008-01-01
Maximum-likelihood (ML) estimation in wavefront sensing requires careful attention to all noise sources and all factors that influence the sensor data. We present detailed probability density functions for the output of the image detector in a wavefront sensor, conditional not only on wavefront parameters but also on various nuisance parameters. Practical ways of dealing with nuisance parameters are described, and final expressions for likelihoods and Fisher information matrices are derived. The theory is illustrated by discussing Shack–Hartmann sensors, and computational requirements are discussed. Simulation results show that ML estimation can significantly increase the dynamic range of a Shack–Hartmann sensor with four detectors and that it can reduce the residual wavefront error when compared with traditional methods. PMID:17206255
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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…
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The relations between driving behavior, physical activity and weight status among Canadian adults.
Swanson, Kenda C; McCormack, Gavin R
2012-03-01
Evidence regarding the relative contributions of physical activity (PA) and driving behavior on weight status is limited. This study examined the associations between driving and PA behavior and weight status among Canadian adults. A random cross-section of Calgarian adults (n = 1026) completed a telephone-interview and a self-administered questionnaire. Weekly physical activity time, daily driving time, BMI, motor vehicle access, and demographic characteristics were captured. Logistic regression was used to estimate associations between driving minutes (0-209, 219-419, 420-839, 840-1679, and ≥ 1680 min/week), motor vehicle access, sufficient PA (210 min/week of moderate-intensity PA or 90 min/week of vigorous-intensity PA), and the likelihood of being 1) overweight/obese vs. healthy weight and 2) obese only vs. healthy/overweight. Compared with driving ≤ 209 min/week, driving 840 to 1679 min/week significantly (P < .05) increased the likelihood of being overweight/obese (OR 2.08). Insufficient PA was positively associated with being overweight/obese (OR 1.43). Each hour/week of driving was associated with a 1.6% reduction in the odds of achieving sufficient PA. A 3-fold increase (OR 3.73) in the likelihood of overweight was found among insufficiently active individuals who drove 210 to 419 min/week compared with sufficiently active individuals who drove ≤ 209 min/week. Interventions that decrease driving time and increase PA participation may be important for reducing weight among Canadian adults.
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NASA Astrophysics Data System (ADS)
Krestyannikov, E.; Tohka, J.; Ruotsalainen, U.
2008-06-01
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.
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ERIC Educational Resources Information Center
Han, Kyung T.; Guo, Fanmin
2014-01-01
The full-information maximum likelihood (FIML) method makes it possible to estimate and analyze structural equation models (SEM) even when data are partially missing, enabling incomplete data to contribute to model estimation. The cornerstone of FIML is the missing-at-random (MAR) assumption. In (unidimensional) computerized adaptive testing…
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Constrained Maximum Likelihood Estimation for Two-Level Mean and Covariance Structure Models
ERIC Educational Resources Information Center
Bentler, Peter M.; Liang, Jiajuan; Tang, Man-Lai; Yuan, Ke-Hai
2011-01-01
Maximum likelihood is commonly used for the estimation of model parameters in the analysis of two-level structural equation models. Constraints on model parameters could be encountered in some situations such as equal factor loadings for different factors. Linear constraints are the most common ones and they are relatively easy to handle in…
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ERIC Educational Resources Information Center
Kelderman, Henk
1992-01-01
Describes algorithms used in the computer program LOGIMO for obtaining maximum likelihood estimates of the parameters in loglinear models. These algorithms are also useful for the analysis of loglinear item-response theory models. Presents modified versions of the iterative proportional fitting and Newton-Raphson algorithms. Simulated data…
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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…
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NASA Technical Reports Server (NTRS)
Horvath, R. (Principal Investigator); Cicone, R.; Crist, E.; Kauth, R. J.; Lambeck, P.; Malila, W. A.; Richardson, W.
1979-01-01
The author has identified the following significant results. An outgrowth of research and development activities in support of LACIE was a multicrop area estimation procedure, Procedure M. This procedure was a flexible, modular system that could be operated within the LACIE framework. Its distinctive features were refined preprocessing (including spatially varying correction for atmospheric haze), definition of field like spatial features for labeling, spectral stratification, and unbiased selection of samples to label and crop area estimation without conventional maximum likelihood classification.
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Bayesian logistic regression approaches to predict incorrect DRG assignment.
Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural
2018-05-07
Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.
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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.
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Load estimator (LOADEST): a FORTRAN program for estimating constituent loads in streams and rivers
Runkel, Robert L.; Crawford, Charles G.; Cohn, Timothy A.
2004-01-01
LOAD ESTimator (LOADEST) is a FORTRAN program for estimating constituent loads in streams and rivers. Given a time series of streamflow, additional data variables, and constituent concentration, LOADEST assists the user in developing a regression model for the estimation of constituent load (calibration). Explanatory variables within the regression model include various functions of streamflow, decimal time, and additional user-specified data variables. The formulated regression model then is used to estimate loads over a user-specified time interval (estimation). Mean load estimates, standard errors, and 95 percent confidence intervals are developed on a monthly and(or) seasonal basis. The calibration and estimation procedures within LOADEST are based on three statistical estimation methods. The first two methods, Adjusted Maximum Likelihood Estimation (AMLE) and Maximum Likelihood Estimation (MLE), are appropriate when the calibration model errors (residuals) are normally distributed. Of the two, AMLE is the method of choice when the calibration data set (time series of streamflow, additional data variables, and concentration) contains censored data. The third method, Least Absolute Deviation (LAD), is an alternative to maximum likelihood estimation when the residuals are not normally distributed. LOADEST output includes diagnostic tests and warnings to assist the user in determining the appropriate estimation method and in interpreting the estimated loads. This report describes the development and application of LOADEST. Sections of the report describe estimation theory, input/output specifications, sample applications, and installation instructions.
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Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling
NASA Astrophysics Data System (ADS)
Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.
2017-04-01
Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.
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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.
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Zeng, Chan; Newcomer, Sophia R; Glanz, Jason M; Shoup, Jo Ann; Daley, Matthew F; Hambidge, Simon J; Xu, Stanley
2013-12-15
The self-controlled case series (SCCS) method is often used to examine the temporal association between vaccination and adverse events using only data from patients who experienced such events. Conditional Poisson regression models are used to estimate incidence rate ratios, and these models perform well with large or medium-sized case samples. However, in some vaccine safety studies, the adverse events studied are rare and the maximum likelihood estimates may be biased. Several bias correction methods have been examined in case-control studies using conditional logistic regression, but none of these methods have been evaluated in studies using the SCCS design. In this study, we used simulations to evaluate 2 bias correction approaches-the Firth penalized maximum likelihood method and Cordeiro and McCullagh's bias reduction after maximum likelihood estimation-with small sample sizes in studies using the SCCS design. The simulations showed that the bias under the SCCS design with a small number of cases can be large and is also sensitive to a short risk period. The Firth correction method provides finite and less biased estimates than the maximum likelihood method and Cordeiro and McCullagh's method. However, limitations still exist when the risk period in the SCCS design is short relative to the entire observation period.
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Nonparametric probability density estimation by optimization theoretic techniques
NASA Technical Reports Server (NTRS)
Scott, D. W.
1976-01-01
Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Beer, M.
1980-12-01
The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that themore » use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates.« less
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Cosmological parameter estimation using Particle Swarm Optimization
NASA Astrophysics Data System (ADS)
Prasad, J.; Souradeep, T.
2014-03-01
Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.
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Helms Tillery, S I; Taylor, D M; Schwartz, A B
2003-01-01
We have recently developed a closed-loop environment in which we can test the ability of primates to control the motion of a virtual device using ensembles of simultaneously recorded neurons /29/. Here we use a maximum likelihood method to assess the information about task performance contained in the neuronal ensemble. We trained two animals to control the motion of a computer cursor in three dimensions. Initially the animals controlled cursor motion using arm movements, but eventually they learned to drive the cursor directly from cortical activity. Using a population vector (PV) based upon the relation between cortical activity and arm motion, the animals were able to control the cursor directly from the brain in a closed-loop environment, but with difficulty. We added a supervised learning method that modified the parameters of the PV according to task performance (adaptive PV), and found that animals were able to exert much finer control over the cursor motion from brain signals. Here we describe a maximum likelihood method (ML) to assess the information about target contained in neuronal ensemble activity. Using this method, we compared the information about target contained in the ensemble during arm control, during brain control early in the adaptive PV, and during brain control after the adaptive PV had settled and the animal could drive the cursor reliably and with fine gradations. During the arm-control task, the ML was able to determine the target of the movement in as few as 10% of the trials, and as many as 75% of the trials, with an average of 65%. This average dropped when the animals used a population vector to control motion of the cursor. On average we could determine the target in around 35% of the trials. This low percentage was also reflected in poor control of the cursor, so that the animal was unable to reach the target in a large percentage of trials. Supervised adjustment of the population vector parameters produced new weighting coefficients and directional tuning parameters for many neurons. This produced a much better performance of the brain-controlled cursor motion. It was also reflected in the maximum likelihood measure of cell activity, producing the correct target based only on neuronal activity in over 80% of the trials on average. The changes in maximum likelihood estimates of target location based on ensemble firing show that an animal's ability to regulate the motion of a cortically controlled device is not crucially dependent on the experimenter's ability to estimate intention from neuronal activity.
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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.
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Reyes-Valdés, M H; Stelly, D M
1995-01-01
Frequencies of meiotic configurations in cytogenetic stocks are dependent on chiasma frequencies in segments defined by centromeres, breakpoints, and telomeres. The expectation maximization algorithm is proposed as a general method to perform maximum likelihood estimations of the chiasma frequencies in the intervals between such locations. The estimates can be translated via mapping functions into genetic maps of cytogenetic landmarks. One set of observational data was analyzed to exemplify application of these methods, results of which were largely concordant with other comparable data. The method was also tested by Monte Carlo simulation of frequencies of meiotic configurations from a monotelodisomic translocation heterozygote, assuming six different sample sizes. The estimate averages were always close to the values given initially to the parameters. The maximum likelihood estimation procedures can be extended readily to other kinds of cytogenetic stocks and allow the pooling of diverse cytogenetic data to collectively estimate lengths of segments, arms, and chromosomes. Images Fig. 1 PMID:7568226
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NASA Astrophysics Data System (ADS)
Perlovsky, Leonid I.; Webb, Virgil H.; Bradley, Scott R.; Hansen, Christopher A.
1998-07-01
An advanced detection and tracking system is being developed for the U.S. Navy's Relocatable Over-the-Horizon Radar (ROTHR) to provide improved tracking performance against small aircraft typically used in drug-smuggling activities. The development is based on the Maximum Likelihood Adaptive Neural System (MLANS), a model-based neural network that combines advantages of neural network and model-based algorithmic approaches. The objective of the MLANS tracker development effort is to address user requirements for increased detection and tracking capability in clutter and improved track position, heading, and speed accuracy. The MLANS tracker is expected to outperform other approaches to detection and tracking for the following reasons. It incorporates adaptive internal models of target return signals, target tracks and maneuvers, and clutter signals, which leads to concurrent clutter suppression, detection, and tracking (track-before-detect). It is not combinatorial and thus does not require any thresholding or peak picking and can track in low signal-to-noise conditions. It incorporates superresolution spectrum estimation techniques exceeding the performance of conventional maximum likelihood and maximum entropy methods. The unique spectrum estimation method is based on the Einsteinian interpretation of the ROTHR received energy spectrum as a probability density of signal frequency. The MLANS neural architecture and learning mechanism are founded on spectrum models and maximization of the "Einsteinian" likelihood, allowing knowledge of the physical behavior of both targets and clutter to be injected into the tracker algorithms. The paper describes the addressed requirements and expected improvements, theoretical foundations, engineering methodology, and results of the development effort to date.
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Simulated maximum likelihood method for estimating kinetic rates in gene expression.
Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin
2007-01-01
Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.
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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…
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Eickhoff, Simon B; Nichols, Thomas E; Laird, Angela R; Hoffstaedter, Felix; Amunts, Katrin; Fox, Peter T; Bzdok, Danilo; Eickhoff, Claudia R
2016-08-15
Given the increasing number of neuroimaging publications, the automated knowledge extraction on brain-behavior associations by quantitative meta-analyses has become a highly important and rapidly growing field of research. Among several methods to perform coordinate-based neuroimaging meta-analyses, Activation Likelihood Estimation (ALE) has been widely adopted. In this paper, we addressed two pressing questions related to ALE meta-analysis: i) Which thresholding method is most appropriate to perform statistical inference? ii) Which sample size, i.e., number of experiments, is needed to perform robust meta-analyses? We provided quantitative answers to these questions by simulating more than 120,000 meta-analysis datasets using empirical parameters (i.e., number of subjects, number of reported foci, distribution of activation foci) derived from the BrainMap database. This allowed to characterize the behavior of ALE analyses, to derive first power estimates for neuroimaging meta-analyses, and to thus formulate recommendations for future ALE studies. We could show as a first consequence that cluster-level family-wise error (FWE) correction represents the most appropriate method for statistical inference, while voxel-level FWE correction is valid but more conservative. In contrast, uncorrected inference and false-discovery rate correction should be avoided. As a second consequence, researchers should aim to include at least 20 experiments into an ALE meta-analysis to achieve sufficient power for moderate effects. We would like to note, though, that these calculations and recommendations are specific to ALE and may not be extrapolated to other approaches for (neuroimaging) meta-analysis. Copyright © 2016 Elsevier Inc. All rights reserved.
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Eickhoff, Simon B.; Nichols, Thomas E.; Laird, Angela R.; Hoffstaedter, Felix; Amunts, Katrin; Fox, Peter T.
2016-01-01
Given the increasing number of neuroimaging publications, the automated knowledge extraction on brain-behavior associations by quantitative meta-analyses has become a highly important and rapidly growing field of research. Among several methods to perform coordinate-based neuroimaging meta-analyses, Activation Likelihood Estimation (ALE) has been widely adopted. In this paper, we addressed two pressing questions related to ALE meta-analysis: i) Which thresholding method is most appropriate to perform statistical inference? ii) Which sample size, i.e., number of experiments, is needed to perform robust meta-analyses? We provided quantitative answers to these questions by simulating more than 120,000 meta-analysis datasets using empirical parameters (i.e., number of subjects, number of reported foci, distribution of activation foci) derived from the BrainMap database. This allowed to characterize the behavior of ALE analyses, to derive first power estimates for neuroimaging meta-analyses, and to thus formulate recommendations for future ALE studies. We could show as a first consequence that cluster-level family-wise error (FWE) correction represents the most appropriate method for statistical inference, while voxel-level FWE correction is valid but more conservative. In contrast, uncorrected inference and false-discovery rate correction should be avoided. As a second consequence, researchers should aim to include at least 20 experiments into an ALE meta-analysis to achieve sufficient power for moderate effects. We would like to note, though, that these calculations and recommendations are specific to ALE and may not be extrapolated to other approaches for (neuroimaging) meta-analysis. PMID:27179606
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The Maximum Likelihood Solution for Inclination-only Data
NASA Astrophysics Data System (ADS)
Arason, P.; Levi, S.
2006-12-01
The arithmetic means of inclination-only data are known to introduce a shallowing bias. Several methods have been proposed to estimate unbiased means of the inclination along with measures of the precision. Most of the inclination-only methods were designed to maximize the likelihood function of the marginal Fisher distribution. However, the exact analytical form of the maximum likelihood function is fairly complicated, and all these methods require various assumptions and approximations that are inappropriate for many data sets. For some steep and dispersed data sets, the estimates provided by these methods are significantly displaced from the peak of the likelihood function to systematically shallower inclinations. The problem in locating the maximum of the likelihood function is partly due to difficulties in accurately evaluating the function for all values of interest. This is because some elements of the log-likelihood function increase exponentially as precision parameters increase, leading to numerical instabilities. In this study we succeeded in analytically cancelling exponential elements from the likelihood function, and we are now able to calculate its value for any location in the parameter space and for any inclination-only data set, with full accuracy. Furtermore, we can now calculate the partial derivatives of the likelihood function with desired accuracy. Locating the maximum likelihood without the assumptions required by previous methods is now straight forward. The information to separate the mean inclination from the precision parameter will be lost for very steep and dispersed data sets. It is worth noting that the likelihood function always has a maximum value. However, for some dispersed and steep data sets with few samples, the likelihood function takes its highest value on the boundary of the parameter space, i.e. at inclinations of +/- 90 degrees, but with relatively well defined dispersion. Our simulations indicate that this occurs quite frequently for certain data sets, and relatively small perturbations in the data will drive the maxima to the boundary. We interpret this to indicate that, for such data sets, the information needed to separate the mean inclination and the precision parameter is permanently lost. To assess the reliability and accuracy of our method we generated large number of random Fisher-distributed data sets and used seven methods to estimate the mean inclination and precision paramenter. These comparisons are described by Levi and Arason at the 2006 AGU Fall meeting. The results of the various methods is very favourable to our new robust maximum likelihood method, which, on average, is the most reliable, and the mean inclination estimates are the least biased toward shallow values. Further information on our inclination-only analysis can be obtained from: http://www.vedur.is/~arason/paleomag
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Occupancy Modeling Species-Environment Relationships with Non-ignorable Survey Designs.
Irvine, Kathryn M; Rodhouse, Thomas J; Wright, Wilson J; Olsen, Anthony R
2018-05-26
Statistical models supporting inferences about species occurrence patterns in relation to environmental gradients are fundamental to ecology and conservation biology. A common implicit assumption is that the sampling design is ignorable and does not need to be formally accounted for in analyses. The analyst assumes data are representative of the desired population and statistical modeling proceeds. However, if datasets from probability and non-probability surveys are combined or unequal selection probabilities are used, the design may be non ignorable. We outline the use of pseudo-maximum likelihood estimation for site-occupancy models to account for such non-ignorable survey designs. This estimation method accounts for the survey design by properly weighting the pseudo-likelihood equation. In our empirical example, legacy and newer randomly selected locations were surveyed for bats to bridge a historic statewide effort with an ongoing nationwide program. We provide a worked example using bat acoustic detection/non-detection data and show how analysts can diagnose whether their design is ignorable. Using simulations we assessed whether our approach is viable for modeling datasets composed of sites contributed outside of a probability design Pseudo-maximum likelihood estimates differed from the usual maximum likelihood occu31 pancy estimates for some bat species. Using simulations we show the maximum likelihood estimator of species-environment relationships with non-ignorable sampling designs was biased, whereas the pseudo-likelihood estimator was design-unbiased. However, in our simulation study the designs composed of a large proportion of legacy or non-probability sites resulted in estimation issues for standard errors. These issues were likely a result of highly variable weights confounded by small sample sizes (5% or 10% sampling intensity and 4 revisits). Aggregating datasets from multiple sources logically supports larger sample sizes and potentially increases spatial extents for statistical inferences. Our results suggest that ignoring the mechanism for how locations were selected for data collection (e.g., the sampling design) could result in erroneous model-based conclusions. Therefore, in order to ensure robust and defensible recommendations for evidence-based conservation decision-making, the survey design information in addition to the data themselves must be available for analysts. Details for constructing the weights used in estimation and code for implementation are provided. This article is protected by copyright. All rights reserved. This article is protected by copyright. All rights reserved.
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Collinear Latent Variables in Multilevel Confirmatory Factor Analysis
van de Schoot, Rens; Hox, Joop
2014-01-01
Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions. PMID:29795827
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How much to trust the senses: Likelihood learning
Sato, Yoshiyuki; Kording, Konrad P.
2014-01-01
Our brain often needs to estimate unknown variables from imperfect information. Our knowledge about the statistical distributions of quantities in our environment (called priors) and currently available information from sensory inputs (called likelihood) are the basis of all Bayesian models of perception and action. While we know that priors are learned, most studies of prior-likelihood integration simply assume that subjects know about the likelihood. However, as the quality of sensory inputs change over time, we also need to learn about new likelihoods. Here, we show that human subjects readily learn the distribution of visual cues (likelihood function) in a way that can be predicted by models of statistically optimal learning. Using a likelihood that depended on color context, we found that a learned likelihood generalized to new priors. Thus, we conclude that subjects learn about likelihood. PMID:25398975
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Julien, Clavel; Leandro, Aristide; Hélène, Morlon
2018-06-19
Working with high-dimensional phylogenetic comparative datasets is challenging because likelihood-based multivariate methods suffer from low statistical performances as the number of traits p approaches the number of species n and because some computational complications occur when p exceeds n. Alternative phylogenetic comparative methods have recently been proposed to deal with the large p small n scenario but their use and performances are limited. Here we develop a penalized likelihood framework to deal with high-dimensional comparative datasets. We propose various penalizations and methods for selecting the intensity of the penalties. We apply this general framework to the estimation of parameters (the evolutionary trait covariance matrix and parameters of the evolutionary model) and model comparison for the high-dimensional multivariate Brownian (BM), Early-burst (EB), Ornstein-Uhlenbeck (OU) and Pagel's lambda models. We show using simulations that our penalized likelihood approach dramatically improves the estimation of evolutionary trait covariance matrices and model parameters when p approaches n, and allows for their accurate estimation when p equals or exceeds n. In addition, we show that penalized likelihood models can be efficiently compared using Generalized Information Criterion (GIC). We implement these methods, as well as the related estimation of ancestral states and the computation of phylogenetic PCA in the R package RPANDA and mvMORPH. Finally, we illustrate the utility of the new proposed framework by evaluating evolutionary models fit, analyzing integration patterns, and reconstructing evolutionary trajectories for a high-dimensional 3-D dataset of brain shape in the New World monkeys. We find a clear support for an Early-burst model suggesting an early diversification of brain morphology during the ecological radiation of the clade. Penalized likelihood offers an efficient way to deal with high-dimensional multivariate comparative data.
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Method and system for diagnostics of apparatus
NASA Technical Reports Server (NTRS)
Gorinevsky, Dimitry (Inventor)
2012-01-01
Proposed is a method, implemented in software, for estimating fault state of an apparatus outfitted with sensors. At each execution period the method processes sensor data from the apparatus to obtain a set of parity parameters, which are further used for estimating fault state. The estimation method formulates a convex optimization problem for each fault hypothesis and employs a convex solver to compute fault parameter estimates and fault likelihoods for each fault hypothesis. The highest likelihoods and corresponding parameter estimates are transmitted to a display device or an automated decision and control system. The obtained accurate estimate of fault state can be used to improve safety, performance, or maintenance processes for the apparatus.
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Yang, Huan; Meijer, Hil G E; Buitenweg, Jan R; van Gils, Stephan A
2016-01-01
Healthy or pathological states of nociceptive subsystems determine different stimulus-response relations measured from quantitative sensory testing. In turn, stimulus-response measurements may be used to assess these states. In a recently developed computational model, six model parameters characterize activation of nerve endings and spinal neurons. However, both model nonlinearity and limited information in yes-no detection responses to electrocutaneous stimuli challenge to estimate model parameters. Here, we address the question whether and how one can overcome these difficulties for reliable parameter estimation. First, we fit the computational model to experimental stimulus-response pairs by maximizing the likelihood. To evaluate the balance between model fit and complexity, i.e., the number of model parameters, we evaluate the Bayesian Information Criterion. We find that the computational model is better than a conventional logistic model regarding the balance. Second, our theoretical analysis suggests to vary the pulse width among applied stimuli as a necessary condition to prevent structural non-identifiability. In addition, the numerically implemented profile likelihood approach reveals structural and practical non-identifiability. Our model-based approach with integration of psychophysical measurements can be useful for a reliable assessment of states of the nociceptive system.
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Nakae, Ken; Ikegaya, Yuji; Ishikawa, Tomoe; Oba, Shigeyuki; Urakubo, Hidetoshi; Koyama, Masanori; Ishii, Shin
2014-01-01
Crosstalk between neurons and glia may constitute a significant part of information processing in the brain. We present a novel method of statistically identifying interactions in a neuron–glia network. We attempted to identify neuron–glia interactions from neuronal and glial activities via maximum-a-posteriori (MAP)-based parameter estimation by developing a generalized linear model (GLM) of a neuron–glia network. The interactions in our interest included functional connectivity and response functions. We evaluated the cross-validated likelihood of GLMs that resulted from the addition or removal of connections to confirm the existence of specific neuron-to-glia or glia-to-neuron connections. We only accepted addition or removal when the modification improved the cross-validated likelihood. We applied the method to a high-throughput, multicellular in vitro Ca2+ imaging dataset obtained from the CA3 region of a rat hippocampus, and then evaluated the reliability of connectivity estimates using a statistical test based on a surrogate method. Our findings based on the estimated connectivity were in good agreement with currently available physiological knowledge, suggesting our method can elucidate undiscovered functions of neuron–glia systems. PMID:25393874
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Interval Estimation of Seismic Hazard Parameters
NASA Astrophysics Data System (ADS)
Orlecka-Sikora, Beata; Lasocki, Stanislaw
2017-03-01
The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.
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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 prior image penalized-likelihood estimation with rigid registration of a prior image (PIRPLE) over a wide range of sampling sparsity and exposure levels.
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Pain anticipation: an activation likelihood estimation meta-analysis of brain imaging studies.
Palermo, Sara; Benedetti, Fabrizio; Costa, Tommaso; Amanzio, Martina
2015-05-01
The anticipation of pain has been investigated in a variety of brain imaging studies. Importantly, today there is no clear overall picture of the areas that are involved in different studies and the exact role of these regions in pain expectation remains especially unexploited. To address this issue, we used activation likelihood estimation meta-analysis to analyze pain anticipation in several neuroimaging studies. A total of 19 functional magnetic resonance imaging were included in the analysis to search for the cortical areas involved in pain anticipation in human experimental models. During anticipation, activated foci were found in the dorsolateral prefrontal, midcingulate and anterior insula cortices, medial and inferior frontal gyri, inferior parietal lobule, middle and superior temporal gyrus, thalamus, and caudate. Deactivated foci were found in the anterior cingulate, superior frontal gyrus, parahippocampal gyrus and in the claustrum. The results of the meta-analytic connectivity analysis provide an overall view of the brain responses triggered by the anticipation of a noxious stimulus. Such a highly distributed perceptual set of self-regulation may prime brain regions to process information where emotion, action and perception as well as their related subcategories play a central role. Not only do these findings provide important information on the neural events when anticipating pain, but also they may give a perspective into nocebo responses, whereby negative expectations may lead to pain worsening. © 2014 Wiley Periodicals, Inc.
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van Heeringen, Kees; Bijttebier, Stijn; Desmyter, Stefanie; Vervaet, Myriam; Baeken, Chris
2014-01-01
Objective: We conducted meta-analyses of functional and structural neuroimaging studies comparing adolescent and adult individuals with a history of suicidal behavior and a psychiatric disorder to psychiatric controls in order to objectify changes in brain structure and function in association with a vulnerability to suicidal behavior. Methods: Magnetic resonance imaging studies published up to July 2013 investigating structural or functional brain correlates of suicidal behavior were identified through computerized and manual literature searches. Activation foci from 12 studies encompassing 475 individuals, i.e., 213 suicide attempters and 262 psychiatric controls were subjected to meta-analytical study using anatomic or activation likelihood estimation (ALE). Result: Activation likelihood estimation revealed structural deficits and functional changes in association with a history of suicidal behavior. Structural findings included reduced volumes of the rectal gyrus, superior temporal gyrus and caudate nucleus. Functional differences between study groups included an increased reactivity of the anterior and posterior cingulate cortices. Discussion: A history of suicidal behavior appears to be associated with (probably interrelated) structural deficits and functional overactivation in brain areas, which contribute to a decision-making network. The findings suggest that a vulnerability to suicidal behavior can be defined in terms of a reduced motivational control over the intentional behavioral reaction to salient negative stimuli. PMID:25374525
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Likelihood ratios for glaucoma diagnosis using spectral-domain optical coherence tomography.
Lisboa, Renato; Mansouri, Kaweh; Zangwill, Linda M; Weinreb, Robert N; Medeiros, Felipe A
2013-11-01
To present a methodology for calculating likelihood ratios for glaucoma diagnosis for continuous retinal nerve fiber layer (RNFL) thickness measurements from spectral-domain optical coherence tomography (spectral-domain OCT). Observational cohort study. A total of 262 eyes of 187 patients with glaucoma and 190 eyes of 100 control subjects were included in the study. Subjects were recruited from the Diagnostic Innovations Glaucoma Study. Eyes with preperimetric and perimetric glaucomatous damage were included in the glaucoma group. The control group was composed of healthy eyes with normal visual fields from subjects recruited from the general population. All eyes underwent RNFL imaging with Spectralis spectral-domain OCT. Likelihood ratios for glaucoma diagnosis were estimated for specific global RNFL thickness measurements using a methodology based on estimating the tangents to the receiver operating characteristic (ROC) curve. Likelihood ratios could be determined for continuous values of average RNFL thickness. Average RNFL thickness values lower than 86 μm were associated with positive likelihood ratios (ie, likelihood ratios greater than 1), whereas RNFL thickness values higher than 86 μm were associated with negative likelihood ratios (ie, likelihood ratios smaller than 1). A modified Fagan nomogram was provided to assist calculation of posttest probability of disease from the calculated likelihood ratios and pretest probability of disease. The methodology allowed calculation of likelihood ratios for specific RNFL thickness values. By avoiding arbitrary categorization of test results, it potentially allows for an improved integration of test results into diagnostic clinical decision making. Copyright © 2013. Published by Elsevier Inc.
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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…
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Event-related fMRI studies of false memory: An Activation Likelihood Estimation meta-analysis.
Kurkela, Kyle A; Dennis, Nancy A
2016-01-29
Over the last two decades, a wealth of research in the domain of episodic memory has focused on understanding the neural correlates mediating false memories, or memories for events that never happened. While several recent qualitative reviews have attempted to synthesize this literature, methodological differences amongst the empirical studies and a focus on only a sub-set of the findings has limited broader conclusions regarding the neural mechanisms underlying false memories. The current study performed a voxel-wise quantitative meta-analysis using activation likelihood estimation to investigate commonalities within the functional magnetic resonance imaging (fMRI) literature studying false memory. The results were broken down by memory phase (encoding, retrieval), as well as sub-analyses looking at differences in baseline (hit, correct rejection), memoranda (verbal, semantic), and experimental paradigm (e.g., semantic relatedness and perceptual relatedness) within retrieval. Concordance maps identified significant overlap across studies for each analysis. Several regions were identified in the general false retrieval analysis as well as multiple sub-analyses, indicating their ubiquitous, yet critical role in false retrieval (medial superior frontal gyrus, left precentral gyrus, left inferior parietal cortex). Additionally, several regions showed baseline- and paradigm-specific effects (hit/perceptual relatedness: inferior and middle occipital gyrus; CRs: bilateral inferior parietal cortex, precuneus, left caudate). With respect to encoding, analyses showed common activity in the left middle temporal gyrus and anterior cingulate cortex. No analysis identified a common cluster of activation in the medial temporal lobe. Copyright © 2015 Elsevier Ltd. All rights reserved.
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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.
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Quantum state estimation when qubits are lost: a no-data-left-behind approach
Williams, Brian P.; Lougovski, Pavel
2017-04-06
We present an approach to Bayesian mean estimation of quantum states using hyperspherical parametrization and an experiment-specific likelihood which allows utilization of all available data, even when qubits are lost. With this method, we report the first closed-form Bayesian mean and maximum likelihood estimates for the ideal single qubit. Due to computational constraints, we utilize numerical sampling to determine the Bayesian mean estimate for a photonic two-qubit experiment in which our novel analysis reduces burdens associated with experimental asymmetries and inefficiencies. This method can be applied to quantum states of any dimension and experimental complexity.
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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
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Bromaghin, Jeffrey F.; 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 substantially more information than the total abundance estimate provided by the conventional approach. The utility of the model is illustrated with data for coho salmon O. kisutch from the Kasilof River in south-central Alaska.
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NASA Astrophysics Data System (ADS)
Aminah, Agustin Siti; Pawitan, Gandhi; Tantular, Bertho
2017-03-01
So far, most of the data published by Statistics Indonesia (BPS) as data providers for national statistics are still limited to the district level. Less sufficient sample size for smaller area levels to make the measurement of poverty indicators with direct estimation produced high standard error. Therefore, the analysis based on it is unreliable. To solve this problem, the estimation method which can provide a better accuracy by combining survey data and other auxiliary data is required. One method often used for the estimation is the Small Area Estimation (SAE). There are many methods used in SAE, one of them is Empirical Best Linear Unbiased Prediction (EBLUP). EBLUP method of maximum likelihood (ML) procedures does not consider the loss of degrees of freedom due to estimating β with β ^. This drawback motivates the use of the restricted maximum likelihood (REML) procedure. This paper proposed EBLUP with REML procedure for estimating poverty indicators by modeling the average of household expenditures per capita and implemented bootstrap procedure to calculate MSE (Mean Square Error) to compare the accuracy EBLUP method with the direct estimation method. Results show that EBLUP method reduced MSE in small area estimation.
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On the Existence and Uniqueness of JML Estimates for the Partial Credit Model
ERIC Educational Resources Information Center
Bertoli-Barsotti, Lucio
2005-01-01
A necessary and sufficient condition is given in this paper for the existence and uniqueness of the maximum likelihood (the so-called joint maximum likelihood) estimate of the parameters of the Partial Credit Model. This condition is stated in terms of a structural property of the pattern of the data matrix that can be easily verified on the basis…
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ERIC Educational Resources Information Center
Paek, Insu; Wilson, Mark
2011-01-01
This study elaborates the Rasch differential item functioning (DIF) model formulation under the marginal maximum likelihood estimation context. Also, the Rasch DIF model performance was examined and compared with the Mantel-Haenszel (MH) procedure in small sample and short test length conditions through simulations. The theoretically known…
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Use of Bayes theorem to correct size-specific sampling bias in growth data.
Troynikov, V S
1999-03-01
The bayesian decomposition of posterior distribution was used to develop a likelihood function to correct bias in the estimates of population parameters from data collected randomly with size-specific selectivity. Positive distributions with time as a parameter were used for parametrization of growth data. Numerical illustrations are provided. The alternative applications of the likelihood to estimate selectivity parameters are discussed.
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ATAC Autocuer Modeling Analysis.
1981-01-01
the analysis of the simple rectangular scrnentation (1) is based on detection and estimation theory (2). This approach uses the concept of maximum ...continuous wave forms. In order to develop the principles of maximum likelihood, it is con- venient to develop the principles for the "classical...the concept of maximum likelihood is significant in that it provides the optimum performance of the detection/estimation problem. With a knowledge of
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Heersink, Daniel K; Caley, Peter; Paini, Dean R; Barry, Simon C
2016-05-01
The cost of an uncontrolled incursion of invasive alien species (IAS) arising from undetected entry through ports can be substantial, and knowledge of port-specific risks is needed to help allocate limited surveillance resources. Quantifying the establishment likelihood of such an incursion requires quantifying the ability of a species to enter, establish, and spread. Estimation of the approach rate of IAS into ports provides a measure of likelihood of entry. Data on the approach rate of IAS are typically sparse, and the combinations of risk factors relating to country of origin and port of arrival diverse. This presents challenges to making formal statistical inference on establishment likelihood. Here we demonstrate how these challenges can be overcome with judicious use of mixed-effects models when estimating the incursion likelihood into Australia of the European (Apis mellifera) and Asian (A. cerana) honeybees, along with the invasive parasites of biosecurity concern they host (e.g., Varroa destructor). Our results demonstrate how skewed the establishment likelihood is, with one-tenth of the ports accounting for 80% or more of the likelihood for both species. These results have been utilized by biosecurity agencies in the allocation of resources to the surveillance of maritime ports. © 2015 Society for Risk Analysis.
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An evaluation of portion size estimation aids: precision, ease of use and likelihood of future use.
Faulkner, Gemma P; Livingstone, M Barbara E; Pourshahidi, L Kirsty; Spence, Michelle; Dean, Moira; O'Brien, Sinead; Gibney, Eileen R; Wallace, Julie Mw; McCaffrey, Tracy A; Kerr, Maeve A
2016-09-01
The present study aimed to evaluate the precision, ease of use and likelihood of future use of portion size estimation aids (PSEA). A range of PSEA were used to estimate the serving sizes of a range of commonly eaten foods and rated for ease of use and likelihood of future usage. For each food, participants selected their preferred PSEA from a range of options including: quantities and measures; reference objects; measuring; and indicators on food packets. These PSEA were used to serve out various foods (e.g. liquid, amorphous, and composite dishes). Ease of use and likelihood of future use were noted. The foods were weighed to determine the precision of each PSEA. Males and females aged 18-64 years (n 120). The quantities and measures were the most precise PSEA (lowest range of weights for estimated portion sizes). However, participants preferred household measures (e.g. 200 ml disposable cup) - deemed easy to use (median rating of 5), likely to use again in future (all scored either 4 or 5 on a scale from 1='not very likely' to 5='very likely to use again') and precise (narrow range of weights for estimated portion sizes). The majority indicated they would most likely use the PSEA preparing a meal (94 %), particularly dinner (86 %) in the home (89 %; all P<0·001) for amorphous grain foods. Household measures may be precise, easy to use and acceptable aids for estimating the appropriate portion size of amorphous grain foods.
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Empirical likelihood inference in randomized clinical trials.
Zhang, Biao
2017-01-01
In individually randomized controlled trials, in addition to the primary outcome, information is often available on a number of covariates prior to randomization. This information is frequently utilized to undertake adjustment for baseline characteristics in order to increase precision of the estimation of average treatment effects; such adjustment is usually performed via covariate adjustment in outcome regression models. Although the use of covariate adjustment is widely seen as desirable for making treatment effect estimates more precise and the corresponding hypothesis tests more powerful, there are considerable concerns that objective inference in randomized clinical trials can potentially be compromised. In this paper, we study an empirical likelihood approach to covariate adjustment and propose two unbiased estimating functions that automatically decouple evaluation of average treatment effects from regression modeling of covariate-outcome relationships. The resulting empirical likelihood estimator of the average treatment effect is as efficient as the existing efficient adjusted estimators 1 when separate treatment-specific working regression models are correctly specified, yet are at least as efficient as the existing efficient adjusted estimators 1 for any given treatment-specific working regression models whether or not they coincide with the true treatment-specific covariate-outcome relationships. We present a simulation study to compare the finite sample performance of various methods along with some results on analysis of a data set from an HIV clinical trial. The simulation results indicate that the proposed empirical likelihood approach is more efficient and powerful than its competitors when the working covariate-outcome relationships by treatment status are misspecified.
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Development of advanced techniques for rotorcraft state estimation and parameter identification
NASA Technical Reports Server (NTRS)
Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.
1980-01-01
An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.
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Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.
Xie, Yanmei; Zhang, Biao
2017-04-20
Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and Nutrition Examination Survey (NHANES).
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Garriguet, Didier
2016-04-01
Estimates of the prevalence of adherence to physical activity guidelines in the population are generally the result of averaging individual probability of adherence based on the number of days people meet the guidelines and the number of days they are assessed. Given this number of active and inactive days (days assessed minus days active), the conditional probability of meeting the guidelines that has been used in the past is a Beta (1 + active days, 1 + inactive days) distribution assuming the probability p of a day being active is bounded by 0 and 1 and averages 50%. A change in the assumption about the distribution of p is required to better match the discrete nature of the data and to better assess the probability of adherence when the percentage of active days in the population differs from 50%. Using accelerometry data from the Canadian Health Measures Survey, the probability of adherence to physical activity guidelines is estimated using a conditional probability given the number of active and inactive days distributed as a Betabinomial(n, a + active days , β + inactive days) assuming that p is randomly distributed as Beta(a, β) where the parameters a and β are estimated by maximum likelihood. The resulting Betabinomial distribution is discrete. For children aged 6 or older, the probability of meeting physical activity guidelines 7 out of 7 days is similar to published estimates. For pre-schoolers, the Betabinomial distribution yields higher estimates of adherence to the guidelines than the Beta distribution, in line with the probability of being active on any given day. In estimating the probability of adherence to physical activity guidelines, the Betabinomial distribution has several advantages over the previously used Beta distribution. It is a discrete distribution and maximizes the richness of accelerometer data.
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Robust analysis of semiparametric renewal process models
Lin, Feng-Chang; Truong, Young K.; Fine, Jason P.
2013-01-01
Summary A rate model is proposed for a modulated renewal process comprising a single long sequence, where the covariate process may not capture the dependencies in the sequence as in standard intensity models. We consider partial likelihood-based inferences under a semiparametric multiplicative rate model, which has been widely studied in the context of independent and identical data. Under an intensity model, gap times in a single long sequence may be used naively in the partial likelihood with variance estimation utilizing the observed information matrix. Under a rate model, the gap times cannot be treated as independent and studying the partial likelihood is much more challenging. We employ a mixing condition in the application of limit theory for stationary sequences to obtain consistency and asymptotic normality. The estimator's variance is quite complicated owing to the unknown gap times dependence structure. We adapt block bootstrapping and cluster variance estimators to the partial likelihood. Simulation studies and an analysis of a semiparametric extension of a popular model for neural spike train data demonstrate the practical utility of the rate approach in comparison with the intensity approach. PMID:24550568
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Li, Haocheng; Zhang, Yukun; Carroll, Raymond J; Keadle, Sarah Kozey; Sampson, Joshua N; Matthews, Charles E
2017-11-10
A mixed effect model is proposed to jointly analyze multivariate longitudinal data with continuous, proportion, count, and binary responses. The association of the variables is modeled through the correlation of random effects. We use a quasi-likelihood type approximation for nonlinear variables and transform the proposed model into a multivariate linear mixed model framework for estimation and inference. Via an extension to the EM approach, an efficient algorithm is developed to fit the model. The method is applied to physical activity data, which uses a wearable accelerometer device to measure daily movement and energy expenditure information. Our approach is also evaluated by a simulation study. Copyright © 2017 John Wiley & Sons, Ltd.
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Branching-ratio approximation for the self-exciting Hawkes process
NASA Astrophysics Data System (ADS)
Hardiman, Stephen J.; Bouchaud, Jean-Philippe
2014-12-01
We introduce a model-independent approximation for the branching ratio of Hawkes self-exciting point processes. Our estimator requires knowing only the mean and variance of the event count in a sufficiently large time window, statistics that are readily obtained from empirical data. The method we propose greatly simplifies the estimation of the Hawkes branching ratio, recently proposed as a proxy for market endogeneity and formerly estimated using numerical likelihood maximization. We employ our method to support recent theoretical and experimental results indicating that the best fitting Hawkes model to describe S&P futures price changes is in fact critical (now and in the recent past) in light of the long memory of financial market activity.
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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.
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He, Ye; Lin, Huazhen; Tu, Dongsheng
2018-06-04
In this paper, we introduce a single-index threshold Cox proportional hazard model to select and combine biomarkers to identify patients who may be sensitive to a specific treatment. A penalized smoothed partial likelihood is proposed to estimate the parameters in the model. A simple, efficient, and unified algorithm is presented to maximize this likelihood function. The estimators based on this likelihood function are shown to be consistent and asymptotically normal. Under mild conditions, the proposed estimators also achieve the oracle property. The proposed approach is evaluated through simulation analyses and application to the analysis of data from two clinical trials, one involving patients with locally advanced or metastatic pancreatic cancer and one involving patients with resectable lung cancer. Copyright © 2018 John Wiley & Sons, Ltd.
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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.
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Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics
DOE Office of Scientific and Technical Information (OSTI.GOV)
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 systemsmore » 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.« less
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NASA Astrophysics Data System (ADS)
Pan, Zhen; Anderes, Ethan; Knox, Lloyd
2018-05-01
One of the major targets for next-generation cosmic microwave background (CMB) experiments is the detection of the primordial B-mode signal. Planning is under way for Stage-IV experiments that are projected to have instrumental noise small enough to make lensing and foregrounds the dominant source of uncertainty for estimating the tensor-to-scalar ratio r from polarization maps. This makes delensing a crucial part of future CMB polarization science. In this paper we present a likelihood method for estimating the tensor-to-scalar ratio r from CMB polarization observations, which combines the benefits of a full-scale likelihood approach with the tractability of the quadratic delensing technique. This method is a pixel space, all order likelihood analysis of the quadratic delensed B modes, and it essentially builds upon the quadratic delenser by taking into account all order lensing and pixel space anomalies. Its tractability relies on a crucial factorization of the pixel space covariance matrix of the polarization observations which allows one to compute the full Gaussian approximate likelihood profile, as a function of r , at the same computational cost of a single likelihood evaluation.
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Cuberek, Roman; Ansari, Walid El; Frömel, Karel; Skalik, Krzysztof; Sigmund, Erik
2010-01-01
This study assessed and compared the daily step counts recorded by two different motion sensors in order to estimate the free-living physical activity of 135 adolescent girls. Each girl concurrently wore a Yamax pedometer and an ActiGraph accelerometer (criterion measure) every day for seven consecutive days. The convergent validity of the pedometer can be considered intermediate when used to measure the step counts in free-living physical activity; but should be considered with caution when used to classify participants’ step counts into corresponding physical activity categories because of a likelihood of ‘erroneous’ classification in comparison with the accelerometer. PMID:20617046
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NASA Astrophysics Data System (ADS)
Nourali, Mahrouz; Ghahraman, Bijan; Pourreza-Bilondi, Mohsen; Davary, Kamran
2016-09-01
In the present study, DREAM(ZS), Differential Evolution Adaptive Metropolis combined with both formal and informal likelihood functions, is used to investigate uncertainty of parameters of the HEC-HMS model in Tamar watershed, Golestan province, Iran. In order to assess the uncertainty of 24 parameters used in HMS, three flood events were used to calibrate and one flood event was used to validate the posterior distributions. Moreover, performance of seven different likelihood functions (L1-L7) was assessed by means of DREAM(ZS)approach. Four likelihood functions, L1-L4, Nash-Sutcliffe (NS) efficiency, Normalized absolute error (NAE), Index of agreement (IOA), and Chiew-McMahon efficiency (CM), is considered as informal, whereas remaining (L5-L7) is represented in formal category. L5 focuses on the relationship between the traditional least squares fitting and the Bayesian inference, and L6, is a hetereoscedastic maximum likelihood error (HMLE) estimator. Finally, in likelihood function L7, serial dependence of residual errors is accounted using a first-order autoregressive (AR) model of the residuals. According to the results, sensitivities of the parameters strongly depend on the likelihood function, and vary for different likelihood functions. Most of the parameters were better defined by formal likelihood functions L5 and L7 and showed a high sensitivity to model performance. Posterior cumulative distributions corresponding to the informal likelihood functions L1, L2, L3, L4 and the formal likelihood function L6 are approximately the same for most of the sub-basins, and these likelihood functions depict almost a similar effect on sensitivity of parameters. 95% total prediction uncertainty bounds bracketed most of the observed data. Considering all the statistical indicators and criteria of uncertainty assessment, including RMSE, KGE, NS, P-factor and R-factor, results showed that DREAM(ZS) algorithm performed better under formal likelihood functions L5 and L7, but likelihood function L5 may result in biased and unreliable estimation of parameters due to violation of the residualerror assumptions. Thus, likelihood function L7 provides posterior distribution of model parameters credibly and therefore can be employed for further applications.
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NASA Astrophysics Data System (ADS)
Ariffin, Syaiba Balqish; Midi, Habshah
2014-06-01
This article is concerned with the performance of logistic ridge regression estimation technique in the presence of multicollinearity and high leverage points. In logistic regression, multicollinearity exists among predictors and in the information matrix. The maximum likelihood estimator suffers a huge setback in the presence of multicollinearity which cause regression estimates to have unduly large standard errors. To remedy this problem, a logistic ridge regression estimator is put forward. It is evident that the logistic ridge regression estimator outperforms the maximum likelihood approach for handling multicollinearity. The effect of high leverage points are then investigated on the performance of the logistic ridge regression estimator through real data set and simulation study. The findings signify that logistic ridge regression estimator fails to provide better parameter estimates in the presence of both high leverage points and multicollinearity.
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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. Copyright © 2015. Published by Elsevier Ltd.
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NASA Astrophysics Data System (ADS)
Trifonov, A. P.; Korchagin, Yu. E.; Korol'kov, S. V.
2018-05-01
We synthesize the quasi-likelihood, maximum-likelihood, and quasioptimal algorithms for estimating the arrival time and duration of a radio signal with unknown amplitude and initial phase. The discrepancies between the hardware and software realizations of the estimation algorithm are shown. The characteristics of the synthesized-algorithm operation efficiency are obtained. Asymptotic expressions for the biases, variances, and the correlation coefficient of the arrival-time and duration estimates, which hold true for large signal-to-noise ratios, are derived. The accuracy losses of the estimates of the radio-signal arrival time and duration because of the a priori ignorance of the amplitude and initial phase are determined.
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Grummer, Jared A; Bryson, Robert W; Reeder, Tod W
2014-03-01
Current molecular methods of species delimitation are limited by the types of species delimitation models and scenarios that can be tested. Bayes factors allow for more flexibility in testing non-nested species delimitation models and hypotheses of individual assignment to alternative lineages. Here, we examined the efficacy of Bayes factors in delimiting species through simulations and empirical data from the Sceloporus scalaris species group. Marginal-likelihood scores of competing species delimitation models, from which Bayes factor values were compared, were estimated with four different methods: harmonic mean estimation (HME), smoothed harmonic mean estimation (sHME), path-sampling/thermodynamic integration (PS), and stepping-stone (SS) analysis. We also performed model selection using a posterior simulation-based analog of the Akaike information criterion through Markov chain Monte Carlo analysis (AICM). Bayes factor species delimitation results from the empirical data were then compared with results from the reversible-jump MCMC (rjMCMC) coalescent-based species delimitation method Bayesian Phylogenetics and Phylogeography (BP&P). Simulation results show that HME and sHME perform poorly compared with PS and SS marginal-likelihood estimators when identifying the true species delimitation model. Furthermore, Bayes factor delimitation (BFD) of species showed improved performance when species limits are tested by reassigning individuals between species, as opposed to either lumping or splitting lineages. In the empirical data, BFD through PS and SS analyses, as well as the rjMCMC method, each provide support for the recognition of all scalaris group taxa as independent evolutionary lineages. Bayes factor species delimitation and BP&P also support the recognition of three previously undescribed lineages. In both simulated and empirical data sets, harmonic and smoothed harmonic mean marginal-likelihood estimators provided much higher marginal-likelihood estimates than PS and SS estimators. The AICM displayed poor repeatability in both simulated and empirical data sets, and produced inconsistent model rankings across replicate runs with the empirical data. Our results suggest that species delimitation through the use of Bayes factors with marginal-likelihood estimates via PS or SS analyses provide a useful and complementary alternative to existing species delimitation methods.
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Liu, Xiaoming; Fu, Yun-Xin; Maxwell, Taylor J.; Boerwinkle, Eric
2010-01-01
It is known that sequencing error can bias estimation of evolutionary or population genetic parameters. This problem is more prominent in deep resequencing studies because of their large sample size n, and a higher probability of error at each nucleotide site. We propose a new method based on the composite likelihood of the observed SNP configurations to infer population mutation rate θ = 4Neμ, population exponential growth rate R, and error rate ɛ, simultaneously. Using simulation, we show the combined effects of the parameters, θ, n, ɛ, and R on the accuracy of parameter estimation. We compared our maximum composite likelihood estimator (MCLE) of θ with other θ estimators that take into account the error. The results show the MCLE performs well when the sample size is large or the error rate is high. Using parametric bootstrap, composite likelihood can also be used as a statistic for testing the model goodness-of-fit of the observed DNA sequences. The MCLE method is applied to sequence data on the ANGPTL4 gene in 1832 African American and 1045 European American individuals. PMID:19952140
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INFERRING THE ECCENTRICITY DISTRIBUTION
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hogg, David W.; Bovy, Jo; Myers, Adam D., E-mail: david.hogg@nyu.ed
2010-12-20
Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple histogram of estimated eccentricities is not a good estimate of the true eccentricity distribution. Here, we develop and test a hierarchical probabilistic method for performing the relevant meta-analysis, that is, inferring the true eccentricity distribution, taking as input the likelihood functions for the individual star eccentricities, or samplings of the posterior probability distributions for the eccentricities (under a given, uninformative prior). The method is a simple implementationmore » of a hierarchical Bayesian model; it can also be seen as a kind of heteroscedastic deconvolution. It can be applied to any quantity measured with finite precision-other orbital parameters, or indeed any astronomical measurements of any kind, including magnitudes, distances, or photometric redshifts-so long as the measurements have been communicated as a likelihood function or a posterior sampling.« less
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Precision Parameter Estimation and Machine Learning
NASA Astrophysics Data System (ADS)
Wandelt, Benjamin D.
2008-12-01
I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.
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Methods for estimating drought streamflow probabilities for Virginia streams
Austin, Samuel H.
2014-01-01
Maximum likelihood logistic regression model equations used to estimate drought flow probabilities for Virginia streams are presented for 259 hydrologic basins in Virginia. Winter streamflows were used to estimate the likelihood of streamflows during the subsequent drought-prone summer months. The maximum likelihood logistic regression models identify probable streamflows from 5 to 8 months in advance. More than 5 million streamflow daily values collected over the period of record (January 1, 1900 through May 16, 2012) were compiled and analyzed over a minimum 10-year (maximum 112-year) period of record. The analysis yielded the 46,704 equations with statistically significant fit statistics and parameter ranges published in two tables in this report. These model equations produce summer month (July, August, and September) drought flow threshold probabilities as a function of streamflows during the previous winter months (November, December, January, and February). Example calculations are provided, demonstrating how to use the equations to estimate probable streamflows as much as 8 months in advance.
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Radiance and atmosphere propagation-based method for the target range estimation
NASA Astrophysics Data System (ADS)
Cho, Hoonkyung; Chun, Joohwan
2012-06-01
Target range estimation is traditionally based on radar and active sonar systems in modern combat system. However, the performance of such active sensor devices is degraded tremendously by jamming signal from the enemy. This paper proposes a simple range estimation method between the target and the sensor. Passive IR sensors measures infrared (IR) light radiance radiating from objects in dierent wavelength and this method shows robustness against electromagnetic jamming. The measured target radiance of each wavelength at the IR sensor depends on the emissive properties of target material and is attenuated by various factors, in particular the distance between the sensor and the target and atmosphere environment. MODTRAN is a tool that models atmospheric propagation of electromagnetic radiation. Based on the result from MODTRAN and measured radiance, the target range is estimated. To statistically analyze the performance of proposed method, we use maximum likelihood estimation (MLE) and evaluate the Cramer-Rao Lower Bound (CRLB) via the probability density function of measured radiance. And we also compare CRLB and the variance of and ML estimation using Monte-Carlo.
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On Your Mark, Get Set, Go: Levels of Physical Activity in the Kingdom of Saudi Arabia, 2013.
El Bcheraoui, Charbel; Tuffaha, Marwa; Daoud, Farah; Kravitz, Hannah; Al Mazroa, Mohammad A; Al Saeedi, Mohammad; Memish, Ziad A; Basulaiman, Mohammed; Al Rabeeah, Abdullah A; Mokdad, Ali H
2016-02-01
With the lack of appropriate data, we conducted a large household survey in 2013 to determine current rates of physical activity in the Kingdom of Saudi Arabia (KSA). The Saudi Health Interview Survey is a national multistage survey of individuals aged 15 years or older. We used a multivariate logistic regression model to measure association between sociodemographic and selected characteristics and meeting the recommended levels of moderate and vigorous weekly physical activity. Of a total of 12,000 households contacted, 10,735 (89.4%) participants completed Saudi Health Interview Survey. An estimated 4.5 million (34.5%) Saudis aged 15 years or older reported no weekly physical activity, while only 1.7 million (12.9%) meet the recommended levels of moderate physical activity (MPA). The likelihood of meeting MPA decreased with age, education, among women, those with a history of diagnosis of select chronic conditions, including diabetes. Similar results were found for the likelihood of meeting the recommended levels of vigorous weekly physical activity. We found very low levels of physical activity in KSA. Perhaps, KSA can challenge communities or employers to devise solutions and reward those with the best results. These solutions would be of great value to other Gulf countries, as well.
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NASA Astrophysics Data System (ADS)
Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen
2018-07-01
Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper, we use massive asymptotically optimal data compression to reduce the dimensionality of the data space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parametrized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate DELFI with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological data sets.
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Link Prediction in Evolving Networks Based on Popularity of Nodes.
Wang, Tong; He, Xing-Sheng; Zhou, Ming-Yang; Fu, Zhong-Qian
2017-08-02
Link prediction aims to uncover the underlying relationship behind networks, which could be utilized to predict missing edges or identify the spurious edges. The key issue of link prediction is to estimate the likelihood of potential links in networks. Most classical static-structure based methods ignore the temporal aspects of networks, limited by the time-varying features, such approaches perform poorly in evolving networks. In this paper, we propose a hypothesis that the ability of each node to attract links depends not only on its structural importance, but also on its current popularity (activeness), since active nodes have much more probability to attract future links. Then a novel approach named popularity based structural perturbation method (PBSPM) and its fast algorithm are proposed to characterize the likelihood of an edge from both existing connectivity structure and current popularity of its two endpoints. Experiments on six evolving networks show that the proposed methods outperform state-of-the-art methods in accuracy and robustness. Besides, visual results and statistical analysis reveal that the proposed methods are inclined to predict future edges between active nodes, rather than edges between inactive nodes.
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Balsa, Ana I.; Homer, Jenny F.; French, Michael T.; Weisner, Constance M.
2010-01-01
Although the primary outcome of interest in clinical evaluations of addiction treatment programs is usually abstinence, participation in these programs can have a wide range of consequences. This study evaluated the effects of treatment initiation on substance use, school attendance, employment, and involvement in criminal activity at 12 months post-admission for 419 adolescents (aged 12 to 18) enrolled in chemical dependency recovery programs in a large managed care health plan. Instrumental variables estimation methods were used to account for unobserved selection into treatment by jointly modeling the likelihood of participation in treatment and the odds of attaining a certain outcome or level of an outcome. Treatment initiation significantly increased the likelihood of attending school, promoted abstinence, and decreased the probability of adolescent employment, but it did not significantly affect participation in criminal activity at the 12-month follow-up. These findings highlight the need to address selection in a non-experimental study and demonstrate the importance of considering multiple outcomes when assessing the effectiveness of adolescent treatment. PMID:18064572
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Effects of time-shifted data on flight determined stability and control derivatives
NASA Technical Reports Server (NTRS)
Steers, S. T.; Iliff, K. W.
1975-01-01
Flight data were shifted in time by various increments to assess the effects of time shifts on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there was a considerable time shift in the data. Time shifts degraded the estimates of the derivatives, but the degradation was in a consistent rather than a random pattern. Time shifts in the control variables caused the most degradation, and the lateral-directional rotary derivatives were affected the most by time shifts in any variable.
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Beyond valence in the perception of likelihood: the role of emotion specificity.
DeSteno, D; Petty, R E; Wegener, D T; Rucker, D D
2000-03-01
Positive and negative moods have been shown to increase likelihood estimates of future events matching these states in valence (e.g., E. J. Johnson & A. Tversky, 1983). In the present article, 4 studies provide evidence that this congruency bias (a) is not limited to valence but functions in an emotion-specific manner, (b) derives from the informational value of emotions, and (c) is not the inevitable outcome of likelihood assessment under heightened emotion. Specifically, Study 1 demonstrates that sadness and anger, 2 distinct, negative emotions, differentially bias likelihood estimates of sad and angering events. Studies 2 and 3 replicate this finding in addition to supporting an emotion-as-information (cf. N. Schwarz & G. L. Clore, 1983), as opposed to a memory-based, mediating process for the bias. Finally, Study 4 shows that when the source of the emotion is salient, a reversal of the bias can occur given greater cognitive effort aimed at accuracy.
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Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions
Park, Yongseok; Taylor, Jeremy M. G.; Kalbfleisch, John D.
2012-01-01
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. PMID:23843661
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Closed-loop carrier phase synchronization techniques motivated by likelihood functions
NASA Technical Reports Server (NTRS)
Tsou, H.; Hinedi, S.; Simon, M.
1994-01-01
This article reexamines the notion of closed-loop carrier phase synchronization motivated by the theory of maximum a posteriori phase estimation with emphasis on the development of new structures based on both maximum-likelihood and average-likelihood functions. The criterion of performance used for comparison of all the closed-loop structures discussed is the mean-squared phase error for a fixed-loop bandwidth.
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Urban Options for Psychological Restoration: Common Strategies in Everyday Situations
Staats, Henk; Jahncke, Helena; Herzog, Thomas R.; Hartig, Terry
2016-01-01
Objectives Given the need for knowledge on the restorative potential of urban settings, we sought to estimate the effects of personal and contextual factors on preferences and restoration likelihood assessments for different urban activities-in-environments. We also sought to study the generality of these effects across different countries. Methods We conducted a true experiment with convenience samples of university students in the Netherlands (n = 80), Sweden (n = 100), and the USA (n = 316). In each country, the experiment had a mixed design with activities-in-environments (sitting in a park, sitting in a cafe, walking in a shopping mall, walking along a busy street) manipulated within-subjects and the need for restoration (attentional fatigue, no attentional fatigue) and immediate social context (in company, alone) manipulated between-subjects. The manipulations relied on previously tested scenarios describing everyday situations that participants were instructed to remember and imagine themselves being in. For each imagined situation (activity-in-environment with antecedent fatigue condition and immediate social context), subjects provided two criterion measures: general preference and the likelihood of achieving psychological restoration. Results The settings received different preference and restoration likelihood ratings as expected, affirming that a busy street, often used in comparisons with natural settings, is not representative of the restorative potential of urban settings. Being with a close friend and attentional fatigue both moderated ratings for specific settings. Findings of additional moderation by country of residence caution against broad generalizations regarding preferences for and the expected restorative effects of different urban settings. Conclusions Preferences and restoration likelihood ratings for urban activity-environment combinations are subject to multiple personal and contextual determinants, including level of attentional fatigue, being alone versus in company, and broader aspects of the urban context that vary across cities and countries. Claims regarding a lack of restorative quality in urban environments are problematic. PMID:26731272
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[Determinants of participation in physical activity in Peru].
Cansino, Kenyi; Gálvez, Harold
2014-01-01
This document attempts to establish the determinants of participation in physical activity in Peru using the economic structure presented by Cawley and a participation choice model proposed by Humphreys and Ruseski. Through the National Survey of Nutritional, Biochemical, Socioeconomic and Cultural Indicators related to Chronic-Degenerative Diseases in 2006, a logistic model was estimated through which an observation was made: more educated individuals are more likely to participate in physical activities. Also, characteristics like socioeconomic status and employment decrease the likelihood of participating in physical activities due to a higher opportunity cost. In the same way, it was observed that adults are less likely to participate in physical activities due to biological characteristics related to age.
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Austin, Peter C
2010-04-22
Multilevel logistic regression models are increasingly being used to analyze clustered data in medical, public health, epidemiological, and educational research. Procedures for estimating the parameters of such models are available in many statistical software packages. There is currently little evidence on the minimum number of clusters necessary to reliably fit multilevel regression models. We conducted a Monte Carlo study to compare the performance of different statistical software procedures for estimating multilevel logistic regression models when the number of clusters was low. We examined procedures available in BUGS, HLM, R, SAS, and Stata. We found that there were qualitative differences in the performance of different software procedures for estimating multilevel logistic models when the number of clusters was low. Among the likelihood-based procedures, estimation methods based on adaptive Gauss-Hermite approximations to the likelihood (glmer in R and xtlogit in Stata) or adaptive Gaussian quadrature (Proc NLMIXED in SAS) tended to have superior performance for estimating variance components when the number of clusters was small, compared to software procedures based on penalized quasi-likelihood. However, only Bayesian estimation with BUGS allowed for accurate estimation of variance components when there were fewer than 10 clusters. For all statistical software procedures, estimation of variance components tended to be poor when there were only five subjects per cluster, regardless of the number of clusters.
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Approximate likelihood calculation on a phylogeny for Bayesian estimation of divergence times.
dos Reis, Mario; Yang, Ziheng
2011-07-01
The molecular clock provides a powerful way to estimate species divergence times. If information on some species divergence times is available from the fossil or geological record, it can be used to calibrate a phylogeny and estimate divergence times for all nodes in the tree. The Bayesian method provides a natural framework to incorporate different sources of information concerning divergence times, such as information in the fossil and molecular data. Current models of sequence evolution are intractable in a Bayesian setting, and Markov chain Monte Carlo (MCMC) is used to generate the posterior distribution of divergence times and evolutionary rates. This method is computationally expensive, as it involves the repeated calculation of the likelihood function. Here, we explore the use of Taylor expansion to approximate the likelihood during MCMC iteration. The approximation is much faster than conventional likelihood calculation. However, the approximation is expected to be poor when the proposed parameters are far from the likelihood peak. We explore the use of parameter transforms (square root, logarithm, and arcsine) to improve the approximation to the likelihood curve. We found that the new methods, particularly the arcsine-based transform, provided very good approximations under relaxed clock models and also under the global clock model when the global clock is not seriously violated. The approximation is poorer for analysis under the global clock when the global clock is seriously wrong and should thus not be used. The results suggest that the approximate method may be useful for Bayesian dating analysis using large data sets.
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Lirio, R B; Dondériz, I C; Pérez Abalo, M C
1992-08-01
The methodology of Receiver Operating Characteristic curves based on the signal detection model is extended to evaluate the accuracy of two-stage diagnostic strategies. A computer program is developed for the maximum likelihood estimation of parameters that characterize the sensitivity and specificity of two-stage classifiers according to this extended methodology. Its use is briefly illustrated with data collected in a two-stage screening for auditory defects.
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ERIC Educational Resources Information Center
Kelderman, Henk
In this paper, algorithms are described for obtaining the maximum likelihood estimates of the parameters in log-linear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual counts in the full contingency table. This is…
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NASA Astrophysics Data System (ADS)
Ben Abdessalem, Anis; Dervilis, Nikolaos; Wagg, David; Worden, Keith
2018-01-01
This paper will introduce the use of the approximate Bayesian computation (ABC) algorithm for model selection and parameter estimation in structural dynamics. ABC is a likelihood-free method typically used when the likelihood function is either intractable or cannot be approached in a closed form. To circumvent the evaluation of the likelihood function, simulation from a forward model is at the core of the ABC algorithm. The algorithm offers the possibility to use different metrics and summary statistics representative of the data to carry out Bayesian inference. The efficacy of the algorithm in structural dynamics is demonstrated through three different illustrative examples of nonlinear system identification: cubic and cubic-quintic models, the Bouc-Wen model and the Duffing oscillator. The obtained results suggest that ABC is a promising alternative to deal with model selection and parameter estimation issues, specifically for systems with complex behaviours.
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Life shocks and crime: a test of the "turning point" hypothesis.
Corman, Hope; Noonan, Kelly; Reichman, Nancy E; Schwartz-Soicher, Ofira
2011-08-01
Other researchers have posited that important events in men's lives-such as employment, marriage, and parenthood-strengthen their social ties and lead them to refrain from crime. A challenge in empirically testing this hypothesis has been the issue of self-selection into life transitions. This study contributes to this literature by estimating the effects of an exogenous life shock on crime. We use data from the Fragile Families and Child Wellbeing Study, augmented with information from hospital medical records, to estimate the effects of the birth of a child with a severe health problem on the likelihood that the infant's father engages in illegal activities. We conduct a number of auxiliary analyses to examine exogeneity assumptions. We find that having an infant born with a severe health condition increases the likelihood that the father is convicted of a crime in the three-year period following the birth of the child, and at least part of the effect appears to operate through work and changes in parental relationships. These results provide evidence that life events can cause crime and, as such, support the "turning point" hypothesis.
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Statistical Signal Processing and the Motor Cortex
Brockwell, A.E.; Kass, R.E.; Schwartz, A.B.
2011-01-01
Over the past few decades, developments in technology have significantly improved the ability to measure activity in the brain. This has spurred a great deal of research into brain function and its relation to external stimuli, and has important implications in medicine and other fields. As a result of improved understanding of brain function, it is now possible to build devices that provide direct interfaces between the brain and the external world. We describe some of the current understanding of function of the motor cortex region. We then discuss a typical likelihood-based state-space model and filtering based approach to address the problems associated with building a motor cortical-controlled cursor or robotic prosthetic device. As a variation on previous work using this approach, we introduce the idea of using Markov chain Monte Carlo methods for parameter estimation in this context. By doing this instead of performing maximum likelihood estimation, it is possible to expand the range of possible models that can be explored, at a cost in terms of computational load. We demonstrate results obtained applying this methodology to experimental data gathered from a monkey. PMID:21765538
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NASA Technical Reports Server (NTRS)
Iliff, Kenneth W.
1987-01-01
The aircraft parameter estimation problem is used to illustrate the utility of parameter estimation, which applies to many engineering and scientific fields. Maximum likelihood estimation has been used to extract stability and control derivatives from flight data for many years. This paper presents some of the basic concepts of aircraft parameter estimation and briefly surveys the literature in the field. The maximum likelihood estimator is discussed, and the basic concepts of minimization and estimation are examined for a simple simulated 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 illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the simulated example are also developed for the analysis of flight data from the F-14, highly maneuverable aircraft technology (HiMAT), and space shuttle vehicles.
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Estimation of submarine mass failure probability from a sequence of deposits with age dates
Geist, Eric L.; Chaytor, Jason D.; Parsons, Thomas E.; ten Brink, Uri S.
2013-01-01
The empirical probability of submarine mass failure is quantified from a sequence of dated mass-transport deposits. Several different techniques are described to estimate the parameters for a suite of candidate probability models. The techniques, previously developed for analyzing paleoseismic data, include maximum likelihood and Type II (Bayesian) maximum likelihood methods derived from renewal process theory and Monte Carlo methods. The estimated mean return time from these methods, unlike estimates from a simple arithmetic mean of the center age dates and standard likelihood methods, includes the effects of age-dating uncertainty and of open time intervals before the first and after the last event. The likelihood techniques are evaluated using Akaike’s Information Criterion (AIC) and Akaike’s Bayesian Information Criterion (ABIC) to select the optimal model. The techniques are applied to mass transport deposits recorded in two Integrated Ocean Drilling Program (IODP) drill sites located in the Ursa Basin, northern Gulf of Mexico. Dates of the deposits were constrained by regional bio- and magnetostratigraphy from a previous study. Results of the analysis indicate that submarine mass failures in this location occur primarily according to a Poisson process in which failures are independent and return times follow an exponential distribution. However, some of the model results suggest that submarine mass failures may occur quasiperiodically at one of the sites (U1324). The suite of techniques described in this study provides quantitative probability estimates of submarine mass failure occurrence, for any number of deposits and age uncertainty distributions.
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Probabilistic Modeling of the Renal Stone Formation Module
NASA Technical Reports Server (NTRS)
Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.
2013-01-01
The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.
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Fast and accurate estimation of the covariance between pairwise maximum likelihood distances.
Gil, Manuel
2014-01-01
Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.
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Fast and accurate estimation of the covariance between pairwise maximum likelihood distances
2014-01-01
Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error. PMID:25279263
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Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model
NASA Astrophysics Data System (ADS)
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2014-02-01
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.
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Technical Note: Approximate Bayesian parameterization of a complex tropical forest model
NASA Astrophysics Data System (ADS)
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2013-08-01
Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.
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Simultaneous reconstruction of the activity image and registration of the CT image in TOF-PET
NASA Astrophysics Data System (ADS)
Rezaei, Ahmadreza; Michel, Christian; Casey, Michael E.; Nuyts, Johan
2016-02-01
Previously, maximum-likelihood methods have been proposed to jointly estimate the activity image and the attenuation image or the attenuation sinogram from time-of-flight (TOF) positron emission tomography (PET) data. In this contribution, we propose a method that addresses the possible alignment problem of the TOF-PET emission data and the computed tomography (CT) attenuation data, by combining reconstruction and registration. The method, called MLRR, iteratively reconstructs the activity image while registering the available CT-based attenuation image, so that the pair of activity and attenuation images maximise the likelihood of the TOF emission sinogram. The algorithm is slow to converge, but some acceleration could be achieved by using Nesterov’s momentum method and by applying a multi-resolution scheme for the non-rigid displacement estimation. The latter also helps to avoid local optima, although convergence to the global optimum cannot be guaranteed. The results are evaluated on 2D and 3D simulations as well as a respiratory gated clinical scan. Our experiments indicate that the proposed method is able to correct for possible misalignment of the CT-based attenuation image, and is therefore a very promising approach to suppressing attenuation artefacts in clinical PET/CT. When applied to respiratory gated data of a patient scan, it produced deformations that are compatible with breathing motion and which reduced the well known attenuation artefact near the dome of the liver. Since the method makes use of the energy-converted CT attenuation image, the scale problem of joint reconstruction is automatically solved.
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Home ownership and fall-related outcomes among older adults in South Korea.
Do, Young Kyung; Kim, Cheong-Seok
2013-10-01
Many of the previously identified environmental risk factors for fall-related outcomes (e.g. flooring, stairs and steps, kitchen, and bathrooms) are amenable to change, but the extent of the changes on these home-related risk factors are conditional on home ownership of the elderly. This study aims to test whether lack of home ownership is associated with a higher risk of falls, and a higher likelihood of reporting fear of falling and activity limitations due to fear of falling among older adults in South Korea. Using data from the first two waves (2006 and 2008) of the Korean Longitudinal Study of Aging, the associations between home ownership variables and three fall-related outcomes were examined in two regression models. A logistic regression model of any falls in the past 2 years was estimated to examine whether older adults living in short-term rental homes based on monthly rent have an increased risk of falls. A probit model accounting for sample selection was estimated to examine whether the two related outcomes, fear of falling and limiting activities due to fear of falling, are associated with home ownership status. Compared with owned home, short-term rental home predicted a higher likelihood of incident of falls and activity limitation due to fear of falling. The study findings suggest that the lack of home ownership with unstable housing tenure is an important risk factor for fall-related outcomes among older adults in South Korea. © 2012 Japan Geriatrics Society.
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Psychometric Properties of IRT Proficiency Estimates
ERIC Educational Resources Information Center
Kolen, Michael J.; Tong, Ye
2010-01-01
Psychometric properties of item response theory proficiency estimates are considered in this paper. Proficiency estimators based on summed scores and pattern scores include non-Bayes maximum likelihood and test characteristic curve estimators and Bayesian estimators. The psychometric properties investigated include reliability, conditional…
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Quantum-state reconstruction by maximizing likelihood and entropy.
Teo, Yong Siah; Zhu, Huangjun; Englert, Berthold-Georg; Řeháček, Jaroslav; Hradil, Zdeněk
2011-07-08
Quantum-state reconstruction on a finite number of copies of a quantum system with informationally incomplete measurements, as a rule, does not yield a unique result. We derive a reconstruction scheme where both the likelihood and the von Neumann entropy functionals are maximized in order to systematically select the most-likely estimator with the largest entropy, that is, the least-bias estimator, consistent with a given set of measurement data. This is equivalent to the joint consideration of our partial knowledge and ignorance about the ensemble to reconstruct its identity. An interesting structure of such estimators will also be explored.
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Likelihoods for fixed rank nomination networks
HOFF, PETER; FOSDICK, BAILEY; VOLFOVSKY, ALEX; STOVEL, KATHERINE
2014-01-01
Many studies that gather social network data use survey methods that lead to censored, missing, or otherwise incomplete information. For example, the popular fixed rank nomination (FRN) scheme, often used in studies of schools and businesses, asks study participants to nominate and rank at most a small number of contacts or friends, leaving the existence of other relations uncertain. However, most statistical models are formulated in terms of completely observed binary networks. Statistical analyses of FRN data with such models ignore the censored and ranked nature of the data and could potentially result in misleading statistical inference. To investigate this possibility, we compare Bayesian parameter estimates obtained from a likelihood for complete binary networks with those obtained from likelihoods that are derived from the FRN scheme, and therefore accommodate the ranked and censored nature of the data. We show analytically and via simulation that the binary likelihood can provide misleading inference, particularly for certain model parameters that relate network ties to characteristics of individuals and pairs of individuals. We also compare these different likelihoods in a data analysis of several adolescent social networks. For some of these networks, the parameter estimates from the binary and FRN likelihoods lead to different conclusions, indicating the importance of analyzing FRN data with a method that accounts for the FRN survey design. PMID:25110586
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Range estimation of passive infrared targets through the atmosphere
NASA Astrophysics Data System (ADS)
Cho, Hoonkyung; Chun, Joohwan; Seo, Doochun; Choi, Seokweon
2013-04-01
Target range estimation is traditionally based on radar and active sonar systems in modern combat systems. However, jamming signals tremendously degrade the performance of such active sensor devices. We introduce a simple target range estimation method and the fundamental limits of the proposed method based on the atmosphere propagation model. Since passive infrared (IR) sensors measure IR signals radiating from objects in different wavelengths, this method has robustness against electromagnetic jamming. The measured target radiance of each wavelength at the IR sensor depends on the emissive properties of target material and various attenuation factors (i.e., the distance between sensor and target and atmosphere environment parameters). MODTRAN is a tool that models atmospheric propagation of electromagnetic radiation. Based on the results from MODTRAN and atmosphere propagation-based modeling, the target range can be estimated. To analyze the proposed method's performance statistically, we use maximum likelihood estimation (MLE) and evaluate the Cramer-Rao lower bound (CRLB) via the probability density function of measured radiance. We also compare CRLB and the variance of MLE using Monte-Carlo simulation.
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Spline-based procedures for dose-finding studies with active control
Helms, Hans-Joachim; Benda, Norbert; Zinserling, Jörg; Kneib, Thomas; Friede, Tim
2015-01-01
In a dose-finding study with an active control, several doses of a new drug are compared with an established drug (the so-called active control). One goal of such studies is to characterize the dose–response relationship and to find the smallest target dose concentration d*, which leads to the same efficacy as the active control. For this purpose, the intersection point of the mean dose–response function with the expected efficacy of the active control has to be estimated. The focus of this paper is a cubic spline-based method for deriving an estimator of the target dose without assuming a specific dose–response function. Furthermore, the construction of a spline-based bootstrap CI is described. Estimator and CI are compared with other flexible and parametric methods such as linear spline interpolation as well as maximum likelihood regression in simulation studies motivated by a real clinical trial. Also, design considerations for the cubic spline approach with focus on bias minimization are presented. Although the spline-based point estimator can be biased, designs can be chosen to minimize and reasonably limit the maximum absolute bias. Furthermore, the coverage probability of the cubic spline approach is satisfactory, especially for bias minimal designs. © 2014 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. PMID:25319931
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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.
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Effect of sampling rate and record length on the determination of stability and control derivatives
NASA Technical Reports Server (NTRS)
Brenner, M. J.; Iliff, K. W.; Whitman, R. K.
1978-01-01
Flight data from five aircraft were used to assess the effects of sampling rate and record length reductions on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there were considerable reductions in sampling rate and/or record length. Small amplitude pulse maneuvers showed greater degradation of the derivative maneuvers than large amplitude pulse maneuvers when these reductions were made. Reducing the sampling rate was found to be more desirable than reducing the record length as a method of lessening the total computation time required without greatly degrading the quantity of the estimates.
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Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence
NASA Technical Reports Server (NTRS)
Mark, W. D.
1981-01-01
A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.
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Objectively combining AR5 instrumental period and paleoclimate climate sensitivity evidence
NASA Astrophysics Data System (ADS)
Lewis, Nicholas; Grünwald, Peter
2018-03-01
Combining instrumental period evidence regarding equilibrium climate sensitivity with largely independent paleoclimate proxy evidence should enable a more constrained sensitivity estimate to be obtained. Previous, subjective Bayesian approaches involved selection of a prior probability distribution reflecting the investigators' beliefs about climate sensitivity. Here a recently developed approach employing two different statistical methods—objective Bayesian and frequentist likelihood-ratio—is used to combine instrumental period and paleoclimate evidence based on data presented and assessments made in the IPCC Fifth Assessment Report. Probabilistic estimates from each source of evidence are represented by posterior probability density functions (PDFs) of physically-appropriate form that can be uniquely factored into a likelihood function and a noninformative prior distribution. The three-parameter form is shown accurately to fit a wide range of estimated climate sensitivity PDFs. The likelihood functions relating to the probabilistic estimates from the two sources are multiplicatively combined and a prior is derived that is noninformative for inference from the combined evidence. A posterior PDF that incorporates the evidence from both sources is produced using a single-step approach, which avoids the order-dependency that would arise if Bayesian updating were used. Results are compared with an alternative approach using the frequentist signed root likelihood ratio method. Results from these two methods are effectively identical, and provide a 5-95% range for climate sensitivity of 1.1-4.05 K (median 1.87 K).
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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.
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Spaniol, Julia; Davidson, Patrick S R; Kim, Alice S N; Han, Hua; Moscovitch, Morris; Grady, Cheryl L
2009-07-01
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 episodic memory in healthy young adults, published between 1998 and 2007, to a voxel-wise quantitative meta-analysis using activation likelihood estimation [Laird, A. R., McMillan, K. M., Lancaster, J. L., Kochunov, P., Turkeltaub, P. E., & Pardo, J. V., et al. (2005). A comparison of label-based review and ALE meta-analysis in the stroop task. Human Brain Mapping, 25, 6-21]. We conducted separate meta-analyses for four contrasts of interest: episodic encoding success as measured in the subsequent-memory paradigm (subsequent Hit vs. Miss), episodic retrieval success (Hit vs. Correct Rejection), objective recollection (e.g., Source Hit vs. Item Hit), and subjective recollection (e.g., Remember vs. Know). Concordance maps revealed significant cross-study overlap for each contrast. In each case, the left hemisphere showed greater concordance than the right hemisphere. Both encoding and retrieval success were associated with activation in medial-temporal, prefrontal, and parietal regions. Left ventrolateral prefrontal cortex (PFC) and medial-temporal regions were more strongly involved in encoding, whereas left superior parietal and dorsolateral and anterior PFC regions were more strongly involved in retrieval. Objective recollection was associated with activation in multiple PFC regions, as well as multiple posterior parietal and medial-temporal areas, but not hippocampus. Subjective recollection, in contrast, showed left hippocampal involvement. In summary, these results identify broadly consistent activation patterns associated with episodic encoding and retrieval, and subjective and objective recollection, but also subtle differences among these processes.
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Meyer, Karin; Kirkpatrick, Mark
2005-01-01
Principal component analysis is a widely used 'dimension reduction' technique, albeit generally at a phenotypic level. It is shown that we can estimate genetic principal components directly through a simple reparameterisation of the usual linear, mixed model. This is applicable to any analysis fitting multiple, correlated genetic effects, whether effects for individual traits or sets of random regression coefficients to model trajectories. Depending on the magnitude of genetic correlation, a subset of the principal component generally suffices to capture the bulk of genetic variation. Corresponding estimates of genetic covariance matrices are more parsimonious, have reduced rank and are smoothed, with the number of parameters required to model the dispersion structure reduced from k(k + 1)/2 to m(2k - m + 1)/2 for k effects and m principal components. Estimation of these parameters, the largest eigenvalues and pertaining eigenvectors of the genetic covariance matrix, via restricted maximum likelihood using derivatives of the likelihood, is described. It is shown that reduced rank estimation can reduce computational requirements of multivariate analyses substantially. An application to the analysis of eight traits recorded via live ultrasound scanning of beef cattle is given. PMID:15588566
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A simulation study on Bayesian Ridge regression models for several collinearity levels
NASA Astrophysics Data System (ADS)
Efendi, Achmad; Effrihan
2017-12-01
When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.
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Ye, Xin; Garikapati, Venu M.; You, Daehyun; ...
2017-11-08
Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Ye, Xin; Garikapati, Venu M.; You, Daehyun
Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less
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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.
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NASA Astrophysics Data System (ADS)
Omi, Takahiro; Ogata, Yosihiko; Hirata, Yoshito; Aihara, Kazuyuki
2015-04-01
Because aftershock occurrences can cause significant seismic risks for a considerable time after the main shock, prospective forecasting of the intermediate-term aftershock activity as soon as possible is important. The epidemic-type aftershock sequence (ETAS) model with the maximum likelihood estimate effectively reproduces general aftershock activity including secondary or higher-order aftershocks and can be employed for the forecasting. However, because we cannot always expect the accurate parameter estimation from incomplete early aftershock data where many events are missing, such forecasting using only a single estimated parameter set (plug-in forecasting) can frequently perform poorly. Therefore, we here propose Bayesian forecasting that combines the forecasts by the ETAS model with various probable parameter sets given the data. By conducting forecasting tests of 1 month period aftershocks based on the first 1 day data after the main shock as an example of the early intermediate-term forecasting, we show that the Bayesian forecasting performs better than the plug-in forecasting on average in terms of the log-likelihood score. Furthermore, to improve forecasting of large aftershocks, we apply a nonparametric (NP) model using magnitude data during the learning period and compare its forecasting performance with that of the Gutenberg-Richter (G-R) formula. We show that the NP forecast performs better than the G-R formula in some cases but worse in other cases. Therefore, robust forecasting can be obtained by employing an ensemble forecast that combines the two complementary forecasts. Our proposed method is useful for a stable unbiased intermediate-term assessment of aftershock probabilities.
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Exponential series approaches for nonparametric graphical models
NASA Astrophysics Data System (ADS)
Janofsky, Eric
Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of exponential series which approximates the log density by a finite-dimensional exponential family with the number of sufficient statistics increasing with the sample size. We consider two approaches to estimating these models. The first is regularized maximum likelihood. This involves optimizing the sum of the log-likelihood of the data and a sparsity-inducing regularizer. We then propose a variational approximation to the likelihood based on tree-reweighted, nonparametric message passing. This approximation allows for upper bounds on risk estimates, leverages parallelization and is scalable to densities on hundreds of nodes. We show how the regularized variational MLE may be estimated using a proximal gradient algorithm. We then consider estimation using regularized score matching. This approach uses an alternative scoring rule to the log-likelihood, which obviates the need to compute the normalizing constant of the distribution. For general continuous-valued exponential families, we provide parameter and edge consistency results. As a special case we detail a new approach to sparse precision matrix estimation which has statistical performance competitive with the graphical lasso and computational performance competitive with the state-of-the-art glasso algorithm. We then describe results for model selection in the nonparametric pairwise model using exponential series. The regularized score matching problem is shown to be a convex program; we provide scalable algorithms based on consensus alternating direction method of multipliers (ADMM) and coordinate-wise descent. We use simulations to compare our method to others in the literature as well as the aforementioned TRW estimator.
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Challenges in Species Tree Estimation Under the Multispecies Coalescent Model
Xu, Bo; Yang, Ziheng
2016-01-01
The multispecies coalescent (MSC) model has emerged as a powerful framework for inferring species phylogenies while accounting for ancestral polymorphism and gene tree-species tree conflict. A number of methods have been developed in the past few years to estimate the species tree under the MSC. The full likelihood methods (including maximum likelihood and Bayesian inference) average over the unknown gene trees and accommodate their uncertainties properly but involve intensive computation. The approximate or summary coalescent methods are computationally fast and are applicable to genomic datasets with thousands of loci, but do not make an efficient use of information in the multilocus data. Most of them take the two-step approach of reconstructing the gene trees for multiple loci by phylogenetic methods and then treating the estimated gene trees as observed data, without accounting for their uncertainties appropriately. In this article we review the statistical nature of the species tree estimation problem under the MSC, and explore the conceptual issues and challenges of species tree estimation by focusing mainly on simple cases of three or four closely related species. We use mathematical analysis and computer simulation to demonstrate that large differences in statistical performance may exist between the two classes of methods. We illustrate that several counterintuitive behaviors may occur with the summary methods but they are due to inefficient use of information in the data by summary methods and vanish when the data are analyzed using full-likelihood methods. These include (i) unidentifiability of parameters in the model, (ii) inconsistency in the so-called anomaly zone, (iii) singularity on the likelihood surface, and (iv) deterioration of performance upon addition of more data. We discuss the challenges and strategies of species tree inference for distantly related species when the molecular clock is violated, and highlight the need for improving the computational efficiency and model realism of the likelihood methods as well as the statistical efficiency of the summary methods. PMID:27927902
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COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION FOR BANDED PROBABILITY DISTRIBUTIONS
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gjerløw, E.; Mikkelsen, K.; Eriksen, H. K.
We investigate sets of random variables that can be arranged sequentially such that a given variable only depends conditionally on its immediate predecessor. For such sets, we show that the full joint probability distribution may be expressed exclusively in terms of uni- and bivariate marginals. Under the assumption that the cosmic microwave background (CMB) power spectrum likelihood only exhibits correlations within a banded multipole range, Δl{sub C}, we apply this expression to two outstanding problems in CMB likelihood analysis. First, we derive a statistically well-defined hybrid likelihood estimator, merging two independent (e.g., low- and high-l) likelihoods into a single expressionmore » that properly accounts for correlations between the two. Applying this expression to the Wilkinson Microwave Anisotropy Probe (WMAP) likelihood, we verify that the effect of correlations on cosmological parameters in the transition region is negligible in terms of cosmological parameters for WMAP; the largest relative shift seen for any parameter is 0.06σ. However, because this may not hold for other experimental setups (e.g., for different instrumental noise properties or analysis masks), but must rather be verified on a case-by-case basis, we recommend our new hybridization scheme for future experiments for statistical self-consistency reasons. Second, we use the same expression to improve the convergence rate of the Blackwell-Rao likelihood estimator, reducing the required number of Monte Carlo samples by several orders of magnitude, and thereby extend it to high-l applications.« less
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2015-01-01
This research has the purpose to establish a foundation for new classification and estimation of CDMA signals. Keywords: DS / CDMA signals, BPSK, QPSK...DEVELOPMENT OF THE AVERAGE LIKELIHOOD FUNCTION FOR CODE DIVISION MULTIPLE ACCESS ( CDMA ) USING BPSK AND QPSK SYMBOLS JANUARY 2015...To) OCT 2013 – OCT 2014 4. TITLE AND SUBTITLE DEVELOPMENT OF THE AVERAGE LIKELIHOOD FUNCTION FOR CODE DIVISION MULTIPLE ACCESS ( CDMA ) USING BPSK
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Estimation of brood and nest survival: Comparative methods in the presence of heterogeneity
Manly, Bryan F.J.; Schmutz, Joel A.
2001-01-01
The Mayfield method has been widely used for estimating survival of nests and young animals, especially when data are collected at irregular observation intervals. However, this method assumes survival is constant throughout the study period, which often ignores biologically relevant variation and may lead to biased survival estimates. We examined the bias and accuracy of 1 modification to the Mayfield method that allows for temporal variation in survival, and we developed and similarly tested 2 additional methods. One of these 2 new methods is simply an iterative extension of Klett and Johnson's method, which we refer to as the Iterative Mayfield method and bears similarity to Kaplan-Meier methods. The other method uses maximum likelihood techniques for estimation and is best applied to survival of animals in groups or families, rather than as independent individuals. We also examined how robust these estimators are to heterogeneity in the data, which can arise from such sources as dependent survival probabilities among siblings, inherent differences among families, and adoption. Testing of estimator performance with respect to bias, accuracy, and heterogeneity was done using simulations that mimicked a study of survival of emperor goose (Chen canagica) goslings. Assuming constant survival for inappropriately long periods of time or use of Klett and Johnson's methods resulted in large bias or poor accuracy (often >5% bias or root mean square error) compared to our Iterative Mayfield or maximum likelihood methods. Overall, estimator performance was slightly better with our Iterative Mayfield than our maximum likelihood method, but the maximum likelihood method provides a more rigorous framework for testing covariates and explicity models a heterogeneity factor. We demonstrated use of all estimators with data from emperor goose goslings. We advocate that future studies use the new methods outlined here rather than the traditional Mayfield method or its previous modifications.
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Kendall, W.L.; Nichols, J.D.; Hines, J.E.
1997-01-01
Statistical inference for capture-recapture studies of open animal populations typically relies on the assumption that all emigration from the studied population is permanent. However, there are many instances in which this assumption is unlikely to be met. We define two general models for the process of temporary emigration, completely random and Markovian. We then consider effects of these two types of temporary emigration on Jolly-Seber (Seber 1982) estimators and on estimators arising from the full-likelihood approach of Kendall et al. (1995) to robust design data. Capture-recapture data arising from Pollock's (1982) robust design provide the basis for obtaining unbiased estimates of demographic parameters in the presence of temporary emigration and for estimating the probability of temporary emigration. We present a likelihood-based approach to dealing with temporary emigration that permits estimation under different models of temporary emigration and yields tests for completely random and Markovian emigration. In addition, we use the relationship between capture probability estimates based on closed and open models under completely random temporary emigration to derive three ad hoc estimators for the probability of temporary emigration, two of which should be especially useful in situations where capture probabilities are heterogeneous among individual animals. Ad hoc and full-likelihood estimators are illustrated for small mammal capture-recapture data sets. We believe that these models and estimators will be useful for testing hypotheses about the process of temporary emigration, for estimating demographic parameters in the presence of temporary emigration, and for estimating probabilities of temporary emigration. These latter estimates are frequently of ecological interest as indicators of animal movement and, in some sampling situations, as direct estimates of breeding probabilities and proportions.
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NASA Astrophysics Data System (ADS)
Teeples, Ronald; Glyer, David
1987-05-01
Both policy and technical analysis of water delivery systems have been based on cost functions that are inconsistent with or are incomplete representations of the neoclassical production functions of economics. We present a full-featured production function model of water delivery which can be estimated from a multiproduct, dual cost function. The model features implicit prices for own-water inputs and is implemented as a jointly estimated system of input share equations and a translog cost function. Likelihood ratio tests are performed showing that a minimally constrained, full-featured production function is a necessary specification of the water delivery operations in our sample. This, plus the model's highly efficient and economically correct parameter estimates, confirms the usefulness of a production function approach to modeling the economic activities of water delivery systems.
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2015-08-01
McCullagh, P.; Nelder, J.A. Generalized Linear Model , 2nd ed.; Chapman and Hall: London, 1989. 7. Johnston, J. Econometric Methods, 3rd ed.; McGraw...FOR A DOSE-RESPONSE MODEL ECBC-TN-068 Kyong H. Park Steven J. Lagan RESEARCH AND TECHNOLOGY DIRECTORATE August 2015 Approved for public release...Likelihood Estimation Method for Completely Separated and Quasi-Completely Separated Data for a Dose-Response Model 5a. CONTRACT NUMBER 5b. GRANT
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Zero-inflated Poisson model based likelihood ratio test for drug safety signal detection.
Huang, Lan; Zheng, Dan; Zalkikar, Jyoti; Tiwari, Ram
2017-02-01
In recent decades, numerous methods have been developed for data mining of large drug safety databases, such as Food and Drug Administration's (FDA's) Adverse Event Reporting System, where data matrices are formed by drugs such as columns and adverse events as rows. Often, a large number of cells in these data matrices have zero cell counts and some of them are "true zeros" indicating that the drug-adverse event pairs cannot occur, and these zero counts are distinguished from the other zero counts that are modeled zero counts and simply indicate that the drug-adverse event pairs have not occurred yet or have not been reported yet. In this paper, a zero-inflated Poisson model based likelihood ratio test method is proposed to identify drug-adverse event pairs that have disproportionately high reporting rates, which are also called signals. The maximum likelihood estimates of the model parameters of zero-inflated Poisson model based likelihood ratio test are obtained using the expectation and maximization algorithm. The zero-inflated Poisson model based likelihood ratio test is also modified to handle the stratified analyses for binary and categorical covariates (e.g. gender and age) in the data. The proposed zero-inflated Poisson model based likelihood ratio test method is shown to asymptotically control the type I error and false discovery rate, and its finite sample performance for signal detection is evaluated through a simulation study. The simulation results show that the zero-inflated Poisson model based likelihood ratio test method performs similar to Poisson model based likelihood ratio test method when the estimated percentage of true zeros in the database is small. Both the zero-inflated Poisson model based likelihood ratio test and likelihood ratio test methods are applied to six selected drugs, from the 2006 to 2011 Adverse Event Reporting System database, with varying percentages of observed zero-count cells.
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Campos-Filho, N; Franco, E L
1989-02-01
A frequent procedure in matched case-control studies is to report results from the multivariate unmatched analyses if they do not differ substantially from the ones obtained after conditioning on the matching variables. Although conceptually simple, this rule requires that an extensive series of logistic regression models be evaluated by both the conditional and unconditional maximum likelihood methods. Most computer programs for logistic regression employ only one maximum likelihood method, which requires that the analyses be performed in separate steps. This paper describes a Pascal microcomputer (IBM PC) program that performs multiple logistic regression by both maximum likelihood estimation methods, which obviates the need for switching between programs to obtain relative risk estimates from both matched and unmatched analyses. The program calculates most standard statistics and allows factoring of categorical or continuous variables by two distinct methods of contrast. A built-in, descriptive statistics option allows the user to inspect the distribution of cases and controls across categories of any given variable.
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Benoit, Roland G.; Schacter, Daniel L.
2015-01-01
It has been suggested that the simulation of hypothetical episodes and the recollection of past episodes are supported by fundamentally the same set of brain regions. The present article specifies this core network via Activation Likelihood Estimation (ALE). Specifically, a first meta-analysis revealed joint engagement of core network regions during episodic memory and episodic simulation. These include parts of the medial surface, the hippocampus and parahippocampal cortex within the medial temporal lobes, and the lateral temporal and inferior posterior parietal cortices on the lateral surface. Both capacities also jointly recruited additional regions such as parts of the bilateral dorsolateral prefrontal cortex. All of these core regions overlapped with the default network. Moreover, it has further been suggested that episodic simulation may require a stronger engagement of some of the core network’s nodes as wells as the recruitment of additional brain regions supporting control functions. A second ALE meta-analysis indeed identified such regions that were consistently more strongly engaged during episodic simulation than episodic memory. These comprised the core-network clusters located in the left dorsolateral prefrontal cortex and posterior inferior parietal lobe and other structures distributed broadly across the default and fronto-parietal control networks. Together, the analyses determine the set of brain regions that allow us to experience past and hypothetical episodes, thus providing an important foundation for studying the regions’ specialized contributions and interactions. PMID:26142352
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A Game Theoretical Approach to Hacktivism: Is Attack Likelihood a Product of Risks and Payoffs?
Bodford, Jessica E; Kwan, Virginia S Y
2018-02-01
The current study examines hacktivism (i.e., hacking to convey a moral, ethical, or social justice message) through a general game theoretic framework-that is, as a product of costs and benefits. Given the inherent risk of carrying out a hacktivist attack (e.g., legal action, imprisonment), it would be rational for the user to weigh these risks against perceived benefits of carrying out the attack. As such, we examined computer science students' estimations of risks, payoffs, and attack likelihood through a game theoretic design. Furthermore, this study aims at constructing a descriptive profile of potential hacktivists, exploring two predicted covariates of attack decision making, namely, peer prevalence of hacking and sex differences. Contrary to expectations, results suggest that participants' estimations of attack likelihood stemmed solely from expected payoffs, rather than subjective risks. Peer prevalence significantly predicted increased payoffs and attack likelihood, suggesting an underlying descriptive norm in social networks. Notably, we observed no sex differences in the decision to attack, nor in the factors predicting attack likelihood. Implications for policymakers and the understanding and prevention of hacktivism are discussed, as are the possible ramifications of widely communicated payoffs over potential risks in hacking communities.
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Royle, J. Andrew; Chandler, Richard B.; Gazenski, Kimberly D.; Graves, Tabitha A.
2013-01-01
Population size and landscape connectivity are key determinants of population viability, yet no methods exist for simultaneously estimating density and connectivity parameters. Recently developed spatial capture–recapture (SCR) models provide a framework for estimating density of animal populations but thus far have not been used to study connectivity. Rather, all applications of SCR models have used encounter probability models based on the Euclidean distance between traps and animal activity centers, which implies that home ranges are stationary, symmetric, and unaffected by landscape structure. In this paper we devise encounter probability models based on “ecological distance,” i.e., the least-cost path between traps and activity centers, which is a function of both Euclidean distance and animal movement behavior in resistant landscapes. We integrate least-cost path models into a likelihood-based estimation scheme for spatial capture–recapture models in order to estimate population density and parameters of the least-cost encounter probability model. Therefore, it is possible to make explicit inferences about animal density, distribution, and landscape connectivity as it relates to animal movement from standard capture–recapture data. Furthermore, a simulation study demonstrated that ignoring landscape connectivity can result in negatively biased density estimators under the naive SCR model.
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Royle, J Andrew; Chandler, Richard B; Gazenski, Kimberly D; Graves, Tabitha A
2013-02-01
Population size and landscape connectivity are key determinants of population viability, yet no methods exist for simultaneously estimating density and connectivity parameters. Recently developed spatial capture--recapture (SCR) models provide a framework for estimating density of animal populations but thus far have not been used to study connectivity. Rather, all applications of SCR models have used encounter probability models based on the Euclidean distance between traps and animal activity centers, which implies that home ranges are stationary, symmetric, and unaffected by landscape structure. In this paper we devise encounter probability models based on "ecological distance," i.e., the least-cost path between traps and activity centers, which is a function of both Euclidean distance and animal movement behavior in resistant landscapes. We integrate least-cost path models into a likelihood-based estimation scheme for spatial capture-recapture models in order to estimate population density and parameters of the least-cost encounter probability model. Therefore, it is possible to make explicit inferences about animal density, distribution, and landscape connectivity as it relates to animal movement from standard capture-recapture data. Furthermore, a simulation study demonstrated that ignoring landscape connectivity can result in negatively biased density estimators under the naive SCR model.
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The Inverse Problem for Confined Aquifer Flow: Identification and Estimation With Extensions
NASA Astrophysics Data System (ADS)
Loaiciga, Hugo A.; MariñO, Miguel A.
1987-01-01
The contributions of this work are twofold. First, a methodology for estimating the elements of parameter matrices in the governing equation of flow in a confined aquifer is developed. The estimation techniques for the distributed-parameter inverse problem pertain to linear least squares and generalized least squares methods. The linear relationship among the known heads and unknown parameters of the flow equation provides the background for developing criteria for determining the identifiability status of unknown parameters. Under conditions of exact or overidentification it is possible to develop statistically consistent parameter estimators and their asymptotic distributions. The estimation techniques, namely, two-stage least squares and three stage least squares, are applied to a specific groundwater inverse problem and compared between themselves and with an ordinary least squares estimator. The three-stage estimator provides the closer approximation to the actual parameter values, but it also shows relatively large standard errors as compared to the ordinary and two-stage estimators. The estimation techniques provide the parameter matrices required to simulate the unsteady groundwater flow equation. Second, a nonlinear maximum likelihood estimation approach to the inverse problem is presented. The statistical properties of maximum likelihood estimators are derived, and a procedure to construct confidence intervals and do hypothesis testing is given. The relative merits of the linear and maximum likelihood estimators are analyzed. Other topics relevant to the identification and estimation methodologies, i.e., a continuous-time solution to the flow equation, coping with noise-corrupted head measurements, and extension of the developed theory to nonlinear cases are also discussed. A simulation study is used to evaluate the methods developed in this study.
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Risk Estimation and Sexual Behaviour: A Longitudinal Study of 16- 21-year olds.
Breakwell, G M; Breakwell, G M
1996-01-01
The relationships among risk estimation, impulsivity and patterns of sexual risk-taking in 16-21-year-olds are examined. A sample of 236 males and 340 females completed a postal questionnaire on three occasions at annual intervals. They reported their assessment of their own risk of HIV infection, the risk of HIV infection associated with six types of sexual activity, their likelihood of engaging in each of these activities, and whether they had participated in these activities between the first and second data collections. Impulsivity was indexed using a standard test. The data support the conclusion that strong social representations of sexual risks exist which do not markedly change during late adolescence. These risk estimates predict behavioural expectations, primarily for the riskiest behaviours, and for females (actual participation in vaginal sex); but for males, risk estimates fail to predict behaviour. Evidence here for a rational model of individual decision- making in relation to sexual risk- taking is sparse. Impulsivity was not a good predictor of expected or actual patterns of sexual behaviour, though higher impulsivity was associated with having more sexual partners and, in females, with starting to have sex younger.
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Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model
ERIC Educational Resources Information Center
Lamsal, Sunil
2015-01-01
Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…
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Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
Bondell, Howard D.; Stefanski, Leonard A.
2013-01-01
Large- and finite-sample efficiency and resistance to outliers are the key goals of robust statistics. Although often not simultaneously attainable, we develop and study a linear regression estimator that comes close. Efficiency obtains from the estimator’s close connection to generalized empirical likelihood, and its favorable robustness properties are obtained by constraining the associated sum of (weighted) squared residuals. We prove maximum attainable finite-sample replacement breakdown point, and full asymptotic efficiency for normal errors. Simulation evidence shows that compared to existing robust regression estimators, the new estimator has relatively high efficiency for small sample sizes, and comparable outlier resistance. The estimator is further illustrated and compared to existing methods via application to a real data set with purported outliers. PMID:23976805
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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.
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Zee, Jarcy; Xie, Sharon X.
2015-01-01
Summary When a true survival endpoint cannot be assessed for some subjects, an alternative endpoint that measures the true endpoint with error may be collected, which often occurs when obtaining the true endpoint is too invasive or costly. We develop an estimated likelihood function for the situation where we have both uncertain endpoints for all participants and true endpoints for only a subset of participants. We propose a nonparametric maximum estimated likelihood estimator of the discrete survival function of time to the true endpoint. We show that the proposed estimator is consistent and asymptotically normal. We demonstrate through extensive simulations that the proposed estimator has little bias compared to the naïve Kaplan-Meier survival function estimator, which uses only uncertain endpoints, and more efficient with moderate missingness compared to the complete-case Kaplan-Meier survival function estimator, which uses only available true endpoints. Finally, we apply the proposed method to a dataset for estimating the risk of developing Alzheimer's disease from the Alzheimer's Disease Neuroimaging Initiative. PMID:25916510
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Dissociating response conflict and error likelihood in anterior cingulate cortex.
Yeung, Nick; Nieuwenhuis, Sander
2009-11-18
Neuroimaging studies consistently report activity in anterior cingulate cortex (ACC) in conditions of high cognitive demand, leading to the view that ACC plays a crucial role in the control of cognitive processes. According to one prominent theory, the sensitivity of ACC to task difficulty reflects its role in monitoring for the occurrence of competition, or "conflict," between responses to signal the need for increased cognitive control. However, a contrasting theory proposes that ACC is the recipient rather than source of monitoring signals, and that ACC activity observed in relation to task demand reflects the role of this region in learning about the likelihood of errors. Response conflict and error likelihood are typically confounded, making the theories difficult to distinguish empirically. The present research therefore used detailed computational simulations to derive contrasting predictions regarding ACC activity and error rate as a function of response speed. The simulations demonstrated a clear dissociation between conflict and error likelihood: fast response trials are associated with low conflict but high error likelihood, whereas slow response trials show the opposite pattern. Using the N2 component as an index of ACC activity, an EEG study demonstrated that when conflict and error likelihood are dissociated in this way, ACC activity tracks conflict and is negatively correlated with error likelihood. These findings support the conflict-monitoring theory and suggest that, in speeded decision tasks, ACC activity reflects current task demands rather than the retrospective coding of past performance.
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Identification of internal properties of fibers and micro-swimmers
NASA Astrophysics Data System (ADS)
Plouraboue, Franck; Thiam, Ibrahima; Delmotte, Blaise; Climent, Eric; PSC Collaboration
2016-11-01
In this presentation we discuss the identifiability of constitutive parameters of passive or active micro-swimmers. We first present a general framework for describing fibers or micro-swimmers using a bead-model description. Using a kinematic constraint formulation to describe fibers, flagellum or cilia, we find explicit linear relationship between elastic constitutive parameters and generalised velocities from computing contact forces. This linear formulation then permits to address explicitly identifiability conditions and solve for parameter identification. We show that both active forcing and passive parameters are both identifiable independently but not simultaneously. We also provide unbiased estimators for elastic parameters as well as active ones in the presence of Langevin-like forcing with Gaussian noise using normal linear regression models and maximum likelihood method. These theoretical results are illustrated in various configurations of relaxed or actuated passives fibers, and active filament of known passive properties, showing the efficiency of the proposed approach for direct parameter identification. The convergence of the proposed estimators is successfully tested numerically.
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Maximum likelihood phase-retrieval algorithm: applications.
Nahrstedt, D A; Southwell, W H
1984-12-01
The maximum likelihood estimator approach is shown to be effective in determining the wave front aberration in systems involving laser and flow field diagnostics and optical testing. The robustness of the algorithm enables convergence even in cases of severe wave front error and real, nonsymmetrical, obscured amplitude distributions.
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Cramer-Rao Bound, MUSIC, and Maximum Likelihood. Effects of Temporal Phase Difference
1990-11-01
Technical Report 1373 November 1990 Cramer-Rao Bound, MUSIC , And Maximum Likelihood Effects of Temporal Phase o Difference C. V. TranI OTIC Approved... MUSIC , and Maximum Likelihood (ML) asymptotic variances corresponding to the two-source direction-of-arrival estimation where sources were modeled as...1pI = 1.00, SNR = 20 dB ..................................... 27 2. MUSIC for two equipowered signals impinging on a 5-element ULA (a) IpI = 0.50, SNR
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Bayesian experimental design for models with intractable likelihoods.
Drovandi, Christopher C; Pettitt, Anthony N
2013-12-01
In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.
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NASA Astrophysics Data System (ADS)
Hiemer, S.; Woessner, J.; Basili, R.; Danciu, L.; Giardini, D.; Wiemer, S.
2014-08-01
We present a time-independent gridded earthquake rate forecast for the European region including Turkey. The spatial component of our model is based on kernel density estimation techniques, which we applied to both past earthquake locations and fault moment release on mapped crustal faults and subduction zone interfaces with assigned slip rates. Our forecast relies on the assumption that the locations of past seismicity is a good guide to future seismicity, and that future large-magnitude events occur more likely in the vicinity of known faults. We show that the optimal weighted sum of the corresponding two spatial densities depends on the magnitude range considered. The kernel bandwidths and density weighting function are optimized using retrospective likelihood-based forecast experiments. We computed earthquake activity rates (a- and b-value) of the truncated Gutenberg-Richter distribution separately for crustal and subduction seismicity based on a maximum likelihood approach that considers the spatial and temporal completeness history of the catalogue. The final annual rate of our forecast is purely driven by the maximum likelihood fit of activity rates to the catalogue data, whereas its spatial component incorporates contributions from both earthquake and fault moment-rate densities. Our model constitutes one branch of the earthquake source model logic tree of the 2013 European seismic hazard model released by the EU-FP7 project `Seismic HAzard haRmonization in Europe' (SHARE) and contributes to the assessment of epistemic uncertainties in earthquake activity rates. We performed retrospective and pseudo-prospective likelihood consistency tests to underline the reliability of our model and SHARE's area source model (ASM) using the testing algorithms applied in the collaboratory for the study of earthquake predictability (CSEP). We comparatively tested our model's forecasting skill against the ASM and find a statistically significant better performance for testing periods of 10-20 yr. The testing results suggest that our model is a viable candidate model to serve for long-term forecasting on timescales of years to decades for the European region.
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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.
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Li, Dongming; Sun, Changming; Yang, Jinhua; Liu, Huan; Peng, Jiaqi; Zhang, Lijuan
2017-01-01
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. PMID:28383503
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NEAL, Jeremy L.; LAMP, Jane M.; BUCK, Jacalyn S.; LOWE, Nancy K.; GILLESPIE, Shannon L.; RYAN, Sharon L.
2014-01-01
Introduction The timing of when a woman is admitted to the hospital for labor care following spontaneous contraction onset may be among the most important decisions that labor attendants make as it can influence care patterns and birth outcomes. The aims of this study were to estimate the percentage of low-risk, nulliparous women at term who are admitted to labor units prior to active labor and to evaluate the effects of the timing of admission (i.e., pre-active versus active labor) on labor interventions and mode of birth. Methods Obstetrics data from low-risk, nulliparous women with spontaneous labor onset at term gestation (N = 216) were merged from two prospective studies conducted at three large, Midwestern hospitals. Baseline characteristics, labor interventions, and outcomes were compared between groups using Fisher’s exact and Mann-Whitney U tests, as appropriate. Likelihoods for oxytocin augmentation, amniotomy, and cesarean delivery were assessed by logistic regression. Results Of the sample of 216 low-risk nulliparous women, 114 (52.8%) were admitted in pre-active labor and 102 (47.2%) were admitted in active labor. Women admitted in pre-active labor were more likely to undergo oxytocin augmentation (84.2% and 45.1%, respectively; odds ratio (OR) 6.5, 95% confidence interval (CI) 3.43–12.27) but not amniotomy (55.3% and 61.8%, respectively; OR 0.8, 95% CI 0.44–1.32) when compared to women admitted in active labor. The likelihood of cesarean delivery was higher for women admitted before active labor onset (15.8% and 6.9%, respectively; OR 2.6, 95% CI 1.02–6.37). Discussion Many low-risk nulliparous women with regular, spontaneous uterine contractions are admitted to labor units before active labor onset, which increases their likelihood of receiving oxytocin and being delivered via cesarean section. An evidence-based, standardized approach for labor admission decision-making is recommended to decrease inadvertent admissions of women in pre-active labor. When active labor cannot be diagnosed with relative certainty, observation before admission to the birthing unit is warranted. PMID:24512265
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GRID-BASED EXPLORATION OF COSMOLOGICAL PARAMETER SPACE WITH SNAKE
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mikkelsen, K.; Næss, S. K.; Eriksen, H. K., E-mail: kristin.mikkelsen@astro.uio.no
2013-11-10
We present a fully parallelized grid-based parameter estimation algorithm for investigating multidimensional likelihoods called Snake, and apply it to cosmological parameter estimation. The basic idea is to map out the likelihood grid-cell by grid-cell according to decreasing likelihood, and stop when a certain threshold has been reached. This approach improves vastly on the 'curse of dimensionality' problem plaguing standard grid-based parameter estimation simply by disregarding grid cells with negligible likelihood. The main advantages of this method compared to standard Metropolis-Hastings Markov Chain Monte Carlo methods include (1) trivial extraction of arbitrary conditional distributions; (2) direct access to Bayesian evidences; (3)more » better sampling of the tails of the distribution; and (4) nearly perfect parallelization scaling. The main disadvantage is, as in the case of brute-force grid-based evaluation, a dependency on the number of parameters, N{sub par}. One of the main goals of the present paper is to determine how large N{sub par} can be, while still maintaining reasonable computational efficiency; we find that N{sub par} = 12 is well within the capabilities of the method. The performance of the code is tested by comparing cosmological parameters estimated using Snake and the WMAP-7 data with those obtained using CosmoMC, the current standard code in the field. We find fully consistent results, with similar computational expenses, but shorter wall time due to the perfect parallelization scheme.« less
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Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods
NASA Astrophysics Data System (ADS)
Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.
2014-12-01
Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.
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WEIGHTED LIKELIHOOD ESTIMATION UNDER TWO-PHASE SAMPLING
Saegusa, Takumi; Wellner, Jon A.
2013-01-01
We develop asymptotic theory for weighted likelihood estimators (WLE) under two-phase stratified sampling without replacement. We also consider several variants of WLEs involving estimated weights and calibration. A set of empirical process tools are developed including a Glivenko–Cantelli theorem, a theorem for rates of convergence of M-estimators, and a Donsker theorem for the inverse probability weighted empirical processes under two-phase sampling and sampling without replacement at the second phase. Using these general results, we derive asymptotic distributions of the WLE of a finite-dimensional parameter in a general semiparametric model where an estimator of a nuisance parameter is estimable either at regular or nonregular rates. We illustrate these results and methods in the Cox model with right censoring and interval censoring. We compare the methods via their asymptotic variances under both sampling without replacement and the more usual (and easier to analyze) assumption of Bernoulli sampling at the second phase. PMID:24563559
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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…
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A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses
ERIC Educational Resources Information Center
Vasdekis, Vassilis G. S.; Cagnone, Silvia; Moustaki, Irini
2012-01-01
The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate…
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Multilevel and Latent Variable Modeling with Composite Links and Exploded Likelihoods
ERIC Educational Resources Information Center
Rabe-Hesketh, Sophia; Skrondal, Anders
2007-01-01
Composite links and exploded likelihoods are powerful yet simple tools for specifying a wide range of latent variable models. Applications considered include survival or duration models, models for rankings, small area estimation with census information, models for ordinal responses, item response models with guessing, randomized response models,…
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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.
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Estimating residual fault hitting rates by recapture sampling
NASA Technical Reports Server (NTRS)
Lee, Larry; Gupta, Rajan
1988-01-01
For the recapture debugging design introduced by Nayak (1988) the problem of estimating the hitting rates of the faults remaining in the system is considered. In the context of a conditional likelihood, moment estimators are derived and are shown to be asymptotically normal and fully efficient. Fixed sample properties of the moment estimators are compared, through simulation, with those of the conditional maximum likelihood estimators. Properties of the conditional model are investigated such as the asymptotic distribution of linear functions of the fault hitting frequencies and a representation of the full data vector in terms of a sequence of independent random vectors. It is assumed that the residual hitting rates follow a log linear rate model and that the testing process is truncated when the gaps between the detection of new errors exceed a fixed amount of time.
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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.].
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New robust statistical procedures for the polytomous logistic regression models.
Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro
2018-05-17
This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.
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Environmental and psychological correlates of older adult's active commuting.
Panter, Jenna R; Jones, Andrew P; van Sluijs, Esther M F; Griffin, Simon J; Wareham, Nicholas J
2011-07-01
This study explored the environmental and psychological correlates of active commuting in a sample of adults from the European Prospective Investigation into Cancer Norfolk cohort. Members of the cohort who were in employment, lived within 10 km of work, and did not report a limitation that precluded walking were included in this analysis. Psychological factors, perceptions of the neighborhood environment and travel mode to work were reported using questionnaires. Neighborhood and route environmental characteristics were estimated objectively using a geographical information system. The mediating effects of psychological factors were assessed using a series of regression models. A total of 1279 adults (mean age=60.4 yr, SD=5.4 yr) were included in this analysis, of whom 25% actively commuted to work. In multivariable regression analyses, those who reported strong habits for walking or cycling were more likely to actively commute, whereas those living 4-10 km from work were less likely to actively commute. In addition, living in a rural area was associated with a decreased likelihood of men's active commuting, and in women, living in a neighborhood with high road density and having a route to work that was not on a main or secondary road was associated with an increased likelihood of active commuting. There was weak evidence that habit acted to partly mediate the associations between environmental correlates and active commuting in both sexes. The findings suggest that interventions designed to encourage the development of habitual behaviors for active commuting may be effective, especially among those living close to work.
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Rosenblum, Michael; van der Laan, Mark J.
2010-01-01
Models, such as logistic regression and Poisson regression models, are often used to estimate treatment effects in randomized trials. These models leverage information in variables collected before randomization, in order to obtain more precise estimates of treatment effects. However, there is the danger that model misspecification will lead to bias. We show that certain easy to compute, model-based estimators are asymptotically unbiased even when the working model used is arbitrarily misspecified. Furthermore, these estimators are locally efficient. As a special case of our main result, we consider a simple Poisson working model containing only main terms; in this case, we prove the maximum likelihood estimate of the coefficient corresponding to the treatment variable is an asymptotically unbiased estimator of the marginal log rate ratio, even when the working model is arbitrarily misspecified. This is the log-linear analog of ANCOVA for linear models. Our results demonstrate one application of targeted maximum likelihood estimation. PMID:20628636
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Quantitative critical thinking: Student activities using Bayesian updating
NASA Astrophysics Data System (ADS)
Warren, Aaron R.
2018-05-01
One of the central roles of physics education is the development of students' ability to evaluate proposed hypotheses and models. This ability is important not just for students' understanding of physics but also to prepare students for future learning beyond physics. In particular, it is often hoped that students will better understand the manner in which physicists leverage the availability of prior knowledge to guide and constrain the construction of new knowledge. Here, we discuss how the use of Bayes' Theorem to update the estimated likelihood of hypotheses and models can help achieve these educational goals through its integration with evaluative activities that use hypothetico-deductive reasoning. Several types of classroom and laboratory activities are presented that engage students in the practice of Bayesian likelihood updating on the basis of either consistency with experimental data or consistency with pre-established principles and models. This approach is sufficiently simple for introductory physics students while offering a robust mechanism to guide relatively sophisticated student reflection concerning models, hypotheses, and problem-solutions. A quasi-experimental study utilizing algebra-based introductory courses is presented to assess the impact of these activities on student epistemological development. The results indicate gains on the Epistemological Beliefs Assessment for Physical Science (EBAPS) at a minimal cost of class-time.
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Dang, Cuong Cao; Lefort, Vincent; Le, Vinh Sy; Le, Quang Si; Gascuel, Olivier
2011-10-01
Amino acid replacement rate matrices are an essential basis of protein studies (e.g. in phylogenetics and alignment). A number of general purpose matrices have been proposed (e.g. JTT, WAG, LG) since the seminal work of Margaret Dayhoff and co-workers. However, it has been shown that matrices specific to certain protein groups (e.g. mitochondrial) or life domains (e.g. viruses) differ significantly from general average matrices, and thus perform better when applied to the data to which they are dedicated. This Web server implements the maximum-likelihood estimation procedure that was used to estimate LG, and provides a number of tools and facilities. Users upload a set of multiple protein alignments from their domain of interest and receive the resulting matrix by email, along with statistics and comparisons with other matrices. A non-parametric bootstrap is performed optionally to assess the variability of replacement rate estimates. Maximum-likelihood trees, inferred using the estimated rate matrix, are also computed optionally for each input alignment. Finely tuned procedures and up-to-date ML software (PhyML 3.0, XRATE) are combined to perform all these heavy calculations on our clusters. http://www.atgc-montpellier.fr/ReplacementMatrix/ olivier.gascuel@lirmm.fr Supplementary data are available at http://www.atgc-montpellier.fr/ReplacementMatrix/
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Expressed Likelihood as Motivator: Creating Value through Engaging What’s Real
Higgins, E. Tory; Franks, Becca; Pavarini, Dana; Sehnert, Steen; Manley, Katie
2012-01-01
Our research tested two predictions regarding how likelihood can have motivational effects as a function of how a probability is expressed. We predicted that describing the probability of a future event that could be either A or B using the language of high likelihood (“80% A”) rather than low likelihood (“20% B”), i.e., high rather than low expressed likelihood, would make a present activity more real and engaging, as long as the future event had properties relevant to the present activity. We also predicted that strengthening engagement from the high (vs. low) expressed likelihood of a future event would intensify the value of present positive and negative objects (in opposite directions). Both predictions were supported. There was also evidence that this intensification effect from expressed likelihood was independent of the actual probability or valence of the future event. What mattered was whether high versus low likelihood language was used to describe the future event. PMID:23940411
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Use of Highly Active Antiretroviral Therapy in a Cohort of HIV-Seropositive Women
Cook, Judith A.; Cohen, Mardge H.; Grey, Dennis; Kirstein, Lynn; Burke, Jane; Anastos, Kathryn; Palacio, Herminia; Richardson, Jean; Wilson, Tracey E.; Young, Mary
2002-01-01
Objectives. This study examined longitudinal trends in use of highly active antiretroviral therapy (HAART) among a cohort of HIV-positive participants in the Women's Interagency HIV Study. Methods. Beginning in 1994, 1690 HIV-positive women reported detailed information about their use of antiretroviral therapy at 6-month study visits. Multivariate logistic and Cox regression analyses were used to estimate the likelihood of antiretroviral therapy and HAART use among women with study visits preceding and following HAART availability. Results. Before the availability of HAART, the cohort's likelihood of any antiretroviral therapy use was associated with clinical indicators (CD4 count, viral load, symptom presence) as well as behavioral factors (abstaining from drug and alcohol use, participating in clinical trials). After HAART became commercially available, newly emerging predictors included college education, private insurance, absence of injection drug use history, and not being African American. Conclusions. After the penetration of HAART into this cohort, additional differences emerged between HAART users and nonusers. These findings can inform public health efforts to enhance women's access to the most effective types of therapy. PMID:11772767
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DOE Office of Scientific and Technical Information (OSTI.GOV)
West, R. Derek; Gunther, Jacob H.; Moon, Todd K.
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
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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
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Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.
Han, Lei; Zhang, Yu; Zhang, Tong
2016-08-01
The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.
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A general methodology for maximum likelihood inference from band-recovery data
Conroy, M.J.; Williams, B.K.
1984-01-01
A numerical procedure is described for obtaining maximum likelihood estimates and associated maximum likelihood inference from band- recovery data. The method is used to illustrate previously developed one-age-class band-recovery models, and is extended to new models, including the analysis with a covariate for survival rates and variable-time-period recovery models. Extensions to R-age-class band- recovery, mark-recapture models, and twice-yearly marking are discussed. A FORTRAN program provides computations for these models.
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NASA Astrophysics Data System (ADS)
Chu, A.
2016-12-01
Modern earthquake catalogs are often analyzed using spatial-temporal point process models such as the epidemic-type aftershock sequence (ETAS) models of Ogata (1998). My work implements three of the homogeneous ETAS models described in Ogata (1998). With a model's log-likelihood function, my software finds the Maximum-Likelihood Estimates (MLEs) of the model's parameters to estimate the homogeneous background rate and the temporal and spatial parameters that govern triggering effects. EM-algorithm is employed for its advantages of stability and robustness (Veen and Schoenberg, 2008). My work also presents comparisons among the three models in robustness, convergence speed, and implementations from theory to computing practice. Up-to-date regional seismic data of seismic active areas such as Southern California and Japan are used to demonstrate the comparisons. Data analysis has been done using computer languages Java and R. Java has the advantages of being strong-typed and easiness of controlling memory resources, while R has the advantages of having numerous available functions in statistical computing. Comparisons are also made between the two programming languages in convergence and stability, computational speed, and easiness of implementation. Issues that may affect convergence such as spatial shapes are discussed.
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Life Shocks and Crime: A Test of the “Turning Point” Hypothesis
Noonan, Kelly; Reichman, Nancy E.; Schwartz-Soicher, Ofira
2012-01-01
Other researchers have posited that important events in men’s lives—such as employment, marriage, and parenthood—strengthen their social ties and lead them to refrain from crime. A challenge in empirically testing this hypothesis has been the issue of self-selection into life transitions. This study contributes to this literature by estimating the effects of an exogenous life shock on crime. We use data from the Fragile Families and Child Wellbeing Study, augmented with information from hospital medical records, to estimate the effects of the birth of a child with a severe health problem on the likelihood that the infant’s father engages in illegal activities. We conduct a number of auxiliary analyses to examine exogeneity assumptions. We find that having an infant born with a severe health condition increases the likelihood that the father is convicted of a crime in the three-year period following the birth of the child, and at least part of the effect appears to operate through work and changes in parental relationships. These results provide evidence that life events can cause crime and, as such, support the “turning point” hypothesis. PMID:21660628
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Program for Weibull Analysis of Fatigue Data
NASA Technical Reports Server (NTRS)
Krantz, Timothy L.
2005-01-01
A Fortran computer program has been written for performing statistical analyses of fatigue-test data that are assumed to be adequately represented by a two-parameter Weibull distribution. This program calculates the following: (1) Maximum-likelihood estimates of the Weibull distribution; (2) Data for contour plots of relative likelihood for two parameters; (3) Data for contour plots of joint confidence regions; (4) Data for the profile likelihood of the Weibull-distribution parameters; (5) Data for the profile likelihood of any percentile of the distribution; and (6) Likelihood-based confidence intervals for parameters and/or percentiles of the distribution. The program can account for tests that are suspended without failure (the statistical term for such suspension of tests is "censoring"). The analytical approach followed in this program for the software is valid for type-I censoring, which is the removal of unfailed units at pre-specified times. Confidence regions and intervals are calculated by use of the likelihood-ratio method.
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Benedict, Matthew N.; Mundy, Michael B.; Henry, Christopher S.; ...
2014-10-16
Genome-scale metabolic models provide a powerful means to harness information from genomes to deepen biological insights. With exponentially increasing sequencing capacity, there is an enormous need for automated reconstruction techniques that can provide more accurate models in a short time frame. Current methods for automated metabolic network reconstruction rely on gene and reaction annotations to build draft metabolic networks and algorithms to fill gaps in these networks. However, automated reconstruction is hampered by database inconsistencies, incorrect annotations, and gap filling largely without considering genomic information. Here we develop an approach for applying genomic information to predict alternative functions for genesmore » and estimate their likelihoods from sequence homology. We show that computed likelihood values were significantly higher for annotations found in manually curated metabolic networks than those that were not. We then apply these alternative functional predictions to estimate reaction likelihoods, which are used in a new gap filling approach called likelihood-based gap filling to predict more genomically consistent solutions. To validate the likelihood-based gap filling approach, we applied it to models where essential pathways were removed, finding that likelihood-based gap filling identified more biologically relevant solutions than parsimony-based gap filling approaches. We also demonstrate that models gap filled using likelihood-based gap filling provide greater coverage and genomic consistency with metabolic gene functions compared to parsimony-based approaches. Interestingly, despite these findings, we found that likelihoods did not significantly affect consistency of gap filled models with Biolog and knockout lethality data. This indicates that the phenotype data alone cannot necessarily be used to discriminate between alternative solutions for gap filling and therefore, that the use of other information is necessary to obtain a more accurate network. All described workflows are implemented as part of the DOE Systems Biology Knowledgebase (KBase) and are publicly available via API or command-line web interface.« less
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Benedict, Matthew N.; Mundy, Michael B.; Henry, Christopher S.; Chia, Nicholas; Price, Nathan D.
2014-01-01
Genome-scale metabolic models provide a powerful means to harness information from genomes to deepen biological insights. With exponentially increasing sequencing capacity, there is an enormous need for automated reconstruction techniques that can provide more accurate models in a short time frame. Current methods for automated metabolic network reconstruction rely on gene and reaction annotations to build draft metabolic networks and algorithms to fill gaps in these networks. However, automated reconstruction is hampered by database inconsistencies, incorrect annotations, and gap filling largely without considering genomic information. Here we develop an approach for applying genomic information to predict alternative functions for genes and estimate their likelihoods from sequence homology. We show that computed likelihood values were significantly higher for annotations found in manually curated metabolic networks than those that were not. We then apply these alternative functional predictions to estimate reaction likelihoods, which are used in a new gap filling approach called likelihood-based gap filling to predict more genomically consistent solutions. To validate the likelihood-based gap filling approach, we applied it to models where essential pathways were removed, finding that likelihood-based gap filling identified more biologically relevant solutions than parsimony-based gap filling approaches. We also demonstrate that models gap filled using likelihood-based gap filling provide greater coverage and genomic consistency with metabolic gene functions compared to parsimony-based approaches. Interestingly, despite these findings, we found that likelihoods did not significantly affect consistency of gap filled models with Biolog and knockout lethality data. This indicates that the phenotype data alone cannot necessarily be used to discriminate between alternative solutions for gap filling and therefore, that the use of other information is necessary to obtain a more accurate network. All described workflows are implemented as part of the DOE Systems Biology Knowledgebase (KBase) and are publicly available via API or command-line web interface. PMID:25329157
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Pražnikar, Jure; University of Primorska,; Turk, Dušan, E-mail: dusan.turk@ijs.si
2014-12-01
The maximum-likelihood free-kick target, which calculates model error estimates from the work set and a randomly displaced model, proved superior in the accuracy and consistency of refinement of crystal structures compared with the maximum-likelihood cross-validation target, which calculates error estimates from the test set and the unperturbed model. The refinement of a molecular model is a computational procedure by which the atomic model is fitted to the diffraction data. The commonly used target in the refinement of macromolecular structures is the maximum-likelihood (ML) function, which relies on the assessment of model errors. The current ML functions rely on cross-validation. Theymore » utilize phase-error estimates that are calculated from a small fraction of diffraction data, called the test set, that are not used to fit the model. An approach has been developed that uses the work set to calculate the phase-error estimates in the ML refinement from simulating the model errors via the random displacement of atomic coordinates. It is called ML free-kick refinement as it uses the ML formulation of the target function and is based on the idea of freeing the model from the model bias imposed by the chemical energy restraints used in refinement. This approach for the calculation of error estimates is superior to the cross-validation approach: it reduces the phase error and increases the accuracy of molecular models, is more robust, provides clearer maps and may use a smaller portion of data for the test set for the calculation of R{sub free} or may leave it out completely.« less
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Script-theory virtual case: A novel tool for education and research.
Hayward, Jake; Cheung, Amandy; Velji, Alkarim; Altarejos, Jenny; Gill, Peter; Scarfe, Andrew; Lewis, Melanie
2016-11-01
Context/Setting: The script theory of diagnostic reasoning proposes that clinicians evaluate cases in the context of an "illness script," iteratively testing internal hypotheses against new information eventually reaching a diagnosis. We present a novel tool for teaching diagnostic reasoning to undergraduate medical students based on an adaptation of script theory. We developed a virtual patient case that used clinically authentic audio and video, interactive three-dimensional (3D) body images, and a simulated electronic medical record. Next, we used interactive slide bars to record respondents' likelihood estimates of diagnostic possibilities at various stages of the case. Responses were dynamically compared to data from expert clinicians and peers. Comparative frequency distributions were presented to the learner and final diagnostic likelihood estimates were analyzed. Detailed student feedback was collected. Over two academic years, 322 students participated. Student diagnostic likelihood estimates were similar year to year, but were consistently different from expert clinician estimates. Student feedback was overwhelmingly positive: students found the case was novel, innovative, clinically authentic, and a valuable learning experience. We demonstrate the successful implementation of a novel approach to teaching diagnostic reasoning. Future study may delineate reasoning processes associated with differences between novice and expert responses.
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Semiparametric time-to-event modeling in the presence of a latent progression event.
Rice, John D; Tsodikov, Alex
2017-06-01
In cancer research, interest frequently centers on factors influencing a latent event that must precede a terminal event. In practice it is often impossible to observe the latent event precisely, making inference about this process difficult. To address this problem, we propose a joint model for the unobserved time to the latent and terminal events, with the two events linked by the baseline hazard. Covariates enter the model parametrically as linear combinations that multiply, respectively, the hazard for the latent event and the hazard for the terminal event conditional on the latent one. We derive the partial likelihood estimators for this problem assuming the latent event is observed, and propose a profile likelihood-based method for estimation when the latent event is unobserved. The baseline hazard in this case is estimated nonparametrically using the EM algorithm, which allows for closed-form Breslow-type estimators at each iteration, bringing improved computational efficiency and stability compared with maximizing the marginal likelihood directly. We present simulation studies to illustrate the finite-sample properties of the method; its use in practice is demonstrated in the analysis of a prostate cancer data set. © 2016, The International Biometric Society.
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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.
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Wald Sequential Probability Ratio Test for Analysis of Orbital Conjunction Data
NASA Technical Reports Server (NTRS)
Carpenter, J. Russell; Markley, F. Landis; Gold, Dara
2013-01-01
We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald test reduces to an especially simple form, involving the current best estimate of collision probability, and a similar estimate of collision probability that is based on prior assumptions about the likelihood of collision.
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NASA Astrophysics Data System (ADS)
De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano
2012-11-01
In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.
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Proportion estimation using prior cluster purities
NASA Technical Reports Server (NTRS)
Terrell, G. R. (Principal Investigator)
1980-01-01
The prior distribution of CLASSY component purities is studied, and this information incorporated into maximum likelihood crop proportion estimators. The method is tested on Transition Year spring small grain segments.
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Hurdle models for multilevel zero-inflated data via h-likelihood.
Molas, Marek; Lesaffre, Emmanuel
2010-12-30
Count data often exhibit overdispersion. One type of overdispersion arises when there is an excess of zeros in comparison with the standard Poisson distribution. Zero-inflated Poisson and hurdle models have been proposed to perform a valid likelihood-based analysis to account for the surplus of zeros. Further, data often arise in clustered, longitudinal or multiple-membership settings. The proper analysis needs to reflect the design of a study. Typically random effects are used to account for dependencies in the data. We examine the h-likelihood estimation and inference framework for hurdle models with random effects for complex designs. We extend the h-likelihood procedures to fit hurdle models, thereby extending h-likelihood to truncated distributions. Two applications of the methodology are presented. Copyright © 2010 John Wiley & Sons, Ltd.
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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.
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Data analysis in emission tomography using emission-count posteriors
NASA Astrophysics Data System (ADS)
Sitek, Arkadiusz
2012-11-01
A novel approach to the analysis of emission tomography data using the posterior probability of the number of emissions per voxel (emission count) conditioned on acquired tomographic data is explored. The posterior is derived from the prior and the Poisson likelihood of the emission-count data by marginalizing voxel activities. Based on emission-count posteriors, examples of Bayesian analysis including estimation and classification tasks in emission tomography are provided. The application of the method to computer simulations of 2D tomography is demonstrated. In particular, the minimum-mean-square-error point estimator of the emission count is demonstrated. The process of finding this estimator can be considered as a tomographic image reconstruction technique since the estimates of the number of emissions per voxel divided by voxel sensitivities and acquisition time are the estimates of the voxel activities. As an example of a classification task, a hypothesis stating that some region of interest (ROI) emitted at least or at most r-times the number of events in some other ROI is tested. The ROIs are specified by the user. The analysis described in this work provides new quantitative statistical measures that can be used in decision making in diagnostic imaging using emission tomography.
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Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.
Moeyaert, Mariola; Rindskopf, David; Onghena, Patrick; Van den Noortgate, Wim
2017-12-01
The focus of this article is to describe Bayesian estimation, including construction of prior distributions, and to compare parameter recovery under the Bayesian framework (using weakly informative priors) and the maximum likelihood (ML) framework in the context of multilevel modeling of single-case experimental data. Bayesian estimation results were found similar to ML estimation results in terms of the treatment effect estimates, regardless of the functional form and degree of information included in the prior specification in the Bayesian framework. In terms of the variance component estimates, both the ML and Bayesian estimation procedures result in biased and less precise variance estimates when the number of participants is small (i.e., 3). By increasing the number of participants to 5 or 7, the relative bias is close to 5% and more precise estimates are obtained for all approaches, except for the inverse-Wishart prior using the identity matrix. When a more informative prior was added, more precise estimates for the fixed effects and random effects were obtained, even when only 3 participants were included. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
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Dorazio, R.M.; Rago, P.J.
1991-01-01
We simulated mark–recapture experiments to evaluate a method for estimating fishing mortality and migration rates of populations stratified at release and recovery. When fish released in two or more strata were recovered from different recapture strata in nearly the same proportions, conditional recapture probabilities were estimated outside the [0, 1] interval. The maximum likelihood estimates tended to be biased and imprecise when the patterns of recaptures produced extremely "flat" likelihood surfaces. Absence of bias was not guaranteed, however, in experiments where recapture rates could be estimated within the [0, 1] interval. Inadequate numbers of tag releases and recoveries also produced biased estimates, although the bias was easily detected by the high sampling variability of the estimates. A stratified tag–recapture experiment with sockeye salmon (Oncorhynchus nerka) was used to demonstrate procedures for analyzing data that produce biased estimates of recapture probabilities. An estimator was derived to examine the sensitivity of recapture rate estimates to assumed differences in natural and tagging mortality, tag loss, and incomplete reporting of tag recoveries.
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Quasar microlensing models with constraints on the Quasar light curves
NASA Astrophysics Data System (ADS)
Tie, S. S.; Kochanek, C. S.
2018-01-01
Quasar microlensing analyses implicitly generate a model of the variability of the source quasar. The implied source variability may be unrealistic yet its likelihood is generally not evaluated. We used the damped random walk (DRW) model for quasar variability to evaluate the likelihood of the source variability and applied the revized algorithm to a microlensing analysis of the lensed quasar RX J1131-1231. We compared estimates of the size of the quasar disc and the average stellar mass of the lens galaxy with and without applying the DRW likelihoods for the source variability model and found no significant effect on the estimated physical parameters. The most likely explanation is that unreliastic source light-curve models are generally associated with poor microlensing fits that already make a negligible contribution to the probability distributions of the derived parameters.
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Estimation of Multinomial Probabilities.
1978-11-01
1971) and Alam (1978) have shown that the maximum likelihood estimator is admissible with respect to the quadratic loss. Steinhaus (1957) and Trybula...appear). Johnson, B. Mck. (1971). On admissible estimators for certain fixed sample binomial populations. Ann. Math. Statist. 92, 1579-1587. Steinhaus , H
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Fitting power-laws in empirical data with estimators that work for all exponents
Hanel, Rudolf; Corominas-Murtra, Bernat; Liu, Bo; Thurner, Stefan
2017-01-01
Most standard methods based on maximum likelihood (ML) estimates of power-law exponents can only be reliably used to identify exponents smaller than minus one. The argument that power laws are otherwise not normalizable, depends on the underlying sample space the data is drawn from, and is true only for sample spaces that are unbounded from above. Power-laws obtained from bounded sample spaces (as is the case for practically all data related problems) are always free of such limitations and maximum likelihood estimates can be obtained for arbitrary powers without restrictions. Here we first derive the appropriate ML estimator for arbitrary exponents of power-law distributions on bounded discrete sample spaces. We then show that an almost identical estimator also works perfectly for continuous data. We implemented this ML estimator and discuss its performance with previous attempts. We present a general recipe of how to use these estimators and present the associated computer codes. PMID:28245249
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Fang, Yun; Wu, Hulin; Zhu, Li-Xing
2011-07-01
We propose a two-stage estimation method for random coefficient ordinary differential equation (ODE) models. A maximum pseudo-likelihood estimator (MPLE) is derived based on a mixed-effects modeling approach and its asymptotic properties for population parameters are established. The proposed method does not require repeatedly solving ODEs, and is computationally efficient although it does pay a price with the loss of some estimation efficiency. However, the method does offer an alternative approach when the exact likelihood approach fails due to model complexity and high-dimensional parameter space, and it can also serve as a method to obtain the starting estimates for more accurate estimation methods. In addition, the proposed method does not need to specify the initial values of state variables and preserves all the advantages of the mixed-effects modeling approach. The finite sample properties of the proposed estimator are studied via Monte Carlo simulations and the methodology is also illustrated with application to an AIDS clinical data set.
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Cohn, Timothy A.
2005-01-01
This paper presents an adjusted maximum likelihood estimator (AMLE) that can be used to estimate fluvial transport of contaminants, like phosphorus, that are subject to censoring because of analytical detection limits. The AMLE is a generalization of the widely accepted minimum variance unbiased estimator (MVUE), and Monte Carlo experiments confirm that it shares essentially all of the MVUE's desirable properties, including high efficiency and negligible bias. In particular, the AMLE exhibits substantially less bias than alternative censored‐data estimators such as the MLE (Tobit) or the MLE followed by a jackknife. As with the MLE and the MVUE the AMLE comes close to achieving the theoretical Frechet‐Cramér‐Rao bounds on its variance. This paper also presents a statistical framework, applicable to both censored and complete data, for understanding and estimating the components of uncertainty associated with load estimates. This can serve to lower the cost and improve the efficiency of both traditional and real‐time water quality monitoring.
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Unclassified Publications of Lincoln Laboratory, 1 January - 31 December 1990. Volume 16
1990-12-31
Apr. 1990 ADA223419 Hopped Communication Systems with Nonuniform Hopping Distributions 880 Bistatic Radar Cross Section of a Fenn, A.J. 2 May1990...EXPERIMENT JA-6241 MS-8424 LUNAR PERTURBATION MAXIMUM LIKELIHOOD ALGORITHM JA-6241 JA-6467 LWIR SPECTRAL BAND MAXIMUM LIKELIHOOD ESTIMATOR JA-6476 MS-8466
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Using the β-binomial distribution to characterize forest health
S.J. Zarnoch; R.L. Anderson; R.M. Sheffield
1995-01-01
The β-binomial distribution is suggested as a model for describing and analyzing the dichotomous data obtained from programs monitoring the health of forests in the United States. Maximum likelihood estimation of the parameters is given as well as asymptotic likelihood ratio tests. The procedure is illustrated with data on dogwood anthracnose infection (caused...
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Power and Sample Size Calculations for Logistic Regression Tests for Differential Item Functioning
ERIC Educational Resources Information Center
Li, Zhushan
2014-01-01
Logistic regression is a popular method for detecting uniform and nonuniform differential item functioning (DIF) effects. Theoretical formulas for the power and sample size calculations are derived for likelihood ratio tests and Wald tests based on the asymptotic distribution of the maximum likelihood estimators for the logistic regression model.…
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Bias and Efficiency in Structural Equation Modeling: Maximum Likelihood versus Robust Methods
ERIC Educational Resources Information Center
Zhong, Xiaoling; Yuan, Ke-Hai
2011-01-01
In the structural equation modeling literature, the normal-distribution-based maximum likelihood (ML) method is most widely used, partly because the resulting estimator is claimed to be asymptotically unbiased and most efficient. However, this may not hold when data deviate from normal distribution. Outlying cases or nonnormally distributed data,…
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High-Dimensional Exploratory Item Factor Analysis by a Metropolis-Hastings Robbins-Monro Algorithm
ERIC Educational Resources Information Center
Cai, Li
2010-01-01
A Metropolis-Hastings Robbins-Monro (MH-RM) algorithm for high-dimensional maximum marginal likelihood exploratory item factor analysis is proposed. The sequence of estimates from the MH-RM algorithm converges with probability one to the maximum likelihood solution. Details on the computer implementation of this algorithm are provided. The…
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A time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for ...
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Berglund, Lars; Garmo, Hans; Lindbäck, Johan; Svärdsudd, Kurt; Zethelius, Björn
2008-09-30
The least-squares estimator of the slope in a simple linear regression model is biased towards zero when the predictor is measured with random error. A corrected slope may be estimated by adding data from a reliability study, which comprises a subset of subjects from the main study. The precision of this corrected slope depends on the design of the reliability study and estimator choice. Previous work has assumed that the reliability study constitutes a random sample from the main study. A more efficient design is to use subjects with extreme values on their first measurement. Previously, we published a variance formula for the corrected slope, when the correction factor is the slope in the regression of the second measurement on the first. In this paper we show that both designs improve by maximum likelihood estimation (MLE). The precision gain is explained by the inclusion of data from all subjects for estimation of the predictor's variance and by the use of the second measurement for estimation of the covariance between response and predictor. The gain of MLE enhances with stronger true relationship between response and predictor and with lower precision in the predictor measurements. We present a real data example on the relationship between fasting insulin, a surrogate marker, and true insulin sensitivity measured by a gold-standard euglycaemic insulin clamp, and simulations, where the behavior of profile-likelihood-based confidence intervals is examined. MLE was shown to be a robust estimator for non-normal distributions and efficient for small sample situations. Copyright (c) 2008 John Wiley & Sons, Ltd.
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Estimation Methods for One-Parameter Testlet Models
ERIC Educational Resources Information Center
Jiao, Hong; Wang, Shudong; He, Wei
2013-01-01
This study demonstrated the equivalence between the Rasch testlet model and the three-level one-parameter testlet model and explored the Markov Chain Monte Carlo (MCMC) method for model parameter estimation in WINBUGS. The estimation accuracy from the MCMC method was compared with those from the marginalized maximum likelihood estimation (MMLE)…
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Likelihood Ratios for Glaucoma Diagnosis Using Spectral Domain Optical Coherence Tomography
Lisboa, Renato; Mansouri, Kaweh; Zangwill, Linda M.; Weinreb, Robert N.; Medeiros, Felipe A.
2014-01-01
Purpose To present a methodology for calculating likelihood ratios for glaucoma diagnosis for continuous retinal nerve fiber layer (RNFL) thickness measurements from spectral domain optical coherence tomography (spectral-domain OCT). Design Observational cohort study. Methods 262 eyes of 187 patients with glaucoma and 190 eyes of 100 control subjects were included in the study. Subjects were recruited from the Diagnostic Innovations Glaucoma Study. Eyes with preperimetric and perimetric glaucomatous damage were included in the glaucoma group. The control group was composed of healthy eyes with normal visual fields from subjects recruited from the general population. All eyes underwent RNFL imaging with Spectralis spectral-domain OCT. Likelihood ratios for glaucoma diagnosis were estimated for specific global RNFL thickness measurements using a methodology based on estimating the tangents to the Receiver Operating Characteristic (ROC) curve. Results Likelihood ratios could be determined for continuous values of average RNFL thickness. Average RNFL thickness values lower than 86μm were associated with positive LRs, i.e., LRs greater than 1; whereas RNFL thickness values higher than 86μm were associated with negative LRs, i.e., LRs smaller than 1. A modified Fagan nomogram was provided to assist calculation of post-test probability of disease from the calculated likelihood ratios and pretest probability of disease. Conclusion The methodology allowed calculation of likelihood ratios for specific RNFL thickness values. By avoiding arbitrary categorization of test results, it potentially allows for an improved integration of test results into diagnostic clinical decision-making. PMID:23972303
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Hands, B; Parker, H E; Rose, E; Larkin, D
2016-03-01
Perceptions of the effects of physical activity could facilitate or deter future participation. This study explored the differences between gender and motor competence at 14 years of age in the perceptions of likelihood and importance of physical activity outcomes. The sample comprised 1582 14-year-old adolescents (769 girls) from the Western Australian Pregnancy Cohort (Raine) Study. Four motor competence groups were formed from a standardized Neuromuscular Developmental Index score (McCarron 1997). Perceptions of the likelihood and the importance of 15 physical activity outcomes were measured by a questionnaire developed for the NSW Schools Fitness and Physical Activity Survey (Booth et al. 1997). Gender (two) × motor competence (four) analyses of variance and Tukey post hoc were conducted on outcome scores (P < 0.02) using SPSS version 17. Gender differences were found in the perceived likelihood and importance of physical activity outcomes within competition, social friendships and injury domains. Motor competence was significant in the perceived likelihood of physical health (P < 0.001), psychosocial (P < 0.009) and competition (P < 0.002) outcomes, with lower perceptions by the least competent groups. Significantly lower importance was perceived for academic outcomes for 14 year olds categorized with low compared with high motor competence (P < 0.005). Regardless of motor competence and gender, the same health and fun outcomes were ranked the highest in likelihood and the highest in importance. Although level of motor competence at 14 years affected the perceived likelihood of health, social and fun outcomes from future participation in physical activity, adolescents highly valued these outcomes, whereas gender affected competition and winning, outcomes that were less valued. Physical activity that promotes these key and valued outcomes may encourage young people's ongoing involvement in physical activity, especially for those at risk of low participation. © 2015 John Wiley & Sons Ltd.
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MIXOR: a computer program for mixed-effects ordinal regression analysis.
Hedeker, D; Gibbons, R D
1996-03-01
MIXOR provides maximum marginal likelihood estimates for mixed-effects ordinal probit, logistic, and complementary log-log regression models. These models can be used for analysis of dichotomous and ordinal outcomes from either a clustered or longitudinal design. For clustered data, the mixed-effects model assumes that data within clusters are dependent. The degree of dependency is jointly estimated with the usual model parameters, thus adjusting for dependence resulting from clustering of the data. Similarly, for longitudinal data, the mixed-effects approach can allow for individual-varying intercepts and slopes across time, and can estimate the degree to which these time-related effects vary in the population of individuals. MIXOR uses marginal maximum likelihood estimation, utilizing a Fisher-scoring solution. For the scoring solution, the Cholesky factor of the random-effects variance-covariance matrix is estimated, along with the effects of model covariates. Examples illustrating usage and features of MIXOR are provided.
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Optimism following a tornado disaster.
Suls, Jerry; Rose, Jason P; Windschitl, Paul D; Smith, Andrew R
2013-05-01
Effects of exposure to a severe weather disaster on perceived future vulnerability were assessed in college students, local residents contacted through random-digit dialing, and community residents of affected versus unaffected neighborhoods. Students and community residents reported being less vulnerable than their peers at 1 month, 6 months, and 1 year after the disaster. In Studies 1 and 2, absolute risk estimates were more optimistic with time, whereas comparative vulnerability was stable. Residents of affected neighborhoods (Study 3), surprisingly, reported less comparative vulnerability and lower "gut-level" numerical likelihood estimates at 6 months, but later their estimates resembled the unaffected residents. Likelihood estimates (10%-12%), however, exceeded the 1% risk calculated by storm experts, and gut-level versus statistical-level estimates were more optimistic. Although people believed they had approximately a 1-in-10 chance of injury from future tornadoes (i.e., an overestimate), they thought their risk was lower than peers.
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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.
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Zou, W; Ouyang, H
2016-02-01
We propose a multiple estimation adjustment (MEA) method to correct effect overestimation due to selection bias from a hypothesis-generating study (HGS) in pharmacogenetics. MEA uses a hierarchical Bayesian approach to model individual effect estimates from maximal likelihood estimation (MLE) in a region jointly and shrinks them toward the regional effect. Unlike many methods that model a fixed selection scheme, MEA capitalizes on local multiplicity independent of selection. We compared mean square errors (MSEs) in simulated HGSs from naive MLE, MEA and a conditional likelihood adjustment (CLA) method that model threshold selection bias. We observed that MEA effectively reduced MSE from MLE on null effects with or without selection, and had a clear advantage over CLA on extreme MLE estimates from null effects under lenient threshold selection in small samples, which are common among 'top' associations from a pharmacogenetics HGS.
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Estimation of parameters of dose volume models and their confidence limits
NASA Astrophysics Data System (ADS)
van Luijk, P.; Delvigne, T. C.; Schilstra, C.; Schippers, J. M.
2003-07-01
Predictions of the normal-tissue complication probability (NTCP) for the ranking of treatment plans are based on fits of dose-volume models to clinical and/or experimental data. In the literature several different fit methods are used. In this work frequently used methods and techniques to fit NTCP models to dose response data for establishing dose-volume effects, are discussed. The techniques are tested for their usability with dose-volume data and NTCP models. Different methods to estimate the confidence intervals of the model parameters are part of this study. From a critical-volume (CV) model with biologically realistic parameters a primary dataset was generated, serving as the reference for this study and describable by the NTCP model. The CV model was fitted to this dataset. From the resulting parameters and the CV model, 1000 secondary datasets were generated by Monte Carlo simulation. All secondary datasets were fitted to obtain 1000 parameter sets of the CV model. Thus the 'real' spread in fit results due to statistical spreading in the data is obtained and has been compared with estimates of the confidence intervals obtained by different methods applied to the primary dataset. The confidence limits of the parameters of one dataset were estimated using the methods, employing the covariance matrix, the jackknife method and directly from the likelihood landscape. These results were compared with the spread of the parameters, obtained from the secondary parameter sets. For the estimation of confidence intervals on NTCP predictions, three methods were tested. Firstly, propagation of errors using the covariance matrix was used. Secondly, the meaning of the width of a bundle of curves that resulted from parameters that were within the one standard deviation region in the likelihood space was investigated. Thirdly, many parameter sets and their likelihood were used to create a likelihood-weighted probability distribution of the NTCP. It is concluded that for the type of dose response data used here, only a full likelihood analysis will produce reliable results. The often-used approximations, such as the usage of the covariance matrix, produce inconsistent confidence limits on both the parameter sets and the resulting NTCP values.
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Total energy expenditure estimated using foot-ground contact pedometry.
Hoyt, Reed W; Buller, Mark J; Santee, William R; Yokota, Miyo; Weyand, Peter G; Delany, James P
2004-02-01
Routine walking and running, by increasing daily total energy expenditure (TEE), can play a significant role in reducing the likelihood of obesity. The objective of this field study was to compare TEE estimated using foot-ground contact time (Tc)-pedometry (TEE(PEDO)) with that measured by the criterion doubly labeled water (DLW) method. Eight male U.S. Marine test volunteers [27 +/- 4 years of age (mean +/- SD); weight = 83.2 +/- 10.7 kg; height = 182.2 +/- 4.5 cm; body fat = 17.0 +/- 2.9%] engaged in a field training exercise were studied over 2 days. TEE(PEDO) was defined as (calculated resting energy expenditure + estimated thermic effect of food + metabolic cost of physical activity), where physical activity was estimated by Tc-pedometry. Tc-pedometry was used to differentiate inactivity, activity other than exercise (i.e., non-exercise activity thermogenesis, or NEAT), and the metabolic cost of locomotion (M(LOCO)), where M(LOCO) was derived from total weight (body weight + load weight) and accelerometric measurements of Tc. TEE(PEDO) data were compared with TEEs measured by the DLW (2H2(18)O) method (TEE(DLW)): TEE(DLW) = 15.27 +/- 1.65 MJ/day and TEE(PEDO) = 15.29 +/- 0.83 MJ/day. Mean bias (i.e., TEE(PEDO) - TEE(DLW)) was 0.02 MJ, and mean error (SD of individual differences between TEE(PEDO) and TEE(DLW)) was 1.83 MJ. The Tc-pedometry method provided a valid estimate of the average TEE of a small group of physically active subjects where walking was the dominant activity.
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Task Performance with List-Mode Data
NASA Astrophysics Data System (ADS)
Caucci, Luca
This dissertation investigates the application of list-mode data to detection, estimation, and image reconstruction problems, with an emphasis on emission tomography in medical imaging. We begin by introducing a theoretical framework for list-mode data and we use it to define two observers that operate on list-mode data. These observers are applied to the problem of detecting a signal (known in shape and location) buried in a random lumpy background. We then consider maximum-likelihood methods for the estimation of numerical parameters from list-mode data, and we characterize the performance of these estimators via the so-called Fisher information matrix. Reconstruction from PET list-mode data is then considered. In a process we called "double maximum-likelihood" reconstruction, we consider a simple PET imaging system and we use maximum-likelihood methods to first estimate a parameter vector for each pair of gamma-ray photons that is detected by the hardware. The collection of these parameter vectors forms a list, which is then fed to another maximum-likelihood algorithm for volumetric reconstruction over a grid of voxels. Efficient parallel implementation of the algorithms discussed above is then presented. In this work, we take advantage of two low-cost, mass-produced computing platforms that have recently appeared on the market, and we provide some details on implementing our algorithms on these devices. We conclude this dissertation work by elaborating on a possible application of list-mode data to X-ray digital mammography. We argue that today's CMOS detectors and computing platforms have become fast enough to make X-ray digital mammography list-mode data acquisition and processing feasible.
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ESTIMATING PROPORTION OF AREA OCCUPIED UNDER COMPLEX SURVEY DESIGNS
Estimating proportion of sites occupied, or proportion of area occupied (PAO) is a common problem in environmental studies. Typically, field surveys do not ensure that occupancy of a site is made with perfect detection. Maximum likelihood estimation of site occupancy rates when...
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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.
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Weiss, Petr; Brody, Stuart
2009-01-01
It has been asserted that women's likelihood or consistency of partnered orgasm (her orgasm as a result of sexual activities with a partner) is determined by duration of foreplay, but not by duration of penile-vaginal intercourse. The objective was to examine the extent to which women's likelihood or consistency of partnered orgasm is associated with duration of foreplay, duration of penile-vaginal intercourse, and age. In a representative sample of the Czech population, 2,360 women reported their consistency of orgasm with a partner (from "never" to "almost every time"), and estimates of their typical durations of foreplay and of penile-vaginal intercourse. The association of consistency of partnered orgasm with typical durations of both foreplay and penile-vaginal intercourse. In univariate analyses, consistency of partnered orgasm was more associated with penile-vaginal intercourse duration than with foreplay duration (consistency also correlated negatively with age). In multivariate analysis, foreplay ceased to be a significant correlate of partnered orgasm consistency (the exclusion of respondents reporting a penile-vaginal intercourse duration of 1 minute or less did not alter the results). When both sexual activity categories are examined in tandem on a population level, women's likelihood or consistency of partnered orgasm is associated with penile-vaginal intercourse duration, but not with foreplay duration. In contrast to the assumptions of many sex therapists and educators, more attention should be given to improve the quality and duration of penile-vaginal intercourse rather than foreplay.
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Zika and Chikungunya virus detection in naturally infected Aedes aegypti in Ecuador.
Cevallos, Varsovia; Ponce, Patricio; Waggoner, Jesse J; Pinsky, Benjamin A; Coloma, Josefina; Quiroga, Cristina; Morales, Diego; Cárdenas, Maria José
2018-01-01
The wide and rapid spread of Chikungunya (CHIKV) and Zika (ZIKV) viruses represent a global public health problem, especially for tropical and subtropical environments. The early detection of CHIKV and ZIKV in mosquitoes may help to understand the dynamics of the diseases in high-risk areas, and to design data based epidemiological surveillance to activate the preparedness and response of the public health system and vector control programs. This study was done to detect ZIKV and CHIKV viruses in naturally infected fed female Aedes aegypti (L.) mosquitoes from active epidemic urban areas in Ecuador. Pools (n=193; 22 pools) and individuals (n=22) of field collected Ae. aegypti mosquitoes from high-risk arboviruses infection sites in Ecuador were analyzed for the presence of CHIKV and ZIKV using RT-PCR. Phylogenetic analysis demonstrated that both ZIKV and CHIKV viruses circulating in Ecuador correspond to the Asian lineages. Minimum infection rate (MIR) of CHIKV for Esmeraldas city was 2.3% and the maximum likelihood estimation (MLE) was 3.3%. The minimum infection rate (MIR) of ZIKV for Portoviejo city was 5.3% and for Manta city was 2.1%. Maximum likelihood estimation (MLE) for Portoviejo city was 6.9% and 2.6% for Manta city. Detection of arboviruses and infection rates in the arthropod vectors may help to predict an outbreak and serve as a warning tool in surveillance programs. Copyright © 2017 Elsevier B.V. All rights reserved.
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Benoit, Roland G; Schacter, Daniel L
2015-08-01
It has been suggested that the simulation of hypothetical episodes and the recollection of past episodes are supported by fundamentally the same set of brain regions. The present article specifies this core network via Activation Likelihood Estimation (ALE). Specifically, a first meta-analysis revealed joint engagement of expected core-network regions during episodic memory and episodic simulation. These include parts of the medial surface, the hippocampus and parahippocampal cortex within the medial temporal lobes, and the temporal and inferior posterior parietal cortices on the lateral surface. Both capacities also jointly recruited additional regions such as parts of the bilateral dorsolateral prefrontal cortex. All of these core regions overlapped with the default network. Moreover, it has further been suggested that episodic simulation may require a stronger engagement of some of the core network's nodes as well as the recruitment of additional brain regions supporting control functions. A second ALE meta-analysis indeed identified such regions that were consistently more strongly engaged during episodic simulation than episodic memory. These comprised the core-network clusters located in the left dorsolateral prefrontal cortex and posterior inferior parietal lobe and other structures distributed broadly across the default and fronto-parietal control networks. Together, the analyses determine the set of brain regions that allow us to experience past and hypothetical episodes, thus providing an important foundation for studying the regions' specialized contributions and interactions. Copyright © 2015 Elsevier Ltd. All rights reserved.
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An Investigation of the Standard Errors of Expected A Posteriori Ability Estimates.
ERIC Educational Resources Information Center
De Ayala, R. J.; And Others
Expected a posteriori has a number of advantages over maximum likelihood estimation or maximum a posteriori (MAP) estimation methods. These include ability estimates (thetas) for all response patterns, less regression towards the mean than MAP ability estimates, and a lower average squared error. R. D. Bock and R. J. Mislevy (1982) state that the…
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Poisson point process modeling for polyphonic music transcription.
Peeling, Paul; Li, Chung-fai; Godsill, Simon
2007-04-01
Peaks detected in the frequency domain spectrum of a musical chord are modeled as realizations of a nonhomogeneous Poisson point process. When several notes are superimposed to make a chord, the processes for individual notes combine to give another Poisson process, whose likelihood is easily computable. This avoids a data association step linking individual harmonics explicitly with detected peaks in the spectrum. The likelihood function is ideal for Bayesian inference about the unknown note frequencies in a chord. Here, maximum likelihood estimation of fundamental frequencies shows very promising performance on real polyphonic piano music recordings.
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Chaudhuri, Shomesh E; Merfeld, Daniel M
2013-03-01
Psychophysics generally relies on estimating a subject's ability to perform a specific task as a function of an observed stimulus. For threshold studies, the fitted functions are called psychometric functions. While fitting psychometric functions to data acquired using adaptive sampling procedures (e.g., "staircase" procedures), investigators have encountered a bias in the spread ("slope" or "threshold") parameter that has been attributed to the serial dependency of the adaptive data. Using simulations, we confirm this bias for cumulative Gaussian parametric maximum likelihood fits on data collected via adaptive sampling procedures, and then present a bias-reduced maximum likelihood fit that substantially reduces the bias without reducing the precision of the spread parameter estimate and without reducing the accuracy or precision of the other fit parameters. As a separate topic, we explain how to implement this bias reduction technique using generalized linear model fits as well as other numeric maximum likelihood techniques such as the Nelder-Mead simplex. We then provide a comparison of the iterative bootstrap and observed information matrix techniques for estimating parameter fit variance from adaptive sampling procedure data sets. The iterative bootstrap technique is shown to be slightly more accurate; however, the observed information technique executes in a small fraction (0.005 %) of the time required by the iterative bootstrap technique, which is an advantage when a real-time estimate of parameter fit variance is required.
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Reliability-Weighted Integration of Audiovisual Signals Can Be Modulated by Top-down Attention
Noppeney, Uta
2018-01-01
Abstract Behaviorally, it is well established that human observers integrate signals near-optimally weighted in proportion to their reliabilities as predicted by maximum likelihood estimation. Yet, despite abundant behavioral evidence, it is unclear how the human brain accomplishes this feat. In a spatial ventriloquist paradigm, participants were presented with auditory, visual, and audiovisual signals and reported the location of the auditory or the visual signal. Combining psychophysics, multivariate functional MRI (fMRI) decoding, and models of maximum likelihood estimation (MLE), we characterized the computational operations underlying audiovisual integration at distinct cortical levels. We estimated observers’ behavioral weights by fitting psychometric functions to participants’ localization responses. Likewise, we estimated the neural weights by fitting neurometric functions to spatial locations decoded from regional fMRI activation patterns. Our results demonstrate that low-level auditory and visual areas encode predominantly the spatial location of the signal component of a region’s preferred auditory (or visual) modality. By contrast, intraparietal sulcus forms spatial representations by integrating auditory and visual signals weighted by their reliabilities. Critically, the neural and behavioral weights and the variance of the spatial representations depended not only on the sensory reliabilities as predicted by the MLE model but also on participants’ modality-specific attention and report (i.e., visual vs. auditory). These results suggest that audiovisual integration is not exclusively determined by bottom-up sensory reliabilities. Instead, modality-specific attention and report can flexibly modulate how intraparietal sulcus integrates sensory signals into spatial representations to guide behavioral responses (e.g., localization and orienting). PMID:29527567
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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.
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Likelihood of Suicidality at Varying Levels of Depression Severity: A Re-Analysis of NESARC Data
ERIC Educational Resources Information Center
Uebelacker, Lisa A.; Strong, David; Weinstock, Lauren M.; Miller, Ivan W.
2010-01-01
Although it is clear that increasing depression severity is associated with more risk for suicidality, less is known about at what levels of depression severity the risk for different suicide symptoms increases. We used item response theory to estimate the likelihood of endorsing suicide symptoms across levels of depression severity in an…
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Adult Age Differences in Frequency Estimations of Happy and Angry Faces
ERIC Educational Resources Information Center
Nikitin, Jana; Freund, Alexandra M.
2015-01-01
With increasing age, the ratio of gains to losses becomes more negative, which is reflected in expectations that positive events occur with a high likelihood in young adulthood, whereas negative events occur with a high likelihood in old age. Little is known about expectations of social events. Given that younger adults are motivated to establish…
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Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM
ERIC Educational Resources Information Center
Voelkle, Manuel C.; Oud, Johan H. L.; von Oertzen, Timo; Lindenberger, Ulman
2012-01-01
This article has 3 objectives that build on each other. First, we demonstrate how to obtain maximum likelihood estimates for dynamic factor models (the direct autoregressive factor score model) with arbitrary "T" and "N" by means of structural equation modeling (SEM) and compare the approach to existing methods. Second, we go beyond standard time…
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Robust Methods for Moderation Analysis with a Two-Level Regression Model.
Yang, Miao; Yuan, Ke-Hai
2016-01-01
Moderation analysis has many applications in social sciences. Most widely used estimation methods for moderation analysis assume that errors are normally distributed and homoscedastic. When these assumptions are not met, the results from a classical moderation analysis can be misleading. For more reliable moderation analysis, this article proposes two robust methods with a two-level regression model when the predictors do not contain measurement error. One method is based on maximum likelihood with Student's t distribution and the other is based on M-estimators with Huber-type weights. An algorithm for obtaining the robust estimators is developed. Consistent estimates of standard errors of the robust estimators are provided. The robust approaches are compared against normal-distribution-based maximum likelihood (NML) with respect to power and accuracy of parameter estimates through a simulation study. Results show that the robust approaches outperform NML under various distributional conditions. Application of the robust methods is illustrated through a real data example. An R program is developed and documented to facilitate the application of the robust methods.
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A comparison of minimum distance and maximum likelihood techniques for proportion estimation
NASA Technical Reports Server (NTRS)
Woodward, W. A.; Schucany, W. R.; Lindsey, H.; Gray, H. L.
1982-01-01
The estimation of mixing proportions P sub 1, P sub 2,...P sub m in the mixture density f(x) = the sum of the series P sub i F sub i(X) with i = 1 to M is often encountered in agricultural remote sensing problems in which case the p sub i's usually represent crop proportions. In these remote sensing applications, component densities f sub i(x) have typically been assumed to be normally distributed, and parameter estimation has been accomplished using maximum likelihood (ML) techniques. Minimum distance (MD) estimation is examined as an alternative to ML where, in this investigation, both procedures are based upon normal components. Results indicate that ML techniques are superior to MD when component distributions actually are normal, while MD estimation provides better estimates than ML under symmetric departures from normality. When component distributions are not symmetric, however, it is seen that neither of these normal based techniques provides satisfactory results.
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A composite likelihood approach for spatially correlated survival data
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory. PMID:24223450
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A composite likelihood approach for spatially correlated survival data.
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory.
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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.
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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.
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A Test-Length Correction to the Estimation of Extreme Proficiency Levels
ERIC Educational Resources Information Center
Magis, David; Beland, Sebastien; Raiche, Gilles
2011-01-01
In this study, the estimation of extremely large or extremely small proficiency levels, given the item parameters of a logistic item response model, is investigated. On one hand, the estimation of proficiency levels by maximum likelihood (ML), despite being asymptotically unbiased, may yield infinite estimates. On the other hand, with an…
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An Empirical Comparison of Heterogeneity Variance Estimators in 12,894 Meta-Analyses
ERIC Educational Resources Information Center
Langan, Dean; Higgins, Julian P. T.; Simmonds, Mark
2015-01-01
Heterogeneity in meta-analysis is most commonly estimated using a moment-based approach described by DerSimonian and Laird. However, this method has been shown to produce biased estimates. Alternative methods to estimate heterogeneity include the restricted maximum likelihood approach and those proposed by Paule and Mandel, Sidik and Jonkman, and…
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A Class of Factor Analysis Estimation Procedures with Common Asymptotic Sampling Properties
ERIC Educational Resources Information Center
Swain, A. J.
1975-01-01
Considers a class of estimation procedures for the factor model. The procedures are shown to yield estimates possessing the same asymptotic sampling properties as those from estimation by maximum likelihood or generalized last squares, both special members of the class. General expressions for the derivatives needed for Newton-Raphson…
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Comparisons of Four Methods for Estimating a Dynamic Factor Model
ERIC Educational Resources Information Center
Zhang, Zhiyong; Hamaker, Ellen L.; Nesselroade, John R.
2008-01-01
Four methods for estimating a dynamic factor model, the direct autoregressive factor score (DAFS) model, are evaluated and compared. The first method estimates the DAFS model using a Kalman filter algorithm based on its state space model representation. The second one employs the maximum likelihood estimation method based on the construction of a…
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Wynant, Willy; Abrahamowicz, Michal
2016-11-01
Standard optimization algorithms for maximizing likelihood may not be applicable to the estimation of those flexible multivariable models that are nonlinear in their parameters. For applications where the model's structure permits separating estimation of mutually exclusive subsets of parameters into distinct steps, we propose the alternating conditional estimation (ACE) algorithm. We validate the algorithm, in simulations, for estimation of two flexible extensions of Cox's proportional hazards model where the standard maximum partial likelihood estimation does not apply, with simultaneous modeling of (1) nonlinear and time-dependent effects of continuous covariates on the hazard, and (2) nonlinear interaction and main effects of the same variable. We also apply the algorithm in real-life analyses to estimate nonlinear and time-dependent effects of prognostic factors for mortality in colon cancer. Analyses of both simulated and real-life data illustrate good statistical properties of the ACE algorithm and its ability to yield new potentially useful insights about the data structure. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
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Chan, Aaron C.; Srinivasan, Vivek J.
2013-01-01
In optical coherence tomography (OCT) and ultrasound, unbiased Doppler frequency estimators with low variance are desirable for blood velocity estimation. Hardware improvements in OCT mean that ever higher acquisition rates are possible, which should also, in principle, improve estimation performance. Paradoxically, however, the widely used Kasai autocorrelation estimator’s performance worsens with increasing acquisition rate. We propose that parametric estimators based on accurate models of noise statistics can offer better performance. We derive a maximum likelihood estimator (MLE) based on a simple additive white Gaussian noise model, and show that it can outperform the Kasai autocorrelation estimator. In addition, we also derive the Cramer Rao lower bound (CRLB), and show that the variance of the MLE approaches the CRLB for moderate data lengths and noise levels. We note that the MLE performance improves with longer acquisition time, and remains constant or improves with higher acquisition rates. These qualities may make it a preferred technique as OCT imaging speed continues to improve. Finally, our work motivates the development of more general parametric estimators based on statistical models of decorrelation noise. PMID:23446044
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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.
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Richards, V. M.; Dai, W.
2014-01-01
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. PMID:24671826
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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.
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Parent-Child Communication and Marijuana Initiation: Evidence Using Discrete-Time Survival Analysis
Nonnemaker, James M.; Silber-Ashley, Olivia; Farrelly, Matthew C.; Dench, Daniel
2012-01-01
This study supplements existing literature on the relationship between parent-child communication and adolescent drug use by exploring whether parental and/or adolescent recall of specific drug-related conversations differentially impact youth's likelihood of initiating marijuana use. Using discrete-time survival analysis, we estimated the hazard of marijuana initiation using a logit model to obtain an estimate of the relative risk of initiation. Our results suggest that parent-child communication about drug use is either not protective (no effect) or—in the case of youth reports of communication—potentially harmful (leading to increased likelihood of marijuana initiation). PMID:22958867
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PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.
Vecchia, A.V.
1985-01-01
Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.
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NASA Technical Reports Server (NTRS)
Battin, R. H.; Croopnick, S. R.; Edwards, J. A.
1977-01-01
The formulation of a recursive maximum likelihood navigation system employing reference position and velocity vectors as state variables is presented. Convenient forms of the required variational equations of motion are developed together with an explicit form of the associated state transition matrix needed to refer measurement data from the measurement time to the epoch time. Computational advantages accrue from this design in that the usual forward extrapolation of the covariance matrix of estimation errors can be avoided without incurring unacceptable system errors. Simulation data for earth orbiting satellites are provided to substantiate this assertion.
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Gaussian copula as a likelihood function for environmental models
NASA Astrophysics Data System (ADS)
Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.
2017-12-01
Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.
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Kohler, Pamela K; Manhart, Lisa E; Lafferty, William E
2008-04-01
The role that sex education plays in the initiation of sexual activity and risk of teen pregnancy and sexually transmitted disease (STD) is controversial in the United States. Despite several systematic reviews, few epidemiologic evaluations of the effectiveness of these programs on a population level have been conducted. Among never-married heterosexual adolescents, aged 15-19 years, who participated in Cycle 6 (2002) of the National Survey of Family Growth and reported on formal sex education received before their first sexual intercourse (n = 1719), we compared the sexual health risks of adolescents who received abstinence-only and comprehensive sex education to those of adolescents who received no formal sex education. Weighted multivariate logistic regression generated population-based estimates. Adolescents who received comprehensive sex education were significantly less likely to report teen pregnancy (OR(adj) = .4, 95% CI = .22- .69, p = .001) than those who received no formal sex education, whereas there was no significant effect of abstinence-only education (OR(adj) = .7, 95% CI = .38-1.45, p = .38). Abstinence-only education did not reduce the likelihood of engaging in vaginal intercourse (OR(adj) = .8, 95% CI = .51-1.31, p = .40), but comprehensive sex education was marginally associated with a lower likelihood of reporting having engaged in vaginal intercourse (OR(adj) = .7, 95% CI = .49-1.02, p = .06). Neither abstinence-only nor comprehensive sex education significantly reduced the likelihood of reported STD diagnoses (OR(adj) = 1.7, 95% CI = .57-34.76, p = .36 and OR(adj) = 1.8, 95% CI = .67-5.00, p = .24 respectively). Teaching about contraception was not associated with increased risk of adolescent sexual activity or STD. Adolescents who received comprehensive sex education had a lower risk of pregnancy than adolescents who received abstinence-only or no sex education.
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Environmental And Psychological Correlates of Older Adult’s Active Commuting
Panter, Jenna; Jones, Andrew; van Sluijs, Esther; Griffin, Simon; Wareham, Nicholas
2013-01-01
Purpose This study explored the environmental and psychological correlates of active commuting in a sample of adults from the European Prospective Investigation into Cancer (EPIC) Norfolk cohort. Methods Members of the cohort who were in employment, lived within 10km of work, and did not report a limitation that precluded walking were included in this analysis. Psychological factors, perceptions of the neighbourhood environment and travel mode to work were reported using questionnaires. Neighbourhood and route environmental characteristics were estimated objectively using a Geographical Information System. The mediating effects of psychological factors were assessed using a series of regression models. Results 1279 adults (mean age of 60.4 years SD=5.4) were included in this analysis, of which, 25% actively commuted to work. In multivariable regression analyses, those who reported strong habits for walking or cycling were more likely to actively commute, whilst those living 4-10km from work were less likely to actively commute. In addition, living in a rural area was associated with a decreased likelihood of men’s active commuting and in women, living in a neighbourhood with high road density and having a route to work which was not on a main or secondary road was associated with an increased likelihood of active commuting. There was weak evidence that habit acted to partly mediate the associations between environmental correlates and active commuting in both sexes. Conclusions The findings suggest that interventions designed to encourage the development of habitual behaviours for active commuting may be effective, especially amongst those living close to work. PMID:21131863
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Competition between learned reward and error outcome predictions in anterior cingulate cortex.
Alexander, William H; Brown, Joshua W
2010-02-15
The anterior cingulate cortex (ACC) is implicated in performance monitoring and cognitive control. Non-human primate studies of ACC show prominent reward signals, but these are elusive in human studies, which instead show mainly conflict and error effects. Here we demonstrate distinct appetitive and aversive activity in human ACC. The error likelihood hypothesis suggests that ACC activity increases in proportion to the likelihood of an error, and ACC is also sensitive to the consequence magnitude of the predicted error. Previous work further showed that error likelihood effects reach a ceiling as the potential consequences of an error increase, possibly due to reductions in the average reward. We explored this issue by independently manipulating reward magnitude of task responses and error likelihood while controlling for potential error consequences in an Incentive Change Signal Task. The fMRI results ruled out a modulatory effect of expected reward on error likelihood effects in favor of a competition effect between expected reward and error likelihood. Dynamic causal modeling showed that error likelihood and expected reward signals are intrinsic to the ACC rather than received from elsewhere. These findings agree with interpretations of ACC activity as signaling both perceptions of risk and predicted reward. Copyright 2009 Elsevier Inc. All rights reserved.
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Tests for detecting overdispersion in models with measurement error in covariates.
Yang, Yingsi; Wong, Man Yu
2015-11-30
Measurement error in covariates can affect the accuracy in count data modeling and analysis. In overdispersion identification, the true mean-variance relationship can be obscured under the influence of measurement error in covariates. In this paper, we propose three tests for detecting overdispersion when covariates are measured with error: a modified score test and two score tests based on the proposed approximate likelihood and quasi-likelihood, respectively. The proposed approximate likelihood is derived under the classical measurement error model, and the resulting approximate maximum likelihood estimator is shown to have superior efficiency. Simulation results also show that the score test based on approximate likelihood outperforms the test based on quasi-likelihood and other alternatives in terms of empirical power. By analyzing a real dataset containing the health-related quality-of-life measurements of a particular group of patients, we demonstrate the importance of the proposed methods by showing that the analyses with and without measurement error correction yield significantly different results. Copyright © 2015 John Wiley & Sons, Ltd.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
The purpose of the computer program is to generate system matrices that model data acquisition process in dynamic single photon emission computed tomography (SPECT). The application is for the reconstruction of dynamic data from projection measurements that provide the time evolution of activity uptake and wash out in an organ of interest. The measurement of the time activity in the blood and organ tissue provide time-activity curves (TACs) that are used to estimate kinetic parameters. The program provides a correct model of the in vivo spatial and temporal distribution of radioactive in organs. The model accounts for the attenuation ofmore » the internal emitting radioactivity, it accounts for the vary point response of the collimators, and correctly models the time variation of the activity in the organs. One important application where the software is being used in a measuring the arterial input function (AIF) in a dynamic SPECT study where the data are acquired from a slow camera rotation. Measurement of the arterial input function (AIF) is essential to deriving quantitative estimates of regional myocardial blood flow using kinetic models. A study was performed to evaluate whether a slowly rotating SPECT system could provide accurate AIF's for myocardial perfusion imaging (MPI). Methods: Dynamic cardiac SPECT was first performed in human subjects at rest using a Phillips Precedence SPECT/CT scanner. Dynamic measurements of Tc-99m-tetrofosmin in the myocardium were obtained using an infusion time of 2 minutes. Blood input, myocardium tissue and liver TACs were estimated using spatiotemporal splines. These were fit to a one-compartment perfusion model to obtain wash-in rate parameters K1. Results: The spatiotemporal 4D ML-EM reconstructions gave more accurate reconstructions that did standard frame-by-frame 3D ML-EM reconstructions. From additional computer simulations and phantom studies, it was determined that a 1 minute infusion with a SPECT system rotation speed providing 180 degrees of projection data every 54s can produce measurements of blood pool and myocardial TACs. This has important application in the circulation of coronary flow reserve using rest/stress dynamic cardiac SPECT. They system matrices are used in maximum likelihood and maximum a posterior formulations in estimation theory where through iterative algorithms (conjugate gradient, expectation maximization, or maximum a posteriori probability algorithms) the solution is determined that maximizes a likelihood or a posteriori probability function.« less
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Beniczky, Sándor; Lantz, Göran; Rosenzweig, Ivana; Åkeson, Per; Pedersen, Birthe; Pinborg, Lars H; Ziebell, Morten; Jespersen, Bo; Fuglsang-Frederiksen, Anders
2013-10-01
Although precise identification of the seizure-onset zone is an essential element of presurgical evaluation, source localization of ictal electroencephalography (EEG) signals has received little attention. The aim of our study was to estimate the accuracy of source localization of rhythmic ictal EEG activity using a distributed source model. Source localization of rhythmic ictal scalp EEG activity was performed in 42 consecutive cases fulfilling inclusion criteria. The study was designed according to recommendations for studies on diagnostic accuracy (STARD). The initial ictal EEG signals were selected using a standardized method, based on frequency analysis and voltage distribution of the ictal activity. A distributed source model-local autoregressive average (LAURA)-was used for the source localization. Sensitivity, specificity, and measurement of agreement (kappa) were determined based on the reference standard-the consensus conclusion of the multidisciplinary epilepsy surgery team. Predictive values were calculated from the surgical outcome of the operated patients. To estimate the clinical value of the ictal source analysis, we compared the likelihood ratios of concordant and discordant results. Source localization was performed blinded to the clinical data, and before the surgical decision. Reference standard was available for 33 patients. The ictal source localization had a sensitivity of 70% and a specificity of 76%. The mean measurement of agreement (kappa) was 0.61, corresponding to substantial agreement (95% confidence interval (CI) 0.38-0.84). Twenty patients underwent resective surgery. The positive predictive value (PPV) for seizure freedom was 92% and the negative predictive value (NPV) was 43%. The likelihood ratio was nine times higher for the concordant results, as compared with the discordant ones. Source localization of rhythmic ictal activity using a distributed source model (LAURA) for the ictal EEG signals selected with a standardized method is feasible in clinical practice and has a good diagnostic accuracy. Our findings encourage clinical neurophysiologists assessing ictal EEGs to include this method in their armamentarium. Wiley Periodicals, Inc. © 2013 International League Against Epilepsy.
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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
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Tan, Francisca M; Caballero-Gaudes, César; Mullinger, Karen J; Cho, Siu-Yeung; Zhang, Yaping; Dryden, Ian L; Francis, Susan T; Gowland, Penny A
2017-11-01
Most functional MRI (fMRI) studies map task-driven brain activity using a block or event-related paradigm. Sparse paradigm free mapping (SPFM) can detect the onset and spatial distribution of BOLD events in the brain without prior timing information, but relating the detected events to brain function remains a challenge. In this study, we developed a decoding method for SPFM using a coordinate-based meta-analysis method of activation likelihood estimation (ALE). We defined meta-maps of statistically significant ALE values that correspond to types of events and calculated a summation overlap between the normalized meta-maps and SPFM maps. As a proof of concept, this framework was applied to relate SPFM-detected events in the sensorimotor network (SMN) to six motor functions (left/right fingers, left/right toes, swallowing, and eye blinks). We validated the framework using simultaneous electromyography (EMG)-fMRI experiments and motor tasks with short and long duration, and random interstimulus interval. The decoding scores were considerably lower for eye movements relative to other movement types tested. The average successful rate for short and long motor events were 77 ± 13% and 74 ± 16%, respectively, excluding eye movements. We found good agreement between the decoding results and EMG for most events and subjects, with a range in sensitivity between 55% and 100%, excluding eye movements. The proposed method was then used to classify the movement types of spontaneous single-trial events in the SMN during resting state, which produced an average successful rate of 22 ± 12%. Finally, this article discusses methodological implications and improvements to increase the decoding performance. Hum Brain Mapp 38:5778-5794, 2017. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.
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Tan, Francisca M.; Caballero-Gaudes, César; Mullinger, Karen J.; Cho, Siu-Yeung; Zhang, Yaping; Dryden, Ian L.; Francis, Susan T.; Gowland, Penny A.
2017-01-01
Most fMRI studies map task-driven brain activity using a block or event-related paradigm. Sparse Paradigm Free Mapping (SPFM) can detect the onset and spatial distribution of BOLD events in the brain without prior timing information; but relating the detected events to brain function remains a challenge. In this study, we developed a decoding method for SPFM using a coordinate-based meta-analysis method of Activation Likelihood Estimation (ALE). We defined meta-maps of statistically significant ALE values that correspond to types of events and calculated a summation overlap between the normalized meta-maps and SPFM maps. As a proof of concept, this framework was applied to relate SPFM-detected events in the Sensorimotor Network (SMN) to six motor function (left/right fingers, left/right toes, swallowing and eye blinks). We validated the framework using simultaneous Electromyography-fMRI experiments and motor tasks with short and long duration, and random inter-stimulus interval. The decoding scores were considerably lower for eye movements relative to other movement types tested. The average successful rate for short and long motor events was 77 ± 13% and 74 ± 16% respectively, excluding eye movements. We found good agreement between the decoding results and EMG for most events and subjects, with a range in sensitivity between 55 and 100%, excluding eye movements. The proposed method was then used to classify the movement types of spontaneous single-trial events in the SMN during resting state, which produced an average successful rate of 22 ± 12%. Finally, this paper discusses methodological implications and improvements to increase the decoding performance. PMID:28815863
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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). © 2015 Wiley Periodicals, Inc.
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Yiu, Sean; Tom, Brian Dm
2017-01-01
Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with patient-specific random effects. However, in practice, the high dimensional integrations involved in the marginal likelihood (i.e. integrated over the stochastic processes) significantly complicates model fitting. Thus, non-standard computationally intensive procedures based on simulating the marginal likelihood have so far only been proposed. In this paper, we describe an efficient method of implementation by demonstrating how the high dimensional integrations involved in the marginal likelihood can be computed efficiently. Specifically, by using a property of the multivariate normal distribution and the standard marginal cumulative distribution function identity, we transform the marginal likelihood so that the high dimensional integrations are contained in the cumulative distribution function of a multivariate normal distribution, which can then be efficiently evaluated. Hence, maximum likelihood estimation can be used to obtain parameter estimates and asymptotic standard errors (from the observed information matrix) of model parameters. We describe our proposed efficient implementation procedure for the standard two-part model parameterisation and when it is of interest to directly model the overall marginal mean. The methodology is applied on a psoriatic arthritis data set concerning functional disability.
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Oliva-Moreno, Juan; Peña-Longobardo, Luz María; Mar, Javier; Masjuan, Jaime; Soulard, Stéphane; Gonzalez-Rojas, Nuria; Becerra, Virginia; Casado, Miguel Ángel; Torres, Covadonga; Yebenes, María; Quintana, Manuel; Alvarez-Sabín, Jose
2018-01-01
The aim of this article was to analyze the likelihood of receiving informal care after a stroke and to study the burden and risk of burnout of primary caregivers in Spain. The CONOCES study is an epidemiological, observational, prospective, multicenter study of patients diagnosed with stroke and admitted to a Stroke Unit in the Spanish healthcare system. At 3 and 12 months post-event, we estimated the time spent caring for the patient and the burden borne by primary caregivers. Several multivariate models were applied to estimate the likelihood of receiving informal caregiving, the burden, and the likelihood of caregivers being at a high risk of burnout. Eighty percent of those still alive at 3 and 12 months poststroke were receiving informal care. More than 40% of those receiving care needed a secondary caregiver at 3 months poststroke. The likelihood of receiving informal care was associated with stroke severity and the individual's health-related quality of life. When informal care was provided, both the burden borne by caregivers and the likelihood of caregivers being at a high risk of burnout was associated with (1) caregiving hours; (2) the patient's health-related quality of life; (3) the severity of the stroke measured at discharge; (4) the patient having atrial fibrillation; and (5) the degree of dependence. This study reveals the heavy burden borne by the caregivers of stroke survivors. Our analysis also identifies explanatory and predictive variables for the likelihood of receiving informal care, caregiver burden, and high risk of burnout. © 2017 American Heart Association, Inc.
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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…
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Improved gap size estimation for scaffolding algorithms.
Sahlin, Kristoffer; Street, Nathaniel; Lundeberg, Joakim; Arvestad, Lars
2012-09-01
One of the important steps of genome assembly is scaffolding, in which contigs are linked using information from read-pairs. Scaffolding provides estimates about the order, relative orientation and distance between contigs. We have found that contig distance estimates are generally strongly biased and based on false assumptions. Since erroneous distance estimates can mislead in subsequent analysis, it is important to provide unbiased estimation of contig distance. In this article, we show that state-of-the-art programs for scaffolding are using an incorrect model of gap size estimation. We discuss why current maximum likelihood estimators are biased and describe what different cases of bias we are facing. Furthermore, we provide a model for the distribution of reads that span a gap and derive the maximum likelihood equation for the gap length. We motivate why this estimate is sound and show empirically that it outperforms gap estimators in popular scaffolding programs. Our results have consequences both for scaffolding software, structural variation detection and for library insert-size estimation as is commonly performed by read aligners. A reference implementation is provided at https://github.com/SciLifeLab/gapest. Supplementary data are availible at Bioinformatics online.
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Geothermal energy employment and requirements 1977-1990
DOE Office of Scientific and Technical Information (OSTI.GOV)
Not Available
1981-12-01
An assessment of the manpower needs of the geothermal industry is presented. The specific objectives were to: derive a base line estimate of the manpower involved in geothermal activities, determine if there is any current or impending likelihood of skill shortages, forecast future employment in the geothermal industry, conduct a technology assessment to ascertain the possibilities of some sudden breakthrough, and suggest alternatives commensurate with the findings. The methodology for fulfilling the objectives is described. Detailed results of these pursuits (objectives) are presented. Alternatives that are suggested, based upon the findings of the study, are summarized.
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Duchesne, Thierry; Fortin, Daniel; Rivest, Louis-Paul
2015-01-01
Animal movement has a fundamental impact on population and community structure and dynamics. Biased correlated random walks (BCRW) and step selection functions (SSF) are commonly used to study movements. Because no studies have contrasted the parameters and the statistical properties of their estimators for models constructed under these two Lagrangian approaches, it remains unclear whether or not they allow for similar inference. First, we used the Weak Law of Large Numbers to demonstrate that the log-likelihood function for estimating the parameters of BCRW models can be approximated by the log-likelihood of SSFs. Second, we illustrated the link between the two approaches by fitting BCRW with maximum likelihood and with SSF to simulated movement data in virtual environments and to the trajectory of bison (Bison bison L.) trails in natural landscapes. Using simulated and empirical data, we found that the parameters of a BCRW estimated directly from maximum likelihood and by fitting an SSF were remarkably similar. Movement analysis is increasingly used as a tool for understanding the influence of landscape properties on animal distribution. In the rapidly developing field of movement ecology, management and conservation biologists must decide which method they should implement to accurately assess the determinants of animal movement. We showed that BCRW and SSF can provide similar insights into the environmental features influencing animal movements. Both techniques have advantages. BCRW has already been extended to allow for multi-state modeling. Unlike BCRW, however, SSF can be estimated using most statistical packages, it can simultaneously evaluate habitat selection and movement biases, and can easily integrate a large number of movement taxes at multiple scales. SSF thus offers a simple, yet effective, statistical technique to identify movement taxis.
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A score to estimate the likelihood of detecting advanced colorectal neoplasia at colonoscopy
Kaminski, Michal F; Polkowski, Marcin; Kraszewska, Ewa; Rupinski, Maciej; Butruk, Eugeniusz; Regula, Jaroslaw
2014-01-01
Objective This study aimed to develop and validate a model to estimate the likelihood of detecting advanced colorectal neoplasia in Caucasian patients. Design We performed a cross-sectional analysis of database records for 40-year-old to 66-year-old patients who entered a national primary colonoscopy-based screening programme for colorectal cancer in 73 centres in Poland in the year 2007. We used multivariate logistic regression to investigate the associations between clinical variables and the presence of advanced neoplasia in a randomly selected test set, and confirmed the associations in a validation set. We used model coefficients to develop a risk score for detection of advanced colorectal neoplasia. Results Advanced colorectal neoplasia was detected in 2544 of the 35 918 included participants (7.1%). In the test set, a logistic-regression model showed that independent risk factors for advanced colorectal neoplasia were: age, sex, family history of colorectal cancer, cigarette smoking (p<0.001 for these four factors), and Body Mass Index (p=0.033). In the validation set, the model was well calibrated (ratio of expected to observed risk of advanced neoplasia: 1.00 (95% CI 0.95 to 1.06)) and had moderate discriminatory power (c-statistic 0.62). We developed a score that estimated the likelihood of detecting advanced neoplasia in the validation set, from 1.32% for patients scoring 0, to 19.12% for patients scoring 7–8. Conclusions Developed and internally validated score consisting of simple clinical factors successfully estimates the likelihood of detecting advanced colorectal neoplasia in asymptomatic Caucasian patients. Once externally validated, it may be useful for counselling or designing primary prevention studies. PMID:24385598
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A score to estimate the likelihood of detecting advanced colorectal neoplasia at colonoscopy.
Kaminski, Michal F; Polkowski, Marcin; Kraszewska, Ewa; Rupinski, Maciej; Butruk, Eugeniusz; Regula, Jaroslaw
2014-07-01
This study aimed to develop and validate a model to estimate the likelihood of detecting advanced colorectal neoplasia in Caucasian patients. We performed a cross-sectional analysis of database records for 40-year-old to 66-year-old patients who entered a national primary colonoscopy-based screening programme for colorectal cancer in 73 centres in Poland in the year 2007. We used multivariate logistic regression to investigate the associations between clinical variables and the presence of advanced neoplasia in a randomly selected test set, and confirmed the associations in a validation set. We used model coefficients to develop a risk score for detection of advanced colorectal neoplasia. Advanced colorectal neoplasia was detected in 2544 of the 35,918 included participants (7.1%). In the test set, a logistic-regression model showed that independent risk factors for advanced colorectal neoplasia were: age, sex, family history of colorectal cancer, cigarette smoking (p<0.001 for these four factors), and Body Mass Index (p=0.033). In the validation set, the model was well calibrated (ratio of expected to observed risk of advanced neoplasia: 1.00 (95% CI 0.95 to 1.06)) and had moderate discriminatory power (c-statistic 0.62). We developed a score that estimated the likelihood of detecting advanced neoplasia in the validation set, from 1.32% for patients scoring 0, to 19.12% for patients scoring 7-8. Developed and internally validated score consisting of simple clinical factors successfully estimates the likelihood of detecting advanced colorectal neoplasia in asymptomatic Caucasian patients. Once externally validated, it may be useful for counselling or designing primary prevention studies. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://group.bmj.com/group/rights-licensing/permissions.
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Statistical field estimators for multiscale simulations.
Eapen, Jacob; Li, Ju; Yip, Sidney
2005-11-01
We present a systematic approach for generating smooth and accurate fields from particle simulation data using the notions of statistical inference. As an extension to a parametric representation based on the maximum likelihood technique previously developed for velocity and temperature fields, a nonparametric estimator based on the principle of maximum entropy is proposed for particle density and stress fields. Both estimators are applied to represent molecular dynamics data on shear-driven flow in an enclosure which exhibits a high degree of nonlinear characteristics. We show that the present density estimator is a significant improvement over ad hoc bin averaging and is also free of systematic boundary artifacts that appear in the method of smoothing kernel estimates. Similarly, the velocity fields generated by the maximum likelihood estimator do not show any edge effects that can be erroneously interpreted as slip at the wall. For low Reynolds numbers, the velocity fields and streamlines generated by the present estimator are benchmarked against Newtonian continuum calculations. For shear velocities that are a significant fraction of the thermal speed, we observe a form of shear localization that is induced by the confining boundary.
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NASA Technical Reports Server (NTRS)
Rodriguez, G.; Scheid, R. E., Jr.
1986-01-01
This paper outlines methods for modeling, identification and estimation for static determination of flexible structures. The shape estimation schemes are based on structural models specified by (possibly interconnected) elliptic partial differential equations. The identification techniques provide approximate knowledge of parameters in elliptic systems. The techniques are based on the method of maximum-likelihood that finds parameter values such that the likelihood functional associated with the system model is maximized. The estimation methods are obtained by means of a function-space approach that seeks to obtain the conditional mean of the state given the data and a white noise characterization of model errors. The solutions are obtained in a batch-processing mode in which all the data is processed simultaneously. After methods for computing the optimal estimates are developed, an analysis of the second-order statistics of the estimates and of the related estimation error is conducted. In addition to outlining the above theoretical results, the paper presents typical flexible structure simulations illustrating performance of the shape determination methods.
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The economic geography of medical cannabis dispensaries in California.
Morrison, Chris; Gruenewald, Paul J; Freisthler, Bridget; Ponicki, William R; Remer, Lillian G
2014-05-01
The introduction of laws that permit the use of cannabis for medical purposes has led to the emergence of a medical cannabis industry in some US states. This study assessed the spatial distribution of medical cannabis dispensaries according to estimated cannabis demand, socioeconomic indicators, alcohol outlets and other socio-demographic factors. Telephone survey data from 5940 residents of 39 California cities were used to estimate social and demographic correlates of cannabis consumption. These individual-level estimates were then used to calculate aggregate cannabis demand (i.e. market potential) for 7538 census block groups. Locations of actively operating cannabis dispensaries were then related to the measure of demand and the socio-demographic characteristics of census block groups using multilevel Bayesian conditional autoregressive logit models. Cannabis dispensaries were located in block groups with greater cannabis demand, higher rates of poverty, alcohol outlets, and in areas just outside city boundaries. For the sampled block groups, a 10% increase in demand within a block group was associated with 2.4% greater likelihood of having a dispensary, and a 10% increase in the city-wide demand was associated with a 6.7% greater likelihood of having a dispensary. High demand for cannabis within individual block groups and within cities is related to the location of cannabis dispensaries at a block-group level. The relationship to low income, alcohol outlets and unincorporated areas indicates that dispensaries may open in areas that lack the resources to resist their establishment. Copyright © 2014 Elsevier B.V. All rights reserved.
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The Economic Geography of Medical Marijuana Dispensaries in California
Morrison, Chris; Gruenewald, Paul J.; Freisthler, Bridget; Ponicki, William R.; Remer, Lillian G.
2014-01-01
Background The introduction of laws that permit the use of marijuana for medical purposes has led to the emergence of a medical marijuana industry in some US states. This study assessed the spatial distribution of medical marijuana dispensaries according to estimated marijuana demand, socioeconomic indicators, alcohol outlets and other socio-demographic factors. Method Telephone survey data from 5,940 residents of 39 California cities were used to estimate social and demographic correlates of marijuana demand. These individual-level estimates were then used to calculate aggregate marijuana demand (i.e. market potential) for 7,538 census block groups. Locations of actively operating marijuana dispensaries were then related to the measure of demand and the socio-demographic characteristics of census block groups using multilevel Bayesian conditional autoregressive logit models. Results Marijuana dispensaries were located in block groups with greater marijuana demand, higher rates of poverty, alcohol outlets, and in areas just outside city boundaries. For the sampled block groups, a 10% increase in demand within a block group was associated with 2.4% greater likelihood of having a dispensary, and a 10% increase in the city-wide demand was associated with a 6.7% greater likelihood of having a dispensary. Conclusion High demand for marijuana within individual block groups and within cities is related to the location of marijuana dispensaries at a block-group level. The relationship to low income, alcohol outlets and unincorporated areas indicates that dispensaries may open in areas that lack the resources to resist their establishment. PMID:24439710
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Nonlinear Statistical Estimation with Numerical Maximum Likelihood
1974-10-01
probably most directly attributable to the speed, precision and compactness of the linear programming algorithm exercised ; the mutual primal-dual...discriminant analysis is to classify the individual as a member of T# or IT, 1 2 according to the relative...Introduction to the Dissertation 1 Introduction to Statistical Estimation Theory 3 Choice of Estimator.. .Density Functions 12 Choice of Estimator
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ERIC Educational Resources Information Center
Lee, Soo; Suh, Youngsuk
2018-01-01
Lord's Wald test for differential item functioning (DIF) has not been studied extensively in the context of the multidimensional item response theory (MIRT) framework. In this article, Lord's Wald test was implemented using two estimation approaches, marginal maximum likelihood estimation and Bayesian Markov chain Monte Carlo estimation, to detect…
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On the Nature of SEM Estimates of ARMA Parameters.
ERIC Educational Resources Information Center
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.
2002-01-01
Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…
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The Robustness of LISREL Estimates in Structural Equation Models with Categorical Variables.
ERIC Educational Resources Information Center
Ethington, Corinna A.
1987-01-01
This study examined the effect of type of correlation matrix on the robustness of LISREL maximum likelihood and unweighted least squares structural parameter estimates for models with categorical variables. The analysis of mixed matrices produced estimates that closely approximated the model parameters except where dichotomous variables were…
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Why Might Relative Fit Indices Differ between Estimators?
ERIC Educational Resources Information Center
Weng, Li-Jen; Cheng, Chung-Ping
1997-01-01
Relative fit indices using the null model as the reference point in computation may differ across estimation methods, as this article illustrates by comparing maximum likelihood, ordinary least squares, and generalized least squares estimation in structural equation modeling. The illustration uses a covariance matrix for six observed variables…
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Characterization of a maximum-likelihood nonparametric density estimator of kernel type
NASA Technical Reports Server (NTRS)
Geman, S.; Mcclure, D. E.
1982-01-01
Kernel type density estimators calculated by the method of sieves. Proofs are presented for the characterization theorem: Let x(1), x(2),...x(n) be a random sample from a population with density f(0). Let sigma 0 and consider estimators f of f(0) defined by (1).
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The Relation between Factor Score Estimates, Image Scores, and Principal Component Scores
ERIC Educational Resources Information Center
Velicer, Wayne F.
1976-01-01
Investigates the relation between factor score estimates, principal component scores, and image scores. The three methods compared are maximum likelihood factor analysis, principal component analysis, and a variant of rescaled image analysis. (RC)
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Survival Bayesian Estimation of Exponential-Gamma Under Linex Loss Function
NASA Astrophysics Data System (ADS)
Rizki, S. W.; Mara, M. N.; Sulistianingsih, E.
2017-06-01
This paper elaborates a research of the cancer patients after receiving a treatment in cencored data using Bayesian estimation under Linex Loss function for Survival Model which is assumed as an exponential distribution. By giving Gamma distribution as prior and likelihood function produces a gamma distribution as posterior distribution. The posterior distribution is used to find estimatior {\\hat{λ }}BL by using Linex approximation. After getting {\\hat{λ }}BL, the estimators of hazard function {\\hat{h}}BL and survival function {\\hat{S}}BL can be found. Finally, we compare the result of Maximum Likelihood Estimation (MLE) and Linex approximation to find the best method for this observation by finding smaller MSE. The result shows that MSE of hazard and survival under MLE are 2.91728E-07 and 0.000309004 and by using Bayesian Linex worths 2.8727E-07 and 0.000304131, respectively. It concludes that the Bayesian Linex is better than MLE.
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Maximum likelihood estimation for semiparametric transformation models with interval-censored data
Mao, Lu; Lin, D. Y.
2016-01-01
Abstract 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
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Estimation of descriptive statistics for multiply censored water quality data
Helsel, Dennis R.; Cohn, Timothy A.
1988-01-01
This paper extends the work of Gilliom and Helsel (1986) on procedures for estimating descriptive statistics of water quality data that contain “less than” observations. Previously, procedures were evaluated when only one detection limit was present. Here we investigate the performance of estimators for data that have multiple detection limits. Probability plotting and maximum likelihood methods perform substantially better than simple substitution procedures now commonly in use. Therefore simple substitution procedures (e.g., substitution of the detection limit) should be avoided. Probability plotting methods are more robust than maximum likelihood methods to misspecification of the parent distribution and their use should be encouraged in the typical situation where the parent distribution is unknown. When utilized correctly, less than values frequently contain nearly as much information for estimating population moments and quantiles as would the same observations had the detection limit been below them.
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Score Estimating Equations from Embedded Likelihood Functions under Accelerated Failure Time Model
NING, JING; QIN, JING; SHEN, YU
2014-01-01
SUMMARY The semiparametric accelerated failure time (AFT) model is one of the most popular models for analyzing time-to-event outcomes. One appealing feature of the AFT model is that the observed failure time data can be transformed to identically independent distributed random variables without covariate effects. We describe a class of estimating equations based on the score functions for the transformed data, which are derived from the full likelihood function under commonly used semiparametric models such as the proportional hazards or proportional odds model. The methods of estimating regression parameters under the AFT model can be applied to traditional right-censored survival data as well as more complex time-to-event data subject to length-biased sampling. We establish the asymptotic properties and evaluate the small sample performance of the proposed estimators. We illustrate the proposed methods through applications in two examples. PMID:25663727
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Tamura, Koichiro; Peterson, Daniel; Peterson, Nicholas; Stecher, Glen; Nei, Masatoshi; Kumar, Sudhir
2011-01-01
Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version 5 (MEGA5), which is a user-friendly software for mining online databases, building sequence alignments and phylogenetic trees, and using methods of evolutionary bioinformatics in basic biology, biomedicine, and evolution. The newest addition in MEGA5 is a collection of maximum likelihood (ML) analyses for inferring evolutionary trees, selecting best-fit substitution models (nucleotide or amino acid), inferring ancestral states and sequences (along with probabilities), and estimating evolutionary rates site-by-site. In computer simulation analyses, ML tree inference algorithms in MEGA5 compared favorably with other software packages in terms of computational efficiency and the accuracy of the estimates of phylogenetic trees, substitution parameters, and rate variation among sites. The MEGA user interface has now been enhanced to be activity driven to make it easier for the use of both beginners and experienced scientists. This version of MEGA is intended for the Windows platform, and it has been configured for effective use on Mac OS X and Linux desktops. It is available free of charge from http://www.megasoftware.net. PMID:21546353
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Jarvis, Jocelyn W.
2017-01-01
Sports and recreation facilities provide places where children can be physically active. Previous research has shown that availability is often worse in lower-socioeconomic status (SES) areas, yet others have found inverse relationships, no relationships, or mixed findings. Since children’s health behaviours are influenced by their parents, it is important to understand parents’ perceived barriers to accessing sports and recreation facilities. Data from computer assisted telephone interviews with parents living in Ontario, Canada were merged via postal codes with neighbourhood deprivation data. Multivariable logistic regression modeling was used to estimate the likelihood that parents reported barriers to accessing local sports and recreation facilities. Parents with lower household incomes were more likely to report barriers to access. For each unit increase in deprivation score (i.e., more deprived), the likelihood of reporting a barrier increased 16% (95% CI: 1.04, 1.28). For parents, the relationships between household income, neighbourhood-level deprivation, and barriers are complex. Understanding these relationships is important for research, policy and planning, as parental barriers to opportunities for physical activity have implications for child health behaviours, and ultimately childhood overweight and obesity. PMID:29065524
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Harrington, Daniel W; Jarvis, Jocelyn W; Manson, Heather
2017-10-23
Sports and recreation facilities provide places where children can be physically active. Previous research has shown that availability is often worse in lower-socioeconomic status (SES) areas, yet others have found inverse relationships, no relationships, or mixed findings. Since children's health behaviours are influenced by their parents, it is important to understand parents' perceived barriers to accessing sports and recreation facilities. Data from computer assisted telephone interviews with parents living in Ontario, Canada were merged via postal codes with neighbourhood deprivation data. Multivariable logistic regression modeling was used to estimate the likelihood that parents reported barriers to accessing local sports and recreation facilities. Parents with lower household incomes were more likely to report barriers to access. For each unit increase in deprivation score (i.e., more deprived), the likelihood of reporting a barrier increased 16% (95% CI: 1.04, 1.28). For parents, the relationships between household income, neighbourhood-level deprivation, and barriers are complex. Understanding these relationships is important for research, policy and planning, as parental barriers to opportunities for physical activity have implications for child health behaviours, and ultimately childhood overweight and obesity.
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NASA Astrophysics Data System (ADS)
Yu, Haitao; Liu, Jing; Cai, Lihui; Wang, Jiang; Cao, Yibin; Hao, Chongqing
2017-02-01
Electroencephalogram (EEG) signal evoked by acupuncture stimulation at "Zusanli" acupoint is analyzed to investigate the modulatory effect of manual acupuncture on the functional brain activity. Power spectral density of EEG signal is first calculated based on the autoregressive Burg method. It is shown that the EEG power is significantly increased during and after acupuncture in delta and theta bands, but decreased in alpha band. Furthermore, synchronization likelihood is used to estimate the nonlinear correlation between each pairwise EEG signals. By applying a threshold to resulting synchronization matrices, functional networks for each band are reconstructed and further quantitatively analyzed to study the impact of acupuncture on network structure. Graph theoretical analysis demonstrates that the functional connectivity of the brain undergoes obvious change under different conditions: pre-acupuncture, acupuncture, and post-acupuncture. The minimum path length is largely decreased and the clustering coefficient keeps increasing during and after acupuncture in delta and theta bands. It is indicated that acupuncture can significantly modulate the functional activity of the brain, and facilitate the information transmission within different brain areas. The obtained results may facilitate our understanding of the long-lasting effect of acupuncture on the brain function.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Crowe, B.
1980-12-31
This document summarizes an oral presentation that described the potential for volcanic activity at the proposed Yucca Mountain, Texas repository site. Yucca Mountain is located in a broad zone of volcanic activity known as the Death Valley-Pancake Ridge volcanic zone. The probability estimate for the likelihood that some future volcanic event will intersect a buried repository at Yucca Mountain is low. Additionally, the radiological consequences of penetration of a repository by basaltic magma followed by eruption of the magma at the surface are limited. The combination of low probability and limited consequence suggests that the risk posed by waste storagemore » at this site is low. (TEM)« less
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Likelihood of Tree Topologies with Fossils and Diversification Rate Estimation.
Didier, Gilles; Fau, Marine; Laurin, Michel
2017-11-01
Since the diversification process cannot be directly observed at the human scale, it has to be studied from the information available, namely the extant taxa and the fossil record. In this sense, phylogenetic trees including both extant taxa and fossils are the most complete representations of the diversification process that one can get. Such phylogenetic trees can be reconstructed from molecular and morphological data, to some extent. Among the temporal information of such phylogenetic trees, fossil ages are by far the most precisely known (divergence times are inferences calibrated mostly with fossils). We propose here a method to compute the likelihood of a phylogenetic tree with fossils in which the only considered time information is the fossil ages, and apply it to the estimation of the diversification rates from such data. Since it is required in our computation, we provide a method for determining the probability of a tree topology under the standard diversification model. Testing our approach on simulated data shows that the maximum likelihood rate estimates from the phylogenetic tree topology and the fossil dates are almost as accurate as those obtained by taking into account all the data, including the divergence times. Moreover, they are substantially more accurate than the estimates obtained only from the exact divergence times (without taking into account the fossil record). We also provide an empirical example composed of 50 Permo-Carboniferous eupelycosaur (early synapsid) taxa ranging in age from about 315 Ma (Late Carboniferous) to 270 Ma (shortly after the end of the Early Permian). Our analyses suggest a speciation (cladogenesis, or birth) rate of about 0.1 per lineage and per myr, a marginally lower extinction rate, and a considerable hidden paleobiodiversity of early synapsids. [Extinction rate; fossil ages; maximum likelihood estimation; speciation rate.]. © The Author(s) 2017. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
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Does the presence and mix of destinations influence walking and physical activity?
King, Tania Louise; Bentley, Rebecca Jodie; Thornton, Lukar Ezra; Kavanagh, Anne Marie
2015-09-17
Local destinations have previously been shown to be associated with higher levels of both physical activity and walking, but little is known about how specific destinations are related to activity. This study examined associations between types and mix of destinations and both walking frequency and physical activity. The sample consisted of 2349 residents of 50 urban areas in metropolitan Melbourne, Australia. Using geographic information systems, seven types of destinations were examined within three network buffers (400 meters (m), 800 m and 1200 m) of respondents' homes. Multilevel logistic regression was used to estimate effects of each destination type separately, as well as destination mix (variety) on: 1) likelihood of walking for at least 10 min ≥ 4/week; 2) likelihood of being sufficiently physically active. All models were adjusted for potential confounders. All destination types were positively associated with walking frequency, and physical activity sufficiency at 1200 m. For the 800 m buffer: all destinations except transport stops and sports facilities were significantly associated with physical activity, while all except sports facilities were associated with walking frequency; at 400 m, café/takeaway food stores and transport stops were associated with walking frequency and physical activity sufficiency, and sports facilities were also associated with walking frequency. Strongest associations for both outcomes were observed for community resources and small food stores at both 800 m and 1200 m. For all buffer distances: greater mix was associated with greater walking frequency. Inclusion of walking in physical activity models led to attenuation of associations. The results of this analysis indicate that there is an association between destinations and both walking frequency and physical activity sufficiency, and that this relationship varies by destination type. It is also clear that greater mix of destinations positively predicts walking frequency and physical activity sufficiency.
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Quantifying risk: verbal probability expressions in Spanish and English.
Cohn, Lawrence D; Vázquez, Miguel E Cortés; Alvarez, Adolfo
2009-01-01
To investigate how Spanish- and English-speaking adults interpret verbal probability expressions presented in Spanish and English (eg, posiblemente and possibly, respectively). Professional translators and university students from México and the United States read a series of likelihood statements in Spanish or English and then estimated the certainty implied by each statement. Several terms that are regarded as cognates in English and Spanish elicited significantly different likelihood ratings. Several language equivalencies were also identified. These findings provide the first reported evaluation of Spanish likelihood terms for use in risk communications directed towards monolingual and bilingual Spanish speakers.
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Maximum likelihood clustering with dependent feature trees
NASA Technical Reports Server (NTRS)
Chittineni, C. B. (Principal Investigator)
1981-01-01
The decomposition of mixture density of the data into its normal component densities is considered. The densities are approximated with first order dependent feature trees using criteria of mutual information and distance measures. Expressions are presented for the criteria when the densities are Gaussian. By defining different typs of nodes in a general dependent feature tree, maximum likelihood equations are developed for the estimation of parameters using fixed point iterations. The field structure of the data is also taken into account in developing maximum likelihood equations. Experimental results from the processing of remotely sensed multispectral scanner imagery data are included.
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Systems identification using a modified Newton-Raphson method: A FORTRAN program
NASA Technical Reports Server (NTRS)
Taylor, L. W., Jr.; Iliff, K. W.
1972-01-01
A FORTRAN program is offered which computes a maximum likelihood estimate of the parameters of any linear, constant coefficient, state space model. For the case considered, the maximum likelihood estimate can be identical to that which minimizes simultaneously the weighted mean square difference between the computed and measured response of a system and the weighted square of the difference between the estimated and a priori parameter values. A modified Newton-Raphson or quasilinearization method is used to perform the minimization which typically requires several iterations. A starting technique is used which insures convergence for any initial values of the unknown parameters. The program and its operation are described in sufficient detail to enable the user to apply the program to his particular problem with a minimum of difficulty.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Wu, Hao; Mey, Antonia S. J. S.; Noé, Frank
2014-12-07
We propose a discrete transition-based reweighting analysis method (dTRAM) for analyzing configuration-space-discretized simulation trajectories produced at different thermodynamic states (temperatures, Hamiltonians, etc.) dTRAM provides maximum-likelihood estimates of stationary quantities (probabilities, free energies, expectation values) at any thermodynamic state. In contrast to the weighted histogram analysis method (WHAM), dTRAM does not require data to be sampled from global equilibrium, and can thus produce superior estimates for enhanced sampling data such as parallel/simulated tempering, replica exchange, umbrella sampling, or metadynamics. In addition, dTRAM provides optimal estimates of Markov state models (MSMs) from the discretized state-space trajectories at all thermodynamic states. Under suitablemore » conditions, these MSMs can be used to calculate kinetic quantities (e.g., rates, timescales). In the limit of a single thermodynamic state, dTRAM estimates a maximum likelihood reversible MSM, while in the limit of uncorrelated sampling data, dTRAM is identical to WHAM. dTRAM is thus a generalization to both estimators.« less
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NASA Astrophysics Data System (ADS)
Pickard, William F.
2004-10-01
The classical PERT inverse statistics problem requires estimation of the mean, \\skew1\\bar{m} , and standard deviation, s, of a unimodal distribution given estimates of its mode, m, and of the smallest, a, and largest, b, values likely to be encountered. After placing the problem in historical perspective and showing that it is ill-posed because it is underdetermined, this paper offers an approach to resolve the ill-posedness: (a) by interpreting a and b modes of order statistic distributions; (b) by requiring also an estimate of the number of samples, N, considered in estimating the set {m, a, b}; and (c) by maximizing a suitable likelihood, having made the traditional assumption that the underlying distribution is beta. Exact formulae relating the four parameters of the beta distribution to {m, a, b, N} and the assumed likelihood function are then used to compute the four underlying parameters of the beta distribution; and from them, \\skew1\\bar{m} and s are computed using exact formulae.
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A Bayesian Approach to More Stable Estimates of Group-Level Effects in Contextual Studies.
Zitzmann, Steffen; Lüdtke, Oliver; Robitzsch, Alexander
2015-01-01
Multilevel analyses are often used to estimate the effects of group-level constructs. However, when using aggregated individual data (e.g., student ratings) to assess a group-level construct (e.g., classroom climate), the observed group mean might not provide a reliable measure of the unobserved latent group mean. In the present article, we propose a Bayesian approach that can be used to estimate a multilevel latent covariate model, which corrects for the unreliable assessment of the latent group mean when estimating the group-level effect. A simulation study was conducted to evaluate the choice of different priors for the group-level variance of the predictor variable and to compare the Bayesian approach with the maximum likelihood approach implemented in the software Mplus. Results showed that, under problematic conditions (i.e., small number of groups, predictor variable with a small ICC), the Bayesian approach produced more accurate estimates of the group-level effect than the maximum likelihood approach did.
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Change-in-ratio estimators for populations with more than two subclasses
Udevitz, Mark S.; Pollock, Kenneth H.
1991-01-01
Change-in-ratio methods have been developed to estimate the size of populations with two or three population subclasses. Most of these methods require the often unreasonable assumption of equal sampling probabilities for individuals in all subclasses. This paper presents new models based on the weaker assumption that ratios of sampling probabilities are constant over time for populations with three or more subclasses. Estimation under these models requires that a value be assumed for one of these ratios when there are two samples. Explicit expressions are given for the maximum likelihood estimators under models for two samples with three or more subclasses and for three samples with two subclasses. A numerical method using readily available statistical software is described for obtaining the estimators and their standard errors under all of the models. Likelihood ratio tests that can be used in model selection are discussed. Emphasis is on the two-sample, three-subclass models for which Monte-Carlo simulation results and an illustrative example are presented.
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Maximum likelihood techniques applied to quasi-elastic light scattering
NASA Technical Reports Server (NTRS)
Edwards, Robert V.
1992-01-01
There is a necessity of having an automatic procedure for reliable estimation of the quality of the measurement of particle size from QELS (Quasi-Elastic Light Scattering). Getting the measurement itself, before any error estimates can be made, is a problem because it is obtained by a very indirect measurement of a signal derived from the motion of particles in the system and requires the solution of an inverse problem. The eigenvalue structure of the transform that generates the signal is such that an arbitrarily small amount of noise can obliterate parts of any practical inversion spectrum. This project uses the Maximum Likelihood Estimation (MLE) as a framework to generate a theory and a functioning set of software to oversee the measurement process and extract the particle size information, while at the same time providing error estimates for those measurements. The theory involved verifying a correct form of the covariance matrix for the noise on the measurement and then estimating particle size parameters using a modified histogram approach.
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NASA Astrophysics Data System (ADS)
Winiarek, Victor; Bocquet, Marc; Saunier, Olivier; Mathieu, Anne
2012-03-01
A major difficulty when inverting the source term of an atmospheric tracer dispersion problem is the estimation of the prior errors: those of the atmospheric transport model, those ascribed to the representativity of the measurements, those that are instrumental, and those attached to the prior knowledge on the variables one seeks to retrieve. In the case of an accidental release of pollutant, the reconstructed source is sensitive to these assumptions. This sensitivity makes the quality of the retrieval dependent on the methods used to model and estimate the prior errors of the inverse modeling scheme. We propose to use an estimation method for the errors' amplitude based on the maximum likelihood principle. Under semi-Gaussian assumptions, it takes into account, without approximation, the positivity assumption on the source. We apply the method to the estimation of the Fukushima Daiichi source term using activity concentrations in the air. The results are compared to an L-curve estimation technique and to Desroziers's scheme. The total reconstructed activities significantly depend on the chosen method. Because of the poor observability of the Fukushima Daiichi emissions, these methods provide lower bounds for cesium-137 and iodine-131 reconstructed activities. These lower bound estimates, 1.2 × 1016 Bq for cesium-137, with an estimated standard deviation range of 15%-20%, and 1.9 - 3.8 × 1017 Bq for iodine-131, with an estimated standard deviation range of 5%-10%, are of the same order of magnitude as those provided by the Japanese Nuclear and Industrial Safety Agency and about 5 to 10 times less than the Chernobyl atmospheric releases.
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Estimating Arrhenius parameters using temperature programmed molecular dynamics.
Imandi, Venkataramana; Chatterjee, Abhijit
2016-07-21
Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight various aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.
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Patrick L. Zimmerman; Greg C. Liknes
2010-01-01
Dot grids are often used to estimate the proportion of land cover belonging to some class in an aerial photograph. Interpreter misclassification is an often-ignored source of error in dot-grid sampling that has the potential to significantly bias proportion estimates. For the case when the true class of items is unknown, we present a maximum-likelihood estimator of...
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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.
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Parent-child communication and marijuana initiation: evidence using discrete-time survival analysis.
Nonnemaker, James M; Silber-Ashley, Olivia; Farrelly, Matthew C; Dench, Daniel
2012-12-01
This study supplements existing literature on the relationship between parent-child communication and adolescent drug use by exploring whether parental and/or adolescent recall of specific drug-related conversations differentially impact youth's likelihood of initiating marijuana use. Using discrete-time survival analysis, we estimated the hazard of marijuana initiation using a logit model to obtain an estimate of the relative risk of initiation. Our results suggest that parent-child communication about drug use is either not protective (no effect) or - in the case of youth reports of communication - potentially harmful (leading to increased likelihood of marijuana initiation). Copyright © 2012 Elsevier Ltd. All rights reserved.
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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.
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Mendoza, Maria C.B.; Burns, Trudy L.; Jones, Michael P.
2009-01-01
Objectives Case-deletion diagnostic methods are tools that allow identification of influential observations that may affect parameter estimates and model fitting conclusions. The goal of this paper was to develop two case-deletion diagnostics, the exact case deletion (ECD) and the empirical influence function (EIF), for detecting outliers that can affect results of sib-pair maximum likelihood quantitative trait locus (QTL) linkage analysis. Methods Subroutines to compute the ECD and EIF were incorporated into the maximum likelihood QTL variance estimation components of the linkage analysis program MAPMAKER/SIBS. Performance of the diagnostics was compared in simulation studies that evaluated the proportion of outliers correctly identified (sensitivity), and the proportion of non-outliers correctly identified (specificity). Results Simulations involving nuclear family data sets with one outlier showed EIF sensitivities approximated ECD sensitivities well for outlier-affected parameters. Sensitivities were high, indicating the outlier was identified a high proportion of the time. Simulations also showed the enormous computational time advantage of the EIF. Diagnostics applied to body mass index in nuclear families detected observations influential on the lod score and model parameter estimates. Conclusions The EIF is a practical diagnostic tool that has the advantages of high sensitivity and quick computation. PMID:19172086
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Williams, M S; Ebel, E D; Cao, Y
2013-01-01
The fitting of statistical distributions to microbial sampling data is a common application in quantitative microbiology and risk assessment applications. An underlying assumption of most fitting techniques is that data are collected with simple random sampling, which is often times not the case. This study develops a weighted maximum likelihood estimation framework that is appropriate for microbiological samples that are collected with unequal probabilities of selection. A weighted maximum likelihood estimation framework is proposed for microbiological samples that are collected with unequal probabilities of selection. Two examples, based on the collection of food samples during processing, are provided to demonstrate the method and highlight the magnitude of biases in the maximum likelihood estimator when data are inappropriately treated as a simple random sample. Failure to properly weight samples to account for how data are collected can introduce substantial biases into inferences drawn from the data. The proposed methodology will reduce or eliminate an important source of bias in inferences drawn from the analysis of microbial data. This will also make comparisons between studies and the combination of results from different studies more reliable, which is important for risk assessment applications. © 2012 No claim to US Government works.
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Normal Theory Two-Stage ML Estimator When Data Are Missing at the Item Level
Savalei, Victoria; Rhemtulla, Mijke
2017-01-01
In many modeling contexts, the variables in the model are linear composites of the raw items measured for each participant; for instance, regression and path analysis models rely on scale scores, and structural equation models often use parcels as indicators of latent constructs. Currently, no analytic estimation method exists to appropriately handle missing data at the item level. Item-level multiple imputation (MI), however, can handle such missing data straightforwardly. In this article, we develop an analytic approach for dealing with item-level missing data—that is, one that obtains a unique set of parameter estimates directly from the incomplete data set and does not require imputations. The proposed approach is a variant of the two-stage maximum likelihood (TSML) methodology, and it is the analytic equivalent of item-level MI. We compare the new TSML approach to three existing alternatives for handling item-level missing data: scale-level full information maximum likelihood, available-case maximum likelihood, and item-level MI. We find that the TSML approach is the best analytic approach, and its performance is similar to item-level MI. We recommend its implementation in popular software and its further study. PMID:29276371
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GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation
Li, Hong; Lu, Mingquan
2017-01-01
Spoofing attacks are threatening the global navigation satellite system (GNSS). The maximum likelihood estimation (MLE)-based positioning technique is a direct positioning method originally developed for multipath rejection and weak signal processing. We find this method also has a potential ability for GNSS anti-spoofing since a spoofing attack that misleads the positioning and timing result will cause distortion to the MLE cost function. Based on the method, an estimation-cancellation approach is presented to detect spoofing attacks and recover the navigation solution. A statistic is derived for spoofing detection with the principle of the generalized likelihood ratio test (GLRT). Then, the MLE cost function is decomposed to further validate whether the navigation solution obtained by MLE-based positioning is formed by consistent signals. Both formulae and simulations are provided to evaluate the anti-spoofing performance. Experiments with recordings in real GNSS spoofing scenarios are also performed to validate the practicability of the approach. Results show that the method works even when the code phase differences between the spoofing and authentic signals are much less than one code chip, which can improve the availability of GNSS service greatly under spoofing attacks. PMID:28665318
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Normal Theory Two-Stage ML Estimator When Data Are Missing at the Item Level.
Savalei, Victoria; Rhemtulla, Mijke
2017-08-01
In many modeling contexts, the variables in the model are linear composites of the raw items measured for each participant; for instance, regression and path analysis models rely on scale scores, and structural equation models often use parcels as indicators of latent constructs. Currently, no analytic estimation method exists to appropriately handle missing data at the item level. Item-level multiple imputation (MI), however, can handle such missing data straightforwardly. In this article, we develop an analytic approach for dealing with item-level missing data-that is, one that obtains a unique set of parameter estimates directly from the incomplete data set and does not require imputations. The proposed approach is a variant of the two-stage maximum likelihood (TSML) methodology, and it is the analytic equivalent of item-level MI. We compare the new TSML approach to three existing alternatives for handling item-level missing data: scale-level full information maximum likelihood, available-case maximum likelihood, and item-level MI. We find that the TSML approach is the best analytic approach, and its performance is similar to item-level MI. We recommend its implementation in popular software and its further study.
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GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation.
Wang, Fei; Li, Hong; Lu, Mingquan
2017-06-30
Spoofing attacks are threatening the global navigation satellite system (GNSS). The maximum likelihood estimation (MLE)-based positioning technique is a direct positioning method originally developed for multipath rejection and weak signal processing. We find this method also has a potential ability for GNSS anti-spoofing since a spoofing attack that misleads the positioning and timing result will cause distortion to the MLE cost function. Based on the method, an estimation-cancellation approach is presented to detect spoofing attacks and recover the navigation solution. A statistic is derived for spoofing detection with the principle of the generalized likelihood ratio test (GLRT). Then, the MLE cost function is decomposed to further validate whether the navigation solution obtained by MLE-based positioning is formed by consistent signals. Both formulae and simulations are provided to evaluate the anti-spoofing performance. Experiments with recordings in real GNSS spoofing scenarios are also performed to validate the practicability of the approach. Results show that the method works even when the code phase differences between the spoofing and authentic signals are much less than one code chip, which can improve the availability of GNSS service greatly under spoofing attacks.
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Instructor perceptions of the accident likelihood faced by recently trained glider pilots.
Jarvis, Steve; Harris, Don
2011-12-01
U.K. glider pilots with less than 10 h of solo flying time have been shown to have the highest accident rate and be most vulnerable to accidents during the 'final approach' phase. There were 58 gliding instructors who were asked to indicate what experience level they thought was associated with the highest accident rate and provide the reason behind their estimate. They were also asked to rank six flight phases by the relative probability of accidents to inexperienced pilots. The mean estimate for the accident peak was 296.3 h as pilot-in-command (SD = 337.9) with no instructor giving a figure of less than 10 h. Common reasons for these estimates were 'over-confidence', 'risk-taking', or 'complacency'. Instructors also ranked six flight phases by the likelihood of an accident being caused by inexperienced pilots during that phase. Despite the approach phase having the highest objective accident probability, it was only ranked fifth by instructors, indicating an underestimate of the danger it presents to newly trained pilots. The results suggest that instructors do not appreciate the high accident likelihood of early solo pilots or the main dangers they face. This has implications for the decisions made when sending pilots solo.
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NASA Astrophysics Data System (ADS)
Fenicia, Fabrizio; Reichert, Peter; Kavetski, Dmitri; Albert, Calro
2016-04-01
The calibration of hydrological models based on signatures (e.g. Flow Duration Curves - FDCs) is often advocated as an alternative to model calibration based on the full time series of system responses (e.g. hydrographs). Signature based calibration is motivated by various arguments. From a conceptual perspective, calibration on signatures is a way to filter out errors that are difficult to represent when calibrating on the full time series. Such errors may for example occur when observed and simulated hydrographs are shifted, either on the "time" axis (i.e. left or right), or on the "streamflow" axis (i.e. above or below). These shifts may be due to errors in the precipitation input (time or amount), and if not properly accounted in the likelihood function, may cause biased parameter estimates (e.g. estimated model parameters that do not reproduce the recession characteristics of a hydrograph). From a practical perspective, signature based calibration is seen as a possible solution for making predictions in ungauged basins. Where streamflow data are not available, it may in fact be possible to reliably estimate streamflow signatures. Previous research has for example shown how FDCs can be reliably estimated at ungauged locations based on climatic and physiographic influence factors. Typically, the goal of signature based calibration is not the prediction of the signatures themselves, but the prediction of the system responses. Ideally, the prediction of system responses should be accompanied by a reliable quantification of the associated uncertainties. Previous approaches for signature based calibration, however, do not allow reliable estimates of streamflow predictive distributions. Here, we illustrate how the Bayesian approach can be employed to obtain reliable streamflow predictive distributions based on signatures. A case study is presented, where a hydrological model is calibrated on FDCs and additional signatures. We propose an approach where the likelihood function for the signatures is derived from the likelihood for streamflow (rather than using an "ad-hoc" likelihood for the signatures as done in previous approaches). This likelihood is not easily tractable analytically and we therefore cannot apply "simple" MCMC methods. This numerical problem is solved using Approximate Bayesian Computation (ABC). Our result indicate that the proposed approach is suitable for producing reliable streamflow predictive distributions based on calibration to signature data. Moreover, our results provide indications on which signatures are more appropriate to represent the information content of the hydrograph.
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Kanyangarara, Mufaro; Munos, Melinda K; Walker, Neff
2017-01-01
Background Utilization of antenatal care (ANC) services has increased over the past two decades. Continued gains in maternal and newborn health will require an understanding of both access and quality of ANC services. We linked health facility and household survey data to examine the quality of service provision for five ANC interventions across health facilities in sub–Saharan Africa. Methods Using data from 20 nationally representative health facility assessments – the Service Provision Assessment (SPA) and the Service Availability and Readiness Assessment (SARA), we estimated facility level readiness to deliver five ANC interventions: tetanus toxoid vaccine for pregnant women, intermittent preventive treatment for malaria in pregnancy (IPTp), syphilis detection and treatment in pregnancy, iron supplementation and hypertensive disease case management. Facility level indicators were stratified by health facility type, managing authority and location, then linked to estimates of ANC utilization in that stratum from the corresponding Demographic and Health Surveys (DHS) to generate population level estimates of the ‘likelihood of appropriate care’. Finally, the association between estimates of the ‘likelihood of appropriate care’ from the linking approach and estimates of coverage levels from the DHS were assessed. Findings A total of 10 534 health facilities were surveyed in the 20 health facility assessments, of which 8742 reported offering ANC services and were included in the analysis. Health facility readiness to deliver IPTp, iron supplementation, and tetanus toxoid vaccination was higher (median: 84.1%, 84.9% and 82.8% respectively) than readiness to deliver hypertensive disease case management and syphilis detection and treatment (median: 23.0% and 19.9% respectively). Coverage of at least 4 ANC visits ranged from 24.8% to 75.8%. Estimates of the likelihood of appropriate care derived from linking health facility and household survey data showed marked gaps for all interventions, particularly hypertensive disease case management and syphilis detection and treatment. There was fairly good concordance between our estimates of high likelihood of appropriate care and DHS estimates of coverage for iron supplementation, IPTp, and tetanus toxoid vaccination. Conclusion Linking household surveys to health facility assessments revealed marked gaps in population–level coverage of quality ANC interventions and underscored the need for a double–pronged approach to increase ANC utilization and improve the quality of ANC services. PMID:29163936
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Kanyangarara, Mufaro; Munos, Melinda K; Walker, Neff
2017-12-01
Utilization of antenatal care (ANC) services has increased over the past two decades. Continued gains in maternal and newborn health will require an understanding of both access and quality of ANC services. We linked health facility and household survey data to examine the quality of service provision for five ANC interventions across health facilities in sub-Saharan Africa. Using data from 20 nationally representative health facility assessments - the Service Provision Assessment (SPA) and the Service Availability and Readiness Assessment (SARA), we estimated facility level readiness to deliver five ANC interventions: tetanus toxoid vaccine for pregnant women, intermittent preventive treatment for malaria in pregnancy (IPTp), syphilis detection and treatment in pregnancy, iron supplementation and hypertensive disease case management. Facility level indicators were stratified by health facility type, managing authority and location, then linked to estimates of ANC utilization in that stratum from the corresponding Demographic and Health Surveys (DHS) to generate population level estimates of the 'likelihood of appropriate care'. Finally, the association between estimates of the 'likelihood of appropriate care' from the linking approach and estimates of coverage levels from the DHS were assessed. A total of 10 534 health facilities were surveyed in the 20 health facility assessments, of which 8742 reported offering ANC services and were included in the analysis. Health facility readiness to deliver IPTp, iron supplementation, and tetanus toxoid vaccination was higher (median: 84.1%, 84.9% and 82.8% respectively) than readiness to deliver hypertensive disease case management and syphilis detection and treatment (median: 23.0% and 19.9% respectively). Coverage of at least 4 ANC visits ranged from 24.8% to 75.8%. Estimates of the likelihood of appropriate care derived from linking health facility and household survey data showed marked gaps for all interventions, particularly hypertensive disease case management and syphilis detection and treatment. There was fairly good concordance between our estimates of high likelihood of appropriate care and DHS estimates of coverage for iron supplementation, IPTp, and tetanus toxoid vaccination. Linking household surveys to health facility assessments revealed marked gaps in population-level coverage of quality ANC interventions and underscored the need for a double-pronged approach to increase ANC utilization and improve the quality of ANC services.
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Janssen, Eva; van Osch, Liesbeth; Lechner, Lilian; Candel, Math; de Vries, Hein
2012-01-01
Despite the increased recognition of affect in guiding probability estimates, perceived risk has been mainly operationalised in a cognitive way and the differentiation between rational and intuitive judgements is largely unexplored. This study investigated the validity of a measurement instrument differentiating cognitive and affective probability beliefs and examined whether behavioural decision making is mainly guided by cognition or affect. Data were obtained from four surveys focusing on smoking (N=268), fruit consumption (N=989), sunbed use (N=251) and sun protection (N=858). Correlational analyses showed that affective likelihood was more strongly correlated with worry compared to cognitive likelihood and confirmatory factor analysis provided support for a two-factor model of perceived likelihood instead of a one-factor model (i.e. cognition and affect combined). Furthermore, affective likelihood was significantly associated with the various outcome variables, whereas the association for cognitive likelihood was absent in three studies. The findings provide support for the construct validity of the measures used to assess cognitive and affective likelihood. Since affective likelihood might be a better predictor of health behaviour than the commonly used cognitive operationalisation, both dimensions should be considered in future research.
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Longitudinal changes in active transportation to school in Canadian youth aged 6 through 16 years.
Pabayo, Roman; Gauvin, Lise; Barnett, Tracie A
2011-08-01
Concern has been raised regarding the increased prevalence of physical inactivity among children. Active transportation, such as walking and cycling to school, is an opportunity for children to be physically active. To identify the sociodemographic predictors of active transportation to schools across time among school-aged children participating in the Canadian National Longitudinal Survey of Children and Youth (NLSCY). The sample included 7690 school-aged children attending public schools who were drawn from cycle 2 (1996 and 1997) of the Canadian NLSCY. Data were collected through interviews with the person most knowledgeable about the child. Parents were asked how their child usually gets to school. Responses were dichotomized into active (walking or bicycling) or inactive (school bus, public transit, is driven, or multiple) modes. Using 3 waves of data from the Canadian NLSCY (1996-2001), we estimated the effect of sociodemographic factors on the likelihood of active transportation to school across time using random-effects models. Longitudinal analyses indicated that as children aged, the likelihood of using active transportation to school increased, peaked at the age of 10 years, and then decreased. Urban settings (odds ratio [OR]: 3.66 [95% confidence interval (CI): 3.23-4.15]), households with inadequate income (OR: 1.21 [95% CI: 1.06-1.38]), living with 1 parent (OR: 1.46 [95% CI: 1.29-1.65]), and having an older sibling living at home (OR: 1.14 [95% CI: 1.04-1.25]) were significant predictors of active transportation to school at baseline and carried through across time. Understanding the factors that influence active transportation may support its adoption by children, which in turn may contribute to meeting physical activity guidelines.
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Artificial intelligence-assisted occupational lung disease diagnosis.
Harber, P; McCoy, J M; Howard, K; Greer, D; Luo, J
1991-08-01
An artificial intelligence expert-based system for facilitating the clinical recognition of occupational and environmental factors in lung disease has been developed in a pilot fashion. It utilizes a knowledge representation scheme to capture relevant clinical knowledge into structures about specific objects (jobs, diseases, etc) and pairwise relations between objects. Quantifiers describe both the closeness of association and risk, as well as the degree of belief in the validity of a fact. An independent inference engine utilizes the knowledge, combining likelihoods and uncertainties to achieve estimates of likelihood factors for specific paths from work to illness. The system creates a series of "paths," linking work activities to disease outcomes. One path links a single period of work to a single possible disease outcome. In a preliminary trial, the number of "paths" from job to possible disease averaged 18 per subject in a general population and averaged 25 per subject in an asthmatic population. Artificial intelligence methods hold promise in the future to facilitate diagnosis in pulmonary and occupational medicine.
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Application and performance of an ML-EM algorithm in NEXT
NASA Astrophysics Data System (ADS)
Simón, A.; Lerche, C.; Monrabal, F.; Gómez-Cadenas, J. J.; Álvarez, V.; Azevedo, C. D. R.; Benlloch-Rodríguez, J. M.; Borges, F. I. G. M.; Botas, A.; Cárcel, S.; Carrión, J. V.; Cebrián, S.; Conde, C. A. N.; Díaz, J.; Diesburg, M.; Escada, J.; Esteve, R.; Felkai, R.; Fernandes, L. M. P.; Ferrario, P.; Ferreira, A. L.; Freitas, E. D. C.; Goldschmidt, A.; González-Díaz, D.; Gutiérrez, R. M.; Hauptman, J.; Henriques, C. A. O.; Hernandez, A. I.; Hernando Morata, J. A.; Herrero, V.; Jones, B. J. P.; Labarga, L.; Laing, A.; Lebrun, P.; Liubarsky, I.; López-March, N.; Losada, M.; Martín-Albo, J.; Martínez-Lema, G.; Martínez, A.; McDonald, A. D.; Monteiro, C. M. B.; Mora, F. J.; Moutinho, L. M.; Muñoz Vidal, J.; Musti, M.; Nebot-Guinot, M.; Novella, P.; Nygren, D. R.; Palmeiro, B.; Para, A.; Pérez, J.; Querol, M.; Renner, J.; Ripoll, L.; Rodríguez, J.; Rogers, L.; Santos, F. P.; dos Santos, J. M. F.; Sofka, C.; Sorel, M.; Stiegler, T.; Toledo, J. F.; Torrent, J.; Tsamalaidze, Z.; Veloso, J. F. C. A.; Webb, R.; White, J. T.; Yahlali, N.
2017-08-01
The goal of the NEXT experiment is the observation of neutrinoless double beta decay in 136Xe using a gaseous xenon TPC with electroluminescent amplification and specialized photodetector arrays for calorimetry and tracking. The NEXT Collaboration is exploring a number of reconstruction algorithms to exploit the full potential of the detector. This paper describes one of them: the Maximum Likelihood Expectation Maximization (ML-EM) method, a generic iterative algorithm to find maximum-likelihood estimates of parameters that has been applied to solve many different types of complex inverse problems. In particular, we discuss a bi-dimensional version of the method in which the photosensor signals integrated over time are used to reconstruct a transverse projection of the event. First results show that, when applied to detector simulation data, the algorithm achieves nearly optimal energy resolution (better than 0.5% FWHM at the Q value of 136Xe) for events distributed over the full active volume of the TPC.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Young, Jonathan; Thompson, Sandra E.; Brothers, Alan J.
The ability to estimate the likelihood of future events based on current and historical data is essential to the decision making process of many government agencies. Successful predictions related to terror events and characterizing the risks will support development of options for countering these events. The predictive tasks involve both technical and social component models. The social components have presented a particularly difficult challenge. This paper outlines some technical considerations of this modeling activity. Both data and predictions associated with the technical and social models will likely be known with differing certainties or accuracies – a critical challenge is linkingmore » across these model domains while respecting this fundamental difference in certainty level. This paper will describe the technical approach being taken to develop the social model and identification of the significant interfaces between the technical and social modeling in the context of analysis of diversion of nuclear material.« less
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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
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Building unbiased estimators from non-Gaussian likelihoods with application to shear estimation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Madhavacheril, Mathew S.; Sehgal, Neelima; McDonald, Patrick
2015-01-01
We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). Next we apply the approach to estimation of shear lensing, closely following the 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
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Phoebe L. Zarnetske; Thomas C., Jr. Edwards; Gretchen G. Moisen
2007-01-01
Estimating species likelihood of occurrence across extensive landscapes is a powerful management tool. Unfortunately, available occurrence data for landscape-scale modeling is often lacking and usually only in the form of observed presences. Ecologically based pseudo-absence points were generated from within habitat envelopes to accompany presence-only data in habitat...
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ERIC Educational Resources Information Center
Andersen, Erling B.
A computer program for solving the conditional likelihood equations arising in the Rasch model for questionnaires is described. The estimation method and the computational problems involved are described in a previous research report by Andersen, but a summary of those results are given in two sections of this paper. A working example is also…
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Stochastic control system parameter identifiability
NASA Technical Reports Server (NTRS)
Lee, C. H.; Herget, C. J.
1975-01-01
The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.
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ERIC Educational Resources Information Center
Yang, Ji Seung; Cai, Li
2014-01-01
The main purpose of this study is to improve estimation efficiency in obtaining maximum marginal likelihood estimates of contextual effects in the framework of nonlinear multilevel latent variable model by adopting the Metropolis-Hastings Robbins-Monro algorithm (MH-RM). Results indicate that the MH-RM algorithm can produce estimates and standard…
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ERIC Educational Resources Information Center
Monroe, Scott; Cai, Li
2013-01-01
In Ramsay curve item response theory (RC-IRT, Woods & Thissen, 2006) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's (1981) EM algorithm, which yields maximum marginal likelihood estimates. This method, however,…
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ERIC Educational Resources Information Center
Monroe, Scott; Cai, Li
2014-01-01
In Ramsay curve item response theory (RC-IRT) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's EM algorithm, which yields maximum marginal likelihood estimates. This method, however, does not produce the…
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Estimation of Time-Varying Pilot Model Parameters
NASA Technical Reports Server (NTRS)
Zaal, Peter M. T.; Sweet, Barbara T.
2011-01-01
Human control behavior is rarely completely stationary over time due to fatigue or loss of attention. In addition, there are many control tasks for which human operators need to adapt their control strategy to vehicle dynamics that vary in time. In previous studies on the identification of time-varying pilot control behavior wavelets were used to estimate the time-varying frequency response functions. However, the estimation of time-varying pilot model parameters was not considered. Estimating these parameters can be a valuable tool for the quantification of different aspects of human time-varying manual control. This paper presents two methods for the estimation of time-varying pilot model parameters, a two-step method using wavelets and a windowed maximum likelihood estimation method. The methods are evaluated using simulations of a closed-loop control task with time-varying pilot equalization and vehicle dynamics. Simulations are performed with and without remnant. Both methods give accurate results when no pilot remnant is present. The wavelet transform is very sensitive to measurement noise, resulting in inaccurate parameter estimates when considerable pilot remnant is present. Maximum likelihood estimation is less sensitive to pilot remnant, but cannot detect fast changes in pilot control behavior.
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Chiao, P C; Rogers, W L; Fessler, J A; Clinthorne, N H; Hero, A O
1994-01-01
The authors have previously developed a model-based strategy for joint estimation of myocardial perfusion and boundaries using ECT (emission computed tomography). They have also reported difficulties with boundary estimation in low contrast and low count rate situations. Here they propose using boundary side information (obtainable from high resolution MRI and CT images) or boundary regularization to improve both perfusion and boundary estimation in these situations. To fuse boundary side information into the emission measurements, the authors formulate a joint log-likelihood function to include auxiliary boundary measurements as well as ECT projection measurements. In addition, they introduce registration parameters to align auxiliary boundary measurements with ECT measurements and jointly estimate these parameters with other parameters of interest from the composite measurements. In simulated PET O-15 water myocardial perfusion studies using a simplified model, the authors show that the joint estimation improves perfusion estimation performance and gives boundary alignment accuracy of <0.5 mm even at 0.2 million counts. They implement boundary regularization through formulating a penalized log-likelihood function. They also demonstrate in simulations that simultaneous regularization of the epicardial boundary and myocardial thickness gives comparable perfusion estimation accuracy with the use of boundary side information.
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Applications of non-standard maximum likelihood techniques in energy and resource economics
NASA Astrophysics Data System (ADS)
Moeltner, Klaus
Two important types of non-standard maximum likelihood techniques, Simulated Maximum Likelihood (SML) and Pseudo-Maximum Likelihood (PML), have only recently found consideration in the applied economic literature. The objective of this thesis is to demonstrate how these methods can be successfully employed in the analysis of energy and resource models. Chapter I focuses on SML. It constitutes the first application of this technique in the field of energy economics. The framework is as follows: Surveys on the cost of power outages to commercial and industrial customers usually capture multiple observations on the dependent variable for a given firm. The resulting pooled data set is censored and exhibits cross-sectional heterogeneity. We propose a model that addresses these issues by allowing regression coefficients to vary randomly across respondents and by using the Geweke-Hajivassiliou-Keane simulator and Halton sequences to estimate high-order cumulative distribution terms. This adjustment requires the use of SML in the estimation process. Our framework allows for a more comprehensive analysis of outage costs than existing models, which rely on the assumptions of parameter constancy and cross-sectional homogeneity. Our results strongly reject both of these restrictions. The central topic of the second Chapter is the use of PML, a robust estimation technique, in count data analysis of visitor demand for a system of recreation sites. PML has been popular with researchers in this context, since it guards against many types of mis-specification errors. We demonstrate, however, that estimation results will generally be biased even if derived through PML if the recreation model is based on aggregate, or zonal data. To countervail this problem, we propose a zonal model of recreation that captures some of the underlying heterogeneity of individual visitors by incorporating distributional information on per-capita income into the aggregate demand function. This adjustment eliminates the unrealistic constraint of constant income across zonal residents, and thus reduces the risk of aggregation bias in estimated macro-parameters. The corrected aggregate specification reinstates the applicability of PML. It also increases model efficiency, and allows-for the generation of welfare estimates for population subgroups.
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Item Response Theory with Estimation of the Latent Density Using Davidian Curves
ERIC Educational Resources Information Center
Woods, Carol M.; Lin, Nan
2009-01-01
Davidian-curve item response theory (DC-IRT) is introduced, evaluated with simulations, and illustrated using data from the Schedule for Nonadaptive and Adaptive Personality Entitlement scale. DC-IRT is a method for fitting unidimensional IRT models with maximum marginal likelihood estimation, in which the latent density is estimated,…
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Estimation in SEM: A Concrete Example
ERIC Educational Resources Information Center
Ferron, John M.; Hess, Melinda R.
2007-01-01
A concrete example is used to illustrate maximum likelihood estimation of a structural equation model with two unknown parameters. The fitting function is found for the example, as are the vector of first-order partial derivatives, the matrix of second-order partial derivatives, and the estimates obtained from each iteration of the Newton-Raphson…
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Weakly Informative Prior for Point Estimation of Covariance Matrices in Hierarchical Models
ERIC Educational Resources Information Center
Chung, Yeojin; Gelman, Andrew; Rabe-Hesketh, Sophia; Liu, Jingchen; Dorie, Vincent
2015-01-01
When fitting hierarchical regression models, maximum likelihood (ML) estimation has computational (and, for some users, philosophical) advantages compared to full Bayesian inference, but when the number of groups is small, estimates of the covariance matrix (S) of group-level varying coefficients are often degenerate. One can do better, even from…
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Small area estimation for estimating the number of infant mortality in West Java, Indonesia
NASA Astrophysics Data System (ADS)
Anggreyani, Arie; Indahwati, Kurnia, Anang
2016-02-01
Demographic and Health Survey Indonesia (DHSI) is a national designed survey to provide information regarding birth rate, mortality rate, family planning and health. DHSI was conducted by BPS in cooperation with National Population and Family Planning Institution (BKKBN), Indonesia Ministry of Health (KEMENKES) and USAID. Based on the publication of DHSI 2012, the infant mortality rate for a period of five years before survey conducted is 32 for 1000 birth lives. In this paper, Small Area Estimation (SAE) is used to estimate the number of infant mortality in districts of West Java. SAE is a special model of Generalized Linear Mixed Models (GLMM). In this case, the incidence of infant mortality is a Poisson distribution which has equdispersion assumption. The methods to handle overdispersion are binomial negative and quasi-likelihood model. Based on the results of analysis, quasi-likelihood model is the best model to overcome overdispersion problem. The basic model of the small area estimation used basic area level model. Mean square error (MSE) which based on resampling method is used to measure the accuracy of small area estimates.
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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
2011-05-01
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.
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Spatial design and strength of spatial signal: Effects on covariance estimation
Irvine, Kathryn M.; Gitelman, Alix I.; Hoeting, Jennifer A.
2007-01-01
In a spatial regression context, scientists are often interested in a physical interpretation of components of the parametric covariance function. For example, spatial covariance parameter estimates in ecological settings have been interpreted to describe spatial heterogeneity or “patchiness” in a landscape that cannot be explained by measured covariates. In this article, we investigate the influence of the strength of spatial dependence on maximum likelihood (ML) and restricted maximum likelihood (REML) estimates of covariance parameters in an exponential-with-nugget model, and we also examine these influences under different sampling designs—specifically, lattice designs and more realistic random and cluster designs—at differing intensities of sampling (n=144 and 361). We find that neither ML nor REML estimates perform well when the range parameter and/or the nugget-to-sill ratio is large—ML tends to underestimate the autocorrelation function and REML produces highly variable estimates of the autocorrelation function. The best estimates of both the covariance parameters and the autocorrelation function come under the cluster sampling design and large sample sizes. As a motivating example, we consider a spatial model for stream sulfate concentration.
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A Comparative Study of Co-Channel Interference Suppression Techniques
NASA Technical Reports Server (NTRS)
Hamkins, Jon; Satorius, Ed; Paparisto, Gent; Polydoros, Andreas
1997-01-01
We describe three methods of combatting co-channel interference (CCI): a cross-coupled phase-locked loop (CCPLL); a phase-tracking circuit (PTC), and joint Viterbi estimation based on the maximum likelihood principle. In the case of co-channel FM-modulated voice signals, the CCPLL and PTC methods typically outperform the maximum likelihood estimators when the modulation parameters are dissimilar. However, as the modulation parameters become identical, joint Viterbi estimation provides for a more robust estimate of the co-channel signals and does not suffer as much from "signal switching" which especially plagues the CCPLL approach. Good performance for the PTC requires both dissimilar modulation parameters and a priori knowledge of the co-channel signal amplitudes. The CCPLL and joint Viterbi estimators, on the other hand, incorporate accurate amplitude estimates. In addition, application of the joint Viterbi algorithm to demodulating co-channel digital (BPSK) signals in a multipath environment is also discussed. It is shown in this case that if the interference is sufficiently small, a single trellis model is most effective in demodulating the co-channel signals.
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Dong, Yi; Mihalas, Stefan; Russell, Alexander; Etienne-Cummings, Ralph; Niebur, Ernst
2012-01-01
When a neuronal spike train is observed, what can we say about the properties of the neuron that generated it? A natural way to answer this question is to make an assumption about the type of neuron, select an appropriate model for this type, and then to choose the model parameters as those that are most likely to generate the observed spike train. This is the maximum likelihood method. If the neuron obeys simple integrate and fire dynamics, Paninski, Pillow, and Simoncelli (2004) showed that its negative log-likelihood function is convex and that its unique global minimum can thus be found by gradient descent techniques. The global minimum property requires independence of spike time intervals. Lack of history dependence is, however, an important constraint that is not fulfilled in many biological neurons which are known to generate a rich repertoire of spiking behaviors that are incompatible with history independence. Therefore, we expanded the integrate and fire model by including one additional variable, a variable threshold (Mihalas & Niebur, 2009) allowing for history-dependent firing patterns. This neuronal model produces a large number of spiking behaviors while still being linear. Linearity is important as it maintains the distribution of the random variables and still allows for maximum likelihood methods to be used. In this study we show that, although convexity of the negative log-likelihood is not guaranteed for this model, the minimum of the negative log-likelihood function yields a good estimate for the model parameters, in particular if the noise level is treated as a free parameter. Furthermore, we show that a nonlinear function minimization method (r-algorithm with space dilation) frequently reaches the global minimum. PMID:21851282
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Robust Gaussian Graphical Modeling via l1 Penalization
Sun, Hokeun; Li, Hongzhe
2012-01-01
Summary Gaussian graphical models have been widely used as an effective method for studying the conditional independency structure among genes and for constructing genetic networks. However, gene expression data typically have heavier tails or more outlying observations than the standard Gaussian distribution. Such outliers in gene expression data can lead to wrong inference on the dependency structure among the genes. We propose a l1 penalized estimation procedure for the sparse Gaussian graphical models that is robustified against possible outliers. The likelihood function is weighted according to how the observation is deviated, where the deviation of the observation is measured based on its own likelihood. An efficient computational algorithm based on the coordinate gradient descent method is developed to obtain the minimizer of the negative penalized robustified-likelihood, where nonzero elements of the concentration matrix represents the graphical links among the genes. After the graphical structure is obtained, we re-estimate the positive definite concentration matrix using an iterative proportional fitting algorithm. Through simulations, we demonstrate that the proposed robust method performs much better than the graphical Lasso for the Gaussian graphical models in terms of both graph structure selection and estimation when outliers are present. We apply the robust estimation procedure to an analysis of yeast gene expression data and show that the resulting graph has better biological interpretation than that obtained from the graphical Lasso. PMID:23020775
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The Atacama Cosmology Telescope: Likelihood for Small-Scale CMB Data
NASA Technical Reports Server (NTRS)
Dunkley, J.; Calabrese, E.; Sievers, J.; Addison, G. E.; Battaglia, N.; Battistelli, E. S.; Bond, J. R.; Das, S.; Devlin, M. J.; Dunner, R.;
2013-01-01
The Atacama Cosmology Telescope has measured the angular power spectra of microwave fluctuations to arcminute scales at frequencies of 148 and 218 GHz, from three seasons of data. At small scales the fluctuations in the primordial Cosmic Microwave Background (CMB) become increasingly obscured by extragalactic foregounds and secondary CMB signals. We present results from a nine-parameter model describing these secondary effects, including the thermal and kinematic Sunyaev-Zel'dovich (tSZ and kSZ) power; the clustered and Poisson-like power from Cosmic Infrared Background (CIB) sources, and their frequency scaling; the tSZ-CIB correlation coefficient; the extragalactic radio source power; and thermal dust emission from Galactic cirrus in two different regions of the sky. In order to extract cosmological parameters, we describe a likelihood function for the ACT data, fitting this model to the multi-frequency spectra in the multipole range 500 < l < 10000. We extend the likelihood to include spectra from the South Pole Telescope at frequencies of 95, 150, and 220 GHz. Accounting for different radio source levels and Galactic cirrus emission, the same model provides an excellent fit to both datasets simultaneously, with ?2/dof= 675/697 for ACT, and 96/107 for SPT. We then use the multi-frequency likelihood to estimate the CMB power spectrum from ACT in bandpowers, marginalizing over the secondary parameters. This provides a simplified 'CMB-only' likelihood in the range 500 < l < 3500 for use in cosmological parameter estimation
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Wang, Jiun-Hao; Chang, Hung-Hao
2010-10-26
In contrast to the considerable body of literature concerning the disabilities of the general population, little information exists pertaining to the disabilities of the farm population. Focusing on the disability issue to the insurants in the Farmers' Health Insurance (FHI) program in Taiwan, this paper examines the associations among socio-demographic characteristics, insured factors, and the introduction of the national health insurance program, as well as the types and payments of disabilities among the insurants. A unique dataset containing 1,594,439 insurants in 2008 was used in this research. A logistic regression model was estimated for the likelihood of received disability payments. By focusing on the recipients, a disability payment and a disability type equation were estimated using the ordinary least squares method and a multinomial logistic model, respectively, to investigate the effects of the exogenous factors on their received payments and the likelihood of having different types of disabilities. Age and different job categories are significantly associated with the likelihood of receiving disability payments. Compared to those under age 45, the likelihood is higher among recipients aged 85 and above (the odds ratio is 8.04). Compared to hired workers, the odds ratios for self-employed and spouses of farm operators who were not members of farmers' associations are 0.97 and 0.85, respectively. In addition, older insurants are more likely to have eye problems; few differences in disability types are related to insured job categories. Results indicate that older farmers are more likely to receive disability payments, but the likelihood is not much different among insurants of various job categories. Among all of the selected types of disability, a highest likelihood is found for eye disability. In addition, the introduction of the national health insurance program decreases the likelihood of receiving disability payments. The experience in Taiwan can be valuable for other countries that are in an initial stage to implement a universal health insurance program.
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McKetin, Rebecca; Lubman, Dan I; Baker, Amanda; Dawe, Sharon; Ross, Joanne; Mattick, Richard P; Degenhardt, Louisa
2018-02-03
To estimate the extent to which specific sexual behaviours (being sexually active, having multiple sex partners, casual sex, condomless casual sex, anal sex and condomless anal sex) change during periods of methamphetamine use. Within-person estimates for the relationship between methamphetamine use and sexual behaviour were derived from longitudinal panel data from the Methamphetamine Treatment Evaluation Study (MATES) cohort (2006-10). Sydney and Brisbane, Australia. Participants (n = 319) were recruited through treatment and other health services, self-identified as heterosexual, were aged 17-51 years, 74% were male and all were dependent on methamphetamine on study entry. Days of methamphetamine use in the past month and sexual behaviour in the past month were both assessed using the Opiate Treatment Index. When using methamphetamine, participants had double the odds of being sexually active compared with when they were not using, after adjustment for demographics and other substance use [adjusted odds ratio (aOR) = 1.9, P = 0.010]. When participants were sexually active, they were more likely to have multiple sex partners (aOR = 3.3, P = 0.001), casual sex partners (aOR = 3.9, P < 0.001) and condomless casual sex (aOR = 2.6, P = 0.012) when using methamphetamine than when they were not using. During months when participants had a casual sex partner, there was no significant reduction in their likelihood of condom use when they were using methamphetamine. There was no significant change in the likelihood of having anal sex or condomless anal sex during months of methamphetamine use. Methamphetamine use is associated with an increase in being sexually active, having multiple sex partners and casual sex partners and having condomless sex with casual partners, but it is not associated with a change in condom use per se. © 2018 Society for the Study of Addiction.
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Purcell, Jeremy J.; Rapp, Brenda
2013-01-01
Previous research has shown that damage to the neural substrates of orthographic processing can lead to functional reorganization during reading (Tsapkini et al., 2011); in this research we ask if the same is true for spelling. To examine the functional reorganization of spelling networks we present a novel three-stage Individual Peak Probability Comparison (IPPC) analysis approach for comparing the activation patterns obtained during fMRI of spelling in a single brain-damaged individual with dysgraphia to those obtained in a set of non-impaired control participants. The first analysis stage characterizes the convergence in activations across non-impaired control participants by applying a technique typically used for characterizing activations across studies: Activation Likelihood Estimate (ALE) (Turkeltaub et al., 2002). This method was used to identify locations that have a high likelihood of yielding activation peaks in the non-impaired participants. The second stage provides a characterization of the degree to which the brain-damaged individual's activations correspond to the group pattern identified in Stage 1. This involves performing a Mahalanobis distance statistics analysis (Tsapkini et al., 2011) that compares each of a control group's peak activation locations to the nearest peak generated by the brain-damaged individual. The third stage evaluates the extent to which the brain-damaged individual's peaks are atypical relative to the range of individual variation among the control participants. This IPPC analysis allows for a quantifiable, statistically sound method for comparing an individual's activation pattern to the patterns observed in a control group and, thus, provides a valuable tool for identifying functional reorganization in a brain-damaged individual with impaired spelling. Furthermore, this approach can be applied more generally to compare any individual's activation pattern with that of a set of other individuals. PMID:24399981
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Li, Xu; Xiao, Ya-hui; Zhao, Qing; Leung, Ada W W; Cheung, Eric F C; Chan, Raymond C K
2015-08-01
We conducted an activation likelihood estimation (ALE) meta-analysis to quantitatively review the existing working memory (WM) training studies that investigated neural activation changes both in healthy individuals and patients with schizophrenia. ALE analysis of studies in healthy individuals indicates a widespread distribution of activation changes with WM training in the frontal and parietal regions, especially the dorsolateral prefrontal cortex, the medial frontal cortex and the precuneus, as well as subcortical regions such as the insula and the striatum. WM training is also accompanied by activation changes in patients with schizophrenia, mainly in the dorsolateral prefrontal cortex, the precuneus and the fusiform gyrus. Our results demonstrate that WM training is accompanied by changes in neural activation patterns in healthy individuals, which may provide the basis for understanding neuroplastic changes in patients with schizophrenia. Copyright © 2015 Elsevier Ltd. All rights reserved.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Washeleski, Robert L.; Meyer, Edmond J. IV; King, Lyon B.
2013-10-15
Laser Thomson scattering (LTS) is an established plasma diagnostic technique that has seen recent application to low density plasmas. It is difficult to perform LTS measurements when the scattered signal is weak as a result of low electron number density, poor optical access to the plasma, or both. Photon counting methods are often implemented in order to perform measurements in these low signal conditions. However, photon counting measurements performed with photo-multiplier tubes are time consuming and multi-photon arrivals are incorrectly recorded. In order to overcome these shortcomings a new data analysis method based on maximum likelihood estimation was developed. Themore » key feature of this new data processing method is the inclusion of non-arrival events in determining the scattered Thomson signal. Maximum likelihood estimation and its application to Thomson scattering at low signal levels is presented and application of the new processing method to LTS measurements performed in the plume of a 2-kW Hall-effect thruster is discussed.« less
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Washeleski, Robert L; Meyer, Edmond J; King, Lyon B
2013-10-01
Laser Thomson scattering (LTS) is an established plasma diagnostic technique that has seen recent application to low density plasmas. It is difficult to perform LTS measurements when the scattered signal is weak as a result of low electron number density, poor optical access to the plasma, or both. Photon counting methods are often implemented in order to perform measurements in these low signal conditions. However, photon counting measurements performed with photo-multiplier tubes are time consuming and multi-photon arrivals are incorrectly recorded. In order to overcome these shortcomings a new data analysis method based on maximum likelihood estimation was developed. The key feature of this new data processing method is the inclusion of non-arrival events in determining the scattered Thomson signal. Maximum likelihood estimation and its application to Thomson scattering at low signal levels is presented and application of the new processing method to LTS measurements performed in the plume of a 2-kW Hall-effect thruster is discussed.
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Risk prediction and aversion by anterior cingulate cortex.
Brown, Joshua W; Braver, Todd S
2007-12-01
The recently proposed error-likelihood hypothesis suggests that anterior cingulate cortex (ACC) and surrounding areas will become active in proportion to the perceived likelihood of an error. The hypothesis was originally derived from a computational model prediction. The same computational model now makes a further prediction that ACC will be sensitive not only to predicted error likelihood, but also to the predicted magnitude of the consequences, should an error occur. The product of error likelihood and predicted error consequence magnitude collectively defines the general "expected risk" of a given behavior in a manner analogous but orthogonal to subjective expected utility theory. New fMRI results from an incentivechange signal task now replicate the error-likelihood effect, validate the further predictions of the computational model, and suggest why some segments of the population may fail to show an error-likelihood effect. In particular, error-likelihood effects and expected risk effects in general indicate greater sensitivity to earlier predictors of errors and are seen in risk-averse but not risk-tolerant individuals. Taken together, the results are consistent with an expected risk model of ACC and suggest that ACC may generally contribute to cognitive control by recruiting brain activity to avoid risk.
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Hu, Meng; Clark, Kelsey L.; Gong, Xiajing; Noudoost, Behrad; Li, Mingyao; Moore, Tirin
2015-01-01
Inferotemporal (IT) neurons are known to exhibit persistent, stimulus-selective activity during the delay period of object-based working memory tasks. Frontal eye field (FEF) neurons show robust, spatially selective delay period activity during memory-guided saccade tasks. We present a copula regression paradigm to examine neural interaction of these two types of signals between areas IT and FEF of the monkey during a working memory task. This paradigm is based on copula models that can account for both marginal distribution over spiking activity of individual neurons within each area and joint distribution over ensemble activity of neurons between areas. Considering the popular GLMs as marginal models, we developed a general and flexible likelihood framework that uses the copula to integrate separate GLMs into a joint regression analysis. Such joint analysis essentially leads to a multivariate analog of the marginal GLM theory and hence efficient model estimation. In addition, we show that Granger causality between spike trains can be readily assessed via the likelihood ratio statistic. The performance of this method is validated by extensive simulations, and compared favorably to the widely used GLMs. When applied to spiking activity of simultaneously recorded FEF and IT neurons during working memory task, we observed significant Granger causality influence from FEF to IT, but not in the opposite direction, suggesting the role of the FEF in the selection and retention of visual information during working memory. The copula model has the potential to provide unique neurophysiological insights about network properties of the brain. PMID:26063909
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Bessette, Louis; Lebovic, Gerald; Millson, Brad; Charland, Katia; Donepudi, Krishna; Gaetano, Tania; Remple, Valencia; Latour, Martin G; Gazel, Sandra; Laliberté, Marie-Claude; Thorne, Carter
2018-06-01
Adalimumab (ADA) is a tumor necrosis factor (TNF)-alpha inhibitor indicated for the treatment of inflammatory autoimmune diseases, including ankylosing spondylitis (AS). Patients receiving ADA in Canada are eligible to enroll in the AbbVie Care™ patient support program (AC-PSP), which provides personalized services, including care coach calls (CCCs). We estimated the likelihood of controlled disease in a cohort of AS patients treated with ADA enrolled in the AC-PSP and who received CCCs versus those who did not. A longitudinal analysis using de-identified aggregate-level data collected through the AC-PSP was performed. A probabilistic matching algorithm was used to link patient-level records from the AC-PSP database to records from the QuintilesIMS longitudinal prescription transactions database. Patients were indexed on the date of their first prescription of ADA between January 2010 and October 2015. The AC-PSP database included patient assessments of the Bath Ankylosing Spondylitis Disease Activity Index (BASDAI), a measure of disease activity. Eligible patients had a baseline BASDAI assessment performed between 90 days before and 30 days after the index date, and a follow-up BASDAI assessment 6-18 months later. Poisson regression was used to estimate the adjusted relative risk (RR) of controlled disease (BASDAI < 4) at the time of follow-up, comparing patients who received CCCs with those who did not. In total 249 AS patients met eligibility criteria, and 123 (49%) received CCCs. Of the 249 patients, 184 (74%) had controlled disease (BASDAI < 4) at follow-up assessment, 98 (80%) in the CCC group and 86 (68%) in the no CCC group. Multivariable regression analysis demonstrated a 23% increased likelihood of controlled disease in patients who received CCCs relative to those who did not (RR = 1.23; 95% confidence interval, 1.06-1.42; p = 0.0055). AS patients receiving tailored services through the AC-PSP in the form of CCCs have an increased likelihood of controlled disease within 6-18 months. AbbVie.
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A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.
Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio
2017-11-01
Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force.
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A survey of kernel-type estimators for copula and their applications
NASA Astrophysics Data System (ADS)
Sumarjaya, I. W.
2017-10-01
Copulas have been widely used to model nonlinear dependence structure. Main applications of copulas include areas such as finance, insurance, hydrology, rainfall to name but a few. The flexibility of copula allows researchers to model dependence structure beyond Gaussian distribution. Basically, a copula is a function that couples multivariate distribution functions to their one-dimensional marginal distribution functions. In general, there are three methods to estimate copula. These are parametric, nonparametric, and semiparametric method. In this article we survey kernel-type estimators for copula such as mirror reflection kernel, beta kernel, transformation method and local likelihood transformation method. Then, we apply these kernel methods to three stock indexes in Asia. The results of our analysis suggest that, albeit variation in information criterion values, the local likelihood transformation method performs better than the other kernel methods.
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A quantum framework for likelihood ratios
NASA Astrophysics Data System (ADS)
Bond, Rachael L.; He, Yang-Hui; Ormerod, Thomas C.
The ability to calculate precise likelihood ratios is fundamental to science, from Quantum Information Theory through to Quantum State Estimation. However, there is no assumption-free statistical methodology to achieve this. For instance, in the absence of data relating to covariate overlap, the widely used Bayes’ theorem either defaults to the marginal probability driven “naive Bayes’ classifier”, or requires the use of compensatory expectation-maximization techniques. This paper takes an information-theoretic approach in developing a new statistical formula for the calculation of likelihood ratios based on the principles of quantum entanglement, and demonstrates that Bayes’ theorem is a special case of a more general quantum mechanical expression.
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Estimating stage-specific daily survival probabilities of nests when nest age is unknown
Stanley, T.R.
2004-01-01
Estimation of daily survival probabilities of nests is common in studies of avian populations. Since the introduction of Mayfield's (1961, 1975) estimator, numerous models have been developed to relax Mayfield's assumptions and account for biologically important sources of variation. Stanley (2000) presented a model for estimating stage-specific (e.g. incubation stage, nestling stage) daily survival probabilities of nests that conditions on “nest type” and requires that nests be aged when they are found. Because aging nests typically requires handling the eggs, there may be situations where nests can not or should not be aged and the Stanley (2000) model will be inapplicable. Here, I present a model for estimating stage-specific daily survival probabilities that conditions on nest stage for active nests, thereby obviating the need to age nests when they are found. Specifically, I derive the maximum likelihood function for the model, evaluate the model's performance using Monte Carlo simulations, and provide software for estimating parameters (along with an example). For sample sizes as low as 50 nests, bias was small and confidence interval coverage was close to the nominal rate, especially when a reduced-parameter model was used for estimation.
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Murray, Justine V; Jansen, Cassie C; De Barro, Paul
2016-01-01
In an effort to eliminate dengue, a successful technology was developed with the stable introduction of the obligate intracellular bacteria Wolbachia pipientis into the mosquito Aedes aegypti to reduce its ability to transmit dengue fever due to life shortening and inhibition of viral replication effects. An analysis of risk was required before considering release of the modified mosquito into the environment. Expert knowledge and a risk assessment framework were used to identify risk associated with the release of the modified mosquito. Individual and group expert elicitation was performed to identify potential hazards. A Bayesian network (BN) was developed to capture the relationship between hazards and the likelihood of events occurring. Risk was calculated from the expert likelihood estimates populating the BN and the consequence estimates elicited from experts. The risk model for "Don't Achieve Release" provided an estimated 46% likelihood that the release would not occur by a nominated time but generated an overall risk rating of very low. The ability to obtain compliance had the greatest influence on the likelihood of release occurring. The risk model for "Cause More Harm" provided a 12.5% likelihood that more harm would result from the release, but the overall risk was considered negligible. The efficacy of mosquito management had the most influence, with the perception that the threat of dengue fever had been eliminated, resulting in less household mosquito control, and was scored as the highest ranked individual hazard (albeit low risk). The risk analysis was designed to incorporate the interacting complexity of hazards that may affect the release of the technology into the environment. The risk analysis was a small, but important, implementation phase in the success of this innovative research introducing a new technology to combat dengue transmission in the environment.
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Estimating model predictive uncertainty is imperative to informed environmental decision making and management of water resources. This paper applies the Generalized Sensitivity Analysis (GSA) to examine parameter sensitivity and the Generalized Likelihood Uncertainty Estimation...
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Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management
A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...
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Likelihood parameter estimation for calibrating a soil moisture using radar backscatter
USDA-ARS?s Scientific Manuscript database
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...
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ERIC Educational Resources Information Center
Gonzalez Canche, Manuel Sacramento
2012-01-01
For the last 25 years, research on the effects of community colleges on baccalaureate degree attainment has concluded that community colleges drastically reduce the likelihood of attaining a bachelor's degree compared to the effects of four-year institutions on this likelihood. The thesis of this dissertation is that community colleges have…
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Statistical Bias in Maximum Likelihood Estimators of Item Parameters.
1982-04-01
34 a> E r’r~e r ,C Ie I# ne,..,.rVi rnd Id.,flfv b1 - bindk numb.r) I; ,t-i i-cd I ’ tiie bias in the maximum likelihood ,st i- i;, ’ t iIeiIrs in...NTC, IL 60088 Psychometric Laboratory University of North Carolina I ERIC Facility-Acquisitions Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC
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Equivalence of binormal likelihood-ratio and bi-chi-squared ROC curve models
Hillis, Stephen L.
2015-01-01
A basic assumption for a meaningful diagnostic decision variable is that there is a monotone relationship between it and its likelihood ratio. This relationship, however, generally does not hold for a decision variable that results in a binormal ROC curve. As a result, receiver operating characteristic (ROC) curve estimation based on the assumption of a binormal ROC-curve model produces improper ROC curves that have “hooks,” are not concave over the entire domain, and cross the chance line. Although in practice this “improperness” is usually not noticeable, sometimes it is evident and problematic. To avoid this problem, Metz and Pan proposed basing ROC-curve estimation on the assumption of a binormal likelihood-ratio (binormal-LR) model, which states that the decision variable is an increasing transformation of the likelihood-ratio function of a random variable having normal conditional diseased and nondiseased distributions. However, their development is not easy to follow. I show that the binormal-LR model is equivalent to a bi-chi-squared model in the sense that the families of corresponding ROC curves are the same. The bi-chi-squared formulation provides an easier-to-follow development of the binormal-LR ROC curve and its properties in terms of well-known distributions. PMID:26608405
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Modeling abundance effects in distance sampling
Royle, J. Andrew; Dawson, D.K.; Bates, S.
2004-01-01
Distance-sampling methods are commonly used in studies of animal populations to estimate population density. A common objective of such studies is to evaluate the relationship between abundance or density and covariates that describe animal habitat or other environmental influences. However, little attention has been focused on methods of modeling abundance covariate effects in conventional distance-sampling models. In this paper we propose a distance-sampling model that accommodates covariate effects on abundance. The model is based on specification of the distance-sampling likelihood at the level of the sample unit in terms of local abundance (for each sampling unit). This model is augmented with a Poisson regression model for local abundance that is parameterized in terms of available covariates. Maximum-likelihood estimation of detection and density parameters is based on the integrated likelihood, wherein local abundance is removed from the likelihood by integration. We provide an example using avian point-transect data of Ovenbirds (Seiurus aurocapillus) collected using a distance-sampling protocol and two measures of habitat structure (understory cover and basal area of overstory trees). The model yields a sensible description (positive effect of understory cover, negative effect on basal area) of the relationship between habitat and Ovenbird density that can be used to evaluate the effects of habitat management on Ovenbird populations.
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Williamson, Ross S.; Sahani, Maneesh; Pillow, Jonathan W.
2015-01-01
Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron’s probability of spiking. One popular method, known as maximally informative dimensions (MID), uses an information-theoretic quantity known as “single-spike information” to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP) model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex. PMID:25831448
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Statistical Deconvolution for Superresolution Fluorescence Microscopy
Mukamel, Eran A.; Babcock, Hazen; Zhuang, Xiaowei
2012-01-01
Superresolution microscopy techniques based on the sequential activation of fluorophores can achieve image resolution of ∼10 nm but require a sparse distribution of simultaneously activated fluorophores in the field of view. Image analysis procedures for this approach typically discard data from crowded molecules with overlapping images, wasting valuable image information that is only partly degraded by overlap. A data analysis method that exploits all available fluorescence data, regardless of overlap, could increase the number of molecules processed per frame and thereby accelerate superresolution imaging speed, enabling the study of fast, dynamic biological processes. Here, we present a computational method, referred to as deconvolution-STORM (deconSTORM), which uses iterative image deconvolution in place of single- or multiemitter localization to estimate the sample. DeconSTORM approximates the maximum likelihood sample estimate under a realistic statistical model of fluorescence microscopy movies comprising numerous frames. The model incorporates Poisson-distributed photon-detection noise, the sparse spatial distribution of activated fluorophores, and temporal correlations between consecutive movie frames arising from intermittent fluorophore activation. We first quantitatively validated this approach with simulated fluorescence data and showed that deconSTORM accurately estimates superresolution images even at high densities of activated fluorophores where analysis by single- or multiemitter localization methods fails. We then applied the method to experimental data of cellular structures and demonstrated that deconSTORM enables an approximately fivefold or greater increase in imaging speed by allowing a higher density of activated fluorophores/frame. PMID:22677393
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Minimum Expected Risk Estimation for Near-neighbor Classification
2006-04-01
We consider the problems of class probability estimation and classification when using near-neighbor classifiers, such as k-nearest neighbors ( kNN ...estimate for weighted kNN classifiers with different prior information, for a broad class of risk functions. Theory and simulations show how significant...the difference is compared to the standard maximum likelihood weighted kNN estimates. Comparisons are made with uniform weights, symmetric weights