Sample records for constrained maximum likelihood

  1. 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.

  2. 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…

  3. Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions

    PubMed Central

    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

  4. Constrained Maximum Likelihood Estimation of Relative Abundances of Protein Conformation in a Heterogeneous Mixture from Small Angle X-Ray Scattering Intensity Measurements

    PubMed Central

    Onuk, A. Emre; Akcakaya, Murat; Bardhan, Jaydeep P.; Erdogmus, Deniz; Brooks, Dana H.; Makowski, Lee

    2015-01-01

    In this paper, we describe a model for maximum likelihood estimation (MLE) of the relative abundances of different conformations of a protein in a heterogeneous mixture from small angle X-ray scattering (SAXS) intensities. To consider cases where the solution includes intermediate or unknown conformations, we develop a subset selection method based on k-means clustering and the Cramér-Rao bound on the mixture coefficient estimation error to find a sparse basis set that represents the space spanned by the measured SAXS intensities of the known conformations of a protein. Then, using the selected basis set and the assumptions on the model for the intensity measurements, we show that the MLE model can be expressed as a constrained convex optimization problem. Employing the adenylate kinase (ADK) protein and its known conformations as an example, and using Monte Carlo simulations, we demonstrate the performance of the proposed estimation scheme. Here, although we use 45 crystallographically determined experimental structures and we could generate many more using, for instance, molecular dynamics calculations, the clustering technique indicates that the data cannot support the determination of relative abundances for more than 5 conformations. The estimation of this maximum number of conformations is intrinsic to the methodology we have used here. PMID:26924916

  5. Dynamic Financial Constraints: Distinguishing Mechanism Design from Exogenously Incomplete Regimes*

    PubMed Central

    Karaivanov, Alexander; Townsend, Robert M.

    2014-01-01

    We formulate and solve a range of dynamic models of constrained credit/insurance that allow for moral hazard and limited commitment. We compare them to full insurance and exogenously incomplete financial regimes (autarky, saving only, borrowing and lending in a single asset). We develop computational methods based on mechanism design, linear programming, and maximum likelihood to estimate, compare, and statistically test these alternative dynamic models with financial/information constraints. Our methods can use both cross-sectional and panel data and allow for measurement error and unobserved heterogeneity. We estimate the models using data on Thai households running small businesses from two separate samples. We find that in the rural sample, the exogenously incomplete saving only and borrowing regimes provide the best fit using data on consumption, business assets, investment, and income. Family and other networks help consumption smoothing there, as in a moral hazard constrained regime. In contrast, in urban areas, we find mechanism design financial/information regimes that are decidedly less constrained, with the moral hazard model fitting best combined business and consumption data. We perform numerous robustness checks in both the Thai data and in Monte Carlo simulations and compare our maximum likelihood criterion with results from other metrics and data not used in the estimation. A prototypical counterfactual policy evaluation exercise using the estimation results is also featured. PMID:25246710

  6. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Beaumier, Michael J.

    This thesis discusses the process of extracting the longitudinal asymmetry, Amore » $$W±\\atop{L}$$ describing W → μ production in forward kinematic regimes. This asymmetry is used to constrain our understanding of the polarized parton distribution functions characterizing $$\\bar{u}$$ and $$\\bar{d}$$ sea quarks in the proton. This asymmetry will be used to constrain the overall contribution of the sea-quarks to the total proton spin. The asymmetry is evaluated over the pseudorapidity range of the PHENIX Muon Arms, 2.1 < |η| 2.6, for longitudinally polarized proton-proton collisions at 510 GeV √s. In particular, I will discuss the statistical methods used to characterize real muonic W decays and the various background processes is presented, including a discussion of likelihood event selection and the Extended Unbinned Maximum Likelihood t. These statistical methods serve estimate the yields of W muonic decays, which are used to calculate the longitudinal asymmetry.« less

  7. Constrained Stochastic Extended Redundancy Analysis.

    PubMed

    DeSarbo, Wayne S; Hwang, Heungsun; Stadler Blank, Ashley; Kappe, Eelco

    2015-06-01

    We devise a new statistical methodology called constrained stochastic extended redundancy analysis (CSERA) to examine the comparative impact of various conceptual factors, or drivers, as well as the specific predictor variables that contribute to each driver on designated dependent variable(s). The technical details of the proposed methodology, the maximum likelihood estimation algorithm, and model selection heuristics are discussed. A sports marketing consumer psychology application is provided in a Major League Baseball (MLB) context where the effects of six conceptual drivers of game attendance and their defining predictor variables are estimated. Results compare favorably to those obtained using traditional extended redundancy analysis (ERA).

  8. Using a constrained formulation based on probability summation to fit receiver operating characteristic (ROC) curves

    NASA Astrophysics Data System (ADS)

    Swensson, Richard G.; King, Jill L.; Good, Walter F.; Gur, David

    2000-04-01

    A constrained ROC formulation from probability summation is proposed for measuring observer performance in detecting abnormal findings on medical images. This assumes the observer's detection or rating decision on each image is determined by a latent variable that characterizes the specific finding (type and location) considered most likely to be a target abnormality. For positive cases, this 'maximum- suspicion' variable is assumed to be either the value for the actual target or for the most suspicious non-target finding, whichever is the greater (more suspicious). Unlike the usual ROC formulation, this constrained formulation guarantees a 'well-behaved' ROC curve that always equals or exceeds chance- level decisions and cannot exhibit an upward 'hook.' Its estimated parameters specify the accuracy for separating positive from negative cases, and they also predict accuracy in locating or identifying the actual abnormal findings. The present maximum-likelihood procedure (runs on PC with Windows 95 or NT) fits this constrained formulation to rating-ROC data using normal distributions with two free parameters. Fits of the conventional and constrained ROC formulations are compared for continuous and discrete-scale ratings of chest films in a variety of detection problems, both for localized lesions (nodules, rib fractures) and for diffuse abnormalities (interstitial disease, infiltrates or pnumothorax). The two fitted ROC curves are nearly identical unless the conventional ROC has an ill behaved 'hook,' below the constrained ROC.

  9. Modeling and Maximum Likelihood Fitting of Gamma-Ray and Radio Light Curves of Millisecond Pulsars Detected with Fermi

    NASA Technical Reports Server (NTRS)

    Johnson, T. J.; Harding, A. K.; Venter, C.

    2012-01-01

    Pulsed gamma rays have been detected with the Fermi Large Area Telescope (LAT) from more than 20 millisecond pulsars (MSPs), some of which were discovered in radio observations of bright, unassociated LAT sources. We have fit the radio and gamma-ray light curves of 19 LAT-detected MSPs in the context of geometric, outermagnetospheric emission models assuming the retarded vacuum dipole magnetic field using a Markov chain Monte Carlo maximum likelihood technique. We find that, in many cases, the models are able to reproduce the observed light curves well and provide constraints on the viewing geometries that are in agreement with those from radio polarization measurements. Additionally, for some MSPs we constrain the altitudes of both the gamma-ray and radio emission regions. The best-fit magnetic inclination angles are found to cover a broader range than those of non-recycled gamma-ray pulsars.

  10. Robust, Adaptive Radar Detection and Estimation

    DTIC Science & Technology

    2015-07-21

    cost function is not a convex function in R, we apply a transformation variables i.e., let X = σ2R−1 and S′ = 1 σ2 S. Then, the revised cost function in...1 viv H i . We apply this inverse covariance matrix in computing the SINR as well as estimator variance. • Rank Constrained Maximum Likelihood: Our...even as almost all available training samples are corrupted. Probability of Detection vs. SNR We apply three test statistics, the normalized matched

  11. Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

    PubMed Central

    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

  12. Use of inequality constrained least squares estimation in small area estimation

    NASA Astrophysics Data System (ADS)

    Abeygunawardana, R. A. B.; Wickremasinghe, W. N.

    2017-05-01

    Traditional surveys provide estimates that are based only on the sample observations collected for the population characteristic of interest. However, these estimates may have unacceptably large variance for certain domains. Small Area Estimation (SAE) deals with determining precise and accurate estimates for population characteristics of interest for such domains. SAE usually uses least squares or maximum likelihood procedures incorporating prior information and current survey data. Many available methods in SAE use constraints in equality form. However there are practical situations where certain inequality restrictions on model parameters are more realistic. It will lead to Inequality Constrained Least Squares (ICLS) estimates if the method used is least squares. In this study ICLS estimation procedure is applied to many proposed small area estimates.

  13. Estimation of submarine mass failure probability from a sequence of deposits with age dates

    USGS Publications Warehouse

    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.

  14. Optimal HRF and smoothing parameters for fMRI time series within an autoregressive modeling framework.

    PubMed

    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.

  15. Statistics of some atmospheric turbulence records relevant to aircraft response calculations

    NASA Technical Reports Server (NTRS)

    Mark, W. D.; Fischer, R. W.

    1981-01-01

    Methods for characterizing atmospheric turbulence are described. The methods illustrated include maximum likelihood estimation of the integral scale and intensity of records obeying the von Karman transverse power spectral form, constrained least-squares estimation of the parameters of a parametric representation of autocorrelation functions, estimation of the power spectra density of the instantaneous variance of a record with temporally fluctuating variance, and estimation of the probability density functions of various turbulence components. Descriptions of the computer programs used in the computations are given, and a full listing of these programs is included.

  16. Assessing compatibility of direct detection data: halo-independent global likelihood analyses

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Gelmini, Graciela B.; Huh, Ji-Haeng; Witte, Samuel J.

    2016-10-18

    We present two different halo-independent methods to assess the compatibility of several direct dark matter detection data sets for a given dark matter model using a global likelihood consisting of at least one extended likelihood and an arbitrary number of Gaussian or Poisson likelihoods. In the first method we find the global best fit halo function (we prove that it is a unique piecewise constant function with a number of down steps smaller than or equal to a maximum number that we compute) and construct a two-sided pointwise confidence band at any desired confidence level, which can then be comparedmore » with those derived from the extended likelihood alone to assess the joint compatibility of the data. In the second method we define a “constrained parameter goodness-of-fit” test statistic, whose p-value we then use to define a “plausibility region” (e.g. where p≥10%). For any halo function not entirely contained within the plausibility region, the level of compatibility of the data is very low (e.g. p<10%). We illustrate these methods by applying them to CDMS-II-Si and SuperCDMS data, assuming dark matter particles with elastic spin-independent isospin-conserving interactions or exothermic spin-independent isospin-violating interactions.« less

  17. Modeling of 2D diffusion processes based on microscopy data: parameter estimation and practical identifiability analysis.

    PubMed

    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.

  18. Empirical likelihood method for non-ignorable missing data problems.

    PubMed

    Guan, Zhong; Qin, Jing

    2017-01-01

    Missing response problem is ubiquitous in survey sampling, medical, social science and epidemiology studies. It is well known that non-ignorable missing is the most difficult missing data problem where the missing of a response depends on its own value. In statistical literature, unlike the ignorable missing data problem, not many papers on non-ignorable missing data are available except for the full parametric model based approach. In this paper we study a semiparametric model for non-ignorable missing data in which the missing probability is known up to some parameters, but the underlying distributions are not specified. By employing Owen (1988)'s empirical likelihood method we can obtain the constrained maximum empirical likelihood estimators of the parameters in the missing probability and the mean response which are shown to be asymptotically normal. Moreover the likelihood ratio statistic can be used to test whether the missing of the responses is non-ignorable or completely at random. The theoretical results are confirmed by a simulation study. As an illustration, the analysis of a real AIDS trial data shows that the missing of CD4 counts around two years are non-ignorable and the sample mean based on observed data only is biased.

  19. Automation and Evaluation of the SOWH Test with SOWHAT.

    PubMed

    Church, Samuel H; Ryan, Joseph F; Dunn, Casey W

    2015-11-01

    The Swofford-Olsen-Waddell-Hillis (SOWH) test evaluates statistical support for incongruent phylogenetic topologies. It is commonly applied to determine if the maximum likelihood tree in a phylogenetic analysis is significantly different than an alternative hypothesis. The SOWH test compares the observed difference in log-likelihood between two topologies to a null distribution of differences in log-likelihood generated by parametric resampling. The test is a well-established phylogenetic method for topology testing, but it is sensitive to model misspecification, it is computationally burdensome to perform, and its implementation requires the investigator to make several decisions that each have the potential to affect the outcome of the test. We analyzed the effects of multiple factors using seven data sets to which the SOWH test was previously applied. These factors include a number of sample replicates, likelihood software, the introduction of gaps to simulated data, the use of distinct models of evolution for data simulation and likelihood inference, and a suggested test correction wherein an unresolved "zero-constrained" tree is used to simulate sequence data. To facilitate these analyses and future applications of the SOWH test, we wrote SOWHAT, a program that automates the SOWH test. We find that inadequate bootstrap sampling can change the outcome of the SOWH test. The results also show that using a zero-constrained tree for data simulation can result in a wider null distribution and higher p-values, but does not change the outcome of the SOWH test for most of the data sets tested here. These results will help others implement and evaluate the SOWH test and allow us to provide recommendations for future applications of the SOWH test. SOWHAT is available for download from https://github.com/josephryan/SOWHAT. © The Author(s) 2015. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

  20. Halo-independence with quantified maximum entropy at DAMA/LIBRA

    NASA Astrophysics Data System (ADS)

    Fowlie, Andrew

    2017-10-01

    Using the DAMA/LIBRA anomaly as an example, we formalise the notion of halo-independence in the context of Bayesian statistics and quantified maximum entropy. We consider an infinite set of possible profiles, weighted by an entropic prior and constrained by a likelihood describing noisy measurements of modulated moments by DAMA/LIBRA. Assuming an isotropic dark matter (DM) profile in the galactic rest frame, we find the most plausible DM profiles and predictions for unmodulated signal rates at DAMA/LIBRA. The entropic prior contains an a priori unknown regularisation factor, β, that describes the strength of our conviction that the profile is approximately Maxwellian. By varying β, we smoothly interpolate between a halo-independent and a halo-dependent analysis, thus exploring the impact of prior information about the DM profile.

  1. Maximum likelihood methods for investigating reporting rates of rings on hunter-shot birds

    USGS Publications Warehouse

    Conroy, M.J.; Morgan, B.J.T.; North, P.M.

    1985-01-01

    It is well known that hunters do not report 100% of the rings that they find on shot birds. Reward studies can be used to estimate what this reporting rate is, by comparison of recoveries of rings offering a monetary reward, to ordinary rings. A reward study of American Black Ducks (Anas rubripes) is used to illustrate the design, and to motivate the development of statistical models for estimation and for testing hypotheses of temporal and geographic variation in reporting rates. The method involves indexing the data (recoveries) and parameters (reporting, harvest, and solicitation rates) by geographic and temporal strata. Estimates are obtained under unconstrained (e.g., allowing temporal variability in reporting rates) and constrained (e.g., constant reporting rates) models, and hypotheses are tested by likelihood ratio. A FORTRAN program, available from the author, is used to perform the computations.

  2. Encircling the dark: constraining dark energy via cosmic density in spheres

    NASA Astrophysics Data System (ADS)

    Codis, S.; Pichon, C.; Bernardeau, F.; Uhlemann, C.; Prunet, S.

    2016-08-01

    The recently published analytic probability density function for the mildly non-linear cosmic density field within spherical cells is used to build a simple but accurate maximum likelihood estimate for the redshift evolution of the variance of the density, which, as expected, is shown to have smaller relative error than the sample variance. This estimator provides a competitive probe for the equation of state of dark energy, reaching a few per cent accuracy on wp and wa for a Euclid-like survey. The corresponding likelihood function can take into account the configuration of the cells via their relative separations. A code to compute one-cell-density probability density functions for arbitrary initial power spectrum, top-hat smoothing and various spherical-collapse dynamics is made available online, so as to provide straightforward means of testing the effect of alternative dark energy models and initial power spectra on the low-redshift matter distribution.

  3. Constrained inference in mixed-effects models for longitudinal data with application to hearing loss.

    PubMed

    Davidov, Ori; Rosen, Sophia

    2011-04-01

    In medical studies, endpoints are often measured for each patient longitudinally. The mixed-effects model has been a useful tool for the analysis of such data. There are situations in which the parameters of the model are subject to some restrictions or constraints. For example, in hearing loss studies, we expect hearing to deteriorate with time. This means that hearing thresholds which reflect hearing acuity will, on average, increase over time. Therefore, the regression coefficients associated with the mean effect of time on hearing ability will be constrained. Such constraints should be accounted for in the analysis. We propose maximum likelihood estimation procedures, based on the expectation-conditional maximization either algorithm, to estimate the parameters of the model while accounting for the constraints on them. The proposed methods improve, in terms of mean square error, on the unconstrained estimators. In some settings, the improvement may be substantial. Hypotheses testing procedures that incorporate the constraints are developed. Specifically, likelihood ratio, Wald, and score tests are proposed and investigated. Their empirical significance levels and power are studied using simulations. It is shown that incorporating the constraints improves the mean squared error of the estimates and the power of the tests. These improvements may be substantial. The methodology is used to analyze a hearing loss study.

  4. Maximum likelihood identification and optimal input design for identifying aircraft stability and control derivatives

    NASA Technical Reports Server (NTRS)

    Stepner, D. E.; Mehra, R. K.

    1973-01-01

    A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.

  5. The Equivalence of Information-Theoretic and Likelihood-Based Methods for Neural Dimensionality Reduction

    PubMed Central

    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

  6. Halo-independence with quantified maximum entropy at DAMA/LIBRA

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Fowlie, Andrew, E-mail: andrew.j.fowlie@googlemail.com

    2017-10-01

    Using the DAMA/LIBRA anomaly as an example, we formalise the notion of halo-independence in the context of Bayesian statistics and quantified maximum entropy. We consider an infinite set of possible profiles, weighted by an entropic prior and constrained by a likelihood describing noisy measurements of modulated moments by DAMA/LIBRA. Assuming an isotropic dark matter (DM) profile in the galactic rest frame, we find the most plausible DM profiles and predictions for unmodulated signal rates at DAMA/LIBRA. The entropic prior contains an a priori unknown regularisation factor, β, that describes the strength of our conviction that the profile is approximately Maxwellian.more » By varying β, we smoothly interpolate between a halo-independent and a halo-dependent analysis, thus exploring the impact of prior information about the DM profile.« less

  7. Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies

    PubMed Central

    Rukhin, Andrew L.

    2011-01-01

    A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed. PMID:26989583

  8. Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.

    PubMed

    Rukhin, Andrew L

    2011-01-01

    A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.

  9. High-Performance Clock Synchronization Algorithms for Distributed Wireless Airborne Computer Networks with Applications to Localization and Tracking of Targets

    DTIC Science & Technology

    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

  10. MXLKID: a maximum likelihood parameter identifier. [In LRLTRAN for CDC 7600

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Gavel, D.T.

    MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables.

  11. The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

    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.

  12. 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.

  13. 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.

  14. Constrained Maximum Likelihood Estimation for Model Calibration Using Summary-level Information from External Big Data Sources

    PubMed Central

    Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J.

    2016-01-01

    Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an “internal” study while utilizing summary-level information, such as information on parameters for reduced models, from an “external” big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature. PMID:27570323

  15. An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

    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.

  16. Unbiased estimates of galaxy scaling relations from photometric redshift surveys

    NASA Astrophysics Data System (ADS)

    Rossi, Graziano; Sheth, Ravi K.

    2008-06-01

    Many physical properties of galaxies correlate with one another, and these correlations are often used to constrain galaxy formation models. Such correlations include the colour-magnitude relation, the luminosity-size relation, the fundamental plane, etc. However, the transformation from observable (e.g. angular size, apparent brightness) to physical quantity (physical size, luminosity) is often distance dependent. Noise in the distance estimate will lead to biased estimates of these correlations, thus compromising the ability of photometric redshift surveys to constrain galaxy formation models. We describe two methods which can remove this bias. One is a generalization of the Vmax method, and the other is a maximum-likelihood approach. We illustrate their effectiveness by studying the size-luminosity relation in a mock catalogue, although both methods can be applied to other scaling relations as well. We show that if one simply uses photometric redshifts one obtains a biased relation; our methods correct for this bias and recover the true relation.

  17. 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…

  18. 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.

  19. 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.

  20. New applications of maximum likelihood and Bayesian statistics in macromolecular crystallography.

    PubMed

    McCoy, Airlie J

    2002-10-01

    Maximum likelihood methods are well known to macromolecular crystallographers as the methods of choice for isomorphous phasing and structure refinement. Recently, the use of maximum likelihood and Bayesian statistics has extended to the areas of molecular replacement and density modification, placing these methods on a stronger statistical foundation and making them more accurate and effective.

  1. On the existence of maximum likelihood estimates for presence-only data

    USGS Publications Warehouse

    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.

  2. The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

    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.

  3. On the effects of thermal history on the development and relaxation of thermo-mechanical stress in cryopreservation

    NASA Astrophysics Data System (ADS)

    Eisenberg, David P.; Steif, Paul S.; Rabin, Yoed

    2014-11-01

    This study investigates the effects of the thermal protocol on the development and relaxation of thermo-mechanical stress in cryopreservation by means of glass formation, also known as vitrification. The cryopreserved medium is modeled as a homogeneous viscoelastic domain, constrained within either a stiff cylindrical container or a highly compliant bag. Annealing effects during the cooling phase of the cryopreservation protocol are analyzed. Results demonstrate that an intermediate temperature-hold period can significantly reduce the maximum tensile stress, thereby decreasing the potential for structural damage. It is also demonstrated that annealing at temperatures close to glass transition significantly weakens the dependency of thermo-mechanical stress on the cooling rate. Furthermore, a slower initial rewarming rate after cryogenic storage may drastically reduce the maximum tensile stress in the material, which supports previous experimental observations on the likelihood of fracture at this stage. This study discusses the dependency of the various stress components on the storage temperature. Finally, it is demonstrated that the stiffness of the container wall can affect the location of maximum stress, with implications on the development of cryopreservation protocols.

  4. Computation of nonparametric convex hazard estimators via profile methods.

    PubMed

    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.

  5. A maximum likelihood map of chromosome 1.

    PubMed Central

    Rao, D C; Keats, B J; Lalouel, J M; Morton, N E; Yee, S

    1979-01-01

    Thirteen loci are mapped on chromosome 1 from genetic evidence. The maximum likelihood map presented permits confirmation that Scianna (SC) and a fourteenth locus, phenylketonuria (PKU), are on chromosome 1, although the location of the latter on the PGM1-AMY segment is uncertain. Eight other controversial genetic assignments are rejected, providing a practical demonstration of the resolution which maximum likelihood theory brings to mapping. PMID:293128

  6. Variance Difference between Maximum Likelihood Estimation Method and Expected A Posteriori Estimation Method Viewed from Number of Test Items

    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…

  7. 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.

  8. Comparison of Maximum Likelihood Estimation Approach and Regression Approach in Detecting Quantitative Trait Lco Using RAPD Markers

    Treesearch

    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...

  9. A Measurement of Gravitational Lensing of the Cosmic Microwave Background by Galaxy Clusters Using Data from the South Pole Telescope

    DOE PAGES

    Baxter, E. J.; Keisler, R.; Dodelson, S.; ...

    2015-06-22

    Clusters of galaxies are expected to gravitationally lens the cosmic microwave background (CMB) and thereby generate a distinct signal in the CMB on arcminute scales. Measurements of this effect can be used to constrain the masses of galaxy clusters with CMB data alone. Here we present a measurement of lensing of the CMB by galaxy clusters using data from the South Pole Telescope (SPT). We also develop a maximum likelihood approach to extract the CMB cluster lensing signal and validate the method on mock data. We quantify the effects on our analysis of several potential sources of systematic error andmore » find that they generally act to reduce the best-fit cluster mass. It is estimated that this bias to lower cluster mass is roughly 0.85σ in units of the statistical error bar, although this estimate should be viewed as an upper limit. Furthermore, we apply our maximum likelihood technique to 513 clusters selected via their Sunyaev–Zeldovich (SZ) signatures in SPT data, and rule out the null hypothesis of no lensing at 3.1σ. The lensing-derived mass estimate for the full cluster sample is consistent with that inferred from the SZ flux: M 200,lens = 0.83 +0.38 -0.37 M 200,SZ (68% C.L., statistical error only).« less

  10. 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.

  11. An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, Addendum

    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.

  12. Effect of radiance-to-reflectance transformation and atmosphere removal on maximum likelihood classification accuracy of high-dimensional remote sensing data

    NASA Technical Reports Server (NTRS)

    Hoffbeck, Joseph P.; Landgrebe, David A.

    1994-01-01

    Many analysis algorithms for high-dimensional remote sensing data require that the remotely sensed radiance spectra be transformed to approximate reflectance to allow comparison with a library of laboratory reflectance spectra. In maximum likelihood classification, however, the remotely sensed spectra are compared to training samples, thus a transformation to reflectance may or may not be helpful. The effect of several radiance-to-reflectance transformations on maximum likelihood classification accuracy is investigated in this paper. We show that the empirical line approach, LOWTRAN7, flat-field correction, single spectrum method, and internal average reflectance are all non-singular affine transformations, and that non-singular affine transformations have no effect on discriminant analysis feature extraction and maximum likelihood classification accuracy. (An affine transformation is a linear transformation with an optional offset.) Since the Atmosphere Removal Program (ATREM) and the log residue method are not affine transformations, experiments with Airborne Visible/Infrared Imaging Spectrometer (AVIRIS) data were conducted to determine the effect of these transformations on maximum likelihood classification accuracy. The average classification accuracy of the data transformed by ATREM and the log residue method was slightly less than the accuracy of the original radiance data. Since the radiance-to-reflectance transformations allow direct comparison of remotely sensed spectra with laboratory reflectance spectra, they can be quite useful in labeling the training samples required by maximum likelihood classification, but these transformations have only a slight effect or no effect at all on discriminant analysis and maximum likelihood classification accuracy.

  13. SubspaceEM: A Fast Maximum-a-posteriori Algorithm for Cryo-EM Single Particle Reconstruction

    PubMed Central

    Dvornek, Nicha C.; Sigworth, Fred J.; Tagare, Hemant D.

    2015-01-01

    Single particle reconstruction methods based on the maximum-likelihood principle and the expectation-maximization (E–M) algorithm are popular because of their ability to produce high resolution structures. However, these algorithms are computationally very expensive, requiring a network of computational servers. To overcome this computational bottleneck, we propose a new mathematical framework for accelerating maximum-likelihood reconstructions. The speedup is by orders of magnitude and the proposed algorithm produces similar quality reconstructions compared to the standard maximum-likelihood formulation. Our approach uses subspace approximations of the cryo-electron microscopy (cryo-EM) data and projection images, greatly reducing the number of image transformations and comparisons that are computed. Experiments using simulated and actual cryo-EM data show that speedup in overall execution time compared to traditional maximum-likelihood reconstruction reaches factors of over 300. PMID:25839831

  14. An evaluation of several different classification schemes - Their parameters and performance. [maximum likelihood decision for crop identification

    NASA Technical Reports Server (NTRS)

    Scholz, D.; Fuhs, N.; Hixson, M.

    1979-01-01

    The overall objective of this study was to apply and evaluate several of the currently available classification schemes for crop identification. The approaches examined were: (1) a per point Gaussian maximum likelihood classifier, (2) a per point sum of normal densities classifier, (3) a per point linear classifier, (4) a per point Gaussian maximum likelihood decision tree classifier, and (5) a texture sensitive per field Gaussian maximum likelihood classifier. Three agricultural data sets were used in the study: areas from Fayette County, Illinois, and Pottawattamie and Shelby Counties in Iowa. The segments were located in two distinct regions of the Corn Belt to sample variability in soils, climate, and agricultural practices.

  15. Maximum-Likelihood Detection Of Noncoherent CPM

    NASA Technical Reports Server (NTRS)

    Divsalar, Dariush; Simon, Marvin K.

    1993-01-01

    Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.

  16. Cramer-Rao Bound, MUSIC, and Maximum Likelihood. Effects of Temporal Phase Difference

    DTIC Science & Technology

    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

  17. 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.

  18. Approximate Bayesian computation in large-scale structure: constraining the galaxy-halo connection

    NASA Astrophysics Data System (ADS)

    Hahn, ChangHoon; Vakili, Mohammadjavad; Walsh, Kilian; Hearin, Andrew P.; Hogg, David W.; Campbell, Duncan

    2017-08-01

    Standard approaches to Bayesian parameter inference in large-scale structure assume a Gaussian functional form (chi-squared form) for the likelihood. This assumption, in detail, cannot be correct. Likelihood free inferences such as approximate Bayesian computation (ABC) relax these restrictions and make inference possible without making any assumptions on the likelihood. Instead ABC relies on a forward generative model of the data and a metric for measuring the distance between the model and data. In this work, we demonstrate that ABC is feasible for LSS parameter inference by using it to constrain parameters of the halo occupation distribution (HOD) model for populating dark matter haloes with galaxies. Using specific implementation of ABC supplemented with population Monte Carlo importance sampling, a generative forward model using HOD and a distance metric based on galaxy number density, two-point correlation function and galaxy group multiplicity function, we constrain the HOD parameters of mock observation generated from selected 'true' HOD parameters. The parameter constraints we obtain from ABC are consistent with the 'true' HOD parameters, demonstrating that ABC can be reliably used for parameter inference in LSS. Furthermore, we compare our ABC constraints to constraints we obtain using a pseudo-likelihood function of Gaussian form with MCMC and find consistent HOD parameter constraints. Ultimately, our results suggest that ABC can and should be applied in parameter inference for LSS analyses.

  19. A general methodology for maximum likelihood inference from band-recovery data

    USGS Publications Warehouse

    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.

  20. An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

    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.

  1. An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

    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.

  2. Multimodal Likelihoods in Educational Assessment: Will the Real Maximum Likelihood Score Please Stand up?

    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…

  3. Maximum likelihood estimation of protein kinetic parameters under weak assumptions from unfolding force spectroscopy experiments

    NASA Astrophysics Data System (ADS)

    Aioanei, Daniel; Samorì, Bruno; Brucale, Marco

    2009-12-01

    Single molecule force spectroscopy (SMFS) is extensively used to characterize the mechanical unfolding behavior of individual protein domains under applied force by pulling chimeric polyproteins consisting of identical tandem repeats. Constant velocity unfolding SMFS data can be employed to reconstruct the protein unfolding energy landscape and kinetics. The methods applied so far require the specification of a single stretching force increase function, either theoretically derived or experimentally inferred, which must then be assumed to accurately describe the entirety of the experimental data. The very existence of a suitable optimal force model, even in the context of a single experimental data set, is still questioned. Herein, we propose a maximum likelihood (ML) framework for the estimation of protein kinetic parameters which can accommodate all the established theoretical force increase models. Our framework does not presuppose the existence of a single force characteristic function. Rather, it can be used with a heterogeneous set of functions, each describing the protein behavior in the stretching time range leading to one rupture event. We propose a simple way of constructing such a set of functions via piecewise linear approximation of the SMFS force vs time data and we prove the suitability of the approach both with synthetic data and experimentally. Additionally, when the spontaneous unfolding rate is the only unknown parameter, we find a correction factor that eliminates the bias of the ML estimator while also reducing its variance. Finally, we investigate which of several time-constrained experiment designs leads to better estimators.

  4. Archaeal phylogenomics provides evidence in support of a methanogenic origin of the Archaea and a thaumarchaeal origin for the eukaryotes.

    PubMed

    Kelly, S; Wickstead, B; Gull, K

    2011-04-07

    We have developed a machine-learning approach to identify 3537 discrete orthologue protein sequence groups distributed across all available archaeal genomes. We show that treating these orthologue groups as binary detection/non-detection data is sufficient to capture the majority of archaeal phylogeny. We subsequently use the sequence data from these groups to infer a method and substitution-model-independent phylogeny. By holding this phylogeny constrained and interrogating the intersection of this large dataset with both the Eukarya and the Bacteria using Bayesian and maximum-likelihood approaches, we propose and provide evidence for a methanogenic origin of the Archaea. By the same criteria, we also provide evidence in support of an origin for Eukarya either within or as sisters to the Thaumarchaea.

  5. Asymptotic Properties of Induced Maximum Likelihood Estimates of Nonlinear Models for Item Response Variables: The Finite-Generic-Item-Pool Case.

    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…

  6. 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…

  7. 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.

  8. Hydrologic consistency as a basis for assessing complexity of monthly water balance models for the continental United States

    NASA Astrophysics Data System (ADS)

    Martinez, Guillermo F.; Gupta, Hoshin V.

    2011-12-01

    Methods to select parsimonious and hydrologically consistent model structures are useful for evaluating dominance of hydrologic processes and representativeness of data. While information criteria (appropriately constrained to obey underlying statistical assumptions) can provide a basis for evaluating appropriate model complexity, it is not sufficient to rely upon the principle of maximum likelihood (ML) alone. We suggest that one must also call upon a "principle of hydrologic consistency," meaning that selected ML structures and parameter estimates must be constrained (as well as possible) to reproduce desired hydrological characteristics of the processes under investigation. This argument is demonstrated in the context of evaluating the suitability of candidate model structures for lumped water balance modeling across the continental United States, using data from 307 snow-free catchments. The models are constrained to satisfy several tests of hydrologic consistency, a flow space transformation is used to ensure better consistency with underlying statistical assumptions, and information criteria are used to evaluate model complexity relative to the data. The results clearly demonstrate that the principle of consistency provides a sensible basis for guiding selection of model structures and indicate strong spatial persistence of certain model structures across the continental United States. Further work to untangle reasons for model structure predominance can help to relate conceptual model structures to physical characteristics of the catchments, facilitating the task of prediction in ungaged basins.

  9. 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.

  10. Fast maximum likelihood estimation of mutation rates using a birth-death process.

    PubMed

    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.

  11. Low-complexity approximations to maximum likelihood MPSK modulation classification

    NASA Technical Reports Server (NTRS)

    Hamkins, Jon

    2004-01-01

    We present a new approximation to the maximum likelihood classifier to discriminate between M-ary and M'-ary phase-shift-keying transmitted on an additive white Gaussian noise (AWGN) channel and received noncoherentl, partially coherently, or coherently.

  12. Maximum likelihood decoding analysis of accumulate-repeat-accumulate codes

    NASA Technical Reports Server (NTRS)

    Abbasfar, A.; Divsalar, D.; Yao, K.

    2004-01-01

    In this paper, the performance of the repeat-accumulate codes with (ML) decoding are analyzed and compared to random codes by very tight bounds. Some simple codes are shown that perform very close to Shannon limit with maximum likelihood decoding.

  13. The Maximum Likelihood Estimation of Signature Transformation /MLEST/ algorithm. [for affine transformation of crop inventory data

    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.

  14. Maximum-likelihood block detection of noncoherent continuous phase modulation

    NASA Technical Reports Server (NTRS)

    Simon, Marvin K.; Divsalar, Dariush

    1993-01-01

    This paper examines maximum-likelihood block detection of uncoded full response CPM over an additive white Gaussian noise (AWGN) channel. Both the maximum-likelihood metrics and the bit error probability performances of the associated detection algorithms are considered. The special and popular case of minimum-shift-keying (MSK) corresponding to h = 0.5 and constant amplitude frequency pulse is treated separately. The many new receiver structures that result from this investigation can be compared to the traditional ones that have been used in the past both from the standpoint of simplicity of implementation and optimality of performance.

  15. Design of simplified maximum-likelihood receivers for multiuser CPM systems.

    PubMed

    Bing, Li; Bai, Baoming

    2014-01-01

    A class of simplified maximum-likelihood receivers designed for continuous phase modulation based multiuser systems is proposed. The presented receiver is built upon a front end employing mismatched filters and a maximum-likelihood detector defined in a low-dimensional signal space. The performance of the proposed receivers is analyzed and compared to some existing receivers. Some schemes are designed to implement the proposed receivers and to reveal the roles of different system parameters. Analysis and numerical results show that the proposed receivers can approach the optimum multiuser receivers with significantly (even exponentially in some cases) reduced complexity and marginal performance degradation.

  16. 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.

  17. An Iterative Maximum a Posteriori Estimation of Proficiency Level to Detect Multiple Local Likelihood Maxima

    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…

  18. 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.

  19. Archaeal phylogenomics provides evidence in support of a methanogenic origin of the Archaea and a thaumarchaeal origin for the eukaryotes

    PubMed Central

    Kelly, S.; Wickstead, B.; Gull, K.

    2011-01-01

    We have developed a machine-learning approach to identify 3537 discrete orthologue protein sequence groups distributed across all available archaeal genomes. We show that treating these orthologue groups as binary detection/non-detection data is sufficient to capture the majority of archaeal phylogeny. We subsequently use the sequence data from these groups to infer a method and substitution-model-independent phylogeny. By holding this phylogeny constrained and interrogating the intersection of this large dataset with both the Eukarya and the Bacteria using Bayesian and maximum-likelihood approaches, we propose and provide evidence for a methanogenic origin of the Archaea. By the same criteria, we also provide evidence in support of an origin for Eukarya either within or as sisters to the Thaumarchaea. PMID:20880885

  20. 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)

  1. ATAC Autocuer Modeling Analysis.

    DTIC Science & Technology

    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

  2. Epidemiologic programs for computers and calculators. A microcomputer program for multiple logistic regression by unconditional and conditional maximum likelihood methods.

    PubMed

    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.

  3. 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

  4. 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

  5. Algorithms of maximum likelihood data clustering with applications

    NASA Astrophysics Data System (ADS)

    Giada, Lorenzo; Marsili, Matteo

    2002-12-01

    We address the problem of data clustering by introducing an unsupervised, parameter-free approach based on maximum likelihood principle. Starting from the observation that data sets belonging to the same cluster share a common information, we construct an expression for the likelihood of any possible cluster structure. The likelihood in turn depends only on the Pearson's coefficient of the data. We discuss clustering algorithms that provide a fast and reliable approximation to maximum likelihood configurations. Compared to standard clustering methods, our approach has the advantages that (i) it is parameter free, (ii) the number of clusters need not be fixed in advance and (iii) the interpretation of the results is transparent. In order to test our approach and compare it with standard clustering algorithms, we analyze two very different data sets: time series of financial market returns and gene expression data. We find that different maximization algorithms produce similar cluster structures whereas the outcome of standard algorithms has a much wider variability.

  6. A low-power, high-throughput maximum-likelihood convolutional decoder chip for NASA's 30/20 GHz program

    NASA Technical Reports Server (NTRS)

    Mccallister, R. D.; Crawford, J. J.

    1981-01-01

    It is pointed out that the NASA 30/20 GHz program will place in geosynchronous orbit a technically advanced communication satellite which can process time-division multiple access (TDMA) information bursts with a data throughput in excess of 4 GBPS. To guarantee acceptable data quality during periods of signal attenuation it will be necessary to provide a significant forward error correction (FEC) capability. Convolutional decoding (utilizing the maximum-likelihood techniques) was identified as the most attractive FEC strategy. Design trade-offs regarding a maximum-likelihood convolutional decoder (MCD) in a single-chip CMOS implementation are discussed.

  7. PAMLX: a graphical user interface for PAML.

    PubMed

    Xu, Bo; Yang, Ziheng

    2013-12-01

    This note announces pamlX, a graphical user interface/front end for the paml (for Phylogenetic Analysis by Maximum Likelihood) program package (Yang Z. 1997. PAML: a program package for phylogenetic analysis by maximum likelihood. Comput Appl Biosci. 13:555-556; Yang Z. 2007. PAML 4: Phylogenetic analysis by maximum likelihood. Mol Biol Evol. 24:1586-1591). pamlX is written in C++ using the Qt library and communicates with paml programs through files. It can be used to create, edit, and print control files for paml programs and to launch paml runs. The interface is available for free download at http://abacus.gene.ucl.ac.uk/software/paml.html.

  8. Using Maximum Likelihood Statistical Methods and Pigment Flux Data to Constrain Particle Exchange and Organic Matter Remineralization Rate Constants in the Mediterranean Sea

    NASA Astrophysics Data System (ADS)

    Wang, W.; Lee, C.; Cochran, K. K.; Armstrong, R. A.

    2016-02-01

    Sinking particles play a pivotal role transferring material from the surface to the deeper ocean via the "biological pump". To quantify the extent to which these particles aggregate and disaggregate, and thus affect particle settling velocity, we constructed a box model to describe organic matter cycling. The box model was fit to chloropigment data sampled in the 2005 MedFlux project using Indented Rotating Sphere sediment traps operating in Settling Velocity (SV) mode. Because of the very different pigment compositions of phytoplankton and fecal pellets, chloropigments are useful as proxies to record particle exchange. The maximum likelihood statistical method was used to estimate particle aggregation, disaggregation, and organic matter remineralization rate constants. Eleven settling velocity categories collected by SV sediment traps were grouped into two sinking velocity classes (fast- and slow-sinking) to decrease the number of parameters that needed to be estimated. Organic matter degradation rate constants were estimated to be 1.2, 1.6, and 1.1 y^-1, which are equivalent to degradation half-lives of 0.60, 0.45, and 0.62 y^-1, at 313, 524, and 1918 m, respectively. Rate constants of chlorophyll a degradation to pheopigments (pheophorbide, pheophytin, and pyropheophorbide) were estimated to be 0.88, 0.93, and 1.2 y^-1, at 313, 524, and 1918 m, respectively. Aggregation rate constants varied little with depth, with the highest value being 0.07 y^-1 at 524 m. Disaggregation rate constants were highest at 524 m (14 y^-1) and lowest at 1918 m (9.6 y^-1)

  9. Estimating seismic site response in Christchurch City (New Zealand) from dense low-cost aftershock arrays

    USGS Publications Warehouse

    Kaiser, Anna E.; Benites, Rafael A.; Chung, Angela I.; Haines, A. John; Cochran, Elizabeth S.; Fry, Bill

    2011-01-01

    The Mw 7.1 September 2010 Darfield earthquake, New Zealand, produced widespread damage and liquefaction ~40 km from the epicentre in Christchurch city. It was followed by the even more destructive Mw 6.2 February 2011 Christchurch aftershock directly beneath the city’s southern suburbs. Seismic data recorded during the two large events suggest that site effects contributed to the variations in ground motion observed throughout Christchurch city. We use densely-spaced aftershock recordings of the Darfield earthquake to investigate variations in local seismic site response within the Christchurch urban area. Following the Darfield main shock we deployed a temporary array of ~180 low-cost 14-bit MEMS accelerometers linked to the global Quake-Catcher Network (QCN). These instruments provided dense station coverage (spacing ~2 km) to complement existing New Zealand national network strong motion stations (GeoNet) within Christchurch city. Well-constrained standard spectral ratios were derived for GeoNet stations using a reference station on Miocene basalt rock in the south of the city. For noisier QCN stations, the method was adapted to find a maximum likelihood estimate of spectral ratio amplitude taking into account the variance of noise at the respective stations. Spectral ratios for QCN stations are similar to nearby GeoNet stations when the maximum likelihood method is used. Our study suggests dense low-cost accelerometer aftershock arrays can provide useful information on local-scale ground motion properties for use in microzonation. Preliminary results indicate higher amplifications north of the city centre and strong high-frequency amplification in the small, shallower basin of Heathcote Valley.

  10. 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)

  11. ARMA-Based SEM When the Number of Time Points T Exceeds the Number of Cases N: Raw Data Maximum Likelihood.

    ERIC Educational Resources Information Center

    Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

    2003-01-01

    Demonstrated, through simulation, that stationary autoregressive moving average (ARMA) models may be fitted readily when T>N, using normal theory raw maximum likelihood structural equation modeling. Also provides some illustrations based on real data. (SLD)

  12. Maximum likelihood phase-retrieval algorithm: applications.

    PubMed

    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.

  13. Population Synthesis of Radio and Gamma-ray Pulsars using the Maximum Likelihood Approach

    NASA Astrophysics Data System (ADS)

    Billman, Caleb; Gonthier, P. L.; Harding, A. K.

    2012-01-01

    We present the results of a pulsar population synthesis of normal pulsars from the Galactic disk using a maximum likelihood method. We seek to maximize the likelihood of a set of parameters in a Monte Carlo population statistics code to better understand their uncertainties and the confidence region of the model's parameter space. The maximum likelihood method allows for the use of more applicable Poisson statistics in the comparison of distributions of small numbers of detected gamma-ray and radio pulsars. Our code simulates pulsars at birth using Monte Carlo techniques and evolves them to the present assuming initial spatial, kick velocity, magnetic field, and period distributions. Pulsars are spun down to the present and given radio and gamma-ray emission characteristics. We select measured distributions of radio pulsars from the Parkes Multibeam survey and Fermi gamma-ray pulsars to perform a likelihood analysis of the assumed model parameters such as initial period and magnetic field, and radio luminosity. We present the results of a grid search of the parameter space as well as a search for the maximum likelihood using a Markov Chain Monte Carlo method. We express our gratitude for the generous support of the Michigan Space Grant Consortium, of the National Science Foundation (REU and RUI), the NASA Astrophysics Theory and Fundamental Program and the NASA Fermi Guest Investigator Program.

  14. Coalescent-based species tree inference from gene tree topologies under incomplete lineage sorting by maximum likelihood.

    PubMed

    Wu, Yufeng

    2012-03-01

    Incomplete lineage sorting can cause incongruence between the phylogenetic history of genes (the gene tree) and that of the species (the species tree), which can complicate the inference of phylogenies. In this article, I present a new coalescent-based algorithm for species tree inference with maximum likelihood. I first describe an improved method for computing the probability of a gene tree topology given a species tree, which is much faster than an existing algorithm by Degnan and Salter (2005). Based on this method, I develop a practical algorithm that takes a set of gene tree topologies and infers species trees with maximum likelihood. This algorithm searches for the best species tree by starting from initial species trees and performing heuristic search to obtain better trees with higher likelihood. This algorithm, called STELLS (which stands for Species Tree InfErence with Likelihood for Lineage Sorting), has been implemented in a program that is downloadable from the author's web page. The simulation results show that the STELLS algorithm is more accurate than an existing maximum likelihood method for many datasets, especially when there is noise in gene trees. I also show that the STELLS algorithm is efficient and can be applied to real biological datasets. © 2011 The Author. Evolution© 2011 The Society for the Study of Evolution.

  15. Constraining the Maximum Mass of Neutron Stars from Multi-messenger Observations of GW170817

    NASA Astrophysics Data System (ADS)

    Margalit, Ben; Metzger, Brian D.

    2017-12-01

    We combine electromagnetic (EM) and gravitational-wave (GW) information on the binary neutron star (NS) merger GW170817 in order to constrain the radii {R}{ns} and maximum mass {M}\\max of NSs. GW170817 was followed by a range of EM counterparts, including a weak gamma-ray burst (GRB), kilonova (KN) emission from the radioactive decay of the merger ejecta, and X-ray/radio emission consistent with being the synchrotron afterglow of a more powerful off-axis jet. The type of compact remnant produced in the immediate merger aftermath, and its predicted EM signal, depend sensitively on the high-density NS equation of state (EOS). For a soft EOS that supports a low {M}\\max , the merger undergoes a prompt collapse accompanied by a small quantity of shock-heated or disk-wind ejecta, inconsistent with the large quantity ≳ {10}-2 {M}⊙ of lanthanide-free ejecta inferred from the KN. On the other hand, if {M}\\max is sufficiently large, then the merger product is a rapidly rotating supramassive NS (SMNS), which must spin down before collapsing into a black hole. A fraction of the enormous rotational energy necessarily released by the SMNS during this process is transferred to the ejecta, either into the GRB jet (energy {E}{GRB}) or the KN ejecta (energy {E}{ej}), also inconsistent with observations. By combining the total binary mass of GW170817 inferred from the GW signal with conservative upper limits on {E}{GRB} and {E}{ej} from EM observations, we constrain the likelihood probability of a wide range of previously allowed EOSs. These two constraints delineate an allowed region of the {M}\\max {--}{R}{ns} parameter space, which, once marginalized over NS radius, places an upper limit of {M}\\max ≲ 2.17 {M}⊙ (90%), which is tighter or arguably less model-dependent than other current constraints.

  16. Estimating the variance for heterogeneity in arm-based network meta-analysis.

    PubMed

    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.

  17. On Muthen's Maximum Likelihood for Two-Level Covariance Structure Models

    ERIC Educational Resources Information Center

    Yuan, Ke-Hai; Hayashi, Kentaro

    2005-01-01

    Data in social and behavioral sciences are often hierarchically organized. Special statistical procedures that take into account the dependence of such observations have been developed. Among procedures for 2-level covariance structure analysis, Muthen's maximum likelihood (MUML) has the advantage of easier computation and faster convergence. When…

  18. 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…

  19. 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…

  20. 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…

  1. Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

    EPA Science Inventory

    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...

  2. IRT Item Parameter Recovery with Marginal Maximum Likelihood Estimation Using Loglinear Smoothing Models

    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…

  3. A Study of Item Bias for Attitudinal Measurement Using Maximum Likelihood Factor Analysis.

    ERIC Educational Resources Information Center

    Mayberry, Paul W.

    A technique for detecting item bias that is responsive to attitudinal measurement considerations is a maximum likelihood factor analysis procedure comparing multivariate factor structures across various subpopulations, often referred to as SIFASP. The SIFASP technique allows for factorial model comparisons in the testing of various hypotheses…

  4. 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…

  5. 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…

  6. SCI Identification (SCIDNT) program user's guide. [maximum likelihood method for linear rotorcraft models

    NASA Technical Reports Server (NTRS)

    1979-01-01

    The computer program Linear SCIDNT which evaluates rotorcraft stability and control coefficients from flight or wind tunnel test data is described. It implements the maximum likelihood method to maximize the likelihood function of the parameters based on measured input/output time histories. Linear SCIDNT may be applied to systems modeled by linear constant-coefficient differential equations. This restriction in scope allows the application of several analytical results which simplify the computation and improve its efficiency over the general nonlinear case.

  7. Maximum-likelihood soft-decision decoding of block codes using the A* algorithm

    NASA Technical Reports Server (NTRS)

    Ekroot, L.; Dolinar, S.

    1994-01-01

    The A* algorithm finds the path in a finite depth binary tree that optimizes a function. Here, it is applied to maximum-likelihood soft-decision decoding of block codes where the function optimized over the codewords is the likelihood function of the received sequence given each codeword. The algorithm considers codewords one bit at a time, making use of the most reliable received symbols first and pursuing only the partially expanded codewords that might be maximally likely. A version of the A* algorithm for maximum-likelihood decoding of block codes has been implemented for block codes up to 64 bits in length. The efficiency of this algorithm makes simulations of codes up to length 64 feasible. This article details the implementation currently in use, compares the decoding complexity with that of exhaustive search and Viterbi decoding algorithms, and presents performance curves obtained with this implementation of the A* algorithm for several codes.

  8. Testing chirality of primordial gravitational waves with Planck and future CMB data: no hope from angular power spectra

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Gerbino, Martina; Gruppuso, Alessandro; Natoli, Paolo

    We use the 2015 Planck likelihood in combination with the Bicep2/Keck likelihood (BKP and BK14) to constrain the chirality, χ, of primordial gravitational waves in a scale-invariant scenario. In this framework, the parameter χ enters theory always coupled to the tensor-to-scalar ratio, r , e.g. in combination of the form χ ⋅ r . Thus, the capability to detect χ critically depends on the value of r . We find that with present data sets χ is de facto unconstrained. We also provide forecasts for χ from future CMB experiments, including COrE+, exploring several fiducial values of r . Wemore » find that the current limit on r is tight enough to disfavor a neat detection of χ. For example, in the unlikely case in which r ∼0.1(0.05), the maximal chirality case, i.e. χ = ±1, could be detected with a significance of ∼2.5(1.5)σ at best. We conclude that the two-point statistics at the basis of CMB likelihood functions is currently unable to constrain chirality and may only provide weak limits on χ in the most optimistic scenarios. Hence, it is crucial to investigate the use of other observables, e.g. provided by higher order statistics, to constrain these kinds of parity violating theories with the CMB.« less

  9. An evaluation of percentile and maximum likelihood estimators of weibull paremeters

    Treesearch

    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...

  10. Quasi-Maximum Likelihood Estimation of Structural Equation Models with Multiple Interaction and Quadratic Effects

    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…

  11. Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables

    ERIC Educational Resources Information Center

    Song, Xin-Yuan; Lee, Sik-Yum

    2005-01-01

    In this article, a maximum likelihood approach is developed to analyze structural equation models with dichotomous variables that are common in behavioral, psychological and social research. To assess nonlinear causal effects among the latent variables, the structural equation in the model is defined by a nonlinear function. The basic idea of the…

  12. Unclassified Publications of Lincoln Laboratory, 1 January - 31 December 1990. Volume 16

    DTIC Science & Technology

    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

  13. 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…

  14. Effects of Estimation Bias on Multiple-Category Classification with an IRT-Based Adaptive Classification Procedure

    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…

  15. 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,…

  16. 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…

  17. 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…

  18. Comparison of standard maximum likelihood classification and polytomous logistic regression used in remote sensing

    Treesearch

    John Hogland; Nedret Billor; Nathaniel Anderson

    2013-01-01

    Discriminant analysis, referred to as maximum likelihood classification within popular remote sensing software packages, is a common supervised technique used by analysts. Polytomous logistic regression (PLR), also referred to as multinomial logistic regression, is an alternative classification approach that is less restrictive, more flexible, and easy to interpret. To...

  19. Procedure for estimating stability and control parameters from flight test data by using maximum likelihood methods employing a real-time digital system

    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.

  20. Computation of nonlinear least squares estimator and maximum likelihood using principles in matrix calculus

    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

  1. Collinear Latent Variables in Multilevel Confirmatory Factor Analysis: A Comparison of Maximum Likelihood and Bayesian Estimations.

    PubMed

    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.

  2. 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.

  3. Variability of space climate and its extremes with successive solar cycles

    NASA Astrophysics Data System (ADS)

    Chapman, Sandra; Hush, Phillip; Tindale, Elisabeth; Dunlop, Malcolm; Watkins, Nicholas

    2016-04-01

    Auroral geomagnetic indices coupled with in situ solar wind monitors provide a comprehensive data set, spanning several solar cycles. Space climate can be considered as the distribution of space weather. We can then characterize these observations in terms of changing space climate by quantifying how the statistical properties of ensembles of these observed variables vary between different phases of the solar cycle. We first consider the AE index burst distribution. Bursts are constructed by thresholding the AE time series; the size of a burst is the sum of the excess in the time series for each time interval over which the threshold is exceeded. The distribution of burst sizes is two component with a crossover in behaviour at thresholds ≈ 1000 nT. Above this threshold, we find[1] a range over which the mean burst size is almost constant with threshold for both solar maxima and minima. The burst size distribution of the largest events has a functional form which is exponential. The relative likelihood of these large events varies from one solar maximum and minimum to the next. If the relative overall activity of a solar maximum/minimum can be estimated, these results then constrain the likelihood of extreme events of a given size for that solar maximum/minimum. We next develop and apply a methodology to quantify how the full distribution of geomagnetic indices and upstream solar wind observables are changing between and across different solar cycles. This methodology[2] estimates how different quantiles of the distribution, or equivalently, how the return times of events of a given size, are changing. [1] Hush, P., S. C. Chapman, M. W. Dunlop, and N. W. Watkins (2015), Robust statistical properties of the size of large burst events in AE, Geophys. Res. Lett.,42 doi:10.1002/2015GL066277 [2] Chapman, S. C., D. A. Stainforth, N. W. Watkins, (2013) On estimating long term local climate trends , Phil. Trans. Royal Soc., A,371 20120287 DOI:10.1098/rsta.2012.0287

  4. Statistics of equivalent width data and new oscillator strengths for Si II, Fe II, and Mn II. [in interstellar medium

    NASA Technical Reports Server (NTRS)

    Van Buren, Dave

    1986-01-01

    Equivalent width data from Copernicus and IUE appear to have an exponential, rather than a Gaussian distribution of errors. This is probably because there is one dominant source of error: the assignment of the background continuum shape. The maximum likelihood method of parameter estimation is presented for the case of exponential statistics, in enough generality for application to many problems. The method is applied to global fitting of Si II, Fe II, and Mn II oscillator strengths and interstellar gas parameters along many lines of sight. The new values agree in general with previous determinations but are usually much more tightly constrained. Finally, it is shown that care must be taken in deriving acceptable regions of parameter space because the probability contours are not generally ellipses whose axes are parallel to the coordinate axes.

  5. Competition and constraint drove Cope's rule in the evolution of giant flying reptiles.

    PubMed

    Benson, Roger B J; Frigot, Rachel A; Goswami, Anjali; Andres, Brian; Butler, Richard J

    2014-04-02

    The pterosaurs, Mesozoic flying reptiles, attained wingspans of more than 10 m that greatly exceed the largest birds and challenge our understanding of size limits in flying animals. Pterosaurs have been used to illustrate Cope's rule, the influential generalization that evolutionary lineages trend to increasingly large body sizes. However, unambiguous examples of Cope's rule operating on extended timescales in large clades remain elusive, and the phylogenetic pattern and possible drivers of pterosaur gigantism are uncertain. Here we show 70 million years of highly constrained early evolution, followed by almost 80 million years of sustained, multi-lineage body size increases in pterosaurs. These results are supported by maximum-likelihood modelling of a comprehensive new pterosaur data set. The transition between these macroevolutionary regimes is coincident with the Early Cretaceous adaptive radiation of birds, supporting controversial hypotheses of bird-pterosaur competition, and suggesting that evolutionary competition can act as a macroevolutionary driver on extended geological timescales.

  6. Polarimetric Analysis of the Long Duration Gamma-Ray Burst GRB 160530A With the Balloon Borne Compton Spectrometer and Imager

    NASA Astrophysics Data System (ADS)

    Lowell, A. W.; Boggs, S. E.; Chiu, C. L.; Kierans, C. A.; Sleator, C.; Tomsick, J. A.; Zoglauer, A. C.; Chang, H.-K.; Tseng, C.-H.; Yang, C.-Y.; Jean, P.; von Ballmoos, P.; Lin, C.-H.; Amman, M.

    2017-10-01

    A long duration gamma-ray burst, GRB 160530A, was detected by the Compton Spectrometer and Imager (COSI) during the 2016 COSI Super Pressure Balloon campaign. As a Compton telescope, COSI is inherently sensitive to the polarization of gamma-ray sources in the energy range 0.2-5.0 MeV. We measured the polarization of GRB 160530A using (1) a standard method (SM) based on fitting the distribution of azimuthal scattering angles with a modulation curve and (2) an unbinned, maximum likelihood method (MLM). In both cases, the measured polarization level was below the 99% confidence minimum detectable polarization levels of 72.3% ± 0.8% (SM) and 57.5% ± 0.8% (MLM). Therefore, COSI did not detect polarized gamma-ray emission from this burst. Our most constraining 90% confidence upper limit on the polarization level was 46% (MLM).

  7. 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.

  8. Maximum Likelihood Analysis of a Two-Level Nonlinear Structural Equation Model with Fixed Covariates

    ERIC Educational Resources Information Center

    Lee, Sik-Yum; Song, Xin-Yuan

    2005-01-01

    In this article, a maximum likelihood (ML) approach for analyzing a rather general two-level structural equation model is developed for hierarchically structured data that are very common in educational and/or behavioral research. The proposed two-level model can accommodate nonlinear causal relations among latent variables as well as effects…

  9. 12-mode OFDM transmission using reduced-complexity maximum likelihood detection.

    PubMed

    Lobato, Adriana; Chen, Yingkan; Jung, Yongmin; Chen, Haoshuo; Inan, Beril; Kuschnerov, Maxim; Fontaine, Nicolas K; Ryf, Roland; Spinnler, Bernhard; Lankl, Berthold

    2015-02-01

    We report the transmission of 163-Gb/s MDM-QPSK-OFDM and 245-Gb/s MDM-8QAM-OFDM transmission over 74 km of few-mode fiber supporting 12 spatial and polarization modes. A low-complexity maximum likelihood detector is employed to enhance the performance of a system impaired by mode-dependent loss.

  10. Impact of Violation of the Missing-at-Random Assumption on Full-Information Maximum Likelihood Method in Multidimensional Adaptive Testing

    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…

  11. Maximum Likelihood Item Easiness Models for Test Theory without an Answer Key

    ERIC Educational Resources Information Center

    France, Stephen L.; Batchelder, William H.

    2015-01-01

    Cultural consensus theory (CCT) is a data aggregation technique with many applications in the social and behavioral sciences. We describe the intuition and theory behind a set of CCT models for continuous type data using maximum likelihood inference methodology. We describe how bias parameters can be incorporated into these models. We introduce…

  12. Computing Maximum Likelihood Estimates of Loglinear Models from Marginal Sums with Special Attention to Loglinear Item Response Theory.

    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…

  13. Applying a Weighted Maximum Likelihood Latent Trait Estimator to the Generalized Partial Credit Model

    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…

  14. Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

    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…

  15. 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…

  16. Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

    NASA Technical Reports Server (NTRS)

    Kelly, D. A.; Fermelia, A.; Lee, G. K. F.

    1990-01-01

    An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

  17. Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

    NASA Astrophysics Data System (ADS)

    Lowell, A. W.; Boggs, S. E.; Chiu, C. L.; Kierans, C. A.; Sleator, C.; Tomsick, J. A.; Zoglauer, A. C.; Chang, H.-K.; Tseng, C.-H.; Yang, C.-Y.; Jean, P.; von Ballmoos, P.; Lin, C.-H.; Amman, M.

    2017-10-01

    Astrophysical polarization measurements in the soft gamma-ray band are becoming more feasible as detectors with high position and energy resolution are deployed. Previous work has shown that the minimum detectable polarization (MDP) of an ideal Compton polarimeter can be improved by ˜21% when an unbinned, maximum likelihood method (MLM) is used instead of the standard approach of fitting a sinusoid to a histogram of azimuthal scattering angles. Here we outline a procedure for implementing this maximum likelihood approach for real, nonideal polarimeters. As an example, we use the recent observation of GRB 160530A with the Compton Spectrometer and Imager. We find that the MDP for this observation is reduced by 20% when the MLM is used instead of the standard method.

  18. Robust logistic regression to narrow down the winner's curse for rare and recessive susceptibility variants.

    PubMed

    Kesselmeier, Miriam; Lorenzo Bermejo, Justo

    2017-11-01

    Logistic regression is the most common technique used for genetic case-control association studies. A disadvantage of standard maximum likelihood estimators of the genotype relative risk (GRR) is their strong dependence on outlier subjects, for example, patients diagnosed at unusually young age. Robust methods are available to constrain outlier influence, but they are scarcely used in genetic studies. This article provides a non-intimidating introduction to robust logistic regression, and investigates its benefits and limitations in genetic association studies. We applied the bounded Huber and extended the R package 'robustbase' with the re-descending Hampel functions to down-weight outlier influence. Computer simulations were carried out to assess the type I error rate, mean squared error (MSE) and statistical power according to major characteristics of the genetic study and investigated markers. Simulations were complemented with the analysis of real data. Both standard and robust estimation controlled type I error rates. Standard logistic regression showed the highest power but standard GRR estimates also showed the largest bias and MSE, in particular for associated rare and recessive variants. For illustration, a recessive variant with a true GRR=6.32 and a minor allele frequency=0.05 investigated in a 1000 case/1000 control study by standard logistic regression resulted in power=0.60 and MSE=16.5. The corresponding figures for Huber-based estimation were power=0.51 and MSE=0.53. Overall, Hampel- and Huber-based GRR estimates did not differ much. Robust logistic regression may represent a valuable alternative to standard maximum likelihood estimation when the focus lies on risk prediction rather than identification of susceptibility variants. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

  19. Improving on hidden Markov models: An articulatorily constrained, maximum likelihood approach to speech recognition and speech coding

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hogden, J.

    The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation maymore » decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.« less

  20. Binary-corrected velocity dispersions from single- and multi-epoch radial velocities: massive stars in R136 as a test case

    NASA Astrophysics Data System (ADS)

    Cottaar, M.; Hénault-Brunet, V.

    2014-02-01

    Orbital motions from binary stars can broaden the observed line-of-sight velocity distribution of a stellar system and artificially inflate the measured line-of-sight velocity dispersion, which can in turn lead to erroneous conclusions about the dynamical state of the system. Recently, a maximum-likelihood procedure was proposed to recover the intrinsic velocity dispersion of a resolved star cluster from a single epoch of radial velocity data of individual stars, which was achieved by simultaneously fitting the intrinsic velocity distribution of the single stars and the centers of mass of the binaries along with the velocity shifts caused by binary orbital motions. Assuming well-characterized binary properties, this procedure can accurately reproduce intrinsic velocity dispersions below 1 km s-1 for solar-type stars. Here we investigate the systematic offsets induced when the binary properties are uncertain and we show that two epochs of radial velocity data with an appropriate baseline can help to mitigate these systematic effects. We first test the method described above using Monte Carlo simulations, taking into account the large uncertainties in the binary properties of OB stars. We then apply it to radial velocity data in the young massive cluster R136 for which the intrinsic velocity dispersion of O-type stars is known from an intensive multi-epoch approach. For typical velocity dispersions of young massive clusters (≳4 km s-1) and with a single epoch of data, we demonstrate that the method can just about distinguish between a cluster in virial equilibrium and an unbound cluster. This is due to the higher spectroscopic binary fraction and more loosely constrained distributions of orbital parameters of OB stars compared to solar-type stars. By extending the maximum-likelihood method to multi-epoch data, we show that the accuracy on the fitted velocity dispersion can be improved by only a few percent by using only two epochs of radial velocities. This procedure offers a promising method of accurately measuring the intrinsic stellar velocity dispersion in other systems for which the binary properties are poorly constrained, for example, young clusters and associations whose luminosity is dominated by OB stars. Appendix A is available in electronic form at http://www.aanda.org

  1. Maximum likelihood estimation for Cox's regression model under nested case-control sampling.

    PubMed

    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.

  2. 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…

  3. DSN telemetry system performance with convolutionally coded data using operational maximum-likelihood convolutional decoders

    NASA Technical Reports Server (NTRS)

    Benjauthrit, B.; Mulhall, B.; Madsen, B. D.; Alberda, M. E.

    1976-01-01

    The DSN telemetry system performance with convolutionally coded data using the operational maximum-likelihood convolutional decoder (MCD) being implemented in the Network is described. Data rates from 80 bps to 115.2 kbps and both S- and X-band receivers are reported. The results of both one- and two-way radio losses are included.

  4. Recovery of Item Parameters in the Nominal Response Model: A Comparison of Marginal Maximum Likelihood Estimation and Markov Chain Monte Carlo Estimation.

    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)

  5. The Construct Validity of Higher Order Structure-of-Intellect Abilities in a Battery of Tests Emphasizing the Product of Transformations: A Confirmatory Maximum Likelihood Factor Analysis.

    ERIC Educational Resources Information Center

    Khattab, Ali-Maher; And Others

    1982-01-01

    A causal modeling system, using confirmatory maximum likelihood factor analysis with the LISREL IV computer program, evaluated the construct validity underlying the higher order factor structure of a given correlation matrix of 46 structure-of-intellect tests emphasizing the product of transformations. (Author/PN)

  6. Mortality table construction

    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.

  7. Maximum-likelihood methods in wavefront sensing: stochastic models and likelihood functions

    PubMed Central

    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

  8. On non-parametric maximum likelihood estimation of the bivariate survivor function.

    PubMed

    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.

  9. Bayesian logistic regression approaches to predict incorrect DRG assignment.

    PubMed

    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.

  10. Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lowell, A. W.; Boggs, S. E; Chiu, C. L.

    2017-10-20

    Astrophysical polarization measurements in the soft gamma-ray band are becoming more feasible as detectors with high position and energy resolution are deployed. Previous work has shown that the minimum detectable polarization (MDP) of an ideal Compton polarimeter can be improved by ∼21% when an unbinned, maximum likelihood method (MLM) is used instead of the standard approach of fitting a sinusoid to a histogram of azimuthal scattering angles. Here we outline a procedure for implementing this maximum likelihood approach for real, nonideal polarimeters. As an example, we use the recent observation of GRB 160530A with the Compton Spectrometer and Imager. Wemore » find that the MDP for this observation is reduced by 20% when the MLM is used instead of the standard method.« less

  11. Lod scores for gene mapping in the presence of marker map uncertainty.

    PubMed

    Stringham, H M; Boehnke, M

    2001-07-01

    Multipoint lod scores are typically calculated for a grid of locus positions, moving the putative disease locus across a fixed map of genetic markers. Changing the order of a set of markers and/or the distances between the markers can make a substantial difference in the resulting lod score curve and the location and height of its maximum. The typical approach of using the best maximum likelihood marker map is not easily justified if other marker orders are nearly as likely and give substantially different lod score curves. To deal with this problem, we propose three weighted multipoint lod score statistics that make use of information from all plausible marker orders. In each of these statistics, the information conditional on a particular marker order is included in a weighted sum, with weight equal to the posterior probability of that order. We evaluate the type 1 error rate and power of these three statistics on the basis of results from simulated data, and compare these results to those obtained using the best maximum likelihood map and the map with the true marker order. We find that the lod score based on a weighted sum of maximum likelihoods improves on using only the best maximum likelihood map, having a type 1 error rate and power closest to that of using the true marker order in the simulation scenarios we considered. Copyright 2001 Wiley-Liss, Inc.

  12. 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…

  13. Formulating the Rasch Differential Item Functioning Model under the Marginal Maximum Likelihood Estimation Context and Its Comparison with Mantel-Haenszel Procedure in Short Test and Small Sample Conditions

    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…

  14. Bayesian image reconstruction for improving detection performance of muon tomography.

    PubMed

    Wang, Guobao; Schultz, Larry J; Qi, Jinyi

    2009-05-01

    Muon tomography is a novel technology that is being developed for detecting high-Z materials in vehicles or cargo containers. Maximum likelihood methods have been developed for reconstructing the scattering density image from muon measurements. However, the instability of maximum likelihood estimation often results in noisy images and low detectability of high-Z targets. In this paper, we propose using regularization to improve the image quality of muon tomography. We formulate the muon reconstruction problem in a Bayesian framework by introducing a prior distribution on scattering density images. An iterative shrinkage algorithm is derived to maximize the log posterior distribution. At each iteration, the algorithm obtains the maximum a posteriori update by shrinking an unregularized maximum likelihood update. Inverse quadratic shrinkage functions are derived for generalized Laplacian priors and inverse cubic shrinkage functions are derived for generalized Gaussian priors. Receiver operating characteristic studies using simulated data demonstrate that the Bayesian reconstruction can greatly improve the detection performance of muon tomography.

  15. Comparison of wheat classification accuracy using different classifiers of the image-100 system

    NASA Technical Reports Server (NTRS)

    Dejesusparada, N. (Principal Investigator); Chen, S. C.; Moreira, M. A.; Delima, A. M.

    1981-01-01

    Classification results using single-cell and multi-cell signature acquisition options, a point-by-point Gaussian maximum-likelihood classifier, and K-means clustering of the Image-100 system are presented. Conclusions reached are that: a better indication of correct classification can be provided by using a test area which contains various cover types of the study area; classification accuracy should be evaluated considering both the percentages of correct classification and error of commission; supervised classification approaches are better than K-means clustering; Gaussian distribution maximum likelihood classifier is better than Single-cell and Multi-cell Signature Acquisition Options of the Image-100 system; and in order to obtain a high classification accuracy in a large and heterogeneous crop area, using Gaussian maximum-likelihood classifier, homogeneous spectral subclasses of the study crop should be created to derive training statistics.

  16. Computing maximum-likelihood estimates for parameters of the National Descriptive Model of Mercury in Fish

    USGS Publications Warehouse

    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.

  17. Estimating a Logistic Discrimination Functions When One of the Training Samples Is Subject to Misclassification: A Maximum Likelihood Approach.

    PubMed

    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.

  18. A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.

    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…

  19. Statistical Bias in Maximum Likelihood Estimators of Item Parameters.

    DTIC Science & Technology

    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

  20. On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

    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…

  1. Bias correction of risk estimates in vaccine safety studies with rare adverse events using a self-controlled case series design.

    PubMed

    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.

  2. Composite Partial Likelihood Estimation Under Length-Biased Sampling, With Application to a Prevalent Cohort Study of Dementia

    PubMed Central

    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

  3. Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes

    PubMed Central

    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

  4. A Solution to Separation and Multicollinearity in Multiple Logistic Regression

    PubMed Central

    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

  5. A Solution to Separation and Multicollinearity in Multiple Logistic Regression.

    PubMed

    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.

  6. Maximum likelihood estimation of signal detection model parameters for the assessment of two-stage diagnostic strategies.

    PubMed

    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.

  7. Computing Maximum Likelihood Estimates of Loglinear Models from Marginal Sums with Special Attention to Loglinear Item Response Theory. [Project Psychometric Aspects of Item Banking No. 53.] Research Report 91-1.

    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…

  8. Maximum Likelihood Item Easiness Models for Test Theory Without an Answer Key

    PubMed Central

    Batchelder, William H.

    2014-01-01

    Cultural consensus theory (CCT) is a data aggregation technique with many applications in the social and behavioral sciences. We describe the intuition and theory behind a set of CCT models for continuous type data using maximum likelihood inference methodology. We describe how bias parameters can be incorporated into these models. We introduce two extensions to the basic model in order to account for item rating easiness/difficulty. The first extension is a multiplicative model and the second is an additive model. We show how the multiplicative model is related to the Rasch model. We describe several maximum-likelihood estimation procedures for the models and discuss issues of model fit and identifiability. We describe how the CCT models could be used to give alternative consensus-based measures of reliability. We demonstrate the utility of both the basic and extended models on a set of essay rating data and give ideas for future research. PMID:29795812

  9. Maximum likelihood estimation of label imperfections and its use in the identification of mislabeled patterns

    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.

  10. Bayesian structural equation modeling in sport and exercise psychology.

    PubMed

    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.

  11. A comparison of maximum likelihood and other estimators of eigenvalues from several correlated Monte Carlo samples

    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

  12. A Maximum Likelihood Approach to Functional Mapping of Longitudinal Binary Traits

    PubMed Central

    Wang, Chenguang; Li, Hongying; Wang, Zhong; Wang, Yaqun; Wang, Ningtao; Wang, Zuoheng; Wu, Rongling

    2013-01-01

    Despite their importance in biology and biomedicine, genetic mapping of binary traits that change over time has not been well explored. In this article, we develop a statistical model for mapping quantitative trait loci (QTLs) that govern longitudinal responses of binary traits. The model is constructed within the maximum likelihood framework by which the association between binary responses is modeled in terms of conditional log odds-ratios. With this parameterization, the maximum likelihood estimates (MLEs) of marginal mean parameters are robust to the misspecification of time dependence. We implement an iterative procedures to obtain the MLEs of QTL genotype-specific parameters that define longitudinal binary responses. The usefulness of the model was validated by analyzing a real example in rice. Simulation studies were performed to investigate the statistical properties of the model, showing that the model has power to identify and map specific QTLs responsible for the temporal pattern of binary traits. PMID:23183762

  13. A Gateway for Phylogenetic Analysis Powered by Grid Computing Featuring GARLI 2.0

    PubMed Central

    Bazinet, Adam L.; Zwickl, Derrick J.; Cummings, Michael P.

    2014-01-01

    We introduce molecularevolution.org, a publicly available gateway for high-throughput, maximum-likelihood phylogenetic analysis powered by grid computing. The gateway features a garli 2.0 web service that enables a user to quickly and easily submit thousands of maximum likelihood tree searches or bootstrap searches that are executed in parallel on distributed computing resources. The garli web service allows one to easily specify partitioned substitution models using a graphical interface, and it performs sophisticated post-processing of phylogenetic results. Although the garli web service has been used by the research community for over three years, here we formally announce the availability of the service, describe its capabilities, highlight new features and recent improvements, and provide details about how the grid system efficiently delivers high-quality phylogenetic results. [garli, gateway, grid computing, maximum likelihood, molecular evolution portal, phylogenetics, web service.] PMID:24789072

  14. Constrained maximum likelihood modal parameter identification applied to structural dynamics

    NASA Astrophysics Data System (ADS)

    El-Kafafy, Mahmoud; Peeters, Bart; Guillaume, Patrick; De Troyer, Tim

    2016-05-01

    A new modal parameter estimation method to directly establish modal models of structural dynamic systems satisfying two physically motivated constraints will be presented. The constraints imposed in the identified modal model are the reciprocity of the frequency response functions (FRFs) and the estimation of normal (real) modes. The motivation behind the first constraint (i.e. reciprocity) comes from the fact that modal analysis theory shows that the FRF matrix and therefore the residue matrices are symmetric for non-gyroscopic, non-circulatory, and passive mechanical systems. In other words, such types of systems are expected to obey Maxwell-Betti's reciprocity principle. The second constraint (i.e. real mode shapes) is motivated by the fact that analytical models of structures are assumed to either be undamped or proportional damped. Therefore, normal (real) modes are needed for comparison with these analytical models. The work done in this paper is a further development of a recently introduced modal parameter identification method called ML-MM that enables us to establish modal model that satisfies such motivated constraints. The proposed constrained ML-MM method is applied to two real experimental datasets measured on fully trimmed cars. This type of data is still considered as a significant challenge in modal analysis. The results clearly demonstrate the applicability of the method to real structures with significant non-proportional damping and high modal densities.

  15. 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…

  16. Maximum entropy production: Can it be used to constrain conceptual hydrological models?

    Treesearch

    M.C. Westhoff; E. Zehe

    2013-01-01

    In recent years, optimality principles have been proposed to constrain hydrological models. The principle of maximum entropy production (MEP) is one of the proposed principles and is subject of this study. It states that a steady state system is organized in such a way that entropy production is maximized. Although successful applications have been reported in...

  17. On LAM's and SAM's for Halley's rotation

    NASA Technical Reports Server (NTRS)

    Peale, Stanton J.

    1992-01-01

    Non principal axis rotation for comet Halley is inferred from dual periodicities evident in the observations. The modes where the spin axis precesses around the axis of minimum moment of inertia (long axis mode or LAM) and where it precesses around the axis of maximum moment of inertia (short axis mode or SAM) are described from an inertial point of view. The currently favored LAM model for Halley's rotation state satisfies observational and dynamical constraints that apparently no SAM can satisfy. But it cannot reproduce the observed post perihelion brightening through seasonal illumination of localized sources on the nucleus, whereas a SAM can easily produce post or pre perihelion brightening by this mechanism. However, the likelihood of a LAM rotation for elongated nuclei of periodic comets such as Halley together with Halley's extreme post perihelion behavior far from the Sun suggest that Halley's post perihelion brightening may be due to effects other than seasonal illumination of localized sources, and therefore such brightening may not constrain its rotation state.

  18. AIDA: an adaptive image deconvolution algorithm with application to multi-frame and three-dimensional data

    PubMed Central

    Hom, Erik F. Y.; Marchis, Franck; Lee, Timothy K.; Haase, Sebastian; Agard, David A.; Sedat, John W.

    2011-01-01

    We describe an adaptive image deconvolution algorithm (AIDA) for myopic deconvolution of multi-frame and three-dimensional data acquired through astronomical and microscopic imaging. AIDA is a reimplementation and extension of the MISTRAL method developed by Mugnier and co-workers and shown to yield object reconstructions with excellent edge preservation and photometric precision [J. Opt. Soc. Am. A 21, 1841 (2004)]. Written in Numerical Python with calls to a robust constrained conjugate gradient method, AIDA has significantly improved run times over the original MISTRAL implementation. Included in AIDA is a scheme to automatically balance maximum-likelihood estimation and object regularization, which significantly decreases the amount of time and effort needed to generate satisfactory reconstructions. We validated AIDA using synthetic data spanning a broad range of signal-to-noise ratios and image types and demonstrated the algorithm to be effective for experimental data from adaptive optics–equipped telescope systems and wide-field microscopy. PMID:17491626

  19. Stochastic processes constrain the within and between host evolution of influenza virus.

    PubMed

    McCrone, John T; Woods, Robert J; Martin, Emily T; Malosh, Ryan E; Monto, Arnold S; Lauring, Adam S

    2018-05-03

    The evolutionary dynamics of influenza virus ultimately derive from processes that take place within and between infected individuals. Here we define influenza virus dynamics in human hosts through sequencing of 249 specimens from 200 individuals collected over 6290 person-seasons of observation. Because these viruses were collected from individuals in a prospective community-based cohort, they are broadly representative of natural infections with seasonal viruses. Consistent with a neutral model of evolution, sequence data from 49 serially sampled individuals illustrated the dynamic turnover of synonymous and nonsynonymous single nucleotide variants and provided little evidence for positive selection of antigenic variants. We also identified 43 genetically-validated transmission pairs in this cohort. Maximum likelihood optimization of multiple transmission models estimated an effective transmission bottleneck of 1-2 genomes. Our data suggest that positive selection is inefficient at the level of the individual host and that stochastic processes dominate the host-level evolution of influenza viruses. © 2018, McCrone et al.

  20. Open clusters in the Kepler field. II. NGC 6866

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Janes, Kenneth; Hoq, Sadia; Barnes, Sydney A.

    We have developed a maximum-likelihood procedure to fit theoretical isochrones to the observed cluster color-magnitude diagrams of NGC 6866, an open cluster in the Kepler spacecraft field of view. The Markov chain Monte Carlo algorithm permits exploration of the entire parameter space of a set of isochrones to find both the best solution and the statistical uncertainties. For clusters in the age range of NGC 6866 with few, if any, red giant members, a purely photometric determination of the cluster properties is not well-constrained. Nevertheless, based on our UBVRI photometry alone, we have derived the distance, reddening, age, and metallicitymore » of the cluster and established estimates for the binary nature and membership probability of individual stars. We derive the following values for the cluster properties: (m – M) {sub V} = 10.98 ± 0.24, E(B – V) = 0.16 ± 0.04 (so the distance = 1250 pc), age =705 ± 170 Myr, and Z = 0.014 ± 0.005.« less

  1. Reconstruction of electrical impedance tomography (EIT) images based on the expectation maximum (EM) method.

    PubMed

    Wang, Qi; Wang, Huaxiang; Cui, Ziqiang; Yang, Chengyi

    2012-11-01

    Electrical impedance tomography (EIT) calculates the internal conductivity distribution within a body using electrical contact measurements. The image reconstruction for EIT is an inverse problem, which is both non-linear and ill-posed. The traditional regularization method cannot avoid introducing negative values in the solution. The negativity of the solution produces artifacts in reconstructed images in presence of noise. A statistical method, namely, the expectation maximization (EM) method, is used to solve the inverse problem for EIT in this paper. The mathematical model of EIT is transformed to the non-negatively constrained likelihood minimization problem. The solution is obtained by the gradient projection-reduced Newton (GPRN) iteration method. This paper also discusses the strategies of choosing parameters. Simulation and experimental results indicate that the reconstructed images with higher quality can be obtained by the EM method, compared with the traditional Tikhonov and conjugate gradient (CG) methods, even with non-negative processing. Copyright © 2012 ISA. Published by Elsevier Ltd. All rights reserved.

  2. Polarimetric Analysis of the Long Duration Gamma-Ray Burst GRB 160530A With the Balloon Borne Compton Spectrometer and Imager

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Lowell, A. W.; Boggs, S. E; Chiu, C. L.

    2017-10-20

    A long duration gamma-ray burst, GRB 160530A, was detected by the Compton Spectrometer and Imager (COSI) during the 2016 COSI Super Pressure Balloon campaign. As a Compton telescope, COSI is inherently sensitive to the polarization of gamma-ray sources in the energy range 0.2–5.0 MeV. We measured the polarization of GRB 160530A using (1) a standard method (SM) based on fitting the distribution of azimuthal scattering angles with a modulation curve and (2) an unbinned, maximum likelihood method (MLM). In both cases, the measured polarization level was below the 99% confidence minimum detectable polarization levels of 72.3% ± 0.8% (SM) andmore » 57.5% ± 0.8% (MLM). Therefore, COSI did not detect polarized gamma-ray emission from this burst. Our most constraining 90% confidence upper limit on the polarization level was 46% (MLM).« less

  3. Competition and constraint drove Cope's rule in the evolution of giant flying reptiles

    PubMed Central

    Benson, Roger B. J.; Frigot, Rachel A.; Goswami, Anjali; Andres, Brian; Butler, Richard J.

    2014-01-01

    The pterosaurs, Mesozoic flying reptiles, attained wingspans of more than 10 m that greatly exceed the largest birds and challenge our understanding of size limits in flying animals. Pterosaurs have been used to illustrate Cope’s rule, the influential generalization that evolutionary lineages trend to increasingly large body sizes. However, unambiguous examples of Cope’s rule operating on extended timescales in large clades remain elusive, and the phylogenetic pattern and possible drivers of pterosaur gigantism are uncertain. Here we show 70 million years of highly constrained early evolution, followed by almost 80 million years of sustained, multi-lineage body size increases in pterosaurs. These results are supported by maximum-likelihood modelling of a comprehensive new pterosaur data set. The transition between these macroevolutionary regimes is coincident with the Early Cretaceous adaptive radiation of birds, supporting controversial hypotheses of bird–pterosaur competition, and suggesting that evolutionary competition can act as a macroevolutionary driver on extended geological timescales. PMID:24694584

  4. Optimally resolving Lambertian surface orientation

    NASA Astrophysics Data System (ADS)

    Bertsatos, Ioannis; Makris, Nicholas C.

    2003-10-01

    Sonar images of remote surfaces are typically corrupted by signal-dependent noise known as speckle. Relative motion between source, surface, and receiver causes the received field to fluctuate over time with circular complex Gaussian random (CCGR) statistics. In many cases of practical importance, Lambert's law is appropriate to model radiant intensity from the surface. In a previous paper, maximum likelihood estimators (MLE) for Lambertian surface orientation have been derived based on CCGR measurements [N. C. Makris, SACLANT Conference Proceedings Series CP-45, 1997, pp. 339-346]. A Lambertian surface needs to be observed from more than one illumination direction for its orientation to be properly constrained. It is found, however, that MLE performance varies significantly with illumination direction due to the inherently nonlinear nature of this problem. It is shown that a large number of samples is often required to optimally resolve surface orientation using the optimality criteria of the MLE derived in Naftali and Makris [J. Acoust. Soc. Am. 110, 1917-1930 (2001)].

  5. Maximum entropy approach to statistical inference for an ocean acoustic waveguide.

    PubMed

    Knobles, D P; Sagers, J D; Koch, R A

    2012-02-01

    A conditional probability distribution suitable for estimating the statistical properties of ocean seabed parameter values inferred from acoustic measurements is derived from a maximum entropy principle. The specification of the expectation value for an error function constrains the maximization of an entropy functional. This constraint determines the sensitivity factor (β) to the error function of the resulting probability distribution, which is a canonical form that provides a conservative estimate of the uncertainty of the parameter values. From the conditional distribution, marginal distributions for individual parameters can be determined from integration over the other parameters. The approach is an alternative to obtaining the posterior probability distribution without an intermediary determination of the likelihood function followed by an application of Bayes' rule. In this paper the expectation value that specifies the constraint is determined from the values of the error function for the model solutions obtained from a sparse number of data samples. The method is applied to ocean acoustic measurements taken on the New Jersey continental shelf. The marginal probability distribution for the values of the sound speed ratio at the surface of the seabed and the source levels of a towed source are examined for different geoacoustic model representations. © 2012 Acoustical Society of America

  6. Breaking up and getting together: evolution of symbiosis and cloning by fission in sea anemones (Genus Anthopleura).

    PubMed

    Geller, J B; Walton, E D

    2001-09-01

    Clonal growth and symbiosis with photosynthetic zooxanthellae typify many genera of marine organisms, suggesting that these traits are usually conserved. However, some, such as Anthopleura, a genus of sea anemones, contain members lacking one or both of these traits. The evolutionary origins of these traits in 13 species of Anthopleura were inferred from a molecular phylogeny derived from 395 bp of the mitochondrial 16S rRNA gene and 410 bp of the mitochondrial cytochrome oxidase subunit III gene. Sequences from these genes were combined and analyzed by maximum-parsimony, maximum-likelihood, and neighbor-joining methods. Best trees from each method indicated a minimum of four changes in growth mode and that symbiosis with zooxanthellae has arisen independently in eastern and western Pacific species. Alternative trees in which species sharing growth modes or the symbiotic condition were constrained to be monophyletic were significantly worse than best trees. Although clade composition was mostly consistent with geographic sympatry, A. artemisia from California was included in the western Pacific clade. Likewise, A. midori from Japan was not placed in a clade containing only other Asian congeners. The history of Anthopleura includes repeated shifts between clonality and solitariness, repeated attainment of symbiosis with zooxanthellae, and intercontinental dispersal.

  7. Learning maximum entropy models from finite-size data sets: A fast data-driven algorithm allows sampling from the posterior distribution.

    PubMed

    Ferrari, Ulisse

    2016-08-01

    Maximum entropy models provide the least constrained probability distributions that reproduce statistical properties of experimental datasets. In this work we characterize the learning dynamics that maximizes the log-likelihood in the case of large but finite datasets. We first show how the steepest descent dynamics is not optimal as it is slowed down by the inhomogeneous curvature of the model parameters' space. We then provide a way for rectifying this space which relies only on dataset properties and does not require large computational efforts. We conclude by solving the long-time limit of the parameters' dynamics including the randomness generated by the systematic use of Gibbs sampling. In this stochastic framework, rather than converging to a fixed point, the dynamics reaches a stationary distribution, which for the rectified dynamics reproduces the posterior distribution of the parameters. We sum up all these insights in a "rectified" data-driven algorithm that is fast and by sampling from the parameters' posterior avoids both under- and overfitting along all the directions of the parameters' space. Through the learning of pairwise Ising models from the recording of a large population of retina neurons, we show how our algorithm outperforms the steepest descent method.

  8. On the log-normality of historical magnetic-storm intensity statistics: implications for extreme-event probabilities

    USGS Publications Warehouse

    Love, Jeffrey J.; Rigler, E. Joshua; Pulkkinen, Antti; Riley, Pete

    2015-01-01

    An examination is made of the hypothesis that the statistics of magnetic-storm-maximum intensities are the realization of a log-normal stochastic process. Weighted least-squares and maximum-likelihood methods are used to fit log-normal functions to −Dst storm-time maxima for years 1957-2012; bootstrap analysis is used to established confidence limits on forecasts. Both methods provide fits that are reasonably consistent with the data; both methods also provide fits that are superior to those that can be made with a power-law function. In general, the maximum-likelihood method provides forecasts having tighter confidence intervals than those provided by weighted least-squares. From extrapolation of maximum-likelihood fits: a magnetic storm with intensity exceeding that of the 1859 Carrington event, −Dst≥850 nT, occurs about 1.13 times per century and a wide 95% confidence interval of [0.42,2.41] times per century; a 100-yr magnetic storm is identified as having a −Dst≥880 nT (greater than Carrington) but a wide 95% confidence interval of [490,1187] nT.

  9. Maximum likelihood convolutional decoding (MCD) performance due to system losses

    NASA Technical Reports Server (NTRS)

    Webster, L.

    1976-01-01

    A model for predicting the computational performance of a maximum likelihood convolutional decoder (MCD) operating in a noisy carrier reference environment is described. This model is used to develop a subroutine that will be utilized by the Telemetry Analysis Program to compute the MCD bit error rate. When this computational model is averaged over noisy reference phase errors using a high-rate interpolation scheme, the results are found to agree quite favorably with experimental measurements.

  10. 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.

  11. 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.

  12. Simple Penalties on Maximum-Likelihood Estimates of Genetic Parameters to Reduce Sampling Variation

    PubMed Central

    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

  13. Maximum Likelihood Estimations and EM Algorithms with Length-biased Data

    PubMed Central

    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

  14. 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.

  15. Current-State Constrained Filter Bank for Wald Testing of Spacecraft Conjunctions

    NASA Technical Reports Server (NTRS)

    Carpenter, J. Russell; Markley, F. Landis

    2012-01-01

    We propose a filter bank consisting of an ordinary current-state extended Kalman filter, and two similar but constrained filters: one is constrained by a null hypothesis that the miss distance between two conjuncting spacecraft is inside their combined hard body radius at the predicted time of closest approach, and one is constrained by an alternative complementary hypothesis. The unconstrained filter is the basis of an initial screening for close approaches of interest. Once the initial screening detects a possibly risky conjunction, the unconstrained filter also governs measurement editing for all three filters, and predicts the time of closest approach. The constrained filters operate only when conjunctions of interest occur. The computed likelihoods of the innovations of the two constrained filters form a ratio for a Wald sequential probability ratio test. The Wald test guides risk mitigation maneuver decisions based on explicit false alarm and missed detection criteria. Since only current-state Kalman filtering is required to compute the innovations for the likelihood ratio, the present approach does not require the mapping of probability density forward to the time of closest approach. Instead, the hard-body constraint manifold is mapped to the filter update time by applying a sigma-point transformation to a projection function. Although many projectors are available, we choose one based on Lambert-style differential correction of the current-state velocity. We have tested our method using a scenario based on the Magnetospheric Multi-Scale mission, scheduled for launch in late 2014. This mission involves formation flight in highly elliptical orbits of four spinning spacecraft equipped with antennas extending 120 meters tip-to-tip. Eccentricities range from 0.82 to 0.91, and close approaches generally occur in the vicinity of perigee, where rapid changes in geometry may occur. Testing the method using two 12,000-case Monte Carlo simulations, we found the method achieved a missed detection rate of 0.1%, and a false alarm rate of 2%.

  16. Vector Antenna and Maximum Likelihood Imaging for Radio Astronomy

    DTIC Science & Technology

    2016-03-05

    Maximum Likelihood Imaging for Radio Astronomy Mary Knapp1, Frank Robey2, Ryan Volz3, Frank Lind3, Alan Fenn2, Alex Morris2, Mark Silver2, Sarah Klein2...haystack.mit.edu Abstract1— Radio astronomy using frequencies less than ~100 MHz provides a window into non-thermal processes in objects ranging from planets...observational astronomy . Ground-based observatories including LOFAR [1], LWA [2], [3], MWA [4], and the proposed SKA-Low [5], [6] are improving access to

  17. A maximum pseudo-profile likelihood estimator for the Cox model under length-biased sampling

    PubMed Central

    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

  18. The effect of lossy image compression on image classification

    NASA Technical Reports Server (NTRS)

    Paola, Justin D.; Schowengerdt, Robert A.

    1995-01-01

    We have classified four different images, under various levels of JPEG compression, using the following classification algorithms: minimum-distance, maximum-likelihood, and neural network. The training site accuracy and percent difference from the original classification were tabulated for each image compression level, with maximum-likelihood showing the poorest results. In general, as compression ratio increased, the classification retained its overall appearance, but much of the pixel-to-pixel detail was eliminated. We also examined the effect of compression on spatial pattern detection using a neural network.

  19. THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures

    PubMed Central

    Theobald, Douglas L.; Wuttke, Deborah S.

    2008-01-01

    Summary THESEUS is a command line program for performing maximum likelihood (ML) superpositions and analysis of macromolecular structures. While conventional superpositioning methods use ordinary least-squares (LS) as the optimization criterion, ML superpositions provide substantially improved accuracy by down-weighting variable structural regions and by correcting for correlations among atoms. ML superpositioning is robust and insensitive to the specific atoms included in the analysis, and thus it does not require subjective pruning of selected variable atomic coordinates. Output includes both likelihood-based and frequentist statistics for accurate evaluation of the adequacy of a superposition and for reliable analysis of structural similarities and differences. THESEUS performs principal components analysis for analyzing the complex correlations found among atoms within a structural ensemble. PMID:16777907

  20. Maximum Likelihood Analysis in the PEN Experiment

    NASA Astrophysics Data System (ADS)

    Lehman, Martin

    2013-10-01

    The experimental determination of the π+ -->e+ ν (γ) decay branching ratio currently provides the most accurate test of lepton universality. The PEN experiment at PSI, Switzerland, aims to improve the present world average experimental precision of 3 . 3 ×10-3 to 5 ×10-4 using a stopped beam approach. During runs in 2008-10, PEN has acquired over 2 ×107 πe 2 events. The experiment includes active beam detectors (degrader, mini TPC, target), central MWPC tracking with plastic scintillator hodoscopes, and a spherical pure CsI electromagnetic shower calorimeter. The final branching ratio will be calculated using a maximum likelihood analysis. This analysis assigns each event a probability for 5 processes (π+ -->e+ ν , π+ -->μ+ ν , decay-in-flight, pile-up, and hadronic events) using Monte Carlo verified probability distribution functions of our observables (energies, times, etc). A progress report on the PEN maximum likelihood analysis will be presented. Work supported by NSF grant PHY-0970013.

  1. 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.

  2. A maximum likelihood algorithm for genome mapping of cytogenetic loci from meiotic configuration data.

    PubMed Central

    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

  3. Comparisons of neural networks to standard techniques for image classification and correlation

    NASA Technical Reports Server (NTRS)

    Paola, Justin D.; Schowengerdt, Robert A.

    1994-01-01

    Neural network techniques for multispectral image classification and spatial pattern detection are compared to the standard techniques of maximum-likelihood classification and spatial correlation. The neural network produced a more accurate classification than maximum-likelihood of a Landsat scene of Tucson, Arizona. Some of the errors in the maximum-likelihood classification are illustrated using decision region and class probability density plots. As expected, the main drawback to the neural network method is the long time required for the training stage. The network was trained using several different hidden layer sizes to optimize both the classification accuracy and training speed, and it was found that one node per class was optimal. The performance improved when 3x3 local windows of image data were entered into the net. This modification introduces texture into the classification without explicit calculation of a texture measure. Larger windows were successfully used for the detection of spatial features in Landsat and Magellan synthetic aperture radar imagery.

  4. Handling Missing Data With Multilevel Structural Equation Modeling and Full Information Maximum Likelihood Techniques.

    PubMed

    Schminkey, Donna L; von Oertzen, Timo; Bullock, Linda

    2016-08-01

    With increasing access to population-based data and electronic health records for secondary analysis, missing data are common. In the social and behavioral sciences, missing data frequently are handled with multiple imputation methods or full information maximum likelihood (FIML) techniques, but healthcare researchers have not embraced these methodologies to the same extent and more often use either traditional imputation techniques or complete case analysis, which can compromise power and introduce unintended bias. This article is a review of options for handling missing data, concluding with a case study demonstrating the utility of multilevel structural equation modeling using full information maximum likelihood (MSEM with FIML) to handle large amounts of missing data. MSEM with FIML is a parsimonious and hypothesis-driven strategy to cope with large amounts of missing data without compromising power or introducing bias. This technique is relevant for nurse researchers faced with ever-increasing amounts of electronic data and decreasing research budgets. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

  5. Methods for estimating drought streamflow probabilities for Virginia streams

    USGS Publications Warehouse

    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.

  6. DECONV-TOOL: An IDL based deconvolution software package

    NASA Technical Reports Server (NTRS)

    Varosi, F.; Landsman, W. B.

    1992-01-01

    There are a variety of algorithms for deconvolution of blurred images, each having its own criteria or statistic to be optimized in order to estimate the original image data. Using the Interactive Data Language (IDL), we have implemented the Maximum Likelihood, Maximum Entropy, Maximum Residual Likelihood, and sigma-CLEAN algorithms in a unified environment called DeConv_Tool. Most of the algorithms have as their goal the optimization of statistics such as standard deviation and mean of residuals. Shannon entropy, log-likelihood, and chi-square of the residual auto-correlation are computed by DeConv_Tool for the purpose of determining the performance and convergence of any particular method and comparisons between methods. DeConv_Tool allows interactive monitoring of the statistics and the deconvolved image during computation. The final results, and optionally, the intermediate results, are stored in a structure convenient for comparison between methods and review of the deconvolution computation. The routines comprising DeConv_Tool are available via anonymous FTP through the IDL Astronomy User's Library.

  7. F-8C adaptive flight control laws

    NASA Technical Reports Server (NTRS)

    Hartmann, G. L.; Harvey, C. A.; Stein, G.; Carlson, D. N.; Hendrick, R. C.

    1977-01-01

    Three candidate digital adaptive control laws were designed for NASA's F-8C digital flyby wire aircraft. Each design used the same control laws but adjusted the gains with a different adaptative algorithm. The three adaptive concepts were: high-gain limit cycle, Liapunov-stable model tracking, and maximum likelihood estimation. Sensors were restricted to conventional inertial instruments (rate gyros and accelerometers) without use of air-data measurements. Performance, growth potential, and computer requirements were used as criteria for selecting the most promising of these candidates for further refinement. The maximum likelihood concept was selected primarily because it offers the greatest potential for identifying several aircraft parameters and hence for improved control performance in future aircraft application. In terms of identification and gain adjustment accuracy, the MLE design is slightly superior to the other two, but this has no significant effects on the control performance achievable with the F-8C aircraft. The maximum likelihood design is recommended for flight test, and several refinements to that design are proposed.

  8. Application of maximum likelihood methods to laser Thomson scattering measurements of low density plasmas

    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

  9. Application of maximum likelihood methods to laser Thomson scattering measurements of low density plasmas.

    PubMed

    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.

  10. A Maximum Likelihood Approach to Determine Sensor Radiometric Response Coefficients for NPP VIIRS Reflective Solar Bands

    NASA Technical Reports Server (NTRS)

    Lei, Ning; Chiang, Kwo-Fu; Oudrari, Hassan; Xiong, Xiaoxiong

    2011-01-01

    Optical sensors aboard Earth orbiting satellites such as the next generation Visible/Infrared Imager/Radiometer Suite (VIIRS) assume that the sensors radiometric response in the Reflective Solar Bands (RSB) is described by a quadratic polynomial, in relating the aperture spectral radiance to the sensor Digital Number (DN) readout. For VIIRS Flight Unit 1, the coefficients are to be determined before launch by an attenuation method, although the linear coefficient will be further determined on-orbit through observing the Solar Diffuser. In determining the quadratic polynomial coefficients by the attenuation method, a Maximum Likelihood approach is applied in carrying out the least-squares procedure. Crucial to the Maximum Likelihood least-squares procedure is the computation of the weight. The weight not only has a contribution from the noise of the sensor s digital count, with an important contribution from digitization error, but also is affected heavily by the mathematical expression used to predict the value of the dependent variable, because both the independent and the dependent variables contain random noise. In addition, model errors have a major impact on the uncertainties of the coefficients. The Maximum Likelihood approach demonstrates the inadequacy of the attenuation method model with a quadratic polynomial for the retrieved spectral radiance. We show that using the inadequate model dramatically increases the uncertainties of the coefficients. We compute the coefficient values and their uncertainties, considering both measurement and model errors.

  11. Inferring Phylogenetic Networks Using PhyloNet.

    PubMed

    Wen, Dingqiao; Yu, Yun; Zhu, Jiafan; Nakhleh, Luay

    2018-07-01

    PhyloNet was released in 2008 as a software package for representing and analyzing phylogenetic networks. At the time of its release, the main functionalities in PhyloNet consisted of measures for comparing network topologies and a single heuristic for reconciling gene trees with a species tree. Since then, PhyloNet has grown significantly. The software package now includes a wide array of methods for inferring phylogenetic networks from data sets of unlinked loci while accounting for both reticulation (e.g., hybridization) and incomplete lineage sorting. In particular, PhyloNet now allows for maximum parsimony, maximum likelihood, and Bayesian inference of phylogenetic networks from gene tree estimates. Furthermore, Bayesian inference directly from sequence data (sequence alignments or biallelic markers) is implemented. Maximum parsimony is based on an extension of the "minimizing deep coalescences" criterion to phylogenetic networks, whereas maximum likelihood and Bayesian inference are based on the multispecies network coalescent. All methods allow for multiple individuals per species. As computing the likelihood of a phylogenetic network is computationally hard, PhyloNet allows for evaluation and inference of networks using a pseudolikelihood measure. PhyloNet summarizes the results of the various analyzes and generates phylogenetic networks in the extended Newick format that is readily viewable by existing visualization software.

  12. SkyFACT: high-dimensional modeling of gamma-ray emission with adaptive templates and penalized likelihoods

    NASA Astrophysics Data System (ADS)

    Storm, Emma; Weniger, Christoph; Calore, Francesca

    2017-08-01

    We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (gtrsim 105) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that are motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |l|<90o and |b|<20o, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.

  13. Regression estimators for generic health-related quality of life and quality-adjusted life years.

    PubMed

    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.

  14. Parameter estimation of history-dependent leaky integrate-and-fire neurons using maximum-likelihood methods

    PubMed Central

    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

  15. Likelihood Analysis of the Minimal AMSB Model

    DOE PAGES

    Bagnaschi, E.; Borsato, M.; Sakurai, K.; ...

    2017-04-27

    We perform a likelihood analysis of the minimal Anomaly-Mediated Supersymmetry Breaking (mAMSB) model using constraints from cosmology and accelerator experiments. We find that a wino-like or a Higgsino-like neutralino LSP,more » $$m_{\\tilde \\chi^0_{1}}$$, may provide the cold dark matter (DM) with similar likelihood. The upper limit on the DM density from Planck and other experiments enforces $$m_{\\tilde \\chi^0_{1}} \\lesssim 3~TeV$$ after the inclusion of Sommerfeld enhancement in its annihilations. If most of the cold DM density is provided by the $$\\tilde \\chi_0^1$$, the measured value of the Higgs mass favours a limited range of $$\\tan \\beta \\sim 5$$ (or for $$\\mu > 0$$, $$\\tan \\beta \\sim 45$$) but the scalar mass $$m_0$$ is poorly constrained. In the wino-LSP case, $$m_{3/2}$$ is constrained to about $900~TeV$ and $${m_{\\tilde \\chi^0_{1}}}$$ to $$2.9\\pm0.1~TeV$$, whereas in the Higgsino-LSP case $$m_{3/2}$$ has just a lower limit $$\\gtrsim 650TeV$$ ($$\\gtrsim 480TeV$$) and $$m_{\\tilde \\chi^0_{1}}$$ is constrained to $$1.12 ~(1.13) \\pm0.02~TeV$$ in the $$\\mu>0$$ ($$\\mu<0$$) scenario. In neither case can the anomalous magnetic moment of the muon, $${(g-2)_\\mu}$$, be improved significantly relative to its Standard Model (SM) value, nor do flavour measurements constrain the model significantly, and there are poor prospects for discovering supersymmetric particles at the LHC, {though there} are some prospects for direct DM detection. On the other hand, if the $${m_{\\tilde \\chi^0_{1}}}$$ contributes only a fraction of the cold DM density, {future LHC $$E_T$$-based searches for gluinos, squarks and heavier chargino and neutralino states as well as disappearing track searches in the wino-like LSP region will be relevant}, and interference effects enable $${\\rm BR}(B_{s, d} \\to \\mu^+\\mu^-)$$ to agree with the data better than in the SM in the case of wino-like DM with $$\\mu > 0$$.« less

  16. Accurate Structural Correlations from Maximum Likelihood Superpositions

    PubMed Central

    Theobald, Douglas L; Wuttke, Deborah S

    2008-01-01

    The cores of globular proteins are densely packed, resulting in complicated networks of structural interactions. These interactions in turn give rise to dynamic structural correlations over a wide range of time scales. Accurate analysis of these complex correlations is crucial for understanding biomolecular mechanisms and for relating structure to function. Here we report a highly accurate technique for inferring the major modes of structural correlation in macromolecules using likelihood-based statistical analysis of sets of structures. This method is generally applicable to any ensemble of related molecules, including families of nuclear magnetic resonance (NMR) models, different crystal forms of a protein, and structural alignments of homologous proteins, as well as molecular dynamics trajectories. Dominant modes of structural correlation are determined using principal components analysis (PCA) of the maximum likelihood estimate of the correlation matrix. The correlations we identify are inherently independent of the statistical uncertainty and dynamic heterogeneity associated with the structural coordinates. We additionally present an easily interpretable method (“PCA plots”) for displaying these positional correlations by color-coding them onto a macromolecular structure. Maximum likelihood PCA of structural superpositions, and the structural PCA plots that illustrate the results, will facilitate the accurate determination of dynamic structural correlations analyzed in diverse fields of structural biology. PMID:18282091

  17. Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics.

    PubMed

    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.

  18. Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics

    PubMed Central

    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

  19. Maximum-Likelihood Methods for Processing Signals From Gamma-Ray Detectors

    PubMed Central

    Barrett, Harrison H.; Hunter, William C. J.; Miller, Brian William; Moore, Stephen K.; Chen, Yichun; Furenlid, Lars R.

    2009-01-01

    In any gamma-ray detector, each event produces electrical signals on one or more circuit elements. From these signals, we may wish to determine the presence of an interaction; whether multiple interactions occurred; the spatial coordinates in two or three dimensions of at least the primary interaction; or the total energy deposited in that interaction. We may also want to compute listmode probabilities for tomographic reconstruction. Maximum-likelihood methods provide a rigorous and in some senses optimal approach to extracting this information, and the associated Fisher information matrix provides a way of quantifying and optimizing the information conveyed by the detector. This paper will review the principles of likelihood methods as applied to gamma-ray detectors and illustrate their power with recent results from the Center for Gamma-ray Imaging. PMID:20107527

  20. A MATLAB toolbox for the efficient estimation of the psychometric function using the updated maximum-likelihood adaptive procedure.

    PubMed

    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.

  1. A maximum likelihood convolutional decoder model vs experimental data comparison

    NASA Technical Reports Server (NTRS)

    Chen, R. Y.

    1979-01-01

    This article describes the comparison of a maximum likelihood convolutional decoder (MCD) prediction model and the actual performance of the MCD at the Madrid Deep Space Station. The MCD prediction model is used to develop a subroutine that has been utilized by the Telemetry Analysis Program (TAP) to compute the MCD bit error rate for a given signal-to-noise ratio. The results indicate that that the TAP can predict quite well compared to the experimental measurements. An optimal modulation index also can be found through TAP.

  2. Analysis of crackling noise using the maximum-likelihood method: Power-law mixing and exponential damping.

    PubMed

    Salje, Ekhard K H; Planes, Antoni; Vives, Eduard

    2017-10-01

    Crackling noise can be initiated by competing or coexisting mechanisms. These mechanisms can combine to generate an approximate scale invariant distribution that contains two or more contributions. The overall distribution function can be analyzed, to a good approximation, using maximum-likelihood methods and assuming that it follows a power law although with nonuniversal exponents depending on a varying lower cutoff. We propose that such distributions are rather common and originate from a simple superposition of crackling noise distributions or exponential damping.

  3. Constraining high-energy neutrino emission from choked jets in stripped-envelope supernovae

    NASA Astrophysics Data System (ADS)

    Senno, Nicholas; Murase, Kohta; Mészáros, Peter

    2018-01-01

    There are indications that γ-ray dark objects such as supernovae (SNe) with choked jets, and the cores of active galactic nuclei may contribute to the diffuse flux of astrophysical neutrinos measured by the IceCube observatory. In particular, stripped-envelope SNe have received much attention since they are capable of producing relativistic jets and could explain the diversity in observations of collapsar explosions (e.g., gamma-ray bursts (GRBs), low-luminosity GRBs, and Type Ibc SNe). We use an unbinned maximum likelihood method to search for spatial and temporal coincidences between Type Ibc core-collapse SNe, which may harbor a choked jet, and muon neutrinos from a sample of IceCube up-going track-like events measured from May 2011–May 2012. In this stacking analysis, we find no significant deviation from a background-only hypothesis using one year of data, and are able to place upper limits on the total amount of isotropic equivalent energy that choked jet core-collapse SNe deposit in cosmic rays Script Ecr and the fraction of core-collapse SNe which have a jet pointed towards Earth fjet. This analysis can be extended with yet to be made public IceCube data, and the increased amount of optically detected core-collapse SNe discovered by wide field-of-view surveys such as the Palomar Transient Factory and All-Sky Automated Survey for Supernovae. The choked jet SNe/high-energy cosmic neutrino connection can be more tightly constrained in the near future.

  4. Likelihood-based modification of experimental crystal structure electron density maps

    DOEpatents

    Terwilliger, Thomas C [Sante Fe, NM

    2005-04-16

    A maximum-likelihood method for improves an electron density map of an experimental crystal structure. A likelihood of a set of structure factors {F.sub.h } is formed for the experimental crystal structure as (1) the likelihood of having obtained an observed set of structure factors {F.sub.h.sup.OBS } if structure factor set {F.sub.h } was correct, and (2) the likelihood that an electron density map resulting from {F.sub.h } is consistent with selected prior knowledge about the experimental crystal structure. The set of structure factors {F.sub.h } is then adjusted to maximize the likelihood of {F.sub.h } for the experimental crystal structure. An improved electron density map is constructed with the maximized structure factors.

  5. Bayesian statistics applied to the location of the source of explosions at Stromboli Volcano, Italy

    USGS Publications Warehouse

    Saccorotti, G.; Chouet, B.; Martini, M.; Scarpa, R.

    1998-01-01

    We present a method for determining the location and spatial extent of the source of explosions at Stromboli Volcano, Italy, based on a Bayesian inversion of the slowness vector derived from frequency-slowness analyses of array data. The method searches for source locations that minimize the error between the expected and observed slowness vectors. For a given set of model parameters, the conditional probability density function of slowness vectors is approximated by a Gaussian distribution of expected errors. The method is tested with synthetics using a five-layer velocity model derived for the north flank of Stromboli and a smoothed velocity model derived from a power-law approximation of the layered structure. Application to data from Stromboli allows for a detailed examination of uncertainties in source location due to experimental errors and incomplete knowledge of the Earth model. Although the solutions are not constrained in the radial direction, excellent resolution is achieved in both transverse and depth directions. Under the assumption that the horizontal extent of the source does not exceed the crater dimension, the 90% confidence region in the estimate of the explosive source location corresponds to a small volume extending from a depth of about 100 m to a maximum depth of about 300 m beneath the active vents, with a maximum likelihood source region located in the 120- to 180-m-depth interval.

  6. Sparsity-constrained PET image reconstruction with learned dictionaries

    NASA Astrophysics Data System (ADS)

    Tang, Jing; Yang, Bao; Wang, Yanhua; Ying, Leslie

    2016-09-01

    PET imaging plays an important role in scientific and clinical measurement of biochemical and physiological processes. Model-based PET image reconstruction such as the iterative expectation maximization algorithm seeking the maximum likelihood solution leads to increased noise. The maximum a posteriori (MAP) estimate removes divergence at higher iterations. However, a conventional smoothing prior or a total-variation (TV) prior in a MAP reconstruction algorithm causes over smoothing or blocky artifacts in the reconstructed images. We propose to use dictionary learning (DL) based sparse signal representation in the formation of the prior for MAP PET image reconstruction. The dictionary to sparsify the PET images in the reconstruction process is learned from various training images including the corresponding MR structural image and a self-created hollow sphere. Using simulated and patient brain PET data with corresponding MR images, we study the performance of the DL-MAP algorithm and compare it quantitatively with a conventional MAP algorithm, a TV-MAP algorithm, and a patch-based algorithm. The DL-MAP algorithm achieves improved bias and contrast (or regional mean values) at comparable noise to what the other MAP algorithms acquire. The dictionary learned from the hollow sphere leads to similar results as the dictionary learned from the corresponding MR image. Achieving robust performance in various noise-level simulation and patient studies, the DL-MAP algorithm with a general dictionary demonstrates its potential in quantitative PET imaging.

  7. Random versus maximum entropy models of neural population activity

    NASA Astrophysics Data System (ADS)

    Ferrari, Ulisse; Obuchi, Tomoyuki; Mora, Thierry

    2017-04-01

    The principle of maximum entropy provides a useful method for inferring statistical mechanics models from observations in correlated systems, and is widely used in a variety of fields where accurate data are available. While the assumptions underlying maximum entropy are intuitive and appealing, its adequacy for describing complex empirical data has been little studied in comparison to alternative approaches. Here, data from the collective spiking activity of retinal neurons is reanalyzed. The accuracy of the maximum entropy distribution constrained by mean firing rates and pairwise correlations is compared to a random ensemble of distributions constrained by the same observables. For most of the tested networks, maximum entropy approximates the true distribution better than the typical or mean distribution from that ensemble. This advantage improves with population size, with groups as small as eight being almost always better described by maximum entropy. Failure of maximum entropy to outperform random models is found to be associated with strong correlations in the population.

  8. Phylogenetic place of guinea pigs: no support of the rodent-polyphyly hypothesis from maximum-likelihood analyses of multiple protein sequences.

    PubMed

    Cao, Y; Adachi, J; Yano, T; Hasegawa, M

    1994-07-01

    Graur et al.'s (1991) hypothesis that the guinea pig-like rodents have an evolutionary origin within mammals that is separate from that of other rodents (the rodent-polyphyly hypothesis) was reexamined by the maximum-likelihood method for protein phylogeny, as well as by the maximum-parsimony and neighbor-joining methods. The overall evidence does not support Graur et al.'s hypothesis, which radically contradicts the traditional view of rodent monophyly. This work demonstrates that we must be careful in choosing a proper method for phylogenetic inference and that an argument based on a small data set (with respect to the length of the sequence and especially the number of species) may be unstable.

  9. On meeting capital requirements with a chance-constrained optimization model.

    PubMed

    Atta Mills, Ebenezer Fiifi Emire; Yu, Bo; Gu, Lanlan

    2016-01-01

    This paper deals with a capital to risk asset ratio chance-constrained optimization model in the presence of loans, treasury bill, fixed assets and non-interest earning assets. To model the dynamics of loans, we introduce a modified CreditMetrics approach. This leads to development of a deterministic convex counterpart of capital to risk asset ratio chance constraint. We pursue the scope of analyzing our model under the worst-case scenario i.e. loan default. The theoretical model is analyzed by applying numerical procedures, in order to administer valuable insights from a financial outlook. Our results suggest that, our capital to risk asset ratio chance-constrained optimization model guarantees banks of meeting capital requirements of Basel III with a likelihood of 95 % irrespective of changes in future market value of assets.

  10. 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.

  11. Improved relocatable over-the-horizon radar detection and tracking using the maximum likelihood adaptive neural system algorithm

    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.

  12. Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes. Part 3; A Recursive Maximum Likelihood Decoding

    NASA Technical Reports Server (NTRS)

    Lin, Shu; Fossorier, Marc

    1998-01-01

    The Viterbi algorithm is indeed a very simple and efficient method of implementing the maximum likelihood decoding. However, if we take advantage of the structural properties in a trellis section, other efficient trellis-based decoding algorithms can be devised. Recently, an efficient trellis-based recursive maximum likelihood decoding (RMLD) algorithm for linear block codes has been proposed. This algorithm is more efficient than the conventional Viterbi algorithm in both computation and hardware requirements. Most importantly, the implementation of this algorithm does not require the construction of the entire code trellis, only some special one-section trellises of relatively small state and branch complexities are needed for constructing path (or branch) metric tables recursively. At the end, there is only one table which contains only the most likely code-word and its metric for a given received sequence r = (r(sub 1), r(sub 2),...,r(sub n)). This algorithm basically uses the divide and conquer strategy. Furthermore, it allows parallel/pipeline processing of received sequences to speed up decoding.

  13. Testing students' e-learning via Facebook through Bayesian structural equation modeling.

    PubMed

    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.

  14. Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Stoneking, M.R.; Den Hartog, D.J.

    1996-06-01

    The fitting of data by {chi}{sup 2}-minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimatesmore » for the fit parameters. They compare this method with a {chi}{sup 2}-minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than {approximately}20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers.« less

  15. Land cover mapping after the tsunami event over Nanggroe Aceh Darussalam (NAD) province, Indonesia

    NASA Astrophysics Data System (ADS)

    Lim, H. S.; MatJafri, M. Z.; Abdullah, K.; Alias, A. N.; Mohd. Saleh, N.; Wong, C. J.; Surbakti, M. S.

    2008-03-01

    Remote sensing offers an important means of detecting and analyzing temporal changes occurring in our landscape. This research used remote sensing to quantify land use/land cover changes at the Nanggroe Aceh Darussalam (Nad) province, Indonesia on a regional scale. The objective of this paper is to assess the changed produced from the analysis of Landsat TM data. A Landsat TM image was used to develop land cover classification map for the 27 March 2005. Four supervised classifications techniques (Maximum Likelihood, Minimum Distance-to- Mean, Parallelepiped and Parallelepiped with Maximum Likelihood Classifier Tiebreaker classifier) were performed to the satellite image. Training sites and accuracy assessment were needed for supervised classification techniques. The training sites were established using polygons based on the colour image. High detection accuracy (>80%) and overall Kappa (>0.80) were achieved by the Parallelepiped with Maximum Likelihood Classifier Tiebreaker classifier in this study. This preliminary study has produced a promising result. This indicates that land cover mapping can be carried out using remote sensing classification method of the satellite digital imagery.

  16. Evidence of seasonal variation in longitudinal growth of height in a sample of boys from Stuttgart Carlsschule, 1771-1793, using combined principal component analysis and maximum likelihood principle.

    PubMed

    Lehmann, A; Scheffler, Ch; Hermanussen, M

    2010-02-01

    Recent progress in modelling individual growth has been achieved by combining the principal component analysis and the maximum likelihood principle. This combination models growth even in incomplete sets of data and in data obtained at irregular intervals. We re-analysed late 18th century longitudinal growth of German boys from the boarding school Carlsschule in Stuttgart. The boys, aged 6-23 years, were measured at irregular 3-12 monthly intervals during the period 1771-1793. At the age of 18 years, mean height was 1652 mm, but height variation was large. The shortest boy reached 1474 mm, the tallest 1826 mm. Measured height closely paralleled modelled height, with mean difference of 4 mm, SD 7 mm. Seasonal height variation was found. Low growth rates occurred in spring and high growth rates in summer and autumn. The present study demonstrates that combining the principal component analysis and the maximum likelihood principle enables growth modelling in historic height data also. Copyright (c) 2009 Elsevier GmbH. All rights reserved.

  17. Collinear Latent Variables in Multilevel Confirmatory Factor Analysis

    PubMed Central

    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

  18. Testing students’ e-learning via Facebook through Bayesian structural equation modeling

    PubMed Central

    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

  19. 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.

  20. On the Log-Normality of Historical Magnetic-Storm Intensity Statistics: Implications for Extreme-Event Probabilities

    NASA Astrophysics Data System (ADS)

    Love, J. J.; Rigler, E. J.; Pulkkinen, A. A.; Riley, P.

    2015-12-01

    An examination is made of the hypothesis that the statistics of magnetic-storm-maximum intensities are the realization of a log-normal stochastic process. Weighted least-squares and maximum-likelihood methods are used to fit log-normal functions to -Dst storm-time maxima for years 1957-2012; bootstrap analysis is used to established confidence limits on forecasts. Both methods provide fits that are reasonably consistent with the data; both methods also provide fits that are superior to those that can be made with a power-law function. In general, the maximum-likelihood method provides forecasts having tighter confidence intervals than those provided by weighted least-squares. From extrapolation of maximum-likelihood fits: a magnetic storm with intensity exceeding that of the 1859 Carrington event, -Dst > 850 nT, occurs about 1.13 times per century and a wide 95% confidence interval of [0.42, 2.41] times per century; a 100-yr magnetic storm is identified as having a -Dst > 880 nT (greater than Carrington) but a wide 95% confidence interval of [490, 1187] nT. This work is partially motivated by United States National Science and Technology Council and Committee on Space Research and International Living with a Star priorities and strategic plans for the assessment and mitigation of space-weather hazards.

  1. Measurement of the τ Michel parameters \\bar{η} and ξκ in the radiative leptonic decay τ^- \\rArr ℓ^- ν_{τ} \\bar{ν}_{ℓ}γ

    NASA Astrophysics Data System (ADS)

    Shimizu, N.; Aihara, H.; Epifanov, D.; Adachi, I.; Al Said, S.; Asner, D. M.; Aulchenko, V.; Aushev, T.; Ayad, R.; Babu, V.; Badhrees, I.; Bakich, A. M.; Bansal, V.; Barberio, E.; Bhardwaj, V.; Bhuyan, B.; Biswal, J.; Bobrov, A.; Bozek, A.; Bračko, M.; Browder, T. E.; Červenkov, D.; Chang, M.-C.; Chang, P.; Chekelian, V.; Chen, A.; Cheon, B. G.; Chilikin, K.; Cho, K.; Choi, S.-K.; Choi, Y.; Cinabro, D.; Czank, T.; Dash, N.; Di Carlo, S.; Doležal, Z.; Dutta, D.; Eidelman, S.; Fast, J. E.; Ferber, T.; Fulsom, B. G.; Garg, R.; Gaur, V.; Gabyshev, N.; Garmash, A.; Gelb, M.; Goldenzweig, P.; Greenwald, D.; Guido, E.; Haba, J.; Hayasaka, K.; Hayashii, H.; Hedges, M. T.; Hirose, S.; Hou, W.-S.; Iijima, T.; Inami, K.; Inguglia, G.; Ishikawa, A.; Itoh, R.; Iwasaki, M.; Jaegle, I.; Jeon, H. B.; Jia, S.; Jin, Y.; Joo, K. K.; Julius, T.; Kang, K. H.; Karyan, G.; Kawasaki, T.; Kiesling, C.; Kim, D. Y.; Kim, J. B.; Kim, S. H.; Kim, Y. J.; Kinoshita, K.; Kodyž, P.; Korpar, S.; Kotchetkov, D.; Križan, P.; Kroeger, R.; Krokovny, P.; Kulasiri, R.; Kuzmin, A.; Kwon, Y.-J.; Lange, J. S.; Lee, I. S.; Li, L. K.; Li, Y.; Li Gioi, L.; Libby, J.; Liventsev, D.; Masuda, M.; Merola, M.; Miyabayashi, K.; Miyata, H.; Mohanty, G. B.; Moon, H. K.; Mori, T.; Mussa, R.; Nakano, E.; Nakao, M.; Nanut, T.; Nath, K. J.; Natkaniec, Z.; Nayak, M.; Niiyama, M.; Nisar, N. K.; Nishida, S.; Ogawa, S.; Okuno, S.; Ono, H.; Pakhlova, G.; Pal, B.; Park, C. W.; Park, H.; Paul, S.; Pedlar, T. K.; Pestotnik, R.; Piilonen, L. E.; Popov, V.; Ritter, M.; Rostomyan, A.; Sakai, Y.; Salehi, M.; Sandilya, S.; Sato, Y.; Savinov, V.; Schneider, O.; Schnell, G.; Schwanda, C.; Seino, Y.; Senyo, K.; Sevior, M. E.; Shebalin, V.; Shibata, T.-A.; Shiu, J.-G.; Shwartz, B.; Sokolov, A.; Solovieva, E.; Starič, M.; Strube, J. F.; Sumisawa, K.; Sumiyoshi, T.; Tamponi, U.; Tanida, K.; Tenchini, F.; Trabelsi, K.; Uchida, M.; Uglov, T.; Unno, Y.; Uno, S.; Usov, Y.; Van Hulse, C.; Varner, G.; Vorobyev, V.; Vossen, A.; Wang, C. H.; Wang, M.-Z.; Wang, P.; Watanabe, M.; Widmann, E.; Won, E.; Yamashita, Y.; Ye, H.; Yuan, C. Z.; Zhang, Z. P.; Zhilich, V.; Zhukova, V.; Zhulanov, V.; Zupanc, A.

    2018-02-01

    We present a measurement of the Michel parameters of the τ lepton, \\bar{η} and ξκ, in the radiative leptonic decay τ^- \\rArr ℓ^- ν_{τ} \\bar{ν}_{ℓ} γ using 711 fb^{-1} of collision data collected with the Belle detector at the KEKB e^+e^- collider. The Michel parameters are measured in an unbinned maximum likelihood fit to the kinematic distribution of e^+e^-\\rArrτ^+τ^-\\rArr (π^+π^0 \\bar{ν}_τ)(ℓ^-ν_{τ}\\bar{ν}_{ℓ}γ)(ℓ=e or μ). The measured values of the Michel parameters are \\bar{η} = -1.3 ± 1.5 ± 0.8 and ξκ = 0.5 ± 0.4 ± 0.2, where the first error is statistical and the second is systematic. This is the first measurement of these parameters. These results are consistent with the Standard Model predictions within their uncertainties, and constrain the coupling constants of the generalized weak interaction.

  2. Constraints on Galactic Neutrino Emission with Seven Years of IceCube Data

    NASA Astrophysics Data System (ADS)

    Aartsen, M. G.; Ackermann, M.; Adams, J.; Aguilar, J. A.; Ahlers, M.; Ahrens, M.; Samarai, I. Al; Altmann, D.; Andeen, K.; Anderson, T.; Ansseau, I.; Anton, G.; Argüelles, C.; Auffenberg, J.; Axani, S.; Bagherpour, H.; Bai, X.; Barron, J. P.; Barwick, S. W.; Baum, V.; Bay, R.; Beatty, J. J.; Becker Tjus, J.; Becker, K.-H.; BenZvi, S.; Berley, D.; Bernardini, E.; Besson, D. Z.; Binder, G.; Bindig, D.; Blaufuss, E.; Blot, S.; Bohm, C.; Börner, M.; Bos, F.; Bose, D.; Böser, S.; Botner, O.; Bourbeau, J.; Bradascio, F.; Braun, J.; Brayeur, L.; Brenzke, M.; Bretz, H.-P.; Bron, S.; Burgman, A.; Carver, T.; Casey, J.; Casier, M.; Cheung, E.; Chirkin, D.; Christov, A.; Clark, K.; Classen, L.; Coenders, S.; Collin, G. H.; Conrad, J. M.; Cowen, D. F.; Cross, R.; Day, M.; de André, J. P. A. M.; De Clercq, C.; DeLaunay, J. J.; Dembinski, H.; De Ridder, S.; Desiati, P.; de Vries, K. D.; de Wasseige, G.; de With, M.; DeYoung, T.; Díaz-Vélez, J. C.; di Lorenzo, V.; Dujmovic, H.; Dumm, J. P.; Dunkman, M.; Eberhardt, B.; Ehrhardt, T.; Eichmann, B.; Eller, P.; Evenson, P. A.; Fahey, S.; Fazely, A. R.; Felde, J.; Filimonov, K.; Finley, C.; Flis, S.; Franckowiak, A.; Friedman, E.; Fuchs, T.; Gaisser, T. K.; Gallagher, J.; Gerhardt, L.; Ghorbani, K.; Giang, W.; Glauch, T.; Glüsenkamp, T.; Goldschmidt, A.; Gonzalez, J. G.; Grant, D.; Griffith, Z.; Haack, C.; Hallgren, A.; Halzen, F.; Hanson, K.; Hebecker, D.; Heereman, D.; Helbing, K.; Hellauer, R.; Hickford, S.; Hignight, J.; Hill, G. C.; Hoffman, K. D.; Hoffmann, R.; Hokanson-Fasig, B.; Hoshina, K.; Huang, F.; Huber, M.; Hultqvist, K.; In, S.; Ishihara, A.; Jacobi, E.; Japaridze, G. S.; Jeong, M.; Jero, K.; Jones, B. J. P.; Kalacynski, P.; Kang, W.; Kappes, A.; Karg, T.; Karle, A.; Katz, U.; Kauer, M.; Keivani, A.; Kelley, J. L.; Kheirandish, A.; Kim, J.; Kim, M.; Kintscher, T.; Kiryluk, J.; Kittler, T.; Klein, S. R.; Kohnen, G.; Koirala, R.; Kolanoski, H.; Köpke, L.; Kopper, C.; Kopper, S.; Koschinsky, J. P.; Koskinen, D. J.; Kowalski, M.; Krings, K.; Kroll, M.; Krückl, G.; Kunnen, J.; Kunwar, S.; Kurahashi, N.; Kuwabara, T.; Kyriacou, A.; Labare, M.; Lanfranchi, J. L.; Larson, M. J.; Lauber, F.; Lennarz, D.; Lesiak-Bzdak, M.; Leuermann, M.; Liu, Q. R.; Lu, L.; Lünemann, J.; Luszczak, W.; Madsen, J.; Maggi, G.; Mahn, K. B. M.; Mancina, S.; Maruyama, R.; Mase, K.; Maunu, R.; McNally, F.; Meagher, K.; Medici, M.; Meier, M.; Menne, T.; Merino, G.; Meures, T.; Miarecki, S.; Micallef, J.; Momenté, G.; Montaruli, T.; Moore, R. W.; Moulai, M.; Nahnhauer, R.; Nakarmi, P.; Naumann, U.; Neer, G.; Niederhausen, H.; Nowicki, S. C.; Nygren, D. R.; Obertacke Pollmann, A.; Olivas, A.; O'Murchadha, A.; Palczewski, T.; Pandya, H.; Pankova, D. V.; Peiffer, P.; Pepper, J. A.; Pérez de los Heros, C.; Pieloth, D.; Pinat, E.; Plum, M.; Price, P. B.; Przybylski, G. T.; Raab, C.; Rädel, L.; Rameez, M.; Rawlins, K.; Reimann, R.; Relethford, B.; Relich, M.; Resconi, E.; Rhode, W.; Richman, M.; Robertson, S.; Rongen, M.; Rott, C.; Ruhe, T.; Ryckbosch, D.; Rysewyk, D.; Sälzer, T.; Sanchez Herrera, S. E.; Sandrock, A.; Sandroos, J.; Sarkar, S.; Sarkar, S.; Satalecka, K.; Schlunder, P.; Schmidt, T.; Schneider, A.; Schoenen, S.; Schöneberg, S.; Schumacher, L.; Seckel, D.; Seunarine, S.; Soldin, D.; Song, M.; Spiczak, G. M.; Spiering, C.; Stachurska, J.; Stanev, T.; Stasik, A.; Stettner, J.; Steuer, A.; Stezelberger, T.; Stokstad, R. G.; Stößl, A.; Strotjohann, N. L.; Sullivan, G. W.; Sutherland, M.; Taboada, I.; Tatar, J.; Tenholt, F.; Ter-Antonyan, S.; Terliuk, A.; Tešić, G.; Tilav, S.; Toale, P. A.; Tobin, M. N.; Toscano, S.; Tosi, D.; Tselengidou, M.; Tung, C. F.; Turcati, A.; Turley, C. F.; Ty, B.; Unger, E.; Usner, M.; Vandenbroucke, J.; Van Driessche, W.; van Eijndhoven, N.; Vanheule, S.; van Santen, J.; Vehring, M.; Vogel, E.; Vraeghe, M.; Walck, C.; Wallace, A.; Wallraff, M.; Wandler, F. D.; Wandkowsky, N.; Waza, A.; Weaver, C.; Weiss, M. J.; Wendt, C.; Westerhoff, S.; Whelan, B. J.; Wickmann, S.; Wiebe, K.; Wiebusch, C. H.; Wille, L.; Williams, D. R.; Wills, L.; Wolf, M.; Wood, J.; Wood, T. R.; Woolsey, E.; Woschnagg, K.; Xu, D. L.; Xu, X. W.; Xu, Y.; Yanez, J. P.; Yodh, G.; Yoshida, S.; Yuan, T.; Zoll, M.; IceCube Collaboration

    2017-11-01

    The origins of high-energy astrophysical neutrinos remain a mystery despite extensive searches for their sources. We present constraints from seven years of IceCube Neutrino Observatory muon data on the neutrino flux coming from the Galactic plane. This flux is expected from cosmic-ray interactions with the interstellar medium or near localized sources. Two methods were developed to test for a spatially extended flux from the entire plane, both of which are maximum likelihood fits but with different signal and background modeling techniques. We consider three templates for Galactic neutrino emission based primarily on gamma-ray observations and models that cover a wide range of possibilities. Based on these templates and in the benchmark case of an unbroken {E}-2.5 power-law energy spectrum, we set 90% confidence level upper limits, constraining the possible Galactic contribution to the diffuse neutrino flux to be relatively small, less than 14% of the flux reported in Aartsen et al. above 1 TeV. A stacking method is also used to test catalogs of known high-energy Galactic gamma-ray sources.

  3. The Wally plot approach to assess the calibration of clinical prediction models.

    PubMed

    Blanche, Paul; Gerds, Thomas A; Ekstrøm, Claus T

    2017-12-06

    A prediction model is calibrated if, roughly, for any percentage x we can expect that x subjects out of 100 experience the event among all subjects that have a predicted risk of x%. Typically, the calibration assumption is assessed graphically but in practice it is often challenging to judge whether a "disappointing" calibration plot is the consequence of a departure from the calibration assumption, or alternatively just "bad luck" due to sampling variability. We propose a graphical approach which enables the visualization of how much a calibration plot agrees with the calibration assumption to address this issue. The approach is mainly based on the idea of generating new plots which mimic the available data under the calibration assumption. The method handles the common non-trivial situations in which the data contain censored observations and occurrences of competing events. This is done by building on ideas from constrained non-parametric maximum likelihood estimation methods. Two examples from large cohort data illustrate our proposal. The 'wally' R package is provided to make the methodology easily usable.

  4. Development of an LSI maximum-likelihood convolutional decoder for advanced forward error correction capability on the NASA 30/20 GHz program

    NASA Technical Reports Server (NTRS)

    Clark, R. T.; Mccallister, R. D.

    1982-01-01

    The particular coding option identified as providing the best level of coding gain performance in an LSI-efficient implementation was the optimal constraint length five, rate one-half convolutional code. To determine the specific set of design parameters which optimally matches this decoder to the LSI constraints, a breadboard MCD (maximum-likelihood convolutional decoder) was fabricated and used to generate detailed performance trade-off data. The extensive performance testing data gathered during this design tradeoff study are summarized, and the functional and physical MCD chip characteristics are presented.

  5. Gyro-based Maximum-Likelihood Thruster Fault Detection and Identification

    NASA Technical Reports Server (NTRS)

    Wilson, Edward; Lages, Chris; Mah, Robert; Clancy, Daniel (Technical Monitor)

    2002-01-01

    When building smaller, less expensive spacecraft, there is a need for intelligent fault tolerance vs. increased hardware redundancy. If fault tolerance can be achieved using existing navigation sensors, cost and vehicle complexity can be reduced. A maximum likelihood-based approach to thruster fault detection and identification (FDI) for spacecraft is developed here and applied in simulation to the X-38 space vehicle. The system uses only gyro signals to detect and identify hard, abrupt, single and multiple jet on- and off-failures. Faults are detected within one second and identified within one to five accords,

  6. 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.

  7. Gyre and gimble: a maximum-likelihood replacement for Patterson correlation refinement.

    PubMed

    McCoy, Airlie J; Oeffner, Robert D; Millán, Claudia; Sammito, Massimo; Usón, Isabel; Read, Randy J

    2018-04-01

    Descriptions are given of the maximum-likelihood gyre method implemented in Phaser for optimizing the orientation and relative position of rigid-body fragments of a model after the orientation of the model has been identified, but before the model has been positioned in the unit cell, and also the related gimble method for the refinement of rigid-body fragments of the model after positioning. Gyre refinement helps to lower the root-mean-square atomic displacements between model and target molecular-replacement solutions for the test case of antibody Fab(26-10) and improves structure solution with ARCIMBOLDO_SHREDDER.

  8. A MATLAB toolbox for the efficient estimation of the psychometric function using the updated maximum-likelihood adaptive procedure

    PubMed Central

    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

  9. Equalization of nonlinear transmission impairments by maximum-likelihood-sequence estimation in digital coherent receivers.

    PubMed

    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.

  10. 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.

  11. The epoch state navigation filter. [for maximum likelihood estimates of position and velocity vectors

    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.

  12. A 3D approximate maximum likelihood localization solver

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    2016-09-23

    A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with acoustic transmitters and vocalizing marine mammals to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives and support Marine Renewable Energy. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.

  13. Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments

    PubMed Central

    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

  14. Search for Point Sources of Ultra-High-Energy Cosmic Rays above 4.0 × 1019 eV Using a Maximum Likelihood Ratio Test

    NASA Astrophysics Data System (ADS)

    Abbasi, R. U.; Abu-Zayyad, T.; Amann, J. F.; Archbold, G.; Atkins, R.; Bellido, J. A.; Belov, K.; Belz, J. W.; Ben-Zvi, S. Y.; Bergman, D. R.; Boyer, J. H.; Burt, G. W.; Cao, Z.; Clay, R. W.; Connolly, B. M.; Dawson, B. R.; Deng, W.; Farrar, G. R.; Fedorova, Y.; Findlay, J.; Finley, C. B.; Hanlon, W. F.; Hoffman, C. M.; Holzscheiter, M. H.; Hughes, G. A.; Hüntemeyer, P.; Jui, C. C. H.; Kim, K.; Kirn, M. A.; Knapp, B. C.; Loh, E. C.; Maestas, M. M.; Manago, N.; Mannel, E. J.; Marek, L. J.; Martens, K.; Matthews, J. A. J.; Matthews, J. N.; O'Neill, A.; Painter, C. A.; Perera, L.; Reil, K.; Riehle, R.; Roberts, M. D.; Sasaki, M.; Schnetzer, S. R.; Seman, M.; Simpson, K. M.; Sinnis, G.; Smith, J. D.; Snow, R.; Sokolsky, P.; Song, C.; Springer, R. W.; Stokes, B. T.; Thomas, J. R.; Thomas, S. B.; Thomson, G. B.; Tupa, D.; Westerhoff, S.; Wiencke, L. R.; Zech, A.

    2005-04-01

    We present the results of a search for cosmic-ray point sources at energies in excess of 4.0×1019 eV in the combined data sets recorded by the Akeno Giant Air Shower Array and High Resolution Fly's Eye stereo experiments. The analysis is based on a maximum likelihood ratio test using the probability density function for each event rather than requiring an a priori choice of a fixed angular bin size. No statistically significant clustering of events consistent with a point source is found.

  15. 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)

  16. Using the β-binomial distribution to characterize forest health

    Treesearch

    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...

  17. 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.…

  18. A Note on Three Statistical Tests in the Logistic Regression DIF Procedure

    ERIC Educational Resources Information Center

    Paek, Insu

    2012-01-01

    Although logistic regression became one of the well-known methods in detecting differential item functioning (DIF), its three statistical tests, the Wald, likelihood ratio (LR), and score tests, which are readily available under the maximum likelihood, do not seem to be consistently distinguished in DIF literature. This paper provides a clarifying…

  19. Contributions to the Underlying Bivariate Normal Method for Factor Analyzing Ordinal Data

    ERIC Educational Resources Information Center

    Xi, Nuo; Browne, Michael W.

    2014-01-01

    A promising "underlying bivariate normal" approach was proposed by Jöreskog and Moustaki for use in the factor analysis of ordinal data. This was a limited information approach that involved the maximization of a composite likelihood function. Its advantage over full-information maximum likelihood was that very much less computation was…

  20. 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.…

  1. 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…

  2. A likelihood-based time series modeling approach for application in dendrochronology to examine the growth-climate relations and forest disturbance history

    EPA Science Inventory

    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 ...

  3. Constraining continuous rainfall simulations for derived design flood estimation

    NASA Astrophysics Data System (ADS)

    Woldemeskel, F. M.; Sharma, A.; Mehrotra, R.; Westra, S.

    2016-11-01

    Stochastic rainfall generation is important for a range of hydrologic and water resources applications. Stochastic rainfall can be generated using a number of models; however, preserving relevant attributes of the observed rainfall-including rainfall occurrence, variability and the magnitude of extremes-continues to be difficult. This paper develops an approach to constrain stochastically generated rainfall with an aim of preserving the intensity-durationfrequency (IFD) relationships of the observed data. Two main steps are involved. First, the generated annual maximum rainfall is corrected recursively by matching the generated intensity-frequency relationships to the target (observed) relationships. Second, the remaining (non-annual maximum) rainfall is rescaled such that the mass balance of the generated rain before and after scaling is maintained. The recursive correction is performed at selected storm durations to minimise the dependence between annual maximum values of higher and lower durations for the same year. This ensures that the resulting sequences remain true to the observed rainfall as well as represent the design extremes that may have been developed separately and are needed for compliance reasons. The method is tested on simulated 6 min rainfall series across five Australian stations with different climatic characteristics. The results suggest that the annual maximum and the IFD relationships are well reproduced after constraining the simulated rainfall. While our presentation focusses on the representation of design rainfall attributes (IFDs), the proposed approach can also be easily extended to constrain other attributes of the generated rainfall, providing an effective platform for post-processing of stochastic rainfall generators.

  4. The Advantages of Normalizing Electromyography to Ballistic Rather than Isometric or Isokinetic Tasks.

    PubMed

    Suydam, Stephen M; Manal, Kurt; Buchanan, Thomas S

    2017-07-01

    Isometric tasks have been a standard for electromyography (EMG) normalization stemming from anatomic and physiologic stability observed during contraction. Ballistic dynamic tasks have the benefit of eliciting maximum EMG signals for normalization, despite having the potential for greater signal variability. It is the purpose of this study to compare maximum voluntary isometric contraction (MVIC) to nonisometric tasks with increasing degrees of extrinsic variability, ie, joint range of motion, velocity, rate of contraction, etc., to determine if the ballistic tasks, which elicit larger peak EMG signals, are more reliable than the constrained MVIC. Fifteen subjects performed MVIC, isokinetic, maximum countermovement jump, and sprint tasks while EMG was collected from 9 muscles in the quadriceps, hamstrings, and lower leg. The results revealed the unconstrained ballistic tasks were more reliable compared to the constrained MVIC and isokinetic tasks for all triceps surae muscles. The EMG from sprinting was more reliable than the constrained cases for both the hamstrings and vasti. The most reliable EMG signals occurred when the body was permitted its natural, unconstrained motion. These results suggest that EMG is best normalized using ballistic tasks to provide the greatest within-subject reliability, which beneficially yield maximum EMG values.

  5. A Maximum-Likelihood Approach to Force-Field Calibration.

    PubMed

    Zaborowski, Bartłomiej; Jagieła, Dawid; Czaplewski, Cezary; Hałabis, Anna; Lewandowska, Agnieszka; Żmudzińska, Wioletta; Ołdziej, Stanisław; Karczyńska, Agnieszka; Omieczynski, Christian; Wirecki, Tomasz; Liwo, Adam

    2015-09-28

    A new approach to the calibration of the force fields is proposed, in which the force-field parameters are obtained by maximum-likelihood fitting of the calculated conformational ensembles to the experimental ensembles of training system(s). The maximum-likelihood function is composed of logarithms of the Boltzmann probabilities of the experimental conformations, calculated with the current energy function. Because the theoretical distribution is given in the form of the simulated conformations only, the contributions from all of the simulated conformations, with Gaussian weights in the distances from a given experimental conformation, are added to give the contribution to the target function from this conformation. In contrast to earlier methods for force-field calibration, the approach does not suffer from the arbitrariness of dividing the decoy set into native-like and non-native structures; however, if such a division is made instead of using Gaussian weights, application of the maximum-likelihood method results in the well-known energy-gap maximization. The computational procedure consists of cycles of decoy generation and maximum-likelihood-function optimization, which are iterated until convergence is reached. The method was tested with Gaussian distributions and then applied to the physics-based coarse-grained UNRES force field for proteins. The NMR structures of the tryptophan cage, a small α-helical protein, determined at three temperatures (T = 280, 305, and 313 K) by Hałabis et al. ( J. Phys. Chem. B 2012 , 116 , 6898 - 6907 ), were used. Multiplexed replica-exchange molecular dynamics was used to generate the decoys. The iterative procedure exhibited steady convergence. Three variants of optimization were tried: optimization of the energy-term weights alone and use of the experimental ensemble of the folded protein only at T = 280 K (run 1); optimization of the energy-term weights and use of experimental ensembles at all three temperatures (run 2); and optimization of the energy-term weights and the coefficients of the torsional and multibody energy terms and use of experimental ensembles at all three temperatures (run 3). The force fields were subsequently tested with a set of 14 α-helical and two α + β proteins. Optimization run 1 resulted in better agreement with the experimental ensemble at T = 280 K compared with optimization run 2 and in comparable performance on the test set but poorer agreement of the calculated folding temperature with the experimental folding temperature. Optimization run 3 resulted in the best fit of the calculated ensembles to the experimental ones for the tryptophan cage but in much poorer performance on the training set, suggesting that use of a small α-helical protein for extensive force-field calibration resulted in overfitting of the data for this protein at the expense of transferability. The optimized force field resulting from run 2 was found to fold 13 of the 14 tested α-helical proteins and one small α + β protein with the correct topologies; the average structures of 10 of them were predicted with accuracies of about 5 Å C(α) root-mean-square deviation or better. Test simulations with an additional set of 12 α-helical proteins demonstrated that this force field performed better on α-helical proteins than the previous parametrizations of UNRES. The proposed approach is applicable to any problem of maximum-likelihood parameter estimation when the contributions to the maximum-likelihood function cannot be evaluated at the experimental points and the dimension of the configurational space is too high to construct histograms of the experimental distributions.

  6. Free kick instead of cross-validation in maximum-likelihood refinement of macromolecular crystal structures

    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

  7. Marginal Maximum A Posteriori Item Parameter Estimation for the Generalized Graded Unfolding Model

    ERIC Educational Resources Information Center

    Roberts, James S.; Thompson, Vanessa M.

    2011-01-01

    A marginal maximum a posteriori (MMAP) procedure was implemented to estimate item parameters in the generalized graded unfolding model (GGUM). Estimates from the MMAP method were compared with those derived from marginal maximum likelihood (MML) and Markov chain Monte Carlo (MCMC) procedures in a recovery simulation that varied sample size,…

  8. THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.

    PubMed

    Theobald, Douglas L; Wuttke, Deborah S

    2006-09-01

    THESEUS is a command line program for performing maximum likelihood (ML) superpositions and analysis of macromolecular structures. While conventional superpositioning methods use ordinary least-squares (LS) as the optimization criterion, ML superpositions provide substantially improved accuracy by down-weighting variable structural regions and by correcting for correlations among atoms. ML superpositioning is robust and insensitive to the specific atoms included in the analysis, and thus it does not require subjective pruning of selected variable atomic coordinates. Output includes both likelihood-based and frequentist statistics for accurate evaluation of the adequacy of a superposition and for reliable analysis of structural similarities and differences. THESEUS performs principal components analysis for analyzing the complex correlations found among atoms within a structural ensemble. ANSI C source code and selected binaries for various computing platforms are available under the GNU open source license from http://monkshood.colorado.edu/theseus/ or http://www.theseus3d.org.

  9. Simulation-Based Evaluation of Hybridization Network Reconstruction Methods in the Presence of Incomplete Lineage Sorting

    PubMed Central

    Kamneva, Olga K; Rosenberg, Noah A

    2017-01-01

    Hybridization events generate reticulate species relationships, giving rise to species networks rather than species trees. We report a comparative study of consensus, maximum parsimony, and maximum likelihood methods of species network reconstruction using gene trees simulated assuming a known species history. We evaluate the role of the divergence time between species involved in a hybridization event, the relative contributions of the hybridizing species, and the error in gene tree estimation. When gene tree discordance is mostly due to hybridization and not due to incomplete lineage sorting (ILS), most of the methods can detect even highly skewed hybridization events between highly divergent species. For recent divergences between hybridizing species, when the influence of ILS is sufficiently high, likelihood methods outperform parsimony and consensus methods, which erroneously identify extra hybridizations. The more sophisticated likelihood methods, however, are affected by gene tree errors to a greater extent than are consensus and parsimony. PMID:28469378

  10. Free energy reconstruction from steered dynamics without post-processing

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Athenes, Manuel, E-mail: Manuel.Athenes@cea.f; Condensed Matter and Materials Division, Physics and Life Sciences Directorate, LLNL, Livermore, CA 94551; Marinica, Mihai-Cosmin

    2010-09-20

    Various methods achieving importance sampling in ensembles of nonequilibrium trajectories enable one to estimate free energy differences and, by maximum-likelihood post-processing, to reconstruct free energy landscapes. Here, based on Bayes theorem, we propose a more direct method in which a posterior likelihood function is used both to construct the steered dynamics and to infer the contribution to equilibrium of all the sampled states. The method is implemented with two steering schedules. First, using non-autonomous steering, we calculate the migration barrier of the vacancy in Fe-{alpha}. Second, using an autonomous scheduling related to metadynamics and equivalent to temperature-accelerated molecular dynamics, wemore » accurately reconstruct the two-dimensional free energy landscape of the 38-atom Lennard-Jones cluster as a function of an orientational bond-order parameter and energy, down to the solid-solid structural transition temperature of the cluster and without maximum-likelihood post-processing.« less

  11. Master teachers' responses to twenty literacy and science/mathematics practices in deaf education.

    PubMed

    Easterbrooks, Susan R; Stephenson, Brenda; Mertens, Donna

    2006-01-01

    Under a grant to improve outcomes for students who are deaf or hard of hearing awarded to the Association of College Educators--Deaf/Hard of Hearing, a team identified content that all teachers of students who are deaf and hard of hearing must understand and be able to teach. Also identified were 20 practices associated with content standards (10 each, literacy and science/mathematics). Thirty-seven master teachers identified by grant agents rated the practices on a Likert-type scale indicating the maximum benefit of each practice and maximum likelihood that they would use the practice, yielding a likelihood-impact analysis. The teachers showed strong agreement on the benefits and likelihood of use of the rated practices. Concerns about implementation of many of the practices related to time constraints and mixed-ability classrooms were themes of the reviews. Actions for teacher preparation programs were recommended.

  12. SkyFACT: high-dimensional modeling of gamma-ray emission with adaptive templates and penalized likelihoods

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Storm, Emma; Weniger, Christoph; Calore, Francesca, E-mail: e.m.storm@uva.nl, E-mail: c.weniger@uva.nl, E-mail: francesca.calore@lapth.cnrs.fr

    We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (∼> 10{sup 5}) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that aremore » motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |ℓ|<90{sup o} and | b |<20{sup o}, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.« less

  13. Putative floral brood-site mimicry, loss of autonomous selfing, and reduced vegetative growth are significantly correlated with increased diversification in Asarum (Aristolochiaceae).

    PubMed

    Sinn, Brandon T; Kelly, Lawrence M; Freudenstein, John V

    2015-08-01

    The drivers of angiosperm diversity have long been sought and the flower-arthropod association has often been invoked as the most powerful driver of the angiosperm radiation. We now know that features that influence arthropod interactions cannot only affect the diversification of lineages, but also expedite or constrain their rate of extinction, which can equally influence the observed asymmetric richness of extant angiosperm lineages. The genus Asarum (Aristolochiaceae; ∼100 species) is widely distributed in north temperate forests, with substantial vegetative and floral divergence between its three major clades, Euasarum, Geotaenium, and Heterotropa. We used Binary-State Speciation and Extinction Model (BiSSE) Net Diversification tests of character state distributions on a Maximum Likelihood phylogram and a Coalescent Bayesian species tree, inferred from seven chloroplast markers and nuclear rDNA, to test for signal of asymmetric diversification, character state transition, and extinction rates of floral and vegetative characters. We found that reduction in vegetative growth, loss of autonomous self-pollination, and the presence of putative fungal-mimicking floral structures are significantly correlated with increased diversification in Asarum. No significant difference in model likelihood was identified between symmetric and asymmetric rates of character state transitions or extinction. We conclude that the flowers of the Heterotropa clade may have converged on some aspects of basidiomycete sporocarp morphology and that brood-site mimicry, coupled with a reduction in vegetative growth and the loss of autonomous self-pollination, may have driven diversification within Asarum. Copyright © 2015 Elsevier Inc. All rights reserved.

  14. New algorithms and methods to estimate maximum-likelihood phylogenies: assessing the performance of PhyML 3.0.

    PubMed

    Guindon, Stéphane; Dufayard, Jean-François; Lefort, Vincent; Anisimova, Maria; Hordijk, Wim; Gascuel, Olivier

    2010-05-01

    PhyML is a phylogeny software based on the maximum-likelihood principle. Early PhyML versions used a fast algorithm performing nearest neighbor interchanges to improve a reasonable starting tree topology. Since the original publication (Guindon S., Gascuel O. 2003. A simple, fast and accurate algorithm to estimate large phylogenies by maximum likelihood. Syst. Biol. 52:696-704), PhyML has been widely used (>2500 citations in ISI Web of Science) because of its simplicity and a fair compromise between accuracy and speed. In the meantime, research around PhyML has continued, and this article describes the new algorithms and methods implemented in the program. First, we introduce a new algorithm to search the tree space with user-defined intensity using subtree pruning and regrafting topological moves. The parsimony criterion is used here to filter out the least promising topology modifications with respect to the likelihood function. The analysis of a large collection of real nucleotide and amino acid data sets of various sizes demonstrates the good performance of this method. Second, we describe a new test to assess the support of the data for internal branches of a phylogeny. This approach extends the recently proposed approximate likelihood-ratio test and relies on a nonparametric, Shimodaira-Hasegawa-like procedure. A detailed analysis of real alignments sheds light on the links between this new approach and the more classical nonparametric bootstrap method. Overall, our tests show that the last version (3.0) of PhyML is fast, accurate, stable, and ready to use. A Web server and binary files are available from http://www.atgc-montpellier.fr/phyml/.

  15. Maximum-likelihood estimation of parameterized wavefronts from multifocal data

    PubMed Central

    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

  16. Persistent Target Tracking Using Likelihood Fusion in Wide-Area and Full Motion Video Sequences

    DTIC Science & Technology

    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

  17. 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.

  18. Necessary optimality conditions for infinite dimensional state constrained control problems

    NASA Astrophysics Data System (ADS)

    Frankowska, H.; Marchini, E. M.; Mazzola, M.

    2018-06-01

    This paper is concerned with first order necessary optimality conditions for state constrained control problems in separable Banach spaces. Assuming inward pointing conditions on the constraint, we give a simple proof of Pontryagin maximum principle, relying on infinite dimensional neighboring feasible trajectories theorems proved in [20]. Further, we provide sufficient conditions guaranteeing normality of the maximum principle. We work in the abstract semigroup setting, but nevertheless we apply our results to several concrete models involving controlled PDEs. Pointwise state constraints (as positivity of the solutions) are allowed.

  19. Maximum principle for a stochastic delayed system involving terminal state constraints.

    PubMed

    Wen, Jiaqiang; Shi, Yufeng

    2017-01-01

    We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

  20. A tree island approach to inferring phylogeny in the ant subfamily Formicinae, with especial reference to the evolution of weaving.

    PubMed

    Johnson, Rebecca N; Agapow, Paul-Michael; Crozier, Ross H

    2003-11-01

    The ant subfamily Formicinae is a large assemblage (2458 species (J. Nat. Hist. 29 (1995) 1037), including species that weave leaf nests together with larval silk and in which the metapleural gland-the ancestrally defining ant character-has been secondarily lost. We used sequences from two mitochondrial genes (cytochrome b and cytochrome oxidase 2) from 18 formicine and 4 outgroup taxa to derive a robust phylogeny, employing a search for tree islands using 10000 randomly constructed trees as starting points and deriving a maximum likelihood consensus tree from the ML tree and those not significantly different from it. Non-parametric bootstrapping showed that the ML consensus tree fit the data significantly better than three scenarios based on morphology, with that of Bolton (Identification Guide to the Ant Genera of the World, Harvard University Press, Cambridge, MA) being the best among these alternative trees. Trait mapping showed that weaving had arisen at least four times and possibly been lost once. A maximum likelihood analysis showed that loss of the metapleural gland is significantly associated with the weaver life-pattern. The graph of the frequencies with which trees were discovered versus their likelihood indicates that trees with high likelihoods have much larger basins of attraction than those with lower likelihoods. While this result indicates that single searches are more likely to find high- than low-likelihood tree islands, it also indicates that searching only for the single best tree may lose important information.

  1. Occupancy Modeling Species-Environment Relationships with Non-ignorable Survey Designs.

    PubMed

    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.

  2. DSN telemetry system performance using a maximum likelihood convolutional decoder

    NASA Technical Reports Server (NTRS)

    Benjauthrit, B.; Kemp, R. P.

    1977-01-01

    Results are described of telemetry system performance testing using DSN equipment and a Maximum Likelihood Convolutional Decoder (MCD) for code rates 1/2 and 1/3, constraint length 7 and special test software. The test results confirm the superiority of the rate 1/3 over that of the rate 1/2. The overall system performance losses determined at the output of the Symbol Synchronizer Assembly are less than 0.5 db for both code rates. Comparison of the performance is also made with existing mathematical models. Error statistics of the decoded data are examined. The MCD operational threshold is found to be about 1.96 db.

  3. Multifrequency InSAR height reconstruction through maximum likelihood estimation of local planes parameters.

    PubMed

    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.

  4. Soft decoding a self-dual (48, 24; 12) code

    NASA Technical Reports Server (NTRS)

    Solomon, G.

    1993-01-01

    A self-dual (48,24;12) code comes from restricting a binary cyclic (63,18;36) code to a 6 x 7 matrix, adding an eighth all-zero column, and then adjoining six dimensions to this extended 6 x 8 matrix. These six dimensions are generated by linear combinations of row permutations of a 6 x 8 matrix of weight 12, whose sums of rows and columns add to one. A soft decoding using these properties and approximating maximum likelihood is presented here. This is preliminary to a possible soft decoding of the box (72,36;15) code that promises a 7.7-dB theoretical coding under maximum likelihood.

  5. 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.

  6. Minimum distance classification in remote sensing

    NASA Technical Reports Server (NTRS)

    Wacker, A. G.; Landgrebe, D. A.

    1972-01-01

    The utilization of minimum distance classification methods in remote sensing problems, such as crop species identification, is considered. Literature concerning both minimum distance classification problems and distance measures is reviewed. Experimental results are presented for several examples. The objective of these examples is to: (a) compare the sample classification accuracy of a minimum distance classifier, with the vector classification accuracy of a maximum likelihood classifier, and (b) compare the accuracy of a parametric minimum distance classifier with that of a nonparametric one. Results show the minimum distance classifier performance is 5% to 10% better than that of the maximum likelihood classifier. The nonparametric classifier is only slightly better than the parametric version.

  7. Maximum likelihood conjoint measurement of lightness and chroma.

    PubMed

    Rogers, Marie; Knoblauch, Kenneth; Franklin, Anna

    2016-03-01

    Color varies along dimensions of lightness, hue, and chroma. We used maximum likelihood conjoint measurement to investigate how lightness and chroma influence color judgments. Observers judged lightness and chroma of stimuli that varied in both dimensions in a paired-comparison task. We modeled how changes in one dimension influenced judgment of the other. An additive model best fit the data in all conditions except for judgment of red chroma where there was a small but significant interaction. Lightness negatively contributed to perception of chroma for red, blue, and green hues but not for yellow. The method permits quantification of lightness and chroma contributions to color appearance.

  8. Case-Deletion Diagnostics for Maximum Likelihood Multipoint Quantitative Trait Locus Linkage Analysis

    PubMed Central

    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

  9. Fitting distributions to microbial contamination data collected with an unequal probability sampling design.

    PubMed

    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.

  10. RAxML-VI-HPC: maximum likelihood-based phylogenetic analyses with thousands of taxa and mixed models.

    PubMed

    Stamatakis, Alexandros

    2006-11-01

    RAxML-VI-HPC (randomized axelerated maximum likelihood for high performance computing) is a sequential and parallel program for inference of large phylogenies with maximum likelihood (ML). Low-level technical optimizations, a modification of the search algorithm, and the use of the GTR+CAT approximation as replacement for GTR+Gamma yield a program that is between 2.7 and 52 times faster than the previous version of RAxML. A large-scale performance comparison with GARLI, PHYML, IQPNNI and MrBayes on real data containing 1000 up to 6722 taxa shows that RAxML requires at least 5.6 times less main memory and yields better trees in similar times than the best competing program (GARLI) on datasets up to 2500 taxa. On datasets > or =4000 taxa it also runs 2-3 times faster than GARLI. RAxML has been parallelized with MPI to conduct parallel multiple bootstraps and inferences on distinct starting trees. The program has been used to compute ML trees on two of the largest alignments to date containing 25,057 (1463 bp) and 2182 (51,089 bp) taxa, respectively. icwww.epfl.ch/~stamatak

  11. Normal Theory Two-Stage ML Estimator When Data Are Missing at the Item Level

    PubMed Central

    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

  12. Determining crop residue type and class using satellite acquired data. M.S. Thesis Progress Report, Jun. 1990

    NASA Technical Reports Server (NTRS)

    Zhuang, Xin

    1990-01-01

    LANDSAT Thematic Mapper (TM) data for March 23, 1987 with accompanying ground truth data for the study area in Miami County, IN were used to determine crop residue type and class. Principle components and spectral ratioing transformations were applied to the LANDSAT TM data. One graphic information system (GIS) layer of land ownership was added to each original image as the eighth band of data in an attempt to improve classification. Maximum likelihood, minimum distance, and neural networks were used to classify the original, transformed, and GIS-enhanced remotely sensed data. Crop residues could be separated from one another and from bare soil and other biomass. Two types of crop residue and four classes were identified from each LANDSAT TM image. The maximum likelihood classifier performed the best classification for each original image without need of any transformation. The neural network classifier was able to improve the classification by incorporating a GIS-layer of land ownership as an eighth band of data. The maximum likelihood classifier was unable to consider this eighth band of data and thus, its results could not be improved by its consideration.

  13. Normal Theory Two-Stage ML Estimator When Data Are Missing at the Item Level.

    PubMed

    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.

  14. THE CONTRIBUTION OF FERMI -2LAC BLAZARS TO DIFFUSE TEV–PEV NEUTRINO FLUX

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Aartsen, M. G.; Abraham, K.; Ackermann, M.

    2017-01-20

    The recent discovery of a diffuse cosmic neutrino flux extending up to PeV energies raises the question of which astrophysical sources generate this signal. Blazars are one class of extragalactic sources which may produce such high-energy neutrinos. We present a likelihood analysis searching for cumulative neutrino emission from blazars in the 2nd Fermi -LAT AGN catalog (2LAC) using IceCube neutrino data set 2009-12, which was optimized for the detection of individual sources. In contrast to those in previous searches with IceCube, the populations investigated contain up to hundreds of sources, the largest one being the entire blazar sample in themore » 2LAC catalog. No significant excess is observed, and upper limits for the cumulative flux from these populations are obtained. These constrain the maximum contribution of 2LAC blazars to the observed astrophysical neutrino flux to 27% or less between around 10 TeV and 2 PeV, assuming the equipartition of flavors on Earth and a single power-law spectrum with a spectral index of −2.5. We can still exclude the fact that 2LAC blazars (and their subpopulations) emit more than 50% of the observed neutrinos up to a spectral index as hard as −2.2 in the same energy range. Our result takes into account the fact that the neutrino source count distribution is unknown, and it does not assume strict proportionality of the neutrino flux to the measured 2LAC γ -ray signal for each source. Additionally, we constrain recent models for neutrino emission by blazars.« less

  15. Maximum-Entropy Inference with a Programmable Annealer

    PubMed Central

    Chancellor, Nicholas; Szoke, Szilard; Vinci, Walter; Aeppli, Gabriel; Warburton, Paul A.

    2016-01-01

    Optimisation problems typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this maximises the likelihood that the solution is correct. The maximum entropy solution on the other hand takes the form of a Boltzmann distribution over the ground and excited states of the cost function to correct for noise. Here we use a programmable annealer for the information decoding problem which we simulate as a random Ising model in a field. We show experimentally that finite temperature maximum entropy decoding can give slightly better bit-error-rates than the maximum likelihood approach, confirming that useful information can be extracted from the excited states of the annealer. Furthermore we introduce a bit-by-bit analytical method which is agnostic to the specific application and use it to show that the annealer samples from a highly Boltzmann-like distribution. Machines of this kind are therefore candidates for use in a variety of machine learning applications which exploit maximum entropy inference, including language processing and image recognition. PMID:26936311

  16. Phylogenetically marking the limits of the genus Fusarium for post-Article 59 usage

    USDA-ARS?s Scientific Manuscript database

    Fusarium (Hypocreales, Nectriaceae) is one of the most important and systematically challenging groups of mycotoxigenic, plant pathogenic, and human pathogenic fungi. We conducted maximum likelihood (ML), maximum parsimony (MP) and Bayesian (B) analyses on partial nucleotide sequences of genes encod...

  17. Determining the linkage of disease-resistance genes to molecular markers: the LOD-SCORE method revisited with regard to necessary sample sizes.

    PubMed

    Hühn, M

    1995-05-01

    Some approaches to molecular marker-assisted linkage detection for a dominant disease-resistance trait based on a segregating F2 population are discussed. Analysis of two-point linkage is carried out by the traditional measure of maximum lod score. It depends on (1) the maximum-likelihood estimate of the recombination fraction between the marker and the disease-resistance gene locus, (2) the observed absolute frequencies, and (3) the unknown number of tested individuals. If one replaces the absolute frequencies by expressions depending on the unknown sample size and the maximum-likelihood estimate of recombination value, the conventional rule for significant linkage (maximum lod score exceeds a given linkage threshold) can be resolved for the sample size. For each sub-population used for linkage analysis [susceptible (= recessive) individuals, resistant (= dominant) individuals, complete F2] this approach gives a lower bound for the necessary number of individuals required for the detection of significant two-point linkage by the lod-score method.

  18. Estimating Stresses, Fault Friction and Fluid Pressure from Topography and Coseismic Slip Models

    NASA Astrophysics Data System (ADS)

    Styron, R. H.; Hetland, E. A.

    2014-12-01

    Stress is a first-order control on the deformation state of the earth. However, stress is notoriously hard to measure, and researchers typically only estimate the directions and relative magnitudes of principal stresses, with little quantification of the uncertainties or absolute magnitude. To improve upon this, we have developed methods to constrain the full stress tensor field in a region surrounding a fault, including tectonic, topographic, and lithostatic components, as well as static friction and pore fluid pressure on the fault. Our methods are based on elastic halfspace techniques for estimating topographic stresses from a DEM, and we use a Bayesian approach to estimate accumulated tectonic stress, fluid pressure, and friction from fault geometry and slip rake, assuming Mohr-Coulomb fault mechanics. The nature of the tectonic stress inversion is such that either the stress maximum or minimum is better constrained, depending on the topography and fault deformation style. Our results from the 2008 Wenchuan event yield shear stresses from topography up to 20 MPa (normal-sinistral shear sense) and topographic normal stresses up to 80 MPa on the faults; tectonic stress had to be large enough to overcome topography to produce the observed reverse-dextral slip. Maximum tectonic stress is constrained to be >0.3 * lithostatic stress (depth-increasing), with a most likely value around 0.8, trending 90-110°E. Minimum tectonic stress is about half of maximum. Static fault friction is constrained at 0.1-0.4, and fluid pressure at 0-0.6 * total pressure on the fault. Additionally, the patterns of topographic stress and slip suggest that topographic normal stress may limit fault slip once failure has occurred. Preliminary results from the 2013 Balochistan earthquake are similar, but yield stronger constraints on the upper limits of maximum tectonic stress, as well as tight constraints on the magnitude of minimum tectonic stress and stress orientation. Work in progress on the Wasatch fault suggests that maximum tectonic stress may also be able to be constrained, and that some of the shallow rupture segmentation may be due in part to localized topographic loading. Future directions of this work include regions where high relief influences fault kinematics (such as Tibet).

  19. 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.

  20. Poisson point process modeling for polyphonic music transcription.

    PubMed

    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.

  1. On the regularity of the covariance matrix of a discretized scalar field on the sphere

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Bilbao-Ahedo, J.D.; Barreiro, R.B.; Herranz, D.

    2017-02-01

    We present a comprehensive study of the regularity of the covariance matrix of a discretized field on the sphere. In a particular situation, the rank of the matrix depends on the number of pixels, the number of spherical harmonics, the symmetries of the pixelization scheme and the presence of a mask. Taking into account the above mentioned components, we provide analytical expressions that constrain the rank of the matrix. They are obtained by expanding the determinant of the covariance matrix as a sum of determinants of matrices made up of spherical harmonics. We investigate these constraints for five different pixelizationsmore » that have been used in the context of Cosmic Microwave Background (CMB) data analysis: Cube, Icosahedron, Igloo, GLESP and HEALPix, finding that, at least in the considered cases, the HEALPix pixelization tends to provide a covariance matrix with a rank closer to the maximum expected theoretical value than the other pixelizations. The effect of the propagation of numerical errors in the regularity of the covariance matrix is also studied for different computational precisions, as well as the effect of adding a certain level of noise in order to regularize the matrix. In addition, we investigate the application of the previous results to a particular example that requires the inversion of the covariance matrix: the estimation of the CMB temperature power spectrum through the Quadratic Maximum Likelihood algorithm. Finally, some general considerations in order to achieve a regular covariance matrix are also presented.« less

  2. Maximum-likelihood techniques for joint segmentation-classification of multispectral chromosome images.

    PubMed

    Schwartzkopf, Wade C; Bovik, Alan C; Evans, Brian L

    2005-12-01

    Traditional chromosome imaging has been limited to grayscale images, but recently a 5-fluorophore combinatorial labeling technique (M-FISH) was developed wherein each class of chromosomes binds with a different combination of fluorophores. This results in a multispectral image, where each class of chromosomes has distinct spectral components. In this paper, we develop new methods for automatic chromosome identification by exploiting the multispectral information in M-FISH chromosome images and by jointly performing chromosome segmentation and classification. We (1) develop a maximum-likelihood hypothesis test that uses multispectral information, together with conventional criteria, to select the best segmentation possibility; (2) use this likelihood function to combine chromosome segmentation and classification into a robust chromosome identification system; and (3) show that the proposed likelihood function can also be used as a reliable indicator of errors in segmentation, errors in classification, and chromosome anomalies, which can be indicators of radiation damage, cancer, and a wide variety of inherited diseases. We show that the proposed multispectral joint segmentation-classification method outperforms past grayscale segmentation methods when decomposing touching chromosomes. We also show that it outperforms past M-FISH classification techniques that do not use segmentation information.

  3. Flood Frequency Curves - Use of information on the likelihood of extreme floods

    NASA Astrophysics Data System (ADS)

    Faber, B.

    2011-12-01

    Investment in the infrastructure that reduces flood risk for flood-prone communities must incorporate information on the magnitude and frequency of flooding in that area. Traditionally, that information has been a probability distribution of annual maximum streamflows developed from the historical gaged record at a stream site. Practice in the United States fits a Log-Pearson type3 distribution to the annual maximum flows of an unimpaired streamflow record, using the method of moments to estimate distribution parameters. The procedure makes the assumptions that annual peak streamflow events are (1) independent, (2) identically distributed, and (3) form a representative sample of the overall probability distribution. Each of these assumptions can be challenged. We rarely have enough data to form a representative sample, and therefore must compute and display the uncertainty in the estimated flood distribution. But, is there a wet/dry cycle that makes precipitation less than independent between successive years? Are the peak flows caused by different types of events from different statistical populations? How does the watershed or climate changing over time (non-stationarity) affect the probability distribution floods? Potential approaches to avoid these assumptions vary from estimating trend and shift and removing them from early data (and so forming a homogeneous data set), to methods that estimate statistical parameters that vary with time. A further issue in estimating a probability distribution of flood magnitude (the flood frequency curve) is whether a purely statistical approach can accurately capture the range and frequency of floods that are of interest. A meteorologically-based analysis produces "probable maximum precipitation" (PMP) and subsequently a "probable maximum flood" (PMF) that attempts to describe an upper bound on flood magnitude in a particular watershed. This analysis can help constrain the upper tail of the probability distribution, well beyond the range of gaged data or even historical or paleo-flood data, which can be very important in risk analyses performed for flood risk management and dam and levee safety studies.

  4. Exploiting Non-sequence Data in Dynamic Model Learning

    DTIC Science & Technology

    2013-10-01

    For our experiments here and in Section 3.5, we implement the proposed algorithms in MATLAB and use the maximum directed spanning tree solver...embarrassingly parallelizable, whereas PM’s maximum directed spanning tree procedure is harder to parallelize. In this experiment, our MATLAB ...some estimation problems, this approach is able to give unique and consistent estimates while the maximum- likelihood method gets entangled in

  5. Lateral stability and control derivatives of a jet fighter airplane extracted from flight test data by utilizing maximum likelihood estimation

    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.

  6. 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.

  7. 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.

  8. 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.

  9. Deterministic quantum annealing expectation-maximization algorithm

    NASA Astrophysics Data System (ADS)

    Miyahara, Hideyuki; Tsumura, Koji; Sughiyama, Yuki

    2017-11-01

    Maximum likelihood estimation (MLE) is one of the most important methods in machine learning, and the expectation-maximization (EM) algorithm is often used to obtain maximum likelihood estimates. However, EM heavily depends on initial configurations and fails to find the global optimum. On the other hand, in the field of physics, quantum annealing (QA) was proposed as a novel optimization approach. Motivated by QA, we propose a quantum annealing extension of EM, which we call the deterministic quantum annealing expectation-maximization (DQAEM) algorithm. We also discuss its advantage in terms of the path integral formulation. Furthermore, by employing numerical simulations, we illustrate how DQAEM works in MLE and show that DQAEM moderate the problem of local optima in EM.

  10. Nonlinear phase noise tolerance for coherent optical systems using soft-decision-aided ML carrier phase estimation enhanced with constellation partitioning

    NASA Astrophysics Data System (ADS)

    Li, Yan; Wu, Mingwei; Du, Xinwei; Xu, Zhuoran; Gurusamy, Mohan; Yu, Changyuan; Kam, Pooi-Yuen

    2018-02-01

    A novel soft-decision-aided maximum likelihood (SDA-ML) carrier phase estimation method and its simplified version, the decision-aided and soft-decision-aided maximum likelihood (DA-SDA-ML) methods are tested in a nonlinear phase noise-dominant channel. The numerical performance results show that both the SDA-ML and DA-SDA-ML methods outperform the conventional DA-ML in systems with constant-amplitude modulation formats. In addition, modified algorithms based on constellation partitioning are proposed. With partitioning, the modified SDA-ML and DA-SDA-ML are shown to be useful for compensating the nonlinear phase noise in multi-level modulation systems.

  11. 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.

  12. Approximate maximum likelihood decoding of block codes

    NASA Technical Reports Server (NTRS)

    Greenberger, H. J.

    1979-01-01

    Approximate maximum likelihood decoding algorithms, based upon selecting a small set of candidate code words with the aid of the estimated probability of error of each received symbol, can give performance close to optimum with a reasonable amount of computation. By combining the best features of various algorithms and taking care to perform each step as efficiently as possible, a decoding scheme was developed which can decode codes which have better performance than those presently in use and yet not require an unreasonable amount of computation. The discussion of the details and tradeoffs of presently known efficient optimum and near optimum decoding algorithms leads, naturally, to the one which embodies the best features of all of them.

  13. The amplitude and spectral index of the large angular scale anisotropy in the cosmic microwave background radiation

    NASA Technical Reports Server (NTRS)

    Ganga, Ken; Page, Lyman; Cheng, Edward; Meyer, Stephan

    1994-01-01

    In many cosmological models, the large angular scale anisotropy in the cosmic microwave background is parameterized by a spectral index, n, and a quadrupolar amplitude, Q. For a Harrison-Peebles-Zel'dovich spectrum, n = 1. Using data from the Far Infrared Survey (FIRS) and a new statistical measure, a contour plot of the likelihood for cosmological models for which -1 less than n less than 3 and 0 equal to or less than Q equal to or less than 50 micro K is obtained. Depending upon the details of the analysis, the maximum likelihood occurs at n between 0.8 and 1.4 and Q between 18 and 21 micro K. Regardless of Q, the likelihood is always less than half its maximum for n less than -0.4 and for n greater than 2.2, as it is for Q less than 8 micro K and Q greater than 44 micro K.

  14. Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Gopich, Irina V.

    2015-01-21

    Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when themore » FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.« less

  15. Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

    PubMed Central

    Gopich, Irina V.

    2015-01-01

    Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated. PMID:25612692

  16. A Computer Program for Solving a Set of Conditional Maximum Likelihood Equations Arising in the Rasch Model for Questionnaires.

    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…

  17. Bayesian image reconstruction - The pixon and optimal image modeling

    NASA Technical Reports Server (NTRS)

    Pina, R. K.; Puetter, R. C.

    1993-01-01

    In this paper we describe the optimal image model, maximum residual likelihood method (OptMRL) for image reconstruction. OptMRL is a Bayesian image reconstruction technique for removing point-spread function blurring. OptMRL uses both a goodness-of-fit criterion (GOF) and an 'image prior', i.e., a function which quantifies the a priori probability of the image. Unlike standard maximum entropy methods, which typically reconstruct the image on the data pixel grid, OptMRL varies the image model in order to find the optimal functional basis with which to represent the image. We show how an optimal basis for image representation can be selected and in doing so, develop the concept of the 'pixon' which is a generalized image cell from which this basis is constructed. By allowing both the image and the image representation to be variable, the OptMRL method greatly increases the volume of solution space over which the image is optimized. Hence the likelihood of the final reconstructed image is greatly increased. For the goodness-of-fit criterion, OptMRL uses the maximum residual likelihood probability distribution introduced previously by Pina and Puetter (1992). This GOF probability distribution, which is based on the spatial autocorrelation of the residuals, has the advantage that it ensures spatially uncorrelated image reconstruction residuals.

  18. Monte Carlo studies of ocean wind vector measurements by SCATT: Objective criteria and maximum likelihood estimates for removal of aliases, and effects of cell size on accuracy of vector winds

    NASA Technical Reports Server (NTRS)

    Pierson, W. J.

    1982-01-01

    The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.

  19. Variational Bayesian Parameter Estimation Techniques for the General Linear Model

    PubMed Central

    Starke, Ludger; Ostwald, Dirk

    2017-01-01

    Variational Bayes (VB), variational maximum likelihood (VML), restricted maximum likelihood (ReML), and maximum likelihood (ML) are cornerstone parametric statistical estimation techniques in the analysis of functional neuroimaging data. However, the theoretical underpinnings of these model parameter estimation techniques are rarely covered in introductory statistical texts. Because of the widespread practical use of VB, VML, ReML, and ML in the neuroimaging community, we reasoned that a theoretical treatment of their relationships and their application in a basic modeling scenario may be helpful for both neuroimaging novices and practitioners alike. In this technical study, we thus revisit the conceptual and formal underpinnings of VB, VML, ReML, and ML and provide a detailed account of their mathematical relationships and implementational details. We further apply VB, VML, ReML, and ML to the general linear model (GLM) with non-spherical error covariance as commonly encountered in the first-level analysis of fMRI data. To this end, we explicitly derive the corresponding free energy objective functions and ensuing iterative algorithms. Finally, in the applied part of our study, we evaluate the parameter and model recovery properties of VB, VML, ReML, and ML, first in an exemplary setting and then in the analysis of experimental fMRI data acquired from a single participant under visual stimulation. PMID:28966572

  20. Genetic distances and phylogenetic trees of different Awassi sheep populations based on DNA sequencing.

    PubMed

    Al-Atiyat, R M; Aljumaah, R S

    2014-08-27

    This study aimed to estimate evolutionary distances and to reconstruct phylogeny trees between different Awassi sheep populations. Thirty-two sheep individuals from three different geographical areas of Jordan and the Kingdom of Saudi Arabia (KSA) were randomly sampled. DNA was extracted from the tissue samples and sequenced using the T7 promoter universal primer. Different phylogenetic trees were reconstructed from 0.64-kb DNA sequences using the MEGA software with the best general time reverse distance model. Three methods of distance estimation were then used. The maximum composite likelihood test was considered for reconstructing maximum likelihood, neighbor-joining and UPGMA trees. The maximum likelihood tree indicated three major clusters separated by cytosine (C) and thymine (T). The greatest distance was shown between the South sheep and North sheep. On the other hand, the KSA sheep as an outgroup showed shorter evolutionary distance to the North sheep population than to the others. The neighbor-joining and UPGMA trees showed quite reliable clusters of evolutionary differentiation of Jordan sheep populations from the Saudi population. The overall results support geographical information and ecological types of the sheep populations studied. Summing up, the resulting phylogeny trees may contribute to the limited information about the genetic relatedness and phylogeny of Awassi sheep in nearby Arab countries.

  1. Empirical best linear unbiased prediction method for small areas with restricted maximum likelihood and bootstrap procedure to estimate the average of household expenditure per capita in Banjar Regency

    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.

  2. ReplacementMatrix: a web server for maximum-likelihood estimation of amino acid replacement rate matrices.

    PubMed

    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/

  3. Superfast maximum-likelihood reconstruction for quantum tomography

    NASA Astrophysics Data System (ADS)

    Shang, Jiangwei; Zhang, Zhengyun; Ng, Hui Khoon

    2017-06-01

    Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we provide a fast and reliable algorithm for maximum-likelihood reconstruction that avoids this slow convergence. Our method utilizes the state-of-the-art convex optimization scheme, an accelerated projected-gradient method, that allows one to accommodate the quantum nature of the problem in a different way than in the standard methods. We demonstrate the power of our approach by comparing its performance with other algorithms for n -qubit state tomography. In particular, an eight-qubit situation that purportedly took weeks of computation time in 2005 can now be completed in under a minute for a single set of data, with far higher accuracy than previously possible. This refutes the common claim that MLE reconstruction is slow and reduces the need for alternative methods that often come with difficult-to-verify assumptions. In fact, recent methods assuming Gaussian statistics or relying on compressed sensing ideas are demonstrably inapplicable for the situation under consideration here. Our algorithm can be applied to general optimization problems over the quantum state space; the philosophy of projected gradients can further be utilized for optimization contexts with general constraints.

  4. Varied applications of a new maximum-likelihood code with complete covariance capability. [FERRET, for data adjustment

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Schmittroth, F.

    1978-01-01

    Applications of a new data-adjustment code are given. The method is based on a maximum-likelihood extension of generalized least-squares methods that allow complete covariance descriptions for the input data and the final adjusted data evaluations. The maximum-likelihood approach is used with a generalized log-normal distribution that provides a way to treat problems with large uncertainties and that circumvents the problem of negative values that can occur for physically positive quantities. The computer code, FERRET, is written to enable the user to apply it to a large variety of problems by modifying only the input subroutine. The following applications are discussed:more » A 75-group a priori damage function is adjusted by as much as a factor of two by use of 14 integral measurements in different reactor spectra. Reactor spectra and dosimeter cross sections are simultaneously adjusted on the basis of both integral measurements and experimental proton-recoil spectra. The simultaneous use of measured reaction rates, measured worths, microscopic measurements, and theoretical models are used to evaluate dosimeter and fission-product cross sections. Applications in the data reduction of neutron cross section measurements and in the evaluation of reactor after-heat are also considered. 6 figures.« less

  5. Richardson-Lucy/maximum likelihood image restoration algorithm for fluorescence microscopy: further testing.

    PubMed

    Holmes, T J; Liu, Y H

    1989-11-15

    A maximum likelihood based iterative algorithm adapted from nuclear medicine imaging for noncoherent optical imaging was presented in a previous publication with some initial computer-simulation testing. This algorithm is identical in form to that previously derived in a different way by W. H. Richardson "Bayesian-Based Iterative Method of Image Restoration," J. Opt. Soc. Am. 62, 55-59 (1972) and L. B. Lucy "An Iterative Technique for the Rectification of Observed Distributions," Astron. J. 79, 745-765 (1974). Foreseen applications include superresolution and 3-D fluorescence microscopy. This paper presents further simulation testing of this algorithm and a preliminary experiment with a defocused camera. The simulations show quantified resolution improvement as a function of iteration number, and they show qualitatively the trend in limitations on restored resolution when noise is present in the data. Also shown are results of a simulation in restoring missing-cone information for 3-D imaging. Conclusions are in support of the feasibility of using these methods with real systems, while computational cost and timing estimates indicate that it should be realistic to implement these methods. Itis suggested in the Appendix that future extensions to the maximum likelihood based derivation of this algorithm will address some of the limitations that are experienced with the nonextended form of the algorithm presented here.

  6. Uncertainty vs. Information (Invited)

    NASA Astrophysics Data System (ADS)

    Nearing, Grey

    2017-04-01

    Information theory is the branch of logic that describes how rational epistemic states evolve in the presence of empirical data (Knuth, 2005), and any logic of science is incomplete without such a theory. Developing a formal philosophy of science that recognizes this fact results in essentially trivial solutions to several longstanding problems are generally considered intractable, including: • Alleviating the need for any likelihood function or error model. • Derivation of purely logical falsification criteria for hypothesis testing. • Specification of a general quantitative method for process-level model diagnostics. More generally, I make the following arguments: 1. Model evaluation should not proceed by quantifying and/or reducing error or uncertainty, and instead should be approached as a problem of ensuring that our models contain as much information as our experimental data. I propose that the latter is the only question a scientist actually has the ability to ask. 2. Instead of building geophysical models as solutions to differential equations that represent conservation laws, we should build models as maximum entropy distributions constrained by conservation symmetries. This will allow us to derive predictive probabilities directly from first principles. Knuth, K. H. (2005) 'Lattice duality: The origin of probability and entropy', Neurocomputing, 67, pp. 245-274.

  7. The terminal Velocity of the Deep Impact dust Ejecta

    NASA Astrophysics Data System (ADS)

    Rengel, M.; Küppers, M.; Keller, H. U.; Gutierrez, P.; Hviid, S. F.

    2009-05-01

    The collision of the projectile released from NASA Deep Impact spacecraft on the nucleus of comet 9P/Tempel 1 generated a hot plume. Afterwards ejecta were created, and material moved slowly in a form of a dust cloud, which dissipated during several days after the impact. Here we report a study about the distribution of terminal velocities of the particles ejected by the impact. This is performed by the development and application of an ill-conditioned inverse problem approach. We model the light-curves as seen by the Narrow Angle Camera (NAC) of OSIRIS onboard the ESA spacecraft Rosetta, and we compare them with the OSIRIS observations. Terminal velocities are derived using a maximum likelihood estimator. The dust velocity distribution is well constrained, and peaks at around 220 m s^{-1}, which is in good agreement with published estimates of the expansion velocities of the dust cloud. Measured and modeled velocity of the dust cloud suggests that the impact ejecta were quickly accelerated by the gas in the cometary coma. This analysis provides a more thorough understanding of the properties (velocity and mass of dust) of the Deep Impact dust cloud.

  8. On the quirks of maximum parsimony and likelihood on phylogenetic networks.

    PubMed

    Bryant, Christopher; Fischer, Mareike; Linz, Simone; Semple, Charles

    2017-03-21

    Maximum parsimony is one of the most frequently-discussed tree reconstruction methods in phylogenetic estimation. However, in recent years it has become more and more apparent that phylogenetic trees are often not sufficient to describe evolution accurately. For instance, processes like hybridization or lateral gene transfer that are commonplace in many groups of organisms and result in mosaic patterns of relationships cannot be represented by a single phylogenetic tree. This is why phylogenetic networks, which can display such events, are becoming of more and more interest in phylogenetic research. It is therefore necessary to extend concepts like maximum parsimony from phylogenetic trees to networks. Several suggestions for possible extensions can be found in recent literature, for instance the softwired and the hardwired parsimony concepts. In this paper, we analyze the so-called big parsimony problem under these two concepts, i.e. we investigate maximum parsimonious networks and analyze their properties. In particular, we show that finding a softwired maximum parsimony network is possible in polynomial time. We also show that the set of maximum parsimony networks for the hardwired definition always contains at least one phylogenetic tree. Lastly, we investigate some parallels of parsimony to different likelihood concepts on phylogenetic networks. Copyright © 2017 Elsevier Ltd. All rights reserved.

  9. SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

    PubMed

    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).

  10. Planck intermediate results: XLVI. Reduction of large-scale systematic effects in HFI polarization maps and estimation of the reionization optical depth

    DOE PAGES

    Aghanim, N.; Ashdown, M.; Aumont, J.; ...

    2016-12-12

    This study describes the identification, modelling, and removal of previously unexplained systematic effects in the polarization data of the Planck High Frequency Instrument (HFI) on large angular scales, including new mapmaking and calibration procedures, new and more complete end-to-end simulations, and a set of robust internal consistency checks on the resulting maps. These maps, at 100, 143, 217, and 353 GHz, are early versions of those that will be released in final form later in 2016. The improvements allow us to determine the cosmic reionization optical depth τ using, for the first time, the low-multipole EE data from HFI, reducingmore » significantly the central value and uncertainty, and hence the upper limit. Two different likelihood procedures are used to constrain τ from two estimators of the CMB E- and B-mode angular power spectra at 100 and 143 GHz, after debiasing the spectra from a small remaining systematic contamination. These all give fully consistent results. A further consistency test is performed using cross-correlations derived from the Low Frequency Instrument maps of the Planck 2015 data release and the new HFI data. For this purpose, end-to-end analyses of systematic effects from the two instruments are used to demonstrate the near independence of their dominant systematic error residuals. The tightest result comes from the HFI-based τ posterior distribution using the maximum likelihood power spectrum estimator from EE data only, giving a value 0.055 ± 0.009. Finally, in a companion paper these results are discussed in the context of the best-fit PlanckΛCDM cosmological model and recent models of reionization.« less

  11. Planck intermediate results: XLVI. Reduction of large-scale systematic effects in HFI polarization maps and estimation of the reionization optical depth

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Aghanim, N.; Ashdown, M.; Aumont, J.

    This study describes the identification, modelling, and removal of previously unexplained systematic effects in the polarization data of the Planck High Frequency Instrument (HFI) on large angular scales, including new mapmaking and calibration procedures, new and more complete end-to-end simulations, and a set of robust internal consistency checks on the resulting maps. These maps, at 100, 143, 217, and 353 GHz, are early versions of those that will be released in final form later in 2016. The improvements allow us to determine the cosmic reionization optical depth τ using, for the first time, the low-multipole EE data from HFI, reducingmore » significantly the central value and uncertainty, and hence the upper limit. Two different likelihood procedures are used to constrain τ from two estimators of the CMB E- and B-mode angular power spectra at 100 and 143 GHz, after debiasing the spectra from a small remaining systematic contamination. These all give fully consistent results. A further consistency test is performed using cross-correlations derived from the Low Frequency Instrument maps of the Planck 2015 data release and the new HFI data. For this purpose, end-to-end analyses of systematic effects from the two instruments are used to demonstrate the near independence of their dominant systematic error residuals. The tightest result comes from the HFI-based τ posterior distribution using the maximum likelihood power spectrum estimator from EE data only, giving a value 0.055 ± 0.009. Finally, in a companion paper these results are discussed in the context of the best-fit PlanckΛCDM cosmological model and recent models of reionization.« less

  12. Planck intermediate results. XLVI. Reduction of large-scale systematic effects in HFI polarization maps and estimation of the reionization optical depth

    NASA Astrophysics Data System (ADS)

    Planck Collaboration; Aghanim, N.; Ashdown, M.; Aumont, J.; Baccigalupi, C.; Ballardini, M.; Banday, A. J.; Barreiro, R. B.; Bartolo, N.; Basak, S.; Battye, R.; Benabed, K.; Bernard, J.-P.; Bersanelli, M.; Bielewicz, P.; Bock, J. J.; Bonaldi, A.; Bonavera, L.; Bond, J. R.; Borrill, J.; Bouchet, F. R.; Boulanger, F.; Bucher, M.; Burigana, C.; Butler, R. C.; Calabrese, E.; Cardoso, J.-F.; Carron, J.; Challinor, A.; Chiang, H. C.; Colombo, L. P. L.; Combet, C.; Comis, B.; Coulais, A.; Crill, B. P.; Curto, A.; Cuttaia, F.; Davis, R. J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Delouis, J.-M.; Di Valentino, E.; Dickinson, C.; Diego, J. M.; Doré, O.; Douspis, M.; Ducout, A.; Dupac, X.; Efstathiou, G.; Elsner, F.; Enßlin, T. A.; Eriksen, H. K.; Falgarone, E.; Fantaye, Y.; Finelli, F.; Forastieri, F.; Frailis, M.; Fraisse, A. A.; Franceschi, E.; Frolov, A.; Galeotta, S.; Galli, S.; Ganga, K.; Génova-Santos, R. T.; Gerbino, M.; Ghosh, T.; González-Nuevo, J.; Górski, K. M.; Gratton, S.; Gruppuso, A.; Gudmundsson, J. E.; Hansen, F. K.; Helou, G.; Henrot-Versillé, S.; Herranz, D.; Hivon, E.; Huang, Z.; Ilić, S.; Jaffe, A. H.; Jones, W. C.; Keihänen, E.; Keskitalo, R.; Kisner, T. S.; Knox, L.; Krachmalnicoff, N.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lamarre, J.-M.; Langer, M.; Lasenby, A.; Lattanzi, M.; Lawrence, C. R.; Le Jeune, M.; Leahy, J. P.; Levrier, F.; Liguori, M.; Lilje, P. B.; López-Caniego, M.; Ma, Y.-Z.; Macías-Pérez, J. F.; Maggio, G.; Mangilli, A.; Maris, M.; Martin, P. G.; Martínez-González, E.; Matarrese, S.; Mauri, N.; McEwen, J. D.; Meinhold, P. R.; Melchiorri, A.; Mennella, A.; Migliaccio, M.; Miville-Deschênes, M.-A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Moss, A.; Mottet, S.; Naselsky, P.; Natoli, P.; Oxborrow, C. A.; Pagano, L.; Paoletti, D.; Partridge, B.; Patanchon, G.; Patrizii, L.; Perdereau, O.; Perotto, L.; Pettorino, V.; Piacentini, F.; Plaszczynski, S.; Polastri, L.; Polenta, G.; Puget, J.-L.; Rachen, J. P.; Racine, B.; Reinecke, M.; Remazeilles, M.; Renzi, A.; Rocha, G.; Rossetti, M.; Roudier, G.; Rubiño-Martín, J. A.; Ruiz-Granados, B.; Salvati, L.; Sandri, M.; Savelainen, M.; Scott, D.; Sirri, G.; Sunyaev, R.; Suur-Uski, A.-S.; Tauber, J. A.; Tenti, M.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Trombetti, T.; Valiviita, J.; Van Tent, F.; Vibert, L.; Vielva, P.; Villa, F.; Vittorio, N.; Wandelt, B. D.; Watson, R.; Wehus, I. K.; White, M.; Zacchei, A.; Zonca, A.

    2016-12-01

    This paper describes the identification, modelling, and removal of previously unexplained systematic effects in the polarization data of the Planck High Frequency Instrument (HFI) on large angular scales, including new mapmaking and calibration procedures, new and more complete end-to-end simulations, and a set of robust internal consistency checks on the resulting maps. These maps, at 100, 143, 217, and 353 GHz, are early versions of those that will be released in final form later in 2016. The improvements allow us to determine the cosmic reionization optical depth τ using, for the first time, the low-multipole EE data from HFI, reducing significantly the central value and uncertainty, and hence the upper limit. Two different likelihood procedures are used to constrain τ from two estimators of the CMB E- and B-mode angular power spectra at 100 and 143 GHz, after debiasing the spectra from a small remaining systematic contamination. These all give fully consistent results. A further consistency test is performed using cross-correlations derived from the Low Frequency Instrument maps of the Planck 2015 data release and the new HFI data. For this purpose, end-to-end analyses of systematic effects from the two instruments are used to demonstrate the near independence of their dominant systematic error residuals. The tightest result comes from the HFI-based τ posterior distribution using the maximum likelihood power spectrum estimator from EE data only, giving a value 0.055 ± 0.009. In a companion paper these results are discussed in the context of the best-fit PlanckΛCDM cosmological model and recent models of reionization.

  13. Estimation of brood and nest survival: Comparative methods in the presence of heterogeneity

    USGS Publications Warehouse

    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.

  14. Missing data methods for dealing with missing items in quality of life questionnaires. A comparison by simulation of personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques applied to the SF-36 in the French 2003 decennial health survey.

    PubMed

    Peyre, Hugo; Leplège, Alain; Coste, Joël

    2011-03-01

    Missing items are common in quality of life (QoL) questionnaires and present a challenge for research in this field. It remains unclear which of the various methods proposed to deal with missing data performs best in this context. We compared personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques using various realistic simulation scenarios of item missingness in QoL questionnaires constructed within the framework of classical test theory. Samples of 300 and 1,000 subjects were randomly drawn from the 2003 INSEE Decennial Health Survey (of 23,018 subjects representative of the French population and having completed the SF-36) and various patterns of missing data were generated according to three different item non-response rates (3, 6, and 9%) and three types of missing data (Little and Rubin's "missing completely at random," "missing at random," and "missing not at random"). The missing data methods were evaluated in terms of accuracy and precision for the analysis of one descriptive and one association parameter for three different scales of the SF-36. For all item non-response rates and types of missing data, multiple imputation and full information maximum likelihood appeared superior to the personal mean score and especially to hot deck in terms of accuracy and precision; however, the use of personal mean score was associated with insignificant bias (relative bias <2%) in all studied situations. Whereas multiple imputation and full information maximum likelihood are confirmed as reference methods, the personal mean score appears nonetheless appropriate for dealing with items missing from completed SF-36 questionnaires in most situations of routine use. These results can reasonably be extended to other questionnaires constructed according to classical test theory.

  15. Tests for detecting overdispersion in models with measurement error in covariates.

    PubMed

    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.

  16. Comparison of image deconvolution algorithms on simulated and laboratory infrared images

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Proctor, D.

    1994-11-15

    We compare Maximum Likelihood, Maximum Entropy, Accelerated Lucy-Richardson, Weighted Goodness of Fit, and Pixon reconstructions of simple scenes as a function of signal-to-noise ratio for simulated images with randomly generated noise. Reconstruction results of infrared images taken with the TAISIR (Temperature and Imaging System InfraRed) are also discussed.

  17. Testing deep reticulate evolution in Amaryllidaceae Tribe Hippeastreae (Asparagales) with ITS and chloroplast sequence data

    USDA-ARS?s Scientific Manuscript database

    The phylogeny of Amaryllidaceae tribe Hippeastreae was inferred using chloroplast (3’ycf1, ndhF, trnL-F) and nuclear (ITS rDNA) sequence data under maximum parsimony and maximum likelihood frameworks. Network analyses were applied to resolve conflicting signals among data sets and putative scenarios...

  18. Phylogenetic analyses of RPB1 and RPB2 support a middle Cretaceous origin for a clade comprising all agriculturally and medically important fusaria

    USDA-ARS?s Scientific Manuscript database

    Fusarium (Hypocreales, Nectriaceae) is one of the most economically important and systematically challenging groups of mycotoxigenic phytopathogens and emergent human pathogens. We conducted maximum likelihood (ML), maximum parsimony (MP) and Bayesian (B) analyses on partial RNA polymerase largest (...

  19. Multiple-hit parameter estimation in monolithic detectors.

    PubMed

    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.

  20. The massive halos of spiral galaxies

    NASA Technical Reports Server (NTRS)

    Zaritsky, Dennis; White, Simon D. M.

    1994-01-01

    We use a sample of satellite galaxies to demonstrate the existence of extended massive dark halos around spiral galaxies. Isolated spirals with rotation velocities near 250 km/s have a typical halo mass within 200 kpc of 1.5-2.6 x 10(exp 12) solar mass (90% confidence range for H(sub 0) = 75 km/s/Mpc). This result is most easily derived using standard mass estimator techniques, but such techniques do not account for the strong observational selection effects in the sample, nor for the extended mass distributions that the data imply. These complications can be addressed using scale-free models similar to those previously employed to study binary galaxies. When satellite velocities are assumed isotropic, both methods imply massive and extended halos. However, the derived masses depend sensitively on the assumed shape of satellite orbits. Furthermore, both methods ignore the fact that many of the satellites in the sample have orbital periods comparable to the Hubble time. The orbital phases of such satellites cannot be random, and their distribution in radius cannot be freely adjusted; rather these properties reflect ongoing infall onto the outer halos of their primaries. We use detailed dynamical models for halo formation to evaluate these problems, and we devise a maximum likelihood technique for estimating the parameters of such models from the data. The most strongly constrained parameter is the mass within 200-300 kpc, giving the confidence limits quoted above. The eccentricity, e, of satellite orbits is also strongly constrained, 0.50 less than e less than 0.88 at 90% confidence, implying a near-isotropic distribution of satellite velocities. The cosmic density parameter in the vicinity of our isolated halos exceeds 0.13 at 90% confidence, with preferred values exceeding 0.3.

  1. Molecular systematic and historical biogeography of the armored Neotropical catfishes Hypoptopomatinae and Neoplecostominae (Siluriformes: Loricariidae).

    PubMed

    Chiachio, Márcio Cesar; Oliveira, Claudio; Montoya-Burgos, Juan I

    2008-11-01

    The Neotropics possess the greatest freshwater fish diversity of the world, rendering the study of their evolutionary history extremely challenging. Loricariidae catfishes are one of the most diverse components of the Neotropical ichthyofauna and despite a long history of classification, major issues still need elucidation. Based on a nuclear gene, we present a robust phylogeny of two former loricariid subfamilies: Hypoptopomatinae and Neoplecostominae. Our results show that Neoplecostominae is nested within Hypoptopomatinae, and is the sister group to the former Otothyrini tribe. According to our results, supplemented by morphological observations, we erect two new subfamilies, the Otothyrinae and a new Hypoptopomatinae, and modify the Neoplecostominae by including the genus Pseudotocinclus. The uncovered evolutionary relationships allow a detailed analysis of their historical biogeography. We tested two Dispersal-Extinction-Cladogenesis models for inferring the distribution range evolution of the new subfamilies, and show that the model having no constrains performs better than a model constraining long-range dispersal. The Maximum Likelihood reconstructions of ancestral ranges showed a marked division between the Amazonian origin of the Hypoptopomatinae and the eastern coastal Brazil+Upper Paraná origin of the Neoplecostominae and Otothyrinae. Markedly few instances of dispersal across the border separating the Amazon basin and the Paraná-Paraguay+eastern coastal Brazil+Uruguay were reconstructed. This result is in clear contrast with the historical biogeography of many Neotropical fishes, including other Loricariidae. Part of the dispersal limitation may be explained by divergent ecological specialization: lowland rivers versus mountain streams habitats. Moreover, because most species of the new subfamilies are small, we hypothesize that body size-related effects might limit their dispersal, like predation and energetic cost to migration. Finally, morphological and anatomical features are presented that limit or, to the contrary, enhance dispersal capability in these small and fascinating catfishes.

  2. Probabilistic joint inversion of waveforms and polarity data for double-couple focal mechanisms of local earthquakes

    NASA Astrophysics Data System (ADS)

    Wéber, Zoltán

    2018-06-01

    Estimating the mechanisms of small (M < 4) earthquakes is quite challenging. A common scenario is that neither the available polarity data alone nor the well predictable near-station seismograms alone are sufficient to obtain reliable focal mechanism solutions for weak events. To handle this situation we introduce here a new method that jointly inverts waveforms and polarity data following a probabilistic approach. The procedure called joint waveform and polarity (JOWAPO) inversion maps the posterior probability density of the model parameters and estimates the maximum likelihood double-couple mechanism, the optimal source depth and the scalar seismic moment of the investigated event. The uncertainties of the solution are described by confidence regions. We have validated the method on two earthquakes for which well-determined focal mechanisms are available. The validation tests show that including waveforms in the inversion considerably reduces the uncertainties of the usually poorly constrained polarity solutions. The JOWAPO method performs best when it applies waveforms from at least two seismic stations. If the number of the polarity data is large enough, even single-station JOWAPO inversion can produce usable solutions. When only a few polarities are available, however, single-station inversion may result in biased mechanisms. In this case some caution must be taken when interpreting the results. We have successfully applied the JOWAPO method to an earthquake in North Hungary, whose mechanism could not be estimated by long-period waveform inversion. Using 17 P-wave polarities and waveforms at two nearby stations, the JOWAPO method produced a well-constrained focal mechanism. The solution is very similar to those obtained previously for four other events that occurred in the same earthquake sequence. The analysed event has a strike-slip mechanism with a P axis oriented approximately along an NE-SW direction.

  3. Practical aspects of a maximum likelihood estimation method to extract stability and control derivatives from flight data

    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.

  4. Sparse representation and dictionary learning penalized image reconstruction for positron emission tomography.

    PubMed

    Chen, Shuhang; Liu, Huafeng; Shi, Pengcheng; Chen, Yunmei

    2015-01-21

    Accurate and robust reconstruction of the radioactivity concentration is of great importance in positron emission tomography (PET) imaging. Given the Poisson nature of photo-counting measurements, we present a reconstruction framework that integrates sparsity penalty on a dictionary into a maximum likelihood estimator. Patch-sparsity on a dictionary provides the regularization for our effort, and iterative procedures are used to solve the maximum likelihood function formulated on Poisson statistics. Specifically, in our formulation, a dictionary could be trained on CT images, to provide intrinsic anatomical structures for the reconstructed images, or adaptively learned from the noisy measurements of PET. Accuracy of the strategy with very promising application results from Monte-Carlo simulations, and real data are demonstrated.

  5. A maximum likelihood analysis of the CoGeNT public dataset

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Kelso, Chris, E-mail: ckelso@unf.edu

    The CoGeNT detector, located in the Soudan Underground Laboratory in Northern Minnesota, consists of a 475 grams (fiducial mass of 330 grams) target mass of p-type point contact germanium detector that measures the ionization charge created by nuclear recoils. This detector has searched for recoils created by dark matter since December of 2009. We analyze the public dataset from the CoGeNT experiment to search for evidence of dark matter interactions with the detector. We perform an unbinned maximum likelihood fit to the data and compare the significance of different WIMP hypotheses relative to each other and the null hypothesis ofmore » no WIMP interactions. This work presents the current status of the analysis.« less

  6. 2-Step Maximum Likelihood Channel Estimation for Multicode DS-CDMA with Frequency-Domain Equalization

    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.

  7. BOREAS TE-18 Landsat TM Maximum Likelihood Classification Image of the NSA

    NASA Technical Reports Server (NTRS)

    Hall, Forrest G. (Editor); Knapp, David

    2000-01-01

    The BOREAS TE-18 team focused its efforts on using remotely sensed data to characterize the successional and disturbance dynamics of the boreal forest for use in carbon modeling. The objective of this classification is to provide the BOREAS investigators with a data product that characterizes the land cover of the NSA. A Landsat-5 TM image from 20-Aug-1988 was used to derive this classification. A standard supervised maximum likelihood classification approach was used to produce this classification. The data are provided in a binary image format file. The data files are available on a CD-ROM (see document number 20010000884), or from the Oak Ridge National Laboratory (ORNL) Distributed Activity Archive Center (DAAC).

  8. A real-time digital program for estimating aircraft stability and control parameters from flight test data by using the maximum likelihood method

    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.

  9. Univariate and bivariate likelihood-based meta-analysis methods performed comparably when marginal sensitivity and specificity were the targets of inference.

    PubMed

    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.

  10. Maximum likelihood inference implies a high, not a low, ancestral haploid chromosome number in Araceae, with a critique of the bias introduced by ‘x’

    PubMed Central

    Cusimano, Natalie; Sousa, Aretuza; Renner, Susanne S.

    2012-01-01

    Background and Aims For 84 years, botanists have relied on calculating the highest common factor for series of haploid chromosome numbers to arrive at a so-called basic number, x. This was done without consistent (reproducible) reference to species relationships and frequencies of different numbers in a clade. Likelihood models that treat polyploidy, chromosome fusion and fission as events with particular probabilities now allow reconstruction of ancestral chromosome numbers in an explicit framework. We have used a modelling approach to reconstruct chromosome number change in the large monocot family Araceae and to test earlier hypotheses about basic numbers in the family. Methods Using a maximum likelihood approach and chromosome counts for 26 % of the 3300 species of Araceae and representative numbers for each of the other 13 families of Alismatales, polyploidization events and single chromosome changes were inferred on a genus-level phylogenetic tree for 113 of the 117 genera of Araceae. Key Results The previously inferred basic numbers x = 14 and x = 7 are rejected. Instead, maximum likelihood optimization revealed an ancestral haploid chromosome number of n = 16, Bayesian inference of n = 18. Chromosome fusion (loss) is the predominant inferred event, whereas polyploidization events occurred less frequently and mainly towards the tips of the tree. Conclusions The bias towards low basic numbers (x) introduced by the algebraic approach to inferring chromosome number changes, prevalent among botanists, may have contributed to an unrealistic picture of ancestral chromosome numbers in many plant clades. The availability of robust quantitative methods for reconstructing ancestral chromosome numbers on molecular phylogenetic trees (with or without branch length information), with confidence statistics, makes the calculation of x an obsolete approach, at least when applied to large clades. PMID:22210850

  11. 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…

  12. Labor Market Uncertainty and Private Sector Labor Supply in Russia

    DTIC Science & Technology

    2000-09-01

    The development of a vibrant private sector has been one of the key failures of the transitional period in Russia. This paper develops a theoretical...Monitoring Survey for the years 1994 - 1996 & 1998. As hypothesized, a decrease in private sector earnings variability is estimated to increase the likelihood...of private sector employment for individuals with constrained consumption smoothing ability. Evidence of ex-ante intra-household risk sharing is also

  13. Constraining dark sector perturbations I: cosmic shear and CMB lensing

    NASA Astrophysics Data System (ADS)

    Battye, Richard A.; Moss, Adam; Pearson, Jonathan A.

    2015-04-01

    We present current and future constraints on equations of state for dark sector perturbations. The equations of state considered are those corresponding to a generalized scalar field model and time-diffeomorphism invariant Script L(g) theories that are equivalent to models of a relativistic elastic medium and also Lorentz violating massive gravity. We develop a theoretical understanding of the observable impact of these models. In order to constrain these models we use CMB temperature data from Planck, BAO measurements, CMB lensing data from Planck and the South Pole Telescope, and weak galaxy lensing data from CFHTLenS. We find non-trivial exclusions on the range of parameters, although the data remains compatible with w=-1. We gauge how future experiments will help to constrain the parameters. This is done via a likelihood analysis for CMB experiments such as CoRE and PRISM, and tomographic galaxy weak lensing surveys, focussing in on the potential discriminatory power of Euclid on mildly non-linear scales.

  14. Maximum likelihood decoding of Reed Solomon Codes

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Sudan, M.

    We present a randomized algorithm which takes as input n distinct points ((x{sub i}, y{sub i})){sup n}{sub i=1} from F x F (where F is a field) and integer parameters t and d and returns a list of all univariate polynomials f over F in the variable x of degree at most d which agree with the given set of points in at least t places (i.e., y{sub i} = f (x{sub i}) for at least t values of i), provided t = {Omega}({radical}nd). The running time is bounded by a polynomial in n. This immediately provides a maximum likelihoodmore » decoding algorithm for Reed Solomon Codes, which works in a setting with a larger number of errors than any previously known algorithm. To the best of our knowledge, this is the first efficient (i.e., polynomial time bounded) algorithm which provides some maximum likelihood decoding for any efficient (i.e., constant or even polynomial rate) code.« less

  15. Mapping grass communities based on multi-temporal Landsat TM imagery and environmental variables

    NASA Astrophysics Data System (ADS)

    Zeng, Yuandi; Liu, Yanfang; Liu, Yaolin; de Leeuw, Jan

    2007-06-01

    Information on the spatial distribution of grass communities in wetland is increasingly recognized as important for effective wetland management and biological conservation. Remote sensing techniques has been proved to be an effective alternative to intensive and costly ground surveys for mapping grass community. However, the mapping accuracy of grass communities in wetland is still not preferable. The aim of this paper is to develop an effective method to map grass communities in Poyang Lake Natural Reserve. Through statistic analysis, elevation is selected as an environmental variable for its high relationship with the distribution of grass communities; NDVI stacked from images of different months was used to generate Carex community map; the image in October was used to discriminate Miscanthus and Cynodon communities. Classifications were firstly performed with maximum likelihood classifier using single date satellite image with and without elevation; then layered classifications were performed using multi-temporal satellite imagery and elevation with maximum likelihood classifier, decision tree and artificial neural network separately. The results show that environmental variables can improve the mapping accuracy; and the classification with multitemporal imagery and elevation is significantly better than that with single date image and elevation (p=0.001). Besides, maximum likelihood (a=92.71%, k=0.90) and artificial neural network (a=94.79%, k=0.93) perform significantly better than decision tree (a=86.46%, k=0.83).

  16. Quantitative PET Imaging in Drug Development: Estimation of Target Occupancy.

    PubMed

    Naganawa, Mika; Gallezot, Jean-Dominique; Rossano, Samantha; Carson, Richard E

    2017-12-11

    Positron emission tomography, an imaging tool using radiolabeled tracers in humans and preclinical species, has been widely used in recent years in drug development, particularly in the central nervous system. One important goal of PET in drug development is assessing the occupancy of various molecular targets (e.g., receptors, transporters, enzymes) by exogenous drugs. The current linear mathematical approaches used to determine occupancy using PET imaging experiments are presented. These algorithms use results from multiple regions with different target content in two scans, a baseline (pre-drug) scan and a post-drug scan. New mathematical estimation approaches to determine target occupancy, using maximum likelihood, are presented. A major challenge in these methods is the proper definition of the covariance matrix of the regional binding measures, accounting for different variance of the individual regional measures and their nonzero covariance, factors that have been ignored by conventional methods. The novel methods are compared to standard methods using simulation and real human occupancy data. The simulation data showed the expected reduction in variance and bias using the proper maximum likelihood methods, when the assumptions of the estimation method matched those in simulation. Between-method differences for data from human occupancy studies were less obvious, in part due to small dataset sizes. These maximum likelihood methods form the basis for development of improved PET covariance models, in order to minimize bias and variance in PET occupancy studies.

  17. Signal detection theory and vestibular perception: III. Estimating unbiased fit parameters for psychometric functions.

    PubMed

    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.

  18. Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

    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

  19. Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

    DOE PAGES

    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

  20. Load estimator (LOADEST): a FORTRAN program for estimating constituent loads in streams and rivers

    USGS Publications Warehouse

    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.

  1. MultiPhyl: a high-throughput phylogenomics webserver using distributed computing

    PubMed Central

    Keane, Thomas M.; Naughton, Thomas J.; McInerney, James O.

    2007-01-01

    With the number of fully sequenced genomes increasing steadily, there is greater interest in performing large-scale phylogenomic analyses from large numbers of individual gene families. Maximum likelihood (ML) has been shown repeatedly to be one of the most accurate methods for phylogenetic construction. Recently, there have been a number of algorithmic improvements in maximum-likelihood-based tree search methods. However, it can still take a long time to analyse the evolutionary history of many gene families using a single computer. Distributed computing refers to a method of combining the computing power of multiple computers in order to perform some larger overall calculation. In this article, we present the first high-throughput implementation of a distributed phylogenetics platform, MultiPhyl, capable of using the idle computational resources of many heterogeneous non-dedicated machines to form a phylogenetics supercomputer. MultiPhyl allows a user to upload hundreds or thousands of amino acid or nucleotide alignments simultaneously and perform computationally intensive tasks such as model selection, tree searching and bootstrapping of each of the alignments using many desktop machines. The program implements a set of 88 amino acid models and 56 nucleotide maximum likelihood models and a variety of statistical methods for choosing between alternative models. A MultiPhyl webserver is available for public use at: http://www.cs.nuim.ie/distributed/multiphyl.php. PMID:17553837

  2. Finding viable models in SUSY parameter spaces with signal specific discovery potential

    NASA Astrophysics Data System (ADS)

    Burgess, Thomas; Lindroos, Jan Øye; Lipniacka, Anna; Sandaker, Heidi

    2013-08-01

    Recent results from ATLAS giving a Higgs mass of 125.5 GeV, further constrain already highly constrained supersymmetric models such as pMSSM or CMSSM/mSUGRA. As a consequence, finding potentially discoverable and non-excluded regions of model parameter space is becoming increasingly difficult. Several groups have invested large effort in studying the consequences of Higgs mass bounds, upper limits on rare B-meson decays, and limits on relic dark matter density on constrained models, aiming at predicting superpartner masses, and establishing likelihood of SUSY models compared to that of the Standard Model vis-á-vis experimental data. In this paper a framework for efficient search for discoverable, non-excluded regions of different SUSY spaces giving specific experimental signature of interest is presented. The method employs an improved Markov Chain Monte Carlo (MCMC) scheme exploiting an iteratively updated likelihood function to guide search for viable models. Existing experimental and theoretical bounds as well as the LHC discovery potential are taken into account. This includes recent bounds on relic dark matter density, the Higgs sector and rare B-mesons decays. A clustering algorithm is applied to classify selected models according to expected phenomenology enabling automated choice of experimental benchmarks and regions to be used for optimizing searches. The aim is to provide experimentalist with a viable tool helping to target experimental signatures to search for, once a class of models of interest is established. As an example a search for viable CMSSM models with τ-lepton signatures observable with the 2012 LHC data set is presented. In the search 105209 unique models were probed. From these, ten reference benchmark points covering different ranges of phenomenological observables at the LHC were selected.

  3. Multiple-Hit Parameter Estimation in Monolithic Detectors

    PubMed Central

    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

  4. 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.

  5. Glutamate receptor-channel gating. Maximum likelihood analysis of gigaohm seal recordings from locust muscle.

    PubMed Central

    Bates, S E; Sansom, M S; Ball, F G; Ramsey, R L; Usherwood, P N

    1990-01-01

    Gigaohm recordings have been made from glutamate receptor channels in excised, outside-out patches of collagenase-treated locust muscle membrane. The channels in the excised patches exhibit the kinetic state switching first seen in megaohm recordings from intact muscle fibers. Analysis of channel dwell time distributions reveals that the gating mechanism contains at least four open states and at least four closed states. Dwell time autocorrelation function analysis shows that there are at least three gateways linking the open states of the channel with the closed states. A maximum likelihood procedure has been used to fit six different gating models to the single channel data. Of these models, a cooperative model yields the best fit, and accurately predicts most features of the observed channel gating kinetics. PMID:1696510

  6. Approximated mutual information training for speech recognition using myoelectric signals.

    PubMed

    Guo, Hua J; Chan, A D C

    2006-01-01

    A new training algorithm called the approximated maximum mutual information (AMMI) is proposed to improve the accuracy of myoelectric speech recognition using hidden Markov models (HMMs). Previous studies have demonstrated that automatic speech recognition can be performed using myoelectric signals from articulatory muscles of the face. Classification of facial myoelectric signals can be performed using HMMs that are trained using the maximum likelihood (ML) algorithm; however, this algorithm maximizes the likelihood of the observations in the training sequence, which is not directly associated with optimal classification accuracy. The AMMI training algorithm attempts to maximize the mutual information, thereby training the HMMs to optimize their parameters for discrimination. Our results show that AMMI training consistently reduces the error rates compared to these by the ML training, increasing the accuracy by approximately 3% on average.

  7. Fast and accurate estimation of the covariance between pairwise maximum likelihood distances.

    PubMed

    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.

  8. Fast and accurate estimation of the covariance between pairwise maximum likelihood distances

    PubMed Central

    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

  9. 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.

  10. A matrix-based method of moments for fitting the multivariate random effects model for meta-analysis and meta-regression

    PubMed Central

    Jackson, Dan; White, Ian R; Riley, Richard D

    2013-01-01

    Multivariate meta-analysis is becoming more commonly used. Methods for fitting the multivariate random effects model include maximum likelihood, restricted maximum likelihood, Bayesian estimation and multivariate generalisations of the standard univariate method of moments. Here, we provide a new multivariate method of moments for estimating the between-study covariance matrix with the properties that (1) it allows for either complete or incomplete outcomes and (2) it allows for covariates through meta-regression. Further, for complete data, it is invariant to linear transformations. Our method reduces to the usual univariate method of moments, proposed by DerSimonian and Laird, in a single dimension. We illustrate our method and compare it with some of the alternatives using a simulation study and a real example. PMID:23401213

  11. 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.

  12. Estimation of longitudinal stability and control derivatives for an icing research aircraft from flight data

    NASA Technical Reports Server (NTRS)

    Batterson, James G.; Omara, Thomas M.

    1989-01-01

    The results of applying a modified stepwise regression algorithm and a maximum likelihood algorithm to flight data from a twin-engine commuter-class icing research aircraft are presented. The results are in the form of body-axis stability and control derivatives related to the short-period, longitudinal motion of the aircraft. Data were analyzed for the baseline (uniced) and for the airplane with an artificial glaze ice shape attached to the leading edge of the horizontal tail. The results are discussed as to the accuracy of the derivative estimates and the difference between the derivative values found for the baseline and the iced airplane. Additional comparisons were made between the maximum likelihood results and the modified stepwise regression results with causes for any discrepancies postulated.

  13. Estimation After a Group Sequential Trial.

    PubMed

    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.

  14. Reinterpreting maximum entropy in ecology: a null hypothesis constrained by ecological mechanism.

    PubMed

    O'Dwyer, James P; Rominger, Andrew; Xiao, Xiao

    2017-07-01

    Simplified mechanistic models in ecology have been criticised for the fact that a good fit to data does not imply the mechanism is true: pattern does not equal process. In parallel, the maximum entropy principle (MaxEnt) has been applied in ecology to make predictions constrained by just a handful of state variables, like total abundance or species richness. But an outstanding question remains: what principle tells us which state variables to constrain? Here we attempt to solve both problems simultaneously, by translating a given set of mechanisms into the state variables to be used in MaxEnt, and then using this MaxEnt theory as a null model against which to compare mechanistic predictions. In particular, we identify the sufficient statistics needed to parametrise a given mechanistic model from data and use them as MaxEnt constraints. Our approach isolates exactly what mechanism is telling us over and above the state variables alone. © 2017 John Wiley & Sons Ltd/CNRS.

  15. Iterative Procedures for Exact Maximum Likelihood Estimation in the First-Order Gaussian Moving Average Model

    DTIC Science & Technology

    1990-11-01

    1 = Q- 1 - 1 QlaaQ- 1.1 + a’Q-1a This is a simple case of a general formula called Woodbury’s formula by some authors; see, for example, Phadke and...1 2. The First-Order Moving Average Model ..... .................. 3. Some Approaches to the Iterative...the approximate likelihood function in some time series models. Useful suggestions have been the Cholesky decomposition of the covariance matrix and

  16. A MAP blind image deconvolution algorithm with bandwidth over-constrained

    NASA Astrophysics Data System (ADS)

    Ren, Zhilei; Liu, Jin; Liang, Yonghui; He, Yulong

    2018-03-01

    We demonstrate a maximum a posteriori (MAP) blind image deconvolution algorithm with bandwidth over-constrained and total variation (TV) regularization to recover a clear image from the AO corrected images. The point spread functions (PSFs) are estimated by bandwidth limited less than the cutoff frequency of the optical system. Our algorithm performs well in avoiding noise magnification. The performance is demonstrated on simulated data.

  17. Dual baseline search for muon antineutrino disappearance at 0.1 eV²

    DOE PAGES

    Cheng, G.; Huelsnitz, W.; Aguilar-Arevalo, A. A.; ...

    2012-09-25

    The MiniBooNE and SciBooNE collaborations report the results of a joint search for short baseline disappearance of ν¯ μ at Fermilab’s Booster Neutrino Beamline. The MiniBooNE Cherenkov detector and the SciBooNE tracking detector observe antineutrinos from the same beam, therefore the combined analysis of their data sets serves to partially constrain some of the flux and cross section uncertainties. Uncertainties in the ν μ background were constrained by neutrino flux and cross section measurements performed in both detectors. A likelihood ratio method was used to set a 90% confidence level upper limit on ν¯ μ disappearance that dramatically improves uponmore » prior limits in the Δm²=0.1–100 eV² region.« less

  18. 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.

  19. Assessing performance and validating finite element simulations using probabilistic knowledge

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Dolin, Ronald M.; Rodriguez, E. A.

    Two probabilistic approaches for assessing performance are presented. The first approach assesses probability of failure by simultaneously modeling all likely events. The probability each event causes failure along with the event's likelihood of occurrence contribute to the overall probability of failure. The second assessment method is based on stochastic sampling using an influence diagram. Latin-hypercube sampling is used to stochastically assess events. The overall probability of failure is taken as the maximum probability of failure of all the events. The Likelihood of Occurrence simulation suggests failure does not occur while the Stochastic Sampling approach predicts failure. The Likelihood of Occurrencemore » results are used to validate finite element predictions.« less

  20. Multi-target Detection, Tracking, and Data Association on Road Networks Using Unmanned Aerial Vehicles

    NASA Astrophysics Data System (ADS)

    Barkley, Brett E.

    A cooperative detection and tracking algorithm for multiple targets constrained to a road network is presented for fixed-wing Unmanned Air Vehicles (UAVs) with a finite field of view. Road networks of interest are formed into graphs with nodes that indicate the target likelihood ratio (before detection) and position probability (after detection). A Bayesian likelihood ratio tracker recursively assimilates target observations until the cumulative observations at a particular location pass a detection criterion. At this point, a target is considered detected and a position probability is generated for the target on the graph. Data association is subsequently used to route future measurements to update the likelihood ratio tracker (for undetected target) or to update a position probability (a previously detected target). Three strategies for motion planning of UAVs are proposed to balance searching for new targets with tracking known targets for a variety of scenarios. Performance was tested in Monte Carlo simulations for a variety of mission parameters, including tracking on road networks with varying complexity and using UAVs at various altitudes.

  1. Interim Scientific Report: AFOSR-81-0122.

    DTIC Science & Technology

    1983-05-05

    Maximum likelihood. 2 Periton Lane, Mine-head, TA24 8AQ , England .... ...• .r- . ’ ’ "fl’ ’ ’ " .. ...... ’ ’"’ ’ - ’: , t i .a....,: Attachment 5

  2. optBINS: Optimal Binning for histograms

    NASA Astrophysics Data System (ADS)

    Knuth, Kevin H.

    2018-03-01

    optBINS (optimal binning) determines the optimal number of bins in a uniform bin-width histogram by deriving the posterior probability for the number of bins in a piecewise-constant density model after assigning a multinomial likelihood and a non-informative prior. The maximum of the posterior probability occurs at a point where the prior probability and the the joint likelihood are balanced. The interplay between these opposing factors effectively implements Occam's razor by selecting the most simple model that best describes the data.

  3. Integrated Efforts for Analysis of Geophysical Measurements and Models.

    DTIC Science & Technology

    1997-09-26

    12b. DISTRIBUTION CODE 13. ABSTRACT ( Maximum 200 words) This contract supported investigations of integrated applications of physics, ephemerides...REGIONS AND GPS DATA VALIDATIONS 20 2.5 PL-SCINDA: VISUALIZATION AND ANALYSIS TECHNIQUES 22 2.5.1 View Controls 23 2.5.2 Map Selection...and IR data, about cloudy pixels. Clustering and maximum likelihood classification algorithms categorize up to four cloud layers into stratiform or

  4. Maximum entropy modeling of metabolic networks by constraining growth-rate moments predicts coexistence of phenotypes

    NASA Astrophysics Data System (ADS)

    De Martino, Daniele

    2017-12-01

    In this work maximum entropy distributions in the space of steady states of metabolic networks are considered upon constraining the first and second moments of the growth rate. Coexistence of fast and slow phenotypes, with bimodal flux distributions, emerges upon considering control on the average growth (optimization) and its fluctuations (heterogeneity). This is applied to the carbon catabolic core of Escherichia coli where it quantifies the metabolic activity of slow growing phenotypes and it provides a quantitative map with metabolic fluxes, opening the possibility to detect coexistence from flux data. A preliminary analysis on data for E. coli cultures in standard conditions shows degeneracy for the inferred parameters that extend in the coexistence region.

  5. Modeling phytoplankton community in reservoirs. A comparison between taxonomic and functional groups-based models.

    PubMed

    Di Maggio, Jimena; Fernández, Carolina; Parodi, Elisa R; Diaz, M Soledad; Estrada, Vanina

    2016-01-01

    In this paper we address the formulation of two mechanistic water quality models that differ in the way the phytoplankton community is described. We carry out parameter estimation subject to differential-algebraic constraints and validation for each model and comparison between models performance. The first approach aggregates phytoplankton species based on their phylogenetic characteristics (Taxonomic group model) and the second one, on their morpho-functional properties following Reynolds' classification (Functional group model). The latter approach takes into account tolerance and sensitivity to environmental conditions. The constrained parameter estimation problems are formulated within an equation oriented framework, with a maximum likelihood objective function. The study site is Paso de las Piedras Reservoir (Argentina), which supplies water for consumption for 450,000 population. Numerical results show that phytoplankton morpho-functional groups more closely represent each species growth requirements within the group. Each model performance is quantitatively assessed by three diagnostic measures. Parameter estimation results for seasonal dynamics of the phytoplankton community and main biogeochemical variables for a one-year time horizon are presented and compared for both models, showing the functional group model enhanced performance. Finally, we explore increasing nutrient loading scenarios and predict their effect on phytoplankton dynamics throughout a one-year time horizon. Copyright © 2015 Elsevier Ltd. All rights reserved.

  6. Revealing transient strain in geodetic data with Gaussian process regression

    NASA Astrophysics Data System (ADS)

    Hines, T. T.; Hetland, E. A.

    2018-03-01

    Transient strain derived from global navigation satellite system (GNSS) data can be used to detect and understand geophysical processes such as slow slip events and post-seismic deformation. Here we propose using Gaussian process regression (GPR) as a tool for estimating transient strain from GNSS data. GPR is a non-parametric, Bayesian method for interpolating scattered data. In our approach, we assume a stochastic prior model for transient displacements. The prior describes how much we expect transient displacements to covary spatially and temporally. A posterior estimate of transient strain is obtained by differentiating the posterior transient displacements, which are formed by conditioning the prior with the GNSS data. As a demonstration, we use GPR to detect transient strain resulting from slow slip events in the Pacific Northwest. Maximum likelihood methods are used to constrain a prior model for transient displacements in this region. The temporal covariance of our prior model is described by a compact Wendland covariance function, which significantly reduces the computational burden that can be associated with GPR. Our results reveal the spatial and temporal evolution of strain from slow slip events. We verify that the transient strain estimated with GPR is in fact geophysical signal by comparing it to the seismic tremor that is associated with Pacific Northwest slow slip events.

  7. Visual detection of particulates in x-ray images of processed meat products

    NASA Astrophysics Data System (ADS)

    Schatzki, Thomas F.; Young, Richard; Haff, Ron P.; Eye, J.; Wright, G.

    1996-08-01

    A study was conducted to test the efficacy of detecting particulate contaminants in processed meat samples by visual observation of line-scanned x-ray images. Six hundred field- collected processed-product samples were scanned at 230 cm2/s using 0.5 X 0.5-mm resolution and 50 kV, 13 mA excitation. The x-ray images were image corrected, digitally stored, and inspected off-line, using interactive image enhancement. Forty percent of the samples were spiked with added contaminants to establish the visual recognition of contaminants as a function of sample thickness (1 to 10 cm), texture of the x-ray image (smooth/textured), spike composition (wood/bone/glass), size (0.1 to 0.4 cm), and shape (splinter/round). The results were analyzed using a maximum likelihood logistic regression method. In packages less than 6 cm thick, 0.2-cm-thick bone chips were easily recognized, 0.1-cm glass splinters were recognized with some difficulty, while 0.4-cm-thick wood was generally missed. Operational feasibility in a time-constrained setting was confirmed. One half percent of the samples arriving from the field contained bone slivers > 1 cm long, 1/2% contained metallic material, while 4% contained particulates exceeding 0.3 cm in size. All of the latter appeared to be bone fragments.

  8. A quantitative assessment of risks of heavy metal residues in laundered shop towels and their use by workers.

    PubMed

    Connor, Kevin; Magee, Brian

    2014-10-01

    This paper presents a risk assessment of exposure to metal residues in laundered shop towels by workers. The concentrations of 27 metals measured in a synthetic sweat leachate were used to estimate the releasable quantity of metals which could be transferred to workers' skin. Worker exposure was evaluated quantitatively with an exposure model that focused on towel-to-hand transfer and subsequent hand-to-food or -mouth transfers. The exposure model was based on conservative, but reasonable assumptions regarding towel use and default exposure factor values from the published literature or regulatory guidance. Transfer coefficients were derived from studies representative of the exposures to towel users. Contact frequencies were based on assumed high-end use of shop towels, but constrained by a theoretical maximum dermal loading. The risk estimates for workers developed for all metals were below applicable regulatory risk benchmarks. The risk assessment for lead utilized the Adult Lead Model and concluded that predicted lead intakes do not constitute a significant health hazard based on potential worker exposures. Uncertainties are discussed in relation to the overall confidence in the exposure estimates developed for each exposure pathway and the likelihood that the exposure model is under- or overestimating worker exposures and risk. Copyright © 2014 Elsevier Inc. All rights reserved.

  9. Bayesian multiple-source localization in an uncertain ocean environment.

    PubMed

    Dosso, Stan E; Wilmut, Michael J

    2011-06-01

    This paper considers simultaneous localization of multiple acoustic sources when properties of the ocean environment (water column and seabed) are poorly known. A Bayesian formulation is developed in which the environmental parameters, noise statistics, and locations and complex strengths (amplitudes and phases) of multiple sources are considered to be unknown random variables constrained by acoustic data and prior information. Two approaches are considered for estimating source parameters. Focalization maximizes the posterior probability density (PPD) over all parameters using adaptive hybrid optimization. Marginalization integrates the PPD using efficient Markov-chain Monte Carlo methods to produce joint marginal probability distributions for source ranges and depths, from which source locations are obtained. This approach also provides quantitative uncertainty analysis for all parameters, which can aid in understanding of the inverse problem and may be of practical interest (e.g., source-strength probability distributions). In both approaches, closed-form maximum-likelihood expressions for source strengths and noise variance at each frequency allow these parameters to be sampled implicitly, substantially reducing the dimensionality and difficulty of the inversion. Examples are presented of both approaches applied to single- and multi-frequency localization of multiple sources in an uncertain shallow-water environment, and a Monte Carlo performance evaluation study is carried out. © 2011 Acoustical Society of America

  10. Optimal time points sampling in pathway modelling.

    PubMed

    Hu, Shiyan

    2004-01-01

    Modelling cellular dynamics based on experimental data is at the heart of system biology. Considerable progress has been made to dynamic pathway modelling as well as the related parameter estimation. However, few of them gives consideration for the issue of optimal sampling time selection for parameter estimation. Time course experiments in molecular biology rarely produce large and accurate data sets and the experiments involved are usually time consuming and expensive. Therefore, to approximate parameters for models with only few available sampling data is of significant practical value. For signal transduction, the sampling intervals are usually not evenly distributed and are based on heuristics. In the paper, we investigate an approach to guide the process of selecting time points in an optimal way to minimize the variance of parameter estimates. In the method, we first formulate the problem to a nonlinear constrained optimization problem by maximum likelihood estimation. We then modify and apply a quantum-inspired evolutionary algorithm, which combines the advantages of both quantum computing and evolutionary computing, to solve the optimization problem. The new algorithm does not suffer from the morass of selecting good initial values and being stuck into local optimum as usually accompanied with the conventional numerical optimization techniques. The simulation results indicate the soundness of the new method.

  11. Three-gene based phylogeny of the Urostyloidea (Protista, Ciliophora, Hypotricha), with notes on classification of some core taxa☆

    PubMed Central

    Huang, Jie; Chen, Zigui; Song, Weibo; Berger, Helmut

    2014-01-01

    Classifications of the Urostyloidea were mainly based on morphology and morphogenesis. Since molecular phylogeny largely focused on limited sampling using mostly the one-gene information, the incongruence between morphological data and gene sequences have risen. In this work, the three-gene data (SSU-rDNA, ITS1-5.8S-ITS2 and LSU-rDNA) comprising 12 genera in the “core urostyloids” are sequenced, and the phylogenies based on these different markers are compared using maximum-likelihood and Bayesian algorithms and tested by unconstrained and constrained analyses. The molecular phylogeny supports the following conclusions: (1) the monophyly of the core group of Urostyloidea is well supported while the whole Urostyloidea is not monophyletic; (2) Thigmokeronopsis and Apokeronopsis are clearly separated from the pseudokeronopsids in analyses of all three gene markers, supporting their exclusion from the Pseudokeronopsidae and the inclusion in the Urostylidae; (3) Diaxonella and Apobakuella should be assigned to the Urostylidae; (4) Bergeriella, Monocoronella and Neourostylopsis flavicana share a most recent common ancestor; (5) all molecular trees support the transfer of Metaurostylopsis flavicana to the recently proposed genus Neourostylopsis; (6) all molecular phylogenies fail to separate the morphologically well-defined genera Uroleptopsis and Pseudokeronopsis; and (7) Arcuseries gen. nov. containing three distinctly deviating Anteholosticha species is established. PMID:24140978

  12. Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation.

    PubMed

    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.

  13. NLSCIDNT user's guide maximum likehood parameter identification computer program with nonlinear rotorcraft model

    NASA Technical Reports Server (NTRS)

    1979-01-01

    A nonlinear, maximum likelihood, parameter identification computer program (NLSCIDNT) is described which evaluates rotorcraft stability and control coefficients from flight test data. The optimal estimates of the parameters (stability and control coefficients) are determined (identified) by minimizing the negative log likelihood cost function. The minimization technique is the Levenberg-Marquardt method, which behaves like the steepest descent method when it is far from the minimum and behaves like the modified Newton-Raphson method when it is nearer the minimum. Twenty-one states and 40 measurement variables are modeled, and any subset may be selected. States which are not integrated may be fixed at an input value, or time history data may be substituted for the state in the equations of motion. Any aerodynamic coefficient may be expressed as a nonlinear polynomial function of selected 'expansion variables'.

  14. Maximum likelihood: Extracting unbiased information from complex networks

    NASA Astrophysics Data System (ADS)

    Garlaschelli, Diego; Loffredo, Maria I.

    2008-07-01

    The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the maximum likelihood (ML) principle indicates a unique, statistically rigorous parameter choice, associated with a well-defined topological feature. We then find that, if the ML condition is incompatible with the built-in parameter choice, network models turn out to be intrinsically ill defined or biased. To overcome this problem, we construct a class of safely unbiased models. We also propose an extension of these results that leads to the fascinating possibility to extract, only from topological data, the “hidden variables” underlying network organization, making them “no longer hidden.” We test our method on World Trade Web data, where we recover the empirical gross domestic product using only topological information.

  15. An Example of an Improvable Rao-Blackwell Improvement, Inefficient Maximum Likelihood Estimator, and Unbiased Generalized Bayes Estimator.

    PubMed

    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.].

  16. On the error probability of general tree and trellis codes with applications to sequential decoding

    NASA Technical Reports Server (NTRS)

    Johannesson, R.

    1973-01-01

    An upper bound on the average error probability for maximum-likelihood decoding of the ensemble of random binary tree codes is derived and shown to be independent of the length of the tree. An upper bound on the average error probability for maximum-likelihood decoding of the ensemble of random L-branch binary trellis codes of rate R = 1/n is derived which separates the effects of the tail length T and the memory length M of the code. It is shown that the bound is independent of the length L of the information sequence. This implication is investigated by computer simulations of sequential decoding utilizing the stack algorithm. These simulations confirm the implication and further suggest an empirical formula for the true undetected decoding error probability with sequential decoding.

  17. Parallel implementation of D-Phylo algorithm for maximum likelihood clusters.

    PubMed

    Malik, Shamita; Sharma, Dolly; Khatri, Sunil Kumar

    2017-03-01

    This study explains a newly developed parallel algorithm for phylogenetic analysis of DNA sequences. The newly designed D-Phylo is a more advanced algorithm for phylogenetic analysis using maximum likelihood approach. The D-Phylo while misusing the seeking capacity of k -means keeps away from its real constraint of getting stuck at privately conserved motifs. The authors have tested the behaviour of D-Phylo on Amazon Linux Amazon Machine Image(Hardware Virtual Machine)i2.4xlarge, six central processing unit, 122 GiB memory, 8  ×  800 Solid-state drive Elastic Block Store volume, high network performance up to 15 processors for several real-life datasets. Distributing the clusters evenly on all the processors provides us the capacity to accomplish a near direct speed if there should arise an occurrence of huge number of processors.

  18. Image classification at low light levels

    NASA Astrophysics Data System (ADS)

    Wernick, Miles N.; Morris, G. Michael

    1986-12-01

    An imaging photon-counting detector is used to achieve automatic sorting of two image classes. The classification decision is formed on the basis of the cross correlation between a photon-limited input image and a reference function stored in computer memory. Expressions for the statistical parameters of the low-light-level correlation signal are given and are verified experimentally. To obtain a correlation-based system for two-class sorting, it is necessary to construct a reference function that produces useful information for class discrimination. An expression for such a reference function is derived using maximum-likelihood decision theory. Theoretically predicted results are used to compare on the basis of performance the maximum-likelihood reference function with Fukunaga-Koontz basis vectors and average filters. For each method, good class discrimination is found to result in milliseconds from a sparse sampling of the input image.

  19. The effect of high leverage points on the logistic ridge regression estimator having multicollinearity

    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.

  20. A real-time signal combining system for Ka-band feed arrays using maximum-likelihood weight estimates

    NASA Technical Reports Server (NTRS)

    Vilnrotter, V. A.; Rodemich, E. R.

    1990-01-01

    A real-time digital signal combining system for use with Ka-band feed arrays is proposed. The combining system attempts to compensate for signal-to-noise ratio (SNR) loss resulting from antenna deformations induced by gravitational and atmospheric effects. The combining weights are obtained directly from the observed samples by using a sliding-window implementation of a vector maximum-likelihood parameter estimator. It is shown that with averaging times of about 0.1 second, combining loss for a seven-element array can be limited to about 0.1 dB in a realistic operational environment. This result suggests that the real-time combining system proposed here is capable of recovering virtually all of the signal power captured by the feed array, even in the presence of severe wind gusts and similar disturbances.

  1. Fast automated analysis of strong gravitational lenses with convolutional neural networks.

    PubMed

    Hezaveh, Yashar D; Levasseur, Laurence Perreault; Marshall, Philip J

    2017-08-30

    Quantifying image distortions caused by strong gravitational lensing-the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures-and estimating the corresponding matter distribution of these structures (the 'gravitational lens') has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the 'singular isothermal ellipsoid' density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.

  2. Modeling the distribution of extreme share return in Malaysia using Generalized Extreme Value (GEV) distribution

    NASA Astrophysics Data System (ADS)

    Hasan, Husna; Radi, Noor Fadhilah Ahmad; Kassim, Suraiya

    2012-05-01

    Extreme share return in Malaysia is studied. The monthly, quarterly, half yearly and yearly maximum returns are fitted to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are performed to test for stationarity, while Mann-Kendall (MK) test is for the presence of monotonic trend. Maximum Likelihood Estimation (MLE) is used to estimate the parameter while L-moments estimate (LMOM) is used to initialize the MLE optimization routine for the stationary model. Likelihood ratio test is performed to determine the best model. Sherman's goodness of fit test is used to assess the quality of convergence of the GEV distribution by these monthly, quarterly, half yearly and yearly maximum. Returns levels are then estimated for prediction and planning purposes. The results show all maximum returns for all selection periods are stationary. The Mann-Kendall test indicates the existence of trend. Thus, we ought to model for non-stationary model too. Model 2, where the location parameter is increasing with time is the best for all selection intervals. Sherman's goodness of fit test shows that monthly, quarterly, half yearly and yearly maximum converge to the GEV distribution. From the results, it seems reasonable to conclude that yearly maximum is better for the convergence to the GEV distribution especially if longer records are available. Return level estimates, which is the return level (in this study return amount) that is expected to be exceeded, an average, once every t time periods starts to appear in the confidence interval of T = 50 for quarterly, half yearly and yearly maximum.

  3. Profile-likelihood Confidence Intervals in Item Response Theory Models.

    PubMed

    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.

  4. Maximum likelihood estimation and EM algorithm of Copas-like selection model for publication bias correction.

    PubMed

    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.

  5. Modelling of extreme rainfall events in Peninsular Malaysia based on annual maximum and partial duration series

    NASA Astrophysics Data System (ADS)

    Zin, Wan Zawiah Wan; Shinyie, Wendy Ling; Jemain, Abdul Aziz

    2015-02-01

    In this study, two series of data for extreme rainfall events are generated based on Annual Maximum and Partial Duration Methods, derived from 102 rain-gauge stations in Peninsular from 1982-2012. To determine the optimal threshold for each station, several requirements must be satisfied and Adapted Hill estimator is employed for this purpose. A semi-parametric bootstrap is then used to estimate the mean square error (MSE) of the estimator at each threshold and the optimal threshold is selected based on the smallest MSE. The mean annual frequency is also checked to ensure that it lies in the range of one to five and the resulting data is also de-clustered to ensure independence. The two data series are then fitted to Generalized Extreme Value and Generalized Pareto distributions for annual maximum and partial duration series, respectively. The parameter estimation methods used are the Maximum Likelihood and the L-moment methods. Two goodness of fit tests are then used to evaluate the best-fitted distribution. The results showed that the Partial Duration series with Generalized Pareto distribution and Maximum Likelihood parameter estimation provides the best representation for extreme rainfall events in Peninsular Malaysia for majority of the stations studied. Based on these findings, several return values are also derived and spatial mapping are constructed to identify the distribution characteristic of extreme rainfall in Peninsular Malaysia.

  6. Evaluating Fast Maximum Likelihood-Based Phylogenetic Programs Using Empirical Phylogenomic Data Sets

    PubMed Central

    Zhou, Xiaofan; Shen, Xing-Xing; Hittinger, Chris Todd

    2018-01-01

    Abstract The sizes of the data matrices assembled to resolve branches of the tree of life have increased dramatically, motivating the development of programs for fast, yet accurate, inference. For example, several different fast programs have been developed in the very popular maximum likelihood framework, including RAxML/ExaML, PhyML, IQ-TREE, and FastTree. Although these programs are widely used, a systematic evaluation and comparison of their performance using empirical genome-scale data matrices has so far been lacking. To address this question, we evaluated these four programs on 19 empirical phylogenomic data sets with hundreds to thousands of genes and up to 200 taxa with respect to likelihood maximization, tree topology, and computational speed. For single-gene tree inference, we found that the more exhaustive and slower strategies (ten searches per alignment) outperformed faster strategies (one tree search per alignment) using RAxML, PhyML, or IQ-TREE. Interestingly, single-gene trees inferred by the three programs yielded comparable coalescent-based species tree estimations. For concatenation-based species tree inference, IQ-TREE consistently achieved the best-observed likelihoods for all data sets, and RAxML/ExaML was a close second. In contrast, PhyML often failed to complete concatenation-based analyses, whereas FastTree was the fastest but generated lower likelihood values and more dissimilar tree topologies in both types of analyses. Finally, data matrix properties, such as the number of taxa and the strength of phylogenetic signal, sometimes substantially influenced the programs’ relative performance. Our results provide real-world gene and species tree phylogenetic inference benchmarks to inform the design and execution of large-scale phylogenomic data analyses. PMID:29177474

  7. A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior

    DOE PAGES

    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

  8. A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior

    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

  9. Investigating cold based summit glaciers through direct access to the glacier base: a case study constraining the maximum age of Chli Titlis glacier, Switzerland

    NASA Astrophysics Data System (ADS)

    Bohleber, Pascal; Hoffmann, Helene; Kerch, Johanna; Sold, Leo; Fischer, Andrea

    2018-01-01

    Cold glaciers at the highest locations of the European Alps have been investigated by drilling ice cores to retrieve their stratigraphic climate records. Findings like the Oetztal ice man have demonstrated that small ice bodies at summit locations of comparatively lower altitudes may also contain old ice if locally frozen to the underlying bedrock. In this case, constraining the maximum age of their lowermost ice part may help to identify past periods with minimum ice extent in the Alps. However, with recent warming and consequent glacier mass loss, these sites may not preserve their unique climate information for much longer. Here we utilized an existing ice cave at Chli Titlis (3030 m), central Switzerland, to perform a case study for investigating the maximum age of cold-based summit glaciers in the Alps. The cave offers direct access to the glacier stratigraphy without the logistical effort required in ice core drilling. In addition, a pioneering exploration had already demonstrated stagnant cold ice conditions at Chli Titlis, albeit more than 25 years ago. Our englacial temperature measurements and the analysis of the isotopic and physical properties of ice blocks sampled at three locations within the ice cave show that cold ice still exists fairly unchanged today. State-of-the-art micro-radiocarbon analysis constrains the maximum age of the ice at Chli Titlis to about 5000 years before present. By this means, the approach presented here will contribute to a future systematic investigation of cold-based summit glaciers, also in the Eastern Alps.

  10. Restricted maximum likelihood estimation of genetic principal components and smoothed covariance matrices

    PubMed Central

    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

  11. Neandertal admixture in Eurasia confirmed by maximum-likelihood analysis of three genomes.

    PubMed

    Lohse, Konrad; Frantz, Laurent A F

    2014-04-01

    Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4-7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination.

  12. Neandertal Admixture in Eurasia Confirmed by Maximum-Likelihood Analysis of Three Genomes

    PubMed Central

    Lohse, Konrad; Frantz, Laurent A. F.

    2014-01-01

    Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4−7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination. PMID:24532731

  13. Estimating cellular parameters through optimization procedures: elementary principles and applications.

    PubMed

    Kimura, Akatsuki; Celani, Antonio; Nagao, Hiromichi; Stasevich, Timothy; Nakamura, Kazuyuki

    2015-01-01

    Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE) in a prediction or to maximize likelihood. A (local) maximum of likelihood or (local) minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.

  14. Phylogenetic evidence for cladogenetic polyploidization in land plants.

    PubMed

    Zhan, Shing H; Drori, Michal; Goldberg, Emma E; Otto, Sarah P; Mayrose, Itay

    2016-07-01

    Polyploidization is a common and recurring phenomenon in plants and is often thought to be a mechanism of "instant speciation". Whether polyploidization is associated with the formation of new species (cladogenesis) or simply occurs over time within a lineage (anagenesis), however, has never been assessed systematically. We tested this hypothesis using phylogenetic and karyotypic information from 235 plant genera (mostly angiosperms). We first constructed a large database of combined sequence and chromosome number data sets using an automated procedure. We then applied likelihood models (ClaSSE) that estimate the degree of synchronization between polyploidization and speciation events in maximum likelihood and Bayesian frameworks. Our maximum likelihood analysis indicated that 35 genera supported a model that includes cladogenetic transitions over a model with only anagenetic transitions, whereas three genera supported a model that incorporates anagenetic transitions over one with only cladogenetic transitions. Furthermore, the Bayesian analysis supported a preponderance of cladogenetic change in four genera but did not support a preponderance of anagenetic change in any genus. Overall, these phylogenetic analyses provide the first broad confirmation that polyploidization is temporally associated with speciation events, suggesting that it is indeed a major speciation mechanism in plants, at least in some genera. © 2016 Botanical Society of America.

  15. GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation

    PubMed Central

    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

  16. GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation.

    PubMed

    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.

  17. Evaluation of several schemes for classification of remotely sensed data: Their parameters and performance. [Foster County, North Dakota; Grant County, Kansas; Iroquois County, Illinois, Tippecanoe County, Indiana; and Pottawattamie and Shelby Counties, Iowa

    NASA Technical Reports Server (NTRS)

    Scholz, D.; Fuhs, N.; Hixson, M.; Akiyama, T. (Principal Investigator)

    1979-01-01

    The author has identified the following significant results. Data sets for corn, soybeans, winter wheat, and spring wheat were used to evaluate the following schemes for crop identification: (1) per point Gaussian maximum classifier; (2) per point sum of normal densities classifiers; (3) per point linear classifier; (4) per point Gaussian maximum likelihood decision tree classifiers; and (5) texture sensitive per field Gaussian maximum likelihood classifier. Test site location and classifier both had significant effects on classification accuracy of small grains; classifiers did not differ significantly in overall accuracy, with the majority of the difference among classifiers being attributed to training method rather than to the classification algorithm applied. The complexity of use and computer costs for the classifiers varied significantly. A linear classification rule which assigns each pixel to the class whose mean is closest in Euclidean distance was the easiest for the analyst and cost the least per classification.

  18. Statistical field estimators for multiscale simulations.

    PubMed

    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.

  19. Maximum-likelihood estimation of recent shared ancestry (ERSA).

    PubMed

    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.

  20. Dual baseline search for muon antineutrino disappearance at 0.1eV2<Δm2<100eV2

    NASA Astrophysics Data System (ADS)

    Cheng, G.; Huelsnitz, W.; Aguilar-Arevalo, A. A.; Alcaraz-Aunion, J. L.; Brice, S. J.; Brown, B. C.; Bugel, L.; Catala-Perez, J.; Church, E. D.; Conrad, J. M.; Dharmapalan, R.; Djurcic, Z.; Dore, U.; Finley, D. A.; Ford, R.; Franke, A. J.; Garcia, F. G.; Garvey, G. T.; Giganti, C.; Gomez-Cadenas, J. J.; Grange, J.; Guzowski, P.; Hanson, A.; Hayato, Y.; Hiraide, K.; Ignarra, C.; Imlay, R.; Johnson, R. A.; Jones, B. J. P.; Jover-Manas, G.; Karagiorgi, G.; Katori, T.; Kobayashi, Y. K.; Kobilarcik, T.; Kubo, H.; Kurimoto, Y.; Louis, W. C.; Loverre, P. F.; Ludovici, L.; Mahn, K. B. M.; Mariani, C.; Marsh, W.; Masuike, S.; Matsuoka, K.; McGary, V. T.; Metcalf, W.; Mills, G. B.; Mirabal, J.; Mitsuka, G.; Miyachi, Y.; Mizugashira, S.; Moore, C. D.; Mousseau, J.; Nakajima, Y.; Nakaya, T.; Napora, R.; Nienaber, P.; Orme, D.; Osmanov, B.; Otani, M.; Pavlovic, Z.; Perevalov, D.; Polly, C. C.; Ray, H.; Roe, B. P.; Russell, A. D.; Sanchez, F.; Shaevitz, M. H.; Shibata, T.-A.; Sorel, M.; Spitz, J.; Stancu, I.; Stefanski, R. J.; Takei, H.; Tanaka, H.-K.; Tanaka, M.; Tayloe, R.; Taylor, I. J.; Tesarek, R. J.; Uchida, Y.; Van de Water, R. G.; Walding, J. J.; Wascko, M. O.; White, D. H.; White, H. B.; Wickremasinghe, D. A.; Yokoyama, M.; Zeller, G. P.; Zimmerman, E. D.

    2012-09-01

    The MiniBooNE and SciBooNE collaborations report the results of a joint search for short baseline disappearance of ν¯μ at Fermilab’s Booster Neutrino Beamline. The MiniBooNE Cherenkov detector and the SciBooNE tracking detector observe antineutrinos from the same beam, therefore the combined analysis of their data sets serves to partially constrain some of the flux and cross section uncertainties. Uncertainties in the νμ background were constrained by neutrino flux and cross section measurements performed in both detectors. A likelihood ratio method was used to set a 90% confidence level upper limit on ν¯μ disappearance that dramatically improves upon prior limits in the Δm2=0.1-100eV2 region.

  1. Undersampling power-law size distributions: effect on the assessment of extreme natural hazards

    USGS Publications Warehouse

    Geist, Eric L.; Parsons, Thomas E.

    2014-01-01

    The effect of undersampling on estimating the size of extreme natural hazards from historical data is examined. Tests using synthetic catalogs indicate that the tail of an empirical size distribution sampled from a pure Pareto probability distribution can range from having one-to-several unusually large events to appearing depleted, relative to the parent distribution. Both of these effects are artifacts caused by limited catalog length. It is more difficult to diagnose the artificially depleted empirical distributions, since one expects that a pure Pareto distribution is physically limited in some way. Using maximum likelihood methods and the method of moments, we estimate the power-law exponent and the corner size parameter of tapered Pareto distributions for several natural hazard examples: tsunamis, floods, and earthquakes. Each of these examples has varying catalog lengths and measurement thresholds, relative to the largest event sizes. In many cases where there are only several orders of magnitude between the measurement threshold and the largest events, joint two-parameter estimation techniques are necessary to account for estimation dependence between the power-law scaling exponent and the corner size parameter. Results indicate that whereas the corner size parameter of a tapered Pareto distribution can be estimated, its upper confidence bound cannot be determined and the estimate itself is often unstable with time. Correspondingly, one cannot statistically reject a pure Pareto null hypothesis using natural hazard catalog data. Although physical limits to the hazard source size and by attenuation mechanisms from source to site constrain the maximum hazard size, historical data alone often cannot reliably determine the corner size parameter. Probabilistic assessments incorporating theoretical constraints on source size and propagation effects are preferred over deterministic assessments of extreme natural hazards based on historic data.

  2. Improved One-Way Hash Chain and Revocation Polynomial-Based Self-Healing Group Key Distribution Schemes in Resource-Constrained Wireless Networks

    PubMed Central

    Chen, Huifang; Xie, Lei

    2014-01-01

    Self-healing group key distribution (SGKD) aims to deal with the key distribution problem over an unreliable wireless network. In this paper, we investigate the SGKD issue in resource-constrained wireless networks. We propose two improved SGKD schemes using the one-way hash chain (OHC) and the revocation polynomial (RP), the OHC&RP-SGKD schemes. In the proposed OHC&RP-SGKD schemes, by introducing the unique session identifier and binding the joining time with the capability of recovering previous session keys, the problem of the collusion attack between revoked users and new joined users in existing hash chain-based SGKD schemes is resolved. Moreover, novel methods for utilizing the one-way hash chain and constructing the personal secret, the revocation polynomial and the key updating broadcast packet are presented. Hence, the proposed OHC&RP-SGKD schemes eliminate the limitation of the maximum allowed number of revoked users on the maximum allowed number of sessions, increase the maximum allowed number of revoked/colluding users, and reduce the redundancy in the key updating broadcast packet. Performance analysis and simulation results show that the proposed OHC&RP-SGKD schemes are practical for resource-constrained wireless networks in bad environments, where a strong collusion attack resistance is required and many users could be revoked. PMID:25529204

  3. Spurious Latent Class Problem in the Mixed Rasch Model: A Comparison of Three Maximum Likelihood Estimation Methods under Different Ability Distributions

    ERIC Educational Resources Information Center

    Sen, Sedat

    2018-01-01

    Recent research has shown that over-extraction of latent classes can be observed in the Bayesian estimation of the mixed Rasch model when the distribution of ability is non-normal. This study examined the effect of non-normal ability distributions on the number of latent classes in the mixed Rasch model when estimated with maximum likelihood…

  4. Addressing Data Analysis Challenges in Gravitational Wave Searches Using the Particle Swarm Optimization Algorithm

    NASA Astrophysics Data System (ADS)

    Weerathunga, Thilina Shihan

    2017-08-01

    Gravitational waves are a fundamental prediction of Einstein's General Theory of Relativity. The first experimental proof of their existence was provided by the Nobel Prize winning discovery by Taylor and Hulse of orbital decay in a binary pulsar system. The first detection of gravitational waves incident on earth from an astrophysical source was announced in 2016 by the LIGO Scientific Collaboration, launching the new era of gravitational wave (GW) astronomy. The signal detected was from the merger of two black holes, which is an example of sources called Compact Binary Coalescences (CBCs). Data analysis strategies used in the search for CBC signals are derivatives of the Maximum-Likelihood (ML) method. The ML method applied to data from a network of geographically distributed GW detectors--called fully coherent network analysis--is currently the best approach for estimating source location and GW polarization waveforms. However, in the case of CBCs, especially for lower mass systems (O(1M solar masses)) such as double neutron star binaries, fully coherent network analysis is computationally expensive. The ML method requires locating the global maximum of the likelihood function over a nine dimensional parameter space, where the computation of the likelihood at each point requires correlations involving O(104) to O(106) samples between the data and the corresponding candidate signal waveform template. Approximations, such as semi-coherent coincidence searches, are currently used to circumvent the computational barrier but incur a concomitant loss in sensitivity. We explored the effectiveness of Particle Swarm Optimization (PSO), a well-known algorithm in the field of swarm intelligence, in addressing the fully coherent network analysis problem. As an example, we used a four-detector network consisting of the two LIGO detectors at Hanford and Livingston, Virgo and Kagra, all having initial LIGO noise power spectral densities, and show that PSO can locate the global maximum with less than 240,000 likelihood evaluations for a component mass range of 1.0 to 10.0 solar masses at a realistic coherent network signal to noise ratio of 9.0. Our results show that PSO can successfully deliver a fully-coherent all-sky search with < (1/10 ) the number of likelihood evaluations needed for a grid-based search. Used as a follow-up step, the savings in the number of likelihood evaluations may also reduce latency in obtaining ML estimates of source parameters in semi-coherent searches.

  5. 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.

  6. Adaptive Quadrature for Item Response Models. Research Report. ETS RR-06-29

    ERIC Educational Resources Information Center

    Haberman, Shelby J.

    2006-01-01

    Adaptive quadrature is applied to marginal maximum likelihood estimation for item response models with normal ability distributions. Even in one dimension, significant gains in speed and accuracy of computation may be achieved.

  7. 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)

  8. Spatial Prediction and Optimized Sampling Design for Sodium Concentration in Groundwater

    PubMed Central

    Shabbir, Javid; M. AbdEl-Salam, Nasser; Hussain, Tajammal

    2016-01-01

    Sodium is an integral part of water, and its excessive amount in drinking water causes high blood pressure and hypertension. In the present paper, spatial distribution of sodium concentration in drinking water is modeled and optimized sampling designs for selecting sampling locations is calculated for three divisions in Punjab, Pakistan. Universal kriging and Bayesian universal kriging are used to predict the sodium concentrations. Spatial simulated annealing is used to generate optimized sampling designs. Different estimation methods (i.e., maximum likelihood, restricted maximum likelihood, ordinary least squares, and weighted least squares) are used to estimate the parameters of the variogram model (i.e, exponential, Gaussian, spherical and cubic). It is concluded that Bayesian universal kriging fits better than universal kriging. It is also observed that the universal kriging predictor provides minimum mean universal kriging variance for both adding and deleting locations during sampling design. PMID:27683016

  9. Spectral identification of a 90Sr source in the presence of masking nuclides using Maximum-Likelihood deconvolution

    NASA Astrophysics Data System (ADS)

    Neuer, Marcus J.

    2013-11-01

    A technique for the spectral identification of strontium-90 is shown, utilising a Maximum-Likelihood deconvolution. Different deconvolution approaches are discussed and summarised. Based on the intensity distribution of the beta emission and Geant4 simulations, a combined response matrix is derived, tailored to the β- detection process in sodium iodide detectors. It includes scattering effects and attenuation by applying a base material decomposition extracted from Geant4 simulations with a CAD model for a realistic detector system. Inversion results of measurements show the agreement between deconvolution and reconstruction. A detailed investigation with additional masking sources like 40K, 226Ra and 131I shows that a contamination of strontium can be found in the presence of these nuisance sources. Identification algorithms for strontium are presented based on the derived technique. For the implementation of blind identification, an exemplary masking ratio is calculated.

  10. MIXOR: a computer program for mixed-effects ordinal regression analysis.

    PubMed

    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.

  11. Modifying high-order aeroelastic math model of a jet transport using maximum likelihood estimation

    NASA Technical Reports Server (NTRS)

    Anissipour, Amir A.; Benson, Russell A.

    1989-01-01

    The design of control laws to damp flexible structural modes requires accurate math models. Unlike the design of control laws for rigid body motion (e.g., where robust control is used to compensate for modeling inaccuracies), structural mode damping usually employs narrow band notch filters. In order to obtain the required accuracy in the math model, maximum likelihood estimation technique is employed to improve the accuracy of the math model using flight data. Presented here are all phases of this methodology: (1) pre-flight analysis (i.e., optimal input signal design for flight test, sensor location determination, model reduction technique, etc.), (2) data collection and preprocessing, and (3) post-flight analysis (i.e., estimation technique and model verification). In addition, a discussion is presented of the software tools used and the need for future study in this field.

  12. Maximum Marginal Likelihood Estimation of a Monotonic Polynomial Generalized Partial Credit Model with Applications to Multiple Group Analysis.

    PubMed

    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.

  13. Maximum likelihood estimation for semiparametric transformation models with interval-censored data

    PubMed Central

    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

  14. Best practices for missing data management in counseling psychology.

    PubMed

    Schlomer, Gabriel L; Bauman, Sheri; Card, Noel A

    2010-01-01

    This article urges counseling psychology researchers to recognize and report how missing data are handled, because consumers of research cannot accurately interpret findings without knowing the amount and pattern of missing data or the strategies that were used to handle those data. Patterns of missing data are reviewed, and some of the common strategies for dealing with them are described. The authors provide an illustration in which data were simulated and evaluate 3 methods of handling missing data: mean substitution, multiple imputation, and full information maximum likelihood. Results suggest that mean substitution is a poor method for handling missing data, whereas both multiple imputation and full information maximum likelihood are recommended alternatives to this approach. The authors suggest that researchers fully consider and report the amount and pattern of missing data and the strategy for handling those data in counseling psychology research and that editors advise researchers of this expectation.

  15. A 3D approximate maximum likelihood solver for localization of fish implanted with acoustic transmitters

    DOE PAGES

    Li, Xinya; Deng, Z. Daniel; USA, Richland Washington; ...

    2014-11-27

    Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developedmore » using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.« less

  16. Numerical Experimentation with Maximum Likelihood Identification in Static Distributed Systems

    NASA Technical Reports Server (NTRS)

    Scheid, R. E., Jr.; Rodriguez, G.

    1985-01-01

    Many important issues in the control of large space structures are intimately related to the fundamental problem of parameter identification. One might also ask how well this identification process can be carried out in the presence of noisy data since no sensor system is perfect. With these considerations in mind the algorithms herein are designed to treat both the case of uncertainties in the modeling and uncertainties in the data. The analytical aspects of maximum likelihood identification are considered in some detail in another paper. The questions relevant to the implementation of these schemes are dealt with, particularly as they apply to models of large space structures. The emphasis is on the influence of the infinite dimensional character of the problem on finite dimensional implementations of the algorithms. Those areas of current and future analysis are highlighted which indicate the interplay between error analysis and possible truncations of the state and parameter spaces.

  17. A 3D approximate maximum likelihood solver for localization of fish implanted with acoustic transmitters

    NASA Astrophysics Data System (ADS)

    Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.

    2014-11-01

    Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.

  18. Optimization of a Nucleic Acids united-RESidue 2-Point model (NARES-2P) with a maximum-likelihood approach

    NASA Astrophysics Data System (ADS)

    He, Yi; Liwo, Adam; Scheraga, Harold A.

    2015-12-01

    Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field.

  19. Multivariate normal maximum likelihood with both ordinal and continuous variables, and data missing at random.

    PubMed

    Pritikin, Joshua N; Brick, Timothy R; Neale, Michael C

    2018-04-01

    A novel method for the maximum likelihood estimation of structural equation models (SEM) with both ordinal and continuous indicators is introduced using a flexible multivariate probit model for the ordinal indicators. A full information approach ensures unbiased estimates for data missing at random. Exceeding the capability of prior methods, up to 13 ordinal variables can be included before integration time increases beyond 1 s per row. The method relies on the axiom of conditional probability to split apart the distribution of continuous and ordinal variables. Due to the symmetry of the axiom, two similar methods are available. A simulation study provides evidence that the two similar approaches offer equal accuracy. A further simulation is used to develop a heuristic to automatically select the most computationally efficient approach. Joint ordinal continuous SEM is implemented in OpenMx, free and open-source software.

  20. Estimation of descriptive statistics for multiply censored water quality data

    USGS Publications Warehouse

    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.

  1. A gateway for phylogenetic analysis powered by grid computing featuring GARLI 2.0.

    PubMed

    Bazinet, Adam L; Zwickl, Derrick J; Cummings, Michael P

    2014-09-01

    We introduce molecularevolution.org, a publicly available gateway for high-throughput, maximum-likelihood phylogenetic analysis powered by grid computing. The gateway features a garli 2.0 web service that enables a user to quickly and easily submit thousands of maximum likelihood tree searches or bootstrap searches that are executed in parallel on distributed computing resources. The garli web service allows one to easily specify partitioned substitution models using a graphical interface, and it performs sophisticated post-processing of phylogenetic results. Although the garli web service has been used by the research community for over three years, here we formally announce the availability of the service, describe its capabilities, highlight new features and recent improvements, and provide details about how the grid system efficiently delivers high-quality phylogenetic results. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

  2. Efficient method for computing the maximum-likelihood quantum state from measurements with additive Gaussian noise.

    PubMed

    Smolin, John A; Gambetta, Jay M; Smith, Graeme

    2012-02-17

    We provide an efficient method for computing the maximum-likelihood mixed quantum state (with density matrix ρ) given a set of measurement outcomes in a complete orthonormal operator basis subject to Gaussian noise. Our method works by first changing basis yielding a candidate density matrix μ which may have nonphysical (negative) eigenvalues, and then finding the nearest physical state under the 2-norm. Our algorithm takes at worst O(d(4)) for the basis change plus O(d(3)) for finding ρ where d is the dimension of the quantum state. In the special case where the measurement basis is strings of Pauli operators, the basis change takes only O(d(3)) as well. The workhorse of the algorithm is a new linear-time method for finding the closest probability distribution (in Euclidean distance) to a set of real numbers summing to one.

  3. A 3D approximate maximum likelihood solver for localization of fish implanted with acoustic transmitters

    PubMed Central

    Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.

    2014-01-01

    Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature. PMID:25427517

  4. A 3D approximate maximum likelihood solver for localization of fish implanted with acoustic transmitters.

    PubMed

    Li, Xinya; Deng, Z Daniel; Sun, Yannan; Martinez, Jayson J; Fu, Tao; McMichael, Geoffrey A; Carlson, Thomas J

    2014-11-27

    Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.

  5. Combining classifiers using their receiver operating characteristics and maximum likelihood estimation.

    PubMed

    Haker, Steven; Wells, William M; Warfield, Simon K; Talos, Ion-Florin; Bhagwat, Jui G; Goldberg-Zimring, Daniel; Mian, Asim; Ohno-Machado, Lucila; Zou, Kelly H

    2005-01-01

    In any medical domain, it is common to have more than one test (classifier) to diagnose a disease. In image analysis, for example, there is often more than one reader or more than one algorithm applied to a certain data set. Combining of classifiers is often helpful, but determining the way in which classifiers should be combined is not trivial. Standard strategies are based on learning classifier combination functions from data. We describe a simple strategy to combine results from classifiers that have not been applied to a common data set, and therefore can not undergo this type of joint training. The strategy, which assumes conditional independence of classifiers, is based on the calculation of a combined Receiver Operating Characteristic (ROC) curve, using maximum likelihood analysis to determine a combination rule for each ROC operating point. We offer some insights into the use of ROC analysis in the field of medical imaging.

  6. Combining Classifiers Using Their Receiver Operating Characteristics and Maximum Likelihood Estimation*

    PubMed Central

    Haker, Steven; Wells, William M.; Warfield, Simon K.; Talos, Ion-Florin; Bhagwat, Jui G.; Goldberg-Zimring, Daniel; Mian, Asim; Ohno-Machado, Lucila; Zou, Kelly H.

    2010-01-01

    In any medical domain, it is common to have more than one test (classifier) to diagnose a disease. In image analysis, for example, there is often more than one reader or more than one algorithm applied to a certain data set. Combining of classifiers is often helpful, but determining the way in which classifiers should be combined is not trivial. Standard strategies are based on learning classifier combination functions from data. We describe a simple strategy to combine results from classifiers that have not been applied to a common data set, and therefore can not undergo this type of joint training. The strategy, which assumes conditional independence of classifiers, is based on the calculation of a combined Receiver Operating Characteristic (ROC) curve, using maximum likelihood analysis to determine a combination rule for each ROC operating point. We offer some insights into the use of ROC analysis in the field of medical imaging. PMID:16685884

  7. Aircraft parameter estimation

    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.

  8. A new maximum-likelihood change estimator for two-pass SAR coherent change detection

    DOE PAGES

    Wahl, Daniel E.; Yocky, David A.; Jakowatz, Jr., Charles V.; ...

    2016-01-11

    In previous research, two-pass repeat-geometry synthetic aperture radar (SAR) coherent change detection (CCD) predominantly utilized the sample degree of coherence as a measure of the temporal change occurring between two complex-valued image collects. Previous coherence-based CCD approaches tend to show temporal change when there is none in areas of the image that have a low clutter-to-noise power ratio. Instead of employing the sample coherence magnitude as a change metric, in this paper, we derive a new maximum-likelihood (ML) temporal change estimate—the complex reflectance change detection (CRCD) metric to be used for SAR coherent temporal change detection. The new CRCD estimatormore » is a surprisingly simple expression, easy to implement, and optimal in the ML sense. As a result, this new estimate produces improved results in the coherent pair collects that we have tested.« less

  9. A Comparison of Local Variance, Fractal Dimension, and Moran's I as Aids to Multispectral Image Classification

    NASA Technical Reports Server (NTRS)

    Emerson, Charles W.; Sig-NganLam, Nina; Quattrochi, Dale A.

    2004-01-01

    The accuracy of traditional multispectral maximum-likelihood image classification is limited by the skewed statistical distributions of reflectances from the complex heterogenous mixture of land cover types in urban areas. This work examines the utility of local variance, fractal dimension and Moran's I index of spatial autocorrelation in segmenting multispectral satellite imagery. Tools available in the Image Characterization and Modeling System (ICAMS) were used to analyze Landsat 7 imagery of Atlanta, Georgia. Although segmentation of panchromatic images is possible using indicators of spatial complexity, different land covers often yield similar values of these indices. Better results are obtained when a surface of local fractal dimension or spatial autocorrelation is combined as an additional layer in a supervised maximum-likelihood multispectral classification. The addition of fractal dimension measures is particularly effective at resolving land cover classes within urbanized areas, as compared to per-pixel spectral classification techniques.

  10. A 3D approximate maximum likelihood solver for localization of fish implanted with acoustic transmitters

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Li, Xinya; Deng, Z. Daniel; USA, Richland Washington

    Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developedmore » using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.« less

  11. A LANDSAT study of ephemeral and perennial rangeland vegetation and soils

    NASA Technical Reports Server (NTRS)

    Bentley, R. G., Jr. (Principal Investigator); Salmon-Drexler, B. C.; Bonner, W. J.; Vincent, R. K.

    1976-01-01

    The author has identified the following significant results. Several methods of computer processing were applied to LANDSAT data for mapping vegetation characteristics of perennial rangeland in Montana and ephemeral rangeland in Arizona. The choice of optimal processing technique was dependent on prescribed mapping and site condition. Single channel level slicing and ratioing of channels were used for simple enhancement. Predictive models for mapping percent vegetation cover based on data from field spectra and LANDSAT data were generated by multiple linear regression of six unique LANDSAT spectral ratios. Ratio gating logic and maximum likelihood classification were applied successfully to recognize plant communities in Montana. Maximum likelihood classification did little to improve recognition of terrain features when compared to a single channel density slice in sparsely vegetated Arizona. LANDSAT was found to be more sensitive to differences between plant communities based on percentages of vigorous vegetation than to actual physical or spectral differences among plant species.

  12. Signal Recovery and System Calibration from Multiple Compressive Poisson Measurements

    DOE PAGES

    Wang, Liming; Huang, Jiaji; Yuan, Xin; ...

    2015-09-17

    The measurement matrix employed in compressive sensing typically cannot be known precisely a priori and must be estimated via calibration. One may take multiple compressive measurements, from which the measurement matrix and underlying signals may be estimated jointly. This is of interest as well when the measurement matrix may change as a function of the details of what is measured. This problem has been considered recently for Gaussian measurement noise, and here we develop this idea with application to Poisson systems. A collaborative maximum likelihood algorithm and alternating proximal gradient algorithm are proposed, and associated theoretical performance guarantees are establishedmore » based on newly derived concentration-of-measure results. A Bayesian model is then introduced, to improve flexibility and generality. Connections between the maximum likelihood methods and the Bayesian model are developed, and example results are presented for a real compressive X-ray imaging system.« less

  13. Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting

    PubMed Central

    Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen; Wald, Lawrence L.

    2017-01-01

    This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization. PMID:26915119

  14. Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.

    PubMed

    Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L

    2016-08-01

    This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.

  15. Estimating tree crown widths for the primary Acadian species in Maine

    Treesearch

    Matthew B. Russell; Aaron R. Weiskittel

    2012-01-01

    In this analysis, data for seven conifer and eight hardwood species were gathered from across the state of Maine for estimating tree crown widths. Maximum and largest crown width equations were developed using tree diameter at breast height as the primary predicting variable. Quantile regression techniques were used to estimate the maximum crown width and a constrained...

  16. 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).

  17. Recent Very Hot Summers in Northern Hemispheric Land Areas Measured by Wet Bulb Globe Temperature Will Be the Norm Within 20 Years

    NASA Astrophysics Data System (ADS)

    Li, Chao; Zhang, Xuebin; Zwiers, Francis; Fang, Yuanyuan; Michalak, Anna M.

    2017-12-01

    Wet bulb globe temperature (WBGT) accounts for the effect of environmental temperature and humidity on thermal comfort, and can be directly related to the ability of the human body to dissipate excess metabolic heat and thus avoid heat stress. Using WBGT as a measure of environmental conditions conducive to heat stress, we show that anthropogenic influence has very substantially increased the likelihood of extreme high summer mean WBGT in northern hemispheric land areas relative to the climate that would have prevailed in the absence of anthropogenic forcing. We estimate that the likelihood of summer mean WGBT exceeding the observed historical record value has increased by a factor of at least 70 at regional scales due to anthropogenic influence on the climate. We further estimate that, in most northern hemispheric regions, these changes in the likelihood of extreme summer mean WBGT are roughly an order of magnitude larger than the corresponding changes in the likelihood of extreme hot summers as simply measured by surface air temperature. Projections of future summer mean WBGT under the RCP8.5 emissions scenario that are constrained by observations indicate that by 2030s at least 50% of the summers will have mean WBGT higher than the observed historical record value in all the analyzed regions, and that this frequency of occurrence will increase to 95% by mid-century.

  18. DOE Office of Scientific and Technical Information (OSTI.GOV)

    Costa, David A.; Cournoyer, Michael E.; Merhege, James F.

    Criticality is the state of a nuclear chain reacting medium when the chain reaction is just self-sustaining (or critical). Criticality is dependent on nine interrelated parameters. Moreover, we design criticality safety controls in order to constrain these parameters to minimize fissions and maximize neutron leakage and absorption in other materials, which makes criticality more difficult or impossible to achieve. We present the consequences of criticality accidents are discussed, the nine interrelated parameters that combine to affect criticality are described, and criticality safety controls used to minimize the likelihood of a criticality accident are presented.

  19. Landscape genomics: natural selection drives the evolution of mitogenome in penguins.

    PubMed

    Ramos, Barbara; González-Acuña, Daniel; Loyola, David E; Johnson, Warren E; Parker, Patricia G; Massaro, Melanie; Dantas, Gisele P M; Miranda, Marcelo D; Vianna, Juliana A

    2018-01-16

    Mitochondria play a key role in the balance of energy and heat production, and therefore the mitochondrial genome is under natural selection by environmental temperature and food availability, since starvation can generate more efficient coupling of energy production. However, selection over mitochondrial DNA (mtDNA) genes has usually been evaluated at the population level. We sequenced by NGS 12 mitogenomes and with four published genomes, assessed genetic variation in ten penguin species distributed from the equator to Antarctica. Signatures of selection of 13 mitochondrial protein-coding genes were evaluated by comparing among species within and among genera (Spheniscus, Pygoscelis, Eudyptula, Eudyptes and Aptenodytes). The genetic data were correlated with environmental data obtained through remote sensing (sea surface temperature [SST], chlorophyll levels [Chl] and a combination of SST and Chl [COM]) through the distribution of these species. We identified the complete mtDNA genomes of several penguin species, including ND6 and 8 tRNAs on the light strand and 12 protein coding genes, 14 tRNAs and two rRNAs positioned on the heavy strand. The highest diversity was found in NADH dehydrogenase genes and the lowest in COX genes. The lowest evolutionary divergence among species was between Humboldt (Spheniscus humboldti) and Galapagos (S. mendiculus) penguins (0.004), while the highest was observed between little penguin (Eudyptula minor) and Adélie penguin (Pygoscelis adeliae) (0.097). We identified a signature of purifying selection (Ka/Ks < 1) across the mitochondrial genome, which is consistent with the hypothesis that purifying selection is constraining mitogenome evolution to maintain Oxidative phosphorylation (OXPHOS) proteins and functionality. Pairwise species maximum-likelihood analyses of selection at codon sites suggest positive selection has occurred on ATP8 (Fixed-Effects Likelihood, FEL) and ND4 (Single Likelihood Ancestral Counting, SLAC) in all penguins. In contrast, COX1 had a signature of strong negative selection. ND4 Ka/Ks ratios were highly correlated with SST (Mantel, p-value: 0.0001; GLM, p-value: 0.00001) and thus may be related to climate adaptation throughout penguin speciation. These results identify mtDNA candidate genes under selection which could be involved in broad-scale adaptations of penguins to their environment. Such knowledge may be particularly useful for developing predictive models of how these species may respond to severe climatic changes in the future.

  20. PROBABILISTIC CROSS-IDENTIFICATION IN CROWDED FIELDS AS AN ASSIGNMENT PROBLEM

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Budavári, Tamás; Basu, Amitabh, E-mail: budavari@jhu.edu, E-mail: basu.amitabh@jhu.edu

    2016-10-01

    One of the outstanding challenges of cross-identification is multiplicity: detections in crowded regions of the sky are often linked to more than one candidate associations of similar likelihoods. We map the resulting maximum likelihood partitioning to the fundamental assignment problem of discrete mathematics and efficiently solve the two-way catalog-level matching in the realm of combinatorial optimization using the so-called Hungarian algorithm. We introduce the method, demonstrate its performance in a mock universe where the true associations are known, and discuss the applicability of the new procedure to large surveys.

  1. Probabilistic Cross-identification in Crowded Fields as an Assignment Problem

    NASA Astrophysics Data System (ADS)

    Budavári, Tamás; Basu, Amitabh

    2016-10-01

    One of the outstanding challenges of cross-identification is multiplicity: detections in crowded regions of the sky are often linked to more than one candidate associations of similar likelihoods. We map the resulting maximum likelihood partitioning to the fundamental assignment problem of discrete mathematics and efficiently solve the two-way catalog-level matching in the realm of combinatorial optimization using the so-called Hungarian algorithm. We introduce the method, demonstrate its performance in a mock universe where the true associations are known, and discuss the applicability of the new procedure to large surveys.

  2. Fast automated analysis of strong gravitational lenses with convolutional neural networks

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.

    Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less

  3. ILP-based maximum likelihood genome scaffolding

    PubMed Central

    2014-01-01

    Background Interest in de novo genome assembly has been renewed in the past decade due to rapid advances in high-throughput sequencing (HTS) technologies which generate relatively short reads resulting in highly fragmented assemblies consisting of contigs. Additional long-range linkage information is typically used to orient, order, and link contigs into larger structures referred to as scaffolds. Due to library preparation artifacts and erroneous mapping of reads originating from repeats, scaffolding remains a challenging problem. In this paper, we provide a scalable scaffolding algorithm (SILP2) employing a maximum likelihood model capturing read mapping uncertainty and/or non-uniformity of contig coverage which is solved using integer linear programming. A Non-Serial Dynamic Programming (NSDP) paradigm is applied to render our algorithm useful in the processing of larger mammalian genomes. To compare scaffolding tools, we employ novel quantitative metrics in addition to the extant metrics in the field. We have also expanded the set of experiments to include scaffolding of low-complexity metagenomic samples. Results SILP2 achieves better scalability throughg a more efficient NSDP algorithm than previous release of SILP. The results show that SILP2 compares favorably to previous methods OPERA and MIP in both scalability and accuracy for scaffolding single genomes of up to human size, and significantly outperforms them on scaffolding low-complexity metagenomic samples. Conclusions Equipped with NSDP, SILP2 is able to scaffold large mammalian genomes, resulting in the longest and most accurate scaffolds. The ILP formulation for the maximum likelihood model is shown to be flexible enough to handle metagenomic samples. PMID:25253180

  4. Fast automated analysis of strong gravitational lenses with convolutional neural networks

    DOE PAGES

    Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.

    2017-08-30

    Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less

  5. Fast automated analysis of strong gravitational lenses with convolutional neural networks

    NASA Astrophysics Data System (ADS)

    Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.

    2017-08-01

    Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.

  6. Usual Physical Activity and Hip Fracture in Older Men: An Application of Semiparametric Methods to Observational Data

    PubMed Central

    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

  7. ANTARES constrains a blazar origin of two IceCube PeV neutrino events

    NASA Astrophysics Data System (ADS)

    ANTARES Collaboration; Adrián-Martínez, S.; Albert, A.; André, M.; Anton, G.; Ardid, M.; Aubert, J.-J.; Baret, B.; Barrios, J.; Basa, S.; Bertin, V.; Biagi, S.; Bogazzi, C.; Bormuth, R.; Bou-Cabo, M.; Bouwhuis, M. C.; Bruijn, R.; Brunner, J.; Busto, J.; Capone, A.; Caramete, L.; Carr, J.; Chiarusi, T.; Circella, M.; Coniglione, R.; Costantini, H.; Coyle, P.; Creusot, A.; De Rosa, G.; Dekeyser, I.; Deschamps, A.; De Bonis, G.; Distefano, C.; Donzaud, C.; Dornic, D.; Dorosti, Q.; Drouhin, D.; Dumas, A.; Eberl, T.; Enzenhöfer, A.; Escoffier, S.; Fehn, K.; Felis, I.; Fermani, P.; Folger, F.; Fusco, L. A.; Galatà, S.; Gay, P.; Geißelsöder, S.; Geyer, K.; Giordano, V.; Gleixner, A.; Gómez-González, J. P.; Gracia-Ruiz, R.; Graf, K.; van Haren, H.; Heijboer, A. J.; Hello, Y.; Hernández-Rey, J. J.; Herrero, A.; Hößl, J.; Hofestädt, J.; Hugon, C.; James, C. W.; de Jong, M.; Kalekin, O.; Katz, U.; Kießling, D.; Kooijman, P.; Kouchner, A.; Kulikovskiy, V.; Lahmann, R.; Lattuada, D.; Lefèvre, D.; Leonora, E.; Loehner, H.; Loucatos, S.; Mangano, S.; Marcelin, M.; Margiotta, A.; Martínez-Mora, J. A.; Martini, S.; Mathieu, A.; Michael, T.; Migliozzi, P.; Neff, M.; Nezri, E.; Palioselitis, D.; Păvălaş, G. E.; Perrina, C.; Piattelli, P.; Popa, V.; Pradier, T.; Racca, C.; Riccobene, G.; Richter, R.; Roensch, K.; Rostovtsev, A.; Saldaña, M.; Samtleben, D. F. E.; Sánchez-Losa, A.; Sanguineti, M.; Sapienza, P.; Schmid, J.; Schnabel, J.; Schulte, S.; Schüssler, F.; Seitz, T.; Sieger, C.; Spies, A.; Spurio, M.; Steijger, J. J. M.; Stolarczyk, Th.; Taiuti, M.; Tamburini, C.; Tayalati, Y.; Trovato, A.; Tselengidou, M.; Tönnis, C.; Vallage, B.; Vallée, C.; Van Elewyck, V.; Visser, E.; Vivolo, D.; Wagner, S.; de Wolf, E.; Yepes, H.; Zornoza, J. D.; Zúñiga, J.; TANAMI Collaboration; Krauß, F.; Kadler, M.; Mannheim, K.; Schulz, R.; Trüstedt, J.; Wilms, J.; Ojha, R.; Ros, E.; Baumgartner, W.; Beuchert, T.; Blanchard, J.; Bürkel, C.; Carpenter, B.; Edwards, P. G.; Eisenacher Glawion, D.; Elsässer, D.; Fritsch, U.; Gehrels, N.; Gräfe, C.; Großberger, C.; Hase, H.; Horiuchi, S.; Kappes, A.; Kreikenbohm, A.; Kreykenbohm, I.; Langejahn, M.; Leiter, K.; Litzinger, E.; Lovell, J. E. J.; Müller, C.; Phillips, C.; Plötz, C.; Quick, J.; Steinbring, T.; Stevens, J.; Thompson, D. J.; Tzioumis, A. K.

    2015-04-01

    Context. The source(s) of the neutrino excess reported by the IceCube Collaboration is unknown. The TANAMI Collaboration recently reported on the multiwavelength emission of six bright, variable blazars which are positionally coincident with two of the most energetic IceCube events. Objects like these are prime candidates to be the source of the highest-energy cosmic rays, and thus of associated neutrino emission. Aims: We present an analysis of neutrino emission from the six blazars using observations with the ANTARES neutrino telescope. Methods: The standard methods of the ANTARES candidate list search are applied to six years of data to search for an excess of muons - and hence their neutrino progenitors - from the directions of the six blazars described by the TANAMI Collaboration, and which are possibly associated with two IceCube events. Monte Carlo simulations of the detector response to both signal and background particle fluxes are used to estimate the sensitivity of this analysis for different possible source neutrino spectra. A maximum-likelihood approach, using the reconstructed energies and arrival directions of through-going muons, is used to identify events with properties consistent with a blazar origin. Results: Both blazars predicted to be the most neutrino-bright in the TANAMI sample (1653-329 and 1714-336) have a signal flux fitted by the likelihood analysis corresponding to approximately one event. This observation is consistent with the blazar-origin hypothesis of the IceCube event IC 14 for a broad range of blazar spectra, although an atmospheric origin cannot be excluded. No ANTARES events are observed from any of the other four blazars, including the three associated with IceCube event IC20. This excludes at a 90% confidence level the possibility that this event was produced by these blazars unless the neutrino spectrum is flatter than -2.4. Figures 2, 3 and Appendix A are available in electronic form at http://www.aanda.org

  8. Consumer Expectations of Capacity Constrains and Their Effect on the Demand for Multi-Class Air Travel

    NASA Technical Reports Server (NTRS)

    Battersby, Bryn D.

    2003-01-01

    This paper argues that a consumer's decision on ticket class takes into account the expected likelihood of obtaining a seat in a particular class which, in turn, partially depends on an optimum "transaction cost". Taking into account the preferences of the consumer and the information that the consumer is endowed with, the consumer will select a ticket that includes its own optimal transaction cost. This motivates the inclusion of the capacity constraint as a proxy independent variable for these consumer expectations This then forms the basis of a model of air-travel demand with specific reference to Australia. A censored likelihood function allowing for correlation in the disturbance term across k classes is introduced. The correlation in the disturbances arises as a result of the interdependence of the capacity constraints in k different ticket classes on each flight.

  9. Uncertainty, learning, and the optimal management of wildlife

    USGS Publications Warehouse

    Williams, B.K.

    2001-01-01

    Wildlife management is limited by uncontrolled and often unrecognized environmental variation, by limited capabilities to observe and control animal populations, and by a lack of understanding about the biological processes driving population dynamics. In this paper I describe a comprehensive framework for management that includes multiple models and likelihood values to account for structural uncertainty, along with stochastic factors to account for environmental variation, random sampling, and partial controllability. Adaptive optimization is developed in terms of the optimal control of incompletely understood populations, with the expected value of perfect information measuring the potential for improving control through learning. The framework for optimal adaptive control is generalized by including partial observability and non-adaptive, sample-based updating of model likelihoods. Passive adaptive management is derived as a special case of constrained adaptive optimization, representing a potentially efficient suboptimal alternative that nonetheless accounts for structural uncertainty.

  10. NON-REGULAR MAXIMUM LIKELIHOOD ESTIMATION

    EPA Science Inventory

    Even though a body of data on the environmental occurrence of medicinal, government-approved ("ethical") pharmaceuticals has been growing over the last two decades (the subject of this book), nearly nothing is known about the disposition of illicit (illegal) drugs in th...

  11. Application of the Bootstrap Methods in Factor Analysis.

    ERIC Educational Resources Information Center

    Ichikawa, Masanori; Konishi, Sadanori

    1995-01-01

    A Monte Carlo experiment was conducted to investigate the performance of bootstrap methods in normal theory maximum likelihood factor analysis when the distributional assumption was satisfied or unsatisfied. Problems arising with the use of bootstrap methods are highlighted. (SLD)

  12. 40 CFR 98.448 - Geologic sequestration monitoring, reporting, and verification (MRV) plan.

    Code of Federal Regulations, 2011 CFR

    2011-07-01

    ... than 1 year. (2) Identification of potential surface leakage pathways for CO2 in the maximum monitoring area and the likelihood, magnitude, and timing, of surface leakage of CO2 through these pathways. (3) A...

  13. 40 CFR 98.448 - Geologic sequestration monitoring, reporting, and verification (MRV) plan.

    Code of Federal Regulations, 2012 CFR

    2012-07-01

    ... than 1 year. (2) Identification of potential surface leakage pathways for CO2 in the maximum monitoring area and the likelihood, magnitude, and timing, of surface leakage of CO2 through these pathways. (3) A...

  14. A Review of System Identification Methods Applied to Aircraft

    NASA Technical Reports Server (NTRS)

    Klein, V.

    1983-01-01

    Airplane identification, equation error method, maximum likelihood method, parameter estimation in frequency domain, extended Kalman filter, aircraft equations of motion, aerodynamic model equations, criteria for the selection of a parsimonious model, and online aircraft identification are addressed.

  15. Joint reconstruction of activity and attenuation in Time-of-Flight PET: A Quantitative Analysis.

    PubMed

    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.

  16. Survival analysis of clinical mastitis data using a nested frailty Cox model fit as a mixed-effects Poisson model.

    PubMed

    Elghafghuf, Adel; Dufour, Simon; Reyher, Kristen; Dohoo, Ian; Stryhn, Henrik

    2014-12-01

    Mastitis is a complex disease affecting dairy cows and is considered to be the most costly disease of dairy herds. The hazard of mastitis is a function of many factors, both managerial and environmental, making its control a difficult issue to milk producers. Observational studies of clinical mastitis (CM) often generate datasets with a number of characteristics which influence the analysis of those data: the outcome of interest may be the time to occurrence of a case of mastitis, predictors may change over time (time-dependent predictors), the effects of factors may change over time (time-dependent effects), there are usually multiple hierarchical levels, and datasets may be very large. Analysis of such data often requires expansion of the data into the counting-process format - leading to larger datasets - thus complicating the analysis and requiring excessive computing time. In this study, a nested frailty Cox model with time-dependent predictors and effects was applied to Canadian Bovine Mastitis Research Network data in which 10,831 lactations of 8035 cows from 69 herds were followed through lactation until the first occurrence of CM. The model was fit to the data as a Poisson model with nested normally distributed random effects at the cow and herd levels. Risk factors associated with the hazard of CM during the lactation were identified, such as parity, calving season, herd somatic cell score, pasture access, fore-stripping, and proportion of treated cases of CM in a herd. The analysis showed that most of the predictors had a strong effect early in lactation and also demonstrated substantial variation in the baseline hazard among cows and between herds. A small simulation study for a setting similar to the real data was conducted to evaluate the Poisson maximum likelihood estimation approach with both Gaussian quadrature method and Laplace approximation. Further, the performance of the two methods was compared with the performance of a widely used estimation approach for frailty Cox models based on the penalized partial likelihood. The simulation study showed good performance for the Poisson maximum likelihood approach with Gaussian quadrature and biased variance component estimates for both the Poisson maximum likelihood with Laplace approximation and penalized partial likelihood approaches. Copyright © 2014. Published by Elsevier B.V.

  17. Effect of formal and informal likelihood functions on uncertainty assessment in a single event rainfall-runoff model

    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.

  18. Additive hazards regression and partial likelihood estimation for ecological monitoring data across space.

    PubMed

    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.

  19. Maximum likelihood method for estimating airplane stability and control parameters from flight data in frequency domain

    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.

  20. Simpson's paradox - aggregating and partitioning populations in health disparities of lung cancer patients.

    PubMed

    Fu, P; Panneerselvam, A; Clifford, B; Dowlati, A; Ma, P C; Zeng, G; Halmos, B; Leidner, R S

    2015-12-01

    It is well known that non-small cell lung cancer (NSCLC) is a heterogeneous group of diseases. Previous studies have demonstrated genetic variation among different ethnic groups in the epidermal growth factor receptor (EGFR) in NSCLC. Research by our group and others has recently shown a lower frequency of EGFR mutations in African Americans with NSCLC, as compared to their White counterparts. In this study, we use our original study data of EGFR pathway genetics in African American NSCLC as an example to illustrate that univariate analyses based on aggregation versus partition of data leads to contradictory results, in order to emphasize the importance of controlling statistical confounding. We further investigate analytic approaches in logistic regression for data with separation, as is the case in our example data set, and apply appropriate methods to identify predictors of EGFR mutation. Our simulation shows that with separated or nearly separated data, penalized maximum likelihood (PML) produces estimates with smallest bias and approximately maintains the nominal value with statistical power equal to or better than that from maximum likelihood and exact conditional likelihood methods. Application of the PML method in our example data set shows that race and EGFR-FISH are independently significant predictors of EGFR mutation. © The Author(s) 2011.

  1. Testing manifest monotonicity using order-constrained statistical inference.

    PubMed

    Tijmstra, Jesper; Hessen, David J; van der Heijden, Peter G M; Sijtsma, Klaas

    2013-01-01

    Most dichotomous item response models share the assumption of latent monotonicity, which states that the probability of a positive response to an item is a nondecreasing function of a latent variable intended to be measured. Latent monotonicity cannot be evaluated directly, but it implies manifest monotonicity across a variety of observed scores, such as the restscore, a single item score, and in some cases the total score. In this study, we show that manifest monotonicity can be tested by means of the order-constrained statistical inference framework. We propose a procedure that uses this framework to determine whether manifest monotonicity should be rejected for specific items. This approach provides a likelihood ratio test for which the p-value can be approximated through simulation. A simulation study is presented that evaluates the Type I error rate and power of the test, and the procedure is applied to empirical data.

  2. A Well-Resolved Phylogeny of the Trees of Puerto Rico Based on DNA Barcode Sequence Data

    PubMed Central

    Muscarella, Robert; Uriarte, María; Erickson, David L.; Swenson, Nathan G.; Zimmerman, Jess K.; Kress, W. John

    2014-01-01

    Background The use of phylogenetic information in community ecology and conservation has grown in recent years. Two key issues for community phylogenetics studies, however, are (i) low terminal phylogenetic resolution and (ii) arbitrarily defined species pools. Methodology/principal findings We used three DNA barcodes (plastid DNA regions rbcL, matK, and trnH-psbA) to infer a phylogeny for 527 native and naturalized trees of Puerto Rico, representing the vast majority of the entire tree flora of the island (89%). We used a maximum likelihood (ML) approach with and without a constraint tree that enforced monophyly of recognized plant orders. Based on 50% consensus trees, the ML analyses improved phylogenetic resolution relative to a comparable phylogeny generated with Phylomatic (proportion of internal nodes resolved: constrained ML = 74%, unconstrained ML = 68%, Phylomatic = 52%). We quantified the phylogenetic composition of 15 protected forests in Puerto Rico using the constrained ML and Phylomatic phylogenies. We found some evidence that tree communities in areas of high water stress were relatively phylogenetically clustered. Reducing the scale at which the species pool was defined (from island to soil types) changed some of our results depending on which phylogeny (ML vs. Phylomatic) was used. Overall, the increased terminal resolution provided by the ML phylogeny revealed additional patterns that were not observed with a less-resolved phylogeny. Conclusions/significance With the DNA barcode phylogeny presented here (based on an island-wide species pool), we show that a more fully resolved phylogeny increases power to detect nonrandom patterns of community composition in several Puerto Rican tree communities. Especially if combined with additional information on species functional traits and geographic distributions, this phylogeny will (i) facilitate stronger inferences about the role of historical processes in governing the assembly and composition of Puerto Rican forests, (ii) provide insight into Caribbean biogeography, and (iii) aid in incorporating evolutionary history into conservation planning. PMID:25386879

  3. Minimally Informative Prior Distributions for PSA

    DOE Office of Scientific and Technical Information (OSTI.GOV)

    Dana L. Kelly; Robert W. Youngblood; Kurt G. Vedros

    2010-06-01

    A salient feature of Bayesian inference is its ability to incorporate information from a variety of sources into the inference model, via the prior distribution (hereafter simply “the prior”). However, over-reliance on old information can lead to priors that dominate new data. Some analysts seek to avoid this by trying to work with a minimally informative prior distribution. Another reason for choosing a minimally informative prior is to avoid the often-voiced criticism of subjectivity in the choice of prior. Minimally informative priors fall into two broad classes: 1) so-called noninformative priors, which attempt to be completely objective, in that themore » posterior distribution is determined as completely as possible by the observed data, the most well known example in this class being the Jeffreys prior, and 2) priors that are diffuse over the region where the likelihood function is nonnegligible, but that incorporate some information about the parameters being estimated, such as a mean value. In this paper, we compare four approaches in the second class, with respect to their practical implications for Bayesian inference in Probabilistic Safety Assessment (PSA). The most commonly used such prior, the so-called constrained noninformative prior, is a special case of the maximum entropy prior. This is formulated as a conjugate distribution for the most commonly encountered aleatory models in PSA, and is correspondingly mathematically convenient; however, it has a relatively light tail and this can cause the posterior mean to be overly influenced by the prior in updates with sparse data. A more informative prior that is capable, in principle, of dealing more effectively with sparse data is a mixture of conjugate priors. A particular diffuse nonconjugate prior, the logistic-normal, is shown to behave similarly for some purposes. Finally, we review the so-called robust prior. Rather than relying on the mathematical abstraction of entropy, as does the constrained noninformative prior, the robust prior places a heavy-tailed Cauchy prior on the canonical parameter of the aleatory model.« less

  4. A well-resolved phylogeny of the trees of Puerto Rico based on DNA barcode sequence data.

    PubMed

    Muscarella, Robert; Uriarte, María; Erickson, David L; Swenson, Nathan G; Zimmerman, Jess K; Kress, W John

    2014-01-01

    The use of phylogenetic information in community ecology and conservation has grown in recent years. Two key issues for community phylogenetics studies, however, are (i) low terminal phylogenetic resolution and (ii) arbitrarily defined species pools. We used three DNA barcodes (plastid DNA regions rbcL, matK, and trnH-psbA) to infer a phylogeny for 527 native and naturalized trees of Puerto Rico, representing the vast majority of the entire tree flora of the island (89%). We used a maximum likelihood (ML) approach with and without a constraint tree that enforced monophyly of recognized plant orders. Based on 50% consensus trees, the ML analyses improved phylogenetic resolution relative to a comparable phylogeny generated with Phylomatic (proportion of internal nodes resolved: constrained ML = 74%, unconstrained ML = 68%, Phylomatic = 52%). We quantified the phylogenetic composition of 15 protected forests in Puerto Rico using the constrained ML and Phylomatic phylogenies. We found some evidence that tree communities in areas of high water stress were relatively phylogenetically clustered. Reducing the scale at which the species pool was defined (from island to soil types) changed some of our results depending on which phylogeny (ML vs. Phylomatic) was used. Overall, the increased terminal resolution provided by the ML phylogeny revealed additional patterns that were not observed with a less-resolved phylogeny. With the DNA barcode phylogeny presented here (based on an island-wide species pool), we show that a more fully resolved phylogeny increases power to detect nonrandom patterns of community composition in several Puerto Rican tree communities. Especially if combined with additional information on species functional traits and geographic distributions, this phylogeny will (i) facilitate stronger inferences about the role of historical processes in governing the assembly and composition of Puerto Rican forests, (ii) provide insight into Caribbean biogeography, and (iii) aid in incorporating evolutionary history into conservation planning.

  5. A Radio-Polarisation and Rotation Measure Study of the Gum Nebula and Its Environment

    NASA Astrophysics Data System (ADS)

    Purcell, C. R.; Gaensler, B. M.; Sun, X. H.; Carretti, E.; Bernardi, G.; Haverkorn, M.; Kesteven, M. J.; Poppi, S.; Schnitzeler, D. H. F. M.; Staveley-Smith, L.

    2015-05-01

    The Gum Nebula is 36°-wide shell-like emission nebula at a distance of only ˜450 pc. It has been hypothesized to be an old supernova remnant, fossil H ii region, wind-blown bubble, or combination of multiple objects. Here we investigate the magneto-ionic properties of the nebula using data from recent surveys: radio-continuum data from the NRAO VLA and S-band Parkes All Sky Surveys, and H α data from the Southern H-Alpha Sky Survey Atlas. We model the upper part of the nebula as a spherical shell of ionized gas expanding into the ambient medium. We perform a maximum-likelihood Markov chain Monte Carlo fit to the NVSS rotation measure data, using the H α data to constrain average electron density in the shell ne. Assuming a latitudinal background gradient in rotation measure, we find {{n}e}=1.3-0.4+0.4 c{{m}-3}, angular radius {{φ }outer}=22\\buildrel{\\circ}\\over{.} 7-0.1+0.1, shell thickness dr=18.5-1.4+1.5 pc, ambient magnetic field strength {{B}0}=3.9-2.2+4.9 μ G, and warm gas filling factor f=0.3-0.1+0.3. We constrain the local, small-scale (˜260 pc) pitch-angle of the ordered Galactic magnetic field to +7{}^\\circ ≲ \\wp ≲ +44{}^\\circ , which represents a significant deviation from the median field orientation on kiloparsec scales (˜-7.°2). The moderate compression factor X=6.0-2.5+5.1 at the edge of the H α shell implies that the “old supernova remnant” origin is unlikely. Our results support a model of the nebula as a H ii region around a wind-blown bubble. Analysis of depolarization in 2.3 GHz S-PASS data is consistent with this hypothesis and our best-fitting values agree well with previous studies of interstellar bubbles.

  6. Maximum-entropy probability distributions under Lp-norm constraints

    NASA Technical Reports Server (NTRS)

    Dolinar, S.

    1991-01-01

    Continuous probability density functions and discrete probability mass functions are tabulated which maximize the differential entropy or absolute entropy, respectively, among all probability distributions with a given L sub p norm (i.e., a given pth absolute moment when p is a finite integer) and unconstrained or constrained value set. Expressions for the maximum entropy are evaluated as functions of the L sub p norm. The most interesting results are obtained and plotted for unconstrained (real valued) continuous random variables and for integer valued discrete random variables. The maximum entropy expressions are obtained in closed form for unconstrained continuous random variables, and in this case there is a simple straight line relationship between the maximum differential entropy and the logarithm of the L sub p norm. Corresponding expressions for arbitrary discrete and constrained continuous random variables are given parametrically; closed form expressions are available only for special cases. However, simpler alternative bounds on the maximum entropy of integer valued discrete random variables are obtained by applying the differential entropy results to continuous random variables which approximate the integer valued random variables in a natural manner. All the results are presented in an integrated framework that includes continuous and discrete random variables, constraints on the permissible value set, and all possible values of p. Understanding such as this is useful in evaluating the performance of data compression schemes.

  7. Empirical Bayes Approaches to Multivariate Fuzzy Partitions.

    ERIC Educational Resources Information Center

    Woodbury, Max A.; Manton, Kenneth G.

    1991-01-01

    An empirical Bayes-maximum likelihood estimation procedure is presented for the application of fuzzy partition models in describing high dimensional discrete response data. The model describes individuals in terms of partial membership in multiple latent categories that represent bounded discrete spaces. (SLD)

  8. Estimation of Multinomial Probabilities.

    DTIC Science & Technology

    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

  9. 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…

  10. A Study of Algorithms for Covariance Structure Analysis with Specific Comparisons Using Factor Analysis.

    ERIC Educational Resources Information Center

    Lee, S. Y.; Jennrich, R. I.

    1979-01-01

    A variety of algorithms for analyzing covariance structures are considered. Additionally, two methods of estimation, maximum likelihood, and weighted least squares are considered. Comparisons are made between these algorithms and factor analysis. (Author/JKS)

  11. Global population structure and adaptive evolution of aflatoxin-producing fungi

    USDA-ARS?s Scientific Manuscript database

    We employed interspecific principal component analyses for six different categories (geography, species, precipitation, temperature, aflatoxin chemotype profile, and mating type) and inferred maximum likelihood phylogenies for six combined loci, including two aflatoxin cluster regions (aflM/alfN and...

  12. Surface Uplift Rate Constrained by Multiple Terrestrial Cosmogenic Nuclides: Theory and Application from the Central Andean Plateau

    NASA Astrophysics Data System (ADS)

    McPhillips, D. F.; Hoke, G. D.; Niedermann, S.; Wittmann, H.

    2015-12-01

    There is widespread interest in quantifying the growth and decay of topography. However, prominent methods for quantitative determinations of paleoelevation rely on assumptions that are often difficult to test. For example, stable isotope paleoaltimetry relies on the knowledge of past lapse rates and moisture sources. Here, we demonstrate how cosmogenic 10Be - 21Ne and/or 10Be - 26Al sample pairs can be applied to provide independent estimates of surface uplift rate using both published data and new data from the Atacama Desert. Our approach requires a priori knowledge of the maximum age of exposure of the sampled surface. Ignimbrite surfaces provide practical sampling targets. When erosion is very slow (roughly, ≤1 m/Ma), it is often possible to constrain paleo surface uplift rate with precision comparable to that of stable isotopic methods (approximately ±50%). The likelihood of a successful measurement is increased by taking n samples from a landscape surface and solving for one regional paleo surface uplift rate and n local erosion rates. In northern Chile, we solve for surface uplift and erosion rates using three sample groups from the literature (Kober et al., 2007). In the two lower elevation groups, we calculate surface uplift rates of 110 (+60/-12) m/Myr and 160 (+120/-6) m/Myr and estimate uncertainties with a bootstrap approach. The rates agree with independent estimates derived from stream profile analyses nearby (Hoke et al., 2007). Our calculated uplift rates correspond to total uplift of 1200 and 850 m, respectively, when integrated over appropriate timescales. Erosion rates were too high to reliably calculate the uplift rate in the third, high elevation group. New cosmogenic nuclide analyses from the Atacama Desert are in progress, and preliminary results are encouraging. In particular, a replicate sample in the vicinity of the first Kober et al. (2007) group independently yields a surface uplift rate of 110 m/Myr. Compared to stable isotope proxies, cosmogenic nuclides potentially provide better constraints on surface uplift in places where assumptions about paleo-atmospheric conditions are hard to constrain and justify. F. S. Kober et al. (2007), Geomorphology, 83, 97-110. G. D. Hoke et al. (2007), Tectonics, 26, doi:10.1029/2006TC002082.

  13. Bayesian inference of Earth's radial seismic structure from body-wave traveltimes using neural networks

    NASA Astrophysics Data System (ADS)

    de Wit, Ralph W. L.; Valentine, Andrew P.; Trampert, Jeannot

    2013-10-01

    How do body-wave traveltimes constrain the Earth's radial (1-D) seismic structure? Existing 1-D seismological models underpin 3-D seismic tomography and earthquake location algorithms. It is therefore crucial to assess the quality of such 1-D models, yet quantifying uncertainties in seismological models is challenging and thus often ignored. Ideally, quality assessment should be an integral part of the inverse method. Our aim in this study is twofold: (i) we show how to solve a general Bayesian non-linear inverse problem and quantify model uncertainties, and (ii) we investigate the constraint on spherically symmetric P-wave velocity (VP) structure provided by body-wave traveltimes from the EHB bulletin (phases Pn, P, PP and PKP). Our approach is based on artificial neural networks, which are very common in pattern recognition problems and can be used to approximate an arbitrary function. We use a Mixture Density Network to obtain 1-D marginal posterior probability density functions (pdfs), which provide a quantitative description of our knowledge on the individual Earth parameters. No linearization or model damping is required, which allows us to infer a model which is constrained purely by the data. We present 1-D marginal posterior pdfs for the 22 VP parameters and seven discontinuity depths in our model. P-wave velocities in the inner core, outer core and lower mantle are resolved well, with standard deviations of ˜0.2 to 1 per cent with respect to the mean of the posterior pdfs. The maximum likelihoods of VP are in general similar to the corresponding ak135 values, which lie within one or two standard deviations from the posterior means, thus providing an independent validation of ak135 in this part of the radial model. Conversely, the data contain little or no information on P-wave velocity in the D'' layer, the upper mantle and the homogeneous crustal layers. Further, the data do not constrain the depth of the discontinuities in our model. Using additional phases available in the ISC bulletin, such as PcP, PKKP and the converted phases SP and ScP, may enhance the resolvability of these parameters. Finally, we show how the method can be extended to obtain a posterior pdf for a multidimensional model space. This enables us to investigate correlations between model parameters.

  14. Automatic Bayes Factors for Testing Equality- and Inequality-Constrained Hypotheses on Variances.

    PubMed

    Böing-Messing, Florian; Mulder, Joris

    2018-05-03

    In comparing characteristics of independent populations, researchers frequently expect a certain structure of the population variances. These expectations can be formulated as hypotheses with equality and/or inequality constraints on the variances. In this article, we consider the Bayes factor for testing such (in)equality-constrained hypotheses on variances. Application of Bayes factors requires specification of a prior under every hypothesis to be tested. However, specifying subjective priors for variances based on prior information is a difficult task. We therefore consider so-called automatic or default Bayes factors. These methods avoid the need for the user to specify priors by using information from the sample data. We present three automatic Bayes factors for testing variances. The first is a Bayes factor with equal priors on all variances, where the priors are specified automatically using a small share of the information in the sample data. The second is the fractional Bayes factor, where a fraction of the likelihood is used for automatic prior specification. The third is an adjustment of the fractional Bayes factor such that the parsimony of inequality-constrained hypotheses is properly taken into account. The Bayes factors are evaluated by investigating different properties such as information consistency and large sample consistency. Based on this evaluation, it is concluded that the adjusted fractional Bayes factor is generally recommendable for testing equality- and inequality-constrained hypotheses on variances.

  15. Phylogeny of Salsoleae s.l. (Chenopodiaceae) based on DNA sequence data from ITS, psbB-psbH, and rbcL, with emphasis on taxa of northwestern China

    Treesearch

    Zhi-Bin Wen; Ming-Li Zhang; Ge-Lin Zhu; Stewart C. Sanderson

    2010-01-01

    To reconstruct phylogeny and verify the monophyly of major subgroups, a total of 52 species representing almost all species of Salsoleae s.l. in China were sampled, with analysis based on three molecular markers (nrDNA ITS, cpDNA psbB-psbH and rbcL), using maximum parsimony, maximum likelihood, and Bayesian inference methods. Our molecular evidence provides strong...

  16. Movement Variability Increases With Shoulder Pain When Compensatory Strategies of the Upper Body Are Constrained.

    PubMed

    López-Pascual, Juan; Page, Álvaro; Serra-Añó, Pilar

    2017-10-13

    This cross-sectional study analyzed the influence of chronic shoulder pain (CSP) on movement variability/kinematics during humeral elevation, with the trunk and elbow motions constrained to avoid compensatory strategies. For this purpose, 37 volunteers with CSP as the injured group (IG) and 58 participants with asymptomatic shoulders as the control group (CG) participated in the study. Maximum humeral elevation (Emax), maximum angular velocity (Velmax), variability of the maximum angle (CVEmax), functional variability (Func_var), and approximate entropy (ApEn) were calculated from the kinematic data. Patients' pain was measured on the visual analogue scale (VAS). Compared with the CG, the IG presented lower Emax and Velmax and higher variability (i.e., CVEmax, Func_var, and ApEn). Moderate correlations were achieved for the VAS score and the kinematic variables Emax, Velmax and variability of curve analysis, Func_varm, and ApEn. No significant correlation was found for CVEmax. In conclusion, CSP results in a decrease of angle and velocity and an increased shoulder movement variability when the neuromuscular system cannot use compensatory strategies to avoid painful positions.

  17. Reconsidering Cluster Bias in Multilevel Data: A Monte Carlo Comparison of Free and Constrained Baseline Approaches.

    PubMed

    Guenole, Nigel

    2018-01-01

    The test for item level cluster bias examines the improvement in model fit that results from freeing an item's between level residual variance from a baseline model with equal within and between level factor loadings and between level residual variances fixed at zero. A potential problem is that this approach may include a misspecified unrestricted model if any non-invariance is present, but the log-likelihood difference test requires that the unrestricted model is correctly specified. A free baseline approach where the unrestricted model includes only the restrictions needed for model identification should lead to better decision accuracy, but no studies have examined this yet. We ran a Monte Carlo study to investigate this issue. When the referent item is unbiased, compared to the free baseline approach, the constrained baseline approach led to similar true positive (power) rates but much higher false positive (Type I error) rates. The free baseline approach should be preferred when the referent indicator is unbiased. When the referent assumption is violated, the false positive rate was unacceptably high for both free and constrained baseline approaches, and the true positive rate was poor regardless of whether the free or constrained baseline approach was used. Neither the free or constrained baseline approach can be recommended when the referent indicator is biased. We recommend paying close attention to ensuring the referent indicator is unbiased in tests of cluster bias. All Mplus input and output files, R, and short Python scripts used to execute this simulation study are uploaded to an open access repository.

  18. Reconsidering Cluster Bias in Multilevel Data: A Monte Carlo Comparison of Free and Constrained Baseline Approaches

    PubMed Central

    Guenole, Nigel

    2018-01-01

    The test for item level cluster bias examines the improvement in model fit that results from freeing an item's between level residual variance from a baseline model with equal within and between level factor loadings and between level residual variances fixed at zero. A potential problem is that this approach may include a misspecified unrestricted model if any non-invariance is present, but the log-likelihood difference test requires that the unrestricted model is correctly specified. A free baseline approach where the unrestricted model includes only the restrictions needed for model identification should lead to better decision accuracy, but no studies have examined this yet. We ran a Monte Carlo study to investigate this issue. When the referent item is unbiased, compared to the free baseline approach, the constrained baseline approach led to similar true positive (power) rates but much higher false positive (Type I error) rates. The free baseline approach should be preferred when the referent indicator is unbiased. When the referent assumption is violated, the false positive rate was unacceptably high for both free and constrained baseline approaches, and the true positive rate was poor regardless of whether the free or constrained baseline approach was used. Neither the free or constrained baseline approach can be recommended when the referent indicator is biased. We recommend paying close attention to ensuring the referent indicator is unbiased in tests of cluster bias. All Mplus input and output files, R, and short Python scripts used to execute this simulation study are uploaded to an open access repository. PMID:29551985

  19. Computing the Distribution of Pareto Sums Using Laplace Transformation and Stehfest Inversion

    NASA Astrophysics Data System (ADS)

    Harris, C. K.; Bourne, S. J.

    2017-05-01

    In statistical seismology, the properties of distributions of total seismic moment are important for constraining seismological models, such as the strain partitioning model (Bourne et al. J Geophys Res Solid Earth 119(12): 8991-9015, 2014). This work was motivated by the need to develop appropriate seismological models for the Groningen gas field in the northeastern Netherlands, in order to address the issue of production-induced seismicity. The total seismic moment is the sum of the moments of individual seismic events, which in common with many other natural processes, are governed by Pareto or "power law" distributions. The maximum possible moment for an induced seismic event can be constrained by geomechanical considerations, but rather poorly, and for Groningen it cannot be reliably inferred from the frequency distribution of moment magnitude pertaining to the catalogue of observed events. In such cases it is usual to work with the simplest form of the Pareto distribution without an upper bound, and we follow the same approach here. In the case of seismicity, the exponent β appearing in the power-law relation is small enough for the variance of the unbounded Pareto distribution to be infinite, which renders standard statistical methods concerning sums of statistical variables, based on the central limit theorem, inapplicable. Determinations of the properties of sums of moderate to large numbers of Pareto-distributed variables with infinite variance have traditionally been addressed using intensive Monte Carlo simulations. This paper presents a novel method for accurate determination of the properties of such sums that is accurate, fast and easily implemented, and is applicable to Pareto-distributed variables for which the power-law exponent β lies within the interval [0, 1]. It is based on shifting the original variables so that a non-zero density is obtained exclusively for non-negative values of the parameter and is identically zero elsewhere, a property that is shared by the sum of an arbitrary number of such variables. The technique involves applying the Laplace transform to the normalized sum (which is simply the product of the Laplace transforms of the densities of the individual variables, with a suitable scaling of the Laplace variable), and then inverting it numerically using the Gaver-Stehfest algorithm. After validating the method using a number of test cases, it was applied to address the distribution of total seismic moment, and the quantiles computed for various numbers of seismic events were compared with those obtained in the literature using Monte Carlo simulation. Excellent agreement was obtained. As an application, the method was applied to the evolution of total seismic moment released by tremors due to gas production in the Groningen gas field in the northeastern Netherlands. The speed, accuracy and ease of implementation of the method allows the development of accurate correlations for constraining statistical seismological models using, for example, the maximum-likelihood method. It should also be of value in other natural processes governed by Pareto distributions with exponent less than unity.

  20. Inverse Ising problem in continuous time: A latent variable approach

    NASA Astrophysics Data System (ADS)

    Donner, Christian; Opper, Manfred

    2017-12-01

    We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.

Top