Inferring the parameters of a Markov process from snapshots of the steady state

NASA Astrophysics Data System (ADS)

Dettmer, Simon L.; Berg, Johannes

2018-02-01

We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is generally unknown and hard to compute, which prevents the application of established equilibrium inference methods. We propose a quantity we call propagator likelihood, which takes on the role of the likelihood in equilibrium processes. This propagator likelihood is based on fictitious transitions between those configurations of the system which occur in the samples. The propagator likelihood can be derived by minimising the relative entropy between the empirical distribution and a distribution generated by propagating the empirical distribution forward in time. Maximising the propagator likelihood leads to an efficient reconstruction of the parameters of the underlying model in different systems, both with discrete configurations and with continuous configurations. We apply the method to non-equilibrium models from statistical physics and theoretical biology, including the asymmetric simple exclusion process (ASEP), the kinetic Ising model, and replicator dynamics.

An analytic modeling and system identification study of rotor/fuselage dynamics at hover

NASA Technical Reports Server (NTRS)

Hong, Steven W.; Curtiss, H. C., Jr.

1993-01-01

A combination of analytic modeling and system identification methods have been used to develop an improved dynamic model describing the response of articulated rotor helicopters to control inputs. A high-order linearized model of coupled rotor/body dynamics including flap and lag degrees of freedom and inflow dynamics with literal coefficients is compared to flight test data from single rotor helicopters in the near hover trim condition. The identification problem was formulated using the maximum likelihood function in the time domain. The dynamic model with literal coefficients was used to generate the model states, and the model was parametrized in terms of physical constants of the aircraft rather than the stability derivatives resulting in a significant reduction in the number of quantities to be identified. The likelihood function was optimized using the genetic algorithm approach. This method proved highly effective in producing an estimated model from flight test data which included coupled fuselage/rotor dynamics. Using this approach it has been shown that blade flexibility is a significant contributing factor to the discrepancies between theory and experiment shown in previous studies. Addition of flexible modes, properly incorporating the constraint due to the lag dampers, results in excellent agreement between flight test and theory, especially in the high frequency range.

An analytic modeling and system identification study of rotor/fuselage dynamics at hover

NASA Technical Reports Server (NTRS)

Hong, Steven W.; Curtiss, H. C., Jr.

1993-01-01

A combination of analytic modeling and system identification methods have been used to develop an improved dynamic model describing the response of articulated rotor helicopters to control inputs. A high-order linearized model of coupled rotor/body dynamics including flap and lag degrees of freedom and inflow dynamics with literal coefficients is compared to flight test data from single rotor helicopters in the near hover trim condition. The identification problem was formulated using the maximum likelihood function in the time domain. The dynamic model with literal coefficients was used to generate the model states, and the model was parametrized in terms of physical constants of the aircraft rather than the stability derivatives, resulting in a significant reduction in the number of quantities to be identified. The likelihood function was optimized using the genetic algorithm approach. This method proved highly effective in producing an estimated model from flight test data which included coupled fuselage/rotor dynamics. Using this approach it has been shown that blade flexibility is a significant contributing factor to the discrepancies between theory and experiment shown in previous studies. Addition of flexible modes, properly incorporating the constraint due to the lag dampers, results in excellent agreement between flight test and theory, especially in the high frequency range.

Weak and Dynamic GNSS Signal Tracking Strategies for Flight Missions in the Space Service Volume

PubMed Central

Jing, Shuai; Zhan, Xingqun; Liu, Baoyu; Chen, Maolin

2016-01-01

Weak-signal and high-dynamics are of two primary concerns of space navigation using GNSS (Global Navigation Satellite System) in the space service volume (SSV). The paper firstly defines a reference assumption third-order phase-locked loop (PLL) as the baseline of an onboard GNSS receiver, and proves the incompetence of this conventional architecture. Then an adaptive four-state Kalman filter (KF)-based algorithm is introduced to realize the optimization of loop noise bandwidth, which can adaptively regulate its filter gain according to the received signal power and line-of-sight (LOS) dynamics. To overcome the matter of losing lock in weak-signal and high-dynamic environments, an open loop tracking strategy aided by an inertial navigation system (INS) is recommended, and the traditional maximum likelihood estimation (MLE) method is modified in a non-coherent way by reconstructing the likelihood cost function. Furthermore, a typical mission with combined orbital maneuvering and non-maneuvering arcs is taken as a destination object to test the two proposed strategies. Finally, the experiment based on computer simulation identifies the effectiveness of an adaptive four-state KF-based strategy under non-maneuvering conditions and the virtue of INS-assisted methods under maneuvering conditions. PMID:27598164

Weak and Dynamic GNSS Signal Tracking Strategies for Flight Missions in the Space Service Volume.

PubMed

Jing, Shuai; Zhan, Xingqun; Liu, Baoyu; Chen, Maolin

2016-09-02

Weak-signal and high-dynamics are of two primary concerns of space navigation using GNSS (Global Navigation Satellite System) in the space service volume (SSV). The paper firstly defines a reference assumption third-order phase-locked loop (PLL) as the baseline of an onboard GNSS receiver, and proves the incompetence of this conventional architecture. Then an adaptive four-state Kalman filter (KF)-based algorithm is introduced to realize the optimization of loop noise bandwidth, which can adaptively regulate its filter gain according to the received signal power and line-of-sight (LOS) dynamics. To overcome the matter of losing lock in weak-signal and high-dynamic environments, an open loop tracking strategy aided by an inertial navigation system (INS) is recommended, and the traditional maximum likelihood estimation (MLE) method is modified in a non-coherent way by reconstructing the likelihood cost function. Furthermore, a typical mission with combined orbital maneuvering and non-maneuvering arcs is taken as a destination object to test the two proposed strategies. Finally, the experiment based on computer simulation identifies the effectiveness of an adaptive four-state KF-based strategy under non-maneuvering conditions and the virtue of INS-assisted methods under maneuvering conditions.

Anatomically-Aided PET Reconstruction Using the Kernel Method

PubMed Central

Hutchcroft, Will; Wang, Guobao; Chen, Kevin T.; Catana, Ciprian; Qi, Jinyi

2016-01-01

This paper extends the kernel method that was proposed previously for dynamic PET reconstruction, to incorporate anatomical side information into the PET reconstruction model. In contrast to existing methods that incorporate anatomical information using a penalized likelihood framework, the proposed method incorporates this information in the simpler maximum likelihood (ML) formulation and is amenable to ordered subsets. The new method also does not require any segmentation of the anatomical image to obtain edge information. We compare the kernel method with the Bowsher method for anatomically-aided PET image reconstruction through a simulated data set. Computer simulations demonstrate that the kernel method offers advantages over the Bowsher method in region of interest (ROI) quantification. Additionally the kernel method is applied to a 3D patient data set. The kernel method results in reduced noise at a matched contrast level compared with the conventional ML expectation maximization (EM) algorithm. PMID:27541810

Anatomically-aided PET reconstruction using the kernel method.

PubMed

Hutchcroft, Will; Wang, Guobao; Chen, Kevin T; Catana, Ciprian; Qi, Jinyi

2016-09-21

This paper extends the kernel method that was proposed previously for dynamic PET reconstruction, to incorporate anatomical side information into the PET reconstruction model. In contrast to existing methods that incorporate anatomical information using a penalized likelihood framework, the proposed method incorporates this information in the simpler maximum likelihood (ML) formulation and is amenable to ordered subsets. The new method also does not require any segmentation of the anatomical image to obtain edge information. We compare the kernel method with the Bowsher method for anatomically-aided PET image reconstruction through a simulated data set. Computer simulations demonstrate that the kernel method offers advantages over the Bowsher method in region of interest quantification. Additionally the kernel method is applied to a 3D patient data set. The kernel method results in reduced noise at a matched contrast level compared with the conventional ML expectation maximization algorithm.

Anatomically-aided PET reconstruction using the kernel method

NASA Astrophysics Data System (ADS)

Hutchcroft, Will; Wang, Guobao; Chen, Kevin T.; Catana, Ciprian; Qi, Jinyi

2016-09-01

This paper extends the kernel method that was proposed previously for dynamic PET reconstruction, to incorporate anatomical side information into the PET reconstruction model. In contrast to existing methods that incorporate anatomical information using a penalized likelihood framework, the proposed method incorporates this information in the simpler maximum likelihood (ML) formulation and is amenable to ordered subsets. The new method also does not require any segmentation of the anatomical image to obtain edge information. We compare the kernel method with the Bowsher method for anatomically-aided PET image reconstruction through a simulated data set. Computer simulations demonstrate that the kernel method offers advantages over the Bowsher method in region of interest quantification. Additionally the kernel method is applied to a 3D patient data set. The kernel method results in reduced noise at a matched contrast level compared with the conventional ML expectation maximization algorithm.

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

On Restructurable Control System Theory

NASA Technical Reports Server (NTRS)

Athans, M.

1983-01-01

The state of stochastic system and control theory as it impacts restructurable control issues is addressed. The multivariable characteristics of the control problem are addressed. The failure detection/identification problem is discussed as a multi-hypothesis testing problem. Control strategy reconfiguration, static multivariable controls, static failure hypothesis testing, dynamic multivariable controls, fault-tolerant control theory, dynamic hypothesis testing, generalized likelihood ratio (GLR) methods, and adaptive control are discussed.

Theoretical Analysis of Penalized Maximum-Likelihood Patlak Parametric Image Reconstruction in Dynamic PET for Lesion Detection.

PubMed

Yang, Li; Wang, Guobao; Qi, Jinyi

2016-04-01

Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.

Inference of the sparse kinetic Ising model using the decimation method

NASA Astrophysics Data System (ADS)

Decelle, Aurélien; Zhang, Pan

2015-05-01

In this paper we study the inference of the kinetic Ising model on sparse graphs by the decimation method. The decimation method, which was first proposed in Decelle and Ricci-Tersenghi [Phys. Rev. Lett. 112, 070603 (2014), 10.1103/PhysRevLett.112.070603] for the static inverse Ising problem, tries to recover the topology of the inferred system by setting the weakest couplings to zero iteratively. During the decimation process the likelihood function is maximized over the remaining couplings. Unlike the ℓ1-optimization-based methods, the decimation method does not use the Laplace distribution as a heuristic choice of prior to select a sparse solution. In our case, the whole process can be done auto-matically without fixing any parameters by hand. We show that in the dynamical inference problem, where the task is to reconstruct the couplings of an Ising model given the data, the decimation process can be applied naturally into a maximum-likelihood optimization algorithm, as opposed to the static case where pseudolikelihood method needs to be adopted. We also use extensive numerical studies to validate the accuracy of our methods in dynamical inference problems. Our results illustrate that, on various topologies and with different distribution of couplings, the decimation method outperforms the widely used ℓ1-optimization-based methods.

Estimation of Time-Varying Pilot Model Parameters

NASA Technical Reports Server (NTRS)

Zaal, Peter M. T.; Sweet, Barbara T.

2011-01-01

Human control behavior is rarely completely stationary over time due to fatigue or loss of attention. In addition, there are many control tasks for which human operators need to adapt their control strategy to vehicle dynamics that vary in time. In previous studies on the identification of time-varying pilot control behavior wavelets were used to estimate the time-varying frequency response functions. However, the estimation of time-varying pilot model parameters was not considered. Estimating these parameters can be a valuable tool for the quantification of different aspects of human time-varying manual control. This paper presents two methods for the estimation of time-varying pilot model parameters, a two-step method using wavelets and a windowed maximum likelihood estimation method. The methods are evaluated using simulations of a closed-loop control task with time-varying pilot equalization and vehicle dynamics. Simulations are performed with and without remnant. Both methods give accurate results when no pilot remnant is present. The wavelet transform is very sensitive to measurement noise, resulting in inaccurate parameter estimates when considerable pilot remnant is present. Maximum likelihood estimation is less sensitive to pilot remnant, but cannot detect fast changes in pilot control behavior.

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

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

Maine, R. E.; Iliff, K. W.

1985-01-01

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

A Two-Stage Estimation Method for Random Coefficient Differential Equation Models with Application to Longitudinal HIV Dynamic Data.

PubMed

Fang, Yun; Wu, Hulin; Zhu, Li-Xing

2011-07-01

We propose a two-stage estimation method for random coefficient ordinary differential equation (ODE) models. A maximum pseudo-likelihood estimator (MPLE) is derived based on a mixed-effects modeling approach and its asymptotic properties for population parameters are established. The proposed method does not require repeatedly solving ODEs, and is computationally efficient although it does pay a price with the loss of some estimation efficiency. However, the method does offer an alternative approach when the exact likelihood approach fails due to model complexity and high-dimensional parameter space, and it can also serve as a method to obtain the starting estimates for more accurate estimation methods. In addition, the proposed method does not need to specify the initial values of state variables and preserves all the advantages of the mixed-effects modeling approach. The finite sample properties of the proposed estimator are studied via Monte Carlo simulations and the methodology is also illustrated with application to an AIDS clinical data set.

Identification of cascade water tanks using a PWARX model

NASA Astrophysics Data System (ADS)

Mattsson, Per; Zachariah, Dave; Stoica, Petre

2018-06-01

In this paper we consider the identification of a discrete-time nonlinear dynamical model for a cascade water tank process. The proposed method starts with a nominal linear dynamical model of the system, and proceeds to model its prediction errors using a model that is piecewise affine in the data. As data is observed, the nominal model is refined into a piecewise ARX model which can capture a wide range of nonlinearities, such as the saturation in the cascade tanks. The proposed method uses a likelihood-based methodology which adaptively penalizes model complexity and directly leads to a computationally efficient implementation.

Joint penalized-likelihood reconstruction of time-activity curves and regions-of-interest from projection data in brain PET

NASA Astrophysics Data System (ADS)

Krestyannikov, E.; Tohka, J.; Ruotsalainen, U.

2008-06-01

This paper presents a novel statistical approach for joint estimation of regions-of-interest (ROIs) and the corresponding time-activity curves (TACs) from dynamic positron emission tomography (PET) brain projection data. It is based on optimizing the joint objective function that consists of a data log-likelihood term and two penalty terms reflecting the available a priori information about the human brain anatomy. The developed local optimization strategy iteratively updates both the ROI and TAC parameters and is guaranteed to monotonically increase the objective function. The quantitative evaluation of the algorithm is performed with numerically and Monte Carlo-simulated dynamic PET brain data of the 11C-Raclopride and 18F-FDG tracers. The results demonstrate that the method outperforms the existing sequential ROI quantification approaches in terms of accuracy, and can noticeably reduce the errors in TACs arising due to the finite spatial resolution and ROI delineation.

Modeling Dynamic Functional Neuroimaging Data Using Structural Equation Modeling

ERIC Educational Resources Information Center

Price, Larry R.; Laird, Angela R.; Fox, Peter T.; Ingham, Roger J.

2009-01-01

The aims of this study were to present a method for developing a path analytic network model using data acquired from positron emission tomography. Regions of interest within the human brain were identified through quantitative activation likelihood estimation meta-analysis. Using this information, a "true" or population path model was then…

Variables Associated with Treatment Failure among Adolescent Sex Offenders

ERIC Educational Resources Information Center

Eastman, Brenda J.

2005-01-01

While an adolescent sexual offender's response to treatment is thought to be impacted by both static and dynamic factors, there is no objective method of assessing the likelihood of success or failure in treatment. The assessment of amenability to treatment is generally a subjective process completed by clinicians in the field. Using descriptive…

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

A Single Camera Motion Capture System for Human-Computer Interaction

NASA Astrophysics Data System (ADS)

Okada, Ryuzo; Stenger, Björn

This paper presents a method for markerless human motion capture using a single camera. It uses tree-based filtering to efficiently propagate a probability distribution over poses of a 3D body model. The pose vectors and associated shapes are arranged in a tree, which is constructed by hierarchical pairwise clustering, in order to efficiently evaluate the likelihood in each frame. Anew likelihood function based on silhouette matching is proposed that improves the pose estimation of thinner body parts, i. e. the limbs. The dynamic model takes self-occlusion into account by increasing the variance of occluded body-parts, thus allowing for recovery when the body part reappears. We present two applications of our method that work in real-time on a Cell Broadband Engine™: a computer game and a virtual clothing application.

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.

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.

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

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

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.

Nonparametric modeling of longitudinal covariance structure in functional mapping of quantitative trait loci.

PubMed

Yap, John Stephen; Fan, Jianqing; Wu, Rongling

2009-12-01

Estimation of the covariance structure of longitudinal processes is a fundamental prerequisite for the practical deployment of functional mapping designed to study the genetic regulation and network of quantitative variation in dynamic complex traits. We present a nonparametric approach for estimating the covariance structure of a quantitative trait measured repeatedly at a series of time points. Specifically, we adopt Huang et al.'s (2006, Biometrika 93, 85-98) approach of invoking the modified Cholesky decomposition and converting the problem into modeling a sequence of regressions of responses. A regularized covariance estimator is obtained using a normal penalized likelihood with an L(2) penalty. This approach, embedded within a mixture likelihood framework, leads to enhanced accuracy, precision, and flexibility of functional mapping while preserving its biological relevance. Simulation studies are performed to reveal the statistical properties and advantages of the proposed method. A real example from a mouse genome project is analyzed to illustrate the utilization of the methodology. The new method will provide a useful tool for genome-wide scanning for the existence and distribution of quantitative trait loci underlying a dynamic trait important to agriculture, biology, and health sciences.

Dynamic Scheduling for Veterans Health Administration Patients using Geospatial Dynamic Overbooking.

PubMed

Adams, Stephen; Scherer, William T; White, K Preston; Payne, Jason; Hernandez, Oved; Gerber, Mathew S; Whitehead, N Peter

2017-10-12

The Veterans Health Administration (VHA) is plagued by abnormally high no-show and cancellation rates that reduce the productivity and efficiency of its medical outpatient clinics. We address this issue by developing a dynamic scheduling system that utilizes mobile computing via geo-location data to estimate the likelihood of a patient arriving on time for a scheduled appointment. These likelihoods are used to update the clinic's schedule in real time. When a patient's arrival probability falls below a given threshold, the patient's appointment is canceled. This appointment is immediately reassigned to another patient drawn from a pool of patients who are actively seeking an appointment. The replacement patients are prioritized using their arrival probability. Real-world data were not available for this study, so synthetic patient data were generated to test the feasibility of the design. The method for predicting the arrival probability was verified on a real set of taxicab data. This study demonstrates that dynamic scheduling using geo-location data can reduce the number of unused appointments with minimal risk of double booking resulting from incorrect predictions. We acknowledge that there could be privacy concerns with regards to government possession of one's location and offer strategies for alleviating these concerns in our conclusion.

On equivalent parameter learning in simplified feature space based on Bayesian asymptotic analysis.

PubMed

Yamazaki, Keisuke

2012-07-01

Parametric models for sequential data, such as hidden Markov models, stochastic context-free grammars, and linear dynamical systems, are widely used in time-series analysis and structural data analysis. Computation of the likelihood function is one of primary considerations in many learning methods. Iterative calculation of the likelihood such as the model selection is still time-consuming though there are effective algorithms based on dynamic programming. The present paper studies parameter learning in a simplified feature space to reduce the computational cost. Simplifying data is a common technique seen in feature selection and dimension reduction though an oversimplified space causes adverse learning results. Therefore, we mathematically investigate a condition of the feature map to have an asymptotically equivalent convergence point of estimated parameters, referred to as the vicarious map. As a demonstration to find vicarious maps, we consider the feature space, which limits the length of data, and derive a necessary length for parameter learning in hidden Markov models. Copyright © 2012 Elsevier Ltd. All rights reserved.

Evaluation of Dynamic Coastal Response to Sea-level Rise Modifies Inundation Likelihood

NASA Technical Reports Server (NTRS)

Lentz, Erika E.; Thieler, E. Robert; Plant, Nathaniel G.; Stippa, Sawyer R.; Horton, Radley M.; Gesch, Dean B.

2016-01-01

Sea-level rise (SLR) poses a range of threats to natural and built environments, making assessments of SLR-induced hazards essential for informed decision making. We develop a probabilistic model that evaluates the likelihood that an area will inundate (flood) or dynamically respond (adapt) to SLR. The broad-area applicability of the approach is demonstrated by producing 30x30m resolution predictions for more than 38,000 sq km of diverse coastal landscape in the northeastern United States. Probabilistic SLR projections, coastal elevation and vertical land movement are used to estimate likely future inundation levels. Then, conditioned on future inundation levels and the current land-cover type, we evaluate the likelihood of dynamic response versus inundation. We find that nearly 70% of this coastal landscape has some capacity to respond dynamically to SLR, and we show that inundation models over-predict land likely to submerge. This approach is well suited to guiding coastal resource management decisions that weigh future SLR impacts and uncertainty against ecological targets and economic constraints.

PlanetPack: A radial-velocity time-series analysis tool facilitating exoplanets detection, characterization, and dynamical simulations

NASA Astrophysics Data System (ADS)

Baluev, Roman V.

2013-08-01

We present PlanetPack, a new software tool that we developed to facilitate and standardize the advanced analysis of radial velocity (RV) data for the goal of exoplanets detection, characterization, and basic dynamical N-body simulations. PlanetPack is a command-line interpreter, that can run either in an interactive mode or in a batch mode of automatic script interpretation. Its major abilities include: (i) advanced RV curve fitting with the proper maximum-likelihood treatment of unknown RV jitter; (ii) user-friendly multi-Keplerian as well as Newtonian N-body RV fits; (iii) use of more efficient maximum-likelihood periodograms that involve the full multi-planet fitting (sometimes called as “residual” or “recursive” periodograms); (iv) easily calculatable parametric 2D likelihood function level contours, reflecting the asymptotic confidence regions; (v) fitting under some useful functional constraints is user-friendly; (vi) basic tasks of short- and long-term planetary dynamical simulation using a fast Everhart-type integrator based on Gauss-Legendre spacings; (vii) fitting the data with red noise (auto-correlated errors); (viii) various analytical and numerical methods for the tasks of determining the statistical significance. It is planned that further functionality may be added to PlanetPack in the future. During the development of this software, a lot of effort was made to improve the calculational speed, especially for CPU-demanding tasks. PlanetPack was written in pure C++ (standard of 1998/2003), and is expected to be compilable and useable on a wide range of platforms.

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.

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

Generalized Ordinary Differential Equation Models 1

PubMed Central

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-01-01

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method. PMID:25544787

Generalized Ordinary Differential Equation Models.

PubMed

Miao, Hongyu; Wu, Hulin; Xue, Hongqi

2014-10-01

Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.

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.

Evaluation of dynamic coastal response to sea-level rise modifies inundation likelihood

USGS Publications Warehouse

Lentz, Erika E.; Thieler, E. Robert; Plant, Nathaniel G.; Stippa, Sawyer R.; Horton, Radley M.; Gesch, Dean B.

2016-01-01

Sea-level rise (SLR) poses a range of threats to natural and built environments1, 2, making assessments of SLR-induced hazards essential for informed decision making3. We develop a probabilistic model that evaluates the likelihood that an area will inundate (flood) or dynamically respond (adapt) to SLR. The broad-area applicability of the approach is demonstrated by producing 30 × 30 m resolution predictions for more than 38,000 km2 of diverse coastal landscape in the northeastern United States. Probabilistic SLR projections, coastal elevation and vertical land movement are used to estimate likely future inundation levels. Then, conditioned on future inundation levels and the current land-cover type, we evaluate the likelihood of dynamic response versus inundation. We find that nearly 70% of this coastal landscape has some capacity to respond dynamically to SLR, and we show that inundation models over-predict land likely to submerge. This approach is well suited to guiding coastal resource management decisions that weigh future SLR impacts and uncertainty against ecological targets and economic constraints.

Application of system identification to analytic rotor modeling from simulated and wind tunnel dynamic test data, part 2

NASA Technical Reports Server (NTRS)

Hohenemser, K. H.; Banerjee, D.

1977-01-01

An introduction to aircraft state and parameter identification methods is presented. A simplified form of the maximum likelihood method is selected to extract analytical aeroelastic rotor models from simulated and dynamic wind tunnel test results for accelerated cyclic pitch stirring excitation. The dynamic inflow characteristics for forward flight conditions from the blade flapping responses without direct inflow measurements were examined. The rotor blades are essentially rigid for inplane bending and for torsion within the frequency range of study, but flexible in out-of-plane bending. Reverse flow effects are considered for high rotor advance ratios. Two inflow models are studied; the first is based on an equivalent blade Lock number, the second is based on a time delayed momentum inflow. In addition to the inflow parameters, basic rotor parameters like the blade natural frequency and the actual blade Lock number are identified together with measurement bias values. The effect of the theoretical dynamic inflow on the rotor eigenvalues is evaluated.

Estimating Arrhenius parameters using temperature programmed molecular dynamics.

PubMed

Imandi, Venkataramana; Chatterjee, Abhijit

2016-07-21

Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight various aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.

High-Order Model and Dynamic Filtering for Frame Rate Up-Conversion.

PubMed

Bao, Wenbo; Zhang, Xiaoyun; Chen, Li; Ding, Lianghui; Gao, Zhiyong

2018-08-01

This paper proposes a novel frame rate up-conversion method through high-order model and dynamic filtering (HOMDF) for video pixels. Unlike the constant brightness and linear motion assumptions in traditional methods, the intensity and position of the video pixels are both modeled with high-order polynomials in terms of time. Then, the key problem of our method is to estimate the polynomial coefficients that represent the pixel's intensity variation, velocity, and acceleration. We propose to solve it with two energy objectives: one minimizes the auto-regressive prediction error of intensity variation by its past samples, and the other minimizes video frame's reconstruction error along the motion trajectory. To efficiently address the optimization problem for these coefficients, we propose the dynamic filtering solution inspired by video's temporal coherence. The optimal estimation of these coefficients is reformulated into a dynamic fusion of the prior estimate from pixel's temporal predecessor and the maximum likelihood estimate from current new observation. Finally, frame rate up-conversion is implemented using motion-compensated interpolation by pixel-wise intensity variation and motion trajectory. Benefited from the advanced model and dynamic filtering, the interpolated frame has much better visual quality. Extensive experiments on the natural and synthesized videos demonstrate the superiority of HOMDF over the state-of-the-art methods in both subjective and objective comparisons.

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.

Conditional maximum-entropy method for selecting prior distributions in Bayesian statistics

NASA Astrophysics Data System (ADS)

Abe, Sumiyoshi

2014-11-01

The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach to systems governed by dynamics with largely separated time scales and is based on three key concepts: conjugate pairs of variables, dimensionless integration measures with coarse-graining factors and partial maximization of the joint entropy. The method enables one to calculate a prior purely from a likelihood in a simple way. It is shown, in particular, how it not only yields Jeffreys's rules but also reveals new structures hidden behind them.

Integral equation methods for computing likelihoods and their derivatives in the stochastic integrate-and-fire model.

PubMed

Paninski, Liam; Haith, Adrian; Szirtes, Gabor

2008-02-01

We recently introduced likelihood-based methods for fitting stochastic integrate-and-fire models to spike train data. The key component of this method involves the likelihood that the model will emit a spike at a given time t. Computing this likelihood is equivalent to computing a Markov first passage time density (the probability that the model voltage crosses threshold for the first time at time t). Here we detail an improved method for computing this likelihood, based on solving a certain integral equation. This integral equation method has several advantages over the techniques discussed in our previous work: in particular, the new method has fewer free parameters and is easily differentiable (for gradient computations). The new method is also easily adaptable for the case in which the model conductance, not just the input current, is time-varying. Finally, we describe how to incorporate large deviations approximations to very small likelihoods.

Inferred Eccentricity and Period Distributions of Kepler Eclipsing Binaries

NASA Astrophysics Data System (ADS)

Prsa, Andrej; Matijevic, G.

2014-01-01

Determining the underlying eccentricity and orbital period distributions from an observed sample of eclipsing binary stars is not a trivial task. Shen and Turner (2008) have shown that the commonly used maximum likelihood estimators are biased to larger eccentricities and they do not describe the underlying distribution correctly; orbital periods suffer from a similar bias. Hogg, Myers and Bovy (2010) proposed a hierarchical probabilistic method for inferring the true eccentricity distribution of exoplanet orbits that uses the likelihood functions for individual star eccentricities. The authors show that proper inference outperforms the simple histogramming of the best-fit eccentricity values. We apply this method to the complete sample of eclipsing binary stars observed by the Kepler mission (Prsa et al. 2011) to derive the unbiased underlying eccentricity and orbital period distributions. These distributions can be used for the studies of multiple star formation, dynamical evolution, and they can serve as a drop-in replacement to prior, ad-hoc distributions used in the exoplanet field for determining false positive occurrence rates.

Rules or consequences? The role of ethical mind-sets in moral dynamics.

PubMed

Cornelissen, Gert; Bashshur, Michael R; Rode, Julian; Le Menestrel, Marc

2013-04-01

Recent research on the dynamics of moral behavior has documented two contrasting phenomena-moral consistency and moral balancing. Moral balancing refers to the phenomenon whereby behaving ethically or unethically decreases the likelihood of engaging in the same type of behavior again later. Moral consistency describes the opposite pattern-engaging in ethical or unethical behavior increases the likelihood of engaging in the same type of behavior later on. The three studies reported here supported the hypothesis that individuals' ethical mind-set (i.e., outcome-based vs. rule-based) moderates the impact of an initial ethical or unethical act on the likelihood of behaving ethically on a subsequent occasion. More specifically, an outcome-based mind-set facilitated moral balancing, and a rule-based mind-set facilitated moral consistency.

Auto- and cross-power spectral analysis of dual trap optical tweezer experiments using Bayesian inference.

PubMed

von Hansen, Yann; Mehlich, Alexander; Pelz, Benjamin; Rief, Matthias; Netz, Roland R

2012-09-01

The thermal fluctuations of micron-sized beads in dual trap optical tweezer experiments contain complete dynamic information about the viscoelastic properties of the embedding medium and-if present-macromolecular constructs connecting the two beads. To quantitatively interpret the spectral properties of the measured signals, a detailed understanding of the instrumental characteristics is required. To this end, we present a theoretical description of the signal processing in a typical dual trap optical tweezer experiment accounting for polarization crosstalk and instrumental noise and discuss the effect of finite statistics. To infer the unknown parameters from experimental data, a maximum likelihood method based on the statistical properties of the stochastic signals is derived. In a first step, the method can be used for calibration purposes: We propose a scheme involving three consecutive measurements (both traps empty, first one occupied and second empty, and vice versa), by which all instrumental and physical parameters of the setup are determined. We test our approach for a simple model system, namely a pair of unconnected, but hydrodynamically interacting spheres. The comparison to theoretical predictions based on instantaneous as well as retarded hydrodynamics emphasizes the importance of hydrodynamic retardation effects due to vorticity diffusion in the fluid. For more complex experimental scenarios, where macromolecular constructs are tethered between the two beads, the same maximum likelihood method in conjunction with dynamic deconvolution theory will in a second step allow one to determine the viscoelastic properties of the tethered element connecting the two beads.

A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI.

PubMed

Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

2015-10-01

In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e. , internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature.

A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI

PubMed Central

Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

2015-01-01

In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e., internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature. PMID:27054199

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

Small Body GN and C Research Report: G-SAMPLE - An In-Flight Dynamical Method for Identifying Sample Mass [External Release Version

NASA Technical Reports Server (NTRS)

Carson, John M., III; Bayard, David S.

2006-01-01

G-SAMPLE is an in-flight dynamical method for use by sample collection missions to identify the presence and quantity of collected sample material. The G-SAMPLE method implements a maximum-likelihood estimator to identify the collected sample mass, based on onboard force sensor measurements, thruster firings, and a dynamics model of the spacecraft. With G-SAMPLE, sample mass identification becomes a computation rather than an extra hardware requirement; the added cost of cameras or other sensors for sample mass detection is avoided. Realistic simulation examples are provided for a spacecraft configuration with a sample collection device mounted on the end of an extended boom. In one representative example, a 1000 gram sample mass is estimated to within 110 grams (95% confidence) under realistic assumptions of thruster profile error, spacecraft parameter uncertainty, and sensor noise. For convenience to future mission design, an overall sample-mass estimation error budget is developed to approximate the effect of model uncertainty, sensor noise, data rate, and thrust profile error on the expected estimate of collected sample mass.

Identification of Time-Varying Pilot Control Behavior in Multi-Axis Control Tasks

NASA Technical Reports Server (NTRS)

Zaal, Peter M. T.; Sweet, Barbara T.

2012-01-01

Recent developments in fly-by-wire control architectures for rotorcraft have introduced new interest in the identification of time-varying pilot control behavior in multi-axis control tasks. In this paper a maximum likelihood estimation method is used to estimate the parameters of a pilot model with time-dependent sigmoid functions to characterize time-varying human control behavior. An experiment was performed by 9 general aviation pilots who had to perform a simultaneous roll and pitch control task with time-varying aircraft dynamics. In 8 different conditions, the axis containing the time-varying dynamics and the growth factor of the dynamics were varied, allowing for an analysis of the performance of the estimation method when estimating time-dependent parameter functions. In addition, a detailed analysis of pilots adaptation to the time-varying aircraft dynamics in both the roll and pitch axes could be performed. Pilot control behavior in both axes was significantly affected by the time-varying aircraft dynamics in roll and pitch, and by the growth factor. The main effect was found in the axis that contained the time-varying dynamics. However, pilot control behavior also changed over time in the axis not containing the time-varying aircraft dynamics. This indicates that some cross coupling exists in the perception and control processes between the roll and pitch axes.

International Sexual Partnerships May Be Shaped by Sexual Histories and Socioeconomic Status.

PubMed

Truong, Hong-Ha M; Mehrotra, Megha; Montoya, Orlando; Lama, Javier R; Guanira, Juan V; Casapía, Martín; Veloso, Valdiléa G; Buchbinder, Susan P; Mayer, Kenneth H; Chariyalertsak, Suwat; Schechter, Mauro; Bekker, Linda-Gail; Kallás, Esper G; Grant, Robert M

2017-05-01

Exchange sex and higher education were associated with an increased likelihood of international sexual partnerships (ISPs). Exchange sex and older age were associated with an increased likelihood of condomless sex in ISPs. Educational and socioeconomic factors may create unbalanced power dynamics that influence exchange sex and condomless sex in ISPs.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

Estimating Arrhenius parameters using temperature programmed molecular dynamics

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

Imandi, Venkataramana; Chatterjee, Abhijit, E-mail: abhijit@che.iitb.ac.in

2016-07-21

Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight variousmore » aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.« less

Laser-Based Slam with Efficient Occupancy Likelihood Map Learning for Dynamic Indoor Scenes

NASA Astrophysics Data System (ADS)

Li, Li; Yao, Jian; Xie, Renping; Tu, Jinge; Feng, Chen

2016-06-01

Location-Based Services (LBS) have attracted growing attention in recent years, especially in indoor environments. The fundamental technique of LBS is the map building for unknown environments, this technique also named as simultaneous localization and mapping (SLAM) in robotic society. In this paper, we propose a novel approach for SLAMin dynamic indoor scenes based on a 2D laser scanner mounted on a mobile Unmanned Ground Vehicle (UGV) with the help of the grid-based occupancy likelihood map. Instead of applying scan matching in two adjacent scans, we propose to match current scan with the occupancy likelihood map learned from all previous scans in multiple scales to avoid the accumulation of matching errors. Due to that the acquisition of the points in a scan is sequential but not simultaneous, there unavoidably exists the scan distortion at different extents. To compensate the scan distortion caused by the motion of the UGV, we propose to integrate a velocity of a laser range finder (LRF) into the scan matching optimization framework. Besides, to reduce the effect of dynamic objects such as walking pedestrians often existed in indoor scenes as much as possible, we propose a new occupancy likelihood map learning strategy by increasing or decreasing the probability of each occupancy grid after each scan matching. Experimental results in several challenged indoor scenes demonstrate that our proposed approach is capable of providing high-precision SLAM results.

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood

ERIC Educational Resources Information Center

Karabatsos, George

2017-01-01

This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon…

Volunteerism: Social Network Dynamics and Education

PubMed Central

Ajrouch, Kristine J.; Antonucci, Toni C.; Webster, Noah J.

2016-01-01

Objectives . We examine how changes in social networks influence volunteerism through bridging (diversity) and bonding (spending time) mechanisms. We further investigate whether social network change substitutes or amplifies the effects of education on volunteerism. Methods . Data (n = 543) are drawn from a two-wave survey of Social Relations and Health over the Life Course (SRHLC). Zero-inflated negative binomial regressions were conducted to test competing hypotheses about how changes in social network characteristics alone and in conjunction with education level predict likelihood and frequency of volunteering. Results . Changes in social networks were associated with volunteerism: as the proportion of family members decreased and the average number of network members living within a one-hour drive increased over time, participants reported higher odds of volunteering. The substitution hypothesis was supported: social networks that exhibited more geographic proximity and greater contact frequency over-time compensated for lower levels of education to predict volunteering more hours. Discussion . The dynamic role of social networks and the ways in which they may work through bridging and bonding to influence both likelihood and frequency of volunteering are discussed. The potential benefits of volunteerism in light of longer life expectancies and smaller families are also considered. PMID:25512570

Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data.

PubMed

Jeon, Jihyoun; Hsu, Li; Gorfine, Malka

2012-07-01

Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.

Perceived Sexual Control, Sex-Related Alcohol Expectancies and Behavior Predict Substance-Related Sexual Revictimization

PubMed Central

Walsh, Kate; Messman-Moore, Terri; Zerubavel, Noga; Chandley, Rachel B.; DeNardi, Kathleen A.; Walker, Dave P.

2013-01-01

Objectives Although numerous studies have documented linkages between childhood sexual abuse (CSA) and later sexual revictimization, mechanisms underlying revictimization, particularly assaults occurring in the context of substance use, are not well-understood. Consistent with Traumagenic Dynamics theory, the present study tested a path model positing that lowered perceptions of sexual control resulting from CSA may be associated with increased sex-related alcohol expectancies and heightened likelihood of risky sexual behavior, which in turn, may predict adult substance-related rape. Methods Participants were 546 female college students who completed anonymous surveys regarding CSA and adult rape, perceptions of sexual control, sex-related alcohol expectancies, and likelihood of engaging in risky sexual behavior. Results The data fit the hypothesized model well and all hypothesized path coefficients were significant and in the expected directions. As expected, sex-related alcohol expectancies and likelihood of risky sexual behavior only predicted substance-related rape, not forcible rape. Conclusions Findings suggested that low perceived sexual control stemming from CSA is associated with increased sex-related alcohol expectancies and a higher likelihood of engaging in sexual behavior in the context of alcohol use. In turn these proximal risk factors heighten vulnerability to substance-related rape. Programs which aim to reduce risk for substance-related rape could be improved by addressing expectancies and motivations for risky sexual behavior in the context of substance use. Implications and future directions are discussed. PMID:23312991

Deconvolving the wedge: maximum-likelihood power spectra via spherical-wave visibility modelling

NASA Astrophysics Data System (ADS)

Ghosh, A.; Mertens, F. G.; Koopmans, L. V. E.

2018-03-01

Direct detection of the Epoch of Reionization (EoR) via the red-shifted 21-cm line will have unprecedented implications on the study of structure formation in the infant Universe. To fulfil this promise, current and future 21-cm experiments need to detect this weak EoR signal in the presence of foregrounds that are several orders of magnitude larger. This requires extreme noise control and improved wide-field high dynamic-range imaging techniques. We propose a new imaging method based on a maximum likelihood framework which solves for the interferometric equation directly on the sphere, or equivalently in the uvw-domain. The method uses the one-to-one relation between spherical waves and spherical harmonics (SpH). It consistently handles signals from the entire sky, and does not require a w-term correction. The SpH coefficients represent the sky-brightness distribution and the visibilities in the uvw-domain, and provide a direct estimate of the spatial power spectrum. Using these spectrally smooth SpH coefficients, bright foregrounds can be removed from the signal, including their side-lobe noise, which is one of the limiting factors in high dynamics-range wide-field imaging. Chromatic effects causing the so-called `wedge' are effectively eliminated (i.e. deconvolved) in the cylindrical (k⊥, k∥) power spectrum, compared to a power spectrum computed directly from the images of the foreground visibilities where the wedge is clearly present. We illustrate our method using simulated Low-Frequency Array observations, finding an excellent reconstruction of the input EoR signal with minimal bias.

Land Suitability Modeling using a Geographic Socio-Environmental Niche-Based Approach: A Case Study from Northeastern Thailand

PubMed Central

Heumann, Benjamin W.; Walsh, Stephen J.; Verdery, Ashton M.; McDaniel, Phillip M.; Rindfuss, Ronald R.

2012-01-01

Understanding the pattern-process relations of land use/land cover change is an important area of research that provides key insights into human-environment interactions. The suitability or likelihood of occurrence of land use such as agricultural crop types across a human-managed landscape is a central consideration. Recent advances in niche-based, geographic species distribution modeling (SDM) offer a novel approach to understanding land suitability and land use decisions. SDM links species presence-location data with geospatial information and uses machine learning algorithms to develop non-linear and discontinuous species-environment relationships. Here, we apply the MaxEnt (Maximum Entropy) model for land suitability modeling by adapting niche theory to a human-managed landscape. In this article, we use data from an agricultural district in Northeastern Thailand as a case study for examining the relationships between the natural, built, and social environments and the likelihood of crop choice for the commonly grown crops that occur in the Nang Rong District – cassava, heavy rice, and jasmine rice, as well as an emerging crop, fruit trees. Our results indicate that while the natural environment (e.g., elevation and soils) is often the dominant factor in crop likelihood, the likelihood is also influenced by household characteristics, such as household assets and conditions of the neighborhood or built environment. Furthermore, the shape of the land use-environment curves illustrates the non-continuous and non-linear nature of these relationships. This approach demonstrates a novel method of understanding non-linear relationships between land and people. The article concludes with a proposed method for integrating the niche-based rules of land use allocation into a dynamic land use model that can address both allocation and quantity of agricultural crops. PMID:24187378

International Sexual Partnerships May Be Shaped by Sexual Histories and Socioeconomic Status

PubMed Central

Truong, Hong-Ha M.; Mehrotra, Megha; Montoya, Orlando; Lama, Javier R.; Guanira, Juan V.; Casapía, Martín; Veloso, Valdiléa G.; Buchbinder, Susan P.; Mayer, Kenneth H.; Chariyalertsak, Suwat; Schechter, Mauro; Bekker, Linda-Gail; Kallás, Esper G.; Grant, Robert M.

2017-01-01

Exchange sex and higher education were associated with an increased likelihood of international sexual partnerships (ISPs). Exchange sex and older age were associated with an increased likelihood of condomless sex in ISPs. Educational and socioeconomic factors may create unbalanced power dynamics that influence exchange sex and condomless sex in ISPs. PMID:28407648

Population dynamics of HIV-1 inferred from gene sequences.

PubMed Central

Grassly, N C; Harvey, P H; Holmes, E C

1999-01-01

A method for the estimation of population dynamic history from sequence data is described and used to investigate the past population dynamics of HIV-1 subtypes A and B. Using both gag and env gene alignments the effective population size of each subtype is estimated and found to be surprisingly small. This may be a result of the selective sweep of mutations through the population, or may indicate an important role of genetic drift in the fixation of mutations. The implications of these results for the spread of drug-resistant mutations and transmission dynamics, and also the roles of selection and recombination in shaping HIV-1 genetic diversity, are discussed. A larger estimated effective population size for subtype A may be the result of differences in time of origin, transmission dynamics, and/or population structure. To investigate the importance of population structure a model of population subdivision was fitted to each subtype, although the improvement in likelihood was found to be nonsignificant. PMID:9927440

Return-to-Work Within a Complex and Dynamic Organizational Work Disability System.

PubMed

Jetha, Arif; Pransky, Glenn; Fish, Jon; Hettinger, Lawrence J

2016-09-01

Background Return-to-work (RTW) within a complex organizational system can be associated with suboptimal outcomes. Purpose To apply a sociotechnical systems perspective to investigate complexity in RTW; to utilize system dynamics modeling (SDM) to examine how feedback relationships between individual, psychosocial, and organizational factors make up the work disability system and influence RTW. Methods SDMs were developed within two companies. Thirty stakeholders including senior managers, and frontline supervisors and workers participated in model building sessions. Participants were asked questions that elicited information about the structure of the work disability system and were translated into feedback loops. To parameterize the model, participants were asked to estimate the shape and magnitude of the relationship between key model components. Data from published literature were also accessed to supplement participant estimates. Data were entered into a model created in the software program Vensim. Simulations were conducted to examine how financial incentives and light duty work disability-related policies, utilized by the participating companies, influenced RTW likelihood and preparedness. Results The SDMs were multidimensional, including individual attitudinal characteristics, health factors, and organizational components. Among the causal pathways uncovered, psychosocial components including workplace social support, supervisor and co-worker pressure, and supervisor-frontline worker communication impacted RTW likelihood and preparedness. Interestingly, SDM simulations showed that work disability-related policies in both companies resulted in a diminishing or opposing impact on RTW preparedness and likelihood. Conclusion SDM provides a novel systems view of RTW. Policy and psychosocial component relationships within the system have important implications for RTW, and may contribute to unanticipated outcomes.

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…

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.

Seasonal species interactions minimize the impact of species turnover on the likelihood of community persistence.

PubMed

Saavedra, Serguei; Rohr, Rudolf P; Fortuna, Miguel A; Selva, Nuria; Bascompte, Jordi

2016-04-01

Many of the observed species interactions embedded in ecological communities are not permanent, but are characterized by temporal changes that are observed along with abiotic and biotic variations. While work has been done describing and quantifying these changes, little is known about their consequences for species coexistence. Here, we investigate the extent to which changes of species composition impact the likelihood of persistence of the predator-prey community in the highly seasonal Białowieza Primeval Forest (northeast Poland), and the extent to which seasonal changes of species interactions (predator diet) modulate the expected impact. This likelihood is estimated extending recent developments on the study of structural stability in ecological communities. We find that the observed species turnover strongly varies the likelihood of community persistence between summer and winter. Importantly, we demonstrate that the observed seasonal interaction changes minimize the variation in the likelihood of persistence associated with species turnover across the year. We find that these community dynamics can be explained as the coupling of individual species to their environment by minimizing both the variation in persistence conditions and the interaction changes between seasons. Our results provide a homeostatic explanation for seasonal species interactions and suggest that monitoring the association of interactions changes with the level of variation in community dynamics can provide a good indicator of the response of species to environmental pressures.

Statistical inference approach to structural reconstruction of complex networks from binary time series

NASA Astrophysics Data System (ADS)

Ma, Chuang; Chen, Han-Shuang; Lai, Ying-Cheng; Zhang, Hai-Feng

2018-02-01

Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains challenging. We articulate a statistical inference based approach to this problem. In particular, exploiting the expectation-maximization (EM) algorithm, we develop a method to ascertain the neighbors of any node in the network based solely on binary data, thereby recovering the full topology of the network. A key ingredient of our method is the maximum-likelihood estimation of the probabilities associated with actual or nonexistent links, and we show that the EM algorithm can distinguish the two kinds of probability values without any ambiguity, insofar as the length of the available binary time series is reasonably long. Our method does not require any a priori knowledge of the detailed dynamical processes, is parameter-free, and is capable of accurate reconstruction even in the presence of noise. We demonstrate the method using combinations of distinct types of binary dynamical processes and network topologies, and provide a physical understanding of the underlying reconstruction mechanism. Our statistical inference based reconstruction method contributes an additional piece to the rapidly expanding "toolbox" of data based reverse engineering of complex networked systems.

Statistical inference approach to structural reconstruction of complex networks from binary time series.

PubMed

Ma, Chuang; Chen, Han-Shuang; Lai, Ying-Cheng; Zhang, Hai-Feng

2018-02-01

Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains challenging. We articulate a statistical inference based approach to this problem. In particular, exploiting the expectation-maximization (EM) algorithm, we develop a method to ascertain the neighbors of any node in the network based solely on binary data, thereby recovering the full topology of the network. A key ingredient of our method is the maximum-likelihood estimation of the probabilities associated with actual or nonexistent links, and we show that the EM algorithm can distinguish the two kinds of probability values without any ambiguity, insofar as the length of the available binary time series is reasonably long. Our method does not require any a priori knowledge of the detailed dynamical processes, is parameter-free, and is capable of accurate reconstruction even in the presence of noise. We demonstrate the method using combinations of distinct types of binary dynamical processes and network topologies, and provide a physical understanding of the underlying reconstruction mechanism. Our statistical inference based reconstruction method contributes an additional piece to the rapidly expanding "toolbox" of data based reverse engineering of complex networked systems.

Measuring coherence of computer-assisted likelihood ratio methods.

PubMed

Haraksim, Rudolf; Ramos, Daniel; Meuwly, Didier; Berger, Charles E H

2015-04-01

Measuring the performance of forensic evaluation methods that compute likelihood ratios (LRs) is relevant for both the development and the validation of such methods. A framework of performance characteristics categorized as primary and secondary is introduced in this study to help achieve such development and validation. Ground-truth labelled fingerprint data is used to assess the performance of an example likelihood ratio method in terms of those performance characteristics. Discrimination, calibration, and especially the coherence of this LR method are assessed as a function of the quantity and quality of the trace fingerprint specimen. Assessment of the coherence revealed a weakness of the comparison algorithm in the computer-assisted likelihood ratio method used. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Zero-inflated Poisson model based likelihood ratio test for drug safety signal detection.

PubMed

Huang, Lan; Zheng, Dan; Zalkikar, Jyoti; Tiwari, Ram

2017-02-01

In recent decades, numerous methods have been developed for data mining of large drug safety databases, such as Food and Drug Administration's (FDA's) Adverse Event Reporting System, where data matrices are formed by drugs such as columns and adverse events as rows. Often, a large number of cells in these data matrices have zero cell counts and some of them are "true zeros" indicating that the drug-adverse event pairs cannot occur, and these zero counts are distinguished from the other zero counts that are modeled zero counts and simply indicate that the drug-adverse event pairs have not occurred yet or have not been reported yet. In this paper, a zero-inflated Poisson model based likelihood ratio test method is proposed to identify drug-adverse event pairs that have disproportionately high reporting rates, which are also called signals. The maximum likelihood estimates of the model parameters of zero-inflated Poisson model based likelihood ratio test are obtained using the expectation and maximization algorithm. The zero-inflated Poisson model based likelihood ratio test is also modified to handle the stratified analyses for binary and categorical covariates (e.g. gender and age) in the data. The proposed zero-inflated Poisson model based likelihood ratio test method is shown to asymptotically control the type I error and false discovery rate, and its finite sample performance for signal detection is evaluated through a simulation study. The simulation results show that the zero-inflated Poisson model based likelihood ratio test method performs similar to Poisson model based likelihood ratio test method when the estimated percentage of true zeros in the database is small. Both the zero-inflated Poisson model based likelihood ratio test and likelihood ratio test methods are applied to six selected drugs, from the 2006 to 2011 Adverse Event Reporting System database, with varying percentages of observed zero-count cells.

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.

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.

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

Cardiorespiratory dynamics measured from continuous ECG monitoring improves detection of deterioration in acute care patients: A retrospective cohort study

PubMed Central

Clark, Matthew T.; Calland, James Forrest; Enfield, Kyle B.; Voss, John D.; Lake, Douglas E.; Moorman, J. Randall

2017-01-01

Background Charted vital signs and laboratory results represent intermittent samples of a patient’s dynamic physiologic state and have been used to calculate early warning scores to identify patients at risk of clinical deterioration. We hypothesized that the addition of cardiorespiratory dynamics measured from continuous electrocardiography (ECG) monitoring to intermittently sampled data improves the predictive validity of models trained to detect clinical deterioration prior to intensive care unit (ICU) transfer or unanticipated death. Methods and findings We analyzed 63 patient-years of ECG data from 8,105 acute care patient admissions at a tertiary care academic medical center. We developed models to predict deterioration resulting in ICU transfer or unanticipated death within the next 24 hours using either vital signs, laboratory results, or cardiorespiratory dynamics from continuous ECG monitoring and also evaluated models using all available data sources. We calculated the predictive validity (C-statistic), the net reclassification improvement, and the probability of achieving the difference in likelihood ratio χ2 for the additional degrees of freedom. The primary outcome occurred 755 times in 586 admissions (7%). We analyzed 395 clinical deteriorations with continuous ECG data in the 24 hours prior to an event. Using only continuous ECG measures resulted in a C-statistic of 0.65, similar to models using only laboratory results and vital signs (0.63 and 0.69 respectively). Addition of continuous ECG measures to models using conventional measurements improved the C-statistic by 0.01 and 0.07; a model integrating all data sources had a C-statistic of 0.73 with categorical net reclassification improvement of 0.09 for a change of 1 decile in risk. The difference in likelihood ratio χ2 between integrated models with and without cardiorespiratory dynamics was 2158 (p value: <0.001). Conclusions Cardiorespiratory dynamics from continuous ECG monitoring detect clinical deterioration in acute care patients and improve performance of conventional models that use only laboratory results and vital signs. PMID:28771487

Accounting for system dynamics in reserve design.

PubMed

Leroux, Shawn J; Schmiegelow, Fiona K A; Cumming, Steve G; Lessard, Robert B; Nagy, John

2007-10-01

Systematic conservation plans have only recently considered the dynamic nature of ecosystems. Methods have been developed to incorporate climate change, population dynamics, and uncertainty in reserve design, but few studies have examined how to account for natural disturbance. Considering natural disturbance in reserve design may be especially important for the world's remaining intact areas, which still experience active natural disturbance regimes. We developed a spatially explicit, dynamic simulation model, CONSERV, which simulates patch dynamics and fire, and used it to evaluate the efficacy of hypothetical reserve networks in northern Canada. We designed six networks based on conventional reserve design methods, with different conservation targets for woodland caribou habitat, high-quality wetlands, vegetation, water bodies, and relative connectedness. We input the six reserve networks into CONSERV and tracked the ability of each to maintain initial conservation targets through time under an active natural disturbance regime. None of the reserve networks maintained all initial targets, and some over-represented certain features, suggesting that both effectiveness and efficiency of reserve design could be improved through use of spatially explicit dynamic simulation during the planning process. Spatial simulation models of landscape dynamics are commonly used in natural resource management, but we provide the first illustration of their potential use for reserve design. Spatial simulation models could be used iteratively to evaluate competing reserve designs and select targets that have a higher likelihood of being maintained through time. Such models could be combined with dynamic planning techniques to develop a general theory for reserve design in an uncertain world.

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.

Estimating Function Approaches for Spatial Point Processes

NASA Astrophysics Data System (ADS)

Deng, Chong

Spatial point pattern data consist of locations of events that are often of interest in biological and ecological studies. Such data are commonly viewed as a realization from a stochastic process called spatial point process. To fit a parametric spatial point process model to such data, likelihood-based methods have been widely studied. However, while maximum likelihood estimation is often too computationally intensive for Cox and cluster processes, pairwise likelihood methods such as composite likelihood, Palm likelihood usually suffer from the loss of information due to the ignorance of correlation among pairs. For many types of correlated data other than spatial point processes, when likelihood-based approaches are not desirable, estimating functions have been widely used for model fitting. In this dissertation, we explore the estimating function approaches for fitting spatial point process models. These approaches, which are based on the asymptotic optimal estimating function theories, can be used to incorporate the correlation among data and yield more efficient estimators. We conducted a series of studies to demonstrate that these estmating function approaches are good alternatives to balance the trade-off between computation complexity and estimating efficiency. First, we propose a new estimating procedure that improves the efficiency of pairwise composite likelihood method in estimating clustering parameters. Our approach combines estimating functions derived from pairwise composite likeli-hood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial point process models and can yield more efficient estimators for the clustering parameters than pairwise composite likelihood estimation. We demonstrate its efficacy through a simulation study and an application to the longleaf pine data. Second, we further explore the quasi-likelihood approach on fitting second-order intensity function of spatial point processes. However, the original second-order quasi-likelihood is barely feasible due to the intense computation and high memory requirement needed to solve a large linear system. Motivated by the existence of geometric regular patterns in the stationary point processes, we find a lower dimension representation of the optimal weight function and propose a reduced second-order quasi-likelihood approach. Through a simulation study, we show that the proposed method not only demonstrates superior performance in fitting the clustering parameter but also merits in the relaxation of the constraint of the tuning parameter, H. Third, we studied the quasi-likelihood type estimating funciton that is optimal in a certain class of first-order estimating functions for estimating the regression parameter in spatial point process models. Then, by using a novel spectral representation, we construct an implementation that is computationally much more efficient and can be applied to more general setup than the original quasi-likelihood method.

New prior sampling methods for nested sampling - Development and testing

NASA Astrophysics Data System (ADS)

Stokes, Barrie; Tuyl, Frank; Hudson, Irene

2017-06-01

Nested Sampling is a powerful algorithm for fitting models to data in the Bayesian setting, introduced by Skilling [1]. The nested sampling algorithm proceeds by carrying out a series of compressive steps, involving successively nested iso-likelihood boundaries, starting with the full prior distribution of the problem parameters. The "central problem" of nested sampling is to draw at each step a sample from the prior distribution whose likelihood is greater than the current likelihood threshold, i.e., a sample falling inside the current likelihood-restricted region. For both flat and informative priors this ultimately requires uniform sampling restricted to the likelihood-restricted region. We present two new methods of carrying out this sampling step, and illustrate their use with the lighthouse problem [2], a bivariate likelihood used by Gregory [3] and a trivariate Gaussian mixture likelihood. All the algorithm development and testing reported here has been done with Mathematica® [4].

Risk assessment by dynamic representation of vulnerability, exploitation, and impact

NASA Astrophysics Data System (ADS)

Cam, Hasan

2015-05-01

Assessing and quantifying cyber risk accurately in real-time is essential to providing security and mission assurance in any system and network. This paper presents a modeling and dynamic analysis approach to assessing cyber risk of a network in real-time by representing dynamically its vulnerabilities, exploitations, and impact using integrated Bayesian network and Markov models. Given the set of vulnerabilities detected by a vulnerability scanner in a network, this paper addresses how its risk can be assessed by estimating in real-time the exploit likelihood and impact of vulnerability exploitation on the network, based on real-time observations and measurements over the network. The dynamic representation of the network in terms of its vulnerabilities, sensor measurements, and observations is constructed dynamically using the integrated Bayesian network and Markov models. The transition rates of outgoing and incoming links of states in hidden Markov models are used in determining exploit likelihood and impact of attacks, whereas emission rates help quantify the attack states of vulnerabilities. Simulation results show the quantification and evolving risk scores over time for individual and aggregated vulnerabilities of a network.

Synthesizing Regression Results: A Factored Likelihood Method

ERIC Educational Resources Information Center

Wu, Meng-Jia; Becker, Betsy Jane

2013-01-01

Regression methods are widely used by researchers in many fields, yet methods for synthesizing regression results are scarce. This study proposes using a factored likelihood method, originally developed to handle missing data, to appropriately synthesize regression models involving different predictors. This method uses the correlations reported…

Prosocial Bystander Behavior in Bullying Dynamics: Assessing the Impact of Social Capital.

PubMed

Evans, Caroline B R; Smokowski, Paul R

2015-12-01

Individuals who observe a bullying event, but are not directly involved as a bully or victim, are referred to as bystanders. Prosocial bystanders are those individuals who actively intervene in bullying dynamics to support the victim and this prosocial behavior often ends the bullying. The current study examines how social capital in the form of social support, community engagement, mental health functioning, and positive school experiences and characteristics is associated with the likelihood of engaging in prosocial bystander behavior in a large sample (N = 5752; 51.03% female) of racially/ethnically diverse rural youth. It was hypothesized that social capital would be associated with an increased likelihood of engaging in prosocial bystander behavior. Following multiple imputation, an ordered logistic regression with robust standard errors was run. The hypothesis was partially supported and results indicated that social capital in the form of friend and teacher support, ethnic identity, religious orientation, and future optimism were significantly associated with an increased likelihood of engaging in prosocial bystander behavior. Contrary to the hypothesis, a decreased rate of self-esteem was significantly associated with an increased likelihood of engaging in prosocial bystander behavior. The findings highlight the importance of positive social relationships and community engagement in increasing prosocial bystander behavior and ultimately decreasing school bullying. Implications were discussed.

Inferring epidemiological parameters from phylogenetic information for the HIV-1 epidemic among MSM

NASA Astrophysics Data System (ADS)

Quax, Rick; van de Vijver, David A. M. C.; Frentz, Dineke; Sloot, Peter M. A.

2013-09-01

The HIV-1 epidemic in Europe is primarily sustained by a dynamic topology of sexual interactions among MSM who have individual immune systems and behavior. This epidemiological process shapes the phylogeny of the virus population. Both fields of epidemic modeling and phylogenetics have a long history, however it remains difficult to use phylogenetic data to infer epidemiological parameters such as the structure of the sexual network and the per-act infectiousness. This is because phylogenetic data is necessarily incomplete and ambiguous. Here we show that the cluster-size distribution indeed contains information about epidemiological parameters using detailed numberical experiments. We simulate the HIV epidemic among MSM many times using the Monte Carlo method with all parameter values and their ranges taken from literature. For each simulation and the corresponding set of parameter values we calculate the likelihood of reproducing an observed cluster-size distribution. The result is an estimated likelihood distribution of all parameters from the phylogenetic data, in particular the structure of the sexual network, the per-act infectiousness, and the risk behavior reduction upon diagnosis. These likelihood distributions encode the knowledge provided by the observed cluster-size distrbution, which we quantify using information theory. Our work suggests that the growing body of genetic data of patients can be exploited to understand the underlying epidemiological process.

Density-based empirical likelihood procedures for testing symmetry of data distributions and K-sample comparisons.

PubMed

Vexler, Albert; Tanajian, Hovig; Hutson, Alan D

In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

PubMed

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

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…

New method to incorporate Type B uncertainty into least-squares procedures in radionuclide metrology.

PubMed

Han, Jubong; Lee, K B; Lee, Jong-Man; Park, Tae Soon; Oh, J S; Oh, Pil-Jei

2016-03-01

We discuss a new method to incorporate Type B uncertainty into least-squares procedures. The new method is based on an extension of the likelihood function from which a conventional least-squares function is derived. The extended likelihood function is the product of the original likelihood function with additional PDFs (Probability Density Functions) that characterize the Type B uncertainties. The PDFs are considered to describe one's incomplete knowledge on correction factors being called nuisance parameters. We use the extended likelihood function to make point and interval estimations of parameters in the basically same way as the least-squares function used in the conventional least-squares method is derived. Since the nuisance parameters are not of interest and should be prevented from appearing in the final result, we eliminate such nuisance parameters by using the profile likelihood. As an example, we present a case study for a linear regression analysis with a common component of Type B uncertainty. In this example we compare the analysis results obtained from using our procedure with those from conventional methods. Copyright © 2015. Published by Elsevier Ltd.

Three methods to construct predictive models using logistic regression and likelihood ratios to facilitate adjustment for pretest probability give similar results.

PubMed

Chan, Siew Foong; Deeks, Jonathan J; Macaskill, Petra; Irwig, Les

2008-01-01

To compare three predictive models based on logistic regression to estimate adjusted likelihood ratios allowing for interdependency between diagnostic variables (tests). This study was a review of the theoretical basis, assumptions, and limitations of published models; and a statistical extension of methods and application to a case study of the diagnosis of obstructive airways disease based on history and clinical examination. Albert's method includes an offset term to estimate an adjusted likelihood ratio for combinations of tests. Spiegelhalter and Knill-Jones method uses the unadjusted likelihood ratio for each test as a predictor and computes shrinkage factors to allow for interdependence. Knottnerus' method differs from the other methods because it requires sequencing of tests, which limits its application to situations where there are few tests and substantial data. Although parameter estimates differed between the models, predicted "posttest" probabilities were generally similar. Construction of predictive models using logistic regression is preferred to the independence Bayes' approach when it is important to adjust for dependency of tests errors. Methods to estimate adjusted likelihood ratios from predictive models should be considered in preference to a standard logistic regression model to facilitate ease of interpretation and application. Albert's method provides the most straightforward approach.

A preliminary evaluation of the generalized likelihood ratio for detecting and identifying control element failures in a transport aircraft

NASA Technical Reports Server (NTRS)

Bundick, W. T.

1985-01-01

The application of the Generalized Likelihood Ratio technique to the detection and identification of aircraft control element failures has been evaluated in a linear digital simulation of the longitudinal dynamics of a B-737 aircraft. Simulation results show that the technique has potential but that the effects of wind turbulence and Kalman filter model errors are problems which must be overcome.

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

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

Competition between learned reward and error outcome predictions in anterior cingulate cortex.

PubMed

Alexander, William H; Brown, Joshua W

2010-02-15

The anterior cingulate cortex (ACC) is implicated in performance monitoring and cognitive control. Non-human primate studies of ACC show prominent reward signals, but these are elusive in human studies, which instead show mainly conflict and error effects. Here we demonstrate distinct appetitive and aversive activity in human ACC. The error likelihood hypothesis suggests that ACC activity increases in proportion to the likelihood of an error, and ACC is also sensitive to the consequence magnitude of the predicted error. Previous work further showed that error likelihood effects reach a ceiling as the potential consequences of an error increase, possibly due to reductions in the average reward. We explored this issue by independently manipulating reward magnitude of task responses and error likelihood while controlling for potential error consequences in an Incentive Change Signal Task. The fMRI results ruled out a modulatory effect of expected reward on error likelihood effects in favor of a competition effect between expected reward and error likelihood. Dynamic causal modeling showed that error likelihood and expected reward signals are intrinsic to the ACC rather than received from elsewhere. These findings agree with interpretations of ACC activity as signaling both perceptions of risk and predicted reward. Copyright 2009 Elsevier Inc. All rights reserved.

Revision of an automated microseismic location algorithm for DAS - 3C geophone hybrid array

NASA Astrophysics Data System (ADS)

Mizuno, T.; LeCalvez, J.; Raymer, D.

2017-12-01

Application of distributed acoustic sensing (DAS) has been studied in several areas in seismology. One of the areas is microseismic reservoir monitoring (e.g., Molteni et al., 2017, First Break). Considering the present limitations of DAS, which include relatively low signal-to-noise ratio (SNR) and no 3C polarization measurements, a DAS - 3C geophone hybrid array is a practical option when using a single monitoring well. Considering the large volume of data from distributed sensing, microseismic event detection and location using a source scanning type algorithm is a reasonable choice, especially for real-time monitoring. The algorithm must handle both strain rate along the borehole axis for DAS and particle velocity for 3C geophones. Only a small quantity of large SNR events will be detected throughout a large aperture encompassing the hybrid array; therefore, the aperture is to be optimized dynamically to eliminate noisy channels for a majority of events. For such hybrid array, coalescence microseismic mapping (CMM) (Drew et al., 2005, SPE) was revised. CMM forms a likelihood function of location of event and its origin time. At each receiver, a time function of event arrival likelihood is inferred using an SNR function, and it is migrated to time and space to determine hypocenter and origin time likelihood. This algorithm was revised to dynamically optimize such a hybrid array by identifying receivers where a microseismic signal is possibly detected and using only those receivers to compute the likelihood function. Currently, peak SNR is used to select receivers. To prevent false results due to small aperture, a minimum aperture threshold is employed. The algorithm refines location likelihood using 3C geophone polarization. We tested this algorithm using a ray-based synthetic dataset. Leaney (2014, PhD thesis, UBC) is used to compute particle velocity at receivers. Strain rate along the borehole axis is computed from particle velocity as DAS microseismic synthetic data. The likelihood function formed by both DAS and geophone behaves as expected with the aperture dynamically selected depending on the SNR of the event. We conclude that this algorithm can be successfully applied for such hybrid arrays to monitor microseismic activity. A study using a recently acquired dataset is planned.

Methods for flexible sample-size design in clinical trials: Likelihood, weighted, dual test, and promising zone approaches.

PubMed

Shih, Weichung Joe; Li, Gang; Wang, Yining

2016-03-01

Sample size plays a crucial role in clinical trials. Flexible sample-size designs, as part of the more general category of adaptive designs that utilize interim data, have been a popular topic in recent years. In this paper, we give a comparative review of four related methods for such a design. The likelihood method uses the likelihood ratio test with an adjusted critical value. The weighted method adjusts the test statistic with given weights rather than the critical value. The dual test method requires both the likelihood ratio statistic and the weighted statistic to be greater than the unadjusted critical value. The promising zone approach uses the likelihood ratio statistic with the unadjusted value and other constraints. All four methods preserve the type-I error rate. In this paper we explore their properties and compare their relationships and merits. We show that the sample size rules for the dual test are in conflict with the rules of the promising zone approach. We delineate what is necessary to specify in the study protocol to ensure the validity of the statistical procedure and what can be kept implicit in the protocol so that more flexibility can be attained for confirmatory phase III trials in meeting regulatory requirements. We also prove that under mild conditions, the likelihood ratio test still preserves the type-I error rate when the actual sample size is larger than the re-calculated one. Copyright © 2015 Elsevier Inc. All rights reserved.

Evaluating marginal likelihood with thermodynamic integration method and comparison with several other numerical methods

DOE PAGES

Liu, Peigui; Elshall, Ahmed S.; Ye, Ming; ...

2016-02-05

Evaluating marginal likelihood is the most critical and computationally expensive task, when conducting Bayesian model averaging to quantify parametric and model uncertainties. The evaluation is commonly done by using Laplace approximations to evaluate semianalytical expressions of the marginal likelihood or by using Monte Carlo (MC) methods to evaluate arithmetic or harmonic mean of a joint likelihood function. This study introduces a new MC method, i.e., thermodynamic integration, which has not been attempted in environmental modeling. Instead of using samples only from prior parameter space (as in arithmetic mean evaluation) or posterior parameter space (as in harmonic mean evaluation), the thermodynamicmore » integration method uses samples generated gradually from the prior to posterior parameter space. This is done through a path sampling that conducts Markov chain Monte Carlo simulation with different power coefficient values applied to the joint likelihood function. The thermodynamic integration method is evaluated using three analytical functions by comparing the method with two variants of the Laplace approximation method and three MC methods, including the nested sampling method that is recently introduced into environmental modeling. The thermodynamic integration method outperforms the other methods in terms of their accuracy, convergence, and consistency. The thermodynamic integration method is also applied to a synthetic case of groundwater modeling with four alternative models. The application shows that model probabilities obtained using the thermodynamic integration method improves predictive performance of Bayesian model averaging. As a result, the thermodynamic integration method is mathematically rigorous, and its MC implementation is computationally general for a wide range of environmental problems.« less

Social Contagion, Adolescent Sexual Behavior, and Pregnancy: A Nonlinear Dynamic EMOSA Model.

ERIC Educational Resources Information Center

Rodgers, Joseph Lee; Rowe, David C.; Buster, Maury

1998-01-01

Expands an existing nonlinear dynamic epidemic model of onset of social activities (EMOSA), motivated by social contagion theory, to quantify the likelihood of pregnancy for adolescent girls of different sexuality statuses. Compares five sexuality/pregnancy models to explain variance in national prevalence curves. Finds that adolescent girls have…

Fitting of dynamic recurrent neural network models to sensory stimulus-response data.

PubMed

Doruk, R Ozgur; Zhang, Kechen

2018-06-02

We present a theoretical study aiming at model fitting for sensory neurons. Conventional neural network training approaches are not applicable to this problem due to lack of continuous data. Although the stimulus can be considered as a smooth time-dependent variable, the associated response will be a set of neural spike timings (roughly the instants of successive action potential peaks) that have no amplitude information. A recurrent neural network model can be fitted to such a stimulus-response data pair by using the maximum likelihood estimation method where the likelihood function is derived from Poisson statistics of neural spiking. The universal approximation feature of the recurrent dynamical neuron network models allows us to describe excitatory-inhibitory characteristics of an actual sensory neural network with any desired number of neurons. The stimulus data are generated by a phased cosine Fourier series having a fixed amplitude and frequency but a randomly shot phase. Various values of amplitude, stimulus component size, and sample size are applied in order to examine the effect of the stimulus to the identification process. Results are presented in tabular and graphical forms at the end of this text. In addition, to demonstrate the success of this research, a study involving the same model, nominal parameters and stimulus structure, and another study that works on different models are compared to that of this research.

Random graph models for dynamic networks

NASA Astrophysics Data System (ADS)

Zhang, Xiao; Moore, Cristopher; Newman, Mark E. J.

2017-10-01

Recent theoretical work on the modeling of network structure has focused primarily on networks that are static and unchanging, but many real-world networks change their structure over time. There exist natural generalizations to the dynamic case of many static network models, including the classic random graph, the configuration model, and the stochastic block model, where one assumes that the appearance and disappearance of edges are governed by continuous-time Markov processes with rate parameters that can depend on properties of the nodes. Here we give an introduction to this class of models, showing for instance how one can compute their equilibrium properties. We also demonstrate their use in data analysis and statistical inference, giving efficient algorithms for fitting them to observed network data using the method of maximum likelihood. This allows us, for example, to estimate the time constants of network evolution or infer community structure from temporal network data using cues embedded both in the probabilities over time that node pairs are connected by edges and in the characteristic dynamics of edge appearance and disappearance. We illustrate these methods with a selection of applications, both to computer-generated test networks and real-world examples.

Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Abhinav, S.; Manohar, C. S.

2018-03-01

The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.

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.

What influences the choice of assessment methods in health technology assessments? Statistical analysis of international health technology assessments from 1989 to 2002.

PubMed

Draborg, Eva; Andersen, Christian Kronborg

2006-01-01

Health technology assessment (HTA) has been used as input in decision making worldwide for more than 25 years. However, no uniform definition of HTA or agreement on assessment methods exists, leaving open the question of what influences the choice of assessment methods in HTAs. The objective of this study is to analyze statistically a possible relationship between methods of assessment used in practical HTAs, type of assessed technology, type of assessors, and year of publication. A sample of 433 HTAs published by eleven leading institutions or agencies in nine countries was reviewed and analyzed by multiple logistic regression. The study shows that outsourcing of HTA reports to external partners is associated with a higher likelihood of using assessment methods, such as meta-analysis, surveys, economic evaluations, and randomized controlled trials; and with a lower likelihood of using assessment methods, such as literature reviews and "other methods". The year of publication was statistically related to the inclusion of economic evaluations and shows a decreasing likelihood during the year span. The type of assessed technology was related to economic evaluations with a decreasing likelihood, to surveys, and to "other methods" with a decreasing likelihood when pharmaceuticals were the assessed type of technology. During the period from 1989 to 2002, no major developments in assessment methods used in practical HTAs were shown statistically in a sample of 433 HTAs worldwide. Outsourcing to external assessors has a statistically significant influence on choice of assessment methods.

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.

A Carrier Estimation Method Based on MLE and KF for Weak GNSS Signals.

PubMed

Zhang, Hongyang; Xu, Luping; Yan, Bo; Zhang, Hua; Luo, Liyan

2017-06-22

Maximum likelihood estimation (MLE) has been researched for some acquisition and tracking applications of global navigation satellite system (GNSS) receivers and shows high performance. However, all current methods are derived and operated based on the sampling data, which results in a large computation burden. This paper proposes a low-complexity MLE carrier tracking loop for weak GNSS signals which processes the coherent integration results instead of the sampling data. First, the cost function of the MLE of signal parameters such as signal amplitude, carrier phase, and Doppler frequency are used to derive a MLE discriminator function. The optimal value of the cost function is searched by an efficient Levenberg-Marquardt (LM) method iteratively. Its performance including Cramér-Rao bound (CRB), dynamic characteristics and computation burden are analyzed by numerical techniques. Second, an adaptive Kalman filter is designed for the MLE discriminator to obtain smooth estimates of carrier phase and frequency. The performance of the proposed loop, in terms of sensitivity, accuracy and bit error rate, is compared with conventional methods by Monte Carlo (MC) simulations both in pedestrian-level and vehicle-level dynamic circumstances. Finally, an optimal loop which combines the proposed method and conventional method is designed to achieve the optimal performance both in weak and strong signal circumstances.

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

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood.

PubMed

Karabatsos, George

2018-06-01

This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon previous methods because it provides an omnibus test of the entire hierarchy of cancellation axioms, beyond double cancellation. It does so while accounting for the posterior uncertainty that is inherent in the empirical orderings that are implied by these axioms, together. The new method is illustrated through a test of the cancellation axioms on a classic survey data set, and through the analysis of simulated data.

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

Climate-based models for pulsed resources improve predictability of consumer population dynamics: outbreaks of house mice in forest ecosystems.

PubMed

Holland, E Penelope; James, Alex; Ruscoe, Wendy A; Pech, Roger P; Byrom, Andrea E

2015-01-01

Accurate predictions of the timing and magnitude of consumer responses to episodic seeding events (masts) are important for understanding ecosystem dynamics and for managing outbreaks of invasive species generated by masts. While models relating consumer populations to resource fluctuations have been developed successfully for a range of natural and modified ecosystems, a critical gap that needs addressing is better prediction of resource pulses. A recent model used change in summer temperature from one year to the next (ΔT) for predicting masts for forest and grassland plants in New Zealand. We extend this climate-based method in the framework of a model for consumer-resource dynamics to predict invasive house mouse (Mus musculus) outbreaks in forest ecosystems. Compared with previous mast models based on absolute temperature, the ΔT method for predicting masts resulted in an improved model for mouse population dynamics. There was also a threshold effect of ΔT on the likelihood of an outbreak occurring. The improved climate-based method for predicting resource pulses and consumer responses provides a straightforward rule of thumb for determining, with one year's advance warning, whether management intervention might be required in invaded ecosystems. The approach could be applied to consumer-resource systems worldwide where climatic variables are used to model the size and duration of resource pulses, and may have particular relevance for ecosystems where global change scenarios predict increased variability in climatic events.

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.

A Study of Relationships among Technical, Tactical, Physical Parameters and Final Outcomes in Elite Soccer Matches as Analyzed by a Semiautomatic Video Tracking System.

PubMed

Filetti, Cristoforo; Ruscello, Bruno; D'Ottavio, Stefano; Fanelli, Vito

2017-06-01

The performance of a soccer team depends on many factors such as decision-making, cognitive and physical skills, and dynamic ever-changing space-time interactions between teammate and opponents in relation to the ball. Seventy ( n = 70) matches of the Italian SERIE A season 2013-2014 were investigated to analyze the mean performance of 360 players in terms of physical (physical efficiency index; PEI) and technical-tactical (technical efficiency index; TEI) standpoints. Using a semiautomatic video analysis system that has incorporated new parameters able to measure technical-tactical and physical efficiency (Patent IB2010/002593, 2011-ISA), the correlation between these new variables and how much it relates to the likelihood of winning were verified. Correlations between TEI and PEI were significant ( n = 140, r = .60, p < .001), and TEI showed a higher likelihood of winning than PEI factors ( p < .0001 vs. .0001, CI 95% [1.64, 3.00] vs. [1.28, 2.07]). Higher TEI and TEI + PEI differences between the teams were associated with a greater likelihood of winning, but PEI differences were not. Key performance indicators and this performance assessment method might be useful to better understand what determines winning and to assist the overall training process and match management.

Failure dynamics of the global risk network.

PubMed

Szymanski, Boleslaw K; Lin, Xin; Asztalos, Andrea; Sreenivasan, Sameet

2015-06-18

Risks threatening modern societies form an intricately interconnected network that often underlies crisis situations. Yet, little is known about how risk materializations in distinct domains influence each other. Here we present an approach in which expert assessments of likelihoods and influence of risks underlie a quantitative model of the global risk network dynamics. The modeled risks range from environmental to economic and technological, and include difficult to quantify risks, such as geo-political and social. Using the maximum likelihood estimation, we find the optimal model parameters and demonstrate that the model including network effects significantly outperforms the others, uncovering full value of the expert collected data. We analyze the model dynamics and study its resilience and stability. Our findings include such risk properties as contagion potential, persistence, roles in cascades of failures and the identity of risks most detrimental to system stability. The model provides quantitative means for measuring the adverse effects of risk interdependencies and the materialization of risks in the network.

Transactional sex risk across a typology of rural and urban female sex workers in Indonesia: a mixed methods study.

PubMed

Puradiredja, Dewi Ismajani; Coast, Ernestina

2012-01-01

Context-specific typologies of female sex workers (FSWs) are essential for the design of HIV intervention programming. This study develops a novel FSW typology for the analysis of transactional sex risk in rural and urban settings in Indonesia. Mixed methods include a survey of rural and urban FSWs (n=310), in-depth interviews (n=11), key informant interviews (n=5) and ethnographic assessments. Thematic analysis categorises FSWs into 5 distinct groups based on geographical location of their sex work settings, place of solicitation, and whether sex work is their primary occupation. Multiple regression analysis shows that the likelihood of consistent condom use was higher among urban venue-based FSWs for whom sex work is not the only source of income than for any of the other rural and urban FSW groups. This effect was explained by the significantly lower likelihood of consistent condom use by rural venue-based FSWs (adjusted OR: 0.34 95% CI 0.13-0.90, p=0.029). The FSW typology and differences in organisational features and social dynamics are more closely related to the risk of unprotected transactional sex, than levels of condom awareness and availability. Interventions need context-specific strategies to reach the different FSWs identified by this study's typology.

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)

Equivalence between Step Selection Functions and Biased Correlated Random Walks for Statistical Inference on Animal Movement.

PubMed

Duchesne, Thierry; Fortin, Daniel; Rivest, Louis-Paul

2015-01-01

Animal movement has a fundamental impact on population and community structure and dynamics. Biased correlated random walks (BCRW) and step selection functions (SSF) are commonly used to study movements. Because no studies have contrasted the parameters and the statistical properties of their estimators for models constructed under these two Lagrangian approaches, it remains unclear whether or not they allow for similar inference. First, we used the Weak Law of Large Numbers to demonstrate that the log-likelihood function for estimating the parameters of BCRW models can be approximated by the log-likelihood of SSFs. Second, we illustrated the link between the two approaches by fitting BCRW with maximum likelihood and with SSF to simulated movement data in virtual environments and to the trajectory of bison (Bison bison L.) trails in natural landscapes. Using simulated and empirical data, we found that the parameters of a BCRW estimated directly from maximum likelihood and by fitting an SSF were remarkably similar. Movement analysis is increasingly used as a tool for understanding the influence of landscape properties on animal distribution. In the rapidly developing field of movement ecology, management and conservation biologists must decide which method they should implement to accurately assess the determinants of animal movement. We showed that BCRW and SSF can provide similar insights into the environmental features influencing animal movements. Both techniques have advantages. BCRW has already been extended to allow for multi-state modeling. Unlike BCRW, however, SSF can be estimated using most statistical packages, it can simultaneously evaluate habitat selection and movement biases, and can easily integrate a large number of movement taxes at multiple scales. SSF thus offers a simple, yet effective, statistical technique to identify movement taxis.

Fast integration-based prediction bands for ordinary differential equation models.

PubMed

Hass, Helge; Kreutz, Clemens; Timmer, Jens; Kaschek, Daniel

2016-04-15

To gain a deeper understanding of biological processes and their relevance in disease, mathematical models are built upon experimental data. Uncertainty in the data leads to uncertainties of the model's parameters and in turn to uncertainties of predictions. Mechanistic dynamic models of biochemical networks are frequently based on nonlinear differential equation systems and feature a large number of parameters, sparse observations of the model components and lack of information in the available data. Due to the curse of dimensionality, classical and sampling approaches propagating parameter uncertainties to predictions are hardly feasible and insufficient. However, for experimental design and to discriminate between competing models, prediction and confidence bands are essential. To circumvent the hurdles of the former methods, an approach to calculate a profile likelihood on arbitrary observations for a specific time point has been introduced, which provides accurate confidence and prediction intervals for nonlinear models and is computationally feasible for high-dimensional models. In this article, reliable and smooth point-wise prediction and confidence bands to assess the model's uncertainty on the whole time-course are achieved via explicit integration with elaborate correction mechanisms. The corresponding system of ordinary differential equations is derived and tested on three established models for cellular signalling. An efficiency analysis is performed to illustrate the computational benefit compared with repeated profile likelihood calculations at multiple time points. The integration framework and the examples used in this article are provided with the software package Data2Dynamics, which is based on MATLAB and freely available at http://www.data2dynamics.org helge.hass@fdm.uni-freiburg.de Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

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.

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.

Bayesian B-spline mapping for dynamic quantitative traits.

PubMed

Xing, Jun; Li, Jiahan; Yang, Runqing; Zhou, Xiaojing; Xu, Shizhong

2012-04-01

Owing to their ability and flexibility to describe individual gene expression at different time points, random regression (RR) analyses have become a popular procedure for the genetic analysis of dynamic traits whose phenotypes are collected over time. Specifically, when modelling the dynamic patterns of gene expressions in the RR framework, B-splines have been proved successful as an alternative to orthogonal polynomials. In the so-called Bayesian B-spline quantitative trait locus (QTL) mapping, B-splines are used to characterize the patterns of QTL effects and individual-specific time-dependent environmental errors over time, and the Bayesian shrinkage estimation method is employed to estimate model parameters. Extensive simulations demonstrate that (1) in terms of statistical power, Bayesian B-spline mapping outperforms the interval mapping based on the maximum likelihood; (2) for the simulated dataset with complicated growth curve simulated by B-splines, Legendre polynomial-based Bayesian mapping is not capable of identifying the designed QTLs accurately, even when higher-order Legendre polynomials are considered and (3) for the simulated dataset using Legendre polynomials, the Bayesian B-spline mapping can find the same QTLs as those identified by Legendre polynomial analysis. All simulation results support the necessity and flexibility of B-spline in Bayesian mapping of dynamic traits. The proposed method is also applied to a real dataset, where QTLs controlling the growth trajectory of stem diameters in Populus are located.

Unified framework to evaluate panmixia and migration direction among multiple sampling locations.

PubMed

Beerli, Peter; Palczewski, Michal

2010-05-01

For many biological investigations, groups of individuals are genetically sampled from several geographic locations. These sampling locations often do not reflect the genetic population structure. We describe a framework using marginal likelihoods to compare and order structured population models, such as testing whether the sampling locations belong to the same randomly mating population or comparing unidirectional and multidirectional gene flow models. In the context of inferences employing Markov chain Monte Carlo methods, the accuracy of the marginal likelihoods depends heavily on the approximation method used to calculate the marginal likelihood. Two methods, modified thermodynamic integration and a stabilized harmonic mean estimator, are compared. With finite Markov chain Monte Carlo run lengths, the harmonic mean estimator may not be consistent. Thermodynamic integration, in contrast, delivers considerably better estimates of the marginal likelihood. The choice of prior distributions does not influence the order and choice of the better models when the marginal likelihood is estimated using thermodynamic integration, whereas with the harmonic mean estimator the influence of the prior is pronounced and the order of the models changes. The approximation of marginal likelihood using thermodynamic integration in MIGRATE allows the evaluation of complex population genetic models, not only of whether sampling locations belong to a single panmictic population, but also of competing complex structured population models.

The simple rules of social contagion.

PubMed

Hodas, Nathan O; Lerman, Kristina

2014-03-11

It is commonly believed that information spreads between individuals like a pathogen, with each exposure by an informed friend potentially resulting in a naive individual becoming infected. However, empirical studies of social media suggest that individual response to repeated exposure to information is far more complex. As a proxy for intervention experiments, we compare user responses to multiple exposures on two different social media sites, Twitter and Digg. We show that the position of exposing messages on the user-interface strongly affects social contagion. Accounting for this visibility significantly simplifies the dynamics of social contagion. The likelihood an individual will spread information increases monotonically with exposure, while explicit feedback about how many friends have previously spread it increases the likelihood of a response. We provide a framework for unifying information visibility, divided attention, and explicit social feedback to predict the temporal dynamics of user behavior.

The Simple Rules of Social Contagion

NASA Astrophysics Data System (ADS)

Hodas, Nathan O.; Lerman, Kristina

2014-03-01

It is commonly believed that information spreads between individuals like a pathogen, with each exposure by an informed friend potentially resulting in a naive individual becoming infected. However, empirical studies of social media suggest that individual response to repeated exposure to information is far more complex. As a proxy for intervention experiments, we compare user responses to multiple exposures on two different social media sites, Twitter and Digg. We show that the position of exposing messages on the user-interface strongly affects social contagion. Accounting for this visibility significantly simplifies the dynamics of social contagion. The likelihood an individual will spread information increases monotonically with exposure, while explicit feedback about how many friends have previously spread it increases the likelihood of a response. We provide a framework for unifying information visibility, divided attention, and explicit social feedback to predict the temporal dynamics of user behavior.

New quests for better attitudes

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.

1991-01-01

During the past few years considerable insight was gained into the QUEST algorithm both as a maximum likelihood estimator and as a Kalman filter/smoother for systems devoid of dynamical noise. The new algorithms and software are described and analytical comparisons are made with the more conventional attitude Kalman filter. It is also described how they may be accommodated to noisy dynamical systems.

Traffic Video Image Segmentation Model Based on Bayesian and Spatio-Temporal Markov Random Field

NASA Astrophysics Data System (ADS)

Zhou, Jun; Bao, Xu; Li, Dawei; Yin, Yongwen

2017-10-01

Traffic video image is a kind of dynamic image and its background and foreground is changed at any time, which results in the occlusion. In this case, using the general method is more difficult to get accurate image segmentation. A segmentation algorithm based on Bayesian and Spatio-Temporal Markov Random Field is put forward, which respectively build the energy function model of observation field and label field to motion sequence image with Markov property, then according to Bayesian' rule, use the interaction of label field and observation field, that is the relationship of label field’s prior probability and observation field’s likelihood probability, get the maximum posterior probability of label field’s estimation parameter, use the ICM model to extract the motion object, consequently the process of segmentation is finished. Finally, the segmentation methods of ST - MRF and the Bayesian combined with ST - MRF were analyzed. Experimental results: the segmentation time in Bayesian combined with ST-MRF algorithm is shorter than in ST-MRF, and the computing workload is small, especially in the heavy traffic dynamic scenes the method also can achieve better segmentation effect.

Heading Estimation for Pedestrian Dead Reckoning Based on Robust Adaptive Kalman Filtering.

PubMed

Wu, Dongjin; Xia, Linyuan; Geng, Jijun

2018-06-19

Pedestrian dead reckoning (PDR) using smart phone-embedded micro-electro-mechanical system (MEMS) sensors plays a key role in ubiquitous localization indoors and outdoors. However, as a relative localization method, it suffers from the problem of error accumulation which prevents it from long term independent running. Heading estimation error is one of the main location error sources, and therefore, in order to improve the location tracking performance of the PDR method in complex environments, an approach based on robust adaptive Kalman filtering (RAKF) for estimating accurate headings is proposed. In our approach, outputs from gyroscope, accelerometer, and magnetometer sensors are fused using the solution of Kalman filtering (KF) that the heading measurements derived from accelerations and magnetic field data are used to correct the states integrated from angular rates. In order to identify and control measurement outliers, a maximum likelihood-type estimator (M-estimator)-based model is used. Moreover, an adaptive factor is applied to resist the negative effects of state model disturbances. Extensive experiments under static and dynamic conditions were conducted in indoor environments. The experimental results demonstrate the proposed approach provides more accurate heading estimates and supports more robust and dynamic adaptive location tracking, compared with methods based on conventional KF.

Likelihood-based methods for evaluating principal surrogacy in augmented vaccine trials.

PubMed

Liu, Wei; Zhang, Bo; Zhang, Hui; Zhang, Zhiwei

2017-04-01

There is growing interest in assessing immune biomarkers, which are quick to measure and potentially predictive of long-term efficacy, as surrogate endpoints in randomized, placebo-controlled vaccine trials. This can be done under a principal stratification approach, with principal strata defined using a subject's potential immune responses to vaccine and placebo (the latter may be assumed to be zero). In this context, principal surrogacy refers to the extent to which vaccine efficacy varies across principal strata. Because a placebo recipient's potential immune response to vaccine is unobserved in a standard vaccine trial, augmented vaccine trials have been proposed to produce the information needed to evaluate principal surrogacy. This article reviews existing methods based on an estimated likelihood and a pseudo-score (PS) and proposes two new methods based on a semiparametric likelihood (SL) and a pseudo-likelihood (PL), for analyzing augmented vaccine trials. Unlike the PS method, the SL method does not require a model for missingness, which can be advantageous when immune response data are missing by happenstance. The SL method is shown to be asymptotically efficient, and it performs similarly to the PS and PL methods in simulation experiments. The PL method appears to have a computational advantage over the PS and SL methods.

Handwriting individualization using distance and rarity

NASA Astrophysics Data System (ADS)

Tang, Yi; Srihari, Sargur; Srinivasan, Harish

2012-01-01

Forensic individualization is the task of associating observed evidence with a specific source. The likelihood ratio (LR) is a quantitative measure that expresses the degree of uncertainty in individualization, where the numerator represents the likelihood that the evidence corresponds to the known and the denominator the likelihood that it does not correspond to the known. Since the number of parameters needed to compute the LR is exponential with the number of feature measurements, a commonly used simplification is the use of likelihoods based on distance (or similarity) given the two alternative hypotheses. This paper proposes an intermediate method which decomposes the LR as the product of two factors, one based on distance and the other on rarity. It was evaluated using a data set of handwriting samples, by determining whether two writing samples were written by the same/different writer(s). The accuracy of the distance and rarity method, as measured by error rates, is significantly better than the distance method.

The risk of developing a work disability across the adulthood years.

PubMed

Rank, Mark R; Hirschl, Thomas A

2014-04-01

Work disability has implications for individual health, national health care expenditures, economic productivity, and the social safety net. Knowledge about population dynamics and risk factors associated with work disability are not delineated by cross-sectional research. In this paper the authors estimate, for the first time, the prospective lifetime risk that a head of household will report a work disability. Using forty years of longitudinal data from the Panel Study of Income Dynamics (PSID), we estimate the lifetime risk of developing a work disability and conduct a logistic regression analysis to examine personal characteristics that increase the likelihood of a self-reported work disability. Life table methods are used to calculate lifetime prevalence, and to compute covariate effects. Between the ages of 25 and 60, over half (54.6%) of U.S. household heads will self-report a work disability, and approximately one quarter (24.1%) will self-report a severe work disability. Persons with income below 150% of the federal poverty level, or lower educational attainment, have an increased likelihood of reporting a work disability. This study finds that more than half of U.S. household heads will self-report a work disability, which is a higher prevalence than in existing cross-sectional estimates. The social context for this finding is that work disability is a major driver of spending on health care services and the social safety net. Copyright © 2014 Elsevier Inc. All rights reserved.

Capture-recapture methodology

USGS Publications Warehouse

Gould, William R.; Kendall, William L.

2013-01-01

Capture-recapture methods were initially developed to estimate human population abundance, but since that time have seen widespread use for fish and wildlife populations to estimate and model various parameters of population, metapopulation, and disease dynamics. Repeated sampling of marked animals provides information for estimating abundance and tracking the fate of individuals in the face of imperfect detection. Mark types have evolved from clipping or tagging to use of noninvasive methods such as photography of natural markings and DNA collection from feces. Survival estimation has been emphasized more recently as have transition probabilities between life history states and/or geographical locations, even where some states are unobservable or uncertain. Sophisticated software has been developed to handle highly parameterized models, including environmental and individual covariates, to conduct model selection, and to employ various estimation approaches such as maximum likelihood and Bayesian approaches. With these user-friendly tools, complex statistical models for studying population dynamics have been made available to ecologists. The future will include a continuing trend toward integrating data types, both for tagged and untagged individuals, to produce more precise and robust population models.

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.

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

Chimpanzee females queue but males compete for social status

PubMed Central

Foerster, Steffen; Franz, Mathias; Murray, Carson M.; Gilby, Ian C.; Feldblum, Joseph T.; Walker, Kara K.; Pusey, Anne E.

2016-01-01

Dominance hierarchies are widespread in animal social groups and often have measureable effects on individual health and reproductive success. Dominance ranks are not static individual attributes, however, but instead are influenced by two independent processes: 1) changes in hierarchy membership and 2) successful challenges of higher-ranking individuals. Understanding which of these processes dominates the dynamics of rank trajectories can provide insights into fitness benefits of within-sex competition. This question has yet to be examined systematically in a wide range of taxa due to the scarcity of long-term data and a lack of appropriate methodologies for distinguishing between alternative causes of rank changes over time. Here, we expand on recent work and develop a new likelihood-based Elo rating method that facilitates the systematic assessment of rank dynamics in animal social groups, even when interaction data are sparse. We apply this method to characterize long-term rank trajectories in wild eastern chimpanzees (Pan troglodytes schweinfurthii) and find remarkable sex differences in rank dynamics, indicating that females queue for social status while males actively challenge each other to rise in rank. Further, our results suggest that natal females obtain a head start in the rank queue if they avoid dispersal, with potential fitness benefits. PMID:27739527

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…

Parametric instability in the high power era of Advanced LIGO

NASA Astrophysics Data System (ADS)

Hardwick, Terra; Blair, Carl; Kennedy, Ross; Evans, Matthew; Fritschel, Peter; LIGO Virgo Scientific Collaboration

2017-01-01

After the first direct detections of gravitational waves, Advanced LIGO aims to increase its detection rate during the upcoming science runs through a series of detector improvements, including increased optical power. Higher circulating power increases the likelihood for three-mode parametric instabilities (PIs), in which mechanical modes of the mirrors scatter light into higher-order optical modes in the cavity and the resulting optical modes reinforce the mechanical modes via radiation pressure. Currently, LIGO uses two PI mitigation methods: thermal tuning to change the cavity g-factor and effectively decrease the frequency overlap between mechanical and optical modes, and active damping of mechanical modes with electrostatic actuation. While the combined methods provide stability at the current operating power, there is evidence that these will be insufficient for the next planned power increase; future suppression methods including acoustic mode dampers and dynamic g-factor modulation are discussed.

Socio-economic Aspects of Health-Related Behaviors and Their Dynamics: A Case Study for the Netherlands

PubMed Central

Rezayatmand, Reza; Pavlova, Milena; Groot, Wim

2016-01-01

Background: Previous studies have mostly focused on socio-demographic and health-related determinants of health-related behaviors. Although comprehensive health insurance coverage could discourage individual lifestyle improvement due to the ex-ante moral hazard problem, few studies have examined such effects. This study examines the association of a comprehensive set of factors including socio-demographic, health status, health insurance, and perceived change in health insurance coverage with health-related behaviors and their dynamics (ie, changes in behavior). Methods: Using Survey of Health, Aging, and Retirement in Europe (SHARE) data (a European aging survey among 50+ years old) for the Netherlands in 2004 and 2007 (sample size: 1745), binary and multinomial logit models are employed to study health-related behaviors (daily smoking, excessive alcohol use, and physical inactivity in 2004) and their corresponding changes (stopping or starting unhealthy behavior between 2004 and 2007). Results: Our findings show that being older, being female, having higher education and living with a partner increase the likelihood not to be a daily smoker or to stop daily smoking. At the same time, being older (OR = 3.02 [1.31, 6.95]) and being female (OR = 1.77 [1.05, 2.96]) increases the likelihood to be or to become physically inactive. We also find that worse perceived health insurance coverage in 2007 is associated with a lower likelihood (OR = 0.19 [0.06, 0.57]) of stopping excessive alcohol use in that year. However, we do not find a strong association between the type of health insurance and health behavior. Conclusion: Our findings show that all above mentioned factors (ie, socio-demographic and health status factors) are associated with health-related behavior but not in a consistent way across all behaviors. Moreover, the dynamics of each behavior (positive or negative change) is not necessarily determined by the same factors that determine the state of that behavior. We also find that better perceived health insurance coverage is associated with a healthier lifestyle which is not compatible with an ex-ante moral hazard interpretation. Our results provide input to target policies towards elderly individuals in need of lifestyle change. However, further research should be done to identify the causal effect of health insurance on health-related behavior. PMID:27239865

A Penalized Likelihood Framework For High-Dimensional Phylogenetic Comparative Methods And An Application To New-World Monkeys Brain Evolution.

PubMed

Julien, Clavel; Leandro, Aristide; Hélène, Morlon

2018-06-19

Working with high-dimensional phylogenetic comparative datasets is challenging because likelihood-based multivariate methods suffer from low statistical performances as the number of traits p approaches the number of species n and because some computational complications occur when p exceeds n. Alternative phylogenetic comparative methods have recently been proposed to deal with the large p small n scenario but their use and performances are limited. Here we develop a penalized likelihood framework to deal with high-dimensional comparative datasets. We propose various penalizations and methods for selecting the intensity of the penalties. We apply this general framework to the estimation of parameters (the evolutionary trait covariance matrix and parameters of the evolutionary model) and model comparison for the high-dimensional multivariate Brownian (BM), Early-burst (EB), Ornstein-Uhlenbeck (OU) and Pagel's lambda models. We show using simulations that our penalized likelihood approach dramatically improves the estimation of evolutionary trait covariance matrices and model parameters when p approaches n, and allows for their accurate estimation when p equals or exceeds n. In addition, we show that penalized likelihood models can be efficiently compared using Generalized Information Criterion (GIC). We implement these methods, as well as the related estimation of ancestral states and the computation of phylogenetic PCA in the R package RPANDA and mvMORPH. Finally, we illustrate the utility of the new proposed framework by evaluating evolutionary models fit, analyzing integration patterns, and reconstructing evolutionary trajectories for a high-dimensional 3-D dataset of brain shape in the New World monkeys. We find a clear support for an Early-burst model suggesting an early diversification of brain morphology during the ecological radiation of the clade. Penalized likelihood offers an efficient way to deal with high-dimensional multivariate comparative data.

Global identification of stochastic dynamical systems under different pseudo-static operating conditions: The functionally pooled ARMAX case

NASA Astrophysics Data System (ADS)

Sakellariou, J. S.; Fassois, S. D.

2017-01-01

The identification of a single global model for a stochastic dynamical system operating under various conditions is considered. Each operating condition is assumed to have a pseudo-static effect on the dynamics and be characterized by a single measurable scheduling variable. Identification is accomplished within a recently introduced Functionally Pooled (FP) framework, which offers a number of advantages over Linear Parameter Varying (LPV) identification techniques. The focus of the work is on the extension of the framework to include the important FP-ARMAX model case. Compared to their simpler FP-ARX counterparts, FP-ARMAX models are much more general and offer improved flexibility in describing various types of stochastic noise, but at the same time lead to a more complicated, non-quadratic, estimation problem. Prediction Error (PE), Maximum Likelihood (ML), and multi-stage estimation methods are postulated, and the PE estimator optimality, in terms of consistency and asymptotic efficiency, is analytically established. The postulated estimators are numerically assessed via Monte Carlo experiments, while the effectiveness of the approach and its superiority over its FP-ARX counterpart are demonstrated via an application case study pertaining to simulated railway vehicle suspension dynamics under various mass loading conditions.

A statistical model of the human core-temperature circadian rhythm

NASA Technical Reports Server (NTRS)

Brown, E. N.; Choe, Y.; Luithardt, H.; Czeisler, C. A.

2000-01-01

We formulate a statistical model of the human core-temperature circadian rhythm in which the circadian signal is modeled as a van der Pol oscillator, the thermoregulatory response is represented as a first-order autoregressive process, and the evoked effect of activity is modeled with a function specific for each circadian protocol. The new model directly links differential equation-based simulation models and harmonic regression analysis methods and permits statistical analysis of both static and dynamical properties of the circadian pacemaker from experimental data. We estimate the model parameters by using numerically efficient maximum likelihood algorithms and analyze human core-temperature data from forced desynchrony, free-run, and constant-routine protocols. By representing explicitly the dynamical effects of ambient light input to the human circadian pacemaker, the new model can estimate with high precision the correct intrinsic period of this oscillator ( approximately 24 h) from both free-run and forced desynchrony studies. Although the van der Pol model approximates well the dynamical features of the circadian pacemaker, the optimal dynamical model of the human biological clock may have a harmonic structure different from that of the van der Pol oscillator.

Accommodating Dynamic Oceanographic Processes and Pelagic Biodiversity in Marine Conservation Planning

PubMed Central

Grantham, Hedley S.; Game, Edward T.; Lombard, Amanda T.; Hobday, Alistair J.; Richardson, Anthony J.; Beckley, Lynnath E.; Pressey, Robert L.; Huggett, Jenny A.; Coetzee, Janet C.; van der Lingen, Carl D.; Petersen, Samantha L.; Merkle, Dagmar; Possingham, Hugh P.

2011-01-01

Pelagic ecosystems support a significant and vital component of the ocean's productivity and biodiversity. They are also heavily exploited and, as a result, are the focus of numerous spatial planning initiatives. Over the past decade, there has been increasing enthusiasm for protected areas as a tool for pelagic conservation, however, few have been implemented. Here we demonstrate an approach to plan protected areas that address the physical and biological dynamics typical of the pelagic realm. Specifically, we provide an example of an approach to planning protected areas that integrates pelagic and benthic conservation in the southern Benguela and Agulhas Bank ecosystems off South Africa. Our aim was to represent species of importance to fisheries and species of conservation concern within protected areas. In addition to representation, we ensured that protected areas were designed to consider pelagic dynamics, characterized from time-series data on key oceanographic processes, together with data on the abundance of small pelagic fishes. We found that, to have the highest likelihood of reaching conservation targets, protected area selection should be based on time-specific data rather than data averaged across time. More generally, we argue that innovative methods are needed to conserve ephemeral and dynamic pelagic biodiversity. PMID:21311757

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

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.

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.

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.

Information-theoretic model selection for optimal prediction of stochastic dynamical systems from data

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

In the absence of mechanistic or phenomenological models of real-world systems, data-driven models become necessary. The discovery of various embedding theorems in the 1980s and 1990s motivated a powerful set of tools for analyzing deterministic dynamical systems via delay-coordinate embeddings of observations of their component states. However, in many branches of science, the condition of operational determinism is not satisfied, and stochastic models must be brought to bear. For such stochastic models, the tool set developed for delay-coordinate embedding is no longer appropriate, and a new toolkit must be developed. We present an information-theoretic criterion, the negative log-predictive likelihood, for selecting the embedding dimension for a predictively optimal data-driven model of a stochastic dynamical system. We develop a nonparametric estimator for the negative log-predictive likelihood and compare its performance to a recently proposed criterion based on active information storage. Finally, we show how the output of the model selection procedure can be used to compare candidate predictors for a stochastic system to an information-theoretic lower bound.

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.

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.

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.

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…

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.

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.

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.

The Simple Rules of Social Contagion

PubMed Central

Hodas, Nathan O.; Lerman, Kristina

2014-01-01

It is commonly believed that information spreads between individuals like a pathogen, with each exposure by an informed friend potentially resulting in a naive individual becoming infected. However, empirical studies of social media suggest that individual response to repeated exposure to information is far more complex. As a proxy for intervention experiments, we compare user responses to multiple exposures on two different social media sites, Twitter and Digg. We show that the position of exposing messages on the user-interface strongly affects social contagion. Accounting for this visibility significantly simplifies the dynamics of social contagion. The likelihood an individual will spread information increases monotonically with exposure, while explicit feedback about how many friends have previously spread it increases the likelihood of a response. We provide a framework for unifying information visibility, divided attention, and explicit social feedback to predict the temporal dynamics of user behavior. PMID:24614301

Socioeconomic Status and the Increased Prevalence of Autism in California

PubMed Central

King, Marissa D.; Bearman, Peter S.

2011-01-01

The prevalence of autism has increased precipitously—roughly 10-fold in the past 40 years—yet no one knows exactly what caused this dramatic rise. Using a large and representative dataset that spans the California birth cohorts from 1992 through 2000, we examine individual and community resources associated with the likelihood of an autism diagnosis over time. This allows us to identify key social factors that have contributed to increased autism prevalence. While individual-level factors, such as birth weight and parental education, have had a fairly constant effect on likelihood of diagnosis over time, we find that community-level resources drive increased prevalence. This study suggests that neighborhoods dynamically interact with the people living in them in different ways at different times to shape health outcomes. By treating neighborhoods as dynamic, we can better understand the changing socioeconomic gradient of autism and the increase in prevalence. PMID:21547238

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

Approximate likelihood calculation on a phylogeny for Bayesian estimation of divergence times.

PubMed

dos Reis, Mario; Yang, Ziheng

2011-07-01

The molecular clock provides a powerful way to estimate species divergence times. If information on some species divergence times is available from the fossil or geological record, it can be used to calibrate a phylogeny and estimate divergence times for all nodes in the tree. The Bayesian method provides a natural framework to incorporate different sources of information concerning divergence times, such as information in the fossil and molecular data. Current models of sequence evolution are intractable in a Bayesian setting, and Markov chain Monte Carlo (MCMC) is used to generate the posterior distribution of divergence times and evolutionary rates. This method is computationally expensive, as it involves the repeated calculation of the likelihood function. Here, we explore the use of Taylor expansion to approximate the likelihood during MCMC iteration. The approximation is much faster than conventional likelihood calculation. However, the approximation is expected to be poor when the proposed parameters are far from the likelihood peak. We explore the use of parameter transforms (square root, logarithm, and arcsine) to improve the approximation to the likelihood curve. We found that the new methods, particularly the arcsine-based transform, provided very good approximations under relaxed clock models and also under the global clock model when the global clock is not seriously violated. The approximation is poorer for analysis under the global clock when the global clock is seriously wrong and should thus not be used. The results suggest that the approximate method may be useful for Bayesian dating analysis using large data sets.

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.

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.

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…

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,…

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…

Fisher's method of scoring in statistical image reconstruction: comparison of Jacobi and Gauss-Seidel iterative schemes.

PubMed

Hudson, H M; Ma, J; Green, P

1994-01-01

Many algorithms for medical image reconstruction adopt versions of the expectation-maximization (EM) algorithm. In this approach, parameter estimates are obtained which maximize a complete data likelihood or penalized likelihood, in each iteration. Implicitly (and sometimes explicitly) penalized algorithms require smoothing of the current reconstruction in the image domain as part of their iteration scheme. In this paper, we discuss alternatives to EM which adapt Fisher's method of scoring (FS) and other methods for direct maximization of the incomplete data likelihood. Jacobi and Gauss-Seidel methods for non-linear optimization provide efficient algorithms applying FS in tomography. One approach uses smoothed projection data in its iterations. We investigate the convergence of Jacobi and Gauss-Seidel algorithms with clinical tomographic projection data.

A Systematic Bayesian Integration of Epidemiological and Genetic Data

PubMed Central

Lau, Max S. Y.; Marion, Glenn; Streftaris, George; Gibson, Gavin

2015-01-01

Genetic sequence data on pathogens have great potential to inform inference of their transmission dynamics ultimately leading to better disease control. Where genetic change and disease transmission occur on comparable timescales additional information can be inferred via the joint analysis of such genetic sequence data and epidemiological observations based on clinical symptoms and diagnostic tests. Although recently introduced approaches represent substantial progress, for computational reasons they approximate genuine joint inference of disease dynamics and genetic change in the pathogen population, capturing partially the joint epidemiological-evolutionary dynamics. Improved methods are needed to fully integrate such genetic data with epidemiological observations, for achieving a more robust inference of the transmission tree and other key epidemiological parameters such as latent periods. Here, building on current literature, a novel Bayesian framework is proposed that infers simultaneously and explicitly the transmission tree and unobserved transmitted pathogen sequences. Our framework facilitates the use of realistic likelihood functions and enables systematic and genuine joint inference of the epidemiological-evolutionary process from partially observed outbreaks. Using simulated data it is shown that this approach is able to infer accurately joint epidemiological-evolutionary dynamics, even when pathogen sequences and epidemiological data are incomplete, and when sequences are available for only a fraction of exposures. These results also characterise and quantify the value of incomplete and partial sequence data, which has important implications for sampling design, and demonstrate the abilities of the introduced method to identify multiple clusters within an outbreak. The framework is used to analyse an outbreak of foot-and-mouth disease in the UK, enhancing current understanding of its transmission dynamics and evolutionary process. PMID:26599399

Approximate likelihood approaches for detecting the influence of primordial gravitational waves in cosmic microwave background polarization

NASA Astrophysics Data System (ADS)

Pan, Zhen; Anderes, Ethan; Knox, Lloyd

2018-05-01

One of the major targets for next-generation cosmic microwave background (CMB) experiments is the detection of the primordial B-mode signal. Planning is under way for Stage-IV experiments that are projected to have instrumental noise small enough to make lensing and foregrounds the dominant source of uncertainty for estimating the tensor-to-scalar ratio r from polarization maps. This makes delensing a crucial part of future CMB polarization science. In this paper we present a likelihood method for estimating the tensor-to-scalar ratio r from CMB polarization observations, which combines the benefits of a full-scale likelihood approach with the tractability of the quadratic delensing technique. This method is a pixel space, all order likelihood analysis of the quadratic delensed B modes, and it essentially builds upon the quadratic delenser by taking into account all order lensing and pixel space anomalies. Its tractability relies on a crucial factorization of the pixel space covariance matrix of the polarization observations which allows one to compute the full Gaussian approximate likelihood profile, as a function of r , at the same computational cost of a single likelihood evaluation.

Transactional Sex Risk across a Typology of Rural and Urban Female Sex Workers in Indonesia: A Mixed Methods Study

PubMed Central

Puradiredja, Dewi Ismajani; Coast, Ernestina

2012-01-01

Context-specific typologies of female sex workers (FSWs) are essential for the design of HIV intervention programming. This study develops a novel FSW typology for the analysis of transactional sex risk in rural and urban settings in Indonesia. Mixed methods include a survey of rural and urban FSWs (n = 310), in-depth interviews (n = 11), key informant interviews (n = 5) and ethnographic assessments. Thematic analysis categorises FSWs into 5 distinct groups based on geographical location of their sex work settings, place of solicitation, and whether sex work is their primary occupation. Multiple regression analysis shows that the likelihood of consistent condom use was higher among urban venue-based FSWs for whom sex work is not the only source of income than for any of the other rural and urban FSW groups. This effect was explained by the significantly lower likelihood of consistent condom use by rural venue-based FSWs (adjusted OR: 0.34 95% CI 0.13–0.90, p = 0.029). The FSW typology and differences in organisational features and social dynamics are more closely related to the risk of unprotected transactional sex, than levels of condom awareness and availability. Interventions need context-specific strategies to reach the different FSWs identified by this study's typology. PMID:23285205

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

The purpose of the computer program is to generate system matrices that model data acquisition process in dynamic single photon emission computed tomography (SPECT). The application is for the reconstruction of dynamic data from projection measurements that provide the time evolution of activity uptake and wash out in an organ of interest. The measurement of the time activity in the blood and organ tissue provide time-activity curves (TACs) that are used to estimate kinetic parameters. The program provides a correct model of the in vivo spatial and temporal distribution of radioactive in organs. The model accounts for the attenuation ofmore » the internal emitting radioactivity, it accounts for the vary point response of the collimators, and correctly models the time variation of the activity in the organs. One important application where the software is being used in a measuring the arterial input function (AIF) in a dynamic SPECT study where the data are acquired from a slow camera rotation. Measurement of the arterial input function (AIF) is essential to deriving quantitative estimates of regional myocardial blood flow using kinetic models. A study was performed to evaluate whether a slowly rotating SPECT system could provide accurate AIF's for myocardial perfusion imaging (MPI). Methods: Dynamic cardiac SPECT was first performed in human subjects at rest using a Phillips Precedence SPECT/CT scanner. Dynamic measurements of Tc-99m-tetrofosmin in the myocardium were obtained using an infusion time of 2 minutes. Blood input, myocardium tissue and liver TACs were estimated using spatiotemporal splines. These were fit to a one-compartment perfusion model to obtain wash-in rate parameters K1. Results: The spatiotemporal 4D ML-EM reconstructions gave more accurate reconstructions that did standard frame-by-frame 3D ML-EM reconstructions. From additional computer simulations and phantom studies, it was determined that a 1 minute infusion with a SPECT system rotation speed providing 180 degrees of projection data every 54s can produce measurements of blood pool and myocardial TACs. This has important application in the circulation of coronary flow reserve using rest/stress dynamic cardiac SPECT. They system matrices are used in maximum likelihood and maximum a posterior formulations in estimation theory where through iterative algorithms (conjugate gradient, expectation maximization, or maximum a posteriori probability algorithms) the solution is determined that maximizes a likelihood or a posteriori probability function.« less

Effects of road mortality and mitigation measures on amphibian populations.

PubMed

Beebee, Trevor J C

2013-08-01

Road mortality is a widely recognized but rarely quantified threat to the viability of amphibian populations. The global extent of the problem is substantial and factors affecting the number of animals killed on highways include life-history traits and landscape features. Secondary effects include genetic isolation due to roads acting as barriers to migration. Long-term effects of roads on population dynamics are often severe and mitigation methods include volunteer rescues and under-road tunnels. Despite the development of methods that reduce road kill in specific locations, especially under-road tunnels and culverts, there is scant evidence that such measures will protect populations over the long term. There also seems little likelihood that funding will be forthcoming to ameliorate the problem at the scale necessary to prevent further population declines. © 2013 Society for Conservation Biology.

Segmentation of Nerve Bundles and Ganglia in Spine MRI Using Particle Filters

PubMed Central

Dalca, Adrian; Danagoulian, Giovanna; Kikinis, Ron; Schmidt, Ehud; Golland, Polina

2011-01-01

Automatic segmentation of spinal nerve bundles that originate within the dural sac and exit the spinal canal is important for diagnosis and surgical planning. The variability in intensity, contrast, shape and direction of nerves seen in high resolution myelographic MR images makes segmentation a challenging task. In this paper, we present an automatic tracking method for nerve segmentation based on particle filters. We develop a novel approach to particle representation and dynamics, based on Bézier splines. Moreover, we introduce a robust image likelihood model that enables delineation of nerve bundles and ganglia from the surrounding anatomical structures. We demonstrate accurate and fast nerve tracking and compare it to expert manual segmentation. PMID:22003741

Benford's law and the FSD distribution of economic behavioral micro data

NASA Astrophysics Data System (ADS)

Villas-Boas, Sofia B.; Fu, Qiuzi; Judge, George

2017-11-01

In this paper, we focus on the first significant digit (FSD) distribution of European micro income data and use information theoretic-entropy based methods to investigate the degree to which Benford's FSD law is consistent with the nature of these economic behavioral systems. We demonstrate that Benford's law is not an empirical phenomenon that occurs only in important distributions in physical statistics, but that it also arises in self-organizing dynamic economic behavioral systems. The empirical likelihood member of the minimum divergence-entropy family, is used to recover country based income FSD probability density functions and to demonstrate the implications of using a Benford prior reference distribution in economic behavioral system information recovery.

Occupancy Estimation and Modeling : Inferring Patterns and Dynamics of Species Occurrence

USGS Publications Warehouse

MacKenzie, D.I.; Nichols, J.D.; Royle, J. Andrew; Pollock, K.H.; Bailey, L.L.; Hines, J.E.

2006-01-01

This is the first book to examine the latest methods in analyzing presence/absence data surveys. Using four classes of models (single-species, single-season; single-species, multiple season; multiple-species, single-season; and multiple-species, multiple-season), the authors discuss the practical sampling situation, present a likelihood-based model enabling direct estimation of the occupancy-related parameters while allowing for imperfect detectability, and make recommendations for designing studies using these models. It provides authoritative insights into the latest in estimation modeling; discusses multiple models which lay the groundwork for future study designs; addresses critical issues of imperfect detectibility and its effects on estimation; and explores the role of probability in estimating in detail.

Segmentation of nerve bundles and ganglia in spine MRI using particle filters.

PubMed

Dalca, Adrian; Danagoulian, Giovanna; Kikinis, Ron; Schmidt, Ehud; Golland, Polina

2011-01-01

Automatic segmentation of spinal nerve bundles that originate within the dural sac and exit the spinal canal is important for diagnosis and surgical planning. The variability in intensity, contrast, shape and direction of nerves seen in high resolution myelographic MR images makes segmentation a challenging task. In this paper, we present an automatic tracking method for nerve segmentation based on particle filters. We develop a novel approach to particle representation and dynamics, based on Bézier splines. Moreover, we introduce a robust image likelihood model that enables delineation of nerve bundles and ganglia from the surrounding anatomical structures. We demonstrate accurate and fast nerve tracking and compare it to expert manual segmentation.

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

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

Biros, George

Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. Thesemore » include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a central challenge in UQ, especially for large-scale models. We propose to develop the mathematical tools to address these challenges in the context of extreme-scale problems. 4. Parallel scalable algorithms for Bayesian optimal experimental design (OED). Bayesian inversion yields quantified uncertainties in the model parameters, which can be propagated forward through the model to yield uncertainty in outputs of interest. This opens the way for designing new experiments to reduce the uncertainties in the model parameters and model predictions. Such experimental design problems have been intractable for large-scale problems using conventional methods; we will create OED algorithms that exploit the structure of the PDE model and the parameter-to-output map to overcome these challenges. Parallel algorithms for these four problems were created, analyzed, prototyped, implemented, tuned, and scaled up for leading-edge supercomputers, including UT-Austin’s own 10 petaflops Stampede system, ANL’s Mira system, and ORNL’s Titan system. While our focus is on fundamental mathematical/computational methods and algorithms, we will assess our methods on model problems derived from several DOE mission applications, including multiscale mechanics and ice sheet dynamics.« less

Inference of epidemiological parameters from household stratified data

PubMed Central

Walker, James N.; Ross, Joshua V.

2017-01-01

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters—governing within-household transmission, recovery, and between-household transmission—from data of the day upon which each individual became infectious and the household in which each infection occurred, as might be available from First Few Hundred studies. Each method is a form of Bayesian Markov Chain Monte Carlo that allows us to calculate a joint posterior distribution for all parameters and hence the household reproduction number and the early growth rate of the epidemic. The first method performs exact Bayesian inference using a standard data-augmentation approach; the second performs approximate Bayesian inference based on a likelihood approximation derived from branching processes. These methods are compared for computational efficiency and posteriors from each are compared. The branching process is shown to be a good approximation and remains computationally efficient as the amount of data is increased. PMID:29045456

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…

Updated logistic regression equations for the calculation of post-fire debris-flow likelihood in the western United States

USGS Publications Warehouse

Staley, Dennis M.; Negri, Jacquelyn A.; Kean, Jason W.; Laber, Jayme L.; Tillery, Anne C.; Youberg, Ann M.

2016-06-30

Wildfire can significantly alter the hydrologic response of a watershed to the extent that even modest rainstorms can generate dangerous flash floods and debris flows. To reduce public exposure to hazard, the U.S. Geological Survey produces post-fire debris-flow hazard assessments for select fires in the western United States. We use publicly available geospatial data describing basin morphology, burn severity, soil properties, and rainfall characteristics to estimate the statistical likelihood that debris flows will occur in response to a storm of a given rainfall intensity. Using an empirical database and refined geospatial analysis methods, we defined new equations for the prediction of debris-flow likelihood using logistic regression methods. We showed that the new logistic regression model outperformed previous models used to predict debris-flow likelihood.

Integration within the Felsenstein equation for improved Markov chain Monte Carlo methods in population genetics

PubMed Central

Hey, Jody; Nielsen, Rasmus

2007-01-01

In 1988, Felsenstein described a framework for assessing the likelihood of a genetic data set in which all of the possible genealogical histories of the data are considered, each in proportion to their probability. Although not analytically solvable, several approaches, including Markov chain Monte Carlo methods, have been developed to find approximate solutions. Here, we describe an approach in which Markov chain Monte Carlo simulations are used to integrate over the space of genealogies, whereas other parameters are integrated out analytically. The result is an approximation to the full joint posterior density of the model parameters. For many purposes, this function can be treated as a likelihood, thereby permitting likelihood-based analyses, including likelihood ratio tests of nested models. Several examples, including an application to the divergence of chimpanzee subspecies, are provided. PMID:17301231

Challenges in Species Tree Estimation Under the Multispecies Coalescent Model

PubMed Central

Xu, Bo; Yang, Ziheng

2016-01-01

The multispecies coalescent (MSC) model has emerged as a powerful framework for inferring species phylogenies while accounting for ancestral polymorphism and gene tree-species tree conflict. A number of methods have been developed in the past few years to estimate the species tree under the MSC. The full likelihood methods (including maximum likelihood and Bayesian inference) average over the unknown gene trees and accommodate their uncertainties properly but involve intensive computation. The approximate or summary coalescent methods are computationally fast and are applicable to genomic datasets with thousands of loci, but do not make an efficient use of information in the multilocus data. Most of them take the two-step approach of reconstructing the gene trees for multiple loci by phylogenetic methods and then treating the estimated gene trees as observed data, without accounting for their uncertainties appropriately. In this article we review the statistical nature of the species tree estimation problem under the MSC, and explore the conceptual issues and challenges of species tree estimation by focusing mainly on simple cases of three or four closely related species. We use mathematical analysis and computer simulation to demonstrate that large differences in statistical performance may exist between the two classes of methods. We illustrate that several counterintuitive behaviors may occur with the summary methods but they are due to inefficient use of information in the data by summary methods and vanish when the data are analyzed using full-likelihood methods. These include (i) unidentifiability of parameters in the model, (ii) inconsistency in the so-called anomaly zone, (iii) singularity on the likelihood surface, and (iv) deterioration of performance upon addition of more data. We discuss the challenges and strategies of species tree inference for distantly related species when the molecular clock is violated, and highlight the need for improving the computational efficiency and model realism of the likelihood methods as well as the statistical efficiency of the summary methods. PMID:27927902

A likelihood ratio test for evolutionary rate shifts and functional divergence among proteins

PubMed Central

Knudsen, Bjarne; Miyamoto, Michael M.

2001-01-01

Changes in protein function can lead to changes in the selection acting on specific residues. This can often be detected as evolutionary rate changes at the sites in question. A maximum-likelihood method for detecting evolutionary rate shifts at specific protein positions is presented. The method determines significance values of the rate differences to give a sound statistical foundation for the conclusions drawn from the analyses. A statistical test for detecting slowly evolving sites is also described. The methods are applied to a set of Myc proteins for the identification of both conserved sites and those with changing evolutionary rates. Those positions with conserved and changing rates are related to the structures and functions of their proteins. The results are compared with an earlier Bayesian method, thereby highlighting the advantages of the new likelihood ratio tests. PMID:11734650

Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

NASA Astrophysics Data System (ADS)

Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

2014-12-01

Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

[Gender and age dependent mortality from nervous diseases in Azerbaijan].

PubMed

Mamedbeyli, A K

2015-01-01

To assess age- and sex-related changes in the mortality from nervous diseases at the population level. Methods of descriptive statistics and analysis of qualitative traits were applied. We analyzed 13580 medical certificates of cause of death from nervous diseases (all classes of ICD-10). The mortality rate varied with age, the main trend of which was the dynamic growth. Age-specific mortality rates for men and women differed from each other: in most ages (20-24, 30-34, 45-49, 50-54, 55-59, 65-69), the likelihood of mortality was higher in men, and at the age of 5-9, 15-19, 60-64, 70 and more years in women. After the standardization of gender differences by age, the mortality risk of nervous illnesses disappeared (146.74 and 144.16 per 100 thousand for men and women, respectively).  There were significant differences in the proportion of nervous diseases of all-cause mortality among the population in the groups stratified by age and sex. It is believed that situational factors is a cause of actual prevailing of gender age- and sex-related mortality risks. Gender features of age-related risk of mortality from nervous diseases are characterized by the multidirectional dynamics of likelihood of mortality and specific weight of nervous diseases among all causes of mortality. The actual gender features of age-related risk of mortality from nervous diseases are generally caused by situational factors (different age structure and unequal level of the general mortality among male and female population) which disappear after standardization.

Integrating in silico prediction methods, molecular docking, and molecular dynamics simulation to predict the impact of ALK missense mutations in structural perspective.

PubMed

Doss, C George Priya; Chakraborty, Chiranjib; Chen, Luonan; Zhu, Hailong

2014-01-01

Over the past decade, advancements in next generation sequencing technology have placed personalized genomic medicine upon horizon. Understanding the likelihood of disease causing mutations in complex diseases as pathogenic or neutral remains as a major task and even impossible in the structural context because of its time consuming and expensive experiments. Among the various diseases causing mutations, single nucleotide polymorphisms (SNPs) play a vital role in defining individual's susceptibility to disease and drug response. Understanding the genotype-phenotype relationship through SNPs is the first and most important step in drug research and development. Detailed understanding of the effect of SNPs on patient drug response is a key factor in the establishment of personalized medicine. In this paper, we represent a computational pipeline in anaplastic lymphoma kinase (ALK) for SNP-centred study by the application of in silico prediction methods, molecular docking, and molecular dynamics simulation approaches. Combination of computational methods provides a way in understanding the impact of deleterious mutations in altering the protein drug targets and eventually leading to variable patient's drug response. We hope this rapid and cost effective pipeline will also serve as a bridge to connect the clinicians and in silico resources in tailoring treatments to the patients' specific genotype.

Nested Sampling for Bayesian Model Comparison in the Context of Salmonella Disease Dynamics

PubMed Central

Dybowski, Richard; McKinley, Trevelyan J.; Mastroeni, Pietro; Restif, Olivier

2013-01-01

Understanding the mechanisms underlying the observed dynamics of complex biological systems requires the statistical assessment and comparison of multiple alternative models. Although this has traditionally been done using maximum likelihood-based methods such as Akaike's Information Criterion (AIC), Bayesian methods have gained in popularity because they provide more informative output in the form of posterior probability distributions. However, comparison between multiple models in a Bayesian framework is made difficult by the computational cost of numerical integration over large parameter spaces. A new, efficient method for the computation of posterior probabilities has recently been proposed and applied to complex problems from the physical sciences. Here we demonstrate how nested sampling can be used for inference and model comparison in biological sciences. We present a reanalysis of data from experimental infection of mice with Salmonella enterica showing the distribution of bacteria in liver cells. In addition to confirming the main finding of the original analysis, which relied on AIC, our approach provides: (a) integration across the parameter space, (b) estimation of the posterior parameter distributions (with visualisations of parameter correlations), and (c) estimation of the posterior predictive distributions for goodness-of-fit assessments of the models. The goodness-of-fit results suggest that alternative mechanistic models and a relaxation of the quasi-stationary assumption should be considered. PMID:24376528

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico

2011-09-01

We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.

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

Likelihoods for fixed rank nomination networks

PubMed Central

HOFF, PETER; FOSDICK, BAILEY; VOLFOVSKY, ALEX; STOVEL, KATHERINE

2014-01-01

Many studies that gather social network data use survey methods that lead to censored, missing, or otherwise incomplete information. For example, the popular fixed rank nomination (FRN) scheme, often used in studies of schools and businesses, asks study participants to nominate and rank at most a small number of contacts or friends, leaving the existence of other relations uncertain. However, most statistical models are formulated in terms of completely observed binary networks. Statistical analyses of FRN data with such models ignore the censored and ranked nature of the data and could potentially result in misleading statistical inference. To investigate this possibility, we compare Bayesian parameter estimates obtained from a likelihood for complete binary networks with those obtained from likelihoods that are derived from the FRN scheme, and therefore accommodate the ranked and censored nature of the data. We show analytically and via simulation that the binary likelihood can provide misleading inference, particularly for certain model parameters that relate network ties to characteristics of individuals and pairs of individuals. We also compare these different likelihoods in a data analysis of several adolescent social networks. For some of these networks, the parameter estimates from the binary and FRN likelihoods lead to different conclusions, indicating the importance of analyzing FRN data with a method that accounts for the FRN survey design. PMID:25110586

Experimental Design for Parameter Estimation of Gene Regulatory Networks

PubMed Central

Timmer, Jens

2012-01-01

Systems biology aims for building quantitative models to address unresolved issues in molecular biology. In order to describe the behavior of biological cells adequately, gene regulatory networks (GRNs) are intensively investigated. As the validity of models built for GRNs depends crucially on the kinetic rates, various methods have been developed to estimate these parameters from experimental data. For this purpose, it is favorable to choose the experimental conditions yielding maximal information. However, existing experimental design principles often rely on unfulfilled mathematical assumptions or become computationally demanding with growing model complexity. To solve this problem, we combined advanced methods for parameter and uncertainty estimation with experimental design considerations. As a showcase, we optimized three simulated GRNs in one of the challenges from the Dialogue for Reverse Engineering Assessment and Methods (DREAM). This article presents our approach, which was awarded the best performing procedure at the DREAM6 Estimation of Model Parameters challenge. For fast and reliable parameter estimation, local deterministic optimization of the likelihood was applied. We analyzed identifiability and precision of the estimates by calculating the profile likelihood. Furthermore, the profiles provided a way to uncover a selection of most informative experiments, from which the optimal one was chosen using additional criteria at every step of the design process. In conclusion, we provide a strategy for optimal experimental design and show its successful application on three highly nonlinear dynamic models. Although presented in the context of the GRNs to be inferred for the DREAM6 challenge, the approach is generic and applicable to most types of quantitative models in systems biology and other disciplines. PMID:22815723

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.

Why preferring parametric forecasting to nonparametric methods?

PubMed

Jabot, Franck

2015-05-07

A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.

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.

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

The Frequency of Fitness Peak Shifts Is Increased at Expanding Range Margins Due to Mutation Surfing

PubMed Central

Burton, Olivia J.; Travis, Justin M. J.

2008-01-01

Dynamic species' ranges, those that are either invasive or shifting in response to environmental change, are the focus of much recent interest in ecology, evolution, and genetics. Understanding how range expansions can shape evolutionary trajectories requires the consideration of nonneutral variability and genetic architecture, yet the majority of empirical and theoretical work to date has explored patterns of neutral variability. Here we use forward computer simulations of population growth, dispersal, and mutation to explore how range-shifting dynamics can influence evolution on rugged fitness landscapes. We employ a two-locus model, incorporating sign epistasis, and find that there is an increased likelihood of fitness peak shifts during a period of range expansion. Maladapted valley genotypes can accumulate at an expanding range front through a phenomenon called mutation surfing, which increases the likelihood that a mutation leading to a higher peak will occur. Our results indicate that most peak shifts occur close to the expanding front. We also demonstrate that periods of range shifting are especially important for peak shifting in species with narrow geographic distributions. Our results imply that trajectories on rugged fitness landscapes can be modified substantially when ranges are dynamic. PMID:18505864

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

A dynamic Brownian bridge movement model to estimate utilization distributions for heterogeneous animal movement.

PubMed

Kranstauber, Bart; Kays, Roland; Lapoint, Scott D; Wikelski, Martin; Safi, Kamran

2012-07-01

1. The recently developed Brownian bridge movement model (BBMM) has advantages over traditional methods because it quantifies the utilization distribution of an animal based on its movement path rather than individual points and accounts for temporal autocorrelation and high data volumes. However, the BBMM assumes unrealistic homogeneous movement behaviour across all data. 2. Accurate quantification of the utilization distribution is important for identifying the way animals use the landscape. 3. We improve the BBMM by allowing for changes in behaviour, using likelihood statistics to determine change points along the animal's movement path. 4. This novel extension, outperforms the current BBMM as indicated by simulations and examples of a territorial mammal and a migratory bird. The unique ability of our model to work with tracks that are not sampled regularly is especially important for GPS tags that have frequent failed fixes or dynamic sampling schedules. Moreover, our model extension provides a useful one-dimensional measure of behavioural change along animal tracks. 5. This new method provides a more accurate utilization distribution that better describes the space use of realistic, behaviourally heterogeneous tracks. © 2012 The Authors. Journal of Animal Ecology © 2012 British Ecological Society.

Molecular epidemiology of porcine reproductive and respiratory syndrome viruses isolated from 1991 to 2013 in Taiwan.

PubMed

Deng, Ming-Chung; Chang, Chia-Yi; Huang, Tien-Shine; Tsai, Hsiang-Jung; Chang, Chieh; Wang, Fun-In; Huang, Yu-Liang

2015-11-01

Porcine reproductive and respiratory syndrome virus (PRRSV) was first identified in Taiwan in 1991, but the genetic diversity and evolution of PRRSV has not been thoroughly investigated over the past 20 years. The aim of this study was to bridge the gap in understanding of its molecular epidemiology. A total of 31 PRRSV strains were collected and sequenced. The sequences were aligned using the MUSCLE program, and phylogenetic analysis were performed by the maximum-likelihood method and the neighbor-joining method using MEGA 5.2 software. In the early 1990s, two prototype strains, WSV and MD001 of the North American genotype, were first identified. Over the years, both viruses evolved separately. The population dynamics of PRRSV revealed that the strains of the MD001 group were predominant in Taiwan. Evolution was manifested in changes in the nsp2 and ORF5 genes. In addition, a suspected newly invading exotic strain was recovered in 2013, suggesting that international spread is still taking place and that it is affecting the population dynamics. Overall, the results provide an important basis for vaccine development for the control and prevention of PRRS.

Development and system identification of a light unmanned aircraft for flying qualities research

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

Peters, M.E.; Andrisani, D. II

This paper describes the design, construction, flight testing and system identification of a light weight remotely piloted aircraft and its use in studying flying qualities in the longitudinal axis. The short period approximation to the longitudinal dynamics of the aircraft was used. Parameters in this model were determined a priori using various empirical estimators. These parameters were then estimated from flight data using a maximum likelihood parameter identification method. A comparison of the parameter values revealed that the stability derivatives obtained from the empirical estimators were reasonably close to the flight test results. However, the control derivatives determined by themore » empirical estimators were too large by a factor of two. The aircraft was also flown to determine how the longitudinal flying qualities of light weight remotely piloted aircraft compared to full size manned aircraft. It was shown that light weight remotely piloted aircraft require much faster short period dynamics to achieve level I flying qualities in an up-and-away flight task.« less

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.

Maximal likelihood correspondence estimation for face recognition across pose.

PubMed

Li, Shaoxin; Liu, Xin; Chai, Xiujuan; Zhang, Haihong; Lao, Shihong; Shan, Shiguang

2014-10-01

Due to the misalignment of image features, the performance of many conventional face recognition methods degrades considerably in across pose scenario. To address this problem, many image matching-based methods are proposed to estimate semantic correspondence between faces in different poses. In this paper, we aim to solve two critical problems in previous image matching-based correspondence learning methods: 1) fail to fully exploit face specific structure information in correspondence estimation and 2) fail to learn personalized correspondence for each probe image. To this end, we first build a model, termed as morphable displacement field (MDF), to encode face specific structure information of semantic correspondence from a set of real samples of correspondences calculated from 3D face models. Then, we propose a maximal likelihood correspondence estimation (MLCE) method to learn personalized correspondence based on maximal likelihood frontal face assumption. After obtaining the semantic correspondence encoded in the learned displacement, we can synthesize virtual frontal images of the profile faces for subsequent recognition. Using linear discriminant analysis method with pixel-intensity features, state-of-the-art performance is achieved on three multipose benchmarks, i.e., CMU-PIE, FERET, and MultiPIE databases. Owe to the rational MDF regularization and the usage of novel maximal likelihood objective, the proposed MLCE method can reliably learn correspondence between faces in different poses even in complex wild environment, i.e., labeled face in the wild database.

Reorganization of interaction networks modulates the persistence of species in late successional stages.

PubMed

Saavedra, Serguei; Cenci, Simone; Del-Val, Ek; Boege, Karina; Rohr, Rudolf P

2017-09-01

Ecological interaction networks constantly reorganize as interspecific interactions change across successional stages and environmental gradients. This reorganization can also be associated with the extent to which species change their preference for types of niches available in their local sites. Despite the pervasiveness of these interaction changes, previous studies have revealed that network reorganizations have a minimal or insignificant effect on global descriptors of network architecture, such as connectance, modularity and nestedness. However, little is known about whether these reorganizations may have an effect on community dynamics and composition. To answer the question above, we study the multi-year dynamics and reorganization of plant-herbivore interaction networks across secondary successional stages of a tropical dry forest. We develop new quantitative tools based on a structural stability approach to estimate the potential impact of network reorganization on species persistence. Then, we investigate whether this impact can explain the likelihood of persistence of herbivore species in the observed communities. We find that resident (early-arriving) herbivore species increase their likelihood of persistence across time and successional stages. Importantly, we demonstrate that, in late successional stages, the reorganization of interactions among resident species has a strong inhibitory effect on the likelihood of persistence of colonizing (late-arriving) herbivores. These findings support earlier predictions suggesting that, in mature communities, changes of species interactions can act as community-control mechanisms (also known as priority effects). Furthermore, our results illustrate that the dynamics and composition of ecological communities cannot be fully understood without attention to their reorganization processes, despite the invariability of global network properties. © 2017 The Authors. Journal of Animal Ecology © 2017 British Ecological Society.

A state space approach for piecewise-linear recurrent neural networks for identifying computational dynamics from neural measurements.

PubMed

Durstewitz, Daniel

2017-06-01

The computational and cognitive properties of neural systems are often thought to be implemented in terms of their (stochastic) network dynamics. Hence, recovering the system dynamics from experimentally observed neuronal time series, like multiple single-unit recordings or neuroimaging data, is an important step toward understanding its computations. Ideally, one would not only seek a (lower-dimensional) state space representation of the dynamics, but would wish to have access to its statistical properties and their generative equations for in-depth analysis. Recurrent neural networks (RNNs) are a computationally powerful and dynamically universal formal framework which has been extensively studied from both the computational and the dynamical systems perspective. Here we develop a semi-analytical maximum-likelihood estimation scheme for piecewise-linear RNNs (PLRNNs) within the statistical framework of state space models, which accounts for noise in both the underlying latent dynamics and the observation process. The Expectation-Maximization algorithm is used to infer the latent state distribution, through a global Laplace approximation, and the PLRNN parameters iteratively. After validating the procedure on toy examples, and using inference through particle filters for comparison, the approach is applied to multiple single-unit recordings from the rodent anterior cingulate cortex (ACC) obtained during performance of a classical working memory task, delayed alternation. Models estimated from kernel-smoothed spike time data were able to capture the essential computational dynamics underlying task performance, including stimulus-selective delay activity. The estimated models were rarely multi-stable, however, but rather were tuned to exhibit slow dynamics in the vicinity of a bifurcation point. In summary, the present work advances a semi-analytical (thus reasonably fast) maximum-likelihood estimation framework for PLRNNs that may enable to recover relevant aspects of the nonlinear dynamics underlying observed neuronal time series, and directly link these to computational properties.

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.

Less-Complex Method of Classifying MPSK

NASA Technical Reports Server (NTRS)

Hamkins, Jon

2006-01-01

An alternative to an optimal method of automated classification of signals modulated with M-ary phase-shift-keying (M-ary PSK or MPSK) has been derived. The alternative method is approximate, but it offers nearly optimal performance and entails much less complexity, which translates to much less computation time. Modulation classification is becoming increasingly important in radio-communication systems that utilize multiple data modulation schemes and include software-defined or software-controlled receivers. Such a receiver may "know" little a priori about an incoming signal but may be required to correctly classify its data rate, modulation type, and forward error-correction code before properly configuring itself to acquire and track the symbol timing, carrier frequency, and phase, and ultimately produce decoded bits. Modulation classification has long been an important component of military interception of initially unknown radio signals transmitted by adversaries. Modulation classification may also be useful for enabling cellular telephones to automatically recognize different signal types and configure themselves accordingly. The concept of modulation classification as outlined in the preceding paragraph is quite general. However, at the present early stage of development, and for the purpose of describing the present alternative method, the term "modulation classification" or simply "classification" signifies, more specifically, a distinction between M-ary and M'-ary PSK, where M and M' represent two different integer multiples of 2. Both the prior optimal method and the present alternative method require the acquisition of magnitude and phase values of a number (N) of consecutive baseband samples of the incoming signal + noise. The prior optimal method is based on a maximum- likelihood (ML) classification rule that requires a calculation of likelihood functions for the M and M' hypotheses: Each likelihood function is an integral, over a full cycle of carrier phase, of a complicated sum of functions of the baseband sample values, the carrier phase, the carrier-signal and noise magnitudes, and M or M'. Then the likelihood ratio, defined as the ratio between the likelihood functions, is computed, leading to the choice of whichever hypothesis - M or M'- is more likely. In the alternative method, the integral in each likelihood function is approximated by a sum over values of the integrand sampled at a number, 1, of equally spaced values of carrier phase. Used in this way, 1 is a parameter that can be adjusted to trade computational complexity against the probability of misclassification. In the limit as 1 approaches infinity, one obtains the integral form of the likelihood function and thus recovers the ML classification. The present approximate method has been tested in comparison with the ML method by means of computational simulations. The results of the simulations have shown that the performance (as quantified by probability of misclassification) of the approximate method is nearly indistinguishable from that of the ML method (see figure).

Learning Maximal Entropy Models from finite size datasets: a fast Data-Driven algorithm allows to sample from the posterior distribution

NASA Astrophysics Data System (ADS)

Ferrari, Ulisse

A maximal entropy model provides the least constrained probability distribution that reproduces experimental averages of an observables set. 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 over-fitting 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. This research was supported by a Grant from the Human Brain Project (HBP CLAP).

Empirical likelihood-based confidence intervals for mean medical cost with censored data.

PubMed

Jeyarajah, Jenny; Qin, Gengsheng

2017-11-10

In this paper, we propose empirical likelihood methods based on influence function and jackknife techniques for constructing confidence intervals for mean medical cost with censored data. We conduct a simulation study to compare the coverage probabilities and interval lengths of our proposed confidence intervals with that of the existing normal approximation-based confidence intervals and bootstrap confidence intervals. The proposed methods have better finite-sample performances than existing methods. Finally, we illustrate our proposed methods with a relevant example. Copyright © 2017 John Wiley & Sons, Ltd.

Mapping sea ice leads with a coupled numeric/symbolic system

NASA Technical Reports Server (NTRS)

Key, J.; Schweiger, A. J.; Maslanik, J. A.

1990-01-01

A method is presented which facilitates the detection and delineation of leads with single-channel Landsat data by coupling numeric and symbolic procedures. The procedure consists of three steps: (1) using the dynamic threshold method, an image is mapped to a lead/no lead binary image; (2) the likelihood of fragments to be real leads is examined with a set of numeric rules; and (3) pairs of objects are examined geometrically and merged where possible. The processing ends when all fragments are merged and statistical characteristics are determined, and a map of valid lead objects are left which summarizes useful physical in the lead complexes. Direct implementation of domain knowledge and rapid prototyping are two benefits of the rule-based system. The approach is found to be more successfully applied to mid- and high-level processing, and the system can retrieve statistics about sea-ice leads as well as detect the leads.

Estimating a Markovian Epidemic Model Using Household Serial Interval Data from the Early Phase of an Epidemic

PubMed Central

Black, Andrew J.; Ross, Joshua V.

2013-01-01

The clinical serial interval of an infectious disease is the time between date of symptom onset in an index case and the date of symptom onset in one of its secondary cases. It is a quantity which is commonly collected during a pandemic and is of fundamental importance to public health policy and mathematical modelling. In this paper we present a novel method for calculating the serial interval distribution for a Markovian model of household transmission dynamics. This allows the use of Bayesian MCMC methods, with explicit evaluation of the likelihood, to fit to serial interval data and infer parameters of the underlying model. We use simulated and real data to verify the accuracy of our methodology and illustrate the importance of accounting for household size. The output of our approach can be used to produce posterior distributions of population level epidemic characteristics. PMID:24023679

Feature extraction of micro-motion frequency and the maximum wobble angle in a small range of missile warhead based on micro-Doppler effect

NASA Astrophysics Data System (ADS)

Li, M.; Jiang, Y. S.

2014-11-01

Micro-Doppler effect is induced by the micro-motion dynamics of the radar target itself or any structure on the target. In this paper, a simplified cone-shaped model for ballistic missile warhead with micro-nutation is established, followed by the theoretical formula of micro-nutation is derived. It is confirmed that the theoretical results are identical to simulation results by using short-time Fourier transform. Then we propose a new method for nutation period extraction via signature maximum energy fitting based on empirical mode decomposition and short-time Fourier transform. The maximum wobble angle is also extracted by distance approximate approach in a small range of wobble angle, which is combined with the maximum likelihood estimation. By the simulation studies, it is shown that these two feature extraction methods are both valid even with low signal-to-noise ratio.

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

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.

Modified Maxium Likelihood Estimation Method for Completely Separated and Quasi-Completely Separated Data for a Dose-Response Model

DTIC Science & Technology

2015-08-01

McCullagh, P.; Nelder, J.A. Generalized Linear Model , 2nd ed.; Chapman and Hall: London, 1989. 7. Johnston, J. Econometric Methods, 3rd ed.; McGraw...FOR A DOSE-RESPONSE MODEL ECBC-TN-068 Kyong H. Park Steven J. Lagan RESEARCH AND TECHNOLOGY DIRECTORATE August 2015 Approved for public release...Likelihood Estimation Method for Completely Separated and Quasi-Completely Separated Data for a Dose-Response Model 5a. CONTRACT NUMBER 5b. GRANT

Path-integral methods for analyzing the effects of fluctuations in stochastic hybrid neural networks.

PubMed

Bressloff, Paul C

2015-01-01

We consider applications of path-integral methods to the analysis of a stochastic hybrid model representing a network of synaptically coupled spiking neuronal populations. The state of each local population is described in terms of two stochastic variables, a continuous synaptic variable and a discrete activity variable. The synaptic variables evolve according to piecewise-deterministic dynamics describing, at the population level, synapses driven by spiking activity. The dynamical equations for the synaptic currents are only valid between jumps in spiking activity, and the latter are described by a jump Markov process whose transition rates depend on the synaptic variables. We assume a separation of time scales between fast spiking dynamics with time constant [Formula: see text] and slower synaptic dynamics with time constant τ. This naturally introduces a small positive parameter [Formula: see text], which can be used to develop various asymptotic expansions of the corresponding path-integral representation of the stochastic dynamics. First, we derive a variational principle for maximum-likelihood paths of escape from a metastable state (large deviations in the small noise limit [Formula: see text]). We then show how the path integral provides an efficient method for obtaining a diffusion approximation of the hybrid system for small ϵ. The resulting Langevin equation can be used to analyze the effects of fluctuations within the basin of attraction of a metastable state, that is, ignoring the effects of large deviations. We illustrate this by using the Langevin approximation to analyze the effects of intrinsic noise on pattern formation in a spatially structured hybrid network. In particular, we show how noise enlarges the parameter regime over which patterns occur, in an analogous fashion to PDEs. Finally, we carry out a [Formula: see text]-loop expansion of the path integral, and use this to derive corrections to voltage-based mean-field equations, analogous to the modified activity-based equations generated from a neural master equation.

Modeling US Adult Obesity Trends: A System Dynamics Model for Estimating Energy Imbalance Gap

PubMed Central

Rahmandad, Hazhir; Huang, Terry T.-K.; Bures, Regina M.; Glass, Thomas A.

2014-01-01

Objectives. We present a system dynamics model that quantifies the energy imbalance gap responsible for the US adult obesity epidemic among gender and racial subpopulations. Methods. We divided the adult population into gender–race/ethnicity subpopulations and body mass index (BMI) classes. We defined transition rates between classes as a function of metabolic dynamics of individuals within each class. We estimated energy intake in each BMI class within the past 4 decades as a multiplication of the equilibrium energy intake of individuals in that class. Through calibration, we estimated the energy gap multiplier for each gender–race–BMI group by matching simulated BMI distributions for each subpopulation against national data with maximum likelihood estimation. Results. No subpopulation showed a negative or zero energy gap, suggesting that the obesity epidemic continues to worsen, albeit at a slower rate. In the past decade the epidemic has slowed for non-Hispanic Whites, is starting to slow for non-Hispanic Blacks, but continues to accelerate among Mexican Americans. Conclusions. The differential energy balance gap across subpopulations and over time suggests that interventions should be tailored to subpopulations’ needs. PMID:24832405

A Unified Point Process Probabilistic Framework to Assess Heartbeat Dynamics and Autonomic Cardiovascular Control

PubMed Central

Chen, Zhe; Purdon, Patrick L.; Brown, Emery N.; Barbieri, Riccardo

2012-01-01

In recent years, time-varying inhomogeneous point process models have been introduced for assessment of instantaneous heartbeat dynamics as well as specific cardiovascular control mechanisms and hemodynamics. Assessment of the model’s statistics is established through the Wiener-Volterra theory and a multivariate autoregressive (AR) structure. A variety of instantaneous cardiovascular metrics, such as heart rate (HR), heart rate variability (HRV), respiratory sinus arrhythmia (RSA), and baroreceptor-cardiac reflex (baroreflex) sensitivity (BRS), are derived within a parametric framework and instantaneously updated with adaptive and local maximum likelihood estimation algorithms. Inclusion of second-order non-linearities, with subsequent bispectral quantification in the frequency domain, further allows for definition of instantaneous metrics of non-linearity. We here present a comprehensive review of the devised methods as applied to experimental recordings from healthy subjects during propofol anesthesia. Collective results reveal interesting dynamic trends across the different pharmacological interventions operated within each anesthesia session, confirming the ability of the algorithm to track important changes in cardiorespiratory elicited interactions, and pointing at our mathematical approach as a promising monitoring tool for an accurate, non-invasive assessment in clinical practice. We also discuss the limitations and other alternative modeling strategies of our point process approach. PMID:22375120

A likelihood-based biostatistical model for analyzing consumer movement in simultaneous choice experiments.

PubMed

Zeilinger, Adam R; Olson, Dawn M; Andow, David A

2014-08-01

Consumer feeding preference among resource choices has critical implications for basic ecological and evolutionary processes, and can be highly relevant to applied problems such as ecological risk assessment and invasion biology. Within consumer choice experiments, also known as feeding preference or cafeteria experiments, measures of relative consumption and measures of consumer movement can provide distinct and complementary insights into the strength, causes, and consequences of preference. Despite the distinct value of inferring preference from measures of consumer movement, rigorous and biologically relevant analytical methods are lacking. We describe a simple, likelihood-based, biostatistical model for analyzing the transient dynamics of consumer movement in a paired-choice experiment. With experimental data consisting of repeated discrete measures of consumer location, the model can be used to estimate constant consumer attraction and leaving rates for two food choices, and differences in choice-specific attraction and leaving rates can be tested using model selection. The model enables calculation of transient and equilibrial probabilities of consumer-resource association, which could be incorporated into larger scale movement models. We explore the effect of experimental design on parameter estimation through stochastic simulation and describe methods to check that data meet model assumptions. Using a dataset of modest sample size, we illustrate the use of the model to draw inferences on consumer preference as well as underlying behavioral mechanisms. Finally, we include a user's guide and computer code scripts in R to facilitate use of the model by other researchers.

A Method for Extracting the Free Energy Surface and Conformational Dynamics of Fast-Folding Proteins from Single Molecule Photon Trajectories

PubMed Central

2015-01-01

Single molecule fluorescence spectroscopy holds the promise of providing direct measurements of protein folding free energy landscapes and conformational motions. However, fulfilling this promise has been prevented by technical limitations, most notably, the difficulty in analyzing the small packets of photons per millisecond that are typically recorded from individual biomolecules. Such limitation impairs the ability to accurately determine conformational distributions and resolve sub-millisecond processes. Here we develop an analytical procedure for extracting the conformational distribution and dynamics of fast-folding proteins directly from time-stamped photon arrival trajectories produced by single molecule FRET experiments. Our procedure combines the maximum likelihood analysis originally developed by Gopich and Szabo with a statistical mechanical model that describes protein folding as diffusion on a one-dimensional free energy surface. Using stochastic kinetic simulations, we thoroughly tested the performance of the method in identifying diverse fast-folding scenarios, ranging from two-state to one-state downhill folding, as a function of relevant experimental variables such as photon count rate, amount of input data, and background noise. The tests demonstrate that the analysis can accurately retrieve the original one-dimensional free energy surface and microsecond folding dynamics in spite of the sub-megahertz photon count rates and significant background noise levels of current single molecule fluorescence experiments. Therefore, our approach provides a powerful tool for the quantitative analysis of single molecule FRET experiments of fast protein folding that is also potentially extensible to the analysis of any other biomolecular process governed by sub-millisecond conformational dynamics. PMID:25988351

A Method for Extracting the Free Energy Surface and Conformational Dynamics of Fast-Folding Proteins from Single Molecule Photon Trajectories.

PubMed

Ramanathan, Ravishankar; Muñoz, Victor

2015-06-25

Single molecule fluorescence spectroscopy holds the promise of providing direct measurements of protein folding free energy landscapes and conformational motions. However, fulfilling this promise has been prevented by technical limitations, most notably, the difficulty in analyzing the small packets of photons per millisecond that are typically recorded from individual biomolecules. Such limitation impairs the ability to accurately determine conformational distributions and resolve sub-millisecond processes. Here we develop an analytical procedure for extracting the conformational distribution and dynamics of fast-folding proteins directly from time-stamped photon arrival trajectories produced by single molecule FRET experiments. Our procedure combines the maximum likelihood analysis originally developed by Gopich and Szabo with a statistical mechanical model that describes protein folding as diffusion on a one-dimensional free energy surface. Using stochastic kinetic simulations, we thoroughly tested the performance of the method in identifying diverse fast-folding scenarios, ranging from two-state to one-state downhill folding, as a function of relevant experimental variables such as photon count rate, amount of input data, and background noise. The tests demonstrate that the analysis can accurately retrieve the original one-dimensional free energy surface and microsecond folding dynamics in spite of the sub-megahertz photon count rates and significant background noise levels of current single molecule fluorescence experiments. Therefore, our approach provides a powerful tool for the quantitative analysis of single molecule FRET experiments of fast protein folding that is also potentially extensible to the analysis of any other biomolecular process governed by sub-millisecond conformational dynamics.

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

Generalizing Terwilliger's likelihood approach: a new score statistic to test for genetic association.

PubMed

el Galta, Rachid; Uitte de Willige, Shirley; de Visser, Marieke C H; Helmer, Quinta; Hsu, Li; Houwing-Duistermaat, Jeanine J

2007-09-24

In this paper, we propose a one degree of freedom test for association between a candidate gene and a binary trait. This method is a generalization of Terwilliger's likelihood ratio statistic and is especially powerful for the situation of one associated haplotype. As an alternative to the likelihood ratio statistic, we derive a score statistic, which has a tractable expression. For haplotype analysis, we assume that phase is known. By means of a simulation study, we compare the performance of the score statistic to Pearson's chi-square statistic and the likelihood ratio statistic proposed by Terwilliger. We illustrate the method on three candidate genes studied in the Leiden Thrombophilia Study. We conclude that the statistic follows a chi square distribution under the null hypothesis and that the score statistic is more powerful than Terwilliger's likelihood ratio statistic when the associated haplotype has frequency between 0.1 and 0.4 and has a small impact on the studied disorder. With regard to Pearson's chi-square statistic, the score statistic has more power when the associated haplotype has frequency above 0.2 and the number of variants is above five.

A Non-parametric Cutout Index for Robust Evaluation of Identified Proteins*

PubMed Central

Serang, Oliver; Paulo, Joao; Steen, Hanno; Steen, Judith A.

2013-01-01

This paper proposes a novel, automated method for evaluating sets of proteins identified using mass spectrometry. The remaining peptide-spectrum match score distributions of protein sets are compared to an empirical absent peptide-spectrum match score distribution, and a Bayesian non-parametric method reminiscent of the Dirichlet process is presented to accurately perform this comparison. Thus, for a given protein set, the process computes the likelihood that the proteins identified are correctly identified. First, the method is used to evaluate protein sets chosen using different protein-level false discovery rate (FDR) thresholds, assigning each protein set a likelihood. The protein set assigned the highest likelihood is used to choose a non-arbitrary protein-level FDR threshold. Because the method can be used to evaluate any protein identification strategy (and is not limited to mere comparisons of different FDR thresholds), we subsequently use the method to compare and evaluate multiple simple methods for merging peptide evidence over replicate experiments. The general statistical approach can be applied to other types of data (e.g. RNA sequencing) and generalizes to multivariate problems. PMID:23292186

An efficient algorithm for accurate computation of the Dirichlet-multinomial log-likelihood function.

PubMed

Yu, Peng; Shaw, Chad A

2014-06-01

The Dirichlet-multinomial (DMN) distribution is a fundamental model for multicategory count data with overdispersion. This distribution has many uses in bioinformatics including applications to metagenomics data, transctriptomics and alternative splicing. The DMN distribution reduces to the multinomial distribution when the overdispersion parameter ψ is 0. Unfortunately, numerical computation of the DMN log-likelihood function by conventional methods results in instability in the neighborhood of [Formula: see text]. An alternative formulation circumvents this instability, but it leads to long runtimes that make it impractical for large count data common in bioinformatics. We have developed a new method for computation of the DMN log-likelihood to solve the instability problem without incurring long runtimes. The new approach is composed of a novel formula and an algorithm to extend its applicability. Our numerical experiments show that this new method both improves the accuracy of log-likelihood evaluation and the runtime by several orders of magnitude, especially in high-count data situations that are common in deep sequencing data. Using real metagenomic data, our method achieves manyfold runtime improvement. Our method increases the feasibility of using the DMN distribution to model many high-throughput problems in bioinformatics. We have included in our work an R package giving access to this method and a vingette applying this approach to metagenomic data. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Climate reconstruction analysis using coexistence likelihood estimation (CRACLE): a method for the estimation of climate using vegetation.

PubMed

Harbert, Robert S; Nixon, Kevin C

2015-08-01

• Plant distributions have long been understood to be correlated with the environmental conditions to which species are adapted. Climate is one of the major components driving species distributions. Therefore, it is expected that the plants coexisting in a community are reflective of the local environment, particularly climate.• Presented here is a method for the estimation of climate from local plant species coexistence data. The method, Climate Reconstruction Analysis using Coexistence Likelihood Estimation (CRACLE), is a likelihood-based method that employs specimen collection data at a global scale for the inference of species climate tolerance. CRACLE calculates the maximum joint likelihood of coexistence given individual species climate tolerance characterization to estimate the expected climate.• Plant distribution data for more than 4000 species were used to show that this method accurately infers expected climate profiles for 165 sites with diverse climatic conditions. Estimates differ from the WorldClim global climate model by less than 1.5°C on average for mean annual temperature and less than ∼250 mm for mean annual precipitation. This is a significant improvement upon other plant-based climate-proxy methods.• CRACLE validates long hypothesized interactions between climate and local associations of plant species. Furthermore, CRACLE successfully estimates climate that is consistent with the widely used WorldClim model and therefore may be applied to the quantitative estimation of paleoclimate in future studies. © 2015 Botanical Society of America, Inc.

Urinary bladder segmentation in CT urography using deep-learning convolutional neural network and level sets

PubMed Central

Cha, Kenny H.; Hadjiiski, Lubomir; Samala, Ravi K.; Chan, Heang-Ping; Caoili, Elaine M.; Cohan, Richard H.

2016-01-01

Purpose: The authors are developing a computerized system for bladder segmentation in CT urography (CTU) as a critical component for computer-aided detection of bladder cancer. Methods: A deep-learning convolutional neural network (DL-CNN) was trained to distinguish between the inside and the outside of the bladder using 160 000 regions of interest (ROI) from CTU images. The trained DL-CNN was used to estimate the likelihood of an ROI being inside the bladder for ROIs centered at each voxel in a CTU case, resulting in a likelihood map. Thresholding and hole-filling were applied to the map to generate the initial contour for the bladder, which was then refined by 3D and 2D level sets. The segmentation performance was evaluated using 173 cases: 81 cases in the training set (42 lesions, 21 wall thickenings, and 18 normal bladders) and 92 cases in the test set (43 lesions, 36 wall thickenings, and 13 normal bladders). The computerized segmentation accuracy using the DL likelihood map was compared to that using a likelihood map generated by Haar features and a random forest classifier, and that using our previous conjoint level set analysis and segmentation system (CLASS) without using a likelihood map. All methods were evaluated relative to the 3D hand-segmented reference contours. Results: With DL-CNN-based likelihood map and level sets, the average volume intersection ratio, average percent volume error, average absolute volume error, average minimum distance, and the Jaccard index for the test set were 81.9% ± 12.1%, 10.2% ± 16.2%, 14.0% ± 13.0%, 3.6 ± 2.0 mm, and 76.2% ± 11.8%, respectively. With the Haar-feature-based likelihood map and level sets, the corresponding values were 74.3% ± 12.7%, 13.0% ± 22.3%, 20.5% ± 15.7%, 5.7 ± 2.6 mm, and 66.7% ± 12.6%, respectively. With our previous CLASS with local contour refinement (LCR) method, the corresponding values were 78.0% ± 14.7%, 16.5% ± 16.8%, 18.2% ± 15.0%, 3.8 ± 2.3 mm, and 73.9% ± 13.5%, respectively. Conclusions: The authors demonstrated that the DL-CNN can overcome the strong boundary between two regions that have large difference in gray levels and provides a seamless mask to guide level set segmentation, which has been a problem for many gradient-based segmentation methods. Compared to our previous CLASS with LCR method, which required two user inputs to initialize the segmentation, DL-CNN with level sets achieved better segmentation performance while using a single user input. Compared to the Haar-feature-based likelihood map, the DL-CNN-based likelihood map could guide the level sets to achieve better segmentation. The results demonstrate the feasibility of our new approach of using DL-CNN in combination with level sets for segmentation of the bladder. PMID:27036584

Event attribution using data assimilation in an intermediate complexity atmospheric model

NASA Astrophysics Data System (ADS)

Metref, Sammy; Hannart, Alexis; Ruiz, Juan; Carrassi, Alberto; Bocquet, Marc; Ghil, Michael

2016-04-01

A new approach, coined DADA (Data Assimilation for Detection and Attribution) has been recently introduced by Hannart et al. 2015, and is potentially useful for near real time, systematic causal attribution of weather and climate-related events The method is purposely designed to allow its operability at meteorological centers by synergizing causal attribution with Data Assimilation (DA) methods usually designed to deal with large nonlinear models. In Hannart et al. 2015, the DADA proposal is illustrated in the context of a low-order nonlinear model (forced three-variable Lorenz model) that is of course not realistic to represent the events considered. As a continuation of this stream of work, we therefore propose an implementation of the DADA approach in a realistic intermediate complexity atmospheric model (ICTP AGCM, nicknamed SPEEDY). The SPEEDY model is based on a spectral dynamical core developed at the Geophysical Fluid Dynamics Laboratory (see Held and Suarez 1994). It is a hydrostatic, r-coordinate, spectral-transform model in the vorticity-divergence form described by Bourke (1974). A synthetic dataset of observations of an extreme precipitation event over Southeastern South America is extracted from a long SPEEDY simulation under present climatic conditions (i.e. factual conditions). Then, following the DADA approach, observations of this event are assimilated twice in the SPEEDY model: first in the factual configuration of the model and second under its counterfactual, pre-industrial configuration. We show that attribution can be performed based on the likelihood ratio as in Hannart et al. 2015, but we further extend this result by showing that the likelihood can be split in space, time and variables in order to help identify the specific physical features of the event that bear the causal signature. References: Hannart A., A. Carrassi, M. Bocquet, M. Ghil, P. Naveau, M. Pulido, J. Ruiz, P. Tandeo (2015) DADA: Data assimilation for the detection and attribution of weather and climate-related events, Climatic Change, (in press). Held I. M. and M. J. Suarez, (1994): A Proposal for the Intercomparison of the Dynamical Cores of Atmospheric General Circulation Models. Bull. Amer. Meteor. Soc., 75, 1825-1830. Bourke W. (1972): A multi-level spectral model. I. Formulation and hemispheric integrations. Mon. Wea. Rev., 102, 687-701.

A computational fluid dynamics simulation framework for ventricular catheter design optimization.

PubMed

Weisenberg, Sofy H; TerMaath, Stephanie C; Barbier, Charlotte N; Hill, Judith C; Killeffer, James A

2017-11-10

OBJECTIVE Cerebrospinal fluid (CSF) shunts are the primary treatment for patients suffering from hydrocephalus. While proven effective in symptom relief, these shunt systems are plagued by high failure rates and often require repeated revision surgeries to replace malfunctioning components. One of the leading causes of CSF shunt failure is obstruction of the ventricular catheter by aggregations of cells, proteins, blood clots, or fronds of choroid plexus that occlude the catheter's small inlet holes or even the full internal catheter lumen. Such obstructions can disrupt CSF diversion out of the ventricular system or impede it entirely. Previous studies have suggested that altering the catheter's fluid dynamics may help to reduce the likelihood of complete ventricular catheter failure caused by obstruction. However, systematic correlation between a ventricular catheter's design parameters and its performance, specifically its likelihood to become occluded, still remains unknown. Therefore, an automated, open-source computational fluid dynamics (CFD) simulation framework was developed for use in the medical community to determine optimized ventricular catheter designs and to rapidly explore parameter influence for a given flow objective. METHODS The computational framework was developed by coupling a 3D CFD solver and an iterative optimization algorithm and was implemented in a high-performance computing environment. The capabilities of the framework were demonstrated by computing an optimized ventricular catheter design that provides uniform flow rates through the catheter's inlet holes, a common design objective in the literature. The baseline computational model was validated using 3D nuclear imaging to provide flow velocities at the inlet holes and through the catheter. RESULTS The optimized catheter design achieved through use of the automated simulation framework improved significantly on previous attempts to reach a uniform inlet flow rate distribution using the standard catheter hole configuration as a baseline. While the standard ventricular catheter design featuring uniform inlet hole diameters and hole spacing has a standard deviation of 14.27% for the inlet flow rates, the optimized design has a standard deviation of 0.30%. CONCLUSIONS This customizable framework, paired with high-performance computing, provides a rapid method of design testing to solve complex flow problems. While a relatively simplified ventricular catheter model was used to demonstrate the framework, the computational approach is applicable to any baseline catheter model, and it is easily adapted to optimize catheters for the unique needs of different patients as well as for other fluid-based medical devices.

F-111C Flight Data Reduction and Analysis Procedures

DTIC Science & Technology

1990-12-01

BPHI NO 24 BTHE YES 25 BPSI NO 26 BH YES 27 LVEL NO 28 LBET NO 29 LALP YES 30 LPHI NO 31 LTHE NO 32 LPSI NO 33 LH NO 34 TABLE 2 INPUTS I Ax YES 2 Av NO...03 * 51 IJ Appendix G - A priori Data from Six Degree of Free- dom Flight Dynamic Model The six degree of freedom flight dynamic mathematical model of...Estimated Mathematical mode response - > of aircraft !Gauss- Maximum " Newton --- likelihood 4,computational cost Salgorithm function Maximum

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.

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.

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.

An alternative method to measure the likelihood of a financial crisis in an emerging market

NASA Astrophysics Data System (ADS)

Özlale, Ümit; Metin-Özcan, Kıvılcım

2007-07-01

This paper utilizes an early warning system in order to measure the likelihood of a financial crisis in an emerging market economy. We introduce a methodology, where we can both obtain a likelihood series and analyze the time-varying effects of several macroeconomic variables on this likelihood. Since the issue is analyzed in a non-linear state space framework, the extended Kalman filter emerges as the optimal estimation algorithm. Taking the Turkish economy as our laboratory, the results indicate that both the derived likelihood measure and the estimated time-varying parameters are meaningful and can successfully explain the path that the Turkish economy had followed between 2000 and 2006. The estimated parameters also suggest that overvalued domestic currency, current account deficit and the increase in the default risk increase the likelihood of having an economic crisis in the economy. Overall, the findings in this paper suggest that the estimation methodology introduced in this paper can also be applied to other emerging market economies as well.

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.

Efficient simulation and likelihood methods for non-neutral multi-allele models.

PubMed

Joyce, Paul; Genz, Alan; Buzbas, Erkan Ozge

2012-06-01

Throughout the 1980s, Simon Tavaré made numerous significant contributions to population genetics theory. As genetic data, in particular DNA sequence, became more readily available, a need to connect population-genetic models to data became the central issue. The seminal work of Griffiths and Tavaré (1994a , 1994b , 1994c) was among the first to develop a likelihood method to estimate the population-genetic parameters using full DNA sequences. Now, we are in the genomics era where methods need to scale-up to handle massive data sets, and Tavaré has led the way to new approaches. However, performing statistical inference under non-neutral models has proved elusive. In tribute to Simon Tavaré, we present an article in spirit of his work that provides a computationally tractable method for simulating and analyzing data under a class of non-neutral population-genetic models. Computational methods for approximating likelihood functions and generating samples under a class of allele-frequency based non-neutral parent-independent mutation models were proposed by Donnelly, Nordborg, and Joyce (DNJ) (Donnelly et al., 2001). DNJ (2001) simulated samples of allele frequencies from non-neutral models using neutral models as auxiliary distribution in a rejection algorithm. However, patterns of allele frequencies produced by neutral models are dissimilar to patterns of allele frequencies produced by non-neutral models, making the rejection method inefficient. For example, in some cases the methods in DNJ (2001) require 10(9) rejections before a sample from the non-neutral model is accepted. Our method simulates samples directly from the distribution of non-neutral models, making simulation methods a practical tool to study the behavior of the likelihood and to perform inference on the strength of selection.

Dodging Dysfunctional Dynamics in Power Exchange

ERIC Educational Resources Information Center

Boyd, David P.

2010-01-01

In today's organizations, the impetus for employee empowerment remains strong. By developing an internal talent base, companies increase the likelihood of comprehensive contributions and also engender loyalty within the ranks. A proclivity for power dispersion is evident among many pundits, with some even decreeing it an ethical mandate. Yet, if…

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.

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.

Patch-based image reconstruction for PET using prior-image derived dictionaries

NASA Astrophysics Data System (ADS)

Tahaei, Marzieh S.; Reader, Andrew J.

2016-09-01

In PET image reconstruction, regularization is often needed to reduce the noise in the resulting images. Patch-based image processing techniques have recently been successfully used for regularization in medical image reconstruction through a penalized likelihood framework. Re-parameterization within reconstruction is another powerful regularization technique in which the object in the scanner is re-parameterized using coefficients for spatially-extensive basis vectors. In this work, a method for extracting patch-based basis vectors from the subject’s MR image is proposed. The coefficients for these basis vectors are then estimated using the conventional MLEM algorithm. Furthermore, using the alternating direction method of multipliers, an algorithm for optimizing the Poisson log-likelihood while imposing sparsity on the parameters is also proposed. This novel method is then utilized to find sparse coefficients for the patch-based basis vectors extracted from the MR image. The results indicate the superiority of the proposed methods to patch-based regularization using the penalized likelihood framework.

Nucleation Rate Analysis of Methane Hydrate from Molecular Dynamics Simulations

DOE PAGES

Yuhara, Daisuke; Barnes, Brian C.; Suh, Donguk; ...

2015-01-06

Clathrate hydrates are solid crystalline structures most commonly formed from solutions that have nucleated to form a mixed solid composed of water and gas. Understanding the mechanism of clathrate hydrate nucleation is essential to grasp the fundamental chemistry of these complex structures and their applications. Molecular dynamics (MD) simulation is an ideal method to study nucleation at the molecular level because the size of the critical nucleus and formation rate occur on the nano scale. Moreover, various analysis methods for nucleation have been developed through MD to analyze nucleation. In particular, the mean first-passage time (MFPT) and survival probability (SP)more » methods have proven to be effective in procuring the nucleation rate and critical nucleus size for monatomic systems. This study assesses the MFPT and SP methods, previously used for monatomic systems, when applied to analyzing clathrate hydrate nucleation. Because clathrate hydrate nucleation is relatively difficult to observe in MD simulations (due to its high free energy barrier), these methods have yet to be applied to clathrate hydrate systems. In this study, we have analyzed the nucleation rate and critical nucleus size of methane hydrate using MFPT and SP methods from data generated by MD simulations at 255 K and 50 MPa. MFPT was modified for clathrate hydrate from the original version by adding the maximum likelihood estimate and growth effect term. The nucleation rates were calculated by MFPT and SP methods and are within 5%; the critical nucleus size estimated by the MFPT method was 50% higher, than values obtained through other more rigorous but computationally expensive estimates. These methods can also be extended to the analysis of other clathrate hydrates.« less

Nucleation Rate Analysis of Methane Hydrate from Molecular Dynamics Simulations

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

Yuhara, Daisuke; Barnes, Brian C.; Suh, Donguk

Clathrate hydrates are solid crystalline structures most commonly formed from solutions that have nucleated to form a mixed solid composed of water and gas. Understanding the mechanism of clathrate hydrate nucleation is essential to grasp the fundamental chemistry of these complex structures and their applications. Molecular dynamics (MD) simulation is an ideal method to study nucleation at the molecular level because the size of the critical nucleus and formation rate occur on the nano scale. Moreover, various analysis methods for nucleation have been developed through MD to analyze nucleation. In particular, the mean first-passage time (MFPT) and survival probability (SP)more » methods have proven to be effective in procuring the nucleation rate and critical nucleus size for monatomic systems. This study assesses the MFPT and SP methods, previously used for monatomic systems, when applied to analyzing clathrate hydrate nucleation. Because clathrate hydrate nucleation is relatively difficult to observe in MD simulations (due to its high free energy barrier), these methods have yet to be applied to clathrate hydrate systems. In this study, we have analyzed the nucleation rate and critical nucleus size of methane hydrate using MFPT and SP methods from data generated by MD simulations at 255 K and 50 MPa. MFPT was modified for clathrate hydrate from the original version by adding the maximum likelihood estimate and growth effect term. The nucleation rates were calculated by MFPT and SP methods and are within 5%; the critical nucleus size estimated by the MFPT method was 50% higher, than values obtained through other more rigorous but computationally expensive estimates. These methods can also be extended to the analysis of other clathrate hydrates.« less

Is there a hierarchy of social inferences? The likelihood and speed of inferring intentionality, mind, and personality.

PubMed

Malle, Bertram F; Holbrook, Jess

2012-04-01

People interpret behavior by making inferences about agents' intentionality, mind, and personality. Past research studied such inferences 1 at a time; in real life, people make these inferences simultaneously. The present studies therefore examined whether 4 major inferences (intentionality, desire, belief, and personality), elicited simultaneously in response to an observed behavior, might be ordered in a hierarchy of likelihood and speed. To achieve generalizability, the studies included a wide range of stimulus behaviors, presented them verbally and as dynamic videos, and assessed inferences both in a retrieval paradigm (measuring the likelihood and speed of accessing inferences immediately after they were made) and in an online processing paradigm (measuring the speed of forming inferences during behavior observation). Five studies provide evidence for a hierarchy of social inferences-from intentionality and desire to belief to personality-that is stable across verbal and visual presentations and that parallels the order found in developmental and primate research. (c) 2012 APA, all rights reserved.

Multiple particle tracking in 3-D+t microscopy: method and application to the tracking of endocytosed quantum dots.

PubMed

Genovesio, Auguste; Liedl, Tim; Emiliani, Valentina; Parak, Wolfgang J; Coppey-Moisan, Maité; Olivo-Marin, Jean-Christophe

2006-05-01

We propose a method to detect and track multiple moving biological spot-like particles showing different kinds of dynamics in image sequences acquired through multidimensional fluorescence microscopy. It enables the extraction and analysis of information such as number, position, speed, movement, and diffusion phases of, e.g., endosomal particles. The method consists of several stages. After a detection stage performed by a three-dimensional (3-D) undecimated wavelet transform, we compute, for each detected spot, several predictions of its future state in the next frame. This is accomplished thanks to an interacting multiple model (IMM) algorithm which includes several models corresponding to different biologically realistic movement types. Tracks are constructed, thereafter, by a data association algorithm based on the maximization of the likelihood of each IMM. The last stage consists of updating the IMM filters in order to compute final estimations for the present image and to improve predictions for the next image. The performances of the method are validated on synthetic image data and used to characterize the 3-D movement of endocytic vesicles containing quantum dots.

Applying transfer matrix method to the estimation of the modal characteristics of the NASA Mini-Mass Truss

NASA Technical Reports Server (NTRS)

Shen, Ji-Yao; Taylor, Lawrence W., Jr.

1994-01-01

It is beneficial to use a distributed parameter model for large space structures because the approach minimizes the number of model parameters. Holzer's transfer matrix method provides a useful means to simplify and standardize the procedure for solving the system of partial differential equations. Any large space structures can be broken down into sub-structures with simple elastic and dynamical properties. For each single element, such as beam, tether, or rigid body, we can derive the corresponding transfer matrix. Combining these elements' matrices enables the solution of the global system equations. The characteristics equation can then be formed by satisfying the appropriate boundary conditions. Then natural frequencies and mode shapes can be determined by searching the roots of the characteristic equation at frequencies within the range of interest. This paper applies this methodology, and the maximum likelihood estimation method, to refine the modal characteristics of the NASA Mini-Mast Truss by successively matching the theoretical response to the test data of the truss. The method is being applied to more complex configurations.

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.

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

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

NASA Technical Reports Server (NTRS)

Murphy, Patrick Charles

1985-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

A Life Cycle Based Approach to Multi-Hazard Risk Assessment

NASA Astrophysics Data System (ADS)

Keen, A. S.; Lynett, P. J.

2017-12-01

Small craft harbors are important facets to many coastal communities providing a transition from land to ocean. Because of the damage resulting from the 2010 Chile and 2011 Japanese tele-tsunamis, the tsunami risk to the small craft marinas in California has become an important concern. However, tsunamis represent only one of many hazards a harbor is likely to see in California. Other natural hazards including tsunamis, wave attack, storm surge and sea level rise all can damage a harbor but are not typically addressed in traditional risk studies. Existing approaches to assess small craft harbor vulnerably typically look at single events assigning likely damage levels to each event. However, a harbor will likely experience damage from several different types of hazards over its service life with each event contributing proportionally to the total damage state. A new, fully probabilistic risk method will be presented which considers the distribution of return period for various hazards over a harbor's service life. The likelihood of failure is connected to each hazard via vulnerability curves. By simply tabulating the expected damage levels from each event, the method provides a quantitative measure of a harbor's risk to various types of hazards as well as the likelihood of failure (i.e. cumulative risk) during the service life. Crescent City Harbor in Northern California and Kings Harbor in Southern California have been chosen as case studies. Each harbor is dynamically different and were chosen to highlight the strengths and weaknesses of the method. Findings of each study will focus on assisting the stakeholders and decision makers to better understand the relative risk to each harbor with the goal of providing them with a tool to better plan for the future maritime environment.

Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

PubMed

Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

2009-06-01

The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

A Selective Overview of Variable Selection in High Dimensional Feature Space

PubMed Central

Fan, Jianqing

2010-01-01

High dimensional statistical problems arise from diverse fields of scientific research and technological development. Variable selection plays a pivotal role in contemporary statistical learning and scientific discoveries. The traditional idea of best subset selection methods, which can be regarded as a specific form of penalized likelihood, is computationally too expensive for many modern statistical applications. Other forms of penalized likelihood methods have been successfully developed over the last decade to cope with high dimensionality. They have been widely applied for simultaneously selecting important variables and estimating their effects in high dimensional statistical inference. In this article, we present a brief account of the recent developments of theory, methods, and implementations for high dimensional variable selection. What limits of the dimensionality such methods can handle, what the role of penalty functions is, and what the statistical properties are rapidly drive the advances of the field. The properties of non-concave penalized likelihood and its roles in high dimensional statistical modeling are emphasized. We also review some recent advances in ultra-high dimensional variable selection, with emphasis on independence screening and two-scale methods. PMID:21572976

A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

NASA Astrophysics Data System (ADS)

Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.

2015-12-01

Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.

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

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

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/.

Pre-test probability of obstructive coronary stenosis in patients undergoing coronary CT angiography: Comparative performance of the modified diamond-Forrester algorithm versus methods incorporating cardiovascular risk factors.

PubMed

Ferreira, António Miguel; Marques, Hugo; Tralhão, António; Santos, Miguel Borges; Santos, Ana Rita; Cardoso, Gonçalo; Dores, Hélder; Carvalho, Maria Salomé; Madeira, Sérgio; Machado, Francisco Pereira; Cardim, Nuno; de Araújo Gonçalves, Pedro

2016-11-01

Current guidelines recommend the use of the Modified Diamond-Forrester (MDF) method to assess the pre-test likelihood of obstructive coronary artery disease (CAD). We aimed to compare the performance of the MDF method with two contemporary algorithms derived from multicenter trials that additionally incorporate cardiovascular risk factors: the calculator-based 'CAD Consortium 2' method, and the integer-based CONFIRM score. We assessed 1069 consecutive patients without known CAD undergoing coronary CT angiography (CCTA) for stable chest pain. Obstructive CAD was defined as the presence of coronary stenosis ≥50% on 64-slice dual-source CT. The three methods were assessed for calibration, discrimination, net reclassification, and changes in proposed downstream testing based upon calculated pre-test likelihoods. The observed prevalence of obstructive CAD was 13.8% (n=147). Overestimations of the likelihood of obstructive CAD were 140.1%, 9.8%, and 18.8%, respectively, for the MDF, CAD Consortium 2 and CONFIRM methods. The CAD Consortium 2 showed greater discriminative power than the MDF method, with a C-statistic of 0.73 vs. 0.70 (p<0.001), while the CONFIRM score did not (C-statistic 0.71, p=0.492). Reclassification of pre-test likelihood using the 'CAD Consortium 2' or CONFIRM scores resulted in a net reclassification improvement of 0.19 and 0.18, respectively, which would change the diagnostic strategy in approximately half of the patients. Newer risk factor-encompassing models allow for a more precise estimation of pre-test probabilities of obstructive CAD than the guideline-recommended MDF method. Adoption of these scores may improve disease prediction and change the diagnostic pathway in a significant proportion of patients. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Complementary frame reconstruction: a low-biased dynamic PET technique for low count density data in projection space

NASA Astrophysics Data System (ADS)

Hong, Inki; Cho, Sanghee; Michel, Christian J.; Casey, Michael E.; Schaefferkoetter, Joshua D.

2014-09-01

A new data handling method is presented for improving the image noise distribution and reducing bias when reconstructing very short frames from low count dynamic PET acquisition. The new method termed ‘Complementary Frame Reconstruction’ (CFR) involves the indirect formation of a count-limited emission image in a short frame through subtraction of two frames with longer acquisition time, where the short time frame data is excluded from the second long frame data before the reconstruction. This approach can be regarded as an alternative to the AML algorithm recently proposed by Nuyts et al, as a method to reduce the bias for the maximum likelihood expectation maximization (MLEM) reconstruction of count limited data. CFR uses long scan emission data to stabilize the reconstruction and avoids modification of algorithms such as MLEM. The subtraction between two long frame images, naturally allows negative voxel values and significantly reduces bias introduced in the final image. Simulations based on phantom and clinical data were used to evaluate the accuracy of the reconstructed images to represent the true activity distribution. Applicability to determine the arterial input function in human and small animal studies is also explored. In situations with limited count rate, e.g. pediatric applications, gated abdominal, cardiac studies, etc., or when using limited doses of short-lived isotopes such as 15O-water, the proposed method will likely be preferred over independent frame reconstruction to address bias and noise issues.

MR-guided dynamic PET reconstruction with the kernel method and spectral temporal basis functions

NASA Astrophysics Data System (ADS)

Novosad, Philip; Reader, Andrew J.

2016-06-01

Recent advances in dynamic positron emission tomography (PET) reconstruction have demonstrated that it is possible to achieve markedly improved end-point kinetic parameter maps by incorporating a temporal model of the radiotracer directly into the reconstruction algorithm. In this work we have developed a highly constrained, fully dynamic PET reconstruction algorithm incorporating both spectral analysis temporal basis functions and spatial basis functions derived from the kernel method applied to a co-registered T1-weighted magnetic resonance (MR) image. The dynamic PET image is modelled as a linear combination of spatial and temporal basis functions, and a maximum likelihood estimate for the coefficients can be found using the expectation-maximization (EM) algorithm. Following reconstruction, kinetic fitting using any temporal model of interest can be applied. Based on a BrainWeb T1-weighted MR phantom, we performed a realistic dynamic [18F]FDG simulation study with two noise levels, and investigated the quantitative performance of the proposed reconstruction algorithm, comparing it with reconstructions incorporating either spectral analysis temporal basis functions alone or kernel spatial basis functions alone, as well as with conventional frame-independent reconstruction. Compared to the other reconstruction algorithms, the proposed algorithm achieved superior performance, offering a decrease in spatially averaged pixel-level root-mean-square-error on post-reconstruction kinetic parametric maps in the grey/white matter, as well as in the tumours when they were present on the co-registered MR image. When the tumours were not visible in the MR image, reconstruction with the proposed algorithm performed similarly to reconstruction with spectral temporal basis functions and was superior to both conventional frame-independent reconstruction and frame-independent reconstruction with kernel spatial basis functions. Furthermore, we demonstrate that a joint spectral/kernel model can also be used for effective post-reconstruction denoising, through the use of an EM-like image-space algorithm. Finally, we applied the proposed algorithm to reconstruction of real high-resolution dynamic [11C]SCH23390 data, showing promising results.

MR-guided dynamic PET reconstruction with the kernel method and spectral temporal basis functions.

PubMed

Novosad, Philip; Reader, Andrew J

2016-06-21

Recent advances in dynamic positron emission tomography (PET) reconstruction have demonstrated that it is possible to achieve markedly improved end-point kinetic parameter maps by incorporating a temporal model of the radiotracer directly into the reconstruction algorithm. In this work we have developed a highly constrained, fully dynamic PET reconstruction algorithm incorporating both spectral analysis temporal basis functions and spatial basis functions derived from the kernel method applied to a co-registered T1-weighted magnetic resonance (MR) image. The dynamic PET image is modelled as a linear combination of spatial and temporal basis functions, and a maximum likelihood estimate for the coefficients can be found using the expectation-maximization (EM) algorithm. Following reconstruction, kinetic fitting using any temporal model of interest can be applied. Based on a BrainWeb T1-weighted MR phantom, we performed a realistic dynamic [(18)F]FDG simulation study with two noise levels, and investigated the quantitative performance of the proposed reconstruction algorithm, comparing it with reconstructions incorporating either spectral analysis temporal basis functions alone or kernel spatial basis functions alone, as well as with conventional frame-independent reconstruction. Compared to the other reconstruction algorithms, the proposed algorithm achieved superior performance, offering a decrease in spatially averaged pixel-level root-mean-square-error on post-reconstruction kinetic parametric maps in the grey/white matter, as well as in the tumours when they were present on the co-registered MR image. When the tumours were not visible in the MR image, reconstruction with the proposed algorithm performed similarly to reconstruction with spectral temporal basis functions and was superior to both conventional frame-independent reconstruction and frame-independent reconstruction with kernel spatial basis functions. Furthermore, we demonstrate that a joint spectral/kernel model can also be used for effective post-reconstruction denoising, through the use of an EM-like image-space algorithm. Finally, we applied the proposed algorithm to reconstruction of real high-resolution dynamic [(11)C]SCH23390 data, showing promising results.

Extreme data compression for the CMB

NASA Astrophysics Data System (ADS)

Zablocki, Alan; Dodelson, Scott

2016-04-01

We apply the Karhunen-Loéve methods to cosmic microwave background (CMB) data sets, and show that we can recover the input cosmology and obtain the marginalized likelihoods in Λ cold dark matter cosmologies in under a minute, much faster than Markov chain Monte Carlo methods. This is achieved by forming a linear combination of the power spectra at each multipole l , and solving a system of simultaneous equations such that the Fisher matrix is locally unchanged. Instead of carrying out a full likelihood evaluation over the whole parameter space, we need evaluate the likelihood only for the parameter of interest, with the data compression effectively marginalizing over all other parameters. The weighting vectors contain insight about the physical effects of the parameters on the CMB anisotropy power spectrum Cl . The shape and amplitude of these vectors give an intuitive feel for the physics of the CMB, the sensitivity of the observed spectrum to cosmological parameters, and the relative sensitivity of different experiments to cosmological parameters. We test this method on exact theory Cl as well as on a Wilkinson Microwave Anisotropy Probe (WMAP)-like CMB data set generated from a random realization of a fiducial cosmology, comparing the compression results to those from a full likelihood analysis using CosmoMC. After showing that the method works, we apply it to the temperature power spectrum from the WMAP seven-year data release, and discuss the successes and limitations of our method as applied to a real data set.

Dynamically heterogenous partitions and phylogenetic inference: an evaluation of analytical strategies with cytochrome b and ND6 gene sequences in cranes.

PubMed

Krajewski, C; Fain, M G; Buckley, L; King, D G

1999-11-01

ki ctes over whether molecular sequence data should be partitioned for phylogenetic analysis often confound two types of heterogeneity among partitions. We distinguish historical heterogeneity (i.e., different partitions have different evolutionary relationships) from dynamic heterogeneity (i.e., different partitions show different patterns of sequence evolution) and explore the impact of the latter on phylogenetic accuracy and precision with a two-gene, mitochondrial data set for cranes. The well-established phylogeny of cranes allows us to contrast tree-based estimates of relevant parameter values with estimates based on pairwise comparisons and to ascertain the effects of incorporating different amounts of process information into phylogenetic estimates. We show that codon positions in the cytochrome b and NADH dehydrogenase subunit 6 genes are dynamically heterogenous under both Poisson and invariable-sites + gamma-rates versions of the F84 model and that heterogeneity includes variation in base composition and transition bias as well as substitution rate. Estimates of transition-bias and relative-rate parameters from pairwise sequence comparisons were comparable to those obtained as tree-based maximum likelihood estimates. Neither rate-category nor mixed-model partitioning strategies resulted in a loss of phylogenetic precision relative to unpartitioned analyses. We suggest that weighted-average distances provide a computationally feasible alternative to direct maximum likelihood estimates of phylogeny for mixed-model analyses of large, dynamically heterogenous data sets. Copyright 1999 Academic Press.

Adaptive time-sequential binary sensing for high dynamic range imaging

NASA Astrophysics Data System (ADS)

Hu, Chenhui; Lu, Yue M.

2012-06-01

We present a novel image sensor for high dynamic range imaging. The sensor performs an adaptive one-bit quantization at each pixel, with the pixel output switched from 0 to 1 only if the number of photons reaching that pixel is greater than or equal to a quantization threshold. With an oracle knowledge of the incident light intensity, one can pick an optimal threshold (for that light intensity) and the corresponding Fisher information contained in the output sequence follows closely that of an ideal unquantized sensor over a wide range of intensity values. This observation suggests the potential gains one may achieve by adaptively updating the quantization thresholds. As the main contribution of this work, we propose a time-sequential threshold-updating rule that asymptotically approaches the performance of the oracle scheme. With every threshold mapped to a number of ordered states, the dynamics of the proposed scheme can be modeled as a parametric Markov chain. We show that the frequencies of different thresholds converge to a steady-state distribution that is concentrated around the optimal choice. Moreover, numerical experiments show that the theoretical performance measures (Fisher information and Craḿer-Rao bounds) can be achieved by a maximum likelihood estimator, which is guaranteed to find globally optimal solution due to the concavity of the log-likelihood functions. Compared with conventional image sensors and the strategy that utilizes a constant single-photon threshold considered in previous work, the proposed scheme attains orders of magnitude improvement in terms of sensor dynamic ranges.

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.

Amoeba-Inspired Heuristic Search Dynamics for Exploring Chemical Reaction Paths.

PubMed

Aono, Masashi; Wakabayashi, Masamitsu

2015-09-01

We propose a nature-inspired model for simulating chemical reactions in a computationally resource-saving manner. The model was developed by extending our previously proposed heuristic search algorithm, called "AmoebaSAT [Aono et al. 2013]," which was inspired by the spatiotemporal dynamics of a single-celled amoeboid organism that exhibits sophisticated computing capabilities in adapting to its environment efficiently [Zhu et al. 2013]. AmoebaSAT is used for solving an NP-complete combinatorial optimization problem [Garey and Johnson 1979], "the satisfiability problem," and finds a constraint-satisfying solution at a speed that is dramatically faster than one of the conventionally known fastest stochastic local search methods [Iwama and Tamaki 2004] for a class of randomly generated problem instances [ http://www.cs.ubc.ca/~hoos/5/benchm.html ]. In cases where the problem has more than one solution, AmoebaSAT exhibits dynamic transition behavior among a variety of the solutions. Inheriting these features of AmoebaSAT, we formulate "AmoebaChem," which explores a variety of metastable molecules in which several constraints determined by input atoms are satisfied and generates dynamic transition processes among the metastable molecules. AmoebaChem and its developed forms will be applied to the study of the origins of life, to discover reaction paths for which expected or unexpected organic compounds may be formed via unknown unstable intermediates and to estimate the likelihood of each of the discovered paths.

Dynamic Variation in Sexual Contact Rates in a Cohort of HIV-Negative Gay Men.

PubMed

Romero-Severson, E O; Volz, E; Koopman, J S; Leitner, T; Ionides, E L

2015-08-01

Human immunodeficiency virus (HIV) transmission models that include variability in sexual behavior over time have shown increased incidence, prevalence, and acute-state transmission rates for a given population risk profile. This raises the question of whether dynamic variation in individual sexual behavior is a real phenomenon that can be observed and measured. To study this dynamic variation, we developed a model incorporating heterogeneity in both between-person and within-person sexual contact patterns. Using novel methodology that we call iterated filtering for longitudinal data, we fitted this model by maximum likelihood to longitudinal survey data from the Centers for Disease Control and Prevention's Collaborative HIV Seroincidence Study (1992-1995). We found evidence for individual heterogeneity in sexual behavior over time. We simulated an epidemic process and found that inclusion of empirically measured levels of dynamic variation in individual-level sexual behavior brought the theoretical predictions of HIV incidence into closer alignment with reality given the measured per-act probabilities of transmission. The methods developed here provide a framework for quantifying variation in sexual behaviors that helps in understanding the HIV epidemic among gay men. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health 2015. This work is written by (a) US Government employee(s) and is in the public domain in the US.

Assessing the effects of pharmacological agents on respiratory dynamics using time-series modeling.

PubMed

Wong, Kin Foon Kevin; Gong, Jen J; Cotten, Joseph F; Solt, Ken; Brown, Emery N

2013-04-01

Developing quantitative descriptions of how stimulant and depressant drugs affect the respiratory system is an important focus in medical research. Respiratory variables-respiratory rate, tidal volume, and end tidal carbon dioxide-have prominent temporal dynamics that make it inappropriate to use standard hypothesis-testing methods that assume independent observations to assess the effects of these pharmacological agents. We present a polynomial signal plus autoregressive noise model for analysis of continuously recorded respiratory variables. We use a cyclic descent algorithm to maximize the conditional log likelihood of the parameters and the corrected Akaike's information criterion to choose simultaneously the orders of the polynomial and the autoregressive models. In an analysis of respiratory rates recorded from anesthetized rats before and after administration of the respiratory stimulant methylphenidate, we use the model to construct within-animal z-tests of the drug effect that take account of the time-varying nature of the mean respiratory rate and the serial dependence in rate measurements. We correct for the effect of model lack-of-fit on our inferences by also computing bootstrap confidence intervals for the average difference in respiratory rate pre- and postmethylphenidate treatment. Our time-series modeling quantifies within each animal the substantial increase in mean respiratory rate and respiratory dynamics following methylphenidate administration. This paradigm can be readily adapted to analyze the dynamics of other respiratory variables before and after pharmacologic treatments.

Estimating Phenomenological Parameters in Multi-Assets Markets

NASA Astrophysics Data System (ADS)

Raffaelli, Giacomo; Marsili, Matteo

Financial correlations exhibit a non-trivial dynamic behavior. This is reproduced by a simple phenomenological model of a multi-asset financial market, which takes into account the impact of portfolio investment on price dynamics. This captures the fact that correlations determine the optimal portfolio but are affected by investment based on it. Such a feedback on correlations gives rise to an instability when the volume of investment exceeds a critical value. Close to the critical point the model exhibits dynamical correlations very similar to those observed in real markets. We discuss how the model's parameter can be estimated in real market data with a maximum likelihood principle. This confirms the main conclusion that real markets operate close to a dynamically unstable point.

Robust Multipoint Water-Fat Separation Using Fat Likelihood Analysis

PubMed Central

Yu, Huanzhou; Reeder, Scott B.; Shimakawa, Ann; McKenzie, Charles A.; Brittain, Jean H.

2016-01-01

Fat suppression is an essential part of routine MRI scanning. Multiecho chemical-shift based water-fat separation methods estimate and correct for Bo field inhomogeneity. However, they must contend with the intrinsic challenge of water-fat ambiguity that can result in water-fat swapping. This problem arises because the signals from two chemical species, when both are modeled as a single discrete spectral peak, may appear indistinguishable in the presence of Bo off-resonance. In conventional methods, the water-fat ambiguity is typically removed by enforcing field map smoothness using region growing based algorithms. In reality, the fat spectrum has multiple spectral peaks. Using this spectral complexity, we introduce a novel concept that identifies water and fat for multiecho acquisitions by exploiting the spectral differences between water and fat. A fat likelihood map is produced to indicate if a pixel is likely to be water-dominant or fat-dominant by comparing the fitting residuals of two different signal models. The fat likelihood analysis and field map smoothness provide complementary information, and we designed an algorithm (Fat Likelihood Analysis for Multiecho Signals) to exploit both mechanisms. It is demonstrated in a wide variety of data that the Fat Likelihood Analysis for Multiecho Signals algorithm offers highly robust water-fat separation for 6-echo acquisitions, particularly in some previously challenging applications. PMID:21842498

Analysis of longitudinal multivariate outcome data from couples cohort studies: application to HPV transmission dynamics

PubMed Central

Kong, Xiangrong; Wang, Mei-Cheng; Gray, Ronald

2014-01-01

We consider a specific situation of correlated data where multiple outcomes are repeatedly measured on each member of a couple. Such multivariate longitudinal data from couples may exhibit multi-faceted correlations which can be further complicated if there are polygamous partnerships. An example is data from cohort studies on human papillomavirus (HPV) transmission dynamics in heterosexual couples. HPV is a common sexually transmitted disease with 14 known oncogenic types causing anogenital cancers. The binary outcomes on the multiple types measured in couples over time may introduce inter-type, intra-couple, and temporal correlations. Simple analysis using generalized estimating equations or random effects models lacks interpretability and cannot fully utilize the available information. We developed a hybrid modeling strategy using Markov transition models together with pairwise composite likelihood for analyzing such data. The method can be used to identify risk factors associated with HPV transmission and persistence, estimate difference in risks between male-to-female and female-to-male HPV transmission, compare type-specific transmission risks within couples, and characterize the inter-type and intra-couple associations. Applying the method to HPV couple data collected in a Ugandan male circumcision (MC) trial, we assessed the effect of MC and the role of gender on risks of HPV transmission and persistence. PMID:26195849

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.

Free energies from dynamic weighted histogram analysis using unbiased Markov state model.

PubMed

Rosta, Edina; Hummer, Gerhard

2015-01-13

The weighted histogram analysis method (WHAM) is widely used to obtain accurate free energies from biased molecular simulations. However, WHAM free energies can exhibit significant errors if some of the biasing windows are not fully equilibrated. To account for the lack of full equilibration, we develop the dynamic histogram analysis method (DHAM). DHAM uses a global Markov state model to obtain the free energy along the reaction coordinate. A maximum likelihood estimate of the Markov transition matrix is constructed by joint unbiasing of the transition counts from multiple umbrella-sampling simulations along discretized reaction coordinates. The free energy profile is the stationary distribution of the resulting Markov matrix. For this matrix, we derive an explicit approximation that does not require the usual iterative solution of WHAM. We apply DHAM to model systems, a chemical reaction in water treated using quantum-mechanics/molecular-mechanics (QM/MM) simulations, and the Na(+) ion passage through the membrane-embedded ion channel GLIC. We find that DHAM gives accurate free energies even in cases where WHAM fails. In addition, DHAM provides kinetic information, which we here use to assess the extent of convergence in each of the simulation windows. DHAM may also prove useful in the construction of Markov state models from biased simulations in phase-space regions with otherwise low population.

Anticipating the emergence of infectious diseases

PubMed Central

Drake, John M.; Rohani, Pejman

2017-01-01

In spite of medical breakthroughs, the emergence of pathogens continues to pose threats to both human and animal populations. We present candidate approaches for anticipating disease emergence prior to large-scale outbreaks. Through use of ideas from the theories of dynamical systems and stochastic processes we develop approaches which are not specific to a particular disease system or model, but instead have general applicability. The indicators of disease emergence detailed in this paper can be classified into two parallel approaches: a set of early-warning signals based around the theory of critical slowing down and a likelihood-based approach. To test the reliability of these two approaches we contrast theoretical predictions with simulated data. We find good support for our methods across a range of different model structures and parameter values. PMID:28679666

A multi-valued neutrosophic qualitative flexible approach based on likelihood for multi-criteria decision-making problems

NASA Astrophysics Data System (ADS)

Peng, Juan-juan; Wang, Jian-qiang; Yang, Wu-E.

2017-01-01

In this paper, multi-criteria decision-making (MCDM) problems based on the qualitative flexible multiple criteria method (QUALIFLEX), in which the criteria values are expressed by multi-valued neutrosophic information, are investigated. First, multi-valued neutrosophic sets (MVNSs), which allow the truth-membership function, indeterminacy-membership function and falsity-membership function to have a set of crisp values between zero and one, are introduced. Then the likelihood of multi-valued neutrosophic number (MVNN) preference relations is defined and the corresponding properties are also discussed. Finally, an extended QUALIFLEX approach based on likelihood is explored to solve MCDM problems where the assessments of alternatives are in the form of MVNNs; furthermore an example is provided to illustrate the application of the proposed method, together with a comparison analysis.

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

Estimation of parameters of dose volume models and their confidence limits

NASA Astrophysics Data System (ADS)

van Luijk, P.; Delvigne, T. C.; Schilstra, C.; Schippers, J. M.

2003-07-01

Predictions of the normal-tissue complication probability (NTCP) for the ranking of treatment plans are based on fits of dose-volume models to clinical and/or experimental data. In the literature several different fit methods are used. In this work frequently used methods and techniques to fit NTCP models to dose response data for establishing dose-volume effects, are discussed. The techniques are tested for their usability with dose-volume data and NTCP models. Different methods to estimate the confidence intervals of the model parameters are part of this study. From a critical-volume (CV) model with biologically realistic parameters a primary dataset was generated, serving as the reference for this study and describable by the NTCP model. The CV model was fitted to this dataset. From the resulting parameters and the CV model, 1000 secondary datasets were generated by Monte Carlo simulation. All secondary datasets were fitted to obtain 1000 parameter sets of the CV model. Thus the 'real' spread in fit results due to statistical spreading in the data is obtained and has been compared with estimates of the confidence intervals obtained by different methods applied to the primary dataset. The confidence limits of the parameters of one dataset were estimated using the methods, employing the covariance matrix, the jackknife method and directly from the likelihood landscape. These results were compared with the spread of the parameters, obtained from the secondary parameter sets. For the estimation of confidence intervals on NTCP predictions, three methods were tested. Firstly, propagation of errors using the covariance matrix was used. Secondly, the meaning of the width of a bundle of curves that resulted from parameters that were within the one standard deviation region in the likelihood space was investigated. Thirdly, many parameter sets and their likelihood were used to create a likelihood-weighted probability distribution of the NTCP. It is concluded that for the type of dose response data used here, only a full likelihood analysis will produce reliable results. The often-used approximations, such as the usage of the covariance matrix, produce inconsistent confidence limits on both the parameter sets and the resulting NTCP values.

14 CFR 25.562 - Emergency landing dynamic conditions.

Code of Federal Regulations, 2014 CFR

2014-01-01

...— (1) Proper use is made of seats, safety belts, and shoulder harnesses provided for in the design; and... likelihood of the upper torso restraint system (where installed) moving off the occupant's shoulder, and with... shoulder during the impact. (4) The lap safety belt must remain on the occupant's pelvis during the impact...

14 CFR 25.562 - Emergency landing dynamic conditions.

Code of Federal Regulations, 2013 CFR

2013-01-01

...— (1) Proper use is made of seats, safety belts, and shoulder harnesses provided for in the design; and... likelihood of the upper torso restraint system (where installed) moving off the occupant's shoulder, and with... shoulder during the impact. (4) The lap safety belt must remain on the occupant's pelvis during the impact...

14 CFR 25.562 - Emergency landing dynamic conditions.

Code of Federal Regulations, 2012 CFR

2012-01-01

...— (1) Proper use is made of seats, safety belts, and shoulder harnesses provided for in the design; and... likelihood of the upper torso restraint system (where installed) moving off the occupant's shoulder, and with... shoulder during the impact. (4) The lap safety belt must remain on the occupant's pelvis during the impact...

14 CFR 25.562 - Emergency landing dynamic conditions.

Code of Federal Regulations, 2011 CFR

2011-01-01

...— (1) Proper use is made of seats, safety belts, and shoulder harnesses provided for in the design; and... likelihood of the upper torso restraint system (where installed) moving off the occupant's shoulder, and with... shoulder during the impact. (4) The lap safety belt must remain on the occupant's pelvis during the impact...

Climate Prediction Center - Week 3-4 Outlook

Science.gov Websites

extends from northeast Florida through North Carolina, based on the likelihood for much above-normal soil is forecast. In contrast, soil moisture deficits are anticipated at the start of the period over the anticipated below-normal soil moisture conditions at the start of the Week 3-4 period. Dynamical model

Managing multi-ungulate systems in disturbance-adapted forest ecosystems in North America

Treesearch

Martin Vavra; Robert A. Riggs

2010-01-01

Understanding how interactions among ungulate populations and their environmental dynamics play out across scales of time and space is a principal obstacle to managing ungulates in western North America. Morphological similarity, forage-base homogeneity and increasing animal density each enhance the likelihood of competitive interactions among sympatric populations....

Sediment Resuspension and Transport in Water Distribution ...

EPA Pesticide Factsheets

Journal article This journal article addresses the question of how likely tank sediments are to be resuspended and to drain from the tank, potentially impacting human health. AUsing computational fluid dynamics software, and sediment models from the literature, a variety of normal tank operating conditions are assessed to evaluate the likelihood of tank sediment resuspension.

The role of landscape-dependent disturbance and dispersal in metapopulation persistence.

PubMed

Elkin, Ché M; Possingham, Hugh

2008-10-01

The fundamental processes that influence metapopulation dynamics (extinction and recolonization) will often depend on landscape structure. Disturbances that increase patch extinction rates will frequently be landscape dependent such that they are spatially aggregated and have an increased likelihood of occurring in some areas. Similarly, landscape structure can influence organism movement, producing asymmetric dispersal between patches. Using a stochastic, spatially explicit model, we examine how landscape-dependent correlations between dispersal and disturbance rates influence metapopulation dynamics. Habitat patches that are situated in areas where the likelihood of disturbance is low will experience lower extinction rates and will function as partial refuges. We discovered that the presence of partial refuges increases metapopulation viability and that the value of partial refuges was contingent on whether dispersal was also landscape dependent. Somewhat counterintuitively, metapopulation viability was reduced when individuals had a preponderance to disperse away from refuges and was highest when there was biased dispersal toward refuges. Our work demonstrates that landscape structure needs to be incorporated into metapopulation models when there is either empirical data or ecological rationale for extinction and/or dispersal rates being landscape dependent.

Stage-structured transmission of phocine distemper virus in the Dutch 2002 outbreak

PubMed Central

Klepac, Petra; Pomeroy, Laura W.; Bjørnstad, Ottar N.; Kuiken, Thijs; Osterhaus, Albert D.M.E.; Rijks, Jolianne M.

2009-01-01

Heterogeneities in transmission among hosts can be very important in shaping infectious disease dynamics. In mammals with strong social organization, such heterogeneities are often structured by functional stage: juveniles, subadults and adults. We investigate the importance of such stage-related heterogeneities in shaping the 2002 phocine distemper virus (PDV) outbreak in the Dutch Wadden Sea, when more than 40 per cent of the harbour seals were killed. We do this by comparing the statistical fit of a hierarchy of models with varying transmission complexity: homogeneous versus heterogeneous mixing and density- versus frequency-dependent transmission. We use the stranding data as a proxy for incidence and use Poisson likelihoods to estimate the ‘who acquires infection from whom’ (WAIFW) matrix. Statistically, the model with strong heterogeneous mixing and density-dependent transmission was found to best describe the transmission dynamics. However, patterns of incidence support a model of frequency-dependent transmission among adults and juveniles. Based on the maximum-likelihood WAIFW matrix estimates, we use the next-generation formalism to calculate an R0 between 2 and 2.5 for the Dutch 2002 PDV epidemic. PMID:19364743

Maximum likelihood estimation of between and within variations in energy and protein intakes from infancy to adolescence for the Philippines.

PubMed

Bhargava, A; Bouis, H

1992-02-28

The assessment of subjects' 'usual' intake of nutrients is important in assessing relationships between diet and disease and in identifying malnourished sub-groups of the populations. Estimation of the variation in intakes within subjects over time ('within variation') has importance in epidemiologic research; estimation of the between subject variation in the sample has use in defining the recommended dietary allowances that take into account the inter-individual differences. This paper estimates the between and within variances in the energy and protein intakes of 1189 Filipino children, based on 4 rounds of 24-hour recall data within a dynamic framework by means of maximum likelihood. The main findings are that the proportion of variation due to the within variance is higher for children from poorer households. Also, from the estimates of dynamic regression models for nutrient intakes of children and adults, it appears that school programmes that provide subsidized foods with good sources of protein to the poorest among school attendees will be cost effective.

Incorrect likelihood methods were used to infer scaling laws of marine predator search behaviour.

PubMed

Edwards, Andrew M; Freeman, Mervyn P; Breed, Greg A; Jonsen, Ian D

2012-01-01

Ecologists are collecting extensive data concerning movements of animals in marine ecosystems. Such data need to be analysed with valid statistical methods to yield meaningful conclusions. We demonstrate methodological issues in two recent studies that reached similar conclusions concerning movements of marine animals (Nature 451:1098; Science 332:1551). The first study analysed vertical movement data to conclude that diverse marine predators (Atlantic cod, basking sharks, bigeye tuna, leatherback turtles and Magellanic penguins) exhibited "Lévy-walk-like behaviour", close to a hypothesised optimal foraging strategy. By reproducing the original results for the bigeye tuna data, we show that the likelihood of tested models was calculated from residuals of regression fits (an incorrect method), rather than from the likelihood equations of the actual probability distributions being tested. This resulted in erroneous Akaike Information Criteria, and the testing of models that do not correspond to valid probability distributions. We demonstrate how this led to overwhelming support for a model that has no biological justification and that is statistically spurious because its probability density function goes negative. Re-analysis of the bigeye tuna data, using standard likelihood methods, overturns the original result and conclusion for that data set. The second study observed Lévy walk movement patterns by mussels. We demonstrate several issues concerning the likelihood calculations (including the aforementioned residuals issue). Re-analysis of the data rejects the original Lévy walk conclusion. We consequently question the claimed existence of scaling laws of the search behaviour of marine predators and mussels, since such conclusions were reached using incorrect methods. We discourage the suggested potential use of "Lévy-like walks" when modelling consequences of fishing and climate change, and caution that any resulting advice to managers of marine ecosystems would be problematic. For reproducibility and future work we provide R source code for all calculations.

Evidence and Clinical Trials.

NASA Astrophysics Data System (ADS)

Goodman, Steven N.

1989-11-01

This dissertation explores the use of a mathematical measure of statistical evidence, the log likelihood ratio, in clinical trials. The methods and thinking behind the use of an evidential measure are contrasted with traditional methods of analyzing data, which depend primarily on a p-value as an estimate of the statistical strength of an observed data pattern. It is contended that neither the behavioral dictates of Neyman-Pearson hypothesis testing methods, nor the coherency dictates of Bayesian methods are realistic models on which to base inference. The use of the likelihood alone is applied to four aspects of trial design or conduct: the calculation of sample size, the monitoring of data, testing for the equivalence of two treatments, and meta-analysis--the combining of results from different trials. Finally, a more general model of statistical inference, using belief functions, is used to see if it is possible to separate the assessment of evidence from our background knowledge. It is shown that traditional and Bayesian methods can be modeled as two ends of a continuum of structured background knowledge, methods which summarize evidence at the point of maximum likelihood assuming no structure, and Bayesian methods assuming complete knowledge. Both schools are seen to be missing a concept of ignorance- -uncommitted belief. This concept provides the key to understanding the problem of sampling to a foregone conclusion and the role of frequency properties in statistical inference. The conclusion is that statistical evidence cannot be defined independently of background knowledge, and that frequency properties of an estimator are an indirect measure of uncommitted belief. Several likelihood summaries need to be used in clinical trials, with the quantitative disparity between summaries being an indirect measure of our ignorance. This conclusion is linked with parallel ideas in the philosophy of science and cognitive psychology.

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).

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.

Self-consistent Bulge/Disk/Halo Galaxy Dynamical Modeling Using Integral Field Kinematics

NASA Astrophysics Data System (ADS)

Taranu, D. S.; Obreschkow, D.; Dubinski, J. J.; Fogarty, L. M. R.; van de Sande, J.; Catinella, B.; Cortese, L.; Moffett, A.; Robotham, A. S. G.; Allen, J. T.; Bland-Hawthorn, J.; Bryant, J. J.; Colless, M.; Croom, S. M.; D'Eugenio, F.; Davies, R. L.; Drinkwater, M. J.; Driver, S. P.; Goodwin, M.; Konstantopoulos, I. S.; Lawrence, J. S.; López-Sánchez, Á. R.; Lorente, N. P. F.; Medling, A. M.; Mould, J. R.; Owers, M. S.; Power, C.; Richards, S. N.; Tonini, C.

2017-11-01

We introduce a method for modeling disk galaxies designed to take full advantage of data from integral field spectroscopy (IFS). The method fits equilibrium models to simultaneously reproduce the surface brightness, rotation, and velocity dispersion profiles of a galaxy. The models are fully self-consistent 6D distribution functions for a galaxy with a Sérsic profile stellar bulge, exponential disk, and parametric dark-matter halo, generated by an updated version of GalactICS. By creating realistic flux-weighted maps of the kinematic moments (flux, mean velocity, and dispersion), we simultaneously fit photometric and spectroscopic data using both maximum-likelihood and Bayesian (MCMC) techniques. We apply the method to a GAMA spiral galaxy (G79635) with kinematics from the SAMI Galaxy Survey and deep g- and r-band photometry from the VST-KiDS survey, comparing parameter constraints with those from traditional 2D bulge-disk decomposition. Our method returns broadly consistent results for shared parameters while constraining the mass-to-light ratios of stellar components and reproducing the H I-inferred circular velocity well beyond the limits of the SAMI data. Although the method is tailored for fitting integral field kinematic data, it can use other dynamical constraints like central fiber dispersions and H I circular velocities, and is well-suited for modeling galaxies with a combination of deep imaging and H I and/or optical spectra (resolved or otherwise). Our implementation (MagRite) is computationally efficient and can generate well-resolved models and kinematic maps in under a minute on modern processors.

Advances in the use of DNA barcodes to build a community phylogeny for tropical trees in a Puerto Rican forest dynamics plot.

PubMed

Kress, W John; Erickson, David L; Swenson, Nathan G; Thompson, Jill; Uriarte, Maria; Zimmerman, Jess K

2010-11-09

Species number, functional traits, and phylogenetic history all contribute to characterizing the biological diversity in plant communities. The phylogenetic component of diversity has been particularly difficult to quantify in species-rich tropical tree assemblages. The compilation of previously published (and often incomplete) data on evolutionary relationships of species into a composite phylogeny of the taxa in a forest, through such programs as Phylomatic, has proven useful in building community phylogenies although often of limited resolution. Recently, DNA barcodes have been used to construct a robust community phylogeny for nearly 300 tree species in a forest dynamics plot in Panama using a supermatrix method. In that study sequence data from three barcode loci were used to generate a well-resolved species-level phylogeny. Here we expand upon this earlier investigation and present results on the use of a phylogenetic constraint tree to generate a community phylogeny for a diverse, tropical forest dynamics plot in Puerto Rico. This enhanced method of phylogenetic reconstruction insures the congruence of the barcode phylogeny with broadly accepted hypotheses on the phylogeny of flowering plants (i.e., APG III) regardless of the number and taxonomic breadth of the taxa sampled. We also compare maximum parsimony versus maximum likelihood estimates of community phylogenetic relationships as well as evaluate the effectiveness of one- versus two- versus three-gene barcodes in resolving community evolutionary history. As first demonstrated in the Panamanian forest dynamics plot, the results for the Puerto Rican plot illustrate that highly resolved phylogenies derived from DNA barcode sequence data combined with a constraint tree based on APG III are particularly useful in comparative analysis of phylogenetic diversity and will enhance research on the interface between community ecology and evolution.

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.

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

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.

Direct estimation of 17 O MR images (DIESIS) for quantification of oxygen metabolism in the human brain with partial volume correction.

PubMed

Kurzhunov, Dmitry; Borowiak, Robert; Reisert, Marco; Özen, Ali Caglar; Bock, Michael

2018-05-16

To provide a data post-processing method that corrects for partial volume effects (PVE) and fast T2* decay in dynamic 17 O MRI for the mapping of cerebral metabolic rates of oxygen consumption (CMRO 2 ). CMRO 2 is altered in neurodegenerative diseases and tumors and can be measured after 17 O gas inhalation using dynamic 17 O MRI. CMRO 2 quantification is difficult because of PVE. To correct for PVE, a direct estimation of the MR images (DIESIS) method is proposed and used in 4 dynamic 17 O MRI data sets of a healthy volunteer acquired on a 3T MRI system. With DIESIS, 17 O MR signal time curves in selected regions were directly estimated based on parcellation of a coregistered 1 H MPRAGE image. Profile likelihood analysis of the DIESIS method showed identifiability of CMRO 2 . In white matter (WM), DIESES reduced CMRO 2 from 0.97 ± 0.25 µmol/g tissue /min with Kaiser-Bessel gridding reconstruction to 0.85 ± 0.21 µmol/g tissue /min, whereas in gray matter (GM) it increases from 1.3 ± 0.31 µmol/g tissue /min to 1.86 ± 0.36 µmol/g tissue /min; both values are closer to the literature values from the 15 O-PET studies. DIESIS provided an increased separation of CMRO 2 values in GM and WM brain regions and corrected for partial volume effects in 17 O-MRI inhalation experiments. DIESIS could also be applied to more heterogeneous tissues such as glioblastomas if subregions of the tumor can be represented as additional parcels. © 2018 International Society for Magnetic Resonance in Medicine.

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...

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.…

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…

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…

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…

Evaluation of Smoking Prevention Television Messages Based on the Elaboration Likelihood Model

ERIC Educational Resources Information Center

Flynn, Brian S.; Worden, John K.; Bunn, Janice Yanushka; Connolly, Scott W.; Dorwaldt, Anne L.

2011-01-01

Progress in reducing youth smoking may depend on developing improved methods to communicate with higher risk youth. This study explored the potential of smoking prevention messages based on the Elaboration Likelihood Model (ELM) to address these needs. Structured evaluations of 12 smoking prevention messages based on three strategies derived from…

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.

Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

NASA Astrophysics Data System (ADS)

Zeng, X.

2015-12-01

A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

Inference of Epidemiological Dynamics Based on Simulated Phylogenies Using Birth-Death and Coalescent Models

PubMed Central

Boskova, Veronika; Bonhoeffer, Sebastian; Stadler, Tanja

2014-01-01

Quantifying epidemiological dynamics is crucial for understanding and forecasting the spread of an epidemic. The coalescent and the birth-death model are used interchangeably to infer epidemiological parameters from the genealogical relationships of the pathogen population under study, which in turn are inferred from the pathogen genetic sequencing data. To compare the performance of these widely applied models, we performed a simulation study. We simulated phylogenetic trees under the constant rate birth-death model and the coalescent model with a deterministic exponentially growing infected population. For each tree, we re-estimated the epidemiological parameters using both a birth-death and a coalescent based method, implemented as an MCMC procedure in BEAST v2.0. In our analyses that estimate the growth rate of an epidemic based on simulated birth-death trees, the point estimates such as the maximum a posteriori/maximum likelihood estimates are not very different. However, the estimates of uncertainty are very different. The birth-death model had a higher coverage than the coalescent model, i.e. contained the true value in the highest posterior density (HPD) interval more often (2–13% vs. 31–75% error). The coverage of the coalescent decreases with decreasing basic reproductive ratio and increasing sampling probability of infecteds. We hypothesize that the biases in the coalescent are due to the assumption of deterministic rather than stochastic population size changes. Both methods performed reasonably well when analyzing trees simulated under the coalescent. The methods can also identify other key epidemiological parameters as long as one of the parameters is fixed to its true value. In summary, when using genetic data to estimate epidemic dynamics, our results suggest that the birth-death method will be less sensitive to population fluctuations of early outbreaks than the coalescent method that assumes a deterministic exponentially growing infected population. PMID:25375100

Identifying habitats at risk: simple models can reveal complex ecosystem dynamics.

PubMed

Maxwell, Paul S; Pitt, Kylie A; Olds, Andrew D; Rissik, David; Connolly, Rod M

2015-03-01

The relationship between ecological impact and ecosystem structure is often strongly nonlinear, so that small increases in impact levels can cause a disproportionately large response in ecosystem structure. Nonlinear ecosystem responses can be difficult to predict because locally relevant data sets can be difficult or impossible to obtain. Bayesian networks (BN) are an emerging tool that can help managers to define ecosystem relationships using a range of data types from comprehensive quantitative data sets to expert opinion. We show how a simple BN can reveal nonlinear dynamics in seagrass ecosystems using ecological relationships sourced from the literature. We first developed a conceptual diagram by cataloguing the ecological responses of seagrasses to a range of drivers and impacts. We used the conceptual diagram to develop a BN populated with values sourced from published studies. We then applied the BN to show that the amount of initial seagrass biomass has a mitigating effect on the level of impact a meadow can withstand without loss, and that meadow recovery can often require disproportionately large improvements in impact levels. This mitigating effect resulted in the middle ranges of impact levels having a wide likelihood of seagrass presence, a situation known as bistability. Finally, we applied the model in a case study to identify the risk of loss and the likelihood of recovery for the conservation and management of seagrass meadows in Moreton Bay, Queensland, Australia. We used the model to predict the likelihood of bistability in 23 locations in the Bay. The model predicted bistability in seven locations, most of which have experienced seagrass loss at some stage in the past 25 years providing essential information for potential future restoration efforts. Our results demonstrate the capacity of simple, flexible modeling tools to facilitate collation and synthesis of disparate information. This approach can be adopted in the initial stages of conservation programs as a low-cost and relatively straightforward way to provide preliminary assessments of.nonlinear dynamics in ecosystems.

Compatibility of pedigree-based and marker-based relationship matrices for single-step genetic evaluation.

PubMed

Christensen, Ole F

2012-12-03

Single-step methods provide a coherent and conceptually simple approach to incorporate genomic information into genetic evaluations. An issue with single-step methods is compatibility between the marker-based relationship matrix for genotyped animals and the pedigree-based relationship matrix. Therefore, it is necessary to adjust the marker-based relationship matrix to the pedigree-based relationship matrix. Moreover, with data from routine evaluations, this adjustment should in principle be based on both observed marker genotypes and observed phenotypes, but until now this has been overlooked. In this paper, I propose a new method to address this issue by 1) adjusting the pedigree-based relationship matrix to be compatible with the marker-based relationship matrix instead of the reverse and 2) extending the single-step genetic evaluation using a joint likelihood of observed phenotypes and observed marker genotypes. The performance of this method is then evaluated using two simulated datasets. The method derived here is a single-step method in which the marker-based relationship matrix is constructed assuming all allele frequencies equal to 0.5 and the pedigree-based relationship matrix is constructed using the unusual assumption that animals in the base population are related and inbred with a relationship coefficient γ and an inbreeding coefficient γ / 2. Taken together, this γ parameter and a parameter that scales the marker-based relationship matrix can handle the issue of compatibility between marker-based and pedigree-based relationship matrices. The full log-likelihood function used for parameter inference contains two terms. The first term is the REML-log-likelihood for the phenotypes conditional on the observed marker genotypes, whereas the second term is the log-likelihood for the observed marker genotypes. Analyses of the two simulated datasets with this new method showed that 1) the parameters involved in adjusting marker-based and pedigree-based relationship matrices can depend on both observed phenotypes and observed marker genotypes and 2) a strong association between these two parameters exists. Finally, this method performed at least as well as a method based on adjusting the marker-based relationship matrix. Using the full log-likelihood and adjusting the pedigree-based relationship matrix to be compatible with the marker-based relationship matrix provides a new and interesting approach to handle the issue of compatibility between the two matrices in single-step genetic evaluation.

Combining operational models and data into a dynamic vessel risk assessment tool for coastal regions

NASA Astrophysics Data System (ADS)

Fernandes, R.; Braunschweig, F.; Lourenço, F.; Neves, R.

2015-07-01

The technological evolution in terms of computational capacity, data acquisition systems, numerical modelling and operational oceanography is supplying opportunities for designing and building holistic approaches and complex tools for newer and more efficient management (planning, prevention and response) of coastal water pollution risk events. A combined methodology to dynamically estimate time and space variable shoreline risk levels from ships has been developed, integrating numerical metocean forecasts and oil spill simulations with vessel tracking automatic identification systems (AIS). The risk rating combines the likelihood of an oil spill occurring from a vessel navigating in a study area - Portuguese Continental shelf - with the assessed consequences to the shoreline. The spill likelihood is based on dynamic marine weather conditions and statistical information from previous accidents. The shoreline consequences reflect the virtual spilled oil amount reaching shoreline and its environmental and socio-economic vulnerabilities. The oil reaching shoreline is quantified with an oil spill fate and behaviour model running multiple virtual spills from vessels along time. Shoreline risks can be computed in real-time or from previously obtained data. Results show the ability of the proposed methodology to estimate the risk properly sensitive to dynamic metocean conditions and to oil transport behaviour. The integration of meteo-oceanic + oil spill models with coastal vulnerability and AIS data in the quantification of risk enhances the maritime situational awareness and the decision support model, providing a more realistic approach in the assessment of shoreline impacts. The risk assessment from historical data can help finding typical risk patterns, "hot spots" or developing sensitivity analysis to specific conditions, whereas real time risk levels can be used in the prioritization of individual ships, geographical areas, strategic tug positioning and implementation of dynamic risk-based vessel traffic monitoring.

Framework for adaptive multiscale analysis of nonhomogeneous point processes.

PubMed

Helgason, Hannes; Bartroff, Jay; Abry, Patrice

2011-01-01

We develop the methodology for hypothesis testing and model selection in nonhomogeneous Poisson processes, with an eye toward the application of modeling and variability detection in heart beat data. Modeling the process' non-constant rate function using templates of simple basis functions, we develop the generalized likelihood ratio statistic for a given template and a multiple testing scheme to model-select from a family of templates. A dynamic programming algorithm inspired by network flows is used to compute the maximum likelihood template in a multiscale manner. In a numerical example, the proposed procedure is nearly as powerful as the super-optimal procedures that know the true template size and true partition, respectively. Extensions to general history-dependent point processes is discussed.

Orthogonal series generalized likelihood ratio test for failure detection and isolation. [for aircraft control

NASA Technical Reports Server (NTRS)

Hall, Steven R.; Walker, Bruce K.

1990-01-01

A new failure detection and isolation algorithm for linear dynamic systems is presented. This algorithm, the Orthogonal Series Generalized Likelihood Ratio (OSGLR) test, is based on the assumption that the failure modes of interest can be represented by truncated series expansions. This assumption leads to a failure detection algorithm with several desirable properties. Computer simulation results are presented for the detection of the failures of actuators and sensors of a C-130 aircraft. The results show that the OSGLR test generally performs as well as the GLR test in terms of time to detect a failure and is more robust to failure mode uncertainty. However, the OSGLR test is also somewhat more sensitive to modeling errors than the GLR test.

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).

Spatially structured superinfection and the evolution of disease virulence.

PubMed

Caraco, Thomas; Glavanakov, Stephan; Li, Shengua; Maniatty, William; Szymanski, Boleslaw K

2006-06-01

When pathogen strains differing in virulence compete for hosts, spatial structuring of disease transmission can govern both evolved levels of virulence and patterns in strain coexistence. We develop a spatially detailed model of superinfection, a form of contest competition between pathogen strains; the probability of superinfection depends explicitly on the difference in levels of virulence. We apply methods of adaptive dynamics to address the interplay of spatial dynamics and evolution. The mean-field approximation predicts evolution to criticality; any small increase in virulence capable of dynamical persistence is favored. Both pair approximation and simulation of the detailed model indicate that spatial structure constrains disease virulence. Increased spatial clustering reduces the maximal virulence capable of single-strain persistence and, more importantly, reduces the convergent-stable virulence level under strain competition. The spatially detailed model predicts that increasing the probability of superinfection, for given difference in virulence, increases the likelihood of between-strain coexistence. When strains differing in virulence can coexist ecologically, our results may suggest policies for managing diseases with localized transmission. Comparing equilibrium densities from the pair approximation, we find that introducing a more virulent strain into a host population infected by a less virulent strain can sometimes reduce total host mortality and increase global host density.

A Modularized Efficient Framework for Non-Markov Time Series Estimation

NASA Astrophysics Data System (ADS)

Schamberg, Gabriel; Ba, Demba; Coleman, Todd P.

2018-06-01

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in neuroscience). Through the use of auxiliary variables in the MAP estimation problem, we show that a consensus formulation of the alternating direction method of multipliers (ADMM) enables iteratively computing separate estimates based on the likelihood and prior and subsequently "averaging" them in an appropriate sense using a Kalman smoother. As such, this can be applied to a broad class of problem settings and only requires modular adjustments when interchanging various aspects of the statistical model. Under broad log-concavity assumptions, we show that the separate estimation problems are convex optimization problems and that the iterative algorithm converges to the MAP estimate. As such, this framework can capture non-Markov latent time series models and non-Gaussian measurement models. We provide example applications involving (i) group-sparsity priors, within the context of electrophysiologic specrotemporal estimation, and (ii) non-Gaussian measurement models, within the context of dynamic analyses of learning with neural spiking and behavioral observations.

The transmission dynamics and diversity of human metapneumovirus in Peru.

PubMed

Pollett, Simon; Trovão, Nidia S; Tan, Yi; Eden, John-Sebastian; Halpin, Rebecca A; Bera, Jayati; Das, Suman R; Wentworth, David; Ocaña, Victor; Mendocilla, Silvia M; Álvarez, Carlos; Calisto, Maria E; Garcia, Josefina; Halsey, Eric; Ampuero, Julia S; Nelson, Martha I; Leguia, Mariana

2017-12-29

The transmission dynamics of human metapneumovirus (HMPV) in tropical countries remain unclear. Further understanding of the genetic diversity of the virus could aid in HMPV vaccine design and improve our understanding of respiratory virus transmission dynamics in low- and middle-income countries. We examined the evolution of HMPV in Peru through phylogenetic analysis of 61 full genome HMPV sequences collected in three ecologically diverse regions of Peru (Lima, Piura, and Iquitos) during 2008-2012, comprising the largest data set of HMPV whole genomes sequenced from any tropical country to date. We revealed extensive genetic diversity generated by frequent viral introductions, with little evidence of local persistence. While considerable viral traffic between non-Peruvian countries and Peru was observed, HMPV epidemics in Peruvian locales were more frequently epidemiologically linked with other sites within Peru. We showed that Iquitos experienced greater HMPV traffic than the similar sized city of Piura by both Bayesian and maximum likelihood methods. There is extensive HMPV genetic diversity even within smaller and relatively less connected cities of Peru and this virus is spatially fluid. Greater diversity of HMPV in Iquitos compared to Piura may relate to higher volumes of human movement, including air traffic to this location. © 2017 The Authors. Influenza and Other Respiratory Viruses Published by John Wiley & Sons Ltd.

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

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.

A scan statistic for binary outcome based on hypergeometric probability model, with an application to detecting spatial clusters of Japanese encephalitis.

PubMed

Zhao, Xing; Zhou, Xiao-Hua; Feng, Zijian; Guo, Pengfei; He, Hongyan; Zhang, Tao; Duan, Lei; Li, Xiaosong

2013-01-01

As a useful tool for geographical cluster detection of events, the spatial scan statistic is widely applied in many fields and plays an increasingly important role. The classic version of the spatial scan statistic for the binary outcome is developed by Kulldorff, based on the Bernoulli or the Poisson probability model. In this paper, we apply the Hypergeometric probability model to construct the likelihood function under the null hypothesis. Compared with existing methods, the likelihood function under the null hypothesis is an alternative and indirect method to identify the potential cluster, and the test statistic is the extreme value of the likelihood function. Similar with Kulldorff's methods, we adopt Monte Carlo test for the test of significance. Both methods are applied for detecting spatial clusters of Japanese encephalitis in Sichuan province, China, in 2009, and the detected clusters are identical. Through a simulation to independent benchmark data, it is indicated that the test statistic based on the Hypergeometric model outweighs Kulldorff's statistics for clusters of high population density or large size; otherwise Kulldorff's statistics are superior.

A Poisson Log-Normal Model for Constructing Gene Covariation Network Using RNA-seq Data.

PubMed

Choi, Yoonha; Coram, Marc; Peng, Jie; Tang, Hua

2017-07-01

Constructing expression networks using transcriptomic data is an effective approach for studying gene regulation. A popular approach for constructing such a network is based on the Gaussian graphical model (GGM), in which an edge between a pair of genes indicates that the expression levels of these two genes are conditionally dependent, given the expression levels of all other genes. However, GGMs are not appropriate for non-Gaussian data, such as those generated in RNA-seq experiments. We propose a novel statistical framework that maximizes a penalized likelihood, in which the observed count data follow a Poisson log-normal distribution. To overcome the computational challenges, we use Laplace's method to approximate the likelihood and its gradients, and apply the alternating directions method of multipliers to find the penalized maximum likelihood estimates. The proposed method is evaluated and compared with GGMs using both simulated and real RNA-seq data. The proposed method shows improved performance in detecting edges that represent covarying pairs of genes, particularly for edges connecting low-abundant genes and edges around regulatory hubs.

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.

Statistical methods for analysis of radiation effects with tumor and dose location-specific information with application to the WECARE study of asynchronous contralateral breast cancer

PubMed Central

Langholz, Bryan; Thomas, Duncan C.; Stovall, Marilyn; Smith, Susan A.; Boice, John D.; Shore, Roy E.; Bernstein, Leslie; Lynch, Charles F.; Zhang, Xinbo; Bernstein, Jonine L.

2009-01-01

Summary Methods for the analysis of individually matched case-control studies with location-specific radiation dose and tumor location information are described. These include likelihood methods for analyses that just use cases with precise location of tumor information and methods that also include cases with imprecise tumor location information. The theory establishes that each of these likelihood based methods estimates the same radiation rate ratio parameters, within the context of the appropriate model for location and subject level covariate effects. The underlying assumptions are characterized and the potential strengths and limitations of each method are described. The methods are illustrated and compared using the WECARE study of radiation and asynchronous contralateral breast cancer. PMID:18647297

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

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

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.

Use of Bayesian Networks to Probabilistically Model and Improve the Likelihood of Validation of Microarray Findings by RT-PCR

PubMed Central

English, Sangeeta B.; Shih, Shou-Ching; Ramoni, Marco F.; Smith, Lois E.; Butte, Atul J.

2014-01-01

Though genome-wide technologies, such as microarrays, are widely used, data from these methods are considered noisy; there is still varied success in downstream biological validation. We report a method that increases the likelihood of successfully validating microarray findings using real time RT-PCR, including genes at low expression levels and with small differences. We use a Bayesian network to identify the most relevant sources of noise based on the successes and failures in validation for an initial set of selected genes, and then improve our subsequent selection of genes for validation based on eliminating these sources of noise. The network displays the significant sources of noise in an experiment, and scores the likelihood of validation for every gene. We show how the method can significantly increase validation success rates. In conclusion, in this study, we have successfully added a new automated step to determine the contributory sources of noise that determine successful or unsuccessful downstream biological validation. PMID:18790084

Extreme data compression for the CMB

DOE PAGES

Zablocki, Alan; Dodelson, Scott

2016-04-28

We apply the Karhunen-Loéve methods to cosmic microwave background (CMB) data sets, and show that we can recover the input cosmology and obtain the marginalized likelihoods in Λ cold dark matter cosmologies in under a minute, much faster than Markov chain Monte Carlo methods. This is achieved by forming a linear combination of the power spectra at each multipole l, and solving a system of simultaneous equations such that the Fisher matrix is locally unchanged. Instead of carrying out a full likelihood evaluation over the whole parameter space, we need evaluate the likelihood only for the parameter of interest, with themore » data compression effectively marginalizing over all other parameters. The weighting vectors contain insight about the physical effects of the parameters on the CMB anisotropy power spectrum C l. The shape and amplitude of these vectors give an intuitive feel for the physics of the CMB, the sensitivity of the observed spectrum to cosmological parameters, and the relative sensitivity of different experiments to cosmological parameters. We test this method on exact theory C l as well as on a Wilkinson Microwave Anisotropy Probe (WMAP)-like CMB data set generated from a random realization of a fiducial cosmology, comparing the compression results to those from a full likelihood analysis using CosmoMC. Furthermore, after showing that the method works, we apply it to the temperature power spectrum from the WMAP seven-year data release, and discuss the successes and limitations of our method as applied to a real data set.« less

Performance advantages of maximum likelihood methods in PRBS-modulated time-of-flight electron energy loss spectroscopy

NASA Astrophysics Data System (ADS)

Yang, Zhongyu

This thesis describes the design, experimental performance, and theoretical simulation of a novel time-of-flight analyzer that was integrated into a high resolution electron energy loss spectrometer (TOF-HREELS). First we examined the use of an interleaved comb chopper for chopping a continuous electron beam. Both static and dynamic behaviors were simulated theoretically and measured experimentally, with very good agreement. The finite penetration of the field beyond the plane of the chopper leads to non-ideal chopper response, which is characterized in terms of an "energy corruption" effect and a lead or lag in the time at which the beam responds to the chopper potential. Second we considered the recovery of spectra from pseudo-random binary sequence (PRBS) modulated TOF-HREELS data. The effects of the Poisson noise distribution and the non-ideal behavior of the "interleaved comb" chopper were simulated. We showed, for the first time, that maximum likelihood methods can be combined with PRBS modulation to achieve resolution enhancement, while properly accounting for the Poisson noise distribution and artifacts introduced by the chopper. Our results indicate that meV resolution, similar to that of modern high resolution electron energy loss spectrometers, can be achieved with a dramatic performance advantage over conventional, serial detection analyzers. To demonstrate the capabilities of the TOF-HREELS instrument, we made measurements on a highly oriented thin film polytetrafluoroethylene (PTFE) sample. We demonstrated that the TOF-HREELS can achieve a throughput advantage of a factor of 85 compared to the conventional HREELS instrument. Comparisons were made between the experimental results and theoretical simulations. We discuss various factors which affect inversion of PRBS modulated Time of Flight (TOF) data with the Lucy algorithm. Using simulations, we conclude that the convolution assumption was good under the conditions of our experiment. The chopper rise time, Poisson noise, and artifacts of the chopper response are evaluated. Finally, we conclude that the maximum likelihood algorithms are able to gain a multiplex advantage in PRBS modulation, despite the Poisson noise in the detector.

Mapping Quantitative Traits in Unselected Families: Algorithms and Examples

PubMed Central

Dupuis, Josée; Shi, Jianxin; Manning, Alisa K.; Benjamin, Emelia J.; Meigs, James B.; Cupples, L. Adrienne; Siegmund, David

2009-01-01

Linkage analysis has been widely used to identify from family data genetic variants influencing quantitative traits. Common approaches have both strengths and limitations. Likelihood ratio tests typically computed in variance component analysis can accommodate large families but are highly sensitive to departure from normality assumptions. Regression-based approaches are more robust but their use has primarily been restricted to nuclear families. In this paper, we develop methods for mapping quantitative traits in moderately large pedigrees. Our methods are based on the score statistic which in contrast to the likelihood ratio statistic, can use nonparametric estimators of variability to achieve robustness of the false positive rate against departures from the hypothesized phenotypic model. Because the score statistic is easier to calculate than the likelihood ratio statistic, our basic mapping methods utilize relatively simple computer code that performs statistical analysis on output from any program that computes estimates of identity-by-descent. This simplicity also permits development and evaluation of methods to deal with multivariate and ordinal phenotypes, and with gene-gene and gene-environment interaction. We demonstrate our methods on simulated data and on fasting insulin, a quantitative trait measured in the Framingham Heart Study. PMID:19278016

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

PubMed

Lee, E Henry; Wickham, Charlotte; Beedlow, Peter A; Waschmann, Ronald S; Tingey, David T

2017-10-01

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 climate and forest disturbances (i.e., pests, diseases, fire). The statistical method is illustrated with a tree-ring width time series for a mature closed-canopy Douglas-fir stand on the west slopes of the Cascade Mountains of Oregon, USA that is impacted by Swiss needle cast disease caused by the foliar fungus, Phaecryptopus gaeumannii (Rhode) Petrak. The likelihood-based TSIA method is proposed for the field of dendrochronology to understand the interaction of temperature, water, and forest disturbances that are important in forest ecology and climate change studies.

U.S. cannabis legalization and use of vaping and edible products among youth.

PubMed

Borodovsky, Jacob T; Lee, Dustin C; Crosier, Benjamin S; Gabrielli, Joy L; Sargent, James D; Budney, Alan J

2017-08-01

Alternative methods for consuming cannabis (e.g., vaping and edibles) have become more popular in the wake of U.S. cannabis legalization. Specific provisions of legal cannabis laws (LCL) (e.g., dispensary regulations) may impact the likelihood that youth will use alternative methods and the age at which they first try the method - potentially magnifying or mitigating the developmental harms of cannabis use. This study examined associations between LCL provisions and how youth consume cannabis. An online cannabis use survey was distributed using Facebook advertising, and data were collected from 2630 cannabis-using youth (ages 14-18). U.S. states were coded for LCL status and various LCL provisions. Regression analyses tested associations among lifetime use and age of onset of cannabis vaping and edibles and LCL provisions. Longer LCL duration (OR vaping : 2.82, 95% CI: 2.24, 3.55; OR edibles : 3.82, 95% CI: 2.96, 4.94), and higher dispensary density (OR vaping : 2.68, 95% CI: 2.12, 3.38; OR edibles : 3.31, 95% CI: 2.56, 4.26), were related to higher likelihood of trying vaping and edibles. Permitting home cultivation was related to higher likelihood (OR: 1.93, 95% CI: 1.50, 2.48) and younger age of onset (β: -0.30, 95% CI: -0.45, -0.15) of edibles. Specific provisions of LCL appear to impact the likelihood, and age at which, youth use alternative methods to consume cannabis. These methods may carry differential risks for initiation and escalation of cannabis use. Understanding associations between LCL provisions and methods of administration can inform the design of effective cannabis regulatory strategies. Copyright © 2017 Elsevier B.V. All rights reserved.

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

PubMed

Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

2007-10-01

In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

System impairment compensation in coherent optical communications by using a bio-inspired detector based on artificial neural network and genetic algorithm

NASA Astrophysics Data System (ADS)

Wang, Danshi; Zhang, Min; Li, Ze; Song, Chuang; Fu, Meixia; Li, Jin; Chen, Xue

2017-09-01

A bio-inspired detector based on the artificial neural network (ANN) and genetic algorithm is proposed in the context of a coherent optical transmission system. The ANN is designed to mitigate 16-quadrature amplitude modulation system impairments, including linear impairment: Gaussian white noise, laser phase noise, in-phase/quadrature component imbalance, and nonlinear impairment: nonlinear phase. Without prior information or heuristic assumptions, the ANN, functioning as a machine learning algorithm, can learn and capture the characteristics of impairments from observed data. Numerical simulations were performed, and dispersion-shifted, dispersion-managed, and dispersion-unmanaged fiber links were investigated. The launch power dynamic range and maximum transmission distance for the bio-inspired method were 2.7 dBm and 240 km greater, respectively, than those of the maximum likelihood estimation algorithm. Moreover, the linewidth tolerance of the bio-inspired technique was 170 kHz greater than that of the k-means method, demonstrating its usability for digital signal processing in coherent systems.

A segmentation/clustering model for the analysis of array CGH data.

PubMed

Picard, F; Robin, S; Lebarbier, E; Daudin, J-J

2007-09-01

Microarray-CGH (comparative genomic hybridization) experiments are used to detect and map chromosomal imbalances. A CGH profile can be viewed as a succession of segments that represent homogeneous regions in the genome whose representative sequences share the same relative copy number on average. Segmentation methods constitute a natural framework for the analysis, but they do not provide a biological status for the detected segments. We propose a new model for this segmentation/clustering problem, combining a segmentation model with a mixture model. We present a new hybrid algorithm called dynamic programming-expectation maximization (DP-EM) to estimate the parameters of the model by maximum likelihood. This algorithm combines DP and the EM algorithm. We also propose a model selection heuristic to select the number of clusters and the number of segments. An example of our procedure is presented, based on publicly available data sets. We compare our method to segmentation methods and to hidden Markov models, and we show that the new segmentation/clustering model is a promising alternative that can be applied in the more general context of signal processing.

Estimating survival rates with time series of standing age‐structure data

USGS Publications Warehouse

Udevitz, Mark S.; Gogan, Peter J.

2012-01-01

It has long been recognized that age‐structure data contain useful information for assessing the status and dynamics of wildlife populations. For example, age‐specific survival rates can be estimated with just a single sample from the age distribution of a stable, stationary population. For a population that is not stable, age‐specific survival rates can be estimated using techniques such as inverse methods that combine time series of age‐structure data with other demographic data. However, estimation of survival rates using these methods typically requires numerical optimization, a relatively long time series of data, and smoothing or other constraints to provide useful estimates. We developed general models for possibly unstable populations that combine time series of age‐structure data with other demographic data to provide explicit maximum likelihood estimators of age‐specific survival rates with as few as two years of data. As an example, we applied these methods to estimate survival rates for female bison (Bison bison) in Yellowstone National Park, USA. This approach provides a simple tool for monitoring survival rates based on age‐structure data.

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in vivo studies.

PubMed

Petibon, Yoann; Rakvongthai, Yothin; El Fakhri, Georges; Ouyang, Jinsong

2017-05-07

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves-TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18 F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans-each containing 1/8th of the total number of events-were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18 F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard ordered subset expectation maximization (OSEM) reconstruction algorithm on one side, and the one-step late maximum a posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of [Formula: see text], the tracer transport rate (ml · min -1 · ml -1 ), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced [Formula: see text] maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced [Formula: see text] estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance.

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in-vivo studies

PubMed Central

Petibon, Yoann; Rakvongthai, Yothin; Fakhri, Georges El; Ouyang, Jinsong

2017-01-01

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves -TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in-vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans - each containing 1/8th of the total number of events - were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard Ordered Subset Expectation Maximization (OSEM) reconstruction algorithm on one side, and the One-Step Late Maximum a Posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of K1, the tracer transport rate (mL.min−1.mL−1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced K1 maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced K1 estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in-vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance. PMID:28379843

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in vivo studies

NASA Astrophysics Data System (ADS)

Petibon, Yoann; Rakvongthai, Yothin; El Fakhri, Georges; Ouyang, Jinsong

2017-05-01

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves-TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans—each containing 1/8th of the total number of events—were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard ordered subset expectation maximization (OSEM) reconstruction algorithm on one side, and the one-step late maximum a posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of {{K}1} , the tracer transport rate (ml · min-1 · ml-1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced {{K}1} maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced {{K}1} estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance.

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.

Cross-validation to select Bayesian hierarchical models in phylogenetics.

PubMed

Duchêne, Sebastián; Duchêne, David A; Di Giallonardo, Francesca; Eden, John-Sebastian; Geoghegan, Jemma L; Holt, Kathryn E; Ho, Simon Y W; Holmes, Edward C

2016-05-26

Recent developments in Bayesian phylogenetic models have increased the range of inferences that can be drawn from molecular sequence data. Accordingly, model selection has become an important component of phylogenetic analysis. Methods of model selection generally consider the likelihood of the data under the model in question. In the context of Bayesian phylogenetics, the most common approach involves estimating the marginal likelihood, which is typically done by integrating the likelihood across model parameters, weighted by the prior. Although this method is accurate, it is sensitive to the presence of improper priors. We explored an alternative approach based on cross-validation that is widely used in evolutionary analysis. This involves comparing models according to their predictive performance. We analysed simulated data and a range of viral and bacterial data sets using a cross-validation approach to compare a variety of molecular clock and demographic models. Our results show that cross-validation can be effective in distinguishing between strict- and relaxed-clock models and in identifying demographic models that allow growth in population size over time. In most of our empirical data analyses, the model selected using cross-validation was able to match that selected using marginal-likelihood estimation. The accuracy of cross-validation appears to improve with longer sequence data, particularly when distinguishing between relaxed-clock models. Cross-validation is a useful method for Bayesian phylogenetic model selection. This method can be readily implemented even when considering complex models where selecting an appropriate prior for all parameters may be difficult.

Method and system for diagnostics of apparatus

NASA Technical Reports Server (NTRS)

Gorinevsky, Dimitry (Inventor)

2012-01-01

Proposed is a method, implemented in software, for estimating fault state of an apparatus outfitted with sensors. At each execution period the method processes sensor data from the apparatus to obtain a set of parity parameters, which are further used for estimating fault state. The estimation method formulates a convex optimization problem for each fault hypothesis and employs a convex solver to compute fault parameter estimates and fault likelihoods for each fault hypothesis. The highest likelihoods and corresponding parameter estimates are transmitted to a display device or an automated decision and control system. The obtained accurate estimate of fault state can be used to improve safety, performance, or maintenance processes for the apparatus.

Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-07-01

Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper, we use massive asymptotically optimal data compression to reduce the dimensionality of the data space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parametrized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate DELFI with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological data sets.

The dynamics of latifundia formation.

PubMed

Chaves, Luis Fernando

2013-01-01

Land tenure inequity is a major social problem in developing nations worldwide. In societies, where land is a commodity, inequities in land tenure are associated with gaps in income distribution, poverty and biodiversity loss. A common pattern of land tenure inequities through the history of civilization has been the formation of latifundia [Zhuāngyuán in chinese], i.e., a pattern where land ownership is concentrated by a small fraction of the whole population. Here, we use simple Markov chain models to study the dynamics of latifundia formation in a heterogeneous landscape where land can transition between forest, agriculture and recovering land. We systematically study the likelihood of latifundia formation under the assumption of pre-capitalist trade, where trade is based on the average utility of land parcels belonging to each individual landowner during a discrete time step. By restricting land trade to that under recovery, we found the likelihood of latifundia formation to increase with the size of the system, i.e., the amount of land and individuals in the society. We found that an increase of the transition rate for land use changes, i.e., how quickly land use changes, promotes more equitable patterns of land ownership. Disease introduction in the system, which reduced land profitability for infected individual landowners, promoted the formation of latifundia, with an increased likelihood for latifundia formation when there were heterogeneities in the susceptibility to infection. Finally, our model suggests that land ownership reforms need to guarantee an equitative distribution of land among individuals in a society to avoid the formation of latifundia.

The Dynamics of Latifundia Formation

PubMed Central

Chaves, Luis Fernando

2013-01-01

Land tenure inequity is a major social problem in developing nations worldwide. In societies, where land is a commodity, inequities in land tenure are associated with gaps in income distribution, poverty and biodiversity loss. A common pattern of land tenure inequities through the history of civilization has been the formation of latifundia [Zhuāngyuán in chinese], i.e., a pattern where land ownership is concentrated by a small fraction of the whole population. Here, we use simple Markov chain models to study the dynamics of latifundia formation in a heterogeneous landscape where land can transition between forest, agriculture and recovering land. We systematically study the likelihood of latifundia formation under the assumption of pre-capitalist trade, where trade is based on the average utility of land parcels belonging to each individual landowner during a discrete time step. By restricting land trade to that under recovery, we found the likelihood of latifundia formation to increase with the size of the system, i.e., the amount of land and individuals in the society. We found that an increase of the transition rate for land use changes, i.e., how quickly land use changes, promotes more equitable patterns of land ownership. Disease introduction in the system, which reduced land profitability for infected individual landowners, promoted the formation of latifundia, with an increased likelihood for latifundia formation when there were heterogeneities in the susceptibility to infection. Finally, our model suggests that land ownership reforms need to guarantee an equitative distribution of land among individuals in a society to avoid the formation of latifundia. PMID:24376597

Climate-FVS Version 2: Content, users guide, applications, and behavior

Treesearch

Nicholas L. Crookston

2014-01-01

Climate change in the 21st Century is projected to cause widespread changes in forest ecosystems. Climate-FVS is a modification to the Forest Vegetation Simulator designed to take climate change into account when predicting forest dynamics at decadal to century time scales. Individual tree climate viability scores measure the likelihood that the climate at a given...

Evidence, Expertise, and Ethics: The Making of an Influential in American Social Work

ERIC Educational Resources Information Center

Burnette, Denise

2016-01-01

The extent to which people choose their professions and professions choose their practitioners is not always clear; it is in all likelihood a "simpatico" process. But, growing attention to the study of careers can help elucidate the nexus of personal and professional forces that underpins this complex dynamic. This line of inquiry can…

Optimal Methods for Classification of Digitally Modulated Signals

DTIC Science & Technology

2013-03-01

of using a ratio of likelihood functions, the proposed approach uses the Kullback - Leibler (KL) divergence. KL...58 List of Acronyms ALRT Average LRT BPSK Binary Shift Keying BPSK-SS BPSK Spread Spectrum or CDMA DKL Kullback - Leibler Information Divergence...blind demodulation for develop classification algorithms for wider set of signals types. Two methodologies were used : Likelihood Ratio Test

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…

Rate of convergence of k-step Newton estimators to efficient likelihood estimators

Treesearch

Steve Verrill

2007-01-01

We make use of Cramer conditions together with the well-known local quadratic convergence of Newton?s method to establish the asymptotic closeness of k-step Newton estimators to efficient likelihood estimators. In Verrill and Johnson [2007. Confidence bounds and hypothesis tests for normal distribution coefficients of variation. USDA Forest Products Laboratory Research...

Impact of the spread of mass education on married women's experience with domestic violence.

PubMed

Ghimire, Dirgha J; Axinn, William G; Smith-Greenaway, Emily

2015-11-01

This paper investigates the association between mass education and married women's experience with domestic violence in rural Nepal. Previous research on domestic violence in South Asian societies emphasizes patriarchal ideology and the widespread subordinate status of women within their communities and families. The recent spread of mass education is likely to shift these gendered dynamics, thereby lowering women's likelihood of experiencing domestic violence. Using data from 1775 currently married women from the Chitwan Valley Family Study in Nepal, we provide a thorough analysis of how the spread of mass education is associated with domestic violence among married women. The results show that women's childhood access to school, their parents' schooling, their own schooling, and their husbands' schooling are each associated with their lower likelihood of experiencing domestic violence. Indeed, husbands' education has a particularly strong, inverse association with women's likelihood of experiencing domestic violence. These associations suggest that the proliferation of mass education will lead to a marked decline in women's experience with domestic violence in Nepal. Copyright © 2015 Elsevier Inc. All rights reserved.

Impact of the Spread of Mass Education on Married Women’s Experience with Domestic Violence

PubMed Central

Ghimire, Dirgha J.; Axinn, William G.; Smith-Greenaway, Emily

2015-01-01

This paper investigates the association between mass education and married women’s experience with domestic violence in rural Nepal. Previous research on domestic violence in South Asian societies emphasizes patriarchal ideology and the widespread subordinate status of women within their communities and families. The recent spread of mass education is likely to shift these gendered dynamics, thereby lowering women’s likelihood of experiencing domestic violence. Using data from 1,775 currently married women from the Chitwan Valley Family Study in Nepal, we provide a thorough analysis of how the spread of mass education is associated with domestic violence among married women. The results show that women’s childhood access to school, their parents’ schooling, their own schooling, and their husbands’ schooling are each associated with their lower likelihood of experiencing domestic violence. Indeed, husbands’ education has a particularly strong, inverse association with women’s likelihood of experiencing domestic violence. These associations suggest that the proliferation of mass education will lead to a marked decline in women’s experience with domestic violence in Nepal. PMID:26463551

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

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.

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.

Estimating Divergence Parameters With Small Samples From a Large Number of Loci

PubMed Central

Wang, Yong; Hey, Jody

2010-01-01

Most methods for studying divergence with gene flow rely upon data from many individuals at few loci. Such data can be useful for inferring recent population history but they are unlikely to contain sufficient information about older events. However, the growing availability of genome sequences suggests a different kind of sampling scheme, one that may be more suited to studying relatively ancient divergence. Data sets extracted from whole-genome alignments may represent very few individuals but contain a very large number of loci. To take advantage of such data we developed a new maximum-likelihood method for genomic data under the isolation-with-migration model. Unlike many coalescent-based likelihood methods, our method does not rely on Monte Carlo sampling of genealogies, but rather provides a precise calculation of the likelihood by numerical integration over all genealogies. We demonstrate that the method works well on simulated data sets. We also consider two models for accommodating mutation rate variation among loci and find that the model that treats mutation rates as random variables leads to better estimates. We applied the method to the divergence of Drosophila melanogaster and D. simulans and detected a low, but statistically significant, signal of gene flow from D. simulans to D. melanogaster. PMID:19917765

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.

Safe semi-supervised learning based on weighted likelihood.

PubMed

Kawakita, Masanori; Takeuchi, Jun'ichi

2014-05-01

We are interested in developing a safe semi-supervised learning that works in any situation. Semi-supervised learning postulates that n(') unlabeled data are available in addition to n labeled data. However, almost all of the previous semi-supervised methods require additional assumptions (not only unlabeled data) to make improvements on supervised learning. If such assumptions are not met, then the methods possibly perform worse than supervised learning. Sokolovska, Cappé, and Yvon (2008) proposed a semi-supervised method based on a weighted likelihood approach. They proved that this method asymptotically never performs worse than supervised learning (i.e., it is safe) without any assumption. Their method is attractive because it is easy to implement and is potentially general. Moreover, it is deeply related to a certain statistical paradox. However, the method of Sokolovska et al. (2008) assumes a very limited situation, i.e., classification, discrete covariates, n(')→∞ and a maximum likelihood estimator. In this paper, we extend their method by modifying the weight. We prove that our proposal is safe in a significantly wide range of situations as long as n≤n('). Further, we give a geometrical interpretation of the proof of safety through the relationship with the above-mentioned statistical paradox. Finally, we show that the above proposal is asymptotically safe even when n(')

Degradation modeling of mid-power white-light LEDs by using Wiener process.

PubMed

Huang, Jianlin; Golubović, Dušan S; Koh, Sau; Yang, Daoguo; Li, Xiupeng; Fan, Xuejun; Zhang, G Q

2015-07-27

The IES standard TM-21-11 provides a guideline for lifetime prediction of LED devices. As it uses average normalized lumen maintenance data and performs non-linear regression for lifetime modeling, it cannot capture dynamic and random variation of the degradation process of LED devices. In addition, this method cannot capture the failure distribution, although it is much more relevant in reliability analysis. Furthermore, the TM-21-11 only considers lumen maintenance for lifetime prediction. Color shift, as another important performance characteristic of LED devices, may also render significant degradation during service life, even though the lumen maintenance has not reached the critical threshold. In this study, a modified Wiener process has been employed for the modeling of the degradation of LED devices. By using this method, dynamic and random variations, as well as the non-linear degradation behavior of LED devices, can be easily accounted for. With a mild assumption, the parameter estimation accuracy has been improved by including more information into the likelihood function while neglecting the dependency between the random variables. As a consequence, the mean time to failure (MTTF) has been obtained and shows comparable result with IES TM-21-11 predictions, indicating the feasibility of the proposed method. Finally, the cumulative failure distribution was presented corresponding to different combinations of lumen maintenance and color shift. The results demonstrate that a joint failure distribution of LED devices could be modeled by simply considering their lumen maintenance and color shift as two independent variables.

Detecting the contagion effect in mass killings; a constructive example of the statistical advantages of unbinned likelihood methods

PubMed Central

Mubayi, Anuj; Castillo-Chavez, Carlos

2018-01-01

Background When attempting to statistically distinguish between a null and an alternative hypothesis, many researchers in the life and social sciences turn to binned statistical analysis methods, or methods that are simply based on the moments of a distribution (such as the mean, and variance). These methods have the advantage of simplicity of implementation, and simplicity of explanation. However, when null and alternative hypotheses manifest themselves in subtle differences in patterns in the data, binned analysis methods may be insensitive to these differences, and researchers may erroneously fail to reject the null hypothesis when in fact more sensitive statistical analysis methods might produce a different result when the null hypothesis is actually false. Here, with a focus on two recent conflicting studies of contagion in mass killings as instructive examples, we discuss how the use of unbinned likelihood methods makes optimal use of the information in the data; a fact that has been long known in statistical theory, but perhaps is not as widely appreciated amongst general researchers in the life and social sciences. Methods In 2015, Towers et al published a paper that quantified the long-suspected contagion effect in mass killings. However, in 2017, Lankford & Tomek subsequently published a paper, based upon the same data, that claimed to contradict the results of the earlier study. The former used unbinned likelihood methods, and the latter used binned methods, and comparison of distribution moments. Using these analyses, we also discuss how visualization of the data can aid in determination of the most appropriate statistical analysis methods to distinguish between a null and alternate hypothesis. We also discuss the importance of assessment of the robustness of analysis results to methodological assumptions made (for example, arbitrary choices of number of bins and bin widths when using binned methods); an issue that is widely overlooked in the literature, but is critical to analysis reproducibility and robustness. Conclusions When an analysis cannot distinguish between a null and alternate hypothesis, care must be taken to ensure that the analysis methodology itself maximizes the use of information in the data that can distinguish between the two hypotheses. The use of binned methods by Lankford & Tomek (2017), that examined how many mass killings fell within a 14 day window from a previous mass killing, substantially reduced the sensitivity of their analysis to contagion effects. The unbinned likelihood methods used by Towers et al (2015) did not suffer from this problem. While a binned analysis might be favorable for simplicity and clarity of presentation, unbinned likelihood methods are preferable when effects might be somewhat subtle. PMID:29742115

Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

PubMed

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and Nutrition Examination Survey (NHANES).

A long-term earthquake rate model for the central and eastern United States from smoothed seismicity

USGS Publications Warehouse

Moschetti, Morgan P.

2015-01-01

I present a long-term earthquake rate model for the central and eastern United States from adaptive smoothed seismicity. By employing pseudoprospective likelihood testing (L-test), I examined the effects of fixed and adaptive smoothing methods and the effects of catalog duration and composition on the ability of the models to forecast the spatial distribution of recent earthquakes. To stabilize the adaptive smoothing method for regions of low seismicity, I introduced minor modifications to the way that the adaptive smoothing distances are calculated. Across all smoothed seismicity models, the use of adaptive smoothing and the use of earthquakes from the recent part of the catalog optimizes the likelihood for tests with M≥2.7 and M≥4.0 earthquake catalogs. The smoothed seismicity models optimized by likelihood testing with M≥2.7 catalogs also produce the highest likelihood values for M≥4.0 likelihood testing, thus substantiating the hypothesis that the locations of moderate-size earthquakes can be forecast by the locations of smaller earthquakes. The likelihood test does not, however, maximize the fraction of earthquakes that are better forecast than a seismicity rate model with uniform rates in all cells. In this regard, fixed smoothing models perform better than adaptive smoothing models. The preferred model of this study is the adaptive smoothed seismicity model, based on its ability to maximize the joint likelihood of predicting the locations of recent small-to-moderate-size earthquakes across eastern North America. The preferred rate model delineates 12 regions where the annual rate of M≥5 earthquakes exceeds 2×10−3. Although these seismic regions have been previously recognized, the preferred forecasts are more spatially concentrated than the rates from fixed smoothed seismicity models, with rate increases of up to a factor of 10 near clusters of high seismic activity.

Statistical inference for time course RNA-Seq data using a negative binomial mixed-effect model.

PubMed

Sun, Xiaoxiao; Dalpiaz, David; Wu, Di; S Liu, Jun; Zhong, Wenxuan; Ma, Ping

2016-08-26

Accurate identification of differentially expressed (DE) genes in time course RNA-Seq data is crucial for understanding the dynamics of transcriptional regulatory network. However, most of the available methods treat gene expressions at different time points as replicates and test the significance of the mean expression difference between treatments or conditions irrespective of time. They thus fail to identify many DE genes with different profiles across time. In this article, we propose a negative binomial mixed-effect model (NBMM) to identify DE genes in time course RNA-Seq data. In the NBMM, mean gene expression is characterized by a fixed effect, and time dependency is described by random effects. The NBMM is very flexible and can be fitted to both unreplicated and replicated time course RNA-Seq data via a penalized likelihood method. By comparing gene expression profiles over time, we further classify the DE genes into two subtypes to enhance the understanding of expression dynamics. A significance test for detecting DE genes is derived using a Kullback-Leibler distance ratio. Additionally, a significance test for gene sets is developed using a gene set score. Simulation analysis shows that the NBMM outperforms currently available methods for detecting DE genes and gene sets. Moreover, our real data analysis of fruit fly developmental time course RNA-Seq data demonstrates the NBMM identifies biologically relevant genes which are well justified by gene ontology analysis. The proposed method is powerful and efficient to detect biologically relevant DE genes and gene sets in time course RNA-Seq data.

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

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.

A survey of kernel-type estimators for copula and their applications

NASA Astrophysics Data System (ADS)

Sumarjaya, I. W.

2017-10-01

Copulas have been widely used to model nonlinear dependence structure. Main applications of copulas include areas such as finance, insurance, hydrology, rainfall to name but a few. The flexibility of copula allows researchers to model dependence structure beyond Gaussian distribution. Basically, a copula is a function that couples multivariate distribution functions to their one-dimensional marginal distribution functions. In general, there are three methods to estimate copula. These are parametric, nonparametric, and semiparametric method. In this article we survey kernel-type estimators for copula such as mirror reflection kernel, beta kernel, transformation method and local likelihood transformation method. Then, we apply these kernel methods to three stock indexes in Asia. The results of our analysis suggest that, albeit variation in information criterion values, the local likelihood transformation method performs better than the other kernel methods.

Cardiorespiratory dynamics measured from continuous ECG monitoring improves detection of deterioration in acute care patients: A retrospective cohort study.

PubMed

Moss, Travis J; Clark, Matthew T; Calland, James Forrest; Enfield, Kyle B; Voss, John D; Lake, Douglas E; Moorman, J Randall

2017-01-01

Charted vital signs and laboratory results represent intermittent samples of a patient's dynamic physiologic state and have been used to calculate early warning scores to identify patients at risk of clinical deterioration. We hypothesized that the addition of cardiorespiratory dynamics measured from continuous electrocardiography (ECG) monitoring to intermittently sampled data improves the predictive validity of models trained to detect clinical deterioration prior to intensive care unit (ICU) transfer or unanticipated death. We analyzed 63 patient-years of ECG data from 8,105 acute care patient admissions at a tertiary care academic medical center. We developed models to predict deterioration resulting in ICU transfer or unanticipated death within the next 24 hours using either vital signs, laboratory results, or cardiorespiratory dynamics from continuous ECG monitoring and also evaluated models using all available data sources. We calculated the predictive validity (C-statistic), the net reclassification improvement, and the probability of achieving the difference in likelihood ratio χ2 for the additional degrees of freedom. The primary outcome occurred 755 times in 586 admissions (7%). We analyzed 395 clinical deteriorations with continuous ECG data in the 24 hours prior to an event. Using only continuous ECG measures resulted in a C-statistic of 0.65, similar to models using only laboratory results and vital signs (0.63 and 0.69 respectively). Addition of continuous ECG measures to models using conventional measurements improved the C-statistic by 0.01 and 0.07; a model integrating all data sources had a C-statistic of 0.73 with categorical net reclassification improvement of 0.09 for a change of 1 decile in risk. The difference in likelihood ratio χ2 between integrated models with and without cardiorespiratory dynamics was 2158 (p value: <0.001). Cardiorespiratory dynamics from continuous ECG monitoring detect clinical deterioration in acute care patients and improve performance of conventional models that use only laboratory results and vital signs.

Split-estate negotiations: the case of coal-bed methane

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

Hayley H. Chouinard; Christina Steinhoff

Coal-bed methane is an emerging contributor to the US energy supply. Split estates, where landowners control the surface and the energy companies lease the rights to the underground gas from the federal government, often impede successful negotiations for methane extraction. We provide an extensive form representation of the dynamic game of the negotiation process for subsurface access. We then solve for a set of Nash equilibrium outcomes associated with the split estate negotiations. By examining the optimal offers we can identify methods to improve the likelihood of negotiations that do not break down and result in the gas developer resortingmore » to the use of a bond. We examine how changes in transaction costs or entitlements will affect the outcomes, and support our finds with anecdotal evidence from actual negotiations for coal-bed methane access. 55 refs.« less

Bayesian selection of Markov models for symbol sequences: application to microsaccadic eye movements.

PubMed

Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias

2012-01-01

Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.

A mathematical model for ethanol fermentation from oil palm trunk sap using Saccharomyces cerevisiae

NASA Astrophysics Data System (ADS)

Sultana, S.; Jamil, Norazaliza Mohd; Saleh, E. A. M.; Yousuf, A.; Faizal, Che Ku M.

2017-09-01

This paper presents a mathematical model and solution strategy of ethanol fermentation for oil palm trunk (OPT) sap by considering the effect of substrate limitation, substrate inhibition product inhibition and cell death. To investigate the effect of cell death rate on the fermentation process we extended and improved the current mathematical model. The kinetic parameters of the model were determined by nonlinear regression using maximum likelihood function. The temporal profiles of sugar, cell and ethanol concentrations were modelled by a set of ordinary differential equations, which were solved numerically by the 4th order Runge-Kutta method. The model was validated by the experimental data and the agreement between the model and experimental results demonstrates that the model is reasonable for prediction of the dynamic behaviour of the fermentation process.

Detecting the contagion effect in mass killings; a constructive example of the statistical advantages of unbinned likelihood methods.

PubMed

Towers, Sherry; Mubayi, Anuj; Castillo-Chavez, Carlos

2018-01-01

When attempting to statistically distinguish between a null and an alternative hypothesis, many researchers in the life and social sciences turn to binned statistical analysis methods, or methods that are simply based on the moments of a distribution (such as the mean, and variance). These methods have the advantage of simplicity of implementation, and simplicity of explanation. However, when null and alternative hypotheses manifest themselves in subtle differences in patterns in the data, binned analysis methods may be insensitive to these differences, and researchers may erroneously fail to reject the null hypothesis when in fact more sensitive statistical analysis methods might produce a different result when the null hypothesis is actually false. Here, with a focus on two recent conflicting studies of contagion in mass killings as instructive examples, we discuss how the use of unbinned likelihood methods makes optimal use of the information in the data; a fact that has been long known in statistical theory, but perhaps is not as widely appreciated amongst general researchers in the life and social sciences. In 2015, Towers et al published a paper that quantified the long-suspected contagion effect in mass killings. However, in 2017, Lankford & Tomek subsequently published a paper, based upon the same data, that claimed to contradict the results of the earlier study. The former used unbinned likelihood methods, and the latter used binned methods, and comparison of distribution moments. Using these analyses, we also discuss how visualization of the data can aid in determination of the most appropriate statistical analysis methods to distinguish between a null and alternate hypothesis. We also discuss the importance of assessment of the robustness of analysis results to methodological assumptions made (for example, arbitrary choices of number of bins and bin widths when using binned methods); an issue that is widely overlooked in the literature, but is critical to analysis reproducibility and robustness. When an analysis cannot distinguish between a null and alternate hypothesis, care must be taken to ensure that the analysis methodology itself maximizes the use of information in the data that can distinguish between the two hypotheses. The use of binned methods by Lankford & Tomek (2017), that examined how many mass killings fell within a 14 day window from a previous mass killing, substantially reduced the sensitivity of their analysis to contagion effects. The unbinned likelihood methods used by Towers et al (2015) did not suffer from this problem. While a binned analysis might be favorable for simplicity and clarity of presentation, unbinned likelihood methods are preferable when effects might be somewhat subtle.

Developing a non-point source P loss indicator in R and its parameter uncertainty assessment using GLUE: a case study in northern China.

PubMed

Su, Jingjun; Du, Xinzhong; Li, Xuyong

2018-05-16

Uncertainty analysis is an important prerequisite for model application. However, the existing phosphorus (P) loss indexes or indicators were rarely evaluated. This study applied generalized likelihood uncertainty estimation (GLUE) method to assess the uncertainty of parameters and modeling outputs of a non-point source (NPS) P indicator constructed in R language. And the influences of subjective choices of likelihood formulation and acceptability threshold of GLUE on model outputs were also detected. The results indicated the following. (1) Parameters RegR 2 , RegSDR 2 , PlossDP fer , PlossDP man , DPDR, and DPR were highly sensitive to overall TP simulation and their value ranges could be reduced by GLUE. (2) Nash efficiency likelihood (L 1 ) seemed to present better ability in accentuating high likelihood value simulations than the exponential function (L 2 ) did. (3) The combined likelihood integrating the criteria of multiple outputs acted better than single likelihood in model uncertainty assessment in terms of reducing the uncertainty band widths and assuring the fitting goodness of whole model outputs. (4) A value of 0.55 appeared to be a modest choice of threshold value to balance the interests between high modeling efficiency and high bracketing efficiency. Results of this study could provide (1) an option to conduct NPS modeling under one single computer platform, (2) important references to the parameter setting for NPS model development in similar regions, (3) useful suggestions for the application of GLUE method in studies with different emphases according to research interests, and (4) important insights into the watershed P management in similar regions.

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.

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

Do-it-yourself statistics: A computer-assisted likelihood approach to analysis of data from genetic crosses.

PubMed Central

Robbins, L G

2000-01-01

Graduate school programs in genetics have become so full that courses in statistics have often been eliminated. In addition, typical introductory statistics courses for the "statistics user" rather than the nascent statistician are laden with methods for analysis of measured variables while genetic data are most often discrete numbers. These courses are often seen by students and genetics professors alike as largely irrelevant cookbook courses. The powerful methods of likelihood analysis, although commonly employed in human genetics, are much less often used in other areas of genetics, even though current computational tools make this approach readily accessible. This article introduces the MLIKELY.PAS computer program and the logic of do-it-yourself maximum-likelihood statistics. The program itself, course materials, and expanded discussions of some examples that are only summarized here are available at http://www.unisi. it/ricerca/dip/bio_evol/sitomlikely/mlikely.h tml. PMID:10628965

Standardized likelihood ratio test for comparing several log-normal means and confidence interval for the common mean.

PubMed

Krishnamoorthy, K; Oral, Evrim

2017-12-01

Standardized likelihood ratio test (SLRT) for testing the equality of means of several log-normal distributions is proposed. The properties of the SLRT and an available modified likelihood ratio test (MLRT) and a generalized variable (GV) test are evaluated by Monte Carlo simulation and compared. Evaluation studies indicate that the SLRT is accurate even for small samples, whereas the MLRT could be quite liberal for some parameter values, and the GV test is in general conservative and less powerful than the SLRT. Furthermore, a closed-form approximate confidence interval for the common mean of several log-normal distributions is developed using the method of variance estimate recovery, and compared with the generalized confidence interval with respect to coverage probabilities and precision. Simulation studies indicate that the proposed confidence interval is accurate and better than the generalized confidence interval in terms of coverage probabilities. The methods are illustrated using two examples.

Analysis of blind identification methods for estimation of kinetic parameters in dynamic medical imaging

NASA Astrophysics Data System (ADS)

Riabkov, Dmitri

Compartment modeling of dynamic medical image data implies that the concentration of the tracer over time in a particular region of the organ of interest is well-modeled as a convolution of the tissue response with the tracer concentration in the blood stream. The tissue response is different for different tissues while the blood input is assumed to be the same for different tissues. The kinetic parameters characterizing the tissue responses can be estimated by blind identification methods. These algorithms use the simultaneous measurements of concentration in separate regions of the organ; if the regions have different responses, the measurement of the blood input function may not be required. In this work it is shown that the blind identification problem has a unique solution for two-compartment model tissue response. For two-compartment model tissue responses in dynamic cardiac MRI imaging conditions with gadolinium-DTPA contrast agent, three blind identification algorithms are analyzed here to assess their utility: Eigenvector-based Algorithm for Multichannel Blind Deconvolution (EVAM), Cross Relations (CR), and Iterative Quadratic Maximum Likelihood (IQML). Comparisons of accuracy with conventional (not blind) identification techniques where the blood input is known are made as well. The statistical accuracies of estimation for the three methods are evaluated and compared for multiple parameter sets. The results show that the IQML method gives more accurate estimates than the other two blind identification methods. A proof is presented here that three-compartment model blind identification is not unique in the case of only two regions. It is shown that it is likely unique for the case of more than two regions, but this has not been proved analytically. For the three-compartment model the tissue responses in dynamic FDG PET imaging conditions are analyzed with the blind identification algorithms EVAM and Separable variables Least Squares (SLS). A method of identification that assumes that FDG blood input in the brain can be modeled as a function of time and several parameters (IFM) is analyzed also. Nonuniform sampling SLS (NSLS) is developed due to the rapid change of the FDG concentration in the blood during the early postinjection stage. Comparisons of accuracy of EVAM, SLS, NSLS and IFM identification techniques are made.

Digital PCR Modeling for Maximal Sensitivity, Dynamic Range and Measurement Precision

PubMed Central

Majumdar, Nivedita; Wessel, Thomas; Marks, Jeffrey

2015-01-01

The great promise of digital PCR is the potential for unparalleled precision enabling accurate measurements for genetic quantification. A challenge associated with digital PCR experiments, when testing unknown samples, is to perform experiments at dilutions allowing the detection of one or more targets of interest at a desired level of precision. While theory states that optimal precision (Po) is achieved by targeting ~1.59 mean copies per partition (λ), and that dynamic range (R) includes the space spanning one positive (λL) to one negative (λU) result from the total number of partitions (n), these results are tempered for the practitioner seeking to construct digital PCR experiments in the laboratory. A mathematical framework is presented elucidating the relationships between precision, dynamic range, number of partitions, interrogated volume, and sensitivity in digital PCR. The impact that false reaction calls and volumetric variation have on sensitivity and precision is next considered. The resultant effects on sensitivity and precision are established via Monte Carlo simulations reflecting the real-world likelihood of encountering such scenarios in the laboratory. The simulations provide insight to the practitioner on how to adapt experimental loading concentrations to counteract any one of these conditions. The framework is augmented with a method of extending the dynamic range of digital PCR, with and without increasing n, via the use of dilutions. An example experiment demonstrating the capabilities of the framework is presented enabling detection across 3.33 logs of starting copy concentration. PMID:25806524

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…

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)

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.

A hybrid model for combining case-control and cohort studies in systematic reviews of diagnostic tests

PubMed Central

Chen, Yong; Liu, Yulun; Ning, Jing; Cormier, Janice; Chu, Haitao

2014-01-01

Systematic reviews of diagnostic tests often involve a mixture of case-control and cohort studies. The standard methods for evaluating diagnostic accuracy only focus on sensitivity and specificity and ignore the information on disease prevalence contained in cohort studies. Consequently, such methods cannot provide estimates of measures related to disease prevalence, such as population averaged or overall positive and negative predictive values, which reflect the clinical utility of a diagnostic test. In this paper, we propose a hybrid approach that jointly models the disease prevalence along with the diagnostic test sensitivity and specificity in cohort studies, and the sensitivity and specificity in case-control studies. In order to overcome the potential computational difficulties in the standard full likelihood inference of the proposed hybrid model, we propose an alternative inference procedure based on the composite likelihood. Such composite likelihood based inference does not suffer computational problems and maintains high relative efficiency. In addition, it is more robust to model mis-specifications compared to the standard full likelihood inference. We apply our approach to a review of the performance of contemporary diagnostic imaging modalities for detecting metastases in patients with melanoma. PMID:25897179

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

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

FPGA Acceleration of the phylogenetic likelihood function for Bayesian MCMC inference methods.

PubMed

Zierke, Stephanie; Bakos, Jason D

2010-04-12

Likelihood (ML)-based phylogenetic inference has become a popular method for estimating the evolutionary relationships among species based on genomic sequence data. This method is used in applications such as RAxML, GARLI, MrBayes, PAML, and PAUP. The Phylogenetic Likelihood Function (PLF) is an important kernel computation for this method. The PLF consists of a loop with no conditional behavior or dependencies between iterations. As such it contains a high potential for exploiting parallelism using micro-architectural techniques. In this paper, we describe a technique for mapping the PLF and supporting logic onto a Field Programmable Gate Array (FPGA)-based co-processor. By leveraging the FPGA's on-chip DSP modules and the high-bandwidth local memory attached to the FPGA, the resultant co-processor can accelerate ML-based methods and outperform state-of-the-art multi-core processors. We use the MrBayes 3 tool as a framework for designing our co-processor. For large datasets, we estimate that our accelerated MrBayes, if run on a current-generation FPGA, achieves a 10x speedup relative to software running on a state-of-the-art server-class microprocessor. The FPGA-based implementation achieves its performance by deeply pipelining the likelihood computations, performing multiple floating-point operations in parallel, and through a natural log approximation that is chosen specifically to leverage a deeply pipelined custom architecture. Heterogeneous computing, which combines general-purpose processors with special-purpose co-processors such as FPGAs and GPUs, is a promising approach for high-performance phylogeny inference as shown by the growing body of literature in this field. FPGAs in particular are well-suited for this task because of their low power consumption as compared to many-core processors and Graphics Processor Units (GPUs).

An Improved Nested Sampling Algorithm for Model Selection and Assessment

NASA Astrophysics Data System (ADS)

Zeng, X.; Ye, M.; Wu, J.; WANG, D.

2017-12-01

Multimodel strategy is a general approach for treating model structure uncertainty in recent researches. The unknown groundwater system is represented by several plausible conceptual models. Each alternative conceptual model is attached with a weight which represents the possibility of this model. In Bayesian framework, the posterior model weight is computed as the product of model prior weight and marginal likelihood (or termed as model evidence). As a result, estimating marginal likelihoods is crucial for reliable model selection and assessment in multimodel analysis. Nested sampling estimator (NSE) is a new proposed algorithm for marginal likelihood estimation. The implementation of NSE comprises searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm and its variants are often used for local sampling in NSE. However, M-H is not an efficient sampling algorithm for high-dimensional or complex likelihood function. For improving the performance of NSE, it could be feasible to integrate more efficient and elaborated sampling algorithm - DREAMzs into the local sampling. In addition, in order to overcome the computation burden problem of large quantity of repeating model executions in marginal likelihood estimation, an adaptive sparse grid stochastic collocation method is used to build the surrogates for original groundwater model.

Species delimitation using Bayes factors: simulations and application to the Sceloporus scalaris species group (Squamata: Phrynosomatidae).

PubMed

Grummer, Jared A; Bryson, Robert W; Reeder, Tod W

2014-03-01

Current molecular methods of species delimitation are limited by the types of species delimitation models and scenarios that can be tested. Bayes factors allow for more flexibility in testing non-nested species delimitation models and hypotheses of individual assignment to alternative lineages. Here, we examined the efficacy of Bayes factors in delimiting species through simulations and empirical data from the Sceloporus scalaris species group. Marginal-likelihood scores of competing species delimitation models, from which Bayes factor values were compared, were estimated with four different methods: harmonic mean estimation (HME), smoothed harmonic mean estimation (sHME), path-sampling/thermodynamic integration (PS), and stepping-stone (SS) analysis. We also performed model selection using a posterior simulation-based analog of the Akaike information criterion through Markov chain Monte Carlo analysis (AICM). Bayes factor species delimitation results from the empirical data were then compared with results from the reversible-jump MCMC (rjMCMC) coalescent-based species delimitation method Bayesian Phylogenetics and Phylogeography (BP&P). Simulation results show that HME and sHME perform poorly compared with PS and SS marginal-likelihood estimators when identifying the true species delimitation model. Furthermore, Bayes factor delimitation (BFD) of species showed improved performance when species limits are tested by reassigning individuals between species, as opposed to either lumping or splitting lineages. In the empirical data, BFD through PS and SS analyses, as well as the rjMCMC method, each provide support for the recognition of all scalaris group taxa as independent evolutionary lineages. Bayes factor species delimitation and BP&P also support the recognition of three previously undescribed lineages. In both simulated and empirical data sets, harmonic and smoothed harmonic mean marginal-likelihood estimators provided much higher marginal-likelihood estimates than PS and SS estimators. The AICM displayed poor repeatability in both simulated and empirical data sets, and produced inconsistent model rankings across replicate runs with the empirical data. Our results suggest that species delimitation through the use of Bayes factors with marginal-likelihood estimates via PS or SS analyses provide a useful and complementary alternative to existing species delimitation methods.

A simulation study on Bayesian Ridge regression models for several collinearity levels

NASA Astrophysics Data System (ADS)

Efendi, Achmad; Effrihan

2017-12-01

When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.

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

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.

A probabilistic model of debris-flow delivery to stream channels, demonstrated for the Coast Range of Oregon, USA

Treesearch

Daniel J. Miller; Kelly M. Burnett

2008-01-01

Debris flows are important geomorphic agents in mountainous terrains that shape channel environments and add a dynamic element to sediment supply and channel disturbance. Identification of channels susceptible to debris-flow inputs of sediment and organic debris, and quantification of the likelihood and magnitude of those inputs, are key tasks for characterizing...

If Men Do More Housework, Do Their Wives Have More Babies?

ERIC Educational Resources Information Center

Craig, Lyn; Siminski, Peter

2011-01-01

We analyze data from the Household, Income and Labour Dynamics in Australia (HILDA) survey waves 1-6, to investigate whether the housework and childcare contributions of coupled Australian men with one child affect the likelihood that their wives will have a second child. We find no evidence that the way housework or childcare is shared has an…

Real-Time Population Health Detector

DTIC Science & Technology

2004-11-01

military and civilian populations. General Dynamics (then Veridian Systems Division), in cooperation with Stanford University, won a competitive DARPA...via the sequence of one-step ahead forecast errors from the Kalman recursions: 1| −−= tttt Hye µ The log-likelihood then follows by treating the... parking in the transient parking structure. Norfolk Area Military Treatment Facility Patient Files GDAIS received historic CHCS data from all

The Influence of Education on Violent Conflict and Peace: Inequality, Opportunity and the Management of Diversity

ERIC Educational Resources Information Center

Brown, Graham K.

2011-01-01

This article examines the ways in which education and educational policy impact upon the likelihood and dynamics of violent conflict. It argues that education is rarely directly implicated in the incidence of violent conflict but identifies three main mechanisms through which education can indirectly accentuate or mitigate the risk of conflict:…

State-Space Modeling of Dynamic Psychological Processes via the Kalman Smoother Algorithm: Rationale, Finite Sample Properties, and Applications

ERIC Educational Resources Information Center

Song, Hairong; Ferrer, Emilio

2009-01-01

This article presents a state-space modeling (SSM) technique for fitting process factor analysis models directly to raw data. The Kalman smoother via the expectation-maximization algorithm to obtain maximum likelihood parameter estimates is used. To examine the finite sample properties of the estimates in SSM when common factors are involved, a…

Empirical Bayes Gaussian likelihood estimation of exposure distributions from pooled samples in human biomonitoring.

PubMed

Li, Xiang; Kuk, Anthony Y C; Xu, Jinfeng

2014-12-10

Human biomonitoring of exposure to environmental chemicals is important. Individual monitoring is not viable because of low individual exposure level or insufficient volume of materials and the prohibitive cost of taking measurements from many subjects. Pooling of samples is an efficient and cost-effective way to collect data. Estimation is, however, complicated as individual values within each pool are not observed but are only known up to their average or weighted average. The distribution of such averages is intractable when the individual measurements are lognormally distributed, which is a common assumption. We propose to replace the intractable distribution of the pool averages by a Gaussian likelihood to obtain parameter estimates. If the pool size is large, this method produces statistically efficient estimates, but regardless of pool size, the method yields consistent estimates as the number of pools increases. An empirical Bayes (EB) Gaussian likelihood approach, as well as its Bayesian analog, is developed to pool information from various demographic groups by using a mixed-effect formulation. We also discuss methods to estimate the underlying mean-variance relationship and to select a good model for the means, which can be incorporated into the proposed EB or Bayes framework. By borrowing strength across groups, the EB estimator is more efficient than the individual group-specific estimator. Simulation results show that the EB Gaussian likelihood estimates outperform a previous method proposed for the National Health and Nutrition Examination Surveys with much smaller bias and better coverage in interval estimation, especially after correction of bias. Copyright © 2014 John Wiley & Sons, Ltd.

Charting Multidisciplinary Team External Dynamics Using a Systems Thinking Approach

NASA Technical Reports Server (NTRS)

Barthelemy, Jean-Francois; Waszak, Martin R.; Jones, Kenneth M.; Silcox, Richard J.; Silva, Walter A.; Nowaczyk, Ronald H.

1998-01-01

Using the formalism provided by the Systems Thinking approach, the dynamics present when operating multidisciplinary teams are examined in the context of the NASA Langley Research and Technology Group, an R&D organization organized along functional lines. The paper focuses on external dynamics and examines how an organization creates and nurtures the teams and how it disseminates and retains the lessons and expertise created by the multidisciplinary activities. Key variables are selected and the causal relationships between the variables are identified. Five "stories" are told, each of which touches on a different aspect of the dynamics. The Systems Thinking Approach provides recommendations as to interventions that will facilitate the introduction of multidisciplinary teams and that therefore will increase the likelihood of performing successful multidisciplinary developments. These interventions can be carried out either by individual researchers, line management or program management.

Dynamic Method for Identifying Collected Sample Mass

NASA Technical Reports Server (NTRS)

Carson, John

2008-01-01

G-Sample is designed for sample collection missions to identify the presence and quantity of sample material gathered by spacecraft equipped with end effectors. The software method uses a maximum-likelihood estimator to identify the collected sample's mass based on onboard force-sensor measurements, thruster firings, and a dynamics model of the spacecraft. This makes sample mass identification a computation rather than a process requiring additional hardware. Simulation examples of G-Sample are provided for spacecraft model configurations with a sample collection device mounted on the end of an extended boom. In the absence of thrust knowledge errors, the results indicate that G-Sample can identify the amount of collected sample mass to within 10 grams (with 95-percent confidence) by using a force sensor with a noise and quantization floor of 50 micrometers. These results hold even in the presence of realistic parametric uncertainty in actual spacecraft inertia, center-of-mass offset, and first flexibility modes. Thrust profile knowledge is shown to be a dominant sensitivity for G-Sample, entering in a nearly one-to-one relationship with the final mass estimation error. This means thrust profiles should be well characterized with onboard accelerometers prior to sample collection. An overall sample-mass estimation error budget has been developed to approximate the effect of model uncertainty, sensor noise, data rate, and thrust profile error on the expected estimate of collected sample mass.

A conceptual and statistical framework for adaptive radiations with a key role for diversity dependence.

PubMed

Etienne, Rampal S; Haegeman, Bart

2012-10-01

In this article we propose a new framework for studying adaptive radiations in the context of diversity-dependent diversification. Diversity dependence causes diversification to decelerate at the end of an adaptive radiation but also plays a key role in the initial pulse of diversification. In particular, key innovations (which in our definition include novel traits as well as new environments) may cause decoupling of the diversity-dependent dynamics of the innovative clade from the diversity-dependent dynamics of its ancestral clade. We present a likelihood-based inference method to test for decoupling of diversity dependence using molecular phylogenies. The method, which can handle incomplete phylogenies, identifies when the decoupling took place and which diversification parameters are affected. We illustrate our approach by applying it to the molecular phylogeny of the North American clade of the legume tribe Psoraleeae (47 extant species, of which 4 are missing). Two diversification rate shifts were previously identified for this clade; our analysis shows that the first, positive shift can be associated with decoupling of two Pediomelum subgenera from the other Psoraleeae lineages, while we argue that the second, negative shift can be attributed to speciation being protracted. The latter explanation yields nonzero extinction rates, in contrast to previous findings. Our framework offers a new perspective on macroevolution: new environments and novel traits (ecological opportunity) and diversity dependence (ecological limits) cannot be considered separately.

Spin-diffusions and diffusive molecular dynamics

NASA Astrophysics Data System (ADS)

Farmer, Brittan; Luskin, Mitchell; Plecháč, Petr; Simpson, Gideon

2017-12-01

Metastable configurations in condensed matter typically fluctuate about local energy minima at the femtosecond time scale before transitioning between local minima after nanoseconds or microseconds. This vast scale separation limits the applicability of classical molecular dynamics (MD) methods and has spurned the development of a host of approximate algorithms. One recently proposed method is diffusive MD which aims at integrating a system of ordinary differential equations describing the likelihood of occupancy by one of two species, in the case of a binary alloy, while quasistatically evolving the locations of the atoms. While diffusive MD has shown itself to be efficient and provide agreement with observations, it is fundamentally a model, with unclear connections to classical MD. In this work, we formulate a spin-diffusion stochastic process and show how it can be connected to diffusive MD. The spin-diffusion model couples a classical overdamped Langevin equation to a kinetic Monte Carlo model for exchange amongst the species of a binary alloy. Under suitable assumptions and approximations, spin-diffusion can be shown to lead to diffusive MD type models. The key assumptions and approximations include a well-defined time scale separation, a choice of spin-exchange rates, a low temperature approximation, and a mean field type approximation. We derive several models from different assumptions and show their relationship to diffusive MD. Differences and similarities amongst the models are explored in a simple test problem.

A strategy for improved computational efficiency of the method of anchored distributions

NASA Astrophysics Data System (ADS)

Over, Matthew William; Yang, Yarong; Chen, Xingyuan; Rubin, Yoram

2013-06-01

This paper proposes a strategy for improving the computational efficiency of model inversion using the method of anchored distributions (MAD) by "bundling" similar model parametrizations in the likelihood function. Inferring the likelihood function typically requires a large number of forward model (FM) simulations for each possible model parametrization; as a result, the process is quite expensive. To ease this prohibitive cost, we present an approximation for the likelihood function called bundling that relaxes the requirement for high quantities of FM simulations. This approximation redefines the conditional statement of the likelihood function as the probability of a set of similar model parametrizations "bundle" replicating field measurements, which we show is neither a model reduction nor a sampling approach to improving the computational efficiency of model inversion. To evaluate the effectiveness of these modifications, we compare the quality of predictions and computational cost of bundling relative to a baseline MAD inversion of 3-D flow and transport model parameters. Additionally, to aid understanding of the implementation we provide a tutorial for bundling in the form of a sample data set and script for the R statistical computing language. For our synthetic experiment, bundling achieved a 35% reduction in overall computational cost and had a limited negative impact on predicted probability distributions of the model parameters. Strategies for minimizing error in the bundling approximation, for enforcing similarity among the sets of model parametrizations, and for identifying convergence of the likelihood function are also presented.

Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

Neutron Tomography of a Fuel Cell: Statistical Learning Implementation of a Penalized Likelihood Method

NASA Astrophysics Data System (ADS)

Coakley, Kevin J.; Vecchia, Dominic F.; Hussey, Daniel S.; Jacobson, David L.

2013-10-01

At the NIST Neutron Imaging Facility, we collect neutron projection data for both the dry and wet states of a Proton-Exchange-Membrane (PEM) fuel cell. Transmitted thermal neutrons captured in a scintillator doped with lithium-6 produce scintillation light that is detected by an amorphous silicon detector. Based on joint analysis of the dry and wet state projection data, we reconstruct a residual neutron attenuation image with a Penalized Likelihood method with an edge-preserving Huber penalty function that has two parameters that control how well jumps in the reconstruction are preserved and how well noisy fluctuations are smoothed out. The choice of these parameters greatly influences the resulting reconstruction. We present a data-driven method that objectively selects these parameters, and study its performance for both simulated and experimental data. Before reconstruction, we transform the projection data so that the variance-to-mean ratio is approximately one. For both simulated and measured projection data, the Penalized Likelihood method reconstruction is visually sharper than a reconstruction yielded by a standard Filtered Back Projection method. In an idealized simulation experiment, we demonstrate that the cross validation procedure selects regularization parameters that yield a reconstruction that is nearly optimal according to a root-mean-square prediction error criterion.

Bayesian inference for OPC modeling

NASA Astrophysics Data System (ADS)

Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.

2016-03-01

The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.

MrBayes tgMC3++: A High Performance and Resource-Efficient GPU-Oriented Phylogenetic Analysis Method.

PubMed

Ling, Cheng; Hamada, Tsuyoshi; Gao, Jingyang; Zhao, Guoguang; Sun, Donghong; Shi, Weifeng

2016-01-01

MrBayes is a widespread phylogenetic inference tool harnessing empirical evolutionary models and Bayesian statistics. However, the computational cost on the likelihood estimation is very expensive, resulting in undesirably long execution time. Although a number of multi-threaded optimizations have been proposed to speed up MrBayes, there are bottlenecks that severely limit the GPU thread-level parallelism of likelihood estimations. This study proposes a high performance and resource-efficient method for GPU-oriented parallelization of likelihood estimations. Instead of having to rely on empirical programming, the proposed novel decomposition storage model implements high performance data transfers implicitly. In terms of performance improvement, a speedup factor of up to 178 can be achieved on the analysis of simulated datasets by four Tesla K40 cards. In comparison to the other publicly available GPU-oriented MrBayes, the tgMC 3 ++ method (proposed herein) outperforms the tgMC 3 (v1.0), nMC 3 (v2.1.1) and oMC 3 (v1.00) methods by speedup factors of up to 1.6, 1.9 and 2.9, respectively. Moreover, tgMC 3 ++ supports more evolutionary models and gamma categories, which previous GPU-oriented methods fail to take into analysis.

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.

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.

Discoveries far from the lamppost with matrix elements and ranking

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

Debnath, Dipsikha; Gainer, James S.; Matchev, Konstantin T.

2015-04-01

The prevalence of null results in searches for new physics at the LHC motivates the effort to make these searches as model-independent as possible. We describe procedures for adapting the Matrix Element Method for situations where the signal hypothesis is not known a priori. We also present general and intuitive approaches for performing analyses and presenting results, which involve the flattening of background distributions using likelihood information. The first flattening method involves ranking events by background matrix element, the second involves quantile binning with respect to likelihood (and other) variables, and the third method involves reweighting histograms by the inversemore » of the background distribution.« less

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.

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…

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.

Statistical inference of static analysis rules

NASA Technical Reports Server (NTRS)

Engler, Dawson Richards (Inventor)

2009-01-01

Various apparatus and methods are disclosed for identifying errors in program code. Respective numbers of observances of at least one correctness rule by different code instances that relate to the at least one correctness rule are counted in the program code. Each code instance has an associated counted number of observances of the correctness rule by the code instance. Also counted are respective numbers of violations of the correctness rule by different code instances that relate to the correctness rule. Each code instance has an associated counted number of violations of the correctness rule by the code instance. A respective likelihood of the validity is determined for each code instance as a function of the counted number of observances and counted number of violations. The likelihood of validity indicates a relative likelihood that a related code instance is required to observe the correctness rule. The violations may be output in order of the likelihood of validity of a violated correctness rule.

Testing Multivariate Adaptive Regression Splines (MARS) as a Method of Land Cover Classification of TERRA-ASTER Satellite Images.

PubMed

Quirós, Elia; Felicísimo, Angel M; Cuartero, Aurora

2009-01-01

This work proposes a new method to classify multi-spectral satellite images based on multivariate adaptive regression splines (MARS) and compares this classification system with the more common parallelepiped and maximum likelihood (ML) methods. We apply the classification methods to the land cover classification of a test zone located in southwestern Spain. The basis of the MARS method and its associated procedures are explained in detail, and the area under the ROC curve (AUC) is compared for the three methods. The results show that the MARS method provides better results than the parallelepiped method in all cases, and it provides better results than the maximum likelihood method in 13 cases out of 17. These results demonstrate that the MARS method can be used in isolation or in combination with other methods to improve the accuracy of soil cover classification. The improvement is statistically significant according to the Wilcoxon signed rank test.

Methods, apparatus and system for selective duplication of subtasks

DOEpatents

Andrade Costa, Carlos H.; Cher, Chen-Yong; Park, Yoonho; Rosenburg, Bryan S.; Ryu, Kyung D.

2016-03-29

A method for selective duplication of subtasks in a high-performance computing system includes: monitoring a health status of one or more nodes in a high-performance computing system, where one or more subtasks of a parallel task execute on the one or more nodes; identifying one or more nodes as having a likelihood of failure which exceeds a first prescribed threshold; selectively duplicating the one or more subtasks that execute on the one or more nodes having a likelihood of failure which exceeds the first prescribed threshold; and notifying a messaging library that one or more subtasks were duplicated.

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.

Quantum state estimation when qubits are lost: a no-data-left-behind approach

DOE PAGES

Williams, Brian P.; Lougovski, Pavel

2017-04-06

We present an approach to Bayesian mean estimation of quantum states using hyperspherical parametrization and an experiment-specific likelihood which allows utilization of all available data, even when qubits are lost. With this method, we report the first closed-form Bayesian mean and maximum likelihood estimates for the ideal single qubit. Due to computational constraints, we utilize numerical sampling to determine the Bayesian mean estimate for a photonic two-qubit experiment in which our novel analysis reduces burdens associated with experimental asymmetries and inefficiencies. This method can be applied to quantum states of any dimension and experimental complexity.

Gaussian Mixture Models of Between-Source Variation for Likelihood Ratio Computation from Multivariate Data

PubMed Central

Franco-Pedroso, Javier; Ramos, Daniel; Gonzalez-Rodriguez, Joaquin

2016-01-01

In forensic science, trace evidence found at a crime scene and on suspect has to be evaluated from the measurements performed on them, usually in the form of multivariate data (for example, several chemical compound or physical characteristics). In order to assess the strength of that evidence, the likelihood ratio framework is being increasingly adopted. Several methods have been derived in order to obtain likelihood ratios directly from univariate or multivariate data by modelling both the variation appearing between observations (or features) coming from the same source (within-source variation) and that appearing between observations coming from different sources (between-source variation). In the widely used multivariate kernel likelihood-ratio, the within-source distribution is assumed to be normally distributed and constant among different sources and the between-source variation is modelled through a kernel density function (KDF). In order to better fit the observed distribution of the between-source variation, this paper presents a different approach in which a Gaussian mixture model (GMM) is used instead of a KDF. As it will be shown, this approach provides better-calibrated likelihood ratios as measured by the log-likelihood ratio cost (Cllr) in experiments performed on freely available forensic datasets involving different trace evidences: inks, glass fragments and car paints. PMID:26901680

Statistical analyses support power law distributions found in neuronal avalanches.

PubMed

Klaus, Andreas; Yu, Shan; Plenz, Dietmar

2011-01-01

The size distribution of neuronal avalanches in cortical networks has been reported to follow a power law distribution with exponent close to -1.5, which is a reflection of long-range spatial correlations in spontaneous neuronal activity. However, identifying power law scaling in empirical data can be difficult and sometimes controversial. In the present study, we tested the power law hypothesis for neuronal avalanches by using more stringent statistical analyses. In particular, we performed the following steps: (i) analysis of finite-size scaling to identify scale-free dynamics in neuronal avalanches, (ii) model parameter estimation to determine the specific exponent of the power law, and (iii) comparison of the power law to alternative model distributions. Consistent with critical state dynamics, avalanche size distributions exhibited robust scaling behavior in which the maximum avalanche size was limited only by the spatial extent of sampling ("finite size" effect). This scale-free dynamics suggests the power law as a model for the distribution of avalanche sizes. Using both the Kolmogorov-Smirnov statistic and a maximum likelihood approach, we found the slope to be close to -1.5, which is in line with previous reports. Finally, the power law model for neuronal avalanches was compared to the exponential and to various heavy-tail distributions based on the Kolmogorov-Smirnov distance and by using a log-likelihood ratio test. Both the power law distribution without and with exponential cut-off provided significantly better fits to the cluster size distributions in neuronal avalanches than the exponential, the lognormal and the gamma distribution. In summary, our findings strongly support the power law scaling in neuronal avalanches, providing further evidence for critical state dynamics in superficial layers of cortex.

Scale-free dynamics of the synchronization between sleep EEG power bands and the high frequency component of heart rate variability in normal men and patients with sleep apnea-hypopnea syndrome.

PubMed

Dumont, Martine; Jurysta, Fabrice; Lanquart, Jean-Pol; Noseda, André; van de Borne, Philippe; Linkowski, Paul

2007-12-01

To investigate the dynamics of the synchronization between heart rate variability and sleep electroencephalogram power spectra and the effect of sleep apnea-hypopnea syndrome. Heart rate and sleep electroencephalogram signals were recorded in controls and patients with sleep apnea-hypopnea syndrome that were matched for age, gender, sleep parameters, and blood pressure. Spectral analysis was applied to electrocardiogram and electroencephalogram sleep recordings to obtain power values every 20s. Synchronization likelihood was computed between time series of the normalized high frequency spectral component of RR-intervals and all electroencephalographic frequency bands. Detrended fluctuation analysis was applied to the synchronizations in order to qualify their dynamic behaviors. For all sleep bands, the fluctuations of the synchronization between sleep EEG and heart activity appear scale free and the scaling exponent is close to one as for 1/f noise. We could not detect any effect due to sleep apnea-hypopnea syndrome. The synchronizations between the high frequency component of heart rate variability and all sleep power bands exhibited robust fluctuations characterized by self-similar temporal behavior of 1/f noise type. No effects of sleep apnea-hypopnea syndrome were observed in these synchronizations. Sleep apnea-hypopnea syndrome does not affect the interdependence between the high frequency component of heart rate variability and all sleep power bands as measured by synchronization likelihood.

Expectation-maximization of the potential of mean force and diffusion coefficient in Langevin dynamics from single molecule FRET data photon by photon.

PubMed

Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei

2013-12-12

The dynamics of a protein along a well-defined coordinate can be formally projected onto the form of an overdamped Lagevin equation. Here, we present a comprehensive statistical-learning framework for simultaneously quantifying the deterministic force (the potential of mean force, PMF) and the stochastic force (characterized by the diffusion coefficient, D) from single-molecule Förster-type resonance energy transfer (smFRET) experiments. The likelihood functional of the Langevin parameters, PMF and D, is expressed by a path integral of the latent smFRET distance that follows Langevin dynamics and realized by the donor and the acceptor photon emissions. The solution is made possible by an eigen decomposition of the time-symmetrized form of the corresponding Fokker-Planck equation coupled with photon statistics. To extract the Langevin parameters from photon arrival time data, we advance the expectation-maximization algorithm in statistical learning, originally developed for and mostly used in discrete-state systems, to a general form in the continuous space that allows for a variational calculus on the continuous PMF function. We also introduce the regularization of the solution space in this Bayesian inference based on a maximum trajectory-entropy principle. We use a highly nontrivial example with realistically simulated smFRET data to illustrate the application of this new method.

Additional helmet and pack loading reduce situational awareness during the establishment of marksmanship posture.

PubMed

Lim, Jongil; Palmer, Christopher J; Busa, Michael A; Amado, Avelino; Rosado, Luis D; Ducharme, Scott W; Simon, Darnell; Van Emmerik, Richard E A

2017-06-01

The pickup of visual information is critical for controlling movement and maintaining situational awareness in dangerous situations. Altered coordination while wearing protective equipment may impact the likelihood of injury or death. This investigation examined the consequences of load magnitude and distribution on situational awareness, segmental coordination and head gaze in several protective equipment ensembles. Twelve soldiers stepped down onto force plates and were instructed to quickly and accurately identify visual information while establishing marksmanship posture in protective equipment. Time to discriminate visual information was extended when additional pack and helmet loads were added, with the small increase in helmet load having the largest effect. Greater head-leading and in-phase trunk-head coordination were found with lighter pack loads, while trunk-leading coordination increased and head gaze dynamics were more disrupted in heavier pack loads. Additional armour load in the vest had no consequences for Time to discriminate, coordination or head dynamics. This suggests that the addition of head borne load be carefully considered when integrating new technology and that up-armouring does not necessarily have negative consequences for marksmanship performance. Practitioner Summary: Understanding the trade-space between protection and reductions in task performance continue to challenge those developing personal protective equipment. These methods provide an approach that can help optimise equipment design and loading techniques by quantifying changes in task performance and the emergent coordination dynamics that underlie that performance.

The orbital PDF: general inference of the gravitational potential from steady-state tracers

NASA Astrophysics Data System (ADS)

Han, Jiaxin; Wang, Wenting; Cole, Shaun; Frenk, Carlos S.

2016-02-01

We develop two general methods to infer the gravitational potential of a system using steady-state tracers, I.e. tracers with a time-independent phase-space distribution. Combined with the phase-space continuity equation, the time independence implies a universal orbital probability density function (oPDF) dP(λ|orbit) ∝ dt, where λ is the coordinate of the particle along the orbit. The oPDF is equivalent to Jeans theorem, and is the key physical ingredient behind most dynamical modelling of steady-state tracers. In the case of a spherical potential, we develop a likelihood estimator that fits analytical potentials to the system and a non-parametric method (`phase-mark') that reconstructs the potential profile, both assuming only the oPDF. The methods involve no extra assumptions about the tracer distribution function and can be applied to tracers with any arbitrary distribution of orbits, with possible extension to non-spherical potentials. The methods are tested on Monte Carlo samples of steady-state tracers in dark matter haloes to show that they are unbiased as well as efficient. A fully documented C/PYTHON code implementing our method is freely available at a GitHub repository linked from http://icc.dur.ac.uk/data/#oPDF.

GRID-BASED EXPLORATION OF COSMOLOGICAL PARAMETER SPACE WITH SNAKE

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

Mikkelsen, K.; Næss, S. K.; Eriksen, H. K., E-mail: kristin.mikkelsen@astro.uio.no

2013-11-10

We present a fully parallelized grid-based parameter estimation algorithm for investigating multidimensional likelihoods called Snake, and apply it to cosmological parameter estimation. The basic idea is to map out the likelihood grid-cell by grid-cell according to decreasing likelihood, and stop when a certain threshold has been reached. This approach improves vastly on the 'curse of dimensionality' problem plaguing standard grid-based parameter estimation simply by disregarding grid cells with negligible likelihood. The main advantages of this method compared to standard Metropolis-Hastings Markov Chain Monte Carlo methods include (1) trivial extraction of arbitrary conditional distributions; (2) direct access to Bayesian evidences; (3)more » better sampling of the tails of the distribution; and (4) nearly perfect parallelization scaling. The main disadvantage is, as in the case of brute-force grid-based evaluation, a dependency on the number of parameters, N{sub par}. One of the main goals of the present paper is to determine how large N{sub par} can be, while still maintaining reasonable computational efficiency; we find that N{sub par} = 12 is well within the capabilities of the method. The performance of the code is tested by comparing cosmological parameters estimated using Snake and the WMAP-7 data with those obtained using CosmoMC, the current standard code in the field. We find fully consistent results, with similar computational expenses, but shorter wall time due to the perfect parallelization scheme.« less

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.

Modeling Nitrogen Dynamics in a Waste Stabilization Pond System Using Flexible Modeling Environment with MCMC.

PubMed

Mukhtar, Hussnain; Lin, Yu-Pin; Shipin, Oleg V; Petway, Joy R

2017-07-12

This study presents an approach for obtaining realization sets of parameters for nitrogen removal in a pilot-scale waste stabilization pond (WSP) system. The proposed approach was designed for optimal parameterization, local sensitivity analysis, and global uncertainty analysis of a dynamic simulation model for the WSP by using the R software package Flexible Modeling Environment (R-FME) with the Markov chain Monte Carlo (MCMC) method. Additionally, generalized likelihood uncertainty estimation (GLUE) was integrated into the FME to evaluate the major parameters that affect the simulation outputs in the study WSP. Comprehensive modeling analysis was used to simulate and assess nine parameters and concentrations of ON-N, NH₃-N and NO₃-N. Results indicate that the integrated FME-GLUE-based model, with good Nash-Sutcliffe coefficients (0.53-0.69) and correlation coefficients (0.76-0.83), successfully simulates the concentrations of ON-N, NH₃-N and NO₃-N. Moreover, the Arrhenius constant was the only parameter sensitive to model performances of ON-N and NH₃-N simulations. However, Nitrosomonas growth rate, the denitrification constant, and the maximum growth rate at 20 °C were sensitive to ON-N and NO₃-N simulation, which was measured using global sensitivity.

Estimation of the longitudinal and lateral-directional aerodynamic parameters from flight data for the NASA F/A-18 HARV

NASA Technical Reports Server (NTRS)

Napolitano, Marcello R.

1996-01-01

This progress report presents the results of an investigation focused on parameter identification for the NASA F/A-18 HARV. This aircraft was used in the high alpha research program at the NASA Dryden Flight Research Center. In this study the longitudinal and lateral-directional stability derivatives are estimated from flight data using the Maximum Likelihood method coupled with a Newton-Raphson minimization technique. The objective is to estimate an aerodynamic model describing the aircraft dynamics over a range of angle of attack from 5 deg to 60 deg. The mathematical model is built using the traditional static and dynamic derivative buildup. Flight data used in this analysis were from a variety of maneuvers. The longitudinal maneuvers included large amplitude multiple doublets, optimal inputs, frequency sweeps, and pilot pitch stick inputs. The lateral-directional maneuvers consisted of large amplitude multiple doublets, optimal inputs and pilot stick and rudder inputs. The parameter estimation code pEst, developed at NASA Dryden, was used in this investigation. Results of the estimation process from alpha = 5 deg to alpha = 60 deg are presented and discussed.

Multivariate Phylogenetic Comparative Methods: Evaluations, Comparisons, and Recommendations.

PubMed

Adams, Dean C; Collyer, Michael L

2018-01-01

Recent years have seen increased interest in phylogenetic comparative analyses of multivariate data sets, but to date the varied proposed approaches have not been extensively examined. Here we review the mathematical properties required of any multivariate method, and specifically evaluate existing multivariate phylogenetic comparative methods in this context. Phylogenetic comparative methods based on the full multivariate likelihood are robust to levels of covariation among trait dimensions and are insensitive to the orientation of the data set, but display increasing model misspecification as the number of trait dimensions increases. This is because the expected evolutionary covariance matrix (V) used in the likelihood calculations becomes more ill-conditioned as trait dimensionality increases, and as evolutionary models become more complex. Thus, these approaches are only appropriate for data sets with few traits and many species. Methods that summarize patterns across trait dimensions treated separately (e.g., SURFACE) incorrectly assume independence among trait dimensions, resulting in nearly a 100% model misspecification rate. Methods using pairwise composite likelihood are highly sensitive to levels of trait covariation, the orientation of the data set, and the number of trait dimensions. The consequences of these debilitating deficiencies are that a user can arrive at differing statistical conclusions, and therefore biological inferences, simply from a dataspace rotation, like principal component analysis. By contrast, algebraic generalizations of the standard phylogenetic comparative toolkit that use the trace of covariance matrices are insensitive to levels of trait covariation, the number of trait dimensions, and the orientation of the data set. Further, when appropriate permutation tests are used, these approaches display acceptable Type I error and statistical power. We conclude that methods summarizing information across trait dimensions, as well as pairwise composite likelihood methods should be avoided, whereas algebraic generalizations of the phylogenetic comparative toolkit provide a useful means of assessing macroevolutionary patterns in multivariate data. Finally, we discuss areas in which multivariate phylogenetic comparative methods are still in need of future development; namely highly multivariate Ornstein-Uhlenbeck models and approaches for multivariate evolutionary model comparisons. © The Author(s) 2017. Published by Oxford University Press on behalf of the Systematic Biology. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Preexposure Prophylaxis Modality Preferences Among Men Who Have Sex With Men and Use Social Media in the United States.

PubMed

Hall, Eric William; Heneine, Walid; Sanchez, Travis; Sineath, Robert Craig; Sullivan, Patrick

2016-05-19

Preexposure prophylaxis (PrEP) is available as a daily pill for preventing infection with the human immunodeficiency virus (HIV). Innovative methods of administering PrEP systemically or topically are being discussed and developed. The objective of our study was to assess attitudes toward different experimental modalities of PrEP administration. From April to July 2015, we recruited 1106 HIV-negative men who have sex with men through online social media advertisements and surveyed them about their likelihood of using different PrEP modalities. Participants responded to 5-point Likert-scale items indicating how likely they were to use each of the following PrEP modalities: a daily oral pill, on-demand pills, periodic injection, penile gel (either before or after intercourse), rectal gel (before/after), and rectal suppository (before/after). We used Wilcoxon signed rank tests to determine whether the stated likelihood of using any modality differed from daily oral PrEP. Related items were combined to assess differences in likelihood of use based on tissue or time of administration. Participants also ranked their interest in using each modality, and we used the modified Borda count method to determine consensual rankings. Most participants indicated they would be somewhat likely or very likely to use PrEP as an on-demand pill (685/1105, 61.99%), daily oral pill (528/1036, 50.97%), injection (575/1091, 52.70%), or penile gel (438/755, 58.01% before intercourse; 408/751, 54.33% after). The stated likelihoods of using on-demand pills (median score 4) and of using a penile gel before intercourse (median 4) were both higher than that of using a daily oral pill (median 4, P<.001 and P=.001, respectively). Compared with a daily oral pill, participants reported a significantly lower likelihood of using any of the 4 rectal modalities (Wilcoxon signed rank test, all P<.001). On 10-point Likert scales created by combining application methods, the reported likelihood of using a penile gel (median 7) was higher than that of using a rectal gel (median 6, P<.001), which was higher than the likelihood of using a rectal suppository (median 6, P<.001). The modified Borda count ranked on-demand pills as the most preferred modality. There was no difference in likelihood of use of PrEP (gel or suppository) before or after intercourse. Participants typically prefer systemic PrEP and are less likely to use a modality that is administered rectally. Although most of these modalities are seen as favorable or neutral, attitudes may change as information about efficacy and application becomes available. Further data on modality preference across risk groups will better inform PrEP development.

Modelling the initial phase of an epidemic using incidence and infection network data: 2009 H1N1 pandemic in Israel as a case study

PubMed Central

Katriel, G.; Yaari, R.; Huppert, A.; Roll, U.; Stone, L.

2011-01-01

This paper presents new computational and modelling tools for studying the dynamics of an epidemic in its initial stages that use both available incidence time series and data describing the population's infection network structure. The work is motivated by data collected at the beginning of the H1N1 pandemic outbreak in Israel in the summer of 2009. We formulated a new discrete-time stochastic epidemic SIR (susceptible-infected-recovered) model that explicitly takes into account the disease's specific generation-time distribution and the intrinsic demographic stochasticity inherent to the infection process. Moreover, in contrast with many other modelling approaches, the model allows direct analytical derivation of estimates for the effective reproductive number (Re) and of their credible intervals, by maximum likelihood and Bayesian methods. The basic model can be extended to include age–class structure, and a maximum likelihood methodology allows us to estimate the model's next-generation matrix by combining two types of data: (i) the incidence series of each age group, and (ii) infection network data that provide partial information of ‘who-infected-who’. Unlike other approaches for estimating the next-generation matrix, the method developed here does not require making a priori assumptions about the structure of the next-generation matrix. We show, using a simulation study, that even a relatively small amount of information about the infection network greatly improves the accuracy of estimation of the next-generation matrix. The method is applied in practice to estimate the next-generation matrix from the Israeli H1N1 pandemic data. The tools developed here should be of practical importance for future investigations of epidemics during their initial stages. However, they require the availability of data which represent a random sample of the real epidemic process. We discuss the conditions under which reporting rates may or may not influence our estimated quantities and the effects of bias. PMID:21247949

Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation

NASA Astrophysics Data System (ADS)

Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.

2016-12-01

With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.

Perceived sexual control, sex-related alcohol expectancies and behavior predict substance-related sexual revictimization.

PubMed

Walsh, Kate; Messman-Moore, Terri; Zerubavel, Noga; Chandley, Rachel B; Denardi, Kathleen A; Walker, Dave P

2013-05-01

Although numerous studies have documented linkages between childhood sexual abuse (CSA) and later sexual revictimization, mechanisms underlying revictimization, particularly assaults occurring in the context of substance use, are not well-understood. Consistent with Traumagenic Dynamics theory, the present study tested a path model positing that lowered perceptions of sexual control resulting from CSA may be associated with increased sex-related alcohol expectancies and heightened likelihood of risky sexual behavior, which in turn, may predict adult substance-related rape. Participants were 546 female college students who completed anonymous surveys regarding CSA and adult rape, perceptions of sexual control, sex-related alcohol expectancies, and likelihood of engaging in risky sexual behavior. The data fit the hypothesized model well and all hypothesized path coefficients were significant and in the expected directions. As expected, sex-related alcohol expectancies and likelihood of risky sexual behavior only predicted substance-related rape, not forcible rape. Findings suggested that low perceived sexual control stemming from CSA is associated with increased sex-related alcohol expectancies and a higher likelihood of engaging in sexual behavior in the context of alcohol use. In turn these proximal risk factors heighten vulnerability to substance-related rape. Programs which aim to reduce risk for substance-related rape could be improved by addressing expectancies and motivations for risky sexual behavior in the context of substance use. Implications and future directions are discussed. Copyright © 2012 Elsevier Ltd. All rights reserved.

SPATIAL AND TEMPORAL DIMENSIONS OF NEIGHBORHOOD EFFECTS ON HIGH SCHOOL GRADUATION.

PubMed

Crowder, Kyle; South, Scott J

2011-01-30

Research into the effects of neighborhood characteristics on children's behavior has burgeoned in recent years, but these studies have generally adopted a limited conceptualization of the spatial and temporal dimensions of neighborhood effects. We use longitudinal data from the Panel Study of Income Dynamics and techniques of spatial data analysis to examine how both the socioeconomic characteristics of extralocal neighborhoods-neighborhoods surrounding the immediate neighborhood of residence-and the duration of exposure to disadvantaged neighborhoods throughout the childhood life course influence the likelihood of graduating from high school. Among blacks and whites, socioeconomic advantage in the immediate neighborhood increases the likelihood of completing high school, but among whites higher levels of socioeconomic advantage in extralocal neighborhoods decrease high school graduation rates. Extralocal neighborhood advantage suppresses the influence of advantage in the immediate neighborhood so that controlling for extralocal conditions provides stronger support for the neighborhood effects hypothesis than has previously been observed. Exposure to advantaged neighborhoods over the childhood life course exerts a stronger effect than point-in-time measures on high school graduation, and racial differences in exposure to advantaged neighbors over the childhood life course help to suppress a net black advantage in the likelihood of completing high school.

SPATIAL AND TEMPORAL DIMENSIONS OF NEIGHBORHOOD EFFECTS ON HIGH SCHOOL GRADUATION

PubMed Central

Crowder, Kyle; South, Scott J.

2010-01-01

Research into the effects of neighborhood characteristics on children’s behavior has burgeoned in recent years, but these studies have generally adopted a limited conceptualization of the spatial and temporal dimensions of neighborhood effects. We use longitudinal data from the Panel Study of Income Dynamics and techniques of spatial data analysis to examine how both the socioeconomic characteristics of extralocal neighborhoods—neighborhoods surrounding the immediate neighborhood of residence—and the duration of exposure to disadvantaged neighborhoods throughout the childhood life course influence the likelihood of graduating from high school. Among blacks and whites, socioeconomic advantage in the immediate neighborhood increases the likelihood of completing high school, but among whites higher levels of socioeconomic advantage in extralocal neighborhoods decrease high school graduation rates. Extralocal neighborhood advantage suppresses the influence of advantage in the immediate neighborhood so that controlling for extralocal conditions provides stronger support for the neighborhood effects hypothesis than has previously been observed. Exposure to advantaged neighborhoods over the childhood life course exerts a stronger effect than point-in-time measures on high school graduation, and racial differences in exposure to advantaged neighbors over the childhood life course help to suppress a net black advantage in the likelihood of completing high school. PMID:21180398

Script-theory virtual case: A novel tool for education and research.

PubMed

Hayward, Jake; Cheung, Amandy; Velji, Alkarim; Altarejos, Jenny; Gill, Peter; Scarfe, Andrew; Lewis, Melanie

2016-11-01

Context/Setting: The script theory of diagnostic reasoning proposes that clinicians evaluate cases in the context of an "illness script," iteratively testing internal hypotheses against new information eventually reaching a diagnosis. We present a novel tool for teaching diagnostic reasoning to undergraduate medical students based on an adaptation of script theory. We developed a virtual patient case that used clinically authentic audio and video, interactive three-dimensional (3D) body images, and a simulated electronic medical record. Next, we used interactive slide bars to record respondents' likelihood estimates of diagnostic possibilities at various stages of the case. Responses were dynamically compared to data from expert clinicians and peers. Comparative frequency distributions were presented to the learner and final diagnostic likelihood estimates were analyzed. Detailed student feedback was collected. Over two academic years, 322 students participated. Student diagnostic likelihood estimates were similar year to year, but were consistently different from expert clinician estimates. Student feedback was overwhelmingly positive: students found the case was novel, innovative, clinically authentic, and a valuable learning experience. We demonstrate the successful implementation of a novel approach to teaching diagnostic reasoning. Future study may delineate reasoning processes associated with differences between novice and expert responses.

Transfer Entropy as a Log-Likelihood Ratio

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Bossomaier, Terry

2012-09-01

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

Transfer entropy as a log-likelihood ratio.

PubMed

Barnett, Lionel; Bossomaier, Terry

2012-09-28

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

Average Likelihood Methods for Code Division Multiple Access (CDMA)

DTIC Science & Technology

2014-05-01

lengths in the range of 22 to 213 and possibly higher. Keywords: DS / CDMA signals, classification, balanced CDMA load, synchronous CDMA , decision...likelihood ratio test (ALRT). We begin this classification problem by finding the size of the spreading matrix that generated the DS - CDMA signal. As...Theoretical Background The classification of DS / CDMA signals should not be confused with the problem of multiuser detection. The multiuser detection deals

Influence of Surface Abrasion on Creep and Shrinkage of Railway Prestressed Concrete Sleepers

NASA Astrophysics Data System (ADS)

Li, Dan; Ngamkhanong, Chayut; Kaewunruen, Sakdirat

2017-10-01

Ballasted railway track is very suitable for heavy-rail networks because of its many superior advantages in design, construction, short- and long-term maintenance, sustainability, and life-cycle cost. The sleeper, which supports rail and distributes loads from rail to ballast, is a very important component of rail track system. Prestressed concrete is very popular used in manufacturing sleepers. Therefore, improved knowledge about design techniques for prestressed concrete (PC) sleepers has been developed. However, the ballast angularity causes differential abrasions on the soffit or bottom surface of sleepers. Furthermore, in sharp curves and rapid gradient change, longitudinal and lateral dynamics of rails increase the likelihood of abrasions in concrete sleepers. This paper presents a comparative investigation using a variety of methods to evaluate creep and shrinkage effects in railway prestressed concrete sleepers. The outcome of this study will improve the material design, which is very critical to the durability of railway track components.

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

Understanding Turbulence using Active and Passive Multipoint Measurements in Laboratory Magnetospheres

NASA Astrophysics Data System (ADS)

Mauel, M. E.; Abler, M. C.; Qian, T. M.; Saperstein, A.; Yan, J. R.

2017-10-01

In a laboratory magnetosphere, plasma is confined by a strong dipole magnet, and interchange and entropy mode turbulence can be studied and controlled in near steady-state conditions. Turbulence is dominated by long wavelength modes exhibiting chaotic dynamics, intermitency, and an inverse spectral cascade. Here, we summarize recent results: (i) high-resolution measurement of the frequency-wavenumber power spectrum using Capon's ``maximum likelihood method'', and (ii) direct measurement of the nonlinear coupling of interchange/entropy modes in a turbulent plasma through driven current injection at multiple locations and frequencies. These observations well-characterize plasma turbulence over a broad band of wavelengths and frequencies. Finally, we also discuss the application of these techniques to space-based experiments and observations aimed to reveal the nature of heliospheric and magnetospheric plasma turbulence. Supported by NSF-DOE Partnership in Plasma Science Grant DE-FG02-00ER54585.

Real time explosive hazard information sensing, processing, and communication for autonomous operation

DOEpatents

Versteeg, Roelof J; Few, Douglas A; Kinoshita, Robert A; Johnson, Doug; Linda, Ondrej

2015-02-24

Methods, computer readable media, and apparatuses provide robotic explosive hazard detection. A robot intelligence kernel (RIK) includes a dynamic autonomy structure with two or more autonomy levels between operator intervention and robot initiative A mine sensor and processing module (ESPM) operating separately from the RIK perceives environmental variables indicative of a mine using subsurface perceptors. The ESPM processes mine information to determine a likelihood of a presence of a mine. A robot can autonomously modify behavior responsive to an indication of a detected mine. The behavior is modified between detection of mines, detailed scanning and characterization of the mine, developing mine indication parameters, and resuming detection. Real time messages are passed between the RIK and the ESPM. A combination of ESPM bound messages and RIK bound messages cause the robot platform to switch between modes including a calibration mode, the mine detection mode, and the mine characterization mode.

Real time explosive hazard information sensing, processing, and communication for autonomous operation

DOEpatents

Versteeg, Roelof J.; Few, Douglas A.; Kinoshita, Robert A.; Johnson, Douglas; Linda, Ondrej

2015-12-15

Methods, computer readable media, and apparatuses provide robotic explosive hazard detection. A robot intelligence kernel (RIK) includes a dynamic autonomy structure with two or more autonomy levels between operator intervention and robot initiative A mine sensor and processing module (ESPM) operating separately from the RIK perceives environmental variables indicative of a mine using subsurface perceptors. The ESPM processes mine information to determine a likelihood of a presence of a mine. A robot can autonomously modify behavior responsive to an indication of a detected mine. The behavior is modified between detection of mines, detailed scanning and characterization of the mine, developing mine indication parameters, and resuming detection. Real time messages are passed between the RIK and the ESPM. A combination of ESPM bound messages and RIK bound messages cause the robot platform to switch between modes including a calibration mode, the mine detection mode, and the mine characterization mode.

Improved GART neural network model for pattern classification and rule extraction with application to power systems.

PubMed

Yap, Keem Siah; Lim, Chee Peng; Au, Mau Teng

2011-12-01

Generalized adaptive resonance theory (GART) is a neural network model that is capable of online learning and is effective in tackling pattern classification tasks. In this paper, we propose an improved GART model (IGART), and demonstrate its applicability to power systems. IGART enhances the dynamics of GART in several aspects, which include the use of the Laplacian likelihood function, a new vigilance function, a new match-tracking mechanism, an ordering algorithm for determining the sequence of training data, and a rule extraction capability to elicit if-then rules from the network. To assess the effectiveness of IGART and to compare its performances with those from other methods, three datasets that are related to power systems are employed. The experimental results demonstrate the usefulness of IGART with the rule extraction capability in undertaking classification problems in power systems engineering.

A family of chaotic pure analog coding schemes based on baker's map function

NASA Astrophysics Data System (ADS)

Liu, Yang; Li, Jing; Lu, Xuanxuan; Yuen, Chau; Wu, Jun

2015-12-01

This paper considers a family of pure analog coding schemes constructed from dynamic systems which are governed by chaotic functions—baker's map function and its variants. Various decoding methods, including maximum likelihood (ML), minimum mean square error (MMSE), and mixed ML-MMSE decoding algorithms, have been developed for these novel encoding schemes. The proposed mirrored baker's and single-input baker's analog codes perform a balanced protection against the fold error (large distortion) and weak distortion and outperform the classical chaotic analog coding and analog joint source-channel coding schemes in literature. Compared to the conventional digital communication system, where quantization and digital error correction codes are used, the proposed analog coding system has graceful performance evolution, low decoding latency, and no quantization noise. Numerical results show that under the same bandwidth expansion, the proposed analog system outperforms the digital ones over a wide signal-to-noise (SNR) range.

Modeling abundance effects in distance sampling

USGS Publications Warehouse

Royle, J. Andrew; Dawson, D.K.; Bates, S.

2004-01-01

Distance-sampling methods are commonly used in studies of animal populations to estimate population density. A common objective of such studies is to evaluate the relationship between abundance or density and covariates that describe animal habitat or other environmental influences. However, little attention has been focused on methods of modeling abundance covariate effects in conventional distance-sampling models. In this paper we propose a distance-sampling model that accommodates covariate effects on abundance. The model is based on specification of the distance-sampling likelihood at the level of the sample unit in terms of local abundance (for each sampling unit). This model is augmented with a Poisson regression model for local abundance that is parameterized in terms of available covariates. Maximum-likelihood estimation of detection and density parameters is based on the integrated likelihood, wherein local abundance is removed from the likelihood by integration. We provide an example using avian point-transect data of Ovenbirds (Seiurus aurocapillus) collected using a distance-sampling protocol and two measures of habitat structure (understory cover and basal area of overstory trees). The model yields a sensible description (positive effect of understory cover, negative effect on basal area) of the relationship between habitat and Ovenbird density that can be used to evaluate the effects of habitat management on Ovenbird populations.

A Review of Methods for Missing Data.

ERIC Educational Resources Information Center

Pigott, Therese D.

2001-01-01

Reviews methods for handling missing data in a research study. Model-based methods, such as maximum likelihood using the EM algorithm and multiple imputation, hold more promise than ad hoc methods. Although model-based methods require more specialized computer programs and assumptions about the nature of missing data, these methods are appropriate…

Comparison of smoothing methods for the development of a smoothed seismicity model for Alaska and the implications for seismic hazard

NASA Astrophysics Data System (ADS)

Moschetti, M. P.; Mueller, C. S.; Boyd, O. S.; Petersen, M. D.

2013-12-01

In anticipation of the update of the Alaska seismic hazard maps (ASHMs) by the U. S. Geological Survey, we report progress on the comparison of smoothed seismicity models developed using fixed and adaptive smoothing algorithms, and investigate the sensitivity of seismic hazard to the models. While fault-based sources, such as those for great earthquakes in the Alaska-Aleutian subduction zone and for the ~10 shallow crustal faults within Alaska, dominate the seismic hazard estimates for locations near to the sources, smoothed seismicity rates make important contributions to seismic hazard away from fault-based sources and where knowledge of recurrence and magnitude is not sufficient for use in hazard studies. Recent developments in adaptive smoothing methods and statistical tests for evaluating and comparing rate models prompt us to investigate the appropriateness of adaptive smoothing for the ASHMs. We develop smoothed seismicity models for Alaska using fixed and adaptive smoothing methods and compare the resulting models by calculating and evaluating the joint likelihood test. We use the earthquake catalog, and associated completeness levels, developed for the 2007 ASHM to produce fixed-bandwidth-smoothed models with smoothing distances varying from 10 to 100 km and adaptively smoothed models. Adaptive smoothing follows the method of Helmstetter et al. and defines a unique smoothing distance for each earthquake epicenter from the distance to the nth nearest neighbor. The consequence of the adaptive smoothing methods is to reduce smoothing distances, causing locally increased seismicity rates, where seismicity rates are high and to increase smoothing distances where seismicity is sparse. We follow guidance from previous studies to optimize the neighbor number (n-value) by comparing model likelihood values, which estimate the likelihood that the observed earthquake epicenters from the recent catalog are derived from the smoothed rate models. We compare likelihood values from all rate models to rank the smoothing methods. We find that adaptively smoothed seismicity models yield better likelihood values than the fixed smoothing models. Holding all other (source and ground motion) models constant, we calculate seismic hazard curves for all points across Alaska on a 0.1 degree grid, using the adaptively smoothed and fixed smoothed seismicity models separately. Because adaptively smoothed models concentrate seismicity near the earthquake epicenters where seismicity rates are high, the corresponding hazard values are higher, locally, but reduced with distance from observed seismicity, relative to the hazard from fixed-bandwidth models. We suggest that adaptively smoothed seismicity models be considered for implementation in the update to the ASHMs because of their improved likelihood estimates relative to fixed smoothing methods; however, concomitant increases in seismic hazard will cause significant changes in regions of high seismicity, such as near the subduction zone, northeast of Kotzebue, and along the NNE trending zone of seismicity in the Alaskan interior.

Comparison of smoothing methods for the development of a smoothed seismicity model for Alaska and the implications for seismic hazard

USGS Publications Warehouse

Moschetti, Morgan P.; Mueller, Charles S.; Boyd, Oliver S.; Petersen, Mark D.

2014-01-01

In anticipation of the update of the Alaska seismic hazard maps (ASHMs) by the U. S. Geological Survey, we report progress on the comparison of smoothed seismicity models developed using fixed and adaptive smoothing algorithms, and investigate the sensitivity of seismic hazard to the models. While fault-based sources, such as those for great earthquakes in the Alaska-Aleutian subduction zone and for the ~10 shallow crustal faults within Alaska, dominate the seismic hazard estimates for locations near to the sources, smoothed seismicity rates make important contributions to seismic hazard away from fault-based sources and where knowledge of recurrence and magnitude is not sufficient for use in hazard studies. Recent developments in adaptive smoothing methods and statistical tests for evaluating and comparing rate models prompt us to investigate the appropriateness of adaptive smoothing for the ASHMs. We develop smoothed seismicity models for Alaska using fixed and adaptive smoothing methods and compare the resulting models by calculating and evaluating the joint likelihood test. We use the earthquake catalog, and associated completeness levels, developed for the 2007 ASHM to produce fixed-bandwidth-smoothed models with smoothing distances varying from 10 to 100 km and adaptively smoothed models. Adaptive smoothing follows the method of Helmstetter et al. and defines a unique smoothing distance for each earthquake epicenter from the distance to the nth nearest neighbor. The consequence of the adaptive smoothing methods is to reduce smoothing distances, causing locally increased seismicity rates, where seismicity rates are high and to increase smoothing distances where seismicity is sparse. We follow guidance from previous studies to optimize the neighbor number (n-value) by comparing model likelihood values, which estimate the likelihood that the observed earthquake epicenters from the recent catalog are derived from the smoothed rate models. We compare likelihood values from all rate models to rank the smoothing methods. We find that adaptively smoothed seismicity models yield better likelihood values than the fixed smoothing models. Holding all other (source and ground motion) models constant, we calculate seismic hazard curves for all points across Alaska on a 0.1 degree grid, using the adaptively smoothed and fixed smoothed seismicity models separately. Because adaptively smoothed models concentrate seismicity near the earthquake epicenters where seismicity rates are high, the corresponding hazard values are higher, locally, but reduced with distance from observed seismicity, relative to the hazard from fixed-bandwidth models. We suggest that adaptively smoothed seismicity models be considered for implementation in the update to the ASHMs because of their improved likelihood estimates relative to fixed smoothing methods; however, concomitant increases in seismic hazard will cause significant changes in regions of high seismicity, such as near the subduction zone, northeast of Kotzebue, and along the NNE trending zone of seismicity in the Alaskan interior.

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

Predicting Rotator Cuff Tears Using Data Mining and Bayesian Likelihood Ratios

PubMed Central

Lu, Hsueh-Yi; Huang, Chen-Yuan; Su, Chwen-Tzeng; Lin, Chen-Chiang

2014-01-01

Objectives Rotator cuff tear is a common cause of shoulder diseases. Correct diagnosis of rotator cuff tears can save patients from further invasive, costly and painful tests. This study used predictive data mining and Bayesian theory to improve the accuracy of diagnosing rotator cuff tears by clinical examination alone. Methods In this retrospective study, 169 patients who had a preliminary diagnosis of rotator cuff tear on the basis of clinical evaluation followed by confirmatory MRI between 2007 and 2011 were identified. MRI was used as a reference standard to classify rotator cuff tears. The predictor variable was the clinical assessment results, which consisted of 16 attributes. This study employed 2 data mining methods (ANN and the decision tree) and a statistical method (logistic regression) to classify the rotator cuff diagnosis into “tear” and “no tear” groups. Likelihood ratio and Bayesian theory were applied to estimate the probability of rotator cuff tears based on the results of the prediction models. Results Our proposed data mining procedures outperformed the classic statistical method. The correction rate, sensitivity, specificity and area under the ROC curve of predicting a rotator cuff tear were statistical better in the ANN and decision tree models compared to logistic regression. Based on likelihood ratios derived from our prediction models, Fagan's nomogram could be constructed to assess the probability of a patient who has a rotator cuff tear using a pretest probability and a prediction result (tear or no tear). Conclusions Our predictive data mining models, combined with likelihood ratios and Bayesian theory, appear to be good tools to classify rotator cuff tears as well as determine the probability of the presence of the disease to enhance diagnostic decision making for rotator cuff tears. PMID:24733553

Using DNA fingerprints to infer familial relationships within NHANES III households

PubMed Central

Katki, Hormuzd A.; Sanders, Christopher L.; Graubard, Barry I.; Bergen, Andrew W.

2009-01-01

Developing, targeting, and evaluating genomic strategies for population-based disease prevention require population-based data. In response to this urgent need, genotyping has been conducted within the Third National Health and Nutrition Examination (NHANES III), the nationally-representative household-interview health survey in the U.S. However, before these genetic analyses can occur, family relationships within households must be accurately ascertained. Unfortunately, reported family relationships within NHANES III households based on questionnaire data are incomplete and inconclusive with regards to actual biological relatedness of family members. We inferred family relationships within households using DNA fingerprints (Identifiler®) that contain the DNA loci used by law enforcement agencies for forensic identification of individuals. However, performance of these loci for relationship inference is not well understood. We evaluated two competing statistical methods for relationship inference on pairs of household members: an exact likelihood ratio relying on allele frequencies to an Identical By State (IBS) likelihood ratio that only requires matching alleles. We modified these methods to account for genotyping errors and population substructure. The two methods usually agree on the rankings of the most likely relationships. However, the IBS method underestimates the likelihood ratio by not accounting for the informativeness of matching rare alleles. The likelihood ratio is sensitive to estimates of population substructure, and parent-child relationships are sensitive to the specified genotyping error rate. These loci were unable to distinguish second-degree relationships and cousins from being unrelated. The genetic data is also useful for verifying reported relationships and identifying data quality issues. An important by-product is the first explicitly nationally-representative estimates of allele frequencies at these ubiquitous forensic loci. PMID:20664713

Addressing group dynamics in a brief motivational intervention for college student drinkers.

PubMed

Faris, Alexander S; Brown, Janice M

2003-01-01

Previous research indicates that brief motivational interventions for college student drinkers may be less effective in group settings than individual settings. Social psychological theories about counterproductive group dynamics may partially explain this finding. The present study examined potential problems with group motivational interventions by comparing outcomes from a standard group motivational intervention (SGMI; n = 25), an enhanced group motivational intervention (EGMI; n = 27) designed to suppress counterproductive processes, and a no intervention control (n = 23). SGMI and EGMI participants reported disruptive group dynamics as evidenced by low elaboration likelihood, production blocking, and social loafing, though the level of disturbance was significantly lower for EGMI individuals (p = .001). Despite counteracting group dynamics in the EGMI condition, participants in the two interventions were statistically similar in post-intervention problem recognition and future drinking intentions. The results raise concerns over implementing individually-based interventions in group settings without making necessary adjustments.

Uncertainty quantification for environmental models

USGS Publications Warehouse

Hill, Mary C.; Lu, Dan; Kavetski, Dmitri; Clark, Martyn P.; Ye, Ming

2012-01-01

Environmental models are used to evaluate the fate of fertilizers in agricultural settings (including soil denitrification), the degradation of hydrocarbons at spill sites, and water supply for people and ecosystems in small to large basins and cities—to mention but a few applications of these models. They also play a role in understanding and diagnosing potential environmental impacts of global climate change. The models are typically mildly to extremely nonlinear. The persistent demand for enhanced dynamics and resolution to improve model realism [17] means that lengthy individual model execution times will remain common, notwithstanding continued enhancements in computer power. In addition, high-dimensional parameter spaces are often defined, which increases the number of model runs required to quantify uncertainty [2]. Some environmental modeling projects have access to extensive funding and computational resources; many do not. The many recent studies of uncertainty quantification in environmental model predictions have focused on uncertainties related to data error and sparsity of data, expert judgment expressed mathematically through prior information, poorly known parameter values, and model structure (see, for example, [1,7,9,10,13,18]). Approaches for quantifying uncertainty include frequentist (potentially with prior information [7,9]), Bayesian [13,18,19], and likelihood-based. A few of the numerous methods, including some sensitivity and inverse methods with consequences for understanding and quantifying uncertainty, are as follows: Bayesian hierarchical modeling and Bayesian model averaging; single-objective optimization with error-based weighting [7] and multi-objective optimization [3]; methods based on local derivatives [2,7,10]; screening methods like OAT (one at a time) and the method of Morris [14]; FAST (Fourier amplitude sensitivity testing) [14]; the Sobol' method [14]; randomized maximum likelihood [10]; Markov chain Monte Carlo (MCMC) [10]. There are also bootstrapping and cross-validation approaches.Sometimes analyses are conducted using surrogate models [12]. The availability of so many options can be confusing. Categorizing methods based on fundamental questions assists in communicating the essential results of uncertainty analyses to stakeholders. Such questions can focus on model adequacy (e.g., How well does the model reproduce observed system characteristics and dynamics?) and sensitivity analysis (e.g., What parameters can be estimated with available data? What observations are important to parameters and predictions? What parameters are important to predictions?), as well as on the uncertainty quantification (e.g., How accurate and precise are the predictions?). The methods can also be classified by the number of model runs required: few (10s to 1000s) or many (10,000s to 1,000,000s). Of the methods listed above, the most computationally frugal are generally those based on local derivatives; MCMC methods tend to be among the most computationally demanding. Surrogate models (emulators)do not necessarily produce computational frugality because many runs of the full model are generally needed to create a meaningful surrogate model. With this categorization, we can, in general, address all the fundamental questions mentioned above using either computationally frugal or demanding methods. Model development and analysis can thus be conducted consistently using either computation-ally frugal or demanding methods; alternatively, different fundamental questions can be addressed using methods that require different levels of effort. Based on this perspective, we pose the question: Can computationally frugal methods be useful companions to computationally demanding meth-ods? The reliability of computationally frugal methods generally depends on the model being reasonably linear, which usually means smooth nonlin-earities and the assumption of Gaussian errors; both tend to be more valid with more linear

Combining operational models and data into a dynamic vessel risk assessment tool for coastal regions

NASA Astrophysics Data System (ADS)

Fernandes, R.; Braunschweig, F.; Lourenço, F.; Neves, R.

2016-02-01

The technological evolution in terms of computational capacity, data acquisition systems, numerical modelling and operational oceanography is supplying opportunities for designing and building holistic approaches and complex tools for newer and more efficient management (planning, prevention and response) of coastal water pollution risk events. A combined methodology to dynamically estimate time and space variable individual vessel accident risk levels and shoreline contamination risk from ships has been developed, integrating numerical metocean forecasts and oil spill simulations with vessel tracking automatic identification systems (AIS). The risk rating combines the likelihood of an oil spill occurring from a vessel navigating in a study area - the Portuguese continental shelf - with the assessed consequences to the shoreline. The spill likelihood is based on dynamic marine weather conditions and statistical information from previous accidents. The shoreline consequences reflect the virtual spilled oil amount reaching shoreline and its environmental and socio-economic vulnerabilities. The oil reaching shoreline is quantified with an oil spill fate and behaviour model running multiple virtual spills from vessels along time, or as an alternative, a correction factor based on vessel distance from coast. Shoreline risks can be computed in real time or from previously obtained data. Results show the ability of the proposed methodology to estimate the risk properly sensitive to dynamic metocean conditions and to oil transport behaviour. The integration of meteo-oceanic + oil spill models with coastal vulnerability and AIS data in the quantification of risk enhances the maritime situational awareness and the decision support model, providing a more realistic approach in the assessment of shoreline impacts. The risk assessment from historical data can help finding typical risk patterns ("hot spots") or developing sensitivity analysis to specific conditions, whereas real-time risk levels can be used in the prioritization of individual ships, geographical areas, strategic tug positioning and implementation of dynamic risk-based vessel traffic monitoring.

Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

NASA Astrophysics Data System (ADS)

Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

2016-08-01

Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

State-space model with deep learning for functional dynamics estimation in resting-state fMRI.

PubMed

Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang

2016-04-01

Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. Copyright © 2016 Elsevier Inc. All rights reserved.

State-space model with deep learning for functional dynamics estimation in resting-state fMRI

PubMed Central

Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang

2017-01-01

Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. PMID:26774612

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)

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.

Brain perfusion imaging using a Reconstruction-of-Difference (RoD) approach for cone-beam computed tomography

NASA Astrophysics Data System (ADS)

Mow, M.; Zbijewski, W.; Sisniega, A.; Xu, J.; Dang, H.; Stayman, J. W.; Wang, X.; Foos, D. H.; Koliatsos, V.; Aygun, N.; Siewerdsen, J. H.

2017-03-01

Purpose: To improve the timely detection and treatment of intracranial hemorrhage or ischemic stroke, recent efforts include the development of cone-beam CT (CBCT) systems for perfusion imaging and new approaches to estimate perfusion parameters despite slow rotation speeds compared to multi-detector CT (MDCT) systems. This work describes development of a brain perfusion CBCT method using a reconstruction of difference (RoD) approach to enable perfusion imaging on a newly developed CBCT head scanner prototype. Methods: A new reconstruction approach using RoD with a penalized-likelihood framework was developed to image the temporal dynamics of vascular enhancement. A digital perfusion simulation was developed to give a realistic representation of brain anatomy, artifacts, noise, scanner characteristics, and hemo-dynamic properties. This simulation includes a digital brain phantom, time-attenuation curves and noise parameters, a novel forward projection method for improved computational efficiency, and perfusion parameter calculation. Results: Our results show the feasibility of estimating perfusion parameters from a set of images reconstructed from slow scans, sparse data sets, and arc length scans as short as 60 degrees. The RoD framework significantly reduces noise and time-varying artifacts from inconsistent projections. Proper regularization and the use of overlapping reconstructed arcs can potentially further decrease bias and increase temporal resolution, respectively. Conclusions: A digital brain perfusion simulation with RoD imaging approach has been developed and supports the feasibility of using a CBCT head scanner for perfusion imaging. Future work will include testing with data acquired using a 3D-printed perfusion phantom currently and translation to preclinical and clinical studies.

Hybrid pairwise likelihood analysis of animal behavior experiments.

PubMed

Cattelan, Manuela; Varin, Cristiano

2013-12-01

The study of the determinants of fights between animals is an important issue in understanding animal behavior. For this purpose, tournament experiments among a set of animals are often used by zoologists. The results of these tournament experiments are naturally analyzed by paired comparison models. Proper statistical analysis of these models is complicated by the presence of dependence between the outcomes of fights because the same animal is involved in different contests. This paper discusses two different model specifications to account for between-fights dependence. Models are fitted through the hybrid pairwise likelihood method that iterates between optimal estimating equations for the regression parameters and pairwise likelihood inference for the association parameters. This approach requires the specification of means and covariances only. For this reason, the method can be applied also when the computation of the joint distribution is difficult or inconvenient. The proposed methodology is investigated by simulation studies and applied to real data about adult male Cape Dwarf Chameleons. © 2013, The International Biometric Society.

INFERRING THE ECCENTRICITY DISTRIBUTION

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

Hogg, David W.; Bovy, Jo; Myers, Adam D., E-mail: david.hogg@nyu.ed

2010-12-20

Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple histogram of estimated eccentricities is not a good estimate of the true eccentricity distribution. Here, we develop and test a hierarchical probabilistic method for performing the relevant meta-analysis, that is, inferring the true eccentricity distribution, taking as input the likelihood functions for the individual star eccentricities, or samplings of the posterior probability distributions for the eccentricities (under a given, uninformative prior). The method is a simple implementationmore » of a hierarchical Bayesian model; it can also be seen as a kind of heteroscedastic deconvolution. It can be applied to any quantity measured with finite precision-other orbital parameters, or indeed any astronomical measurements of any kind, including magnitudes, distances, or photometric redshifts-so long as the measurements have been communicated as a likelihood function or a posterior sampling.« less

Order-restricted inference for means with missing values.

PubMed

Wang, Heng; Zhong, Ping-Shou

2017-09-01

Missing values appear very often in many applications, but the problem of missing values has not received much attention in testing order-restricted alternatives. Under the missing at random (MAR) assumption, we impute the missing values nonparametrically using kernel regression. For data with imputation, the classical likelihood ratio test designed for testing the order-restricted means is no longer applicable since the likelihood does not exist. This article proposes a novel method for constructing test statistics for assessing means with an increasing order or a decreasing order based on jackknife empirical likelihood (JEL) ratio. It is shown that the JEL ratio statistic evaluated under the null hypothesis converges to a chi-bar-square distribution, whose weights depend on missing probabilities and nonparametric imputation. Simulation study shows that the proposed test performs well under various missing scenarios and is robust for normally and nonnormally distributed data. The proposed method is applied to an Alzheimer's disease neuroimaging initiative data set for finding a biomarker for the diagnosis of the Alzheimer's disease. © 2017, The International Biometric Society.

An efficient algorithm to compute marginal posterior genotype probabilities for every member of a pedigree with loops

PubMed Central

2009-01-01

Background Marginal posterior genotype probabilities need to be computed for genetic analyses such as geneticcounseling in humans and selective breeding in animal and plant species. Methods In this paper, we describe a peeling based, deterministic, exact algorithm to compute efficiently genotype probabilities for every member of a pedigree with loops without recourse to junction-tree methods from graph theory. The efficiency in computing the likelihood by peeling comes from storing intermediate results in multidimensional tables called cutsets. Computing marginal genotype probabilities for individual i requires recomputing the likelihood for each of the possible genotypes of individual i. This can be done efficiently by storing intermediate results in two types of cutsets called anterior and posterior cutsets and reusing these intermediate results to compute the likelihood. Examples A small example is used to illustrate the theoretical concepts discussed in this paper, and marginal genotype probabilities are computed at a monogenic disease locus for every member in a real cattle pedigree. PMID:19958551

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.

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.

A parametric method for determining the number of signals in narrow-band direction finding

NASA Astrophysics Data System (ADS)

Wu, Qiang; Fuhrmann, Daniel R.

1991-08-01

A novel and more accurate method to determine the number of signals in the multisource direction finding problem is developed. The information-theoretic criteria of Yin and Krishnaiah (1988) are applied to a set of quantities which are evaluated from the log-likelihood function. Based on proven asymptotic properties of the maximum likelihood estimation, these quantities have the properties required by the criteria. Since the information-theoretic criteria use these quantities instead of the eigenvalues of the estimated correlation matrix, this approach possesses the advantage of not requiring a subjective threshold, and also provides higher performance than when eigenvalues are used. Simulation results are presented and compared to those obtained from the nonparametric method given by Wax and Kailath (1985).

GPS Spoofing Attack Characterization and Detection in Smart Grids

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

Blum, Rick S.; Pradhan, Parth; Nagananda, Kyatsandra

The problem of global positioning system (GPS) spoofing attacks on smart grids endowed with phasor measurement units (PMUs) is addressed, taking into account the dynamical behavior of the states of the system. First, it is shown how GPS spoofing introduces a timing synchronization error in the phasor readings recorded by the PMUs and alters the measurement matrix of the dynamical model. Then, a generalized likelihood ratio-based hypotheses testing procedure is devised to detect changes in the measurement matrix when the system is subjected to a spoofing attack. Monte Carlo simulations are performed on the 9-bus, 3-machine test grid to demonstratemore » the implication of the spoofing attack on dynamic state estimation and to analyze the performance of the proposed hypotheses test.« less

Dynamic Selective Exposure during Decision-Making.

PubMed

Phillips, James G; Hoon, Teressa; Landon, Jason

2016-01-01

To understand dynamic changes in the likelihood that people would access and selectively expose themselves to information online, the present study examined the checking of account balances during simulated gambling. Sixteen participants played 120 hands of computer Blackjack for points, at higher or lower levels of risk (different point multipliers), and after each win or loss the computer recorded if participants checked their account balances. There were individual differences in checking rates. Participants who were more likely to check balances exhibited a selectivity of exposure to decision consonant information after a win at low risk. Although it was expected that people would seek to maintain positive mood, data were better explained in terms of Cognitive Dissonance. The effects of Cognitive Dissonance are liable to extend beyond single static decisions into dynamic online environments.

Dynamic analysis of a hepatitis B model with three-age-classes

NASA Astrophysics Data System (ADS)

Zhang, Suxia; Zhou, Yicang

2014-07-01

Based on the fact that the likelihood of becoming chronically infected is dependent on age at primary infection Kane (1995) [2], Edmunds et al. (1993) [3], Medley et al. (2001) [4], and Ganem and Prince (2004) [6], we formulate a hepatitis B transmission model with three age classes. The reproduction number, R0 is defined and the dynamical behavior of the model is analyzed. It is proved that the disease-free equilibrium is globally stable if R0<1, and there exists at least one endemic equilibrium and that the disease is uniformly persistent if R0>1. The unique endemic equilibrium and its global stability is obtained in a special case. Simulations are also conducted to compare the dynamical behavior of the model with and without age classes.

Cardiorespiratory interactions in neural circulatory control in humans.

PubMed

Shamsuzzaman, A S; Somers, V K

2001-06-01

The reflex mechanisms and interactions described in this overview provide some explanation for the range of neural circulatory responses evident during changes in breathing. The effects described represent the integrated responses to activation of several reflex mechanisms, including peripheral and central chemoreflexes, arterial baroreflexes, pulmonary stretch receptors, and ventricular mechanoreceptors. These interactions occur on a dynamic basis and the transfer characteristics of any single interaction are, in all likelihood, also highly dynamic. Nevertheless, it is only by attempting to understand individual reflexes and their modulating influences that a more thorough understanding of the responses to complex phenomena such as hyperventilation, apnea, and obstructive sleep apnea can be better understood.

Assessing Measles Transmission in the United States Following a Large Outbreak in California

PubMed Central

Blumberg, Seth; Worden, Lee; Enanoria, Wayne; Ackley, Sarah; Deiner, Michael; Liu, Fengchen; Gao, Daozhou; Lietman, Thomas; Porco, Travis

2015-01-01

The recent increase in measles cases in California may raise questions regarding the continuing success of measles control. To determine whether the dynamics of measles is qualitatively different in comparison to previous years, we assess whether the 2014-2015 measles outbreak associated with an Anaheim theme park is consistent with subcriticality by calculating maximum-likelihood estimates for the effective reproduction numbe given this year’s outbreak, using the Galton-Watson branching process model. We find that the dynamics after the initial transmission event are consistent with prior transmission, but does not exclude the possibilty that the effective reproduction number has increased. PMID:26052471

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.

Likelihood-based gene annotations for gap filling and quality assessment in genome-scale metabolic models

DOE PAGES

Benedict, Matthew N.; Mundy, Michael B.; Henry, Christopher S.; ...

2014-10-16

Genome-scale metabolic models provide a powerful means to harness information from genomes to deepen biological insights. With exponentially increasing sequencing capacity, there is an enormous need for automated reconstruction techniques that can provide more accurate models in a short time frame. Current methods for automated metabolic network reconstruction rely on gene and reaction annotations to build draft metabolic networks and algorithms to fill gaps in these networks. However, automated reconstruction is hampered by database inconsistencies, incorrect annotations, and gap filling largely without considering genomic information. Here we develop an approach for applying genomic information to predict alternative functions for genesmore » and estimate their likelihoods from sequence homology. We show that computed likelihood values were significantly higher for annotations found in manually curated metabolic networks than those that were not. We then apply these alternative functional predictions to estimate reaction likelihoods, which are used in a new gap filling approach called likelihood-based gap filling to predict more genomically consistent solutions. To validate the likelihood-based gap filling approach, we applied it to models where essential pathways were removed, finding that likelihood-based gap filling identified more biologically relevant solutions than parsimony-based gap filling approaches. We also demonstrate that models gap filled using likelihood-based gap filling provide greater coverage and genomic consistency with metabolic gene functions compared to parsimony-based approaches. Interestingly, despite these findings, we found that likelihoods did not significantly affect consistency of gap filled models with Biolog and knockout lethality data. This indicates that the phenotype data alone cannot necessarily be used to discriminate between alternative solutions for gap filling and therefore, that the use of other information is necessary to obtain a more accurate network. All described workflows are implemented as part of the DOE Systems Biology Knowledgebase (KBase) and are publicly available via API or command-line web interface.« less

Likelihood-Based Gene Annotations for Gap Filling and Quality Assessment in Genome-Scale Metabolic Models

PubMed Central

Benedict, Matthew N.; Mundy, Michael B.; Henry, Christopher S.; Chia, Nicholas; Price, Nathan D.

2014-01-01

Genome-scale metabolic models provide a powerful means to harness information from genomes to deepen biological insights. With exponentially increasing sequencing capacity, there is an enormous need for automated reconstruction techniques that can provide more accurate models in a short time frame. Current methods for automated metabolic network reconstruction rely on gene and reaction annotations to build draft metabolic networks and algorithms to fill gaps in these networks. However, automated reconstruction is hampered by database inconsistencies, incorrect annotations, and gap filling largely without considering genomic information. Here we develop an approach for applying genomic information to predict alternative functions for genes and estimate their likelihoods from sequence homology. We show that computed likelihood values were significantly higher for annotations found in manually curated metabolic networks than those that were not. We then apply these alternative functional predictions to estimate reaction likelihoods, which are used in a new gap filling approach called likelihood-based gap filling to predict more genomically consistent solutions. To validate the likelihood-based gap filling approach, we applied it to models where essential pathways were removed, finding that likelihood-based gap filling identified more biologically relevant solutions than parsimony-based gap filling approaches. We also demonstrate that models gap filled using likelihood-based gap filling provide greater coverage and genomic consistency with metabolic gene functions compared to parsimony-based approaches. Interestingly, despite these findings, we found that likelihoods did not significantly affect consistency of gap filled models with Biolog and knockout lethality data. This indicates that the phenotype data alone cannot necessarily be used to discriminate between alternative solutions for gap filling and therefore, that the use of other information is necessary to obtain a more accurate network. All described workflows are implemented as part of the DOE Systems Biology Knowledgebase (KBase) and are publicly available via API or command-line web interface. PMID:25329157

Seasonality in cholera dynamics: A rainfall-driven model explains the wide range of patterns in endemic areas

NASA Astrophysics Data System (ADS)

Baracchini, Theo; King, Aaron A.; Bouma, Menno J.; Rodó, Xavier; Bertuzzo, Enrico; Pascual, Mercedes

2017-10-01

Seasonal patterns in cholera dynamics exhibit pronounced variability across geographical regions, showing single or multiple peaks at different times of the year. Although multiple hypotheses related to local climate variables have been proposed, an understanding of this seasonal variation remains incomplete. The historical Bengal region, which encompasses the full range of cholera's seasonality observed worldwide, provides a unique opportunity to gain insights on underlying environmental drivers. Here, we propose a mechanistic, rainfall-temperature driven, stochastic epidemiological model which explicitly accounts for the fluctuations of the aquatic reservoir, and analyze with this model the historical dataset of cholera mortality in the Bengal region. Parameters are inferred with a recently developed sequential Monte Carlo method for likelihood maximization in partially observed Markov processes. Results indicate that the hydrological regime is a major driver of the seasonal dynamics of cholera. Rainfall tends to buffer the propagation of the disease in wet regions due to the longer residence times of water in the environment and an associated dilution effect, whereas it enhances cholera resurgence in dry regions. Moreover, the dynamics of the environmental water reservoir determine whether the seasonality is unimodal or bimodal, as well as its phase relative to the monsoon. Thus, the full range of seasonal patterns can be explained based solely on the local variation of rainfall and temperature. Given the close connection between cholera seasonality and environmental conditions, a deeper understanding of the underlying mechanisms would allow the better management and planning of public health policies with respect to climate variability and climate change.

The evaluation of the OSGLR algorithm for restructurable controls

NASA Technical Reports Server (NTRS)

Bonnice, W. F.; Wagner, E.; Hall, S. R.; Motyka, P.

1986-01-01

The detection and isolation of commercial aircraft control surface and actuator failures using the orthogonal series generalized likelihood ratio (OSGLR) test was evaluated. The OSGLR algorithm was chosen as the most promising algorithm based on a preliminary evaluation of three failure detection and isolation (FDI) algorithms (the detection filter, the generalized likelihood ratio test, and the OSGLR test) and a survey of the literature. One difficulty of analytic FDI techniques and the OSGLR algorithm in particular is their sensitivity to modeling errors. Therefore, methods of improving the robustness of the algorithm were examined with the incorporation of age-weighting into the algorithm being the most effective approach, significantly reducing the sensitivity of the algorithm to modeling errors. The steady-state implementation of the algorithm based on a single cruise linear model was evaluated using a nonlinear simulation of a C-130 aircraft. A number of off-nominal no-failure flight conditions including maneuvers, nonzero flap deflections, different turbulence levels and steady winds were tested. Based on the no-failure decision functions produced by off-nominal flight conditions, the failure detection performance at the nominal flight condition was determined. The extension of the algorithm to a wider flight envelope by scheduling the linear models used by the algorithm on dynamic pressure and flap deflection was also considered. Since simply scheduling the linear models over the entire flight envelope is unlikely to be adequate, scheduling of the steady-state implentation of the algorithm was briefly investigated.

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.

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.

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.

Dynamics of a low-density tiger population in Southeast Asia in the context of improved law enforcement.

PubMed

Duangchantrasiri, Somphot; Umponjan, Mayuree; Simcharoen, Saksit; Pattanavibool, Anak; Chaiwattana, Soontorn; Maneerat, Sompoch; Kumar, N Samba; Jathanna, Devcharan; Srivathsa, Arjun; Karanth, K Ullas

2016-06-01

Recovering small populations of threatened species is an important global conservation strategy. Monitoring the anticipated recovery, however, often relies on uncertain abundance indices rather than on rigorous demographic estimates. To counter the severe threat from poaching of wild tigers (Panthera tigris), the Government of Thailand established an intensive patrolling system in 2005 to protect and recover its largest source population in Huai Kha Khaeng Wildlife Sanctuary. Concurrently, we assessed the dynamics of this tiger population over the next 8 years with rigorous photographic capture-recapture methods. From 2006 to 2012, we sampled across 624-1026 km(2) with 137-200 camera traps. Cameras deployed for 21,359 trap days yielded photographic records of 90 distinct individuals. We used closed model Bayesian spatial capture-recapture methods to estimate tiger abundances annually. Abundance estimates were integrated with likelihood-based open model analyses to estimate rates of annual and overall rates of survival, recruitment, and changes in abundance. Estimates of demographic parameters fluctuated widely: annual density ranged from 1.25 to 2.01 tigers/100 km(2) , abundance from 35 to 58 tigers, survival from 79.6% to 95.5%, and annual recruitment from 0 to 25 tigers. The number of distinct individuals photographed demonstrates the value of photographic capture-recapture methods for assessments of population dynamics in rare and elusive species that are identifiable from natural markings. Possibly because of poaching pressure, overall tiger densities at Huai Kha Khaeng were 82-90% lower than in ecologically comparable sites in India. However, intensified patrolling after 2006 appeared to reduce poaching and was correlated with marginal improvement in tiger survival and recruitment. Our results suggest that population recovery of low-density tiger populations may be slower than anticipated by current global strategies aimed at doubling the number of wild tigers in a decade. © 2015 Society for Conservation Biology.

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.

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.

An at-site flood estimation method in the context of nonstationarity I. A simulation study

NASA Astrophysics Data System (ADS)

Gado, Tamer A.; Nguyen, Van-Thanh-Van

2016-04-01

The stationarity of annual flood peak records is the traditional assumption of flood frequency analysis. In some cases, however, as a result of land-use and/or climate change, this assumption is no longer valid. Therefore, new statistical models are needed to capture dynamically the change of probability density functions over time, in order to obtain reliable flood estimation. In this study, an innovative method for nonstationary flood frequency analysis was presented. Here, the new method is based on detrending the flood series and applying the L-moments along with the GEV distribution to the transformed ;stationary; series (hereafter, this is called the LM-NS). The LM-NS method was assessed through a comparative study with the maximum likelihood (ML) method for the nonstationary GEV model, as well as with the stationary (S) GEV model. The comparative study, based on Monte Carlo simulations, was carried out for three nonstationary GEV models: a linear dependence of the mean on time (GEV1), a quadratic dependence of the mean on time (GEV2), and linear dependence in both the mean and log standard deviation on time (GEV11). The simulation results indicated that the LM-NS method performs better than the ML method for most of the cases studied, whereas the stationary method provides the least accurate results. An additional advantage of the LM-NS method is to avoid the numerical problems (e.g., convergence problems) that may occur with the ML method when estimating parameters for small data samples.

Important factors in the maximum likelihood analysis of flight test maneuvers

NASA Technical Reports Server (NTRS)

Iliff, K. W.; Maine, R. E.; Montgomery, T. D.

1979-01-01

The information presented is based on the experience in the past 12 years at the NASA Dryden Flight Research Center of estimating stability and control derivatives from over 3500 maneuvers from 32 aircraft. The overall approach to the analysis of dynamic flight test data is outlined. General requirements for data and instrumentation are discussed and several examples of the types of problems that may be encountered are presented.

Scaling up from greenhouse resistance to fitness in the field for a host of an emerging forest disease

PubMed Central

Hayden, Katherine J; Garbelotto, Matteo; Dodd, Richard; Wright, Jessica W

2013-01-01

Forest systems are increasingly threatened by emergent, exotic diseases, yet management strategies for forest trees may be hindered by long generation times and scant background knowledge. We tested whether nursery disease resistance and growth traits have predictive value for the conservation of Notholithocarpus densiflorus, the host most susceptible to sudden oak death. We established three experimental populations to assess nursery growth and resistance to Phytophthora ramorum, and correlations between nursery-derived breeding values with seedling survival in a field disease trial. Estimates of nursery traits’ heritability were low to moderate, with lowest estimates for resistance traits. Within the field trial, survival likelihood was increased in larger seedlings and decreased with the development of disease symptoms. The seed-parent family wide likelihood of survival was likewise correlated with family predictors for size and resistance to disease in 2nd year laboratory assays, though not resistance in 1st year leaf assays. We identified traits and seedling families with increased survivorship in planted tanoaks, and a framework to further identify seed parents favored for restoration. The additive genetic variation and seedling disease dynamics we describe hold promise to refine current disease models and expand the understanding of evolutionary dynamics of emergent infectious diseases in highly susceptible hosts. PMID:24062805

A motor speech assessment for children with severe speech disorders: reliability and validity evidence.

PubMed

Strand, Edythe A; McCauley, Rebecca J; Weigand, Stephen D; Stoeckel, Ruth E; Baas, Becky S

2013-04-01

In this article, the authors report reliability and validity evidence for the Dynamic Evaluation of Motor Speech Skill (DEMSS), a new test that uses dynamic assessment to aid in the differential diagnosis of childhood apraxia of speech (CAS). Participants were 81 children between 36 and 79 months of age who were referred to the Mayo Clinic for diagnosis of speech sound disorders. Children were given the DEMSS and a standard speech and language test battery as part of routine evaluations. Subsequently, intrajudge, interjudge, and test-retest reliability were evaluated for a subset of participants. Construct validity was explored for all 81 participants through the use of agglomerative cluster analysis, sensitivity measures, and likelihood ratios. The mean percentage of agreement for 171 judgments was 89% for test-retest reliability, 89% for intrajudge reliability, and 91% for interjudge reliability. Agglomerative hierarchical cluster analysis showed that total DEMSS scores largely differentiated clusters of children with CAS vs. mild CAS vs. other speech disorders. Positive and negative likelihood ratios and measures of sensitivity and specificity suggested that the DEMSS does not overdiagnose CAS but sometimes fails to identify children with CAS. The value of the DEMSS in differential diagnosis of severe speech impairments was supported on the basis of evidence of reliability and validity.

Volunteerism: Social Network Dynamics and Education.

PubMed

Ajrouch, Kristine J; Antonucci, Toni C; Webster, Noah J

2016-03-01

. We examine how changes in social networks influence volunteerism through bridging (diversity) and bonding (spending time) mechanisms. We further investigate whether social network change substitutes or amplifies the effects of education on volunteerism. . Data (n = 543) are drawn from a two-wave survey of Social Relations and Health over the Life Course (SRHLC). Zero-inflated negative binomial regressions were conducted to test competing hypotheses about how changes in social network characteristics alone and in conjunction with education level predict likelihood and frequency of volunteering. . Changes in social networks were associated with volunteerism: as the proportion of family members decreased and the average number of network members living within a one-hour drive increased over time, participants reported higher odds of volunteering. The substitution hypothesis was supported: social networks that exhibited more geographic proximity and greater contact frequency over-time compensated for lower levels of education to predict volunteering more hours. . The dynamic role of social networks and the ways in which they may work through bridging and bonding to influence both likelihood and frequency of volunteering are discussed. The potential benefits of volunteerism in light of longer life expectancies and smaller families are also considered. © The Author 2014. Published by Oxford University Press on behalf of The Gerontological Society of America. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Probabilistic fusion of stereo with color and contrast for bilayer segmentation.

PubMed

Kolmogorov, Vladimir; Criminisi, Antonio; Blake, Andrew; Cross, Geoffrey; Rother, Carsten

2006-09-01

This paper describes models and algorithms for the real-time segmentation of foreground from background layers in stereo video sequences. Automatic separation of layers from color/contrast or from stereo alone is known to be error-prone. Here, color, contrast, and stereo matching information are fused to infer layers accurately and efficiently. The first algorithm, Layered Dynamic Programming (LDP), solves stereo in an extended six-state space that represents both foreground/background layers and occluded regions. The stereo-match likelihood is then fused with a contrast-sensitive color model that is learned on-the-fly and stereo disparities are obtained by dynamic programming. The second algorithm, Layered Graph Cut (LGC), does not directly solve stereo. Instead, the stereo match likelihood is marginalized over disparities to evaluate foreground and background hypotheses and then fused with a contrast-sensitive color model like the one used in LDP. Segmentation is solved efficiently by ternary graph cut. Both algorithms are evaluated with respect to ground truth data and found to have similar performance, substantially better than either stereo or color/ contrast alone. However, their characteristics with respect to computational efficiency are rather different. The algorithms are demonstrated in the application of background substitution and shown to give good quality composite video output.

Matching mammographic regions in mediolateral oblique and cranio caudal views: a probabilistic approach

NASA Astrophysics Data System (ADS)

Samulski, Maurice; Karssemeijer, Nico

2008-03-01

Most of the current CAD systems detect suspicious mass regions independently in single views. In this paper we present a method to match corresponding regions in mediolateral oblique (MLO) and craniocaudal (CC) mammographic views of the breast. For every possible combination of mass regions in the MLO view and CC view, a number of features are computed, such as the difference in distance of a region to the nipple, a texture similarity measure, the gray scale correlation and the likelihood of malignancy of both regions computed by single-view analysis. In previous research, Linear Discriminant Analysis was used to discriminate between correct and incorrect links. In this paper we investigate if the performance can be improved by employing a statistical method in which four classes are distinguished. These four classes are defined by the combinations of view (MLO/CC) and pathology (TP/FP) labels. We use distance-weighted k-Nearest Neighbor density estimation to estimate the likelihood of a region combination. Next, a correspondence score is calculated as the likelihood that the region combination is a TP-TP link. The method was tested on 412 cases with a malignant lesion visible in at least one of the views. In 82.4% of the cases a correct link could be established between the TP detections in both views. In future work, we will use the framework presented here to develop a context dependent region matching scheme, which takes the number and likelihood of possible alternatives into account. It is expected that more accurate determination of matching probabilities will lead to improved CAD performance.

Spatial resolution properties of motion-compensated tomographic image reconstruction methods.

PubMed

Chun, Se Young; Fessler, Jeffrey A

2012-07-01

Many motion-compensated image reconstruction (MCIR) methods have been proposed to correct for subject motion in medical imaging. MCIR methods incorporate motion models to improve image quality by reducing motion artifacts and noise. This paper analyzes the spatial resolution properties of MCIR methods and shows that nonrigid local motion can lead to nonuniform and anisotropic spatial resolution for conventional quadratic regularizers. This undesirable property is akin to the known effects of interactions between heteroscedastic log-likelihoods (e.g., Poisson likelihood) and quadratic regularizers. This effect may lead to quantification errors in small or narrow structures (such as small lesions or rings) of reconstructed images. This paper proposes novel spatial regularization design methods for three different MCIR methods that account for known nonrigid motion. We develop MCIR regularization designs that provide approximately uniform and isotropic spatial resolution and that match a user-specified target spatial resolution. Two-dimensional PET simulations demonstrate the performance and benefits of the proposed spatial regularization design methods.

Control of Risks Through the Use of Procedures: A Method for Evaluating the Change in Risk

NASA Technical Reports Server (NTRS)

Praino, Gregory T.; Sharit, Joseph

2010-01-01

This paper considers how procedures can be used to control risks faced by an organization and proposes a means of recognizing if a particular procedure reduces risk or contributes to the organization's exposure. The proposed method was developed out of the review of work documents and the governing procedures performed in the wake of the Columbia accident by NASA and the Space Shuttle prime contractor, United Space Alliance, LLC. A technique was needed to understand the rules, or procedural controls, in place at the time in the context of how important the role of each rule was. The proposed method assesses procedural risks, the residual risk associated with a hazard after a procedure's influence is accounted for, by considering each clause of a procedure as a unique procedural control that may be beneficial or harmful. For procedural risks with consequences severe enough to threaten the survival of the organization, the method measures the characteristics of each risk on a scale that is an alternative to the traditional consequence/likelihood couple. The dual benefits of the substitute scales are that they eliminate both the need to quantify a relationship between different consequence types and the need for the extensive history a probabilistic risk assessment would require. Control Value is used as an analog for the consequence, where the value of a rule is based on how well the control reduces the severity of the consequence when operating successfully. This value is composed of two parts: the inevitability of the consequence in the absence of the control, and the opportunity to intervene before the consequence is realized. High value controls will be ones where there is minimal need for intervention but maximum opportunity to actively prevent the outcome. Failure Likelihood is used as the substitute for the conventional likelihood of the outcome. For procedural controls, a failure is considered to be any non-malicious violation of the rule, whether intended or not. The model used for describing the Failure Likelihood considers how well a task was established by evaluating that task on five components. The components selected to define a well established task are: that it be defined, assigned to someone capable, that they be trained appropriately, that the actions be organized to enable proper completion and that some form of independent monitoring be performed. Validation of the method was based on the information provided by a group of experts in Space Shuttle ground processing when they were presented with 5 scenarios that identified a clause from a procedure. For each scenario, they recorded their perception of how important the associated rule was and how likely it was to fail. They then rated the components of Control Value and Failure Likelihood for all the scenarios. The order in which each reviewer ranked the scenarios Control Value and Failure Likelihood was compared to the order in which they ranked the scenarios for each of the associated components; inevitability and opportunity for Control Value and definition, assignment, training, organization and monitoring for Failure Likelihood. This order comparison showed how the components contributed to a relative relationship to the substitute risk element. With the relationship established for Space Shuttle ground processing, this method can be used to gauge if the introduction or removal of a particular rule will increase or decrease the .risk associated with the hazard it is intended to control.