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

NASA Technical Reports Server (NTRS)

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

1976-01-01

A maximum likelihood estimation method was applied to flight data and procedures to facilitate the routine analysis of a large amount of flight data were described. Techniques that can be used to obtain stability and control derivatives from aircraft maneuvers that are less than ideal for this purpose are described. The techniques involve detecting and correcting the effects of dependent or nearly dependent variables, structural vibration, data drift, inadequate instrumentation, and difficulties with the data acquisition system and the mathematical model. The use of uncertainty levels and multiple maneuver analysis also proved to be useful in improving the quality of the estimated coefficients. The procedures used for editing the data and for overall analysis are also discussed.

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.

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

NASA Technical Reports Server (NTRS)

Anissipour, Amir A.; Benson, Russell A.

1989-01-01

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

Adaptively Reevaluated Bayesian Localization (ARBL). A Novel Technique for Radiological Source Localization

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

Miller, Erin A.; Robinson, Sean M.; Anderson, Kevin K.

2015-01-19

Here we present a novel technique for the localization of radiological sources in urban or rural environments from an aerial platform. The technique is based on a Bayesian approach to localization, in which measured count rates in a time series are compared with predicted count rates from a series of pre-calculated test sources to define likelihood. Furthermore, this technique is expanded by using a localized treatment with a limited field of view (FOV), coupled with a likelihood ratio reevaluation, allowing for real-time computation on commodity hardware for arbitrarily complex detector models and terrain. In particular, detectors with inherent asymmetry ofmore » response (such as those employing internal collimation or self-shielding for enhanced directional awareness) are leveraged by this approach to provide improved localization. Our results from the localization technique are shown for simulated flight data using monolithic as well as directionally-aware detector models, and the capability of the methodology to locate radioisotopes is estimated for several test cases. This localization technique is shown to facilitate urban search by allowing quick and adaptive estimates of source location, in many cases from a single flyover near a source. In particular, this method represents a significant advancement from earlier methods like full-field Bayesian likelihood, which is not generally fast enough to allow for broad-field search in real time, and highest-net-counts estimation, which has a localization error that depends strongly on flight path and cannot generally operate without exhaustive search« less

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

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

The problem of estimating label imperfections and the use of the estimation in identifying mislabeled patterns is presented. Expressions for the maximum likelihood estimates of classification errors and a priori probabilities are derived from the classification of a set of labeled patterns. Expressions also are given for the asymptotic variances of probability of correct classification and proportions. Simple models are developed for imperfections in the labels and for classification errors and are used in the formulation of a maximum likelihood estimation scheme. Schemes are presented for the identification of mislabeled patterns in terms of threshold on the discriminant functions for both two-class and multiclass cases. Expressions are derived for the probability that the imperfect label identification scheme will result in a wrong decision and are used in computing thresholds. The results of practical applications of these techniques in the processing of remotely sensed multispectral data are presented.

Comparison of stability and control parameters for a light, single-engine, high-winged aircraft using different flight test and parameter estimation techniques

NASA Technical Reports Server (NTRS)

Suit, W. T.; Cannaday, R. L.

1979-01-01

The longitudinal and lateral stability and control parameters for a high wing, general aviation, airplane are examined. Estimations using flight data obtained at various flight conditions within the normal range of the aircraft are presented. The estimations techniques, an output error technique (maximum likelihood) and an equation error technique (linear regression), are presented. The longitudinal static parameters are estimated from climbing, descending, and quasi steady state flight data. The lateral excitations involve a combination of rudder and ailerons. The sensitivity of the aircraft modes of motion to variations in the parameter estimates are discussed.

Parametric Model Based On Imputations Techniques for Partly Interval Censored Data

NASA Astrophysics Data System (ADS)

Zyoud, Abdallah; Elfaki, F. A. M.; Hrairi, Meftah

2017-12-01

The term ‘survival analysis’ has been used in a broad sense to describe collection of statistical procedures for data analysis. In this case, outcome variable of interest is time until an event occurs where the time to failure of a specific experimental unit might be censored which can be right, left, interval, and Partly Interval Censored data (PIC). In this paper, analysis of this model was conducted based on parametric Cox model via PIC data. Moreover, several imputation techniques were used, which are: midpoint, left & right point, random, mean, and median. Maximum likelihood estimate was considered to obtain the estimated survival function. These estimations were then compared with the existing model, such as: Turnbull and Cox model based on clinical trial data (breast cancer data), for which it showed the validity of the proposed model. Result of data set indicated that the parametric of Cox model proved to be more superior in terms of estimation of survival functions, likelihood ratio tests, and their P-values. Moreover, based on imputation techniques; the midpoint, random, mean, and median showed better results with respect to the estimation of survival function.

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.

Applications of non-standard maximum likelihood techniques in energy and resource economics

NASA Astrophysics Data System (ADS)

Moeltner, Klaus

Two important types of non-standard maximum likelihood techniques, Simulated Maximum Likelihood (SML) and Pseudo-Maximum Likelihood (PML), have only recently found consideration in the applied economic literature. The objective of this thesis is to demonstrate how these methods can be successfully employed in the analysis of energy and resource models. Chapter I focuses on SML. It constitutes the first application of this technique in the field of energy economics. The framework is as follows: Surveys on the cost of power outages to commercial and industrial customers usually capture multiple observations on the dependent variable for a given firm. The resulting pooled data set is censored and exhibits cross-sectional heterogeneity. We propose a model that addresses these issues by allowing regression coefficients to vary randomly across respondents and by using the Geweke-Hajivassiliou-Keane simulator and Halton sequences to estimate high-order cumulative distribution terms. This adjustment requires the use of SML in the estimation process. Our framework allows for a more comprehensive analysis of outage costs than existing models, which rely on the assumptions of parameter constancy and cross-sectional homogeneity. Our results strongly reject both of these restrictions. The central topic of the second Chapter is the use of PML, a robust estimation technique, in count data analysis of visitor demand for a system of recreation sites. PML has been popular with researchers in this context, since it guards against many types of mis-specification errors. We demonstrate, however, that estimation results will generally be biased even if derived through PML if the recreation model is based on aggregate, or zonal data. To countervail this problem, we propose a zonal model of recreation that captures some of the underlying heterogeneity of individual visitors by incorporating distributional information on per-capita income into the aggregate demand function. This adjustment eliminates the unrealistic constraint of constant income across zonal residents, and thus reduces the risk of aggregation bias in estimated macro-parameters. The corrected aggregate specification reinstates the applicability of PML. It also increases model efficiency, and allows-for the generation of welfare estimates for population subgroups.

Estimation of correlation functions by stochastic approximation.

NASA Technical Reports Server (NTRS)

Habibi, A.; Wintz, P. A.

1972-01-01

Consideration of the autocorrelation function of a zero-mean stationary random process. The techniques are applicable to processes with nonzero mean provided the mean is estimated first and subtracted. Two recursive techniques are proposed, both of which are based on the method of stochastic approximation and assume a functional form for the correlation function that depends on a number of parameters that are recursively estimated from successive records. One technique uses a standard point estimator of the correlation function to provide estimates of the parameters that minimize the mean-square error between the point estimates and the parametric function. The other technique provides estimates of the parameters that maximize a likelihood function relating the parameters of the function to the random process. Examples are presented.

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

NASA Technical Reports Server (NTRS)

Pierson, W. J.

1982-01-01

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

Variational Bayesian Parameter Estimation Techniques for the General Linear Model

PubMed Central

Starke, Ludger; Ostwald, Dirk

2017-01-01

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

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.

Modeling, estimation and identification methods for static shape determination of flexible structures. [for large space structure design

NASA Technical Reports Server (NTRS)

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

1986-01-01

This paper outlines methods for modeling, identification and estimation for static determination of flexible structures. The shape estimation schemes are based on structural models specified by (possibly interconnected) elliptic partial differential equations. The identification techniques provide approximate knowledge of parameters in elliptic systems. The techniques are based on the method of maximum-likelihood that finds parameter values such that the likelihood functional associated with the system model is maximized. The estimation methods are obtained by means of a function-space approach that seeks to obtain the conditional mean of the state given the data and a white noise characterization of model errors. The solutions are obtained in a batch-processing mode in which all the data is processed simultaneously. After methods for computing the optimal estimates are developed, an analysis of the second-order statistics of the estimates and of the related estimation error is conducted. In addition to outlining the above theoretical results, the paper presents typical flexible structure simulations illustrating performance of the shape determination methods.

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

NASA Astrophysics Data System (ADS)

Ariffin, Syaiba Balqish; Midi, Habshah

2014-06-01

This article is concerned with the performance of logistic ridge regression estimation technique in the presence of multicollinearity and high leverage points. In logistic regression, multicollinearity exists among predictors and in the information matrix. The maximum likelihood estimator suffers a huge setback in the presence of multicollinearity which cause regression estimates to have unduly large standard errors. To remedy this problem, a logistic ridge regression estimator is put forward. It is evident that the logistic ridge regression estimator outperforms the maximum likelihood approach for handling multicollinearity. The effect of high leverage points are then investigated on the performance of the logistic ridge regression estimator through real data set and simulation study. The findings signify that logistic ridge regression estimator fails to provide better parameter estimates in the presence of both high leverage points and multicollinearity.

Methods and Tools for Evaluating Uncertainty in Ecological Models: A Survey

EPA Science Inventory

Poster presented at the Ecological Society of America Meeting. Ecologists are familiar with a variety of uncertainty techniques, particularly in the intersection of maximum likelihood parameter estimation and Monte Carlo analysis techniques, as well as a recent increase in Baye...

Genealogical Working Distributions for Bayesian Model Testing with Phylogenetic Uncertainty

PubMed Central

Baele, Guy; Lemey, Philippe; Suchard, Marc A.

2016-01-01

Marginal likelihood estimates to compare models using Bayes factors frequently accompany Bayesian phylogenetic inference. Approaches to estimate marginal likelihoods have garnered increased attention over the past decade. In particular, the introduction of path sampling (PS) and stepping-stone sampling (SS) into Bayesian phylogenetics has tremendously improved the accuracy of model selection. These sampling techniques are now used to evaluate complex evolutionary and population genetic models on empirical data sets, but considerable computational demands hamper their widespread adoption. Further, when very diffuse, but proper priors are specified for model parameters, numerical issues complicate the exploration of the priors, a necessary step in marginal likelihood estimation using PS or SS. To avoid such instabilities, generalized SS (GSS) has recently been proposed, introducing the concept of “working distributions” to facilitate—or shorten—the integration process that underlies marginal likelihood estimation. However, the need to fix the tree topology currently limits GSS in a coalescent-based framework. Here, we extend GSS by relaxing the fixed underlying tree topology assumption. To this purpose, we introduce a “working” distribution on the space of genealogies, which enables estimating marginal likelihoods while accommodating phylogenetic uncertainty. We propose two different “working” distributions that help GSS to outperform PS and SS in terms of accuracy when comparing demographic and evolutionary models applied to synthetic data and real-world examples. Further, we show that the use of very diffuse priors can lead to a considerable overestimation in marginal likelihood when using PS and SS, while still retrieving the correct marginal likelihood using both GSS approaches. The methods used in this article are available in BEAST, a powerful user-friendly software package to perform Bayesian evolutionary analyses. PMID:26526428

Model averaging techniques for quantifying conceptual model uncertainty.

PubMed

Singh, Abhishek; Mishra, Srikanta; Ruskauff, Greg

2010-01-01

In recent years a growing understanding has emerged regarding the need to expand the modeling paradigm to include conceptual model uncertainty for groundwater models. Conceptual model uncertainty is typically addressed by formulating alternative model conceptualizations and assessing their relative likelihoods using statistical model averaging approaches. Several model averaging techniques and likelihood measures have been proposed in the recent literature for this purpose with two broad categories--Monte Carlo-based techniques such as Generalized Likelihood Uncertainty Estimation or GLUE (Beven and Binley 1992) and criterion-based techniques that use metrics such as the Bayesian and Kashyap Information Criteria (e.g., the Maximum Likelihood Bayesian Model Averaging or MLBMA approach proposed by Neuman 2003) and Akaike Information Criterion-based model averaging (AICMA) (Poeter and Anderson 2005). These different techniques can often lead to significantly different relative model weights and ranks because of differences in the underlying statistical assumptions about the nature of model uncertainty. This paper provides a comparative assessment of the four model averaging techniques (GLUE, MLBMA with KIC, MLBMA with BIC, and AIC-based model averaging) mentioned above for the purpose of quantifying the impacts of model uncertainty on groundwater model predictions. Pros and cons of each model averaging technique are examined from a practitioner's perspective using two groundwater modeling case studies. Recommendations are provided regarding the use of these techniques in groundwater modeling practice.

The Collinearity Free and Bias Reduced Regression Estimation Project: The Theory of Normalization Ridge Regression. Report No. 2.

ERIC Educational Resources Information Center

Bulcock, J. W.; And Others

Multicollinearity refers to the presence of highly intercorrelated independent variables in structural equation models, that is, models estimated by using techniques such as least squares regression and maximum likelihood. There is a problem of multicollinearity in both the natural and social sciences where theory formulation and estimation is in…

Considerations in cross-validation type density smoothing with a look at some data

NASA Technical Reports Server (NTRS)

Schuster, E. F.

1982-01-01

Experience gained in applying nonparametric maximum likelihood techniques of density estimation to judge the comparative quality of various estimators is reported. Two invariate data sets of one hundered samples (one Cauchy, one natural normal) are considered as well as studies in the multivariate case.

Applied Missing Data Analysis. Methodology in the Social Sciences Series

ERIC Educational Resources Information Center

Enders, Craig K.

2010-01-01

Walking readers step by step through complex concepts, this book translates missing data techniques into something that applied researchers and graduate students can understand and utilize in their own research. Enders explains the rationale and procedural details for maximum likelihood estimation, Bayesian estimation, multiple imputation, and…

PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.

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.

Signal-to-noise ratio estimation in digital computer simulation of lowpass and bandpass systems with applications to analog and digital communications, volume 3

NASA Technical Reports Server (NTRS)

Tranter, W. H.; Turner, M. D.

1977-01-01

Techniques are developed to estimate power gain, delay, signal-to-noise ratio, and mean square error in digital computer simulations of lowpass and bandpass systems. The techniques are applied to analog and digital communications. The signal-to-noise ratio estimates are shown to be maximum likelihood estimates in additive white Gaussian noise. The methods are seen to be especially useful for digital communication systems where the mapping from the signal-to-noise ratio to the error probability can be obtained. Simulation results show the techniques developed to be accurate and quite versatile in evaluating the performance of many systems through digital computer simulation.

Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models

NASA Astrophysics Data System (ADS)

Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.

2018-02-01

In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.

Weak value amplification considered harmful

NASA Astrophysics Data System (ADS)

Ferrie, Christopher; Combes, Joshua

2014-03-01

We show using statistically rigorous arguments that the technique of weak value amplification does not perform better than standard statistical techniques for the tasks of parameter estimation and signal detection. We show that using all data and considering the joint distribution of all measurement outcomes yields the optimal estimator. Moreover, we show estimation using the maximum likelihood technique with weak values as small as possible produces better performance for quantum metrology. In doing so, we identify the optimal experimental arrangement to be the one which reveals the maximal eigenvalue of the square of system observables. We also show these conclusions do not change in the presence of technical noise.

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.

Rotorcraft Blade Mode Damping Identification from Random Responses Using a Recursive Maximum Likelihood Algorithm

NASA Technical Reports Server (NTRS)

Molusis, J. A.

1982-01-01

An on line technique is presented for the identification of rotor blade modal damping and frequency from rotorcraft random response test data. The identification technique is based upon a recursive maximum likelihood (RML) algorithm, which is demonstrated to have excellent convergence characteristics in the presence of random measurement noise and random excitation. The RML technique requires virtually no user interaction, provides accurate confidence bands on the parameter estimates, and can be used for continuous monitoring of modal damping during wind tunnel or flight testing. Results are presented from simulation random response data which quantify the identified parameter convergence behavior for various levels of random excitation. The data length required for acceptable parameter accuracy is shown to depend upon the amplitude of random response and the modal damping level. Random response amplitudes of 1.25 degrees to .05 degrees are investigated. The RML technique is applied to hingeless rotor test data. The inplane lag regressing mode is identified at different rotor speeds. The identification from the test data is compared with the simulation results and with other available estimates of frequency and damping.

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.

Maximum likelihood estimation for periodic autoregressive moving average models

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.

Hybrid Stochastic Models for Remaining Lifetime Prognosis

DTIC Science & Technology

2004-08-01

literature for techniques and comparisons. Os- ogami and Harchol-Balter [70], Perros [73], Johnson [36], and Altiok [5] provide excellent summaries of...and type of PH-distribution approximation for c2 > 0.5 is not as obvious. In order to use the minimum distance estimation, Perros [73] indicated that...moment-matching techniques. Perros [73] indicated that the maximum likelihood and minimum distance techniques require nonlinear optimization. Johnson

Establishment of a center of excellence for applied mathematical and statistical research

NASA Technical Reports Server (NTRS)

Woodward, W. A.; Gray, H. L.

1983-01-01

The state of the art was assessed with regards to efforts in support of the crop production estimation problem and alternative generic proportion estimation techniques were investigated. Topics covered include modeling the greeness profile (Badhwarmos model), parameter estimation using mixture models such as CLASSY, and minimum distance estimation as an alternative to maximum likelihood estimation. Approaches to the problem of obtaining proportion estimates when the underlying distributions are asymmetric are examined including the properties of Weibull distribution.

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

PubMed Central

Meyer, Karin; Kirkpatrick, Mark

2005-01-01

Principal component analysis is a widely used 'dimension reduction' technique, albeit generally at a phenotypic level. It is shown that we can estimate genetic principal components directly through a simple reparameterisation of the usual linear, mixed model. This is applicable to any analysis fitting multiple, correlated genetic effects, whether effects for individual traits or sets of random regression coefficients to model trajectories. Depending on the magnitude of genetic correlation, a subset of the principal component generally suffices to capture the bulk of genetic variation. Corresponding estimates of genetic covariance matrices are more parsimonious, have reduced rank and are smoothed, with the number of parameters required to model the dispersion structure reduced from k(k + 1)/2 to m(2k - m + 1)/2 for k effects and m principal components. Estimation of these parameters, the largest eigenvalues and pertaining eigenvectors of the genetic covariance matrix, via restricted maximum likelihood using derivatives of the likelihood, is described. It is shown that reduced rank estimation can reduce computational requirements of multivariate analyses substantially. An application to the analysis of eight traits recorded via live ultrasound scanning of beef cattle is given. PMID:15588566

A quantum framework for likelihood ratios

NASA Astrophysics Data System (ADS)

Bond, Rachael L.; He, Yang-Hui; Ormerod, Thomas C.

The ability to calculate precise likelihood ratios is fundamental to science, from Quantum Information Theory through to Quantum State Estimation. However, there is no assumption-free statistical methodology to achieve this. For instance, in the absence of data relating to covariate overlap, the widely used Bayes’ theorem either defaults to the marginal probability driven “naive Bayes’ classifier”, or requires the use of compensatory expectation-maximization techniques. This paper takes an information-theoretic approach in developing a new statistical formula for the calculation of likelihood ratios based on the principles of quantum entanglement, and demonstrates that Bayes’ theorem is a special case of a more general quantum mechanical expression.

Systems identification using a modified Newton-Raphson method: A FORTRAN program

NASA Technical Reports Server (NTRS)

Taylor, L. W., Jr.; Iliff, K. W.

1972-01-01

A FORTRAN program is offered which computes a maximum likelihood estimate of the parameters of any linear, constant coefficient, state space model. For the case considered, the maximum likelihood estimate can be identical to that which minimizes simultaneously the weighted mean square difference between the computed and measured response of a system and the weighted square of the difference between the estimated and a priori parameter values. A modified Newton-Raphson or quasilinearization method is used to perform the minimization which typically requires several iterations. A starting technique is used which insures convergence for any initial values of the unknown parameters. The program and its operation are described in sufficient detail to enable the user to apply the program to his particular problem with a minimum of difficulty.

Statistical Techniques to Analyze Pesticide Data Program Food Residue Observations.

PubMed

Szarka, Arpad Z; Hayworth, Carol G; Ramanarayanan, Tharacad S; Joseph, Robert S I

2018-06-26

The U.S. EPA conducts dietary-risk assessments to ensure that levels of pesticides on food in the U.S. food supply are safe. Often these assessments utilize conservative residue estimates, maximum residue levels (MRLs), and a high-end estimate derived from registrant-generated field-trial data sets. A more realistic estimate of consumers' pesticide exposure from food may be obtained by utilizing residues from food-monitoring programs, such as the Pesticide Data Program (PDP) of the U.S. Department of Agriculture. A substantial portion of food-residue concentrations in PDP monitoring programs are below the limits of detection (left-censored), which makes the comparison of regulatory-field-trial and PDP residue levels difficult. In this paper, we present a novel adaption of established statistical techniques, the Kaplan-Meier estimator (K-M), the robust regression on ordered statistic (ROS), and the maximum-likelihood estimator (MLE), to quantify the pesticide-residue concentrations in the presence of heavily censored data sets. The examined statistical approaches include the most commonly used parametric and nonparametric methods for handling left-censored data that have been used in the fields of medical and environmental sciences. This work presents a case study in which data of thiamethoxam residue on bell pepper generated from registrant field trials were compared with PDP-monitoring residue values. The results from the statistical techniques were evaluated and compared with commonly used simple substitution methods for the determination of summary statistics. It was found that the maximum-likelihood estimator (MLE) is the most appropriate statistical method to analyze this residue data set. Using the MLE technique, the data analyses showed that the median and mean PDP bell pepper residue levels were approximately 19 and 7 times lower, respectively, than the corresponding statistics of the field-trial residues.

Generalized likelihood ratios for quantitative diagnostic test scores.

PubMed

Tandberg, D; Deely, J J; O'Malley, A J

1997-11-01

The reduction of quantitative diagnostic test scores to the dichotomous case is a wasteful and unnecessary simplification in the era of high-speed computing. Physicians could make better use of the information embedded in quantitative test results if modern generalized curve estimation techniques were applied to the likelihood functions of Bayes' theorem. Hand calculations could be completely avoided and computed graphical summaries provided instead. Graphs showing posttest probability of disease as a function of pretest probability with confidence intervals (POD plots) would enhance acceptance of these techniques if they were immediately available at the computer terminal when test results were retrieved. Such constructs would also provide immediate feedback to physicians when a valueless test had been ordered.

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…

Make the most of your samples: Bayes factor estimators for high-dimensional models of sequence evolution.

PubMed

Baele, Guy; Lemey, Philippe; Vansteelandt, Stijn

2013-03-06

Accurate model comparison requires extensive computation times, especially for parameter-rich models of sequence evolution. In the Bayesian framework, model selection is typically performed through the evaluation of a Bayes factor, the ratio of two marginal likelihoods (one for each model). Recently introduced techniques to estimate (log) marginal likelihoods, such as path sampling and stepping-stone sampling, offer increased accuracy over the traditional harmonic mean estimator at an increased computational cost. Most often, each model's marginal likelihood will be estimated individually, which leads the resulting Bayes factor to suffer from errors associated with each of these independent estimation processes. We here assess the original 'model-switch' path sampling approach for direct Bayes factor estimation in phylogenetics, as well as an extension that uses more samples, to construct a direct path between two competing models, thereby eliminating the need to calculate each model's marginal likelihood independently. Further, we provide a competing Bayes factor estimator using an adaptation of the recently introduced stepping-stone sampling algorithm and set out to determine appropriate settings for accurately calculating such Bayes factors, with context-dependent evolutionary models as an example. While we show that modest efforts are required to roughly identify the increase in model fit, only drastically increased computation times ensure the accuracy needed to detect more subtle details of the evolutionary process. We show that our adaptation of stepping-stone sampling for direct Bayes factor calculation outperforms the original path sampling approach as well as an extension that exploits more samples. Our proposed approach for Bayes factor estimation also has preferable statistical properties over the use of individual marginal likelihood estimates for both models under comparison. Assuming a sigmoid function to determine the path between two competing models, we provide evidence that a single well-chosen sigmoid shape value requires less computational efforts in order to approximate the true value of the (log) Bayes factor compared to the original approach. We show that the (log) Bayes factors calculated using path sampling and stepping-stone sampling differ drastically from those estimated using either of the harmonic mean estimators, supporting earlier claims that the latter systematically overestimate the performance of high-dimensional models, which we show can lead to erroneous conclusions. Based on our results, we argue that highly accurate estimation of differences in model fit for high-dimensional models requires much more computational effort than suggested in recent studies on marginal likelihood estimation.

Make the most of your samples: Bayes factor estimators for high-dimensional models of sequence evolution

PubMed Central

2013-01-01

Background Accurate model comparison requires extensive computation times, especially for parameter-rich models of sequence evolution. In the Bayesian framework, model selection is typically performed through the evaluation of a Bayes factor, the ratio of two marginal likelihoods (one for each model). Recently introduced techniques to estimate (log) marginal likelihoods, such as path sampling and stepping-stone sampling, offer increased accuracy over the traditional harmonic mean estimator at an increased computational cost. Most often, each model’s marginal likelihood will be estimated individually, which leads the resulting Bayes factor to suffer from errors associated with each of these independent estimation processes. Results We here assess the original ‘model-switch’ path sampling approach for direct Bayes factor estimation in phylogenetics, as well as an extension that uses more samples, to construct a direct path between two competing models, thereby eliminating the need to calculate each model’s marginal likelihood independently. Further, we provide a competing Bayes factor estimator using an adaptation of the recently introduced stepping-stone sampling algorithm and set out to determine appropriate settings for accurately calculating such Bayes factors, with context-dependent evolutionary models as an example. While we show that modest efforts are required to roughly identify the increase in model fit, only drastically increased computation times ensure the accuracy needed to detect more subtle details of the evolutionary process. Conclusions We show that our adaptation of stepping-stone sampling for direct Bayes factor calculation outperforms the original path sampling approach as well as an extension that exploits more samples. Our proposed approach for Bayes factor estimation also has preferable statistical properties over the use of individual marginal likelihood estimates for both models under comparison. Assuming a sigmoid function to determine the path between two competing models, we provide evidence that a single well-chosen sigmoid shape value requires less computational efforts in order to approximate the true value of the (log) Bayes factor compared to the original approach. We show that the (log) Bayes factors calculated using path sampling and stepping-stone sampling differ drastically from those estimated using either of the harmonic mean estimators, supporting earlier claims that the latter systematically overestimate the performance of high-dimensional models, which we show can lead to erroneous conclusions. Based on our results, we argue that highly accurate estimation of differences in model fit for high-dimensional models requires much more computational effort than suggested in recent studies on marginal likelihood estimation. PMID:23497171

Improving Depth, Energy and Timing Estimation in PET Detectors with Deconvolution and Maximum Likelihood Pulse Shape Discrimination

PubMed Central

Berg, Eric; Roncali, Emilie; Hutchcroft, Will; Qi, Jinyi; Cherry, Simon R.

2016-01-01

In a scintillation detector, the light generated in the scintillator by a gamma interaction is converted to photoelectrons by a photodetector and produces a time-dependent waveform, the shape of which depends on the scintillator properties and the photodetector response. Several depth-of-interaction (DOI) encoding strategies have been developed that manipulate the scintillator’s temporal response along the crystal length and therefore require pulse shape discrimination techniques to differentiate waveform shapes. In this work, we demonstrate how maximum likelihood (ML) estimation methods can be applied to pulse shape discrimination to better estimate deposited energy, DOI and interaction time (for time-of-flight (TOF) PET) of a gamma ray in a scintillation detector. We developed likelihood models based on either the estimated detection times of individual photoelectrons or the number of photoelectrons in discrete time bins, and applied to two phosphor-coated crystals (LFS and LYSO) used in a previously developed TOF-DOI detector concept. Compared with conventional analytical methods, ML pulse shape discrimination improved DOI encoding by 27% for both crystals. Using the ML DOI estimate, we were able to counter depth-dependent changes in light collection inherent to long scintillator crystals and recover the energy resolution measured with fixed depth irradiation (~11.5% for both crystals). Lastly, we demonstrated how the Richardson-Lucy algorithm, an iterative, ML-based deconvolution technique, can be applied to the digitized waveforms to deconvolve the photodetector’s single photoelectron response and produce waveforms with a faster rising edge. After deconvolution and applying DOI and time-walk corrections, we demonstrated a 13% improvement in coincidence timing resolution (from 290 to 254 ps) with the LFS crystal and an 8% improvement (323 to 297 ps) with the LYSO crystal. PMID:27295658

Improving Depth, Energy and Timing Estimation in PET Detectors with Deconvolution and Maximum Likelihood Pulse Shape Discrimination.

PubMed

Berg, Eric; Roncali, Emilie; Hutchcroft, Will; Qi, Jinyi; Cherry, Simon R

2016-11-01

In a scintillation detector, the light generated in the scintillator by a gamma interaction is converted to photoelectrons by a photodetector and produces a time-dependent waveform, the shape of which depends on the scintillator properties and the photodetector response. Several depth-of-interaction (DOI) encoding strategies have been developed that manipulate the scintillator's temporal response along the crystal length and therefore require pulse shape discrimination techniques to differentiate waveform shapes. In this work, we demonstrate how maximum likelihood (ML) estimation methods can be applied to pulse shape discrimination to better estimate deposited energy, DOI and interaction time (for time-of-flight (TOF) PET) of a gamma ray in a scintillation detector. We developed likelihood models based on either the estimated detection times of individual photoelectrons or the number of photoelectrons in discrete time bins, and applied to two phosphor-coated crystals (LFS and LYSO) used in a previously developed TOF-DOI detector concept. Compared with conventional analytical methods, ML pulse shape discrimination improved DOI encoding by 27% for both crystals. Using the ML DOI estimate, we were able to counter depth-dependent changes in light collection inherent to long scintillator crystals and recover the energy resolution measured with fixed depth irradiation (~11.5% for both crystals). Lastly, we demonstrated how the Richardson-Lucy algorithm, an iterative, ML-based deconvolution technique, can be applied to the digitized waveforms to deconvolve the photodetector's single photoelectron response and produce waveforms with a faster rising edge. After deconvolution and applying DOI and time-walk corrections, we demonstrated a 13% improvement in coincidence timing resolution (from 290 to 254 ps) with the LFS crystal and an 8% improvement (323 to 297 ps) with the LYSO crystal.

Comparison of Kasai Autocorrelation and Maximum Likelihood Estimators for Doppler Optical Coherence Tomography

PubMed Central

Chan, Aaron C.; Srinivasan, Vivek J.

2013-01-01

In optical coherence tomography (OCT) and ultrasound, unbiased Doppler frequency estimators with low variance are desirable for blood velocity estimation. Hardware improvements in OCT mean that ever higher acquisition rates are possible, which should also, in principle, improve estimation performance. Paradoxically, however, the widely used Kasai autocorrelation estimator’s performance worsens with increasing acquisition rate. We propose that parametric estimators based on accurate models of noise statistics can offer better performance. We derive a maximum likelihood estimator (MLE) based on a simple additive white Gaussian noise model, and show that it can outperform the Kasai autocorrelation estimator. In addition, we also derive the Cramer Rao lower bound (CRLB), and show that the variance of the MLE approaches the CRLB for moderate data lengths and noise levels. We note that the MLE performance improves with longer acquisition time, and remains constant or improves with higher acquisition rates. These qualities may make it a preferred technique as OCT imaging speed continues to improve. Finally, our work motivates the development of more general parametric estimators based on statistical models of decorrelation noise. PMID:23446044

Maximum likelihood techniques applied to quasi-elastic light scattering

NASA Technical Reports Server (NTRS)

Edwards, Robert V.

1992-01-01

There is a necessity of having an automatic procedure for reliable estimation of the quality of the measurement of particle size from QELS (Quasi-Elastic Light Scattering). Getting the measurement itself, before any error estimates can be made, is a problem because it is obtained by a very indirect measurement of a signal derived from the motion of particles in the system and requires the solution of an inverse problem. The eigenvalue structure of the transform that generates the signal is such that an arbitrarily small amount of noise can obliterate parts of any practical inversion spectrum. This project uses the Maximum Likelihood Estimation (MLE) as a framework to generate a theory and a functioning set of software to oversee the measurement process and extract the particle size information, while at the same time providing error estimates for those measurements. The theory involved verifying a correct form of the covariance matrix for the noise on the measurement and then estimating particle size parameters using a modified histogram approach.

Practical Implementation of Multiple Model Adaptive Estimation Using Neyman-Pearson Based Hypothesis Testing and Spectral Estimation Tools

DTIC Science & Technology

1996-09-01

Generalized Likelihood Ratio (GLR) and voting techniques. The third class consisted of multiple hypothesis filter detectors, specifically the MMAE. The...vector version, versus a tensor if we use the matrix version of the power spectral density estimate. Using this notation, we will derive an...as MATLAB , have an intrinsic sample covariance computation available, which makes this method quite easy to implement. In practice, the mean for the

Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.

PubMed

Han, Lei; Zhang, Yu; Zhang, Tong

2016-08-01

The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.

Estimating Interaction Effects With Incomplete Predictor Variables

PubMed Central

Enders, Craig K.; Baraldi, Amanda N.; Cham, Heining

2014-01-01

The existing missing data literature does not provide a clear prescription for estimating interaction effects with missing data, particularly when the interaction involves a pair of continuous variables. In this article, we describe maximum likelihood and multiple imputation procedures for this common analysis problem. We outline 3 latent variable model specifications for interaction analyses with missing data. These models apply procedures from the latent variable interaction literature to analyses with a single indicator per construct (e.g., a regression analysis with scale scores). We also discuss multiple imputation for interaction effects, emphasizing an approach that applies standard imputation procedures to the product of 2 raw score predictors. We thoroughly describe the process of probing interaction effects with maximum likelihood and multiple imputation. For both missing data handling techniques, we outline centering and transformation strategies that researchers can implement in popular software packages, and we use a series of real data analyses to illustrate these methods. Finally, we use computer simulations to evaluate the performance of the proposed techniques. PMID:24707955

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.

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.

Methods for fitting a parametric probability distribution to most probable number data.

PubMed

Williams, Michael S; Ebel, Eric D

2012-07-02

Every year hundreds of thousands, if not millions, of samples are collected and analyzed to assess microbial contamination in food and water. The concentration of pathogenic organisms at the end of the production process is low for most commodities, so a highly sensitive screening test is used to determine whether the organism of interest is present in a sample. In some applications, samples that test positive are subjected to quantitation. The most probable number (MPN) technique is a common method to quantify the level of contamination in a sample because it is able to provide estimates at low concentrations. This technique uses a series of dilution count experiments to derive estimates of the concentration of the microorganism of interest. An application for these data is food-safety risk assessment, where the MPN concentration estimates can be fitted to a parametric distribution to summarize the range of potential exposures to the contaminant. Many different methods (e.g., substitution methods, maximum likelihood and regression on order statistics) have been proposed to fit microbial contamination data to a distribution, but the development of these methods rarely considers how the MPN technique influences the choice of distribution function and fitting method. An often overlooked aspect when applying these methods is whether the data represent actual measurements of the average concentration of microorganism per milliliter or the data are real-valued estimates of the average concentration, as is the case with MPN data. In this study, we propose two methods for fitting MPN data to a probability distribution. The first method uses a maximum likelihood estimator that takes average concentration values as the data inputs. The second is a Bayesian latent variable method that uses the counts of the number of positive tubes at each dilution to estimate the parameters of the contamination distribution. The performance of the two fitting methods is compared for two data sets that represent Salmonella and Campylobacter concentrations on chicken carcasses. The results demonstrate a bias in the maximum likelihood estimator that increases with reductions in average concentration. The Bayesian method provided unbiased estimates of the concentration distribution parameters for all data sets. We provide computer code for the Bayesian fitting method. Published by Elsevier B.V.

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.

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.

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.

Stochastic capture zone analysis of an arsenic-contaminated well using the generalized likelihood uncertainty estimator (GLUE) methodology

NASA Astrophysics Data System (ADS)

Morse, Brad S.; Pohll, Greg; Huntington, Justin; Rodriguez Castillo, Ramiro

2003-06-01

In 1992, Mexican researchers discovered concentrations of arsenic in excess of World Heath Organization (WHO) standards in several municipal wells in the Zimapan Valley of Mexico. This study describes a method to delineate a capture zone for one of the most highly contaminated wells to aid in future well siting. A stochastic approach was used to model the capture zone because of the high level of uncertainty in several input parameters. Two stochastic techniques were performed and compared: "standard" Monte Carlo analysis and the generalized likelihood uncertainty estimator (GLUE) methodology. The GLUE procedure differs from standard Monte Carlo analysis in that it incorporates a goodness of fit (termed a likelihood measure) in evaluating the model. This allows for more information (in this case, head data) to be used in the uncertainty analysis, resulting in smaller prediction uncertainty. Two likelihood measures are tested in this study to determine which are in better agreement with the observed heads. While the standard Monte Carlo approach does not aid in parameter estimation, the GLUE methodology indicates best fit models when hydraulic conductivity is approximately 10-6.5 m/s, with vertically isotropic conditions and large quantities of interbasin flow entering the basin. Probabilistic isochrones (capture zone boundaries) are then presented, and as predicted, the GLUE-derived capture zones are significantly smaller in area than those from the standard Monte Carlo approach.

Detection and Estimation of Multi-Pulse LFMCW Radar Signals

DTIC Science & Technology

2010-01-01

the Hough transform (HT) of the Wigner - Ville distribution ( WVD ), has been shown to be equivalent to the generalized likelihood ratio test (GLRT...virginia.edu Abstract— The Wigner - Ville Hough transform (WVHT) has been applied to detect and estimate the parameters of linear frequency-modulated...well studied in the literature. One of the most prominent techniques is the Wigner - Ville Hough Transform [8], [9]. The Wigner - Ville Hough transform (WVHT

The effects of ionic strength and organic matter on virus inactivation at low temperatures: general likelihood uncertainty estimation (GLUE) as an alternative to least-squares parameter optimization for the fitting of virus inactivation models

NASA Astrophysics Data System (ADS)

Mayotte, Jean-Marc; Grabs, Thomas; Sutliff-Johansson, Stacy; Bishop, Kevin

2017-06-01

This study examined how the inactivation of bacteriophage MS2 in water was affected by ionic strength (IS) and dissolved organic carbon (DOC) using static batch inactivation experiments at 4 °C conducted over a period of 2 months. Experimental conditions were characteristic of an operational managed aquifer recharge (MAR) scheme in Uppsala, Sweden. Experimental data were fit with constant and time-dependent inactivation models using two methods: (1) traditional linear and nonlinear least-squares techniques; and (2) a Monte-Carlo based parameter estimation technique called generalized likelihood uncertainty estimation (GLUE). The least-squares and GLUE methodologies gave very similar estimates of the model parameters and their uncertainty. This demonstrates that GLUE can be used as a viable alternative to traditional least-squares parameter estimation techniques for fitting of virus inactivation models. Results showed a slight increase in constant inactivation rates following an increase in the DOC concentrations, suggesting that the presence of organic carbon enhanced the inactivation of MS2. The experiment with a high IS and a low DOC was the only experiment which showed that MS2 inactivation may have been time-dependent. However, results from the GLUE methodology indicated that models of constant inactivation were able to describe all of the experiments. This suggested that inactivation time-series longer than 2 months were needed in order to provide concrete conclusions regarding the time-dependency of MS2 inactivation at 4 °C under these experimental conditions.

Hyperspectral image reconstruction for x-ray fluorescence tomography

DOE PAGES

Gürsoy, Doǧa; Biçer, Tekin; Lanzirotti, Antonio; ...

2015-01-01

A penalized maximum-likelihood estimation is proposed to perform hyperspectral (spatio-spectral) image reconstruction for X-ray fluorescence tomography. The approach minimizes a Poisson-based negative log-likelihood of the observed photon counts, and uses a penalty term that has the effect of encouraging local continuity of model parameter estimates in both spatial and spectral dimensions simultaneously. The performance of the reconstruction method is demonstrated with experimental data acquired from a seed of arabidopsis thaliana collected at the 13-ID-E microprobe beamline at the Advanced Photon Source. The resulting element distribution estimates with the proposed approach show significantly better reconstruction quality than the conventional analytical inversionmore » approaches, and allows for a high data compression factor which can reduce data acquisition times remarkably. In particular, this technique provides the capability to tomographically reconstruct full energy dispersive spectra without compromising reconstruction artifacts that impact the interpretation of results.« less

Efficient, adaptive estimation of two-dimensional firing rate surfaces via Gaussian process methods.

PubMed

Rad, Kamiar Rahnama; Paninski, Liam

2010-01-01

Estimating two-dimensional firing rate maps is a common problem, arising in a number of contexts: the estimation of place fields in hippocampus, the analysis of temporally nonstationary tuning curves in sensory and motor areas, the estimation of firing rates following spike-triggered covariance analyses, etc. Here we introduce methods based on Gaussian process nonparametric Bayesian techniques for estimating these two-dimensional rate maps. These techniques offer a number of advantages: the estimates may be computed efficiently, come equipped with natural errorbars, adapt their smoothness automatically to the local density and informativeness of the observed data, and permit direct fitting of the model hyperparameters (e.g., the prior smoothness of the rate map) via maximum marginal likelihood. We illustrate the method's flexibility and performance on a variety of simulated and real data.

A Comparative Study of Co-Channel Interference Suppression Techniques

NASA Technical Reports Server (NTRS)

Hamkins, Jon; Satorius, Ed; Paparisto, Gent; Polydoros, Andreas

1997-01-01

We describe three methods of combatting co-channel interference (CCI): a cross-coupled phase-locked loop (CCPLL); a phase-tracking circuit (PTC), and joint Viterbi estimation based on the maximum likelihood principle. In the case of co-channel FM-modulated voice signals, the CCPLL and PTC methods typically outperform the maximum likelihood estimators when the modulation parameters are dissimilar. However, as the modulation parameters become identical, joint Viterbi estimation provides for a more robust estimate of the co-channel signals and does not suffer as much from "signal switching" which especially plagues the CCPLL approach. Good performance for the PTC requires both dissimilar modulation parameters and a priori knowledge of the co-channel signal amplitudes. The CCPLL and joint Viterbi estimators, on the other hand, incorporate accurate amplitude estimates. In addition, application of the joint Viterbi algorithm to demodulating co-channel digital (BPSK) signals in a multipath environment is also discussed. It is shown in this case that if the interference is sufficiently small, a single trellis model is most effective in demodulating the co-channel signals.

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.

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.

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

PubMed

Williams, M S; Ebel, E D; Cao, Y

2013-01-01

The fitting of statistical distributions to microbial sampling data is a common application in quantitative microbiology and risk assessment applications. An underlying assumption of most fitting techniques is that data are collected with simple random sampling, which is often times not the case. This study develops a weighted maximum likelihood estimation framework that is appropriate for microbiological samples that are collected with unequal probabilities of selection. A weighted maximum likelihood estimation framework is proposed for microbiological samples that are collected with unequal probabilities of selection. Two examples, based on the collection of food samples during processing, are provided to demonstrate the method and highlight the magnitude of biases in the maximum likelihood estimator when data are inappropriately treated as a simple random sample. Failure to properly weight samples to account for how data are collected can introduce substantial biases into inferences drawn from the data. The proposed methodology will reduce or eliminate an important source of bias in inferences drawn from the analysis of microbial data. This will also make comparisons between studies and the combination of results from different studies more reliable, which is important for risk assessment applications. © 2012 No claim to US Government works.

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.

An overview of the essential differences and similarities of system identification techniques

NASA Technical Reports Server (NTRS)

Mehra, Raman K.

1991-01-01

Information is given in the form of outlines, graphs, tables and charts. Topics include system identification, Bayesian statistical decision theory, Maximum Likelihood Estimation, identification methods, structural mode identification using a stochastic realization algorithm, and identification results regarding membrane simulations and X-29 flutter flight test data.

Data Mining and Knowledge Management in Higher Education -Potential Applications.

ERIC Educational Resources Information Center

Luan, Jing

This paper introduces a new decision support tool, data mining, in the context of knowledge management. The most striking features of data mining techniques are clustering and prediction. The clustering aspect of data mining offers comprehensive characteristics analysis of students, while the predicting function estimates the likelihood for a…

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.

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.

Low-complexity DOA estimation from short data snapshots for ULA systems using the annihilating filter technique

NASA Astrophysics Data System (ADS)

Bellili, Faouzi; Amor, Souheib Ben; Affes, Sofiène; Ghrayeb, Ali

2017-12-01

This paper addresses the problem of DOA estimation using uniform linear array (ULA) antenna configurations. We propose a new low-cost method of multiple DOA estimation from very short data snapshots. The new estimator is based on the annihilating filter (AF) technique. It is non-data-aided (NDA) and does not impinge therefore on the whole throughput of the system. The noise components are assumed temporally and spatially white across the receiving antenna elements. The transmitted signals are also temporally and spatially white across the transmitting sources. The new method is compared in performance to the Cramér-Rao lower bound (CRLB), the root-MUSIC algorithm, the deterministic maximum likelihood estimator and another Bayesian method developed precisely for the single snapshot case. Simulations show that the new estimator performs well over a wide SNR range. Prominently, the main advantage of the new AF-based method is that it succeeds in accurately estimating the DOAs from short data snapshots and even from a single snapshot outperforming by far the state-of-the-art techniques both in DOA estimation accuracy and computational cost.

Development of advanced acreage estimation methods

NASA Technical Reports Server (NTRS)

Guseman, L. F., Jr. (Principal Investigator)

1980-01-01

The use of the AMOEBA clustering/classification algorithm was investigated as a basis for both a color display generation technique and maximum likelihood proportion estimation procedure. An approach to analyzing large data reduction systems was formulated and an exploratory empirical study of spatial correlation in LANDSAT data was also carried out. Topics addressed include: (1) development of multiimage color images; (2) spectral spatial classification algorithm development; (3) spatial correlation studies; and (4) evaluation of data systems.

Single Tracking Location Acoustic Radiation Force Impulse Viscoelasticity Estimation (STL-VE): A Method for Measuring Tissue Viscoelastic Parameters

PubMed Central

Langdon, Jonathan H; Elegbe, Etana; McAleavey, Stephen A

2015-01-01

Single Tracking Location (STL) Shear wave Elasticity Imaging (SWEI) is a method for detecting elastic differences between tissues. It has the advantage of intrinsic speckle bias suppression compared to Multiple Tracking Location (MTL) variants of SWEI. However, the assumption of a linear model leads to an overestimation of the shear modulus in viscoelastic media. A new reconstruction technique denoted Single Tracking Location Viscosity Estimation (STL-VE) is introduced to correct for this overestimation. This technique utilizes the same raw data generated in STL-SWEI imaging. Here, the STL-VE technique is developed by way of a Maximum Likelihood Estimation (MLE) for general viscoelastic materials. The method is then implemented for the particular case of the Kelvin-Voigt Model. Using simulation data, the STL-VE technique is demonstrated and the performance of the estimator is characterized. Finally, the STL-VE method is used to estimate the viscoelastic parameters of ex-vivo bovine liver. We find good agreement between the STL-VE results and the simulation parameters as well as between the liver shear wave data and the modeled data fit. PMID:26168170

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

Fast registration and reconstruction of aliased low-resolution frames by use of a modified maximum-likelihood approach.

PubMed

Alam, M S; Bognar, J G; Cain, S; Yasuda, B J

1998-03-10

During the process of microscanning a controlled vibrating mirror typically is used to produce subpixel shifts in a sequence of forward-looking infrared (FLIR) images. If the FLIR is mounted on a moving platform, such as an aircraft, uncontrolled random vibrations associated with the platform can be used to generate the shifts. Iterative techniques such as the expectation-maximization (EM) approach by means of the maximum-likelihood algorithm can be used to generate high-resolution images from multiple randomly shifted aliased frames. In the maximum-likelihood approach the data are considered to be Poisson random variables and an EM algorithm is developed that iteratively estimates an unaliased image that is compensated for known imager-system blur while it simultaneously estimates the translational shifts. Although this algorithm yields high-resolution images from a sequence of randomly shifted frames, it requires significant computation time and cannot be implemented for real-time applications that use the currently available high-performance processors. The new image shifts are iteratively calculated by evaluation of a cost function that compares the shifted and interlaced data frames with the corresponding values in the algorithm's latest estimate of the high-resolution image. We present a registration algorithm that estimates the shifts in one step. The shift parameters provided by the new algorithm are accurate enough to eliminate the need for iterative recalculation of translational shifts. Using this shift information, we apply a simplified version of the EM algorithm to estimate a high-resolution image from a given sequence of video frames. The proposed modified EM algorithm has been found to reduce significantly the computational burden when compared with the original EM algorithm, thus making it more attractive for practical implementation. Both simulation and experimental results are presented to verify the effectiveness of the proposed technique.

Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

USGS Publications Warehouse

Langbein, John O.

2017-01-01

Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/fα">1/fα1/fα with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi:10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.

Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors

NASA Astrophysics Data System (ADS)

Langbein, John

2017-08-01

Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.

Group Comparisons in the Presence of Missing Data Using Latent Variable Modeling Techniques

ERIC Educational Resources Information Center

Raykov, Tenko; Marcoulides, George A.

2010-01-01

A latent variable modeling approach for examining population similarities and differences in observed variable relationship and mean indexes in incomplete data sets is discussed. The method is based on the full information maximum likelihood procedure of model fitting and parameter estimation. The procedure can be employed to test group identities…

Use of artificial landscapes to isolate controls on burn probability

Treesearch

Marc-Andre Parisien; Carol Miller; Alan A. Ager; Mark A. Finney

2010-01-01

Techniques for modeling burn probability (BP) combine the stochastic components of fire regimes (ignitions and weather) with sophisticated fire growth algorithms to produce high-resolution spatial estimates of the relative likelihood of burning. Despite the numerous investigations of fire patterns from either observed or simulated sources, the specific influence of...

Effects of Missing Data Methods in Structural Equation Modeling with Nonnormal Longitudinal Data

ERIC Educational Resources Information Center

Shin, Tacksoo; Davison, Mark L.; Long, Jeffrey D.

2009-01-01

The purpose of this study is to investigate the effects of missing data techniques in longitudinal studies under diverse conditions. A Monte Carlo simulation examined the performance of 3 missing data methods in latent growth modeling: listwise deletion (LD), maximum likelihood estimation using the expectation and maximization algorithm with a…

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

NASA Technical Reports Server (NTRS)

Pai, Shantaram S.; Gyekenyesi, John P.

1988-01-01

The calculation of shape and scale parameters of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by uing the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded. The techniques described were verified with several example problems from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

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

NASA Technical Reports Server (NTRS)

Walker, H. F.

1976-01-01

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate were considered. These equations suggest certain successive approximations iterative procedures for obtaining maximum likelihood estimates. The procedures, which are generalized steepest ascent (deflected gradient) procedures, contain those of Hosmer as a special case.

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 new model to predict weak-lensing peak counts. II. Parameter constraint strategies

NASA Astrophysics Data System (ADS)

Lin, Chieh-An; Kilbinger, Martin

2015-11-01

Context. Peak counts have been shown to be an excellent tool for extracting the non-Gaussian part of the weak lensing signal. Recently, we developed a fast stochastic forward model to predict weak-lensing peak counts. Our model is able to reconstruct the underlying distribution of observables for analysis. Aims: In this work, we explore and compare various strategies for constraining a parameter using our model, focusing on the matter density Ωm and the density fluctuation amplitude σ8. Methods: First, we examine the impact from the cosmological dependency of covariances (CDC). Second, we perform the analysis with the copula likelihood, a technique that makes a weaker assumption than does the Gaussian likelihood. Third, direct, non-analytic parameter estimations are applied using the full information of the distribution. Fourth, we obtain constraints with approximate Bayesian computation (ABC), an efficient, robust, and likelihood-free algorithm based on accept-reject sampling. Results: We find that neglecting the CDC effect enlarges parameter contours by 22% and that the covariance-varying copula likelihood is a very good approximation to the true likelihood. The direct techniques work well in spite of noisier contours. Concerning ABC, the iterative process converges quickly to a posterior distribution that is in excellent agreement with results from our other analyses. The time cost for ABC is reduced by two orders of magnitude. Conclusions: The stochastic nature of our weak-lensing peak count model allows us to use various techniques that approach the true underlying probability distribution of observables, without making simplifying assumptions. Our work can be generalized to other observables where forward simulations provide samples of the underlying distribution.

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 Adaptive Kalman Filter Using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Assessment of the dorsal fin spine for chimaeroid (Holocephali: Chimaeriformes) age estimation.

PubMed

Barnett, L A K; Ebert, D A; Cailliet, G M

2009-10-01

Previous attempts to age chimaeroids have not rigorously tested assumptions of dorsal fin spine growth dynamics. Here, novel imaging and data-analysis techniques revealed that the dorsal fin spine of the spotted ratfish Hydrolagus colliei is an unreliable structure for age estimation. Variation among individuals in the relationship between spine width and distance from the spine tip indicated that the technique of transverse sectioning may impart imprecision and bias to age estimates. The number of growth-band pairs observed by light microscopy in the inner dentine layer was not a good predictor of body size. Mineral density gradients, indicative of growth zones, were absent in the dorsal fin spine of H. colliei, decreasing the likelihood that the bands observed by light microscopy represent a record of growth with consistent periodicity. These results indicate that the hypothesis of aseasonal growth remains plausible and it should not be assumed that chimaeroid age is quantifiable by standard techniques.

Estimating crustal thickness and Vp/Vs ratio with joint constraints of receiver function and gravity data

NASA Astrophysics Data System (ADS)

Shi, Lei; Guo, Lianghui; Ma, Yawei; Li, Yonghua; Wang, Weilai

2018-05-01

The technique of teleseismic receiver function H-κ stacking is popular for estimating the crustal thickness and Vp/Vs ratio. However, it has large uncertainty or ambiguity when the Moho multiples in receiver function are not easy to be identified. We present an improved technique to estimate the crustal thickness and Vp/Vs ratio by joint constraints of receiver function and gravity data. The complete Bouguer gravity anomalies, composed of the anomalies due to the relief of the Moho interface and the heterogeneous density distribution within the crust, are associated with the crustal thickness, density and Vp/Vs ratio. According to their relationship formulae presented by Lowry and Pérez-Gussinyé, we invert the complete Bouguer gravity anomalies by using a common algorithm of likelihood estimation to obtain the crustal thickness and Vp/Vs ratio, and then utilize them to constrain the receiver function H-κ stacking result. We verified the improved technique on three synthetic crustal models and evaluated the influence of selected parameters, the results of which demonstrated that the novel technique could reduce the ambiguity and enhance the accuracy of estimation. Real data test at two given stations in the NE margin of Tibetan Plateau illustrated that the improved technique provided reliable estimations of crustal thickness and Vp/Vs ratio.

Mixture class recovery in GMM under varying degrees of class separation: frequentist versus Bayesian estimation.

PubMed

Depaoli, Sarah

2013-06-01

Growth mixture modeling (GMM) represents a technique that is designed to capture change over time for unobserved subgroups (or latent classes) that exhibit qualitatively different patterns of growth. The aim of the current article was to explore the impact of latent class separation (i.e., how similar growth trajectories are across latent classes) on GMM performance. Several estimation conditions were compared: maximum likelihood via the expectation maximization (EM) algorithm and the Bayesian framework implementing diffuse priors, "accurate" informative priors, weakly informative priors, data-driven informative priors, priors reflecting partial-knowledge of parameters, and "inaccurate" (but informative) priors. The main goal was to provide insight about the optimal estimation condition under different degrees of latent class separation for GMM. Results indicated that optimal parameter recovery was obtained though the Bayesian approach using "accurate" informative priors, and partial-knowledge priors showed promise for the recovery of the growth trajectory parameters. Maximum likelihood and the remaining Bayesian estimation conditions yielded poor parameter recovery for the latent class proportions and the growth trajectories. (PsycINFO Database Record (c) 2013 APA, all rights reserved).

Maximum-likelihood spectral estimation and adaptive filtering techniques with application to airborne Doppler weather radar. Thesis Technical Report No. 20

NASA Technical Reports Server (NTRS)

Lai, Jonathan Y.

1994-01-01

This dissertation focuses on the signal processing problems associated with the detection of hazardous windshears using airborne Doppler radar when weak weather returns are in the presence of strong clutter returns. In light of the frequent inadequacy of spectral-processing oriented clutter suppression methods, we model a clutter signal as multiple sinusoids plus Gaussian noise, and propose adaptive filtering approaches that better capture the temporal characteristics of the signal process. This idea leads to two research topics in signal processing: (1) signal modeling and parameter estimation, and (2) adaptive filtering in this particular signal environment. A high-resolution, low SNR threshold maximum likelihood (ML) frequency estimation and signal modeling algorithm is devised and proves capable of delineating both the spectral and temporal nature of the clutter return. Furthermore, the Least Mean Square (LMS) -based adaptive filter's performance for the proposed signal model is investigated, and promising simulation results have testified to its potential for clutter rejection leading to more accurate estimation of windspeed thus obtaining a better assessment of the windshear hazard.

Implementing Restricted Maximum Likelihood Estimation in Structural Equation Models

ERIC Educational Resources Information Center

Cheung, Mike W.-L.

2013-01-01

Structural equation modeling (SEM) is now a generic modeling framework for many multivariate techniques applied in the social and behavioral sciences. Many statistical models can be considered either as special cases of SEM or as part of the latent variable modeling framework. One popular extension is the use of SEM to conduct linear mixed-effects…

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.

X-31 aerodynamic characteristics determined from flight data

NASA Technical Reports Server (NTRS)

Kokolios, Alex

1993-01-01

The lateral aerodynamic characteristics of the X-31 were determined at angles of attack ranging from 20 to 45 deg. Estimates of the lateral stability and control parameters were obtained by applying two parameter estimation techniques, linear regression, and the extended Kalman filter to flight test data. An attempt to apply maximum likelihood to extract parameters from the flight data was also made but failed for the reasons presented. An overview of the System Identification process is given. The overview includes a listing of the more important properties of all three estimation techniques that were applied to the data. A comparison is given of results obtained from flight test data and wind tunnel data for four important lateral parameters. Finally, future research to be conducted in this area is discussed.

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.

A New Online Calibration Method Based on Lord's Bias-Correction.

PubMed

He, Yinhong; Chen, Ping; Li, Yong; Zhang, Shumei

2017-09-01

Online calibration technique has been widely employed to calibrate new items due to its advantages. Method A is the simplest online calibration method and has attracted many attentions from researchers recently. However, a key assumption of Method A is that it treats person-parameter estimates θ ^ s (obtained by maximum likelihood estimation [MLE]) as their true values θ s , thus the deviation of the estimated θ ^ s from their true values might yield inaccurate item calibration when the deviation is nonignorable. To improve the performance of Method A, a new method, MLE-LBCI-Method A, is proposed. This new method combines a modified Lord's bias-correction method (named as maximum likelihood estimation-Lord's bias-correction with iteration [MLE-LBCI]) with the original Method A in an effort to correct the deviation of θ ^ s which may adversely affect the item calibration precision. Two simulation studies were carried out to explore the performance of both MLE-LBCI and MLE-LBCI-Method A under several scenarios. Simulation results showed that MLE-LBCI could make a significant improvement over the ML ability estimates, and MLE-LBCI-Method A did outperform Method A in almost all experimental conditions.

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

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…

Generalized Likelihood Uncertainty Estimation (GLUE) methodology for optimization of extraction in natural products.

PubMed

Maulidiani; Rudiyanto; Abas, Faridah; Ismail, Intan Safinar; Lajis, Nordin H

2018-06-01

Optimization process is an important aspect in the natural product extractions. Herein, an alternative approach is proposed for the optimization in extraction, namely, the Generalized Likelihood Uncertainty Estimation (GLUE). The approach combines the Latin hypercube sampling, the feasible range of independent variables, the Monte Carlo simulation, and the threshold criteria of response variables. The GLUE method is tested in three different techniques including the ultrasound, the microwave, and the supercritical CO 2 assisted extractions utilizing the data from previously published reports. The study found that this method can: provide more information on the combined effects of the independent variables on the response variables in the dotty plots; deal with unlimited number of independent and response variables; consider combined multiple threshold criteria, which is subjective depending on the target of the investigation for response variables; and provide a range of values with their distribution for the optimization. Copyright © 2018 Elsevier Ltd. All rights reserved.

Estimation for coefficient of variation of an extension of the exponential distribution under type-II censoring scheme

NASA Astrophysics Data System (ADS)

Bakoban, Rana A.

2017-08-01

The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.

Monte Carlo-based Reconstruction in Water Cherenkov Detectors using Chroma

NASA Astrophysics Data System (ADS)

Seibert, Stanley; Latorre, Anthony

2012-03-01

We demonstrate the feasibility of event reconstruction---including position, direction, energy and particle identification---in water Cherenkov detectors with a purely Monte Carlo-based method. Using a fast optical Monte Carlo package we have written, called Chroma, in combination with several variance reduction techniques, we can estimate the value of a likelihood function for an arbitrary event hypothesis. The likelihood can then be maximized over the parameter space of interest using a form of gradient descent designed for stochastic functions. Although slower than more traditional reconstruction algorithms, this completely Monte Carlo-based technique is universal and can be applied to a detector of any size or shape, which is a major advantage during the design phase of an experiment. As a specific example, we focus on reconstruction results from a simulation of the 200 kiloton water Cherenkov far detector option for LBNE.

The Likelihood of Completing a VET Qualification: A Model-Based Approach. Technical Paper

ERIC Educational Resources Information Center

Mark, Kevin; Karmel, Tom

2010-01-01

This paper estimates vocational education and training (VET) course-completion rates, in order to fill a gap in performance measures for the VET sector. The technique the authors use is to track all VET course enrolments within a three-year window, centred on the year of interest. Then, using an absorbing Markov chain model for a VET course…

The recursive maximum likelihood proportion estimator: User's guide and test results

NASA Technical Reports Server (NTRS)

Vanrooy, D. L.

1976-01-01

Implementation of the recursive maximum likelihood proportion estimator is described. A user's guide to programs as they currently exist on the IBM 360/67 at LARS, Purdue is included, and test results on LANDSAT data are described. On Hill County data, the algorithm yields results comparable to the standard maximum likelihood proportion estimator.

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

PubMed Central

Batchelder, William H.

2014-01-01

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

Maximum likelihood estimators for truncated and censored power-law distributions show how neuronal avalanches may be misevaluated

NASA Astrophysics Data System (ADS)

Langlois, Dominic; Cousineau, Denis; Thivierge, J. P.

2014-01-01

The coordination of activity amongst populations of neurons in the brain is critical to cognition and behavior. One form of coordinated activity that has been widely studied in recent years is the so-called neuronal avalanche, whereby ongoing bursts of activity follow a power-law distribution. Avalanches that follow a power law are not unique to neuroscience, but arise in a broad range of natural systems, including earthquakes, magnetic fields, biological extinctions, fluid dynamics, and superconductors. Here, we show that common techniques that estimate this distribution fail to take into account important characteristics of the data and may lead to a sizable misestimation of the slope of power laws. We develop an alternative series of maximum likelihood estimators for discrete, continuous, bounded, and censored data. Using numerical simulations, we show that these estimators lead to accurate evaluations of power-law distributions, improving on common approaches. Next, we apply these estimators to recordings of in vitro rat neocortical activity. We show that different estimators lead to marked discrepancies in the evaluation of power-law distributions. These results call into question a broad range of findings that may misestimate the slope of power laws by failing to take into account key aspects of the observed data.

Maximum likelihood estimators for truncated and censored power-law distributions show how neuronal avalanches may be misevaluated.

PubMed

Langlois, Dominic; Cousineau, Denis; Thivierge, J P

2014-01-01

The coordination of activity amongst populations of neurons in the brain is critical to cognition and behavior. One form of coordinated activity that has been widely studied in recent years is the so-called neuronal avalanche, whereby ongoing bursts of activity follow a power-law distribution. Avalanches that follow a power law are not unique to neuroscience, but arise in a broad range of natural systems, including earthquakes, magnetic fields, biological extinctions, fluid dynamics, and superconductors. Here, we show that common techniques that estimate this distribution fail to take into account important characteristics of the data and may lead to a sizable misestimation of the slope of power laws. We develop an alternative series of maximum likelihood estimators for discrete, continuous, bounded, and censored data. Using numerical simulations, we show that these estimators lead to accurate evaluations of power-law distributions, improving on common approaches. Next, we apply these estimators to recordings of in vitro rat neocortical activity. We show that different estimators lead to marked discrepancies in the evaluation of power-law distributions. These results call into question a broad range of findings that may misestimate the slope of power laws by failing to take into account key aspects of the observed data.

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

NASA Technical Reports Server (NTRS)

Walker, H. F.

1976-01-01

Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.

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

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

Functional magnetic resonance imaging during emotion recognition in social anxiety disorder: an activation likelihood meta-analysis

PubMed Central

Hattingh, Coenraad J.; Ipser, J.; Tromp, S. A.; Syal, S.; Lochner, C.; Brooks, S. J.; Stein, D. J.

2012-01-01

Background: Social anxiety disorder (SAD) is characterized by abnormal fear and anxiety in social situations. Functional magnetic resonance imaging (fMRI) is a brain imaging technique that can be used to demonstrate neural activation to emotionally salient stimuli. However, no attempt has yet been made to statistically collate fMRI studies of brain activation, using the activation likelihood-estimate (ALE) technique, in response to emotion recognition tasks in individuals with SAD. Methods: A systematic search of fMRI studies of neural responses to socially emotive cues in SAD was undertaken. ALE meta-analysis, a voxel-based meta-analytic technique, was used to estimate the most significant activations during emotional recognition. Results: Seven studies were eligible for inclusion in the meta-analysis, constituting a total of 91 subjects with SAD, and 93 healthy controls. The most significant areas of activation during emotional vs. neutral stimuli in individuals with SAD compared to controls were: bilateral amygdala, left medial temporal lobe encompassing the entorhinal cortex, left medial aspect of the inferior temporal lobe encompassing perirhinal cortex and parahippocampus, right anterior cingulate, right globus pallidus, and distal tip of right postcentral gyrus. Conclusion: The results are consistent with neuroanatomic models of the role of the amygdala in fear conditioning, and the importance of the limbic circuitry in mediating anxiety symptoms. PMID:23335892

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…

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

PubMed

Wu, Xiaowei; Zhu, Hongxiao

2015-02-07

Since fluctuation analysis was first introduced by Luria and Delbrück in 1943, it has been widely used to make inference about spontaneous mutation rates in cultured cells. Under certain model assumptions, the probability distribution of the number of mutants that appear in a fluctuation experiment can be derived explicitly, which provides the basis of mutation rate estimation. It has been shown that, among various existing estimators, the maximum likelihood estimator usually demonstrates some desirable properties such as consistency and lower mean squared error. However, its application in real experimental data is often hindered by slow computation of likelihood due to the recursive form of the mutant-count distribution. We propose a fast maximum likelihood estimator of mutation rates, MLE-BD, based on a birth-death process model with non-differential growth assumption. Simulation studies demonstrate that, compared with the conventional maximum likelihood estimator derived from the Luria-Delbrück distribution, MLE-BD achieves substantial improvement on computational speed and is applicable to arbitrarily large number of mutants. In addition, it still retains good accuracy on point estimation. Published by Elsevier Ltd.

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

Identification of integrated airframe: Propulsion effects on an F-15 aircraft for application to drag minimization

NASA Technical Reports Server (NTRS)

Schkolnik, Gerard S.

1993-01-01

The application of an adaptive real-time measurement-based performance optimization technique is being explored for a future flight research program. The key technical challenge of the approach is parameter identification, which uses a perturbation-search technique to identify changes in performance caused by forced oscillations of the controls. The controls on the NASA F-15 highly integrated digital electronic control (HIDEC) aircraft were perturbed using inlet cowl rotation steps at various subsonic and supersonic flight conditions to determine the effect on aircraft performance. The feasibility of the perturbation-search technique for identifying integrated airframe-propulsion system performance effects was successfully shown through flight experiments and postflight data analysis. Aircraft response and control data were analyzed postflight to identify gradients and to determine the minimum drag point. Changes in longitudinal acceleration as small as 0.004 g were measured, and absolute resolution was estimated to be 0.002 g or approximately 50 lbf of drag. Two techniques for identifying performance gradients were compared: a least-squares estimation algorithm and a modified maximum likelihood estimator algorithm. A complementary filter algorithm was used with the least squares estimator.

Identification of integrated airframe-propulsion effects on an F-15 aircraft for application to drag minimization

NASA Technical Reports Server (NTRS)

Schkolnik, Gerald S.

1993-01-01

The application of an adaptive real-time measurement-based performance optimization technique is being explored for a future flight research program. The key technical challenge of the approach is parameter identification, which uses a perturbation-search technique to identify changes in performance caused by forced oscillations of the controls. The controls on the NASA F-15 highly integrated digital electronic control (HIDEC) aircraft were perturbed using inlet cowl rotation steps at various subsonic and supersonic flight conditions to determine the effect on aircraft performance. The feasibility of the perturbation-search technique for identifying integrated airframe-propulsion system performance effects was successfully shown through flight experiments and postflight data analysis. Aircraft response and control data were analyzed postflight to identify gradients and to determine the minimum drag point. Changes in longitudinal acceleration as small as 0.004 g were measured, and absolute resolution was estimated to be 0.002 g or approximately 50 lbf of drag. Two techniques for identifying performance gradients were compared: a least-squares estimation algorithm and a modified maximum likelihood estimator algorithm. A complementary filter algorithm was used with the least squares estimator.

Learn-as-you-go acceleration of cosmological parameter estimates

NASA Astrophysics Data System (ADS)

Aslanyan, Grigor; Easther, Richard; Price, Layne C.

2015-09-01

Cosmological analyses can be accelerated by approximating slow calculations using a training set, which is either precomputed or generated dynamically. However, this approach is only safe if the approximations are well understood and controlled. This paper surveys issues associated with the use of machine-learning based emulation strategies for accelerating cosmological parameter estimation. We describe a learn-as-you-go algorithm that is implemented in the Cosmo++ code and (1) trains the emulator while simultaneously estimating posterior probabilities; (2) identifies unreliable estimates, computing the exact numerical likelihoods if necessary; and (3) progressively learns and updates the error model as the calculation progresses. We explicitly describe and model the emulation error and show how this can be propagated into the posterior probabilities. We apply these techniques to the Planck likelihood and the calculation of ΛCDM posterior probabilities. The computation is significantly accelerated without a pre-defined training set and uncertainties in the posterior probabilities are subdominant to statistical fluctuations. We have obtained a speedup factor of 6.5 for Metropolis-Hastings and 3.5 for nested sampling. Finally, we discuss the general requirements for a credible error model and show how to update them on-the-fly.

Learn-as-you-go acceleration of cosmological parameter estimates

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

Aslanyan, Grigor; Easther, Richard; Price, Layne C., E-mail: g.aslanyan@auckland.ac.nz, E-mail: r.easther@auckland.ac.nz, E-mail: lpri691@aucklanduni.ac.nz

2015-09-01

Cosmological analyses can be accelerated by approximating slow calculations using a training set, which is either precomputed or generated dynamically. However, this approach is only safe if the approximations are well understood and controlled. This paper surveys issues associated with the use of machine-learning based emulation strategies for accelerating cosmological parameter estimation. We describe a learn-as-you-go algorithm that is implemented in the Cosmo++ code and (1) trains the emulator while simultaneously estimating posterior probabilities; (2) identifies unreliable estimates, computing the exact numerical likelihoods if necessary; and (3) progressively learns and updates the error model as the calculation progresses. We explicitlymore » describe and model the emulation error and show how this can be propagated into the posterior probabilities. We apply these techniques to the Planck likelihood and the calculation of ΛCDM posterior probabilities. The computation is significantly accelerated without a pre-defined training set and uncertainties in the posterior probabilities are subdominant to statistical fluctuations. We have obtained a speedup factor of 6.5 for Metropolis-Hastings and 3.5 for nested sampling. Finally, we discuss the general requirements for a credible error model and show how to update them on-the-fly.« less

Maximum likelihood sequence estimation for optical complex direct modulation.

PubMed

Che, Di; Yuan, Feng; Shieh, William

2017-04-17

Semiconductor lasers are versatile optical transmitters in nature. Through the direct modulation (DM), the intensity modulation is realized by the linear mapping between the injection current and the light power, while various angle modulations are enabled by the frequency chirp. Limited by the direct detection, DM lasers used to be exploited only as 1-D (intensity or angle) transmitters by suppressing or simply ignoring the other modulation. Nevertheless, through the digital coherent detection, simultaneous intensity and angle modulations (namely, 2-D complex DM, CDM) can be realized by a single laser diode. The crucial technique of CDM is the joint demodulation of intensity and differential phase with the maximum likelihood sequence estimation (MLSE), supported by a closed-form discrete signal approximation of frequency chirp to characterize the MLSE transition probability. This paper proposes a statistical method for the transition probability to significantly enhance the accuracy of the chirp model. Using the statistical estimation, we demonstrate the first single-channel 100-Gb/s PAM-4 transmission over 1600-km fiber with only 10G-class DM lasers.

Bayesian Assessment of the Uncertainties of Estimates of a Conceptual Rainfall-Runoff Model Parameters

NASA Astrophysics Data System (ADS)

Silva, F. E. O. E.; Naghettini, M. D. C.; Fernandes, W.

2014-12-01

This paper evaluated the uncertainties associated with the estimation of the parameters of a conceptual rainfall-runoff model, through the use of Bayesian inference techniques by Monte Carlo simulation. The Pará River sub-basin, located in the upper São Francisco river basin, in southeastern Brazil, was selected for developing the studies. In this paper, we used the Rio Grande conceptual hydrologic model (EHR/UFMG, 2001) and the Markov Chain Monte Carlo simulation method named DREAM (VRUGT, 2008a). Two probabilistic models for the residues were analyzed: (i) the classic [Normal likelihood - r ≈ N (0, σ²)]; and (ii) a generalized likelihood (SCHOUPS & VRUGT, 2010), in which it is assumed that the differences between observed and simulated flows are correlated, non-stationary, and distributed as a Skew Exponential Power density. The assumptions made for both models were checked to ensure that the estimation of uncertainties in the parameters was not biased. The results showed that the Bayesian approach proved to be adequate to the proposed objectives, enabling and reinforcing the importance of assessing the uncertainties associated with hydrological modeling.

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.

Maximum likelihood estimation of signal-to-noise ratio and combiner weight

NASA Technical Reports Server (NTRS)

Kalson, S.; Dolinar, S. J.

1986-01-01

An algorithm for estimating signal to noise ratio and combiner weight parameters for a discrete time series is presented. The algorithm is based upon the joint maximum likelihood estimate of the signal and noise power. The discrete-time series are the sufficient statistics obtained after matched filtering of a biphase modulated signal in additive white Gaussian noise, before maximum likelihood decoding is performed.

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

Treesearch

Changren Weng; Thomas L. Kubisiak; C. Dana Nelson; James P. Geaghan; Michael Stine

1999-01-01

Single marker regression and single marker maximum likelihood estimation were tied to detect quantitative trait loci (QTLs) controlling the early height growth of longleaf pine and slash pine using a ((longleaf pine x slash pine) x slash pine) BC, population consisting of 83 progeny. Maximum likelihood estimation was found to be more power than regression and could...

Theory and Measurement of Partially Correlated Persistent Scatterers

NASA Astrophysics Data System (ADS)

Lien, J.; Zebker, H. A.

2011-12-01

Interferometric synthetic aperture radar (InSAR) time-series methods can effectively estimate temporal surface changes induced by geophysical phenomena. However, such methods are susceptible to decorrelation due to spatial and temporal baselines (radar pass separation), changes in orbital geometries, atmosphere, and noise. These effects limit the number of interferograms that can be used for differential analysis and obscure the deformation signal. InSAR decorrelation effects may be ameliorated by exploiting pixels that exhibit phase stability across the stack of interferograms. These so-called persistent scatterer (PS) pixels are dominated by a single point-like scatterer that remains phase-stable over the spatial and temporal baseline. By identifying a network of PS pixels for use in phase unwrapping, reliable deformation measurements may be obtained even in areas of low correlation, where traditional InSAR techniques fail to produce useful observations. PS identification is challenging in natural terrain, due to low reflectivity and few corner reflectors. Shanker and Zebker [1] proposed a PS pixel selection technique based on maximum-likelihood estimation of the associated signal-to-clutter ratio (SCR). In this study, we further develop the underlying theory for their technique, starting from statistical backscatter characteristics of PS pixels. We derive closed-form expressions for the spatial, rotational, and temporal decorrelation of PS pixels as a function of baseline and signal-to-clutter ratio. We show that previous decorrelation and critical baseline expressions [2] are limiting cases of our result. We then describe a series of radar scattering simulations and show that the simulated decorrelation matches well with our analytic results. Finally, we use our decorrelation expressions with maximum-likelihood SCR estimation to analyze an area of the Hayward Fault Zone in the San Francisco Bay Area. A series of 38 images of the area were obtained from C-band ERS radar satellite passes between May 1995 and December 2000. We show that the interferogram stack exhibits PS decorrelation trends in agreement with our analytic results. References 1. P. Shanker and H. Zebker, "Persistent scatterer selection using maximum likelihood estimation," Geophysical Research Letters, Vol. 34, L22301, 2007. 2. H. Zebker and J. Villasenor, "Decorrelation in Interferometric Radar Echos," IEEE Transactions on Geoscience and Remote Sensing, Vol. 30, No. 5, Sept. 1992.

Investigating the Impact of Uncertainty about Item Parameters on Ability Estimation

ERIC Educational Resources Information Center

Zhang, Jinming; Xie, Minge; Song, Xiaolan; Lu, Ting

2011-01-01

Asymptotic expansions of the maximum likelihood estimator (MLE) and weighted likelihood estimator (WLE) of an examinee's ability are derived while item parameter estimators are treated as covariates measured with error. The asymptotic formulae present the amount of bias of the ability estimators due to the uncertainty of item parameter estimators.…

Evaluation of statistical treatments of left-censored environmental data using coincident uncensored data sets: I. Summary statistics

USGS Publications Warehouse

Antweiler, Ronald C.; Taylor, Howard E.

2008-01-01

The main classes of statistical treatment of below-detection limit (left-censored) environmental data for the determination of basic statistics that have been used in the literature are substitution methods, maximum likelihood, regression on order statistics (ROS), and nonparametric techniques. These treatments, along with using all instrument-generated data (even those below detection), were evaluated by examining data sets in which the true values of the censored data were known. It was found that for data sets with less than 70% censored data, the best technique overall for determination of summary statistics was the nonparametric Kaplan-Meier technique. ROS and the two substitution methods of assigning one-half the detection limit value to censored data or assigning a random number between zero and the detection limit to censored data were adequate alternatives. The use of these two substitution methods, however, requires a thorough understanding of how the laboratory censored the data. The technique of employing all instrument-generated data - including numbers below the detection limit - was found to be less adequate than the above techniques. At high degrees of censoring (greater than 70% censored data), no technique provided good estimates of summary statistics. Maximum likelihood techniques were found to be far inferior to all other treatments except substituting zero or the detection limit value to censored data.

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

The effect of prenatal care on birthweight: a full-information maximum likelihood approach.

PubMed

Rous, Jeffrey J; Jewell, R Todd; Brown, Robert W

2004-03-01

This paper uses a full-information maximum likelihood estimation procedure, the Discrete Factor Method, to estimate the relationship between birthweight and prenatal care. This technique controls for the potential biases surrounding both the sample selection of the pregnancy-resolution decision and the endogeneity of prenatal care. In addition, we use the actual number of prenatal care visits; other studies have normally measured prenatal care as the month care is initiated. We estimate a birthweight production function using 1993 data from the US state of Texas. The results underscore the importance of correcting for estimation problems. Specifically, a model that does not control for sample selection and endogeneity overestimates the benefit of an additional visit for women who have relatively few visits. This overestimation may indicate 'positive fetal selection,' i.e., women who did not abort may have healthier babies. Also, a model that does not control for self-selection and endogenity predicts that past 17 visits, an additional visit leads to lower birthweight, while a model that corrects for these estimation problems predicts a positive effect for additional visits. This result shows the effect of mothers with less healthy fetuses making more prenatal care visits, known as 'adverse selection' in prenatal care. Copyright 2003 John Wiley & Sons, Ltd.

On Correlated-noise Analyses Applied to Exoplanet Light Curves

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Loredo, Thomas J.; Lust, Nate B.; Blecic, Jasmina; Stemm, Madison

2017-01-01

Time-correlated noise is a significant source of uncertainty when modeling exoplanet light-curve data. A correct assessment of correlated noise is fundamental to determine the true statistical significance of our findings. Here, we review three of the most widely used correlated-noise estimators in the exoplanet field, the time-averaging, residual-permutation, and wavelet-likelihood methods. We argue that the residual-permutation method is unsound in estimating the uncertainty of parameter estimates. We thus recommend to refrain from this method altogether. We characterize the behavior of the time averaging’s rms-versus-bin-size curves at bin sizes similar to the total observation duration, which may lead to underestimated uncertainties. For the wavelet-likelihood method, we note errors in the published equations and provide a list of corrections. We further assess the performance of these techniques by injecting and retrieving eclipse signals into synthetic and real Spitzer light curves, analyzing the results in terms of the relative-accuracy and coverage-fraction statistics. Both the time-averaging and wavelet-likelihood methods significantly improve the estimate of the eclipse depth over a white-noise analysis (a Markov-chain Monte Carlo exploration assuming uncorrelated noise). However, the corrections are not perfect when retrieving the eclipse depth from Spitzer data sets, these methods covered the true (injected) depth within the 68% credible region in only ˜45%-65% of the trials. Lastly, we present our open-source model-fitting tool, Multi-Core Markov-Chain Monte Carlo (MC3). This package uses Bayesian statistics to estimate the best-fitting values and the credible regions for the parameters for a (user-provided) model. MC3 is a Python/C code, available at https://github.com/pcubillos/MCcubed.

Time-Varying Delay Estimation Applied to the Surface Electromyography Signals Using the Parametric Approach

NASA Astrophysics Data System (ADS)

Luu, Gia Thien; Boualem, Abdelbassit; Duy, Tran Trung; Ravier, Philippe; Butteli, Olivier

Muscle Fiber Conduction Velocity (MFCV) can be calculated from the time delay between the surface electromyographic (sEMG) signals recorded by electrodes aligned with the fiber direction. In order to take into account the non-stationarity during the dynamic contraction (the most daily life situation) of the data, the developed methods have to consider that the MFCV changes over time, which induces time-varying delays and the data is non-stationary (change of Power Spectral Density (PSD)). In this paper, the problem of TVD estimation is considered using a parametric method. First, the polynomial model of TVD has been proposed. Then, the TVD model parameters are estimated by using a maximum likelihood estimation (MLE) strategy solved by a deterministic optimization technique (Newton) and stochastic optimization technique, called simulated annealing (SA). The performance of the two techniques is also compared. We also derive two appropriate Cramer-Rao Lower Bounds (CRLB) for the estimated TVD model parameters and for the TVD waveforms. Monte-Carlo simulation results show that the estimation of both the model parameters and the TVD function is unbiased and that the variance obtained is close to the derived CRBs. A comparison with non-parametric approaches of the TVD estimation is also presented and shows the superiority of the method proposed.

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.

A Solution to Separation and Multicollinearity in Multiple Logistic Regression

PubMed Central

Shen, Jianzhao; Gao, Sujuan

2010-01-01

In dementia screening tests, item selection for shortening an existing screening test can be achieved using multiple logistic regression. However, maximum likelihood estimates for such logistic regression models often experience serious bias or even non-existence because of separation and multicollinearity problems resulting from a large number of highly correlated items. Firth (1993, Biometrika, 80(1), 27–38) proposed a penalized likelihood estimator for generalized linear models and it was shown to reduce bias and the non-existence problems. The ridge regression has been used in logistic regression to stabilize the estimates in cases of multicollinearity. However, neither solves the problems for each other. In this paper, we propose a double penalized maximum likelihood estimator combining Firth’s penalized likelihood equation with a ridge parameter. We present a simulation study evaluating the empirical performance of the double penalized likelihood estimator in small to moderate sample sizes. We demonstrate the proposed approach using a current screening data from a community-based dementia study. PMID:20376286

A Solution to Separation and Multicollinearity in Multiple Logistic Regression.

PubMed

Shen, Jianzhao; Gao, Sujuan

2008-10-01

In dementia screening tests, item selection for shortening an existing screening test can be achieved using multiple logistic regression. However, maximum likelihood estimates for such logistic regression models often experience serious bias or even non-existence because of separation and multicollinearity problems resulting from a large number of highly correlated items. Firth (1993, Biometrika, 80(1), 27-38) proposed a penalized likelihood estimator for generalized linear models and it was shown to reduce bias and the non-existence problems. The ridge regression has been used in logistic regression to stabilize the estimates in cases of multicollinearity. However, neither solves the problems for each other. In this paper, we propose a double penalized maximum likelihood estimator combining Firth's penalized likelihood equation with a ridge parameter. We present a simulation study evaluating the empirical performance of the double penalized likelihood estimator in small to moderate sample sizes. We demonstrate the proposed approach using a current screening data from a community-based dementia study.

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.

Effects of control inputs on the estimation of stability and control parameters of a light airplane

NASA Technical Reports Server (NTRS)

Cannaday, R. L.; Suit, W. T.

1977-01-01

The maximum likelihood parameter estimation technique was used to determine the values of stability and control derivatives from flight test data for a low-wing, single-engine, light airplane. Several input forms were used during the tests to investigate the consistency of parameter estimates as it relates to inputs. These consistencies were compared by using the ensemble variance and estimated Cramer-Rao lower bound. In addition, the relationship between inputs and parameter correlations was investigated. Results from the stabilator inputs are inconclusive but the sequence of rudder input followed by aileron input or aileron followed by rudder gave more consistent estimates than did rudder or ailerons individually. Also, square-wave inputs appeared to provide slightly improved consistency in the parameter estimates when compared to sine-wave inputs.

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

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1975-01-01

New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

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.

Using latent class analysis to model prescription medications in the measurement of falling among a community elderly population

PubMed Central

2013-01-01

Background Falls among the elderly are a major public health concern. Therefore, the possibility of a modeling technique which could better estimate fall probability is both timely and needed. Using biomedical, pharmacological and demographic variables as predictors, latent class analysis (LCA) is demonstrated as a tool for the prediction of falls among community dwelling elderly. Methods Using a retrospective data-set a two-step LCA modeling approach was employed. First, we looked for the optimal number of latent classes for the seven medical indicators, along with the patients’ prescription medication and three covariates (age, gender, and number of medications). Second, the appropriate latent class structure, with the covariates, were modeled on the distal outcome (fall/no fall). The default estimator was maximum likelihood with robust standard errors. The Pearson chi-square, likelihood ratio chi-square, BIC, Lo-Mendell-Rubin Adjusted Likelihood Ratio test and the bootstrap likelihood ratio test were used for model comparisons. Results A review of the model fit indices with covariates shows that a six-class solution was preferred. The predictive probability for latent classes ranged from 84% to 97%. Entropy, a measure of classification accuracy, was good at 90%. Specific prescription medications were found to strongly influence group membership. Conclusions In conclusion the LCA method was effective at finding relevant subgroups within a heterogenous at-risk population for falling. This study demonstrated that LCA offers researchers a valuable tool to model medical data. PMID:23705639

A review and comparison of Bayesian and likelihood-based inferences in beta regression and zero-or-one-inflated beta regression.

PubMed

Liu, Fang; Eugenio, Evercita C

2018-04-01

Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.

On the Relationships between Jeffreys Modal and Weighted Likelihood Estimation of Ability under Logistic IRT Models

ERIC Educational Resources Information Center

Magis, David; Raiche, Gilles

2012-01-01

This paper focuses on two estimators of ability with logistic item response theory models: the Bayesian modal (BM) estimator and the weighted likelihood (WL) estimator. For the BM estimator, Jeffreys' prior distribution is considered, and the corresponding estimator is referred to as the Jeffreys modal (JM) estimator. It is established that under…

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

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.

Leak Detection and Location of Water Pipes Using Vibration Sensors and Modified ML Prefilter.

PubMed

Choi, Jihoon; Shin, Joonho; Song, Choonggeun; Han, Suyong; Park, Doo Il

2017-09-13

This paper proposes a new leak detection and location method based on vibration sensors and generalised cross-correlation techniques. Considering the estimation errors of the power spectral densities (PSDs) and the cross-spectral density (CSD), the proposed method employs a modified maximum-likelihood (ML) prefilter with a regularisation factor. We derive a theoretical variance of the time difference estimation error through summation in the discrete-frequency domain, and find the optimal regularisation factor that minimises the theoretical variance in practical water pipe channels. The proposed method is compared with conventional correlation-based techniques via numerical simulations using a water pipe channel model, and it is shown through field measurement that the proposed modified ML prefilter outperforms conventional prefilters for the generalised cross-correlation. In addition, we provide a formula to calculate the leak location using the time difference estimate when different types of pipes are connected.

Leak Detection and Location of Water Pipes Using Vibration Sensors and Modified ML Prefilter

PubMed Central

Shin, Joonho; Song, Choonggeun; Han, Suyong; Park, Doo Il

2017-01-01

This paper proposes a new leak detection and location method based on vibration sensors and generalised cross-correlation techniques. Considering the estimation errors of the power spectral densities (PSDs) and the cross-spectral density (CSD), the proposed method employs a modified maximum-likelihood (ML) prefilter with a regularisation factor. We derive a theoretical variance of the time difference estimation error through summation in the discrete-frequency domain, and find the optimal regularisation factor that minimises the theoretical variance in practical water pipe channels. The proposed method is compared with conventional correlation-based techniques via numerical simulations using a water pipe channel model, and it is shown through field measurement that the proposed modified ML prefilter outperforms conventional prefilters for the generalised cross-correlation. In addition, we provide a formula to calculate the leak location using the time difference estimate when different types of pipes are connected. PMID:28902154

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

NASA Technical Reports Server (NTRS)

Howell, L. W.

2002-01-01

A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral parameter estimates based on the combination of data sets.

Multiple-hit parameter estimation in monolithic detectors.

PubMed

Hunter, William C J; Barrett, Harrison H; Lewellen, Tom K; Miyaoka, Robert S

2013-02-01

We examine a maximum-a-posteriori method for estimating the primary interaction position of gamma rays with multiple interaction sites (hits) in a monolithic detector. In assessing the performance of a multiple-hit estimator over that of a conventional one-hit estimator, we consider a few different detector and readout configurations of a 50-mm-wide square cerium-doped lutetium oxyorthosilicate block. For this study, we use simulated data from SCOUT, a Monte-Carlo tool for photon tracking and modeling scintillation- camera output. With this tool, we determine estimate bias and variance for a multiple-hit estimator and compare these with similar metrics for a one-hit maximum-likelihood estimator, which assumes full energy deposition in one hit. We also examine the effect of event filtering on these metrics; for this purpose, we use a likelihood threshold to reject signals that are not likely to have been produced under the assumed likelihood model. Depending on detector design, we observe a 1%-12% improvement of intrinsic resolution for a 1-or-2-hit estimator as compared with a 1-hit estimator. We also observe improved differentiation of photopeak events using a 1-or-2-hit estimator as compared with the 1-hit estimator; more than 6% of photopeak events that were rejected by likelihood filtering for the 1-hit estimator were accurately identified as photopeak events and positioned without loss of resolution by a 1-or-2-hit estimator; for PET, this equates to at least a 12% improvement in coincidence-detection efficiency with likelihood filtering applied.

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...

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)

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

ERIC Educational Resources Information Center

Yang, Xiangdong; Poggio, John C.; Glasnapp, Douglas R.

2006-01-01

The effects of five ability estimators, that is, maximum likelihood estimator, weighted likelihood estimator, maximum a posteriori, expected a posteriori, and Owen's sequential estimator, on the performances of the item response theory-based adaptive classification procedure on multiple categories were studied via simulations. The following…

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).

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.

Calculation of Weibull strength parameters and Batdorf flow-density constants for volume- and surface-flaw-induced fracture in ceramics

NASA Technical Reports Server (NTRS)

Shantaram, S. Pai; Gyekenyesi, John P.

1989-01-01

The calculation of shape and scale parametes of the two-parameter Weibull distribution is described using the least-squares analysis and maximum likelihood methods for volume- and surface-flaw-induced fracture in ceramics with complete and censored samples. Detailed procedures are given for evaluating 90 percent confidence intervals for maximum likelihood estimates of shape and scale parameters, the unbiased estimates of the shape parameters, and the Weibull mean values and corresponding standard deviations. Furthermore, the necessary steps are described for detecting outliers and for calculating the Kolmogorov-Smirnov and the Anderson-Darling goodness-of-fit statistics and 90 percent confidence bands about the Weibull distribution. It also shows how to calculate the Batdorf flaw-density constants by using the Weibull distribution statistical parameters. The techniques described were verified with several example problems, from the open literature, and were coded in the Structural Ceramics Analysis and Reliability Evaluation (SCARE) design program.

Image Based Hair Segmentation Algorithm for the Application of Automatic Facial Caricature Synthesis

PubMed Central

Peng, Zhenyun; Zhang, Yaohui

2014-01-01

Hair is a salient feature in human face region and are one of the important cues for face analysis. Accurate detection and presentation of hair region is one of the key components for automatic synthesis of human facial caricature. In this paper, an automatic hair detection algorithm for the application of automatic synthesis of facial caricature based on a single image is proposed. Firstly, hair regions in training images are labeled manually and then the hair position prior distributions and hair color likelihood distribution function are estimated from these labels efficiently. Secondly, the energy function of the test image is constructed according to the estimated prior distributions of hair location and hair color likelihood. This energy function is further optimized according to graph cuts technique and initial hair region is obtained. Finally, K-means algorithm and image postprocessing techniques are applied to the initial hair region so that the final hair region can be segmented precisely. Experimental results show that the average processing time for each image is about 280 ms and the average hair region detection accuracy is above 90%. The proposed algorithm is applied to a facial caricature synthesis system. Experiments proved that with our proposed hair segmentation algorithm the facial caricatures are vivid and satisfying. PMID:24592182

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.

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…

Inter-Rater Reliability of Provider Interpretations of Irritable Bowel Syndrome Food and Symptom Journals

PubMed Central

Chung, Chia-Fang; Xu, Kaiyuan; Dong, Yi; Schenk, Jeanette M.; Cain, Kevin; Munson, Sean; Heitkemper, Margaret M.

2017-01-01

There are currently no standardized methods for identifying trigger food(s) from irritable bowel syndrome (IBS) food and symptom journals. The primary aim of this study was to assess the inter-rater reliability of providers’ interpretations of IBS journals. A second aim was to describe whether these interpretations varied for each patient. Eight providers reviewed 17 IBS journals and rated how likely key food groups (fermentable oligo-di-monosaccharides and polyols, high-calorie, gluten, caffeine, high-fiber) were to trigger IBS symptoms for each patient. Agreement of trigger food ratings was calculated using Krippendorff’s α-reliability estimate. Providers were also asked to write down recommendations they would give to each patient. Estimates of agreement of trigger food likelihood ratings were poor (average α = 0.07). Most providers gave similar trigger food likelihood ratings for over half the food groups. Four providers gave the exact same written recommendation(s) (range 3–7) to over half the patients. Inter-rater reliability of provider interpretations of IBS food and symptom journals was poor. Providers favored certain trigger food likelihood ratings and written recommendations. This supports the need for a more standardized method for interpreting these journals and/or more rigorous techniques to accurately identify personalized IBS food triggers. PMID:29113044

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

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

DTIC Science & Technology

2010-06-01

GMKPF represents a better and more flexible alternative to the Gaussian Maximum Likelihood (GML), and Exponential Maximum Likelihood ( EML ...accurate results relative to GML and EML when the network delays are modeled in terms of a single non-Gaussian/non-exponential distribution or as a...to the Gaussian Maximum Likelihood (GML), and Exponential Maximum Likelihood ( EML ) estimators for clock offset estimation in non-Gaussian or non

Land use/land cover mapping (1:25000) of Taiwan, Republic of China by automated multispectral interpretation of LANDSAT imagery

NASA Technical Reports Server (NTRS)

Sung, Q. C.; Miller, L. D.

1977-01-01

Three methods were tested for collection of the training sets needed to establish the spectral signatures of the land uses/land covers sought due to the difficulties of retrospective collection of representative ground control data. Computer preprocessing techniques applied to the digital images to improve the final classification results were geometric corrections, spectral band or image ratioing and statistical cleaning of the representative training sets. A minimal level of statistical verification was made based upon the comparisons between the airphoto estimates and the classification results. The verifications provided a further support to the selection of MSS band 5 and 7. It also indicated that the maximum likelihood ratioing technique can achieve more agreeable classification results with the airphoto estimates than the stepwise discriminant analysis.

A comparison of abundance estimates from extended batch-marking and Jolly–Seber-type experiments

PubMed Central

Cowen, Laura L E; Besbeas, Panagiotis; Morgan, Byron J T; Schwarz, Carl J

2014-01-01

Little attention has been paid to the use of multi-sample batch-marking studies, as it is generally assumed that an individual's capture history is necessary for fully efficient estimates. However, recently, Huggins et al. (2010) present a pseudo-likelihood for a multi-sample batch-marking study where they used estimating equations to solve for survival and capture probabilities and then derived abundance estimates using a Horvitz–Thompson-type estimator. We have developed and maximized the likelihood for batch-marking studies. We use data simulated from a Jolly–Seber-type study and convert this to what would have been obtained from an extended batch-marking study. We compare our abundance estimates obtained from the Crosbie–Manly–Arnason–Schwarz (CMAS) model with those of the extended batch-marking model to determine the efficiency of collecting and analyzing batch-marking data. We found that estimates of abundance were similar for all three estimators: CMAS, Huggins, and our likelihood. Gains are made when using unique identifiers and employing the CMAS model in terms of precision; however, the likelihood typically had lower mean square error than the pseudo-likelihood method of Huggins et al. (2010). When faced with designing a batch-marking study, researchers can be confident in obtaining unbiased abundance estimators. Furthermore, they can design studies in order to reduce mean square error by manipulating capture probabilities and sample size. PMID:24558576

Local neighborhood transition probability estimation and its use in contextual classification

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

The problem of incorporating spatial or contextual information into classifications is considered. A simple model that describes the spatial dependencies between the neighboring pixels with a single parameter, Theta, is presented. Expressions are derived for updating the posteriori probabilities of the states of nature of the pattern under consideration using information from the neighboring patterns, both for spatially uniform context and for Markov dependencies in terms of Theta. Techniques for obtaining the optimal value of the parameter Theta as a maximum likelihood estimate from the local neighborhood of the pattern under consideration are developed.

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…

Multiple-Hit Parameter Estimation in Monolithic Detectors

PubMed Central

Barrett, Harrison H.; Lewellen, Tom K.; Miyaoka, Robert S.

2014-01-01

We examine a maximum-a-posteriori method for estimating the primary interaction position of gamma rays with multiple interaction sites (hits) in a monolithic detector. In assessing the performance of a multiple-hit estimator over that of a conventional one-hit estimator, we consider a few different detector and readout configurations of a 50-mm-wide square cerium-doped lutetium oxyorthosilicate block. For this study, we use simulated data from SCOUT, a Monte-Carlo tool for photon tracking and modeling scintillation- camera output. With this tool, we determine estimate bias and variance for a multiple-hit estimator and compare these with similar metrics for a one-hit maximum-likelihood estimator, which assumes full energy deposition in one hit. We also examine the effect of event filtering on these metrics; for this purpose, we use a likelihood threshold to reject signals that are not likely to have been produced under the assumed likelihood model. Depending on detector design, we observe a 1%–12% improvement of intrinsic resolution for a 1-or-2-hit estimator as compared with a 1-hit estimator. We also observe improved differentiation of photopeak events using a 1-or-2-hit estimator as compared with the 1-hit estimator; more than 6% of photopeak events that were rejected by likelihood filtering for the 1-hit estimator were accurately identified as photopeak events and positioned without loss of resolution by a 1-or-2-hit estimator; for PET, this equates to at least a 12% improvement in coincidence-detection efficiency with likelihood filtering applied. PMID:23193231

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.

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…

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

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

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

NASA Technical Reports Server (NTRS)

Peters, B. C., Jr.; Walker, H. F.

1976-01-01

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

Bootstrap Standard Errors for Maximum Likelihood Ability Estimates When Item Parameters Are Unknown

ERIC Educational Resources Information Center

Patton, Jeffrey M.; Cheng, Ying; Yuan, Ke-Hai; Diao, Qi

2014-01-01

When item parameter estimates are used to estimate the ability parameter in item response models, the standard error (SE) of the ability estimate must be corrected to reflect the error carried over from item calibration. For maximum likelihood (ML) ability estimates, a corrected asymptotic SE is available, but it requires a long test and the…

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.

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.

Uncertainty in Population Growth Rates: Determining Confidence Intervals from Point Estimates of Parameters

PubMed Central

Devenish Nelson, Eleanor S.; Harris, Stephen; Soulsbury, Carl D.; Richards, Shane A.; Stephens, Philip A.

2010-01-01

Background Demographic models are widely used in conservation and management, and their parameterisation often relies on data collected for other purposes. When underlying data lack clear indications of associated uncertainty, modellers often fail to account for that uncertainty in model outputs, such as estimates of population growth. Methodology/Principal Findings We applied a likelihood approach to infer uncertainty retrospectively from point estimates of vital rates. Combining this with resampling techniques and projection modelling, we show that confidence intervals for population growth estimates are easy to derive. We used similar techniques to examine the effects of sample size on uncertainty. Our approach is illustrated using data on the red fox, Vulpes vulpes, a predator of ecological and cultural importance, and the most widespread extant terrestrial mammal. We show that uncertainty surrounding estimated population growth rates can be high, even for relatively well-studied populations. Halving that uncertainty typically requires a quadrupling of sampling effort. Conclusions/Significance Our results compel caution when comparing demographic trends between populations without accounting for uncertainty. Our methods will be widely applicable to demographic studies of many species. PMID:21049049

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

NASA Technical Reports Server (NTRS)

Thadani, S. G.

1977-01-01

The Maximum Likelihood Estimation of Signature Transformation (MLEST) algorithm is used to obtain maximum likelihood estimates (MLE) of affine transformation. The algorithm has been evaluated for three sets of data: simulated (training and recognition segment pairs), consecutive-day (data gathered from Landsat images), and geographical-extension (large-area crop inventory experiment) data sets. For each set, MLEST signature extension runs were made to determine MLE values and the affine-transformed training segment signatures were used to classify the recognition segments. The classification results were used to estimate wheat proportions at 0 and 1% threshold values.

A high powered radar interference mitigation technique for communications signal recovery with fpga implementation

DTIC Science & Technology

2017-03-01

2016.7485263.] 14. SUBJECT TERMS parameter estimation; matched- filter detection; QPSK; radar; interference; LSE, cyber, electronic warfare 15. NUMBER OF...signal is routed through a maximum-likelihood detector (MLD), which is a bank of four filters matched to the four symbols of the QPSK constellation... filters matched for each of the QPSK symbols is used to demodulate the signal after cancellation. The matched filters are defined as the complex

An optimal algorithm for reconstructing images from binary measurements

NASA Astrophysics Data System (ADS)

Yang, Feng; Lu, Yue M.; Sbaiz, Luciano; Vetterli, Martin

2010-01-01

We have studied a camera with a very large number of binary pixels referred to as the gigavision camera [1] or the gigapixel digital film camera [2, 3]. Potential advantages of this new camera design include improved dynamic range, thanks to its logarithmic sensor response curve, and reduced exposure time in low light conditions, due to its highly sensitive photon detection mechanism. We use maximum likelihood estimator (MLE) to reconstruct a high quality conventional image from the binary sensor measurements of the gigavision camera. We prove that when the threshold T is "1", the negative loglikelihood function is a convex function. Therefore, optimal solution can be achieved using convex optimization. Base on filter bank techniques, fast algorithms are given for computing the gradient and the multiplication of a vector and Hessian matrix of the negative log-likelihood function. We show that with a minor change, our algorithm also works for estimating conventional images from multiple binary images. Numerical experiments with synthetic 1-D signals and images verify the effectiveness and quality of the proposed algorithm. Experimental results also show that estimation performance can be improved by increasing the oversampling factor or the number of binary images.

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.

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

ERIC Educational Resources Information Center

Penfield, Randall D.; Bergeron, Jennifer M.

2005-01-01

This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…

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...

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

NASA Astrophysics Data System (ADS)

Perlovsky, Leonid I.; Webb, Virgil H.; Bradley, Scott R.; Hansen, Christopher A.

1998-07-01

An advanced detection and tracking system is being developed for the U.S. Navy's Relocatable Over-the-Horizon Radar (ROTHR) to provide improved tracking performance against small aircraft typically used in drug-smuggling activities. The development is based on the Maximum Likelihood Adaptive Neural System (MLANS), a model-based neural network that combines advantages of neural network and model-based algorithmic approaches. The objective of the MLANS tracker development effort is to address user requirements for increased detection and tracking capability in clutter and improved track position, heading, and speed accuracy. The MLANS tracker is expected to outperform other approaches to detection and tracking for the following reasons. It incorporates adaptive internal models of target return signals, target tracks and maneuvers, and clutter signals, which leads to concurrent clutter suppression, detection, and tracking (track-before-detect). It is not combinatorial and thus does not require any thresholding or peak picking and can track in low signal-to-noise conditions. It incorporates superresolution spectrum estimation techniques exceeding the performance of conventional maximum likelihood and maximum entropy methods. The unique spectrum estimation method is based on the Einsteinian interpretation of the ROTHR received energy spectrum as a probability density of signal frequency. The MLANS neural architecture and learning mechanism are founded on spectrum models and maximization of the "Einsteinian" likelihood, allowing knowledge of the physical behavior of both targets and clutter to be injected into the tracker algorithms. The paper describes the addressed requirements and expected improvements, theoretical foundations, engineering methodology, and results of the development effort to date.

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 for general birth-death processes

PubMed Central

Crawford, Forrest W.; Minin, Vladimir N.; Suchard, Marc A.

2013-01-01

Birth-death processes (BDPs) are continuous-time Markov chains that track the number of “particles” in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle birth and death rates remains largely limited to restrictive linear BDPs in which per-particle birth and death rates are constant. Researchers often observe the number of particles at discrete times, necessitating data augmentation procedures such as expectation-maximization (EM) to find maximum likelihood estimates. For BDPs on finite state-spaces, there are powerful matrix methods for computing the conditional expectations needed for the E-step of the EM algorithm. For BDPs on infinite state-spaces, closed-form solutions for the E-step are available for some linear models, but most previous work has resorted to time-consuming simulation. Remarkably, we show that the E-step conditional expectations can be expressed as convolutions of computable transition probabilities for any general BDP with arbitrary rates. This important observation, along with a convenient continued fraction representation of the Laplace transforms of the transition probabilities, allows for novel and efficient computation of the conditional expectations for all BDPs, eliminating the need for truncation of the state-space or costly simulation. We use this insight to derive EM algorithms that yield maximum likelihood estimation for general BDPs characterized by various rate models, including generalized linear models. We show that our Laplace convolution technique outperforms competing methods when they are available and demonstrate a technique to accelerate EM algorithm convergence. We validate our approach using synthetic data and then apply our methods to cancer cell growth and estimation of mutation parameters in microsatellite evolution. PMID:25328261

Estimation for general birth-death processes.

PubMed

Crawford, Forrest W; Minin, Vladimir N; Suchard, Marc A

2014-04-01

Birth-death processes (BDPs) are continuous-time Markov chains that track the number of "particles" in a system over time. While widely used in population biology, genetics and ecology, statistical inference of the instantaneous particle birth and death rates remains largely limited to restrictive linear BDPs in which per-particle birth and death rates are constant. Researchers often observe the number of particles at discrete times, necessitating data augmentation procedures such as expectation-maximization (EM) to find maximum likelihood estimates. For BDPs on finite state-spaces, there are powerful matrix methods for computing the conditional expectations needed for the E-step of the EM algorithm. For BDPs on infinite state-spaces, closed-form solutions for the E-step are available for some linear models, but most previous work has resorted to time-consuming simulation. Remarkably, we show that the E-step conditional expectations can be expressed as convolutions of computable transition probabilities for any general BDP with arbitrary rates. This important observation, along with a convenient continued fraction representation of the Laplace transforms of the transition probabilities, allows for novel and efficient computation of the conditional expectations for all BDPs, eliminating the need for truncation of the state-space or costly simulation. We use this insight to derive EM algorithms that yield maximum likelihood estimation for general BDPs characterized by various rate models, including generalized linear models. We show that our Laplace convolution technique outperforms competing methods when they are available and demonstrate a technique to accelerate EM algorithm convergence. We validate our approach using synthetic data and then apply our methods to cancer cell growth and estimation of mutation parameters in microsatellite evolution.

Mitigating Multipath Bias Using a Dual-Polarization Antenna: Theoretical Performance, Algorithm Design, and Simulation

PubMed Central

Xie, Lin; Cui, Xiaowei; Zhao, Sihao; Lu, Mingquan

2017-01-01

It is well known that multipath effect remains a dominant error source that affects the positioning accuracy of Global Navigation Satellite System (GNSS) receivers. Significant efforts have been made by researchers and receiver manufacturers to mitigate multipath error in the past decades. Recently, a multipath mitigation technique using dual-polarization antennas has become a research hotspot for it provides another degree of freedom to distinguish the line-of-sight (LOS) signal from the LOS and multipath composite signal without extensively increasing the complexity of the receiver. Numbers of multipath mitigation techniques using dual-polarization antennas have been proposed and all of them report performance improvement over the single-polarization methods. However, due to the unpredictability of multipath, multipath mitigation techniques based on dual-polarization are not always effective while few studies discuss the condition under which the multipath mitigation using a dual-polarization antenna can outperform that using a single-polarization antenna, which is a fundamental question for dual-polarization multipath mitigation (DPMM) and the design of multipath mitigation algorithms. In this paper we analyze the characteristics of the signal received by a dual-polarization antenna and use the maximum likelihood estimation (MLE) to assess the theoretical performance of DPMM in different received signal cases. Based on the assessment we answer this fundamental question and find the dual-polarization antenna’s capability in mitigating short delay multipath—the most challenging one among all types of multipath for the majority of the multipath mitigation techniques. Considering these effective conditions, we propose a dual-polarization sequential iterative maximum likelihood estimation (DP-SIMLE) algorithm for DPMM. The simulation results verify our theory and show superior performance of the proposed DP-SIMLE algorithm over the traditional one using only an RHCP antenna. PMID:28208832

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

ERIC Educational Resources Information Center

Casabianca, Jodi M.; Lewis, Charles

2015-01-01

Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…

An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models

ERIC Educational Resources Information Center

Lee, Taehun

2010-01-01

In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…

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.

Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information

NASA Technical Reports Server (NTRS)

Howell, L. W., Jr.

2003-01-01

A simple power law model consisting of a single spectral index, sigma(sub 2), is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index sigma(sub 2) greater than sigma(sub 1) above E(sub k). The maximum likelihood (ML) procedure was developed for estimating the single parameter sigma(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (Pl) consistency (asymptotically unbiased), (P2) efficiency (asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only be ascertained by calculating the CRB for an assumed energy spectrum- detector response function combination, which can be quite formidable in practice. However, the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are stained in practice are investigated.

Modelling ultrasound guided wave propagation for plate thickness measurement

NASA Astrophysics Data System (ADS)

Malladi, Rakesh; Dabak, Anand; Murthy, Nitish Krishna

2014-03-01

Structural Health monitoring refers to monitoring the health of plate-like walls of large reactors, pipelines and other structures in terms of corrosion detection and thickness estimation. The objective of this work is modeling the ultrasonic guided waves generated in a plate. The piezoelectric is excited by an input pulse to generate ultrasonic guided lamb waves in the plate that are received by another piezoelectric transducer. In contrast with existing methods, we develop a mathematical model of the direct component of the signal (DCS) recorded at the terminals of the piezoelectric transducer. The DCS model uses maximum likelihood technique to estimate the different parameters, namely the time delay of the signal due to the transducer delay and amplitude scaling of all the lamb wave modes due to attenuation, while taking into account the received signal spreading in time due to dispersion. The maximum likelihood estimate minimizes the energy difference between the experimental and the DCS model-generated signal. We demonstrate that the DCS model matches closely with experimentally recorded signals and show it can be used to estimate thickness of the plate. The main idea of the thickness estimation algorithm is to generate a bank of DCS model-generated signals, each corresponding to a different thickness of the plate and then find the closest match among these signals to the received signal, resulting in an estimate of the thickness of the plate. Therefore our approach provides a complementary suite of analytics to the existing thickness monitoring approaches.

Multiple robustness in factorized likelihood models.

PubMed

Molina, J; Rotnitzky, A; Sued, M; Robins, J M

2017-09-01

We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct.

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)

Inventory and mapping of flood inundation using interactive digital image analysis techniques

USGS Publications Warehouse

Rohde, Wayne G.; Nelson, Charles A.; Taranik, J.V.

1979-01-01

LANDSAT digital data and color infra-red photographs were used in a multiphase sampling scheme to estimate the area of agricultural land affected by a flood. The LANDSAT data were classified with a maximum likelihood algorithm. Stratification of the LANDSAT data, prior to classification, greatly reduced misclassification errors. The classification results were used to prepare a map overlay showing the areal extent of flooding. These data also provided statistics required to estimate sample size in a two phase sampling scheme, and provided quick, accurate estimates of areas flooded for the first phase. The measurements made in the second phase, based on ground data and photo-interpretation, were used with two phase sampling statistics to estimate the area of agricultural land affected by flooding These results show that LANDSAT digital data can be used to prepare map overlays showing the extent of flooding on agricultural land and, with two phase sampling procedures, can provide acreage estimates with sampling errors of about 5 percent. This procedure provides a technique for rapidly assessing the areal extent of flood conditions on agricultural land and would provide a basis for designing a sampling framework to estimate the impact of flooding on crop production.

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.

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

PubMed

Scheike, Thomas H; Juul, Anders

2004-04-01

Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazards model. The MLE is computed by the EM-algorithm, which is easy to implement in the proportional hazards setting. Standard errors are estimated by a numerical profile likelihood approach based on EM aided differentiation. The work was motivated by a nested case-control study that hypothesized that insulin-like growth factor I was associated with ischemic heart disease. The study was based on a population of 3784 Danes and 231 cases of ischemic heart disease where controls were matched on age and gender. We illustrate the use of the MLE for these data and show how the maximum likelihood framework can be used to obtain information additional to the relative risk estimates of covariates.

Stochastic models for atomic clocks

NASA Technical Reports Server (NTRS)

Barnes, J. A.; Jones, R. H.; Tryon, P. V.; Allan, D. W.

1983-01-01

For the atomic clocks used in the National Bureau of Standards Time Scales, an adequate model is the superposition of white FM, random walk FM, and linear frequency drift for times longer than about one minute. The model was tested on several clocks using maximum likelihood techniques for parameter estimation and the residuals were acceptably random. Conventional diagnostics indicate that additional model elements contribute no significant improvement to the model even at the expense of the added model complexity.

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…

Enhancing resolution and contrast in second-harmonic generation microscopy using an advanced maximum likelihood estimation restoration method

NASA Astrophysics Data System (ADS)

Sivaguru, Mayandi; Kabir, Mohammad M.; Gartia, Manas Ranjan; Biggs, David S. C.; Sivaguru, Barghav S.; Sivaguru, Vignesh A.; Berent, Zachary T.; Wagoner Johnson, Amy J.; Fried, Glenn A.; Liu, Gang Logan; Sadayappan, Sakthivel; Toussaint, Kimani C.

2017-02-01

Second-harmonic generation (SHG) microscopy is a label-free imaging technique to study collagenous materials in extracellular matrix environment with high resolution and contrast. However, like many other microscopy techniques, the actual spatial resolution achievable by SHG microscopy is reduced by out-of-focus blur and optical aberrations that degrade particularly the amplitude of the detectable higher spatial frequencies. Being a two-photon scattering process, it is challenging to define a point spread function (PSF) for the SHG imaging modality. As a result, in comparison with other two-photon imaging systems like two-photon fluorescence, it is difficult to apply any PSF-engineering techniques to enhance the experimental spatial resolution closer to the diffraction limit. Here, we present a method to improve the spatial resolution in SHG microscopy using an advanced maximum likelihood estimation (AdvMLE) algorithm to recover the otherwise degraded higher spatial frequencies in an SHG image. Through adaptation and iteration, the AdvMLE algorithm calculates an improved PSF for an SHG image and enhances the spatial resolution by decreasing the full-width-at-halfmaximum (FWHM) by 20%. Similar results are consistently observed for biological tissues with varying SHG sources, such as gold nanoparticles and collagen in porcine feet tendons. By obtaining an experimental transverse spatial resolution of 400 nm, we show that the AdvMLE algorithm brings the practical spatial resolution closer to the theoretical diffraction limit. Our approach is suitable for adaptation in micro-nano CT and MRI imaging, which has the potential to impact diagnosis and treatment of human diseases.

Parameter estimation of an ARMA model for river flow forecasting using goal programming

NASA Astrophysics Data System (ADS)

Mohammadi, Kourosh; Eslami, H. R.; Kahawita, Rene

2006-11-01

SummaryRiver flow forecasting constitutes one of the most important applications in hydrology. Several methods have been developed for this purpose and one of the most famous techniques is the Auto regressive moving average (ARMA) model. In the research reported here, the goal was to minimize the error for a specific season of the year as well as for the complete series. Goal programming (GP) was used to estimate the ARMA model parameters. Shaloo Bridge station on the Karun River with 68 years of observed stream flow data was selected to evaluate the performance of the proposed method. The results when compared with the usual method of maximum likelihood estimation were favorable with respect to the new proposed algorithm.

Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations

NASA Astrophysics Data System (ADS)

Rypdal, Martin; Sirnes, Espen; Løvsletten, Ola; Rypdal, Kristoffer

2013-08-01

Maximum likelihood estimation techniques for multifractal processes are applied to high-frequency data in order to quantify intermittency in the fluctuations of asset prices. From time records as short as one month these methods permit extraction of a meaningful intermittency parameter λ characterising the degree of volatility clustering. We can therefore study the time evolution of volatility clustering and test the statistical significance of this variability. By analysing data from the Oslo Stock Exchange, and comparing the results with the investment grade spread, we find that the estimates of λ are lower at times of high market uncertainty.

Processing of Antenna-Array Signals on the Basis of the Interference Model Including a Rank-Deficient Correlation Matrix

NASA Astrophysics Data System (ADS)

Rodionov, A. A.; Turchin, V. I.

2017-06-01

We propose a new method of signal processing in antenna arrays, which is called the Maximum-Likelihood Signal Classification. The proposed method is based on the model in which interference includes a component with a rank-deficient correlation matrix. Using numerical simulation, we show that the proposed method allows one to ensure variance of the estimated arrival angle of the plane wave, which is close to the Cramer-Rao lower boundary and more efficient than the best-known MUSIC method. It is also shown that the proposed technique can be efficiently used for estimating the time dependence of the useful signal.

CosmoSIS: A system for MC parameter estimation

DOE PAGES

Bridle, S.; Dodelson, S.; Jennings, E.; ...

2015-12-23

CosmoSIS is a modular system for cosmological parameter estimation, based on Markov Chain Monte Carlo and related techniques. It provides a series of samplers, which drive the exploration of the parameter space, and a series of modules, which calculate the likelihood of the observed data for a given physical model, determined by the location of a sample in the parameter space. While CosmoSIS ships with a set of modules that calculate quantities of interest to cosmologists, there is nothing about the framework itself, nor in the Markov Chain Monte Carlo technique, that is specific to cosmology. Thus CosmoSIS could bemore » used for parameter estimation problems in other fields, including HEP. This paper describes the features of CosmoSIS and show an example of its use outside of cosmology. Furthermore, it also discusses how collaborative development strategies differ between two different communities: that of HEP physicists, accustomed to working in large collaborations, and that of cosmologists, who have traditionally not worked in large groups.« less

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.

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.

Explaining the effect of event valence on unrealistic optimism.

PubMed

Gold, Ron S; Brown, Mark G

2009-05-01

People typically exhibit 'unrealistic optimism' (UO): they believe they have a lower chance of experiencing negative events and a higher chance of experiencing positive events than does the average person. UO has been found to be greater for negative than positive events. This 'valence effect' has been explained in terms of motivational processes. An alternative explanation is provided by the 'numerosity model', which views the valence effect simply as a by-product of a tendency for likelihood estimates pertaining to the average member of a group to increase with the size of the group. Predictions made by the numerosity model were tested in two studies. In each, UO for a single event was assessed. In Study 1 (n = 115 students), valence was manipulated by framing the event either negatively or positively, and participants estimated their own likelihood and that of the average student at their university. In Study 2 (n = 139 students), valence was again manipulated and participants again estimated their own likelihood; additionally, group size was manipulated by having participants estimate the likelihood of the average student in a small, medium-sized, or large group. In each study, the valence effect was found, but was due to an effect on estimates of own likelihood, not the average person's likelihood. In Study 2, valence did not interact with group size. The findings contradict the numerosity model, but are in accord with the motivational explanation. Implications for health education are discussed.

Accuracy of diagnostic tests to detect asymptomatic bacteriuria during pregnancy.

PubMed

Mignini, Luciano; Carroli, Guillermo; Abalos, Edgardo; Widmer, Mariana; Amigot, Susana; Nardin, Juan Manuel; Giordano, Daniel; Merialdi, Mario; Arciero, Graciela; Del Carmen Hourquescos, Maria

2009-02-01

A dipslide is a plastic paddle coated with agar that is attached to a plastic cap that screws onto a sterile plastic vial. Our objective was to estimate the diagnostic accuracy of the dipslide culture technique to detect asymptomatic bacteriuria during pregnancy and to evaluate the accuracy of nitrate and leucocyte esterase dipslides for screening. This was an ancillary study within a trial comparing single-day with 7-day therapy in treating asymptomatic bacteriuria. Clean-catch midstream samples were collected from pregnant women seeking routine care. Positive and negative likelihood ratios and sensitivity and specificity for the culture-based dipslide to detect and chemical dipsticks (nitrites, leukocyte esterase, or both) to screen were estimated using traditional urine culture as the "gold standard." : A total of 3,048 eligible pregnant women were screened. The prevalence of asymptomatic bacteriuria was 15%, with Escherichia coli the most prevalent organism. The likelihood ratio for detecting asymptomatic bacteriuria with a positive dipslide test was 225 (95% confidence interval [CI] 113-449), increasing the probability of asymptomatic bacteriuria to 98%; the likelihood ratio for a negative dipslide test was 0.02 (95% CI 0.01-0.05), reducing the probability of bacteriuria to less than 1%. The positive likelihood ratio of leukocyte esterase and nitrite dipsticks (when both or either one was positive) was 6.95 (95% CI 5.80-8.33), increasing the probability of bacteriuria to only 54%; the negative likelihood ratio was 0.50 (95% CI 0.45-0.57), reducing the probability to 8%. A pregnant woman with a positive dipslide test is very likely to have a definitive diagnosis of asymptomatic bacteriuria, whereas a negative result effectively rules out the presence of bacteriuria. Dipsticks that measure nitrites and leukocyte esterase have low sensitivity for use in screening for asymptomatic bacteriuria during gestation. ISRCTN, isrctn.org, 1196608 II.

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

PubMed

Nagelkerke, Nico; Fidler, Vaclav

2015-01-01

The problem of discrimination and classification is central to much of epidemiology. Here we consider the estimation of a logistic regression/discrimination function from training samples, when one of the training samples is subject to misclassification or mislabeling, e.g. diseased individuals are incorrectly classified/labeled as healthy controls. We show that this leads to zero-inflated binomial model with a defective logistic regression or discrimination function, whose parameters can be estimated using standard statistical methods such as maximum likelihood. These parameters can be used to estimate the probability of true group membership among those, possibly erroneously, classified as controls. Two examples are analyzed and discussed. A simulation study explores properties of the maximum likelihood parameter estimates and the estimates of the number of mislabeled observations.

Device-independent point estimation from finite data and its application to device-independent property estimation

NASA Astrophysics Data System (ADS)

Lin, Pei-Sheng; Rosset, Denis; Zhang, Yanbao; Bancal, Jean-Daniel; Liang, Yeong-Cherng

2018-03-01

The device-independent approach to physics is one where conclusions are drawn directly from the observed correlations between measurement outcomes. In quantum information, this approach allows one to make strong statements about the properties of the underlying systems or devices solely via the observation of Bell-inequality-violating correlations. However, since one can only perform a finite number of experimental trials, statistical fluctuations necessarily accompany any estimation of these correlations. Consequently, an important gap remains between the many theoretical tools developed for the asymptotic scenario and the experimentally obtained raw data. In particular, a physical and concurrently practical way to estimate the underlying quantum distribution has so far remained elusive. Here, we show that the natural analogs of the maximum-likelihood estimation technique and the least-square-error estimation technique in the device-independent context result in point estimates of the true distribution that are physical, unique, computationally tractable, and consistent. They thus serve as sound algorithmic tools allowing one to bridge the aforementioned gap. As an application, we demonstrate how such estimates of the underlying quantum distribution can be used to provide, in certain cases, trustworthy estimates of the amount of entanglement present in the measured system. In stark contrast to existing approaches to device-independent parameter estimations, our estimation does not require the prior knowledge of any Bell inequality tailored for the specific property and the specific distribution of interest.

On the mass of the local group

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

González, Roberto E.; Kravtsov, Andrey V.; Gnedin, Nickolay Y., E-mail: regonzar@astro.puc.cl

2014-10-01

We use recent proper motion measurements of the tangential velocity of M31, along with its radial velocity and distance, to derive the likelihood of the sum of halo masses of the Milky Way and M31. This is done using a sample of halo pairs in the Bolshoi cosmological simulation of ΛCDM cosmology selected to match the properties and the environment of the Local Group. The resulting likelihood gives an estimate of the sum of the masses of M {sub MW,} {sub 200c} + M {sub M31,} {sub 200c} = 2.40{sub −1.05}{sup +1.95}×10{sup 12} M{sub ⊙} (90% confidence interval). This estimatemore » is consistent with individual mass estimates for the Milky Way and M31 and is consistent, albeit somewhat on the low side, with the mass estimated using the timing argument. We show that although the timing argument is unbiased on average for all pairs, for pairs constrained to have radial and tangential velocities similar to that of the Local Group the argument overestimates the sum of masses by a factor of 1.6. Using similar technique, we estimate the total dark matter mass enclosed within 1 Mpc from the Local Group barycenter to be M{sub LG}(r<1 Mpc)=4.2{sub −2.0}{sup +3.4}×10{sup 12} M{sub ⊙} (90% confidence interval).« less

Cosmic shear measurement with maximum likelihood and maximum a posteriori inference

NASA Astrophysics Data System (ADS)

Hall, Alex; Taylor, Andy

2017-06-01

We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements, extending previous work on maximum likelihood inference for weak lensing. We show that a large part of the bias on these point estimators can be removed using information already contained in the likelihood when a galaxy model is specified, without the need for external calibration. We test these bias-corrected estimators on simulated galaxy images similar to those expected from planned space-based weak lensing surveys, with promising results. We find that the introduction of an intrinsic shape prior can help with mitigation of noise bias, such that the maximum a posteriori estimate can be made less biased than the maximum likelihood estimate. Second-order terms offer a check on the convergence of the estimators, but are largely subdominant. We show how biases propagate to shear estimates, demonstrating in our simple set-up that shear biases can be reduced by orders of magnitude and potentially to within the requirements of planned space-based surveys at mild signal-to-noise ratio. We find that second-order terms can exhibit significant cancellations at low signal-to-noise ratio when Gaussian noise is assumed, which has implications for inferring the performance of shear-measurement algorithms from simplified simulations. We discuss the viability of our point estimators as tools for lensing inference, arguing that they allow for the robust measurement of ellipticity and shear.

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

NASA Technical Reports Server (NTRS)

1979-01-01

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

Accurate Structural Correlations from Maximum Likelihood Superpositions

PubMed Central

Theobald, Douglas L; Wuttke, Deborah S

2008-01-01

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

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

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

1998-01-01

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…

Cosmological parameters from a re-analysis of the WMAP 7 year low-resolution maps

NASA Astrophysics Data System (ADS)

Finelli, F.; De Rosa, A.; Gruppuso, A.; Paoletti, D.

2013-06-01

Cosmological parameters from Wilkinson Microwave Anisotropy Probe (WMAP) 7 year data are re-analysed by substituting a pixel-based likelihood estimator to the one delivered publicly by the WMAP team. Our pixel-based estimator handles exactly intensity and polarization in a joint manner, allowing us to use low-resolution maps and noise covariance matrices in T, Q, U at the same resolution, which in this work is 3.6°. We describe the features and the performances of the code implementing our pixel-based likelihood estimator. We perform a battery of tests on the application of our pixel-based likelihood routine to WMAP publicly available low-resolution foreground-cleaned products, in combination with the WMAP high-ℓ likelihood, reporting the differences on cosmological parameters evaluated by the full WMAP likelihood public package. The differences are not only due to the treatment of polarization, but also to the marginalization over monopole and dipole uncertainties present in the WMAP pixel likelihood code for temperature. The credible central value for the cosmological parameters change below the 1σ level with respect to the evaluation by the full WMAP 7 year likelihood code, with the largest difference in a shift to smaller values of the scalar spectral index nS.

Examining the effect of initialization strategies on the performance of Gaussian mixture modeling.

PubMed

Shireman, Emilie; Steinley, Douglas; Brusco, Michael J

2017-02-01

Mixture modeling is a popular technique for identifying unobserved subpopulations (e.g., components) within a data set, with Gaussian (normal) mixture modeling being the form most widely used. Generally, the parameters of these Gaussian mixtures cannot be estimated in closed form, so estimates are typically obtained via an iterative process. The most common estimation procedure is maximum likelihood via the expectation-maximization (EM) algorithm. Like many approaches for identifying subpopulations, finite mixture modeling can suffer from locally optimal solutions, and the final parameter estimates are dependent on the initial starting values of the EM algorithm. Initial values have been shown to significantly impact the quality of the solution, and researchers have proposed several approaches for selecting the set of starting values. Five techniques for obtaining starting values that are implemented in popular software packages are compared. Their performances are assessed in terms of the following four measures: (1) the ability to find the best observed solution, (2) settling on a solution that classifies observations correctly, (3) the number of local solutions found by each technique, and (4) the speed at which the start values are obtained. On the basis of these results, a set of recommendations is provided to the user.

Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.

PubMed

Pezoa, Jorge E; Hayat, Majeed M; Torres, Sergio N; Rahman, Md Saifur

2006-06-01

We present an adaptive technique for the estimation of nonuniformity parameters of infrared focal-plane arrays that is robust with respect to changes and uncertainties in scene and sensor characteristics. The proposed algorithm is based on using a bank of Kalman filters in parallel. Each filter independently estimates state variables comprising the gain and the bias matrices of the sensor, according to its own dynamic-model parameters. The supervising component of the algorithm then generates the final estimates of the state variables by forming a weighted superposition of all the estimates rendered by each Kalman filter. The weights are computed and updated iteratively, according to the a posteriori-likelihood principle. The performance of the estimator and its ability to compensate for fixed-pattern noise is tested using both simulated and real data obtained from two cameras operating in the mid- and long-wave infrared regime.

Network Model-Assisted Inference from Respondent-Driven Sampling Data

PubMed Central

Gile, Krista J.; Handcock, Mark S.

2015-01-01

Summary Respondent-Driven Sampling is a widely-used method for sampling hard-to-reach human populations by link-tracing over their social networks. Inference from such data requires specialized techniques because the sampling process is both partially beyond the control of the researcher, and partially implicitly defined. Therefore, it is not generally possible to directly compute the sampling weights for traditional design-based inference, and likelihood inference requires modeling the complex sampling process. As an alternative, we introduce a model-assisted approach, resulting in a design-based estimator leveraging a working network model. We derive a new class of estimators for population means and a corresponding bootstrap standard error estimator. We demonstrate improved performance compared to existing estimators, including adjustment for an initial convenience sample. We also apply the method and an extension to the estimation of HIV prevalence in a high-risk population. PMID:26640328

Network Model-Assisted Inference from Respondent-Driven Sampling Data.

PubMed

Gile, Krista J; Handcock, Mark S

2015-06-01

Respondent-Driven Sampling is a widely-used method for sampling hard-to-reach human populations by link-tracing over their social networks. Inference from such data requires specialized techniques because the sampling process is both partially beyond the control of the researcher, and partially implicitly defined. Therefore, it is not generally possible to directly compute the sampling weights for traditional design-based inference, and likelihood inference requires modeling the complex sampling process. As an alternative, we introduce a model-assisted approach, resulting in a design-based estimator leveraging a working network model. We derive a new class of estimators for population means and a corresponding bootstrap standard error estimator. We demonstrate improved performance compared to existing estimators, including adjustment for an initial convenience sample. We also apply the method and an extension to the estimation of HIV prevalence in a high-risk population.

Estimating the exceedance probability of rain rate by logistic regression

NASA Technical Reports Server (NTRS)

Chiu, Long S.; Kedem, Benjamin

1990-01-01

Recent studies have shown that the fraction of an area with rain intensity above a fixed threshold is highly correlated with the area-averaged rain rate. To estimate the fractional rainy area, a logistic regression model, which estimates the conditional probability that rain rate over an area exceeds a fixed threshold given the values of related covariates, is developed. The problem of dependency in the data in the estimation procedure is bypassed by the method of partial likelihood. Analyses of simulated scanning multichannel microwave radiometer and observed electrically scanning microwave radiometer data during the Global Atlantic Tropical Experiment period show that the use of logistic regression in pixel classification is superior to multiple regression in predicting whether rain rate at each pixel exceeds a given threshold, even in the presence of noisy data. The potential of the logistic regression technique in satellite rain rate estimation is discussed.

Differential Shift Estimation in the Absence of Coherence: Performance Analysis and Benefits of Polarimetry

NASA Astrophysics Data System (ADS)

Villano, Michelangelo; Papathanassiou, Konstantinos P.

2011-03-01

The estimation of the local differential shift between synthetic aperture radar (SAR) images has proven to be an effective technique for monitoring glacier surface motion. As images acquired over glaciers by short wavelength SAR systems, such as TerraSAR-X, often suffer from a lack of coherence, image features have to be exploited for the shift estimation (feature-tracking).The present paper addresses feature-tracking with special attention to the feasibility requirements and the achievable accuracy of the shift estimation. In particular, the dependence of the performance on image characteristics, such as texture parameters, signal-to-noise ratio (SNR) and resolution, as well as on processing techniques (despeckling, normalised cross-correlation versus maximum likelihood estimation) is analysed by means of Monte-Carlo simulations. TerraSAR-X data acquired over the Helheim glacier, Greenland, and the Aletsch glacier, Switzerland, have been processed to validate the simulation results.Feature-tracking can benefit of the availability of fully-polarimetric data. As some image characteristics, in fact, are polarisation-dependent, the selection of an optimum polarisation leads to improved performance. Furthermore, fully-polarimetric SAR images can be despeckled without degrading the resolution, so that additional (smaller-scale) features can be exploited.

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.

Differentially Private Synthesization of Multi-Dimensional Data using Copula Functions

PubMed Central

Li, Haoran; Xiong, Li; Jiang, Xiaoqian

2014-01-01

Differential privacy has recently emerged in private statistical data release as one of the strongest privacy guarantees. Most of the existing techniques that generate differentially private histograms or synthetic data only work well for single dimensional or low-dimensional histograms. They become problematic for high dimensional and large domain data due to increased perturbation error and computation complexity. In this paper, we propose DPCopula, a differentially private data synthesization technique using Copula functions for multi-dimensional data. The core of our method is to compute a differentially private copula function from which we can sample synthetic data. Copula functions are used to describe the dependence between multivariate random vectors and allow us to build the multivariate joint distribution using one-dimensional marginal distributions. We present two methods for estimating the parameters of the copula functions with differential privacy: maximum likelihood estimation and Kendall’s τ estimation. We present formal proofs for the privacy guarantee as well as the convergence property of our methods. Extensive experiments using both real datasets and synthetic datasets demonstrate that DPCopula generates highly accurate synthetic multi-dimensional data with significantly better utility than state-of-the-art techniques. PMID:25405241

Sampling in rugged terrain

USGS Publications Warehouse

Dawson, D.K.; Ralph, C. John; Scott, J. Michael

1981-01-01

Work in rugged terrain poses some unique problems that should be considered before research is initiated. Besides the obvious physical difficulties of crossing uneven terrain, topography can influence the bird species? composition of a forest and the observer's ability to detect birds and estimate distances. Census results can also be affected by the slower rate of travel on rugged terrain. Density figures may be higher than results obtained from censuses in similar habitat on level terrain because of the greater likelihood of double-recording of individuals and of recording species that sing infrequently. In selecting a census technique, the researcher should weigh the efficiency and applicability of a technique for the objectives of his study in light of the added difficulties posed by rugged terrain. The variable circular-plot method is probably the most effective technique for estimating bird numbers. Bird counts and distance estimates are facilitated because the observer is stationary, and calculations of species? densities take into account differences in effective area covered amongst stations due to variability in terrain or vegetation structure. Institution of precautions that minimize the risk of injury to field personnel can often enhance the observer?s ability to detect birds.

Automated model selection in covariance estimation and spatial whitening of MEG and EEG signals.

PubMed

Engemann, Denis A; Gramfort, Alexandre

2015-03-01

Magnetoencephalography and electroencephalography (M/EEG) measure non-invasively the weak electromagnetic fields induced by post-synaptic neural currents. The estimation of the spatial covariance of the signals recorded on M/EEG sensors is a building block of modern data analysis pipelines. Such covariance estimates are used in brain-computer interfaces (BCI) systems, in nearly all source localization methods for spatial whitening as well as for data covariance estimation in beamformers. The rationale for such models is that the signals can be modeled by a zero mean Gaussian distribution. While maximizing the Gaussian likelihood seems natural, it leads to a covariance estimate known as empirical covariance (EC). It turns out that the EC is a poor estimate of the true covariance when the number of samples is small. To address this issue the estimation needs to be regularized. The most common approach downweights off-diagonal coefficients, while more advanced regularization methods are based on shrinkage techniques or generative models with low rank assumptions: probabilistic PCA (PPCA) and factor analysis (FA). Using cross-validation all of these models can be tuned and compared based on Gaussian likelihood computed on unseen data. We investigated these models on simulations, one electroencephalography (EEG) dataset as well as magnetoencephalography (MEG) datasets from the most common MEG systems. First, our results demonstrate that different models can be the best, depending on the number of samples, heterogeneity of sensor types and noise properties. Second, we show that the models tuned by cross-validation are superior to models with hand-selected regularization. Hence, we propose an automated solution to the often overlooked problem of covariance estimation of M/EEG signals. The relevance of the procedure is demonstrated here for spatial whitening and source localization of MEG signals. Copyright © 2015 Elsevier Inc. All rights reserved.

A spatially explicit capture-recapture estimator for single-catch traps.

PubMed

Distiller, Greg; Borchers, David L

2015-11-01

Single-catch traps are frequently used in live-trapping studies of small mammals. Thus far, a likelihood for single-catch traps has proven elusive and usually the likelihood for multicatch traps is used for spatially explicit capture-recapture (SECR) analyses of such data. Previous work found the multicatch likelihood to provide a robust estimator of average density. We build on a recently developed continuous-time model for SECR to derive a likelihood for single-catch traps. We use this to develop an estimator based on observed capture times and compare its performance by simulation to that of the multicatch estimator for various scenarios with nonconstant density surfaces. While the multicatch estimator is found to be a surprisingly robust estimator of average density, its performance deteriorates with high trap saturation and increasing density gradients. Moreover, it is found to be a poor estimator of the height of the detection function. By contrast, the single-catch estimators of density, distribution, and detection function parameters are found to be unbiased or nearly unbiased in all scenarios considered. This gain comes at the cost of higher variance. If there is no interest in interpreting the detection function parameters themselves, and if density is expected to be fairly constant over the survey region, then the multicatch estimator performs well with single-catch traps. However if accurate estimation of the detection function is of interest, or if density is expected to vary substantially in space, then there is merit in using the single-catch estimator when trap saturation is above about 60%. The estimator's performance is improved if care is taken to place traps so as to span the range of variables that affect animal distribution. As a single-catch likelihood with unknown capture times remains intractable for now, researchers using single-catch traps should aim to incorporate timing devices with their traps.

Maintained Individual Data Distributed Likelihood Estimation (MIDDLE)

PubMed Central

Boker, Steven M.; Brick, Timothy R.; Pritikin, Joshua N.; Wang, Yang; von Oertzen, Timo; Brown, Donald; Lach, John; Estabrook, Ryne; Hunter, Michael D.; Maes, Hermine H.; Neale, Michael C.

2015-01-01

Maintained Individual Data Distributed Likelihood Estimation (MIDDLE) is a novel paradigm for research in the behavioral, social, and health sciences. The MIDDLE approach is based on the seemingly-impossible idea that data can be privately maintained by participants and never revealed to researchers, while still enabling statistical models to be fit and scientific hypotheses tested. MIDDLE rests on the assumption that participant data should belong to, be controlled by, and remain in the possession of the participants themselves. Distributed likelihood estimation refers to fitting statistical models by sending an objective function and vector of parameters to each participants’ personal device (e.g., smartphone, tablet, computer), where the likelihood of that individual’s data is calculated locally. Only the likelihood value is returned to the central optimizer. The optimizer aggregates likelihood values from responding participants and chooses new vectors of parameters until the model converges. A MIDDLE study provides significantly greater privacy for participants, automatic management of opt-in and opt-out consent, lower cost for the researcher and funding institute, and faster determination of results. Furthermore, if a participant opts into several studies simultaneously and opts into data sharing, these studies automatically have access to individual-level longitudinal data linked across all studies. PMID:26717128

Generalized weighted likelihood density estimators with application to finite mixture of exponential family distributions

PubMed Central

Zhan, Tingting; Chevoneva, Inna; Iglewicz, Boris

2010-01-01

The family of weighted likelihood estimators largely overlaps with minimum divergence estimators. They are robust to data contaminations compared to MLE. We define the class of generalized weighted likelihood estimators (GWLE), provide its influence function and discuss the efficiency requirements. We introduce a new truncated cubic-inverse weight, which is both first and second order efficient and more robust than previously reported weights. We also discuss new ways of selecting the smoothing bandwidth and weighted starting values for the iterative algorithm. The advantage of the truncated cubic-inverse weight is illustrated in a simulation study of three-components normal mixtures model with large overlaps and heavy contaminations. A real data example is also provided. PMID:20835375

Bayesian structural equation modeling in sport and exercise psychology.

PubMed

Stenling, Andreas; Ivarsson, Andreas; Johnson, Urban; Lindwall, Magnus

2015-08-01

Bayesian statistics is on the rise in mainstream psychology, but applications in sport and exercise psychology research are scarce. In this article, the foundations of Bayesian analysis are introduced, and we will illustrate how to apply Bayesian structural equation modeling in a sport and exercise psychology setting. More specifically, we contrasted a confirmatory factor analysis on the Sport Motivation Scale II estimated with the most commonly used estimator, maximum likelihood, and a Bayesian approach with weakly informative priors for cross-loadings and correlated residuals. The results indicated that the model with Bayesian estimation and weakly informative priors provided a good fit to the data, whereas the model estimated with a maximum likelihood estimator did not produce a well-fitting model. The reasons for this discrepancy between maximum likelihood and Bayesian estimation are discussed as well as potential advantages and caveats with the Bayesian approach.

Semiparametric Estimation of the Impacts of Longitudinal Interventions on Adolescent Obesity using Targeted Maximum-Likelihood: Accessible Estimation with the ltmle Package

PubMed Central

Decker, Anna L.; Hubbard, Alan; Crespi, Catherine M.; Seto, Edmund Y.W.; Wang, May C.

2015-01-01

While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated, optimal semiparametric estimation of longitudinal treatment-specific means via ltmle provides an incredibly powerful, yet easy-to-use tool, removing impediments for putting theory into practice. PMID:26046009

The relationship between the neural computations for speech and music perception is context-dependent: an activation likelihood estimate study.

PubMed

LaCroix, Arianna N; Diaz, Alvaro F; Rogalsky, Corianne

2015-01-01

The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent) music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel's Shared Syntactic Integration Resource Hypothesis (SSIRH) and Koelsch's neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET) literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music vs. speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music.

The relationship between the neural computations for speech and music perception is context-dependent: an activation likelihood estimate study

PubMed Central

LaCroix, Arianna N.; Diaz, Alvaro F.; Rogalsky, Corianne

2015-01-01

The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent) music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel's Shared Syntactic Integration Resource Hypothesis (SSIRH) and Koelsch's neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET) literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music vs. speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music. PMID:26321976

New estimates of the CMB angular power spectra from the WMAP 5 year low-resolution data

NASA Astrophysics Data System (ADS)

Gruppuso, A.; de Rosa, A.; Cabella, P.; Paci, F.; Finelli, F.; Natoli, P.; de Gasperis, G.; Mandolesi, N.

2009-11-01

A quadratic maximum likelihood (QML) estimator is applied to the Wilkinson Microwave Anisotropy Probe (WMAP) 5 year low-resolution maps to compute the cosmic microwave background angular power spectra (APS) at large scales for both temperature and polarization. Estimates and error bars for the six APS are provided up to l = 32 and compared, when possible, to those obtained by the WMAP team, without finding any inconsistency. The conditional likelihood slices are also computed for the Cl of all the six power spectra from l = 2 to 10 through a pixel-based likelihood code. Both the codes treat the covariance for (T, Q, U) in a single matrix without employing any approximation. The inputs of both the codes (foreground-reduced maps, related covariances and masks) are provided by the WMAP team. The peaks of the likelihood slices are always consistent with the QML estimates within the error bars; however, an excellent agreement occurs when the QML estimates are used as a fiducial power spectrum instead of the best-fitting theoretical power spectrum. By the full computation of the conditional likelihood on the estimated spectra, the value of the temperature quadrupole CTTl=2 is found to be less than 2σ away from the WMAP 5 year Λ cold dark matter best-fitting value. The BB spectrum is found to be well consistent with zero, and upper limits on the B modes are provided. The parity odd signals TB and EB are found to be consistent with zero.

Estimating numbers of greater prairie-chickens using mark-resight techniques

USGS Publications Warehouse

Clifton, A.M.; Krementz, D.G.

2006-01-01

Current monitoring efforts for greater prairie-chicken (Tympanuchus cupido pinnatus) populations indicate that populations are declining across their range. Monitoring the population status of greater prairie-chickens is based on traditional lek surveys (TLS) that provide an index without considering detectability. Estimators, such as immigration-emigration joint maximum-likelihood estimator from a hypergeometric distribution (IEJHE), can account for detectability and provide reliable population estimates based on resightings. We evaluated the use of mark-resight methods using radiotelemetry to estimate population size and density of greater prairie-chickens on 2 sites at a tallgrass prairie in the Flint Hills of Kansas, USA. We used average distances traveled from lek of capture to estimate density. Population estimates and confidence intervals at the 2 sites were 54 (CI 50-59) on 52.9 km 2 and 87 (CI 82-94) on 73.6 km2. The TLS performed at the same sites resulted in population ranges of 7-34 and 36-63 and always produced a lower population index than the mark-resight population estimate with a larger range. Mark-resight simulations with varying male:female ratios of marks indicated that this ratio was important in designing a population study on prairie-chickens. Confidence intervals for estimates when no marks were placed on females at the 2 sites (CI 46-50, 76-84) did not overlap confidence intervals when 40% of marks were placed on females (CI 54-64, 91-109). Population estimates derived using this mark-resight technique were apparently more accurate than traditional methods and would be more effective in detecting changes in prairie-chicken populations. Our technique could improve prairie-chicken management by providing wildlife biologists and land managers with a tool to estimate the population size and trends of lekking bird species, such as greater prairie-chickens.

Effects of wing modification on an aircraft's aerodynamic parameters as determined from flight data

NASA Technical Reports Server (NTRS)

Hess, R. A.

1986-01-01

A study of the effects of four wing-leading-edge modifications on a general aviation aircraft's stability and control parameters is presented. Flight data from the basic aircraft configuration and configurations with wing modifications are analyzed to determine each wing geometry's stability and control parameters. The parameter estimates and aerodynamic model forms are obtained using the stepwise regression and maximum likelihood techniques. The resulting parameter estimates and aerodynamic models are verified using vortex-lattice theory and by analysis of each model's ability to predict aircraft behavior. Comparisons of the stability and control derivative estimates from the basic wing and the four leading-edge modifications are accomplished so that the effects of each modification on aircraft stability and control derivatives can be determined.

Cleanroom certification model

NASA Technical Reports Server (NTRS)

Currit, P. A.

1983-01-01

The Cleanroom software development methodology is designed to take the gamble out of product releases for both suppliers and receivers of the software. The ingredients of this procedure are a life cycle of executable product increments, representative statistical testing, and a standard estimate of the MTTF (Mean Time To Failure) of the product at the time of its release. A statistical approach to software product testing using randomly selected samples of test cases is considered. A statistical model is defined for the certification process which uses the timing data recorded during test. A reasonableness argument for this model is provided that uses previously published data on software product execution. Also included is a derivation of the certification model estimators and a comparison of the proposed least squares technique with the more commonly used maximum likelihood estimators.

Fuzzy multinomial logistic regression analysis: A multi-objective programming approach

NASA Astrophysics Data System (ADS)

Abdalla, Hesham A.; El-Sayed, Amany A.; Hamed, Ramadan

2017-05-01

Parameter estimation for multinomial logistic regression is usually based on maximizing the likelihood function. For large well-balanced datasets, Maximum Likelihood (ML) estimation is a satisfactory approach. Unfortunately, ML can fail completely or at least produce poor results in terms of estimated probabilities and confidence intervals of parameters, specially for small datasets. In this study, a new approach based on fuzzy concepts is proposed to estimate parameters of the multinomial logistic regression. The study assumes that the parameters of multinomial logistic regression are fuzzy. Based on the extension principle stated by Zadeh and Bárdossy's proposition, a multi-objective programming approach is suggested to estimate these fuzzy parameters. A simulation study is used to evaluate the performance of the new approach versus Maximum likelihood (ML) approach. Results show that the new proposed model outperforms ML in cases of small datasets.

Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

ERIC Educational Resources Information Center

Lee, Sik-Yum; Zhu, Hong-Tu

2002-01-01

Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)

A New Monte Carlo Method for Estimating Marginal Likelihoods.

PubMed

Wang, Yu-Bo; Chen, Ming-Hui; Kuo, Lynn; Lewis, Paul O

2018-06-01

Evaluating the marginal likelihood in Bayesian analysis is essential for model selection. Estimators based on a single Markov chain Monte Carlo sample from the posterior distribution include the harmonic mean estimator and the inflated density ratio estimator. We propose a new class of Monte Carlo estimators based on this single Markov chain Monte Carlo sample. This class can be thought of as a generalization of the harmonic mean and inflated density ratio estimators using a partition weighted kernel (likelihood times prior). We show that our estimator is consistent and has better theoretical properties than the harmonic mean and inflated density ratio estimators. In addition, we provide guidelines on choosing optimal weights. Simulation studies were conducted to examine the empirical performance of the proposed estimator. We further demonstrate the desirable features of the proposed estimator with two real data sets: one is from a prostate cancer study using an ordinal probit regression model with latent variables; the other is for the power prior construction from two Eastern Cooperative Oncology Group phase III clinical trials using the cure rate survival model with similar objectives.

Static shape control for flexible structures

NASA Technical Reports Server (NTRS)

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

1986-01-01

An integrated methodology is described for defining static shape control laws for large flexible structures. The techniques include modeling, identifying and estimating the control laws of distributed systems characterized in terms of infinite dimensional state and parameter spaces. The models are expressed as interconnected elliptic partial differential equations governing a range of static loads, with the capability of analyzing electromagnetic fields around antenna systems. A second-order analysis is carried out for statistical errors, and model parameters are determined by maximizing an appropriate defined likelihood functional which adjusts the model to observational data. The parameter estimates are derived from the conditional mean of the observational data, resulting in a least squares superposition of shape functions obtained from the structural model.

Temporal rainfall estimation using input data reduction and model inversion

NASA Astrophysics Data System (ADS)

Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

2016-12-01

Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

Mixture Rasch Models with Joint Maximum Likelihood Estimation

ERIC Educational Resources Information Center

Willse, John T.

2011-01-01

This research provides a demonstration of the utility of mixture Rasch models. Specifically, a model capable of estimating a mixture partial credit model using joint maximum likelihood is presented. Like the partial credit model, the mixture partial credit model has the beneficial feature of being appropriate for analysis of assessment data…

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

EPA Science Inventory

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

The Effects of Model Misspecification and Sample Size on LISREL Maximum Likelihood Estimates.

ERIC Educational Resources Information Center

Baldwin, Beatrice

The robustness of LISREL computer program maximum likelihood estimates under specific conditions of model misspecification and sample size was examined. The population model used in this study contains one exogenous variable; three endogenous variables; and eight indicator variables, two for each latent variable. Conditions of model…

Maximum likelihood estimates, from censored data, for mixed-Weibull distributions

NASA Astrophysics Data System (ADS)

Jiang, Siyuan; Kececioglu, Dimitri

1992-06-01

A new algorithm for estimating the parameters of mixed-Weibull distributions from censored data is presented. The algorithm follows the principle of maximum likelihood estimate (MLE) through the expectation and maximization (EM) algorithm, and it is derived for both postmortem and nonpostmortem time-to-failure data. It is concluded that the concept of the EM algorithm is easy to understand and apply (only elementary statistics and calculus are required). The log-likelihood function cannot decrease after an EM sequence; this important feature was observed in all of the numerical calculations. The MLEs of the nonpostmortem data were obtained successfully for mixed-Weibull distributions with up to 14 parameters in a 5-subpopulation, mixed-Weibull distribution. Numerical examples indicate that some of the log-likelihood functions of the mixed-Weibull distributions have multiple local maxima; therefore, the algorithm should start at several initial guesses of the parameter set.

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

PubMed

Ning, Jing; Chen, Yong; Piao, Jin

2017-07-01

Publication bias occurs when the published research results are systematically unrepresentative of the population of studies that have been conducted, and is a potential threat to meaningful meta-analysis. The Copas selection model provides a flexible framework for correcting estimates and offers considerable insight into the publication bias. However, maximizing the observed likelihood under the Copas selection model is challenging because the observed data contain very little information on the latent variable. In this article, we study a Copas-like selection model and propose an expectation-maximization (EM) algorithm for estimation based on the full likelihood. Empirical simulation studies show that the EM algorithm and its associated inferential procedure performs well and avoids the non-convergence problem when maximizing the observed likelihood. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Probabilistic estimation of splitting coefficients of normal modes of the Earth, and their uncertainties, using an autoregressive technique

NASA Astrophysics Data System (ADS)

Pachhai, S.; Masters, G.; Laske, G.

2017-12-01

Earth's normal-mode spectra are crucial to studying the long wavelength structure of the Earth. Such observations have been used extensively to estimate "splitting coefficients" which, in turn, can be used to determine the three-dimensional velocity and density structure. Most past studies apply a non-linear iterative inversion to estimate the splitting coefficients which requires that the earthquake source is known. However, it is challenging to know the source details, particularly for big events as used in normal-mode analyses. Additionally, the final solution of the non-linear inversion can depend on the choice of damping parameter and starting model. To circumvent the need to know the source, a two-step linear inversion has been developed and successfully applied to many mantle and core sensitive modes. The first step takes combinations of the data from a single event to produce spectra known as "receiver strips". The autoregressive nature of the receiver strips can then be used to estimate the structure coefficients without the need to know the source. Based on this approach, we recently employed a neighborhood algorithm to measure the splitting coefficients for an isolated inner-core sensitive mode (13S2). This approach explores the parameter space efficiently without any need of regularization and finds the structure coefficients which best fit the observed strips. Here, we implement a Bayesian approach to data collected for earthquakes from early 2000 and more recent. This approach combines the data (through likelihood) and prior information to provide rigorous parameter values and their uncertainties for both isolated and coupled modes. The likelihood function is derived from the inferred errors of the receiver strips which allows us to retrieve proper uncertainties. Finally, we apply model selection criteria that balance the trade-offs between fit (likelihood) and model complexity to investigate the degree and type of structure (elastic and anelastic) required to explain the data.

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems. Ph.D. Thesis - George Washington Univ., Apr. 1985

NASA Technical Reports Server (NTRS)

Murphy, P. C.

1986-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. 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. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. 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. 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. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

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.

Improving z-tracking accuracy in the two-photon single-particle tracking microscope.

PubMed

Liu, C; Liu, Y-L; Perillo, E P; Jiang, N; Dunn, A K; Yeh, H-C

2015-10-12

Here, we present a method that can improve the z-tracking accuracy of the recently invented TSUNAMI (Tracking of Single particles Using Nonlinear And Multiplexed Illumination) microscope. This method utilizes a maximum likelihood estimator (MLE) to determine the particle's 3D position that maximizes the likelihood of the observed time-correlated photon count distribution. Our Monte Carlo simulations show that the MLE-based tracking scheme can improve the z-tracking accuracy of TSUNAMI microscope by 1.7 fold. In addition, MLE is also found to reduce the temporal correlation of the z-tracking error. Taking advantage of the smaller and less temporally correlated z-tracking error, we have precisely recovered the hybridization-melting kinetics of a DNA model system from thousands of short single-particle trajectories in silico . Our method can be generally applied to other 3D single-particle tracking techniques.

Improving z-tracking accuracy in the two-photon single-particle tracking microscope

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

Liu, C.; Liu, Y.-L.; Perillo, E. P.

Here, we present a method that can improve the z-tracking accuracy of the recently invented TSUNAMI (Tracking of Single particles Using Nonlinear And Multiplexed Illumination) microscope. This method utilizes a maximum likelihood estimator (MLE) to determine the particle's 3D position that maximizes the likelihood of the observed time-correlated photon count distribution. Our Monte Carlo simulations show that the MLE-based tracking scheme can improve the z-tracking accuracy of TSUNAMI microscope by 1.7 fold. In addition, MLE is also found to reduce the temporal correlation of the z-tracking error. Taking advantage of the smaller and less temporally correlated z-tracking error, we havemore » precisely recovered the hybridization-melting kinetics of a DNA model system from thousands of short single-particle trajectories in silico. Our method can be generally applied to other 3D single-particle tracking techniques.« less

Variance change point detection for fractional Brownian motion based on the likelihood ratio test

NASA Astrophysics Data System (ADS)

Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz

2018-01-01

Fractional Brownian motion is one of the main stochastic processes used for describing the long-range dependence phenomenon for self-similar processes. It appears that for many real time series, characteristics of the data change significantly over time. Such behaviour one can observe in many applications, including physical and biological experiments. In this paper, we present a new technique for the critical change point detection for cases where the data under consideration are driven by fractional Brownian motion with a time-changed diffusion coefficient. The proposed methodology is based on the likelihood ratio approach and represents an extension of a similar methodology used for Brownian motion, the process with independent increments. Here, we also propose a statistical test for testing the significance of the estimated critical point. In addition to that, an extensive simulation study is provided to test the performance of the proposed method.

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

ERIC Educational Resources Information Center

Mayberry, Paul W.

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

Fast and accurate read-out of interferometric optical fiber sensors

NASA Astrophysics Data System (ADS)

Bartholsen, Ingebrigt; Hjelme, Dag R.

2016-03-01

We present results from an evaluation of phase and frequency estimation algorithms for read-out instrumentation of interferometric sensors. Tests on interrogating a micro Fabry-Perot sensor made of semi-spherical stimuli-responsive hydrogel immobilized on a single mode fiber end face, shows that an iterative quadrature demodulation technique (IQDT) implemented on a 32-bit microcontroller unit can achieve an absolute length accuracy of ±50 nm and length change accuracy of ±3 nm using an 80 nm SLED source and a grating spectrometer for interrogation. The mean absolute error for the frequency estimator is a factor 3 larger than the theoretical lower bound for a maximum likelihood estimator. The corresponding factor for the phase estimator is 1.3. The computation time for the IQDT algorithm is reduced by a factor 1000 compared to the full QDT for the same accuracy requirement.

Neural Mechanisms for Integrating Prior Knowledge and Likelihood in Value-Based Probabilistic Inference

PubMed Central

Ting, Chih-Chung; Yu, Chia-Chen; Maloney, Laurence T.

2015-01-01

In Bayesian decision theory, knowledge about the probabilities of possible outcomes is captured by a prior distribution and a likelihood function. The prior reflects past knowledge and the likelihood summarizes current sensory information. The two combined (integrated) form a posterior distribution that allows estimation of the probability of different possible outcomes. In this study, we investigated the neural mechanisms underlying Bayesian integration using a novel lottery decision task in which both prior knowledge and likelihood information about reward probability were systematically manipulated on a trial-by-trial basis. Consistent with Bayesian integration, as sample size increased, subjects tended to weigh likelihood information more compared with prior information. Using fMRI in humans, we found that the medial prefrontal cortex (mPFC) correlated with the mean of the posterior distribution, a statistic that reflects the integration of prior knowledge and likelihood of reward probability. Subsequent analysis revealed that both prior and likelihood information were represented in mPFC and that the neural representations of prior and likelihood in mPFC reflected changes in the behaviorally estimated weights assigned to these different sources of information in response to changes in the environment. Together, these results establish the role of mPFC in prior-likelihood integration and highlight its involvement in representing and integrating these distinct sources of information. PMID:25632152

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

PubMed Central

Meyer, Karin

2016-01-01

Multivariate estimates of genetic parameters are subject to substantial sampling variation, especially for smaller data sets and more than a few traits. A simple modification of standard, maximum-likelihood procedures for multivariate analyses to estimate genetic covariances is described, which can improve estimates by substantially reducing their sampling variances. This is achieved by maximizing the likelihood subject to a penalty. Borrowing from Bayesian principles, we propose a mild, default penalty—derived assuming a Beta distribution of scale-free functions of the covariance components to be estimated—rather than laboriously attempting to determine the stringency of penalization from the data. An extensive simulation study is presented, demonstrating that such penalties can yield very worthwhile reductions in loss, i.e., the difference from population values, for a wide range of scenarios and without distorting estimates of phenotypic covariances. Moreover, mild default penalties tend not to increase loss in difficult cases and, on average, achieve reductions in loss of similar magnitude to computationally demanding schemes to optimize the degree of penalization. Pertinent details required for the adaptation of standard algorithms to locate the maximum of the likelihood function are outlined. PMID:27317681

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

ERIC Educational Resources Information Center

Beauducel, Andre; Herzberg, Philipp Yorck

2006-01-01

This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

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

PubMed Central

Huang, Chiung-Yu; Qin, Jing; Follmann, Dean A.

2012-01-01

This paper considers semiparametric estimation of the Cox proportional hazards model for right-censored and length-biased data arising from prevalent sampling. To exploit the special structure of length-biased sampling, we propose a maximum pseudo-profile likelihood estimator, which can handle time-dependent covariates and is consistent under covariate-dependent censoring. Simulation studies show that the proposed estimator is more efficient than its competitors. A data analysis illustrates the methods and theory. PMID:23843659

Managing distribution changes in time series prediction

NASA Astrophysics Data System (ADS)

Matias, J. M.; Gonzalez-Manteiga, W.; Taboada, J.; Ordonez, C.

2006-07-01

When a problem is modeled statistically, a single distribution model is usually postulated that is assumed to be valid for the entire space. Nonetheless, this practice may be somewhat unrealistic in certain application areas, in which the conditions of the process that generates the data may change; as far as we are aware, however, no techniques have been developed to tackle this problem.This article proposes a technique for modeling and predicting this change in time series with a view to improving estimates and predictions. The technique is applied, among other models, to the hypernormal distribution recently proposed. When tested on real data from a range of stock market indices the technique produces better results that when a single distribution model is assumed to be valid for the entire period of time studied.Moreover, when a global model is postulated, it is highly recommended to select the hypernormal distribution parameter in the same likelihood maximization process.

Stability and Control Estimation Flight Test Results for the SR-71 Aircraft With Externally Mounted Experiments

NASA Technical Reports Server (NTRS)

Moes, Timothy R.; Iliff, Kenneth

2002-01-01

A maximum-likelihood output-error parameter estimation technique is used to obtain stability and control derivatives for the NASA Dryden Flight Research Center SR-71A airplane and for configurations that include experiments externally mounted to the top of the fuselage. This research is being done as part of the envelope clearance for the new experiment configurations. Flight data are obtained at speeds ranging from Mach 0.4 to Mach 3.0, with an extensive amount of test points at approximately Mach 1.0. Pilot-input pitch and yaw-roll doublets are used to obtain the data. This report defines the parameter estimation technique used, presents stability and control derivative results, and compares the derivatives for the three configurations tested. The experimental configurations studied generally show acceptable stability, control, trim, and handling qualities throughout the Mach regimes tested. The reduction of directional stability for the experimental configurations is the most significant aerodynamic effect measured and identified as a design constraint for future experimental configurations. This report also shows the significant effects of aircraft flexibility on the stability and control derivatives.

Branch length estimation and divergence dating: estimates of error in Bayesian and maximum likelihood frameworks.

PubMed

Schwartz, Rachel S; Mueller, Rachel L

2010-01-11

Estimates of divergence dates between species improve our understanding of processes ranging from nucleotide substitution to speciation. Such estimates are frequently based on molecular genetic differences between species; therefore, they rely on accurate estimates of the number of such differences (i.e. substitutions per site, measured as branch length on phylogenies). We used simulations to determine the effects of dataset size, branch length heterogeneity, branch depth, and analytical framework on branch length estimation across a range of branch lengths. We then reanalyzed an empirical dataset for plethodontid salamanders to determine how inaccurate branch length estimation can affect estimates of divergence dates. The accuracy of branch length estimation varied with branch length, dataset size (both number of taxa and sites), branch length heterogeneity, branch depth, dataset complexity, and analytical framework. For simple phylogenies analyzed in a Bayesian framework, branches were increasingly underestimated as branch length increased; in a maximum likelihood framework, longer branch lengths were somewhat overestimated. Longer datasets improved estimates in both frameworks; however, when the number of taxa was increased, estimation accuracy for deeper branches was less than for tip branches. Increasing the complexity of the dataset produced more misestimated branches in a Bayesian framework; however, in an ML framework, more branches were estimated more accurately. Using ML branch length estimates to re-estimate plethodontid salamander divergence dates generally resulted in an increase in the estimated age of older nodes and a decrease in the estimated age of younger nodes. Branch lengths are misestimated in both statistical frameworks for simulations of simple datasets. However, for complex datasets, length estimates are quite accurate in ML (even for short datasets), whereas few branches are estimated accurately in a Bayesian framework. Our reanalysis of empirical data demonstrates the magnitude of effects of Bayesian branch length misestimation on divergence date estimates. Because the length of branches for empirical datasets can be estimated most reliably in an ML framework when branches are <1 substitution/site and datasets are > or =1 kb, we suggest that divergence date estimates using datasets, branch lengths, and/or analytical techniques that fall outside of these parameters should be interpreted with caution.

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…

Likelihood-Based Confidence Intervals in Exploratory Factor Analysis

ERIC Educational Resources Information Center

Oort, Frans J.

2011-01-01

In exploratory or unrestricted factor analysis, all factor loadings are free to be estimated. In oblique solutions, the correlations between common factors are free to be estimated as well. The purpose of this article is to show how likelihood-based confidence intervals can be obtained for rotated factor loadings and factor correlations, by…

Estimation of Complex Generalized Linear Mixed Models for Measurement and Growth

ERIC Educational Resources Information Center

Jeon, Minjeong

2012-01-01

Maximum likelihood (ML) estimation of generalized linear mixed models (GLMMs) is technically challenging because of the intractable likelihoods that involve high dimensional integrations over random effects. The problem is magnified when the random effects have a crossed design and thus the data cannot be reduced to small independent clusters. A…

The Neural Bases of Difficult Speech Comprehension and Speech Production: Two Activation Likelihood Estimation (ALE) Meta-Analyses

ERIC Educational Resources Information Center

Adank, Patti

2012-01-01

The role of speech production mechanisms in difficult speech comprehension is the subject of on-going debate in speech science. Two Activation Likelihood Estimation (ALE) analyses were conducted on neuroimaging studies investigating difficult speech comprehension or speech production. Meta-analysis 1 included 10 studies contrasting comprehension…

Joint sparsity based heterogeneous data-level fusion for target detection and estimation

NASA Astrophysics Data System (ADS)

Niu, Ruixin; Zulch, Peter; Distasio, Marcello; Blasch, Erik; Shen, Dan; Chen, Genshe

2017-05-01

Typical surveillance systems employ decision- or feature-level fusion approaches to integrate heterogeneous sensor data, which are sub-optimal and incur information loss. In this paper, we investigate data-level heterogeneous sensor fusion. Since the sensors monitor the common targets of interest, whose states can be determined by only a few parameters, it is reasonable to assume that the measurement domain has a low intrinsic dimensionality. For heterogeneous sensor data, we develop a joint-sparse data-level fusion (JSDLF) approach based on the emerging joint sparse signal recovery techniques by discretizing the target state space. This approach is applied to fuse signals from multiple distributed radio frequency (RF) signal sensors and a video camera for joint target detection and state estimation. The JSDLF approach is data-driven and requires minimum prior information, since there is no need to know the time-varying RF signal amplitudes, or the image intensity of the targets. It can handle non-linearity in the sensor data due to state space discretization and the use of frequency/pixel selection matrices. Furthermore, for a multi-target case with J targets, the JSDLF approach only requires discretization in a single-target state space, instead of discretization in a J-target state space, as in the case of the generalized likelihood ratio test (GLRT) or the maximum likelihood estimator (MLE). Numerical examples are provided to demonstrate that the proposed JSDLF approach achieves excellent performance with near real-time accurate target position and velocity estimates.

Model-based decoding, information estimation, and change-point detection techniques for multineuron spike trains.

PubMed

Pillow, Jonathan W; Ahmadian, Yashar; Paninski, Liam

2011-01-01

One of the central problems in systems neuroscience is to understand how neural spike trains convey sensory information. Decoding methods, which provide an explicit means for reading out the information contained in neural spike responses, offer a powerful set of tools for studying the neural coding problem. Here we develop several decoding methods based on point-process neural encoding models, or forward models that predict spike responses to stimuli. These models have concave log-likelihood functions, which allow efficient maximum-likelihood model fitting and stimulus decoding. We present several applications of the encoding model framework to the problem of decoding stimulus information from population spike responses: (1) a tractable algorithm for computing the maximum a posteriori (MAP) estimate of the stimulus, the most probable stimulus to have generated an observed single- or multiple-neuron spike train response, given some prior distribution over the stimulus; (2) a gaussian approximation to the posterior stimulus distribution that can be used to quantify the fidelity with which various stimulus features are encoded; (3) an efficient method for estimating the mutual information between the stimulus and the spike trains emitted by a neural population; and (4) a framework for the detection of change-point times (the time at which the stimulus undergoes a change in mean or variance) by marginalizing over the posterior stimulus distribution. We provide several examples illustrating the performance of these estimators with simulated and real neural data.

Coca chewing in prehistoric coastal Peru: dental evidence.

PubMed

Indriati, E; Buikstra, J E

2001-03-01

In this study, we describe the dental health of four prehistoric human populations from the southern coast of Peru, an area in which independent archaeological evidence suggests that the practice of coca-leaf chewing was relatively common. A repeated pattern of cervical-root caries accompanying root exposure was found on the buccal surfaces of the posterior dentition, coinciding with the typical placement of coca quids during mastication. To further examine the association between caries patterning and coca chewing, caries site characteristics of molar teeth were utilized as indicators for estimating the likelihood of coca chewing for adults within each of the study samples. Likelihood estimates were then compared with results of a test for coca use derived from hair samples from the same individuals. The hair and dental studies exhibited an 85.7% agreement. Thus, we have demonstrated the validity of a hard-tissue technique for identifying the presence of habitual coca-leaf chewing in ancient human remains, which is useful in archaeological contexts where hair is not preserved. These data can be used to explore the distribution of coca chewing in prehistoric times. Simultaneously, we document the dental health associated with this traditional Andean cultural practice. Copyright 2001 Wiley-Liss, Inc.

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.

Estimation After a Group Sequential Trial.

PubMed

Milanzi, Elasma; Molenberghs, Geert; Alonso, Ariel; Kenward, Michael G; Tsiatis, Anastasios A; Davidian, Marie; Verbeke, Geert

2015-10-01

Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is finite sample unbiased, but is less efficient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent. This previous work is restricted, however, to the situation in which the the random sample size can take only two values, N = n or N = 2 n . In this paper, we consider the more practically useful setting of sample sizes in a the finite set { n 1 , n 2 , …, n L }. It is shown that the sample average is then a justifiable estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why simulations can give the false impression of bias in the sample average when considered conditional upon the sample size. The consequence is that no corrections need to be made to estimators following sequential trials. When small-sample bias is of concern, the conditional likelihood estimator provides a relatively straightforward modification to the sample average. Finally, it is shown that classical likelihood-based standard errors and confidence intervals can be applied, obviating the need for technical corrections.

Red-shouldered hawk occupancy surveys in central Minnesota, USA

USGS Publications Warehouse

Henneman, C.; McLeod, M.A.; Andersen, D.E.

2007-01-01

Forest-dwelling raptors are often difficult to detect because many species occur at low density or are secretive. Broadcasting conspecific vocalizations can increase the probability of detecting forest-dwelling raptors and has been shown to be an effective method for locating raptors and assessing their relative abundance. Recent advances in statistical techniques based on presence-absence data use probabilistic arguments to derive probability of detection when it is <1 and to provide a model and likelihood-based method for estimating proportion of sites occupied. We used these maximum-likelihood models with data from red-shouldered hawk (Buteo lineatus) call-broadcast surveys conducted in central Minnesota, USA, in 1994-1995 and 2004-2005. Our objectives were to obtain estimates of occupancy and detection probability 1) over multiple sampling seasons (yr), 2) incorporating within-season time-specific detection probabilities, 3) with call type and breeding stage included as covariates in models of probability of detection, and 4) with different sampling strategies. We visited individual survey locations 2-9 times per year, and estimates of both probability of detection (range = 0.28-0.54) and site occupancy (range = 0.81-0.97) varied among years. Detection probability was affected by inclusion of a within-season time-specific covariate, call type, and breeding stage. In 2004 and 2005 we used survey results to assess the effect that number of sample locations, double sampling, and discontinued sampling had on parameter estimates. We found that estimates of probability of detection and proportion of sites occupied were similar across different sampling strategies, and we suggest ways to reduce sampling effort in a monitoring program.

Two models for evaluating landslide hazards

USGS Publications Warehouse

Davis, J.C.; Chung, C.-J.; Ohlmacher, G.C.

2006-01-01

Two alternative procedures for estimating landslide hazards were evaluated using data on topographic digital elevation models (DEMs) and bedrock lithologies in an area adjacent to the Missouri River in Atchison County, Kansas, USA. The two procedures are based on the likelihood ratio model but utilize different assumptions. The empirical likelihood ratio model is based on non-parametric empirical univariate frequency distribution functions under an assumption of conditional independence while the multivariate logistic discriminant model assumes that likelihood ratios can be expressed in terms of logistic functions. The relative hazards of occurrence of landslides were estimated by an empirical likelihood ratio model and by multivariate logistic discriminant analysis. Predictor variables consisted of grids containing topographic elevations, slope angles, and slope aspects calculated from a 30-m DEM. An integer grid of coded bedrock lithologies taken from digitized geologic maps was also used as a predictor variable. Both statistical models yield relative estimates in the form of the proportion of total map area predicted to already contain or to be the site of future landslides. The stabilities of estimates were checked by cross-validation of results from random subsamples, using each of the two procedures. Cell-by-cell comparisons of hazard maps made by the two models show that the two sets of estimates are virtually identical. This suggests that the empirical likelihood ratio and the logistic discriminant analysis models are robust with respect to the conditional independent assumption and the logistic function assumption, respectively, and that either model can be used successfully to evaluate landslide hazards. ?? 2006.

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.

Blind Compensation of I/Q Impairments in Wireless Transceivers

PubMed Central

Aziz, Mohsin; Ghannouchi, Fadhel M.; Helaoui, Mohamed

2017-01-01

The majority of techniques that deal with the mitigation of in-phase and quadrature-phase (I/Q) imbalance at the transmitter (pre-compensation) require long training sequences, reducing the throughput of the system. These techniques also require a feedback path, which adds more complexity and cost to the transmitter architecture. Blind estimation techniques are attractive for avoiding the use of long training sequences. In this paper, we propose a blind frequency-independent I/Q imbalance compensation method based on the maximum likelihood (ML) estimation of the imbalance parameters of a transceiver. A closed-form joint probability density function (PDF) for the imbalanced I and Q signals is derived and validated. ML estimation is then used to estimate the imbalance parameters using the derived joint PDF of the output I and Q signals. Various figures of merit have been used to evaluate the efficacy of the proposed approach using extensive computer simulations and measurements. Additionally, the bit error rate curves show the effectiveness of the proposed method in the presence of the wireless channel and Additive White Gaussian Noise. Real-world experimental results show an image rejection of greater than 30 dB as compared to the uncompensated system. This method has also been found to be robust in the presence of practical system impairments, such as time and phase delay mismatches. PMID:29257081

A Bayesian-Based Novel Methodology to Generate Reliable Site Response Mapping Sensitive to Data Uncertainties

NASA Astrophysics Data System (ADS)

Chakraborty, A.; Goto, H.

2017-12-01

The 2011 off the Pacific coast of Tohoku earthquake caused severe damage in many areas further inside the mainland because of site-amplification. Furukawa district in Miyagi Prefecture, Japan recorded significant spatial differences in ground motion even at sub-kilometer scales. The site responses in the damage zone far exceeded the levels in the hazard maps. A reason why the mismatch occurred is that mapping follow only the mean value at the measurement locations with no regard to the data uncertainties and thus are not always reliable. Our research objective is to develop a methodology to incorporate data uncertainties in mapping and propose a reliable map. The methodology is based on a hierarchical Bayesian modeling of normally-distributed site responses in space where the mean (μ), site-specific variance (σ2) and between-sites variance(s2) parameters are treated as unknowns with a prior distribution. The observation data is artificially created site responses with varying means and variances for 150 seismic events across 50 locations in one-dimensional space. Spatially auto-correlated random effects were added to the mean (μ) using a conditionally autoregressive (CAR) prior. The inferences on the unknown parameters are done using Markov Chain Monte Carlo methods from the posterior distribution. The goal is to find reliable estimates of μ sensitive to uncertainties. During initial trials, we observed that the tau (=1/s2) parameter of CAR prior controls the μ estimation. Using a constraint, s = 1/(k×σ), five spatial models with varying k-values were created. We define reliability to be measured by the model likelihood and propose the maximum likelihood model to be highly reliable. The model with maximum likelihood was selected using a 5-fold cross-validation technique. The results show that the maximum likelihood model (μ*) follows the site-specific mean at low uncertainties and converges to the model-mean at higher uncertainties (Fig.1). This result is highly significant as it successfully incorporates the effect of data uncertainties in mapping. This novel approach can be applied to any research field using mapping techniques. The methodology is now being applied to real records from a very dense seismic network in Furukawa district, Miyagi Prefecture, Japan to generate a reliable map of the site responses.

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.

Evaluation of statistical treatments of left-censored environmental data using coincident uncensored data sets. II. Group comparisons

USGS Publications Warehouse

Antweiler, Ronald C.

2015-01-01

The main classes of statistical treatments that have been used to determine if two groups of censored environmental data arise from the same distribution are substitution methods, maximum likelihood (MLE) techniques, and nonparametric methods. These treatments along with using all instrument-generated data (IN), even those less than the detection limit, were evaluated by examining 550 data sets in which the true values of the censored data were known, and therefore “true” probabilities could be calculated and used as a yardstick for comparison. It was found that technique “quality” was strongly dependent on the degree of censoring present in the groups. For low degrees of censoring (<25% in each group), the Generalized Wilcoxon (GW) technique and substitution of √2/2 times the detection limit gave overall the best results. For moderate degrees of censoring, MLE worked best, but only if the distribution could be estimated to be normal or log-normal prior to its application; otherwise, GW was a suitable alternative. For higher degrees of censoring (each group >40% censoring), no technique provided reliable estimates of the true probability. Group size did not appear to influence the quality of the result, and no technique appeared to become better or worse than other techniques relative to group size. Finally, IN appeared to do very well relative to the other techniques regardless of censoring or group size.

NASA/BLM APT, phase 2. Volume 2: Technology demonstration. [Arizona

NASA Technical Reports Server (NTRS)

1981-01-01

Techniques described include: (1) steps in the preprocessing of LANDSAT data; (2) the training of a classifier; (3) maximum likelihood classification and precision; (4) geometric correction; (5) class description; (6) digitizing; (7) digital terrain data; (8) an overview of sample design; (9) allocation and selection of primary sample units; (10) interpretation of secondary sample units; (11) data collection ground plots; (12) data reductions; (13) analysis for productivity estimation and map verification; (14) cost analysis; and (150) LANDSAT digital products. The evaluation of the pre-inventory planning for P.J. is included.

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

PubMed Central

Barrett, Harrison H.; Dainty, Christopher; Lara, David

2008-01-01

Maximum-likelihood (ML) estimation in wavefront sensing requires careful attention to all noise sources and all factors that influence the sensor data. We present detailed probability density functions for the output of the image detector in a wavefront sensor, conditional not only on wavefront parameters but also on various nuisance parameters. Practical ways of dealing with nuisance parameters are described, and final expressions for likelihoods and Fisher information matrices are derived. The theory is illustrated by discussing Shack–Hartmann sensors, and computational requirements are discussed. Simulation results show that ML estimation can significantly increase the dynamic range of a Shack–Hartmann sensor with four detectors and that it can reduce the residual wavefront error when compared with traditional methods. PMID:17206255

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

PubMed

Kesselmeier, Miriam; Lorenzo Bermejo, Justo

2017-11-01

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

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

DOE PAGES

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

2015-06-22

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

Adaptive OFDM Radar Waveform Design for Improved Micro-Doppler Estimation

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

Sen, Satyabrata

Here we analyze the performance of a wideband orthogonal frequency division multiplexing (OFDM) signal in estimating the micro-Doppler frequency of a rotating target having multiple scattering centers. The use of a frequency-diverse OFDM signal enables us to independently analyze the micro-Doppler characteristics with respect to a set of orthogonal subcarrier frequencies. We characterize the accuracy of micro-Doppler frequency estimation by computing the Cramer-Rao bound (CRB) on the angular-velocity estimate of the target. Additionally, to improve the accuracy of the estimation procedure, we formulate and solve an optimization problem by minimizing the CRB on the angular-velocity estimate with respect to themore » OFDM spectral coefficients. We present several numerical examples to demonstrate the CRB variations with respect to the signal-to-noise ratios, number of temporal samples, and number of OFDM subcarriers. We also analysed numerically the improvement in estimation accuracy due to the adaptive waveform design. A grid-based maximum likelihood estimation technique is applied to evaluate the corresponding mean-squared error performance.« less

Normalized GNSS Interference Pattern Technique for Altimetry

PubMed Central

Ribot, Miguel Angel; Kucwaj, Jean-Christophe; Botteron, Cyril; Reboul, Serge; Stienne, Georges; Leclère, Jérôme; Choquel, Jean-Bernard; Farine, Pierre-André; Benjelloun, Mohammed

2014-01-01

It is well known that reflected signals from Global Navigation Satellite Systems (GNSS) can be used for altimetry applications, such as monitoring of water levels and determining snow height. Due to the interference of these reflected signals and the motion of satellites in space, the signal-to-noise ratio (SNR) measured at the receiver slowly oscillates. The oscillation rate is proportional to the change in the propagation path difference between the direct and reflected signals, which depends on the satellite elevation angle. Assuming a known receiver position, it is possible to compute the distance between the antenna and the surface of reflection from the measured oscillation rate. This technique is usually known as the interference pattern technique (IPT). In this paper, we propose to normalize the measurements in order to derive an alternative model of the SNR variations. From this model, we define a maximum likelihood estimate of the antenna height that reduces the estimation time to a fraction of one period of the SNR variation. We also derive the Cramér–Rao lower bound for the IPT and use it to assess the sensitivity of different parameters to the estimation of the antenna height. Finally, we propose an experimental framework, and we use it to assess our approach with real GPS L1 C/A signals. PMID:24922453

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…

Constrained Maximum Likelihood Estimation for Two-Level Mean and Covariance Structure Models

ERIC Educational Resources Information Center

Bentler, Peter M.; Liang, Jiajuan; Tang, Man-Lai; Yuan, Ke-Hai

2011-01-01

Maximum likelihood is commonly used for the estimation of model parameters in the analysis of two-level structural equation models. Constraints on model parameters could be encountered in some situations such as equal factor loadings for different factors. Linear constraints are the most common ones and they are relatively easy to handle in…

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

ERIC Educational Resources Information Center

Kelderman, Henk

1992-01-01

Describes algorithms used in the computer program LOGIMO for obtaining maximum likelihood estimates of the parameters in loglinear models. These algorithms are also useful for the analysis of loglinear item-response theory models. Presents modified versions of the iterative proportional fitting and Newton-Raphson algorithms. Simulated data…

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…

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.

Additive hazards regression and partial likelihood estimation for ecological monitoring data across space.

PubMed

Lin, Feng-Chang; Zhu, Jun

2012-01-01

We develop continuous-time models for the analysis of environmental or ecological monitoring data such that subjects are observed at multiple monitoring time points across space. Of particular interest are additive hazards regression models where the baseline hazard function can take on flexible forms. We consider time-varying covariates and take into account spatial dependence via autoregression in space and time. We develop statistical inference for the regression coefficients via partial likelihood. Asymptotic properties, including consistency and asymptotic normality, are established for parameter estimates under suitable regularity conditions. Feasible algorithms utilizing existing statistical software packages are developed for computation. We also consider a simpler additive hazards model with homogeneous baseline hazard and develop hypothesis testing for homogeneity. A simulation study demonstrates that the statistical inference using partial likelihood has sound finite-sample properties and offers a viable alternative to maximum likelihood estimation. For illustration, we analyze data from an ecological study that monitors bark beetle colonization of red pines in a plantation of Wisconsin.

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.

Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling

NASA Astrophysics Data System (ADS)

Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.

2017-04-01

Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.

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.

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.

Perfect blind restoration of images blurred by multiple filters: theory and efficient algorithms.

PubMed

Harikumar, G; Bresler, Y

1999-01-01

We address the problem of restoring an image from its noisy convolutions with two or more unknown finite impulse response (FIR) filters. We develop theoretical results about the existence and uniqueness of solutions, and show that under some generically true assumptions, both the filters and the image can be determined exactly in the absence of noise, and stably estimated in its presence. We present efficient algorithms to estimate the blur functions and their sizes. These algorithms are of two types, subspace-based and likelihood-based, and are extensions of techniques proposed for the solution of the multichannel blind deconvolution problem in one dimension. We present memory and computation-efficient techniques to handle the very large matrices arising in the two-dimensional (2-D) case. Once the blur functions are determined, they are used in a multichannel deconvolution step to reconstruct the unknown image. The theoretical and practical implications of edge effects, and "weakly exciting" images are examined. Finally, the algorithms are demonstrated on synthetic and real data.

Array magnetics modal analysis for the DIII-D tokamak based on localized time-series modelling

DOE PAGES

Olofsson, K. Erik J.; Hanson, Jeremy M.; Shiraki, Daisuke; ...

2014-07-14

Here, time-series analysis of magnetics data in tokamaks is typically done using block-based fast Fourier transform methods. This work presents the development and deployment of a new set of algorithms for magnetic probe array analysis. The method is based on an estimation technique known as stochastic subspace identification (SSI). Compared with the standard coherence approach or the direct singular value decomposition approach, the new technique exhibits several beneficial properties. For example, the SSI method does not require that frequencies are orthogonal with respect to the timeframe used in the analysis. Frequencies are obtained directly as parameters of localized time-series models.more » The parameters are extracted by solving small-scale eigenvalue problems. Applications include maximum-likelihood regularized eigenmode pattern estimation, detection of neoclassical tearing modes, including locked mode precursors, and automatic clustering of modes, and magnetics-pattern characterization of sawtooth pre- and postcursors, edge harmonic oscillations and fishbones.« less

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

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.

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

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.

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…

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

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

PubMed

Irvine, Kathryn M; Rodhouse, Thomas J; Wright, Wilson J; Olsen, Anthony R

2018-05-26

Statistical models supporting inferences about species occurrence patterns in relation to environmental gradients are fundamental to ecology and conservation biology. A common implicit assumption is that the sampling design is ignorable and does not need to be formally accounted for in analyses. The analyst assumes data are representative of the desired population and statistical modeling proceeds. However, if datasets from probability and non-probability surveys are combined or unequal selection probabilities are used, the design may be non ignorable. We outline the use of pseudo-maximum likelihood estimation for site-occupancy models to account for such non-ignorable survey designs. This estimation method accounts for the survey design by properly weighting the pseudo-likelihood equation. In our empirical example, legacy and newer randomly selected locations were surveyed for bats to bridge a historic statewide effort with an ongoing nationwide program. We provide a worked example using bat acoustic detection/non-detection data and show how analysts can diagnose whether their design is ignorable. Using simulations we assessed whether our approach is viable for modeling datasets composed of sites contributed outside of a probability design Pseudo-maximum likelihood estimates differed from the usual maximum likelihood occu31 pancy estimates for some bat species. Using simulations we show the maximum likelihood estimator of species-environment relationships with non-ignorable sampling designs was biased, whereas the pseudo-likelihood estimator was design-unbiased. However, in our simulation study the designs composed of a large proportion of legacy or non-probability sites resulted in estimation issues for standard errors. These issues were likely a result of highly variable weights confounded by small sample sizes (5% or 10% sampling intensity and 4 revisits). Aggregating datasets from multiple sources logically supports larger sample sizes and potentially increases spatial extents for statistical inferences. Our results suggest that ignoring the mechanism for how locations were selected for data collection (e.g., the sampling design) could result in erroneous model-based conclusions. Therefore, in order to ensure robust and defensible recommendations for evidence-based conservation decision-making, the survey design information in addition to the data themselves must be available for analysts. Details for constructing the weights used in estimation and code for implementation are provided. This article is protected by copyright. All rights reserved. This article is protected by copyright. All rights reserved.

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis

PubMed Central

van de Schoot, Rens; Hox, Joop

2014-01-01

Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions. PMID:29795827

How much to trust the senses: Likelihood learning

PubMed Central

Sato, Yoshiyuki; Kording, Konrad P.

2014-01-01

Our brain often needs to estimate unknown variables from imperfect information. Our knowledge about the statistical distributions of quantities in our environment (called priors) and currently available information from sensory inputs (called likelihood) are the basis of all Bayesian models of perception and action. While we know that priors are learned, most studies of prior-likelihood integration simply assume that subjects know about the likelihood. However, as the quality of sensory inputs change over time, we also need to learn about new likelihoods. Here, we show that human subjects readily learn the distribution of visual cues (likelihood function) in a way that can be predicted by models of statistically optimal learning. Using a likelihood that depended on color context, we found that a learned likelihood generalized to new priors. Thus, we conclude that subjects learn about likelihood. PMID:25398975

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.

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.

dPIRPLE: a joint estimation framework for deformable registration and penalized-likelihood CT image reconstruction using prior images

NASA Astrophysics Data System (ADS)

Dang, H.; Wang, A. S.; Sussman, Marc S.; Siewerdsen, J. H.; Stayman, J. W.

2014-09-01

Sequential imaging studies are conducted in many clinical scenarios. Prior images from previous studies contain a great deal of patient-specific anatomical information and can be used in conjunction with subsequent imaging acquisitions to maintain image quality while enabling radiation dose reduction (e.g., through sparse angular sampling, reduction in fluence, etc). However, patient motion between images in such sequences results in misregistration between the prior image and current anatomy. Existing prior-image-based approaches often include only a simple rigid registration step that can be insufficient for capturing complex anatomical motion, introducing detrimental effects in subsequent image reconstruction. In this work, we propose a joint framework that estimates the 3D deformation between an unregistered prior image and the current anatomy (based on a subsequent data acquisition) and reconstructs the current anatomical image using a model-based reconstruction approach that includes regularization based on the deformed prior image. This framework is referred to as deformable prior image registration, penalized-likelihood estimation (dPIRPLE). Central to this framework is the inclusion of a 3D B-spline-based free-form-deformation model into the joint registration-reconstruction objective function. The proposed framework is solved using a maximization strategy whereby alternating updates to the registration parameters and image estimates are applied allowing for improvements in both the registration and reconstruction throughout the optimization process. Cadaver experiments were conducted on a cone-beam CT testbench emulating a lung nodule surveillance scenario. Superior reconstruction accuracy and image quality were demonstrated using the dPIRPLE algorithm as compared to more traditional reconstruction methods including filtered backprojection, penalized-likelihood estimation (PLE), prior image penalized-likelihood estimation (PIPLE) without registration, and prior image penalized-likelihood estimation with rigid registration of a prior image (PIRPLE) over a wide range of sampling sparsity and exposure levels.

Likelihood ratios for glaucoma diagnosis using spectral-domain optical coherence tomography.

PubMed

Lisboa, Renato; Mansouri, Kaweh; Zangwill, Linda M; Weinreb, Robert N; Medeiros, Felipe A

2013-11-01

To present a methodology for calculating likelihood ratios for glaucoma diagnosis for continuous retinal nerve fiber layer (RNFL) thickness measurements from spectral-domain optical coherence tomography (spectral-domain OCT). Observational cohort study. A total of 262 eyes of 187 patients with glaucoma and 190 eyes of 100 control subjects were included in the study. Subjects were recruited from the Diagnostic Innovations Glaucoma Study. Eyes with preperimetric and perimetric glaucomatous damage were included in the glaucoma group. The control group was composed of healthy eyes with normal visual fields from subjects recruited from the general population. All eyes underwent RNFL imaging with Spectralis spectral-domain OCT. Likelihood ratios for glaucoma diagnosis were estimated for specific global RNFL thickness measurements using a methodology based on estimating the tangents to the receiver operating characteristic (ROC) curve. Likelihood ratios could be determined for continuous values of average RNFL thickness. Average RNFL thickness values lower than 86 μm were associated with positive likelihood ratios (ie, likelihood ratios greater than 1), whereas RNFL thickness values higher than 86 μm were associated with negative likelihood ratios (ie, likelihood ratios smaller than 1). A modified Fagan nomogram was provided to assist calculation of posttest probability of disease from the calculated likelihood ratios and pretest probability of disease. The methodology allowed calculation of likelihood ratios for specific RNFL thickness values. By avoiding arbitrary categorization of test results, it potentially allows for an improved integration of test results into diagnostic clinical decision making. Copyright © 2013. Published by Elsevier Inc.

ARMA models for earthquake ground motions. Seismic safety margins research program

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

Chang, M. K.; Kwiatkowski, J. W.; Nau, R. F.

1981-02-01

Four major California earthquake records were analyzed by use of a class of discrete linear time-domain processes commonly referred to as ARMA (Autoregressive/Moving-Average) models. It was possible to analyze these different earthquakes, identify the order of the appropriate ARMA model(s), estimate parameters, and test the residuals generated by these models. It was also possible to show the connections, similarities, and differences between the traditional continuous models (with parameter estimates based on spectral analyses) and the discrete models with parameters estimated by various maximum-likelihood techniques applied to digitized acceleration data in the time domain. The methodology proposed is suitable for simulatingmore » earthquake ground motions in the time domain, and appears to be easily adapted to serve as inputs for nonlinear discrete time models of structural motions. 60 references, 19 figures, 9 tables.« less

Estimating rainfall time series and model parameter distributions using model data reduction and inversion techniques

NASA Astrophysics Data System (ADS)

Wright, Ashley J.; Walker, Jeffrey P.; Pauwels, Valentijn R. N.

2017-08-01

Floods are devastating natural hazards. To provide accurate, precise, and timely flood forecasts, there is a need to understand the uncertainties associated within an entire rainfall time series, even when rainfall was not observed. The estimation of an entire rainfall time series and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of entire rainfall input time series to be considered when estimating model parameters, and provides the ability to improve rainfall estimates from poorly gauged catchments. Current methods to estimate entire rainfall time series from streamflow records are unable to adequately invert complex nonlinear hydrologic systems. This study aims to explore the use of wavelets in the estimation of rainfall time series from streamflow records. Using the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia, it is shown that model parameter distributions and an entire rainfall time series can be estimated. Including rainfall in the estimation process improves streamflow simulations by a factor of up to 1.78. This is achieved while estimating an entire rainfall time series, inclusive of days when none was observed. It is shown that the choice of wavelet can have a considerable impact on the robustness of the inversion. Combining the use of a likelihood function that considers rainfall and streamflow errors with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

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

ERIC Educational Resources Information Center

Wothke, Werner; Burket, George; Chen, Li-Sue; Gao, Furong; Shu, Lianghua; Chia, Mike

2011-01-01

It has been known for some time that item response theory (IRT) models may exhibit a likelihood function of a respondent's ability which may have multiple modes, flat modes, or both. These conditions, often associated with guessing of multiple-choice (MC) questions, can introduce uncertainty and bias to ability estimation by maximum likelihood…

F-8C adaptive flight control extensions. [for maximum likelihood estimation

NASA Technical Reports Server (NTRS)

Stein, G.; Hartmann, G. L.

1977-01-01

An adaptive concept which combines gain-scheduled control laws with explicit maximum likelihood estimation (MLE) identification to provide the scheduling values is described. The MLE algorithm was improved by incorporating attitude data, estimating gust statistics for setting filter gains, and improving parameter tracking during changing flight conditions. A lateral MLE algorithm was designed to improve true air speed and angle of attack estimates during lateral maneuvers. Relationships between the pitch axis sensors inherent in the MLE design were examined and used for sensor failure detection. Design details and simulation performance are presented for each of the three areas investigated.

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.

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

PubMed Central

Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano

2015-01-01

We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in the 1980s and early 1990s. We use estimates from our model to simulate a synthetic dataset and assess the ability of ML and SMM to recover the model parameters on this sample. We investigate the performance of alternative tuning parameters for SMM. PMID:26494926

Techniques of biological contamination avoidance by atmospheric probes

NASA Technical Reports Server (NTRS)

Defrees, R. E.

1974-01-01

The likelihood of biologically contaminating a planet by an atmospheric probe has a low probability of occurring if the probe is kept biologically clean during terrestrial operations and if the structure remains in tact until the planets life zone is completely penetrated. High standards of cleanliness, monitoring and estimating for remedial actions must be maintained in a probe program. It is not a foregone conclusion, however, that heat sterilization needs to be employed. The use of several techniques having a good potential for lower probe costs are available and appear adequate to render a probe sterile within acceptable bounds. The techniques considered to be satisfactory for minimizing microbial load include: (1) combined heat (at 95-105 C) and gamma radiation; (2) short term heating at 105 + or - 5 C to inactivate all vegetative microbes; (3) irradiation routinely by ultraviolet light; (4) wiping by a bactericidal agent with or without a penetrant; and (5) cleanliness alone.

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.

On the Existence and Uniqueness of JML Estimates for the Partial Credit Model

ERIC Educational Resources Information Center

Bertoli-Barsotti, Lucio

2005-01-01

A necessary and sufficient condition is given in this paper for the existence and uniqueness of the maximum likelihood (the so-called joint maximum likelihood) estimate of the parameters of the Partial Credit Model. This condition is stated in terms of a structural property of the pattern of the data matrix that can be easily verified on the basis…

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

ERIC Educational Resources Information Center

Paek, Insu; Wilson, Mark

2011-01-01

This study elaborates the Rasch differential item functioning (DIF) model formulation under the marginal maximum likelihood estimation context. Also, the Rasch DIF model performance was examined and compared with the Mantel-Haenszel (MH) procedure in small sample and short test length conditions through simulations. The theoretically known…

Use of Bayes theorem to correct size-specific sampling bias in growth data.

PubMed

Troynikov, V S

1999-03-01

The bayesian decomposition of posterior distribution was used to develop a likelihood function to correct bias in the estimates of population parameters from data collected randomly with size-specific selectivity. Positive distributions with time as a parameter were used for parametrization of growth data. Numerical illustrations are provided. The alternative applications of the likelihood to estimate selectivity parameters are discussed.

ATAC Autocuer Modeling Analysis.

DTIC Science & Technology

1981-01-01

the analysis of the simple rectangular scrnentation (1) is based on detection and estimation theory (2). This approach uses the concept of maximum ...continuous wave forms. In order to develop the principles of maximum likelihood, it is con- venient to develop the principles for the "classical...the concept of maximum likelihood is significant in that it provides the optimum performance of the detection/estimation problem. With a knowledge of

Quantifying the Establishment Likelihood of Invasive Alien Species Introductions Through Ports with Application to Honeybees in Australia.

PubMed

Heersink, Daniel K; Caley, Peter; Paini, Dean R; Barry, Simon C

2016-05-01

The cost of an uncontrolled incursion of invasive alien species (IAS) arising from undetected entry through ports can be substantial, and knowledge of port-specific risks is needed to help allocate limited surveillance resources. Quantifying the establishment likelihood of such an incursion requires quantifying the ability of a species to enter, establish, and spread. Estimation of the approach rate of IAS into ports provides a measure of likelihood of entry. Data on the approach rate of IAS are typically sparse, and the combinations of risk factors relating to country of origin and port of arrival diverse. This presents challenges to making formal statistical inference on establishment likelihood. Here we demonstrate how these challenges can be overcome with judicious use of mixed-effects models when estimating the incursion likelihood into Australia of the European (Apis mellifera) and Asian (A. cerana) honeybees, along with the invasive parasites of biosecurity concern they host (e.g., Varroa destructor). Our results demonstrate how skewed the establishment likelihood is, with one-tenth of the ports accounting for 80% or more of the likelihood for both species. These results have been utilized by biosecurity agencies in the allocation of resources to the surveillance of maritime ports. © 2015 Society for Risk Analysis.

An evaluation of portion size estimation aids: precision, ease of use and likelihood of future use.

PubMed

Faulkner, Gemma P; Livingstone, M Barbara E; Pourshahidi, L Kirsty; Spence, Michelle; Dean, Moira; O'Brien, Sinead; Gibney, Eileen R; Wallace, Julie Mw; McCaffrey, Tracy A; Kerr, Maeve A

2016-09-01

The present study aimed to evaluate the precision, ease of use and likelihood of future use of portion size estimation aids (PSEA). A range of PSEA were used to estimate the serving sizes of a range of commonly eaten foods and rated for ease of use and likelihood of future usage. For each food, participants selected their preferred PSEA from a range of options including: quantities and measures; reference objects; measuring; and indicators on food packets. These PSEA were used to serve out various foods (e.g. liquid, amorphous, and composite dishes). Ease of use and likelihood of future use were noted. The foods were weighed to determine the precision of each PSEA. Males and females aged 18-64 years (n 120). The quantities and measures were the most precise PSEA (lowest range of weights for estimated portion sizes). However, participants preferred household measures (e.g. 200 ml disposable cup) - deemed easy to use (median rating of 5), likely to use again in future (all scored either 4 or 5 on a scale from 1='not very likely' to 5='very likely to use again') and precise (narrow range of weights for estimated portion sizes). The majority indicated they would most likely use the PSEA preparing a meal (94 %), particularly dinner (86 %) in the home (89 %; all P<0·001) for amorphous grain foods. Household measures may be precise, easy to use and acceptable aids for estimating the appropriate portion size of amorphous grain foods.

Empirical likelihood inference in randomized clinical trials.

PubMed

Zhang, Biao

2017-01-01

In individually randomized controlled trials, in addition to the primary outcome, information is often available on a number of covariates prior to randomization. This information is frequently utilized to undertake adjustment for baseline characteristics in order to increase precision of the estimation of average treatment effects; such adjustment is usually performed via covariate adjustment in outcome regression models. Although the use of covariate adjustment is widely seen as desirable for making treatment effect estimates more precise and the corresponding hypothesis tests more powerful, there are considerable concerns that objective inference in randomized clinical trials can potentially be compromised. In this paper, we study an empirical likelihood approach to covariate adjustment and propose two unbiased estimating functions that automatically decouple evaluation of average treatment effects from regression modeling of covariate-outcome relationships. The resulting empirical likelihood estimator of the average treatment effect is as efficient as the existing efficient adjusted estimators 1 when separate treatment-specific working regression models are correctly specified, yet are at least as efficient as the existing efficient adjusted estimators 1 for any given treatment-specific working regression models whether or not they coincide with the true treatment-specific covariate-outcome relationships. We present a simulation study to compare the finite sample performance of various methods along with some results on analysis of a data set from an HIV clinical trial. The simulation results indicate that the proposed empirical likelihood approach is more efficient and powerful than its competitors when the working covariate-outcome relationships by treatment status are misspecified.

Histogram equalization with Bayesian estimation for noise robust speech recognition.

PubMed

Suh, Youngjoo; Kim, Hoirin

2018-02-01

The histogram equalization approach is an efficient feature normalization technique for noise robust automatic speech recognition. However, it suffers from performance degradation when some fundamental conditions are not satisfied in the test environment. To remedy these limitations of the original histogram equalization methods, class-based histogram equalization approach has been proposed. Although this approach showed substantial performance improvement under noise environments, it still suffers from performance degradation due to the overfitting problem when test data are insufficient. To address this issue, the proposed histogram equalization technique employs the Bayesian estimation method in the test cumulative distribution function estimation. It was reported in a previous study conducted on the Aurora-4 task that the proposed approach provided substantial performance gains in speech recognition systems based on the acoustic modeling of the Gaussian mixture model-hidden Markov model. In this work, the proposed approach was examined in speech recognition systems with deep neural network-hidden Markov model (DNN-HMM), the current mainstream speech recognition approach where it also showed meaningful performance improvement over the conventional maximum likelihood estimation-based method. The fusion of the proposed features with the mel-frequency cepstral coefficients provided additional performance gains in DNN-HMM systems, which otherwise suffer from performance degradation in the clean test condition.

Real-Time Airborne Gamma-Ray Background Estimation Using NASVD with MLE and Radiation Transport for Calibration

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

Kulisek, Jonathan A.; Schweppe, John E.; Stave, Sean C.

2015-06-01

Helicopter-mounted gamma-ray detectors can provide law enforcement officials the means to quickly and accurately detect, identify, and locate radiological threats over a wide geographical area. The ability to accurately distinguish radiological threat-generated gamma-ray signatures from background gamma radiation in real time is essential in order to realize this potential. This problem is non-trivial, especially in urban environments for which the background may change very rapidly during flight. This exacerbates the challenge of estimating background due to the poor counting statistics inherent in real-time airborne gamma-ray spectroscopy measurements. To address this, we have developed a new technique for real-time estimation ofmore » background gamma radiation from aerial measurements. This method is built upon on the noise-adjusted singular value decomposition (NASVD) technique that was previously developed for estimating the potassium (K), uranium (U), and thorium (T) concentrations in soil post-flight. The method can be calibrated using K, U, and T spectra determined from radiation transport simulations along with basis functions, which may be determined empirically by applying maximum likelihood estimation (MLE) to previously measured airborne gamma-ray spectra. The method was applied to both measured and simulated airborne gamma-ray spectra, with and without man-made radiological source injections. Compared to schemes based on simple averaging, this technique was less sensitive to background contamination from the injected man-made sources and may be particularly useful when the gamma-ray background frequently changes during the course of the flight.« less

Statistical Symbolic Execution with Informed Sampling

NASA Technical Reports Server (NTRS)

Filieri, Antonio; Pasareanu, Corina S.; Visser, Willem; Geldenhuys, Jaco

2014-01-01

Symbolic execution techniques have been proposed recently for the probabilistic analysis of programs. These techniques seek to quantify the likelihood of reaching program events of interest, e.g., assert violations. They have many promising applications but have scalability issues due to high computational demand. To address this challenge, we propose a statistical symbolic execution technique that performs Monte Carlo sampling of the symbolic program paths and uses the obtained information for Bayesian estimation and hypothesis testing with respect to the probability of reaching the target events. To speed up the convergence of the statistical analysis, we propose Informed Sampling, an iterative symbolic execution that first explores the paths that have high statistical significance, prunes them from the state space and guides the execution towards less likely paths. The technique combines Bayesian estimation with a partial exact analysis for the pruned paths leading to provably improved convergence of the statistical analysis. We have implemented statistical symbolic execution with in- formed sampling in the Symbolic PathFinder tool. We show experimentally that the informed sampling obtains more precise results and converges faster than a purely statistical analysis and may also be more efficient than an exact symbolic analysis. When the latter does not terminate symbolic execution with informed sampling can give meaningful results under the same time and memory limits.

Spatiotemporal modelling of groundwater extraction in semi-arid central Queensland, Australia

NASA Astrophysics Data System (ADS)

Keir, Greg; Bulovic, Nevenka; McIntyre, Neil

2016-04-01

The semi-arid Surat Basin in central Queensland, Australia, forms part of the Great Artesian Basin, a groundwater resource of national significance. While this area relies heavily on groundwater supply bores to sustain agricultural industries and rural life in general, measurement of groundwater extraction rates is very limited. Consequently, regional groundwater extraction rates are not well known, which may have implications for regional numerical groundwater modelling. However, flows from a small number of bores are metered, and less precise anecdotal estimates of extraction are increasingly available. There is also an increasing number of other spatiotemporal datasets which may help predict extraction rates (e.g. rainfall, temperature, soils, stocking rates etc.). These can be used to construct spatial multivariate regression models to estimate extraction. The data exhibit complicated statistical features, such as zero-valued observations, non-Gaussianity, and non-stationarity, which limit the use of many classical estimation techniques, such as kriging. As well, water extraction histories may exhibit temporal autocorrelation. To account for these features, we employ a separable space-time model to predict bore extraction rates using the R-INLA package for computationally efficient Bayesian inference. A joint approach is used to model both the probability (using a binomial likelihood) and magnitude (using a gamma likelihood) of extraction. The correlation between extraction rates in space and time is modelled using a Gaussian Markov Random Field (GMRF) with a Matérn spatial covariance function which can evolve over time according to an autoregressive model. To reduce computational burden, we allow the GMRF to be evaluated at a relatively coarse temporal resolution, while still allowing predictions to be made at arbitrarily small time scales. We describe the process of model selection and inference using an information criterion approach, and present some preliminary results from the study area. We conclude by discussing issues related with upscaling of the modelling approach to the entire basin, including merging of extraction rate observations with different precision, temporal resolution, and even potentially different likelihoods.

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).

Extreme deconvolution: Inferring complete distribution functions from noisy, heterogeneous and incomplete observations

NASA Astrophysics Data System (ADS)

Bovy Jo; Hogg, David W.; Roweis, Sam T.

2011-06-01

We generalize the well-known mixtures of Gaussians approach to density estimation and the accompanying Expectation-Maximization technique for finding the maximum likelihood parameters of the mixture to the case where each data point carries an individual d-dimensional uncertainty covariance and has unique missing data properties. This algorithm reconstructs the error-deconvolved or "underlying" distribution function common to all samples, even when the individual data points are samples from different distributions, obtained by convolving the underlying distribution with the heteroskedastic uncertainty distribution of the data point and projecting out the missing data directions. We show how this basic algorithm can be extended with conjugate priors on all of the model parameters and a "split-and-"erge- procedure designed to avoid local maxima of the likelihood. We demonstrate the full method by applying it to the problem of inferring the three-dimensional veloc! ity distribution of stars near the Sun from noisy two-dimensional, transverse velocity measurements from the Hipparcos satellite.

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.

Detection and Estimation of an Optical Image by Photon-Counting Techniques. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Wang, Lily Lee

1973-01-01

Statistical description of a photoelectric detector is given. The photosensitive surface of the detector is divided into many small areas, and the moment generating function of the photo-counting statistic is derived for large time-bandwidth product. The detection of a specified optical image in the presence of the background light by using the hypothesis test is discussed. The ideal detector based on the likelihood ratio from a set of numbers of photoelectrons ejected from many small areas of the photosensitive surface is studied and compared with the threshold detector and a simple detector which is based on the likelihood ratio by counting the total number of photoelectrons from a finite area of the surface. The intensity of the image is assumed to be Gaussian distributed spatially against the uniformly distributed background light. The numerical approximation by the method of steepest descent is used, and the calculations of the reliabilities for the detectors are carried out by a digital computer.

Robust analysis of semiparametric renewal process models

PubMed Central

Lin, Feng-Chang; Truong, Young K.; Fine, Jason P.

2013-01-01

Summary A rate model is proposed for a modulated renewal process comprising a single long sequence, where the covariate process may not capture the dependencies in the sequence as in standard intensity models. We consider partial likelihood-based inferences under a semiparametric multiplicative rate model, which has been widely studied in the context of independent and identical data. Under an intensity model, gap times in a single long sequence may be used naively in the partial likelihood with variance estimation utilizing the observed information matrix. Under a rate model, the gap times cannot be treated as independent and studying the partial likelihood is much more challenging. We employ a mixing condition in the application of limit theory for stationary sequences to obtain consistency and asymptotic normality. The estimator's variance is quite complicated owing to the unknown gap times dependence structure. We adapt block bootstrapping and cluster variance estimators to the partial likelihood. Simulation studies and an analysis of a semiparametric extension of a popular model for neural spike train data demonstrate the practical utility of the rate approach in comparison with the intensity approach. PMID:24550568

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.

Contact networks and the study of contagion.

PubMed

Hartigan, P M

1980-09-01

The contact network among individuals in a patient group and in a control group is examined. The probability of knowing another person is modelled with parameters assigned to various factors, such as age, sex or disease, which may influence this probability. Standard likelihood techniques are used to estimate the parameters and to test the significance of the hypotheses, in particular the hypothesis of contagion, generated in the modelling process. The method is illustrated in a study of the Yale student body, in which infectious mononucleosis patients of the opposite sex are shown to know each other significantly more frequently than expected.

Multistage classification of multispectral Earth observational data: The design approach

NASA Technical Reports Server (NTRS)

Bauer, M. E. (Principal Investigator); Muasher, M. J.; Landgrebe, D. A.

1981-01-01

An algorithm is proposed which predicts the optimal features at every node in a binary tree procedure. The algorithm estimates the probability of error by approximating the area under the likelihood ratio function for two classes and taking into account the number of training samples used in estimating each of these two classes. Some results on feature selection techniques, particularly in the presence of a very limited set of training samples, are presented. Results comparing probabilities of error predicted by the proposed algorithm as a function of dimensionality as compared to experimental observations are shown for aircraft and LANDSAT data. Results are obtained for both real and simulated data. Finally, two binary tree examples which use the algorithm are presented to illustrate the usefulness of the procedure.

Bayesian Monte Carlo and Maximum Likelihood Approach for ...

EPA Pesticide Factsheets

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood estimation (BMCML) to calibrate a lake oxygen recovery model. We first derive an analytical solution of the differential equation governing lake-averaged oxygen dynamics as a function of time-variable wind speed. Statistical inferences on model parameters and predictive uncertainty are then drawn by Bayesian conditioning of the analytical solution on observed daily wind speed and oxygen concentration data obtained from an earlier study during two recovery periods on a eutrophic lake in upper state New York. The model is calibrated using oxygen recovery data for one year and statistical inferences were validated using recovery data for another year. Compared with essentially two-step, regression and optimization approach, the BMCML results are more comprehensive and performed relatively better in predicting the observed temporal dissolved oxygen levels (DO) in the lake. BMCML also produced comparable calibration and validation results with those obtained using popular Markov Chain Monte Carlo technique (MCMC) and is computationally simpler and easier to implement than the MCMC. Next, using the calibrated model, we derive an optimal relationship between liquid film-transfer coefficien

Gray matter atrophy in narcolepsy: An activation likelihood estimation meta-analysis.

PubMed

Weng, Hsu-Huei; Chen, Chih-Feng; Tsai, Yuan-Hsiung; Wu, Chih-Ying; Lee, Meng; Lin, Yu-Ching; Yang, Cheng-Ta; Tsai, Ying-Huang; Yang, Chun-Yuh

2015-12-01

The authors reviewed the literature on the use of voxel-based morphometry (VBM) in narcolepsy magnetic resonance imaging (MRI) studies via the use of a meta-analysis of neuroimaging to identify concordant and specific structural deficits in patients with narcolepsy as compared with healthy subjects. We used PubMed to retrieve articles published between January 2000 and March 2014. The authors included all VBM research on narcolepsy and compared the findings of the studies by using gray matter volume (GMV) or gray matter concentration (GMC) to index differences in gray matter. Stereotactic data were extracted from 8 VBM studies of 149 narcoleptic patients and 162 control subjects. We applied activation likelihood estimation (ALE) technique and found significant regional gray matter reduction in the bilateral hypothalamus, thalamus, globus pallidus, extending to nucleus accumbens (NAcc) and anterior cingulate cortex (ACC), left mid orbital and rectal gyri (BAs 10 and 11), right inferior frontal gyrus (BA 47), and the right superior temporal gyrus (BA 41) in patients with narcolepsy. The significant gray matter deficits in narcoleptic patients occurred in the bilateral hypothalamus and frontotemporal regions, which may be related to the emotional processing abnormalities and orexin/hypocretin pathway common among populations of patients with narcolepsy. Copyright © 2015. Published by Elsevier Ltd.

Streamflow characterization using functional data analysis of the Potomac River

NASA Astrophysics Data System (ADS)

Zelmanow, A.; Maslova, I.; Ticlavilca, A. M.; McKee, M.

2013-12-01

Flooding and droughts are extreme hydrological events that affect the United States economically and socially. The severity and unpredictability of flooding has caused billions of dollars in damage and the loss of lives in the eastern United States. In this context, there is an urgent need to build a firm scientific basis for adaptation by developing and applying new modeling techniques for accurate streamflow characterization and reliable hydrological forecasting. The goal of this analysis is to use numerical streamflow characteristics in order to classify, model, and estimate the likelihood of extreme events in the eastern United States, mainly the Potomac River. Functional data analysis techniques are used to study yearly streamflow patterns, with the extreme streamflow events characterized via functional principal component analysis. These methods are merged with more classical techniques such as cluster analysis, classification analysis, and time series modeling. The developed functional data analysis approach is used to model continuous streamflow hydrographs. The forecasting potential of this technique is explored by incorporating climate factors to produce a yearly streamflow outlook.

Motor unit action potential conduction velocity estimated from surface electromyographic signals using image processing techniques.

PubMed

Soares, Fabiano Araujo; Carvalho, João Luiz Azevedo; Miosso, Cristiano Jacques; de Andrade, Marcelino Monteiro; da Rocha, Adson Ferreira

2015-09-17

In surface electromyography (surface EMG, or S-EMG), conduction velocity (CV) refers to the velocity at which the motor unit action potentials (MUAPs) propagate along the muscle fibers, during contractions. The CV is related to the type and diameter of the muscle fibers, ion concentration, pH, and firing rate of the motor units (MUs). The CV can be used in the evaluation of contractile properties of MUs, and of muscle fatigue. The most popular methods for CV estimation are those based on maximum likelihood estimation (MLE). This work proposes an algorithm for estimating CV from S-EMG signals, using digital image processing techniques. The proposed approach is demonstrated and evaluated, using both simulated and experimentally-acquired multichannel S-EMG signals. We show that the proposed algorithm is as precise and accurate as the MLE method in typical conditions of noise and CV. The proposed method is not susceptible to errors associated with MUAP propagation direction or inadequate initialization parameters, which are common with the MLE algorithm. Image processing -based approaches may be useful in S-EMG analysis to extract different physiological parameters from multichannel S-EMG signals. Other new methods based on image processing could also be developed to help solving other tasks in EMG analysis, such as estimation of the CV for individual MUs, localization and tracking of innervation zones, and study of MU recruitment strategies.

A likelihood-based approach for assessment of extra-pair paternity and conspecific brood parasitism in natural populations

USGS Publications Warehouse

Lemons, Patrick R.; Marshall, T.C.; McCloskey, Sarah E.; Sethi, S.A.; Schmutz, Joel A.; Sedinger, James S.

2015-01-01

Genotypes are frequently used to assess alternative reproductive strategies such as extra-pair paternity and conspecific brood parasitism in wild populations. However, such analyses are vulnerable to genotyping error or molecular artifacts that can bias results. For example, when using multilocus microsatellite data, a mismatch at a single locus, suggesting the offspring was not directly related to its putative parents, can occur quite commonly even when the offspring is truly related. Some recent studies have advocated an ad-hoc rule that offspring must differ at more than one locus in order to conclude that they are not directly related. While this reduces the frequency with which true offspring are identified as not directly related young, it also introduces bias in the opposite direction, wherein not directly related young are categorized as true offspring. More importantly, it ignores the additional information on allele frequencies which would reduce overall bias. In this study, we present a novel technique for assessing extra-pair paternity and conspecific brood parasitism using a likelihood-based approach in a new version of program cervus. We test the suitability of the technique by applying it to a simulated data set and then present an example to demonstrate its influence on the estimation of alternative reproductive strategies.

CALIBRATION OF SEMI-ANALYTIC MODELS OF GALAXY FORMATION USING PARTICLE SWARM OPTIMIZATION

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

Ruiz, Andrés N.; Domínguez, Mariano J.; Yaryura, Yamila

2015-03-10

We present a fast and accurate method to select an optimal set of parameters in semi-analytic models of galaxy formation and evolution (SAMs). Our approach compares the results of a model against a set of observables applying a stochastic technique called Particle Swarm Optimization (PSO), a self-learning algorithm for localizing regions of maximum likelihood in multidimensional spaces that outperforms traditional sampling methods in terms of computational cost. We apply the PSO technique to the SAG semi-analytic model combined with merger trees extracted from a standard Lambda Cold Dark Matter N-body simulation. The calibration is performed using a combination of observedmore » galaxy properties as constraints, including the local stellar mass function and the black hole to bulge mass relation. We test the ability of the PSO algorithm to find the best set of free parameters of the model by comparing the results with those obtained using a MCMC exploration. Both methods find the same maximum likelihood region, however, the PSO method requires one order of magnitude fewer evaluations. This new approach allows a fast estimation of the best-fitting parameter set in multidimensional spaces, providing a practical tool to test the consequences of including other astrophysical processes in SAMs.« less

Prediction of antiepileptic drug treatment outcomes using machine learning.

PubMed

Colic, Sinisa; Wither, Robert G; Lang, Min; Zhang, Liang; Eubanks, James H; Bardakjian, Berj L

2017-02-01

Antiepileptic drug (AED) treatments produce inconsistent outcomes, often necessitating patients to go through several drug trials until a successful treatment can be found. This study proposes the use of machine learning techniques to predict epilepsy treatment outcomes of commonly used AEDs. Machine learning algorithms were trained and evaluated using features obtained from intracranial electroencephalogram (iEEG) recordings of the epileptiform discharges observed in Mecp2-deficient mouse model of the Rett Syndrome. Previous work have linked the presence of cross-frequency coupling (I CFC ) of the delta (2-5 Hz) rhythm with the fast ripple (400-600 Hz) rhythm in epileptiform discharges. Using the I CFC to label post-treatment outcomes we compared support vector machines (SVMs) and random forest (RF) machine learning classifiers for providing likelihood scores of successful treatment outcomes. (a) There was heterogeneity in AED treatment outcomes, (b) machine learning techniques could be used to rank the efficacy of AEDs by estimating likelihood scores for successful treatment outcome, (c) I CFC features yielded the most effective a priori identification of appropriate AED treatment, and (d) both classifiers performed comparably. Machine learning approaches yielded predictions of successful drug treatment outcomes which in turn could reduce the burdens of drug trials and lead to substantial improvements in patient quality of life.

Prediction of antiepileptic drug treatment outcomes using machine learning

NASA Astrophysics Data System (ADS)

Colic, Sinisa; Wither, Robert G.; Lang, Min; Zhang, Liang; Eubanks, James H.; Bardakjian, Berj L.

2017-02-01

Objective. Antiepileptic drug (AED) treatments produce inconsistent outcomes, often necessitating patients to go through several drug trials until a successful treatment can be found. This study proposes the use of machine learning techniques to predict epilepsy treatment outcomes of commonly used AEDs. Approach. Machine learning algorithms were trained and evaluated using features obtained from intracranial electroencephalogram (iEEG) recordings of the epileptiform discharges observed in Mecp2-deficient mouse model of the Rett Syndrome. Previous work have linked the presence of cross-frequency coupling (I CFC) of the delta (2-5 Hz) rhythm with the fast ripple (400-600 Hz) rhythm in epileptiform discharges. Using the I CFC to label post-treatment outcomes we compared support vector machines (SVMs) and random forest (RF) machine learning classifiers for providing likelihood scores of successful treatment outcomes. Main results. (a) There was heterogeneity in AED treatment outcomes, (b) machine learning techniques could be used to rank the efficacy of AEDs by estimating likelihood scores for successful treatment outcome, (c) I CFC features yielded the most effective a priori identification of appropriate AED treatment, and (d) both classifiers performed comparably. Significance. Machine learning approaches yielded predictions of successful drug treatment outcomes which in turn could reduce the burdens of drug trials and lead to substantial improvements in patient quality of life.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.

PubMed

Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

A single-index threshold Cox proportional hazard model for identifying a treatment-sensitive subset based on multiple biomarkers.

PubMed

He, Ye; Lin, Huazhen; Tu, Dongsheng

2018-06-04

In this paper, we introduce a single-index threshold Cox proportional hazard model to select and combine biomarkers to identify patients who may be sensitive to a specific treatment. A penalized smoothed partial likelihood is proposed to estimate the parameters in the model. A simple, efficient, and unified algorithm is presented to maximize this likelihood function. The estimators based on this likelihood function are shown to be consistent and asymptotically normal. Under mild conditions, the proposed estimators also achieve the oracle property. The proposed approach is evaluated through simulation analyses and application to the analysis of data from two clinical trials, one involving patients with locally advanced or metastatic pancreatic cancer and one involving patients with resectable lung cancer. Copyright © 2018 John Wiley & Sons, Ltd.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

NASA Astrophysics Data System (ADS)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-01

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

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

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systemsmore » with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.« less

Essays on pricing dynamics, price dispersion, and nested logit modelling

NASA Astrophysics Data System (ADS)

Verlinda, Jeremy Alan

The body of this dissertation comprises three standalone essays, presented in three respective chapters. Chapter One explores the possibility that local market power contributes to the asymmetric relationship observed between wholesale costs and retail prices in gasoline markets. I exploit an original data set of weekly gas station prices in Southern California from September 2002 to May 2003, and take advantage of highly detailed station and local market-level characteristics to determine the extent to which spatial differentiation influences price-response asymmetry. I find that brand identity, proximity to rival stations, bundling and advertising, operation type, and local market features and demographics each influence a station's predicted asymmetric relationship between prices and wholesale costs. Chapter Two extends the existing literature on the effect of market structure on price dispersion in airline fares by modeling the effect at the disaggregate ticket level. Whereas past studies rely on aggregate measures of price dispersion such as the Gini coefficient or the standard deviation of fares, this paper estimates the entire empirical distribution of airline fares and documents how the shape of the distribution is determined by market structure. Specifically, I find that monopoly markets favor a wider distribution of fares with more mass in the tails while duopoly and competitive markets exhibit a tighter fare distribution. These findings indicate that the dispersion of airline fares may result from the efforts of airlines to practice second-degree price discrimination. Chapter Three adopts a Bayesian approach to the problem of tree structure specification in nested logit modelling, which requires a heavy computational burden in calculating marginal likelihoods. I compare two different techniques for estimating marginal likelihoods: (1) the Laplace approximation, and (2) reversible jump MCMC. I apply the techniques to both a simulated and a travel mode choice data set, and find that model selection is invariant to prior specification, while model derivatives like willingness-to-pay are notably sensitive to model choice. I also find that the Laplace approximation is remarkably accurate in spite of the potential for nested logit models to have irregular likelihood surfaces.

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.

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

PubMed

Holmes, T J; Liu, Y H

1989-11-15

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

Effect of formal and informal likelihood functions on uncertainty assessment in a single event rainfall-runoff model

NASA Astrophysics Data System (ADS)

Nourali, Mahrouz; Ghahraman, Bijan; Pourreza-Bilondi, Mohsen; Davary, Kamran

2016-09-01

In the present study, DREAM(ZS), Differential Evolution Adaptive Metropolis combined with both formal and informal likelihood functions, is used to investigate uncertainty of parameters of the HEC-HMS model in Tamar watershed, Golestan province, Iran. In order to assess the uncertainty of 24 parameters used in HMS, three flood events were used to calibrate and one flood event was used to validate the posterior distributions. Moreover, performance of seven different likelihood functions (L1-L7) was assessed by means of DREAM(ZS)approach. Four likelihood functions, L1-L4, Nash-Sutcliffe (NS) efficiency, Normalized absolute error (NAE), Index of agreement (IOA), and Chiew-McMahon efficiency (CM), is considered as informal, whereas remaining (L5-L7) is represented in formal category. L5 focuses on the relationship between the traditional least squares fitting and the Bayesian inference, and L6, is a hetereoscedastic maximum likelihood error (HMLE) estimator. Finally, in likelihood function L7, serial dependence of residual errors is accounted using a first-order autoregressive (AR) model of the residuals. According to the results, sensitivities of the parameters strongly depend on the likelihood function, and vary for different likelihood functions. Most of the parameters were better defined by formal likelihood functions L5 and L7 and showed a high sensitivity to model performance. Posterior cumulative distributions corresponding to the informal likelihood functions L1, L2, L3, L4 and the formal likelihood function L6 are approximately the same for most of the sub-basins, and these likelihood functions depict almost a similar effect on sensitivity of parameters. 95% total prediction uncertainty bounds bracketed most of the observed data. Considering all the statistical indicators and criteria of uncertainty assessment, including RMSE, KGE, NS, P-factor and R-factor, results showed that DREAM(ZS) algorithm performed better under formal likelihood functions L5 and L7, but likelihood function L5 may result in biased and unreliable estimation of parameters due to violation of the residualerror assumptions. Thus, likelihood function L7 provides posterior distribution of model parameters credibly and therefore can be employed for further applications.

Estimation of the Arrival Time and Duration of a Radio Signal with Unknown Amplitude and Initial Phase

NASA Astrophysics Data System (ADS)

Trifonov, A. P.; Korchagin, Yu. E.; Korol'kov, S. V.

2018-05-01

We synthesize the quasi-likelihood, maximum-likelihood, and quasioptimal algorithms for estimating the arrival time and duration of a radio signal with unknown amplitude and initial phase. The discrepancies between the hardware and software realizations of the estimation algorithm are shown. The characteristics of the synthesized-algorithm operation efficiency are obtained. Asymptotic expressions for the biases, variances, and the correlation coefficient of the arrival-time and duration estimates, which hold true for large signal-to-noise ratios, are derived. The accuracy losses of the estimates of the radio-signal arrival time and duration because of the a priori ignorance of the amplitude and initial phase are determined.

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.

Estimating population genetic parameters and comparing model goodness-of-fit using DNA sequences with error

PubMed Central

Liu, Xiaoming; Fu, Yun-Xin; Maxwell, Taylor J.; Boerwinkle, Eric

2010-01-01

It is known that sequencing error can bias estimation of evolutionary or population genetic parameters. This problem is more prominent in deep resequencing studies because of their large sample size n, and a higher probability of error at each nucleotide site. We propose a new method based on the composite likelihood of the observed SNP configurations to infer population mutation rate θ = 4Neμ, population exponential growth rate R, and error rate ɛ, simultaneously. Using simulation, we show the combined effects of the parameters, θ, n, ɛ, and R on the accuracy of parameter estimation. We compared our maximum composite likelihood estimator (MCLE) of θ with other θ estimators that take into account the error. The results show the MCLE performs well when the sample size is large or the error rate is high. Using parametric bootstrap, composite likelihood can also be used as a statistic for testing the model goodness-of-fit of the observed DNA sequences. The MCLE method is applied to sequence data on the ANGPTL4 gene in 1832 African American and 1045 European American individuals. PMID:19952140

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

Methods for estimating drought streamflow probabilities for Virginia streams

USGS Publications Warehouse

Austin, Samuel H.

2014-01-01

Maximum likelihood logistic regression model equations used to estimate drought flow probabilities for Virginia streams are presented for 259 hydrologic basins in Virginia. Winter streamflows were used to estimate the likelihood of streamflows during the subsequent drought-prone summer months. The maximum likelihood logistic regression models identify probable streamflows from 5 to 8 months in advance. More than 5 million streamflow daily values collected over the period of record (January 1, 1900 through May 16, 2012) were compiled and analyzed over a minimum 10-year (maximum 112-year) period of record. The analysis yielded the 46,704 equations with statistically significant fit statistics and parameter ranges published in two tables in this report. These model equations produce summer month (July, August, and September) drought flow threshold probabilities as a function of streamflows during the previous winter months (November, December, January, and February). Example calculations are provided, demonstrating how to use the equations to estimate probable streamflows as much as 8 months in advance.

Polarimetric image reconstruction algorithms

NASA Astrophysics Data System (ADS)

Valenzuela, John R.

In the field of imaging polarimetry Stokes parameters are sought and must be inferred from noisy and blurred intensity measurements. Using a penalized-likelihood estimation framework we investigate reconstruction quality when estimating intensity images and then transforming to Stokes parameters (traditional estimator), and when estimating Stokes parameters directly (Stokes estimator). We define our cost function for reconstruction by a weighted least squares data fit term and a regularization penalty. It is shown that under quadratic regularization, the traditional and Stokes estimators can be made equal by appropriate choice of regularization parameters. It is empirically shown that, when using edge preserving regularization, estimating the Stokes parameters directly leads to lower RMS error in reconstruction. Also, the addition of a cross channel regularization term further lowers the RMS error for both methods especially in the case of low SNR. The technique of phase diversity has been used in traditional incoherent imaging systems to jointly estimate an object and optical system aberrations. We extend the technique of phase diversity to polarimetric imaging systems. Specifically, we describe penalized-likelihood methods for jointly estimating Stokes images and optical system aberrations from measurements that contain phase diversity. Jointly estimating Stokes images and optical system aberrations involves a large parameter space. A closed-form expression for the estimate of the Stokes images in terms of the aberration parameters is derived and used in a formulation that reduces the dimensionality of the search space to the number of aberration parameters only. We compare the performance of the joint estimator under both quadratic and edge-preserving regularization. The joint estimator with edge-preserving regularization yields higher fidelity polarization estimates than with quadratic regularization. Under quadratic regularization, using the reduced-parameter search strategy, accurate aberration estimates can be obtained without recourse to regularization "tuning". Phase-diverse wavefront sensing is emerging as a viable candidate wavefront sensor for adaptive-optics systems. In a quadratically penalized weighted least squares estimation framework a closed form expression for the object being imaged in terms of the aberrations in the system is available. This expression offers a dramatic reduction of the dimensionality of the estimation problem and thus is of great interest for practical applications. We have derived an expression for an approximate joint covariance matrix for object and aberrations in the phase diversity context. Our expression for the approximate joint covariance is compared with the "known-object" Cramer-Rao lower bound that is typically used for system parameter optimization. Estimates of the optimal amount of defocus in a phase-diverse wavefront sensor derived from the joint-covariance matrix, the known-object Cramer-Rao bound, and Monte Carlo simulations are compared for an extended scene and a point object. It is found that our variance approximation, that incorporates the uncertainty of the object, leads to an improvement in predicting the optimal amount of defocus to use in a phase-diverse wavefront sensor.

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.

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.

Beyond valence in the perception of likelihood: the role of emotion specificity.

PubMed

DeSteno, D; Petty, R E; Wegener, D T; Rucker, D D

2000-03-01

Positive and negative moods have been shown to increase likelihood estimates of future events matching these states in valence (e.g., E. J. Johnson & A. Tversky, 1983). In the present article, 4 studies provide evidence that this congruency bias (a) is not limited to valence but functions in an emotion-specific manner, (b) derives from the informational value of emotions, and (c) is not the inevitable outcome of likelihood assessment under heightened emotion. Specifically, Study 1 demonstrates that sadness and anger, 2 distinct, negative emotions, differentially bias likelihood estimates of sad and angering events. Studies 2 and 3 replicate this finding in addition to supporting an emotion-as-information (cf. N. Schwarz & G. L. Clore, 1983), as opposed to a memory-based, mediating process for the bias. Finally, Study 4 shows that when the source of the emotion is salient, a reversal of the bias can occur given greater cognitive effort aimed at accuracy.

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

PubMed

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

2016-08-01

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

Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions

PubMed Central

Park, Yongseok; Taylor, Jeremy M. G.; Kalbfleisch, John D.

2012-01-01

In this paper, we consider estimation of survivor functions from groups of observations with right-censored data when the groups are subject to a stochastic ordering constraint. Many methods and algorithms have been proposed to estimate distribution functions under such restrictions, but none have completely satisfactory properties when the observations are censored. We propose a pointwise constrained nonparametric maximum likelihood estimator, which is defined at each time t by the estimates of the survivor functions subject to constraints applied at time t only. We also propose an efficient method to obtain the estimator. The estimator of each constrained survivor function is shown to be nonincreasing in t, and its consistency and asymptotic distribution are established. A simulation study suggests better small and large sample properties than for alternative estimators. An example using prostate cancer data illustrates the method. PMID:23843661

Inferring epidemiological parameters from phylogenies using regression-ABC: A comparative study

PubMed Central

Gascuel, Olivier

2017-01-01

Inferring epidemiological parameters such as the R0 from time-scaled phylogenies is a timely challenge. Most current approaches rely on likelihood functions, which raise specific issues that range from computing these functions to finding their maxima numerically. Here, we present a new regression-based Approximate Bayesian Computation (ABC) approach, which we base on a large variety of summary statistics intended to capture the information contained in the phylogeny and its corresponding lineage-through-time plot. The regression step involves the Least Absolute Shrinkage and Selection Operator (LASSO) method, which is a robust machine learning technique. It allows us to readily deal with the large number of summary statistics, while avoiding resorting to Markov Chain Monte Carlo (MCMC) techniques. To compare our approach to existing ones, we simulated target trees under a variety of epidemiological models and settings, and inferred parameters of interest using the same priors. We found that, for large phylogenies, the accuracy of our regression-ABC is comparable to that of likelihood-based approaches involving birth-death processes implemented in BEAST2. Our approach even outperformed these when inferring the host population size with a Susceptible-Infected-Removed epidemiological model. It also clearly outperformed a recent kernel-ABC approach when assuming a Susceptible-Infected epidemiological model with two host types. Lastly, by re-analyzing data from the early stages of the recent Ebola epidemic in Sierra Leone, we showed that regression-ABC provides more realistic estimates for the duration parameters (latency and infectiousness) than the likelihood-based method. Overall, ABC based on a large variety of summary statistics and a regression method able to perform variable selection and avoid overfitting is a promising approach to analyze large phylogenies. PMID:28263987

Estimating the sources of global sea level rise with data assimilation techniques.

PubMed

Hay, Carling C; Morrow, Eric; Kopp, Robert E; Mitrovica, Jerry X

2013-02-26

A rapidly melting ice sheet produces a distinctive geometry, or fingerprint, of sea level (SL) change. Thus, a network of SL observations may, in principle, be used to infer sources of meltwater flux. We outline a formalism, based on a modified Kalman smoother, for using tide gauge observations to estimate the individual sources of global SL change. We also report on a series of detection experiments based on synthetic SL data that explore the feasibility of extracting source information from SL records. The Kalman smoother technique iteratively calculates the maximum-likelihood estimate of Greenland ice sheet (GIS) and West Antarctic ice sheet (WAIS) melt at each time step, and it accommodates data gaps while also permitting the estimation of nonlinear trends. Our synthetic tests indicate that when all tide gauge records are used in the analysis, it should be possible to estimate GIS and WAIS melt rates greater than ∼0.3 and ∼0.4 mm of equivalent eustatic sea level rise per year, respectively. We have also implemented a multimodel Kalman filter that allows us to account rigorously for additional contributions to SL changes and their associated uncertainty. The multimodel filter uses 72 glacial isostatic adjustment models and 3 ocean dynamic models to estimate the most likely models for these processes given the synthetic observations. We conclude that our modified Kalman smoother procedure provides a powerful method for inferring melt rates in a warming world.

Estimating the sources of global sea level rise with data assimilation techniques

PubMed Central

Hay, Carling C.; Morrow, Eric; Kopp, Robert E.; Mitrovica, Jerry X.

2013-01-01

A rapidly melting ice sheet produces a distinctive geometry, or fingerprint, of sea level (SL) change. Thus, a network of SL observations may, in principle, be used to infer sources of meltwater flux. We outline a formalism, based on a modified Kalman smoother, for using tide gauge observations to estimate the individual sources of global SL change. We also report on a series of detection experiments based on synthetic SL data that explore the feasibility of extracting source information from SL records. The Kalman smoother technique iteratively calculates the maximum-likelihood estimate of Greenland ice sheet (GIS) and West Antarctic ice sheet (WAIS) melt at each time step, and it accommodates data gaps while also permitting the estimation of nonlinear trends. Our synthetic tests indicate that when all tide gauge records are used in the analysis, it should be possible to estimate GIS and WAIS melt rates greater than ∼0.3 and ∼0.4 mm of equivalent eustatic sea level rise per year, respectively. We have also implemented a multimodel Kalman filter that allows us to account rigorously for additional contributions to SL changes and their associated uncertainty. The multimodel filter uses 72 glacial isostatic adjustment models and 3 ocean dynamic models to estimate the most likely models for these processes given the synthetic observations. We conclude that our modified Kalman smoother procedure provides a powerful method for inferring melt rates in a warming world. PMID:22543163

Estimating multilevel logistic regression models when the number of clusters is low: a comparison of different statistical software procedures.

PubMed

Austin, Peter C

2010-04-22

Multilevel logistic regression models are increasingly being used to analyze clustered data in medical, public health, epidemiological, and educational research. Procedures for estimating the parameters of such models are available in many statistical software packages. There is currently little evidence on the minimum number of clusters necessary to reliably fit multilevel regression models. We conducted a Monte Carlo study to compare the performance of different statistical software procedures for estimating multilevel logistic regression models when the number of clusters was low. We examined procedures available in BUGS, HLM, R, SAS, and Stata. We found that there were qualitative differences in the performance of different software procedures for estimating multilevel logistic models when the number of clusters was low. Among the likelihood-based procedures, estimation methods based on adaptive Gauss-Hermite approximations to the likelihood (glmer in R and xtlogit in Stata) or adaptive Gaussian quadrature (Proc NLMIXED in SAS) tended to have superior performance for estimating variance components when the number of clusters was small, compared to software procedures based on penalized quasi-likelihood. However, only Bayesian estimation with BUGS allowed for accurate estimation of variance components when there were fewer than 10 clusters. For all statistical software procedures, estimation of variance components tended to be poor when there were only five subjects per cluster, regardless of the number of clusters.

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.

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

PubMed

Lirio, R B; Dondériz, I C; Pérez Abalo, M C

1992-08-01

The methodology of Receiver Operating Characteristic curves based on the signal detection model is extended to evaluate the accuracy of two-stage diagnostic strategies. A computer program is developed for the maximum likelihood estimation of parameters that characterize the sensitivity and specificity of two-stage classifiers according to this extended methodology. Its use is briefly illustrated with data collected in a two-stage screening for auditory defects.

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

ERIC Educational Resources Information Center

Kelderman, Henk

In this paper, algorithms are described for obtaining the maximum likelihood estimates of the parameters in log-linear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual counts in the full contingency table. This is…

Model selection and parameter estimation in structural dynamics using approximate Bayesian computation

NASA Astrophysics Data System (ADS)

Ben Abdessalem, Anis; Dervilis, Nikolaos; Wagg, David; Worden, Keith

2018-01-01

This paper will introduce the use of the approximate Bayesian computation (ABC) algorithm for model selection and parameter estimation in structural dynamics. ABC is a likelihood-free method typically used when the likelihood function is either intractable or cannot be approached in a closed form. To circumvent the evaluation of the likelihood function, simulation from a forward model is at the core of the ABC algorithm. The algorithm offers the possibility to use different metrics and summary statistics representative of the data to carry out Bayesian inference. The efficacy of the algorithm in structural dynamics is demonstrated through three different illustrative examples of nonlinear system identification: cubic and cubic-quintic models, the Bouc-Wen model and the Duffing oscillator. The obtained results suggest that ABC is a promising alternative to deal with model selection and parameter estimation issues, specifically for systems with complex behaviours.

Spherical Deconvolution of Multichannel Diffusion MRI Data with Non-Gaussian Noise Models and Spatial Regularization

PubMed Central

Canales-Rodríguez, Erick J.; Caruyer, Emmanuel; Aja-Fernández, Santiago; Radua, Joaquim; Yurramendi Mendizabal, Jesús M.; Iturria-Medina, Yasser; Melie-García, Lester; Alemán-Gómez, Yasser; Thiran, Jean-Philippe; Sarró, Salvador; Pomarol-Clotet, Edith; Salvador, Raymond

2015-01-01

Spherical deconvolution (SD) methods are widely used to estimate the intra-voxel white-matter fiber orientations from diffusion MRI data. However, while some of these methods assume a zero-mean Gaussian distribution for the underlying noise, its real distribution is known to be non-Gaussian and to depend on many factors such as the number of coils and the methodology used to combine multichannel MRI signals. Indeed, the two prevailing methods for multichannel signal combination lead to noise patterns better described by Rician and noncentral Chi distributions. Here we develop a Robust and Unbiased Model-BAsed Spherical Deconvolution (RUMBA-SD) technique, intended to deal with realistic MRI noise, based on a Richardson-Lucy (RL) algorithm adapted to Rician and noncentral Chi likelihood models. To quantify the benefits of using proper noise models, RUMBA-SD was compared with dRL-SD, a well-established method based on the RL algorithm for Gaussian noise. Another aim of the study was to quantify the impact of including a total variation (TV) spatial regularization term in the estimation framework. To do this, we developed TV spatially-regularized versions of both RUMBA-SD and dRL-SD algorithms. The evaluation was performed by comparing various quality metrics on 132 three-dimensional synthetic phantoms involving different inter-fiber angles and volume fractions, which were contaminated with noise mimicking patterns generated by data processing in multichannel scanners. The results demonstrate that the inclusion of proper likelihood models leads to an increased ability to resolve fiber crossings with smaller inter-fiber angles and to better detect non-dominant fibers. The inclusion of TV regularization dramatically improved the resolution power of both techniques. The above findings were also verified in human brain data. PMID:26470024

Aircraft parameter estimation

NASA Technical Reports Server (NTRS)

Iliff, Kenneth W.

1987-01-01

The aircraft parameter estimation problem is used to illustrate the utility of parameter estimation, which applies to many engineering and scientific fields. Maximum likelihood estimation has been used to extract stability and control derivatives from flight data for many years. This paper presents some of the basic concepts of aircraft parameter estimation and briefly surveys the literature in the field. The maximum likelihood estimator is discussed, and the basic concepts of minimization and estimation are examined for a simple simulated aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the simulated example are also developed for the analysis of flight data from the F-14, highly maneuverable aircraft technology (HiMAT), and space shuttle vehicles.

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

PubMed

Gil, Manuel

2014-01-01

Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.

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

PubMed Central

2014-01-01

Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error. PMID:25279263

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.

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

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

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

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.

Psychometric Properties of IRT Proficiency Estimates

ERIC Educational Resources Information Center

Kolen, Michael J.; Tong, Ye

2010-01-01

Psychometric properties of item response theory proficiency estimates are considered in this paper. Proficiency estimators based on summed scores and pattern scores include non-Bayes maximum likelihood and test characteristic curve estimators and Bayesian estimators. The psychometric properties investigated include reliability, conditional…

Implementing informative priors for heterogeneity in meta-analysis using meta-regression and pseudo data.

PubMed

Rhodes, Kirsty M; Turner, Rebecca M; White, Ian R; Jackson, Dan; Spiegelhalter, David J; Higgins, Julian P T

2016-12-20

Many meta-analyses combine results from only a small number of studies, a situation in which the between-study variance is imprecisely estimated when standard methods are applied. Bayesian meta-analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta-analysis using data augmentation, in which we represent an informative conjugate prior for between-study variance by pseudo data and use meta-regression for estimation. To assist in this, we derive predictive inverse-gamma distributions for the between-study variance expected in future meta-analyses. These may serve as priors for heterogeneity in new meta-analyses. In a simulation study, we compare approximate Bayesian methods using meta-regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta-regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta-analysis is described. The proposed method facilitates Bayesian meta-analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Quantum-state reconstruction by maximizing likelihood and entropy.

PubMed

Teo, Yong Siah; Zhu, Huangjun; Englert, Berthold-Georg; Řeháček, Jaroslav; Hradil, Zdeněk

2011-07-08

Quantum-state reconstruction on a finite number of copies of a quantum system with informationally incomplete measurements, as a rule, does not yield a unique result. We derive a reconstruction scheme where both the likelihood and the von Neumann entropy functionals are maximized in order to systematically select the most-likely estimator with the largest entropy, that is, the least-bias estimator, consistent with a given set of measurement data. This is equivalent to the joint consideration of our partial knowledge and ignorance about the ensemble to reconstruct its identity. An interesting structure of such estimators will also be explored.

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

Impact of HMO penetration and other environmental factors on hospital X-inefficiency.

PubMed

Rosko, M D

2001-12-01

This study examined the impact of health maintenance organization (HMO) market penetration and other internal and external environmental factors on hospital X-inefficiency in a national sample (N = 1,966) of urban U.S. hospitals in 1997. Stochastic frontier analysis, a frontier regression technique, was used to measure X-inefficiency and estimate parameters of the correlates of X-inefficiency. Log-likelihood restriction tests were used to test a variety of assumptions about the empirical model that guided its selection. Average estimated X-inefficiency in study hospitals was 12.96 percent. Increases in managed care penetration, dependence on Medicare and Medicaid, membership in a multihospital system, and location in areas where competitive pressures and the pool of uncompensated care are greater were associated with less X-inefficiency. Not-for-profit ownership was associated with increased X-inefficiency.

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

NASA Technical Reports Server (NTRS)

Parrish, R. V.; Steinmetz, G. G.

1972-01-01

A method of parameter extraction for stability and control derivatives of aircraft from flight test data, implementing maximum likelihood estimation, has been developed and successfully applied to actual lateral flight test data from a modern sophisticated jet fighter. This application demonstrates the important role played by the analyst in combining engineering judgment and estimator statistics to yield meaningful results. During the analysis, the problems of uniqueness of the extracted set of parameters and of longitudinal coupling effects were encountered and resolved. The results for all flight runs are presented in tabular form and as time history comparisons between the estimated states and the actual flight test data.

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.

Objectively combining AR5 instrumental period and paleoclimate climate sensitivity evidence

NASA Astrophysics Data System (ADS)

Lewis, Nicholas; Grünwald, Peter

2018-03-01

Combining instrumental period evidence regarding equilibrium climate sensitivity with largely independent paleoclimate proxy evidence should enable a more constrained sensitivity estimate to be obtained. Previous, subjective Bayesian approaches involved selection of a prior probability distribution reflecting the investigators' beliefs about climate sensitivity. Here a recently developed approach employing two different statistical methods—objective Bayesian and frequentist likelihood-ratio—is used to combine instrumental period and paleoclimate evidence based on data presented and assessments made in the IPCC Fifth Assessment Report. Probabilistic estimates from each source of evidence are represented by posterior probability density functions (PDFs) of physically-appropriate form that can be uniquely factored into a likelihood function and a noninformative prior distribution. The three-parameter form is shown accurately to fit a wide range of estimated climate sensitivity PDFs. The likelihood functions relating to the probabilistic estimates from the two sources are multiplicatively combined and a prior is derived that is noninformative for inference from the combined evidence. A posterior PDF that incorporates the evidence from both sources is produced using a single-step approach, which avoids the order-dependency that would arise if Bayesian updating were used. Results are compared with an alternative approach using the frequentist signed root likelihood ratio method. Results from these two methods are effectively identical, and provide a 5-95% range for climate sensitivity of 1.1-4.05 K (median 1.87 K).

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.

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.

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.

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

Reliability Analysis of Systems Subject to First-Passage Failure

NASA Technical Reports Server (NTRS)

Lutes, Loren D.; Sarkani, Shahram

2009-01-01

An obvious goal of reliability analysis is the avoidance of system failure. However, it is generally recognized that it is often not feasible to design a practical or useful system for which failure is impossible. Thus it is necessary to use techniques that estimate the likelihood of failure based on modeling the uncertainty about such items as the demands on and capacities of various elements in the system. This usually involves the use of probability theory, and a design is considered acceptable if it has a sufficiently small probability of failure. This report contains findings of analyses of systems subject to first-passage failure.

Maximum likelihood method for estimating airplane stability and control parameters from flight data in frequency domain

NASA Technical Reports Server (NTRS)

Klein, V.

1980-01-01

A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.

Exponential series approaches for nonparametric graphical models

NASA Astrophysics Data System (ADS)

Janofsky, Eric

Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of exponential series which approximates the log density by a finite-dimensional exponential family with the number of sufficient statistics increasing with the sample size. We consider two approaches to estimating these models. The first is regularized maximum likelihood. This involves optimizing the sum of the log-likelihood of the data and a sparsity-inducing regularizer. We then propose a variational approximation to the likelihood based on tree-reweighted, nonparametric message passing. This approximation allows for upper bounds on risk estimates, leverages parallelization and is scalable to densities on hundreds of nodes. We show how the regularized variational MLE may be estimated using a proximal gradient algorithm. We then consider estimation using regularized score matching. This approach uses an alternative scoring rule to the log-likelihood, which obviates the need to compute the normalizing constant of the distribution. For general continuous-valued exponential families, we provide parameter and edge consistency results. As a special case we detail a new approach to sparse precision matrix estimation which has statistical performance competitive with the graphical lasso and computational performance competitive with the state-of-the-art glasso algorithm. We then describe results for model selection in the nonparametric pairwise model using exponential series. The regularized score matching problem is shown to be a convex program; we provide scalable algorithms based on consensus alternating direction method of multipliers (ADMM) and coordinate-wise descent. We use simulations to compare our method to others in the literature as well as the aforementioned TRW estimator.

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

Identifying indicators of illegal behaviour: carnivore killing in human-managed landscapes.

PubMed

St John, Freya A V; Keane, Aidan M; Edwards-Jones, Gareth; Jones, Lauren; Yarnell, Richard W; Jones, Julia P G

2012-02-22

Managing natural resources often depends on influencing people's behaviour, however effectively targeting interventions to discourage environmentally harmful behaviours is challenging because those involved may be unwilling to identify themselves. Non-sensitive indicators of sensitive behaviours are therefore needed. Previous studies have investigated people's attitudes, assuming attitudes reflect behaviour. There has also been interest in using people's estimates of the proportion of their peers involved in sensitive behaviours to identify those involved, since people tend to assume that others behave like themselves. However, there has been little attempt to test the potential of such indicators. We use the randomized response technique (RRT), designed for investigating sensitive behaviours, to estimate the proportion of farmers in north-eastern South Africa killing carnivores, and use a modified logistic regression model to explore relationships between our best estimates of true behaviour (from RRT) and our proposed non-sensitive indicators (including farmers' attitudes, and estimates of peer-behaviour). Farmers' attitudes towards carnivores, question sensitivity and estimates of peers' behaviour, predict the likelihood of farmers killing carnivores. Attitude and estimates of peer-behaviour are useful indicators of involvement in illicit behaviours and may be used to identify groups of people to engage in interventions aimed at changing behaviour.

A regularized auxiliary particle filtering approach for system state estimation and battery life prediction

NASA Astrophysics Data System (ADS)

Liu, Jie; Wang, Wilson; Ma, Fai

2011-07-01

System current state estimation (or condition monitoring) and future state prediction (or failure prognostics) constitute the core elements of condition-based maintenance programs. For complex systems whose internal state variables are either inaccessible to sensors or hard to measure under normal operational conditions, inference has to be made from indirect measurements using approaches such as Bayesian learning. In recent years, the auxiliary particle filter (APF) has gained popularity in Bayesian state estimation; the APF technique, however, has some potential limitations in real-world applications. For example, the diversity of the particles may deteriorate when the process noise is small, and the variance of the importance weights could become extremely large when the likelihood varies dramatically over the prior. To tackle these problems, a regularized auxiliary particle filter (RAPF) is developed in this paper for system state estimation and forecasting. This RAPF aims to improve the performance of the APF through two innovative steps: (1) regularize the approximating empirical density and redraw samples from a continuous distribution so as to diversify the particles; and (2) smooth out the rather diffused proposals by a rejection/resampling approach so as to improve the robustness of particle filtering. The effectiveness of the proposed RAPF technique is evaluated through simulations of a nonlinear/non-Gaussian benchmark model for state estimation. It is also implemented for a real application in the remaining useful life (RUL) prediction of lithium-ion batteries.

Using Stochastic Approximation Techniques to Efficiently Construct Confidence Intervals for Heritability.

PubMed

Schweiger, Regev; Fisher, Eyal; Rahmani, Elior; Shenhav, Liat; Rosset, Saharon; Halperin, Eran

2018-06-22

Estimation of heritability is an important task in genetics. The use of linear mixed models (LMMs) to determine narrow-sense single-nucleotide polymorphism (SNP)-heritability and related quantities has received much recent attention, due of its ability to account for variants with small effect sizes. Typically, heritability estimation under LMMs uses the restricted maximum likelihood (REML) approach. The common way to report the uncertainty in REML estimation uses standard errors (SEs), which rely on asymptotic properties. However, these assumptions are often violated because of the bounded parameter space, statistical dependencies, and limited sample size, leading to biased estimates and inflated or deflated confidence intervals (CIs). In addition, for larger data sets (e.g., tens of thousands of individuals), the construction of SEs itself may require considerable time, as it requires expensive matrix inversions and multiplications. Here, we present FIESTA (Fast confidence IntErvals using STochastic Approximation), a method for constructing accurate CIs. FIESTA is based on parametric bootstrap sampling, and, therefore, avoids unjustified assumptions on the distribution of the heritability estimator. FIESTA uses stochastic approximation techniques, which accelerate the construction of CIs by several orders of magnitude, compared with previous approaches as well as to the analytical approximation used by SEs. FIESTA builds accurate CIs rapidly, for example, requiring only several seconds for data sets of tens of thousands of individuals, making FIESTA a very fast solution to the problem of building accurate CIs for heritability for all data set sizes.

COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION FOR BANDED PROBABILITY DISTRIBUTIONS

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

Gjerløw, E.; Mikkelsen, K.; Eriksen, H. K.

We investigate sets of random variables that can be arranged sequentially such that a given variable only depends conditionally on its immediate predecessor. For such sets, we show that the full joint probability distribution may be expressed exclusively in terms of uni- and bivariate marginals. Under the assumption that the cosmic microwave background (CMB) power spectrum likelihood only exhibits correlations within a banded multipole range, Δl{sub C}, we apply this expression to two outstanding problems in CMB likelihood analysis. First, we derive a statistically well-defined hybrid likelihood estimator, merging two independent (e.g., low- and high-l) likelihoods into a single expressionmore » that properly accounts for correlations between the two. Applying this expression to the Wilkinson Microwave Anisotropy Probe (WMAP) likelihood, we verify that the effect of correlations on cosmological parameters in the transition region is negligible in terms of cosmological parameters for WMAP; the largest relative shift seen for any parameter is 0.06σ. However, because this may not hold for other experimental setups (e.g., for different instrumental noise properties or analysis masks), but must rather be verified on a case-by-case basis, we recommend our new hybridization scheme for future experiments for statistical self-consistency reasons. Second, we use the same expression to improve the convergence rate of the Blackwell-Rao likelihood estimator, reducing the required number of Monte Carlo samples by several orders of magnitude, and thereby extend it to high-l applications.« less

Development of the Average Likelihood Function for Code Division Multiple Access (CDMA) Using BPSK and QPSK Symbols

DTIC Science & Technology

2015-01-01

This research has the purpose to establish a foundation for new classification and estimation of CDMA signals. Keywords: DS / CDMA signals, BPSK, QPSK...DEVELOPMENT OF THE AVERAGE LIKELIHOOD FUNCTION FOR CODE DIVISION MULTIPLE ACCESS ( CDMA ) USING BPSK AND QPSK SYMBOLS JANUARY 2015...To) OCT 2013 – OCT 2014 4. TITLE AND SUBTITLE DEVELOPMENT OF THE AVERAGE LIKELIHOOD FUNCTION FOR CODE DIVISION MULTIPLE ACCESS ( CDMA ) USING BPSK

Estimating temporary emigration and breeding proportions using capture-recapture data with Pollock's robust design

USGS Publications Warehouse

Kendall, W.L.; Nichols, J.D.; Hines, J.E.

1997-01-01

Statistical inference for capture-recapture studies of open animal populations typically relies on the assumption that all emigration from the studied population is permanent. However, there are many instances in which this assumption is unlikely to be met. We define two general models for the process of temporary emigration, completely random and Markovian. We then consider effects of these two types of temporary emigration on Jolly-Seber (Seber 1982) estimators and on estimators arising from the full-likelihood approach of Kendall et al. (1995) to robust design data. Capture-recapture data arising from Pollock's (1982) robust design provide the basis for obtaining unbiased estimates of demographic parameters in the presence of temporary emigration and for estimating the probability of temporary emigration. We present a likelihood-based approach to dealing with temporary emigration that permits estimation under different models of temporary emigration and yields tests for completely random and Markovian emigration. In addition, we use the relationship between capture probability estimates based on closed and open models under completely random temporary emigration to derive three ad hoc estimators for the probability of temporary emigration, two of which should be especially useful in situations where capture probabilities are heterogeneous among individual animals. Ad hoc and full-likelihood estimators are illustrated for small mammal capture-recapture data sets. We believe that these models and estimators will be useful for testing hypotheses about the process of temporary emigration, for estimating demographic parameters in the presence of temporary emigration, and for estimating probabilities of temporary emigration. These latter estimates are frequently of ecological interest as indicators of animal movement and, in some sampling situations, as direct estimates of breeding probabilities and proportions.

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

A Bayesian Estimate of the CMB-Large-scale Structure Cross-correlation

NASA Astrophysics Data System (ADS)

Moura-Santos, E.; Carvalho, F. C.; Penna-Lima, M.; Novaes, C. P.; Wuensche, C. A.

2016-08-01

Evidences for late-time acceleration of the universe are provided by multiple probes, such as Type Ia supernovae, the cosmic microwave background (CMB), and large-scale structure (LSS). In this work, we focus on the integrated Sachs-Wolfe (ISW) effect, I.e., secondary CMB fluctuations generated by evolving gravitational potentials due to the transition between, e.g., the matter and dark energy (DE) dominated phases. Therefore, assuming a flat universe, DE properties can be inferred from ISW detections. We present a Bayesian approach to compute the CMB-LSS cross-correlation signal. The method is based on the estimate of the likelihood for measuring a combined set consisting of a CMB temperature and galaxy contrast maps, provided that we have some information on the statistical properties of the fluctuations affecting these maps. The likelihood is estimated by a sampling algorithm, therefore avoiding the computationally demanding techniques of direct evaluation in either pixel or harmonic space. As local tracers of the matter distribution at large scales, we used the Two Micron All Sky Survey galaxy catalog and, for the CMB temperature fluctuations, the ninth-year data release of the Wilkinson Microwave Anisotropy Probe (WMAP9). The results show a dominance of cosmic variance over the weak recovered signal, due mainly to the shallowness of the catalog used, with systematics associated with the sampling algorithm playing a secondary role as sources of uncertainty. When combined with other complementary probes, the method presented in this paper is expected to be a useful tool to late-time acceleration studies in cosmology.

Estimation of distances to stars with stellar parameters from LAMOST

DOE PAGES

Carlin, Jeffrey L.; Liu, Chao; Newberg, Heidi Jo; ...

2015-06-05

Here, we present a method to estimate distances to stars with spectroscopically derived stellar parameters. The technique is a Bayesian approach with likelihood estimated via comparison of measured parameters to a grid of stellar isochrones, and returns a posterior probability density function for each star's absolute magnitude. We tailor this technique specifically to data from the Large Sky Area Multi-object Fiber Spectroscopic Telescope (LAMOST) survey. Because LAMOST obtains roughly 3000 stellar spectra simultaneously within each ~5-degree diameter "plate" that is observed, we can use the stellar parameters of the observed stars to account for the stellar luminosity function and targetmore » selection effects. This removes biasing assumptions about the underlying populations, both due to predictions of the luminosity function from stellar evolution modeling, and from Galactic models of stellar populations along each line of sight. Using calibration data of stars with known distances and stellar parameters, we show that our method recovers distances for most stars within ~20%, but with some systematic overestimation of distances to halo giants. We apply our code to the LAMOST database, and show that the current precision of LAMOST stellar parameters permits measurements of distances with ~40% error bars. This precision should improve as the LAMOST data pipelines continue to be refined.« less

Estimation of distances to stars with stellar parameters from LAMOST

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

Carlin, Jeffrey L.; Liu, Chao; Newberg, Heidi Jo

Here, we present a method to estimate distances to stars with spectroscopically derived stellar parameters. The technique is a Bayesian approach with likelihood estimated via comparison of measured parameters to a grid of stellar isochrones, and returns a posterior probability density function for each star's absolute magnitude. We tailor this technique specifically to data from the Large Sky Area Multi-object Fiber Spectroscopic Telescope (LAMOST) survey. Because LAMOST obtains roughly 3000 stellar spectra simultaneously within each ~5-degree diameter "plate" that is observed, we can use the stellar parameters of the observed stars to account for the stellar luminosity function and targetmore » selection effects. This removes biasing assumptions about the underlying populations, both due to predictions of the luminosity function from stellar evolution modeling, and from Galactic models of stellar populations along each line of sight. Using calibration data of stars with known distances and stellar parameters, we show that our method recovers distances for most stars within ~20%, but with some systematic overestimation of distances to halo giants. We apply our code to the LAMOST database, and show that the current precision of LAMOST stellar parameters permits measurements of distances with ~40% error bars. This precision should improve as the LAMOST data pipelines continue to be refined.« less

A general diagnostic model applied to language testing data.

PubMed

von Davier, Matthias

2008-11-01

Probabilistic models with one or more latent variables are designed to report on a corresponding number of skills or cognitive attributes. Multidimensional skill profiles offer additional information beyond what a single test score can provide, if the reported skills can be identified and distinguished reliably. Many recent approaches to skill profile models are limited to dichotomous data and have made use of computationally intensive estimation methods such as Markov chain Monte Carlo, since standard maximum likelihood (ML) estimation techniques were deemed infeasible. This paper presents a general diagnostic model (GDM) that can be estimated with standard ML techniques and applies to polytomous response variables as well as to skills with two or more proficiency levels. The paper uses one member of a larger class of diagnostic models, a compensatory diagnostic model for dichotomous and partial credit data. Many well-known models, such as univariate and multivariate versions of the Rasch model and the two-parameter logistic item response theory model, the generalized partial credit model, as well as a variety of skill profile models, are special cases of this GDM. In addition to an introduction to this model, the paper presents a parameter recovery study using simulated data and an application to real data from the field test for TOEFL Internet-based testing.

Results From F-18B Stability and Control Parameter Estimation Flight Tests at High Dynamic Pressures

NASA Technical Reports Server (NTRS)

Moes, Timothy R.; Noffz, Gregory K.; Iliff, Kenneth W.

2000-01-01

A maximum-likelihood output-error parameter estimation technique has been used to obtain stability and control derivatives for the NASA F-18B Systems Research Aircraft. This work has been performed to support flight testing of the active aeroelastic wing (AAW) F-18A project. The goal of this research is to obtain baseline F-18 stability and control derivatives that will form the foundation of the aerodynamic model for the AAW aircraft configuration. Flight data have been obtained at Mach numbers between 0.85 and 1.30 and at dynamic pressures ranging between 600 and 1500 lbf/sq ft. At each test condition, longitudinal and lateral-directional doublets have been performed using an automated onboard excitation system. The doublet maneuver consists of a series of single-surface inputs so that individual control-surface motions cannot be correlated with other control-surface motions. Flight test results have shown that several stability and control derivatives are significantly different than prescribed by the F-18B aerodynamic model. This report defines the parameter estimation technique used, presents stability and control derivative results, compares the results with predictions based on the current F-18B aerodynamic model, and shows improvements to the nonlinear simulation using updated derivatives from this research.

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.

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.

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.

Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem

DOE PAGES

Stefanescu, Razvan; Schmidt, Kathleen; Hite, Jason; ...

2016-12-12

In this paper, we propose several algorithms to recover the location and intensity of a radiation source located in a simulated 250 × 180 m block of an urban center based on synthetic measurements. Radioactive decay and detection are Poisson random processes, so we employ likelihood functions based on this distribution. Owing to the domain geometry and the proposed response model, the negative logarithm of the likelihood is only piecewise continuous differentiable, and it has multiple local minima. To address these difficulties, we investigate three hybrid algorithms composed of mixed optimization techniques. For global optimization, we consider simulated annealing, particlemore » swarm, and genetic algorithm, which rely solely on objective function evaluations; that is, they do not evaluate the gradient in the objective function. By employing early stopping criteria for the global optimization methods, a pseudo-optimum point is obtained. This is subsequently utilized as the initial value by the deterministic implicit filtering method, which is able to find local extrema in non-smooth functions, to finish the search in a narrow domain. These new hybrid techniques, combining global optimization and implicit filtering address, difficulties associated with the non-smooth response, and their performances, are shown to significantly decrease the computational time over the global optimization methods. To quantify uncertainties associated with the source location and intensity, we employ the delayed rejection adaptive Metropolis and DiffeRential Evolution Adaptive Metropolis algorithms. Finally, marginal densities of the source properties are obtained, and the means of the chains compare accurately with the estimates produced by the hybrid algorithms.« less

A Game Theoretical Approach to Hacktivism: Is Attack Likelihood a Product of Risks and Payoffs?

PubMed

Bodford, Jessica E; Kwan, Virginia S Y

2018-02-01

The current study examines hacktivism (i.e., hacking to convey a moral, ethical, or social justice message) through a general game theoretic framework-that is, as a product of costs and benefits. Given the inherent risk of carrying out a hacktivist attack (e.g., legal action, imprisonment), it would be rational for the user to weigh these risks against perceived benefits of carrying out the attack. As such, we examined computer science students' estimations of risks, payoffs, and attack likelihood through a game theoretic design. Furthermore, this study aims at constructing a descriptive profile of potential hacktivists, exploring two predicted covariates of attack decision making, namely, peer prevalence of hacking and sex differences. Contrary to expectations, results suggest that participants' estimations of attack likelihood stemmed solely from expected payoffs, rather than subjective risks. Peer prevalence significantly predicted increased payoffs and attack likelihood, suggesting an underlying descriptive norm in social networks. Notably, we observed no sex differences in the decision to attack, nor in the factors predicting attack likelihood. Implications for policymakers and the understanding and prevention of hacktivism are discussed, as are the possible ramifications of widely communicated payoffs over potential risks in hacking communities.

Deformation Measurement In The Hayward Fault Zone Using Partially Correlated Persistent Scatterers

NASA Astrophysics Data System (ADS)

Lien, J.; Zebker, H. A.

2013-12-01

Interferometric synthetic aperture radar (InSAR) is an effective tool for measuring temporal changes in the Earth's surface. By combining SAR phase data collected at varying times and orbit geometries, with InSAR we can produce high accuracy, wide coverage images of crustal deformation fields. Changes in the radar imaging geometry, scatterer positions, or scattering behavior between radar passes causes the measured radar return to differ, leading to a decorrelation phase term that obscures the deformation signal and prevents the use of large baseline data. Here we present a new physically-based method of modeling decorrelation from the subset of pixels with the highest intrinsic signal-to-noise ratio, the so-called persistent scatters (PS). This more complete formulation, which includes both phase and amplitude scintillations, better describes the scattering behavior of partially correlated PS pixels and leads to a more reliable selection algorithm. The new method identifies PS pixels using maximum likelihood signal-to-clutter ratio (SCR) estimation based on the joint interferometric stack phase-amplitude distribution. Our PS selection method is unique in that it considers both phase and amplitude; accounts for correlation between all possible pairs of interferometric observations; and models the effect of spatial and temporal baselines on the stack. We use the resulting maximum likelihood SCR estimate as a criterion for PS selection. We implement the partially correlated persistent scatterer technique to analyze a stack of C-band European Remote Sensing (ERS-1/2) interferometric radar data imaging the Hayward Fault Zone from 1995 to 2000. We show that our technique achieves a better trade-off between PS pixel selection accuracy and network density compared to other PS identification methods, particularly in areas of natural terrain. We then present deformation measurements obtained by the selected PS network. Our results demonstrate that the partially correlated persistent scatterer technique can attain accurate deformation measurements even in areas that suffer decorrelation due to natural terrain. The accuracy of phase unwrapping and subsequent deformation estimation on the spatially sparse PS network depends on both pixel selection accuracy and the density of the network. We find that many additional pixels can be added to the PS list if we are able to correctly identify and add those in which the scattering mechanism exhibits partial, rather than complete, correlation across all radar scenes.

Scanning linear estimation: improvements over region of interest (ROI) methods

NASA Astrophysics Data System (ADS)

Kupinski, Meredith K.; Clarkson, Eric W.; Barrett, Harrison H.

2013-03-01

In tomographic medical imaging, a signal activity is typically estimated by summing voxels from a reconstructed image. We introduce an alternative estimation scheme that operates on the raw projection data and offers a substantial improvement, as measured by the ensemble mean-square error (EMSE), when compared to using voxel values from a maximum-likelihood expectation-maximization (MLEM) reconstruction. The scanning-linear (SL) estimator operates on the raw projection data and is derived as a special case of maximum-likelihood estimation with a series of approximations to make the calculation tractable. The approximated likelihood accounts for background randomness, measurement noise and variability in the parameters to be estimated. When signal size and location are known, the SL estimate of signal activity is unbiased, i.e. the average estimate equals the true value. By contrast, unpredictable bias arising from the null functions of the imaging system affect standard algorithms that operate on reconstructed data. The SL method is demonstrated for two different tasks: (1) simultaneously estimating a signal’s size, location and activity; (2) for a fixed signal size and location, estimating activity. Noisy projection data are realistically simulated using measured calibration data from the multi-module multi-resolution small-animal SPECT imaging system. For both tasks, the same set of images is reconstructed using the MLEM algorithm (80 iterations), and the average and maximum values within the region of interest (ROI) are calculated for comparison. This comparison shows dramatic improvements in EMSE for the SL estimates. To show that the bias in ROI estimates affects not only absolute values but also relative differences, such as those used to monitor the response to therapy, the activity estimation task is repeated for three different signal sizes.

Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

PubMed Central

Bondell, Howard D.; Stefanski, Leonard A.

2013-01-01

Large- and finite-sample efficiency and resistance to outliers are the key goals of robust statistics. Although often not simultaneously attainable, we develop and study a linear regression estimator that comes close. Efficiency obtains from the estimator’s close connection to generalized empirical likelihood, and its favorable robustness properties are obtained by constraining the associated sum of (weighted) squared residuals. We prove maximum attainable finite-sample replacement breakdown point, and full asymptotic efficiency for normal errors. Simulation evidence shows that compared to existing robust regression estimators, the new estimator has relatively high efficiency for small sample sizes, and comparable outlier resistance. The estimator is further illustrated and compared to existing methods via application to a real data set with purported outliers. PMID:23976805

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

NASA Technical Reports Server (NTRS)

Grove, R. D.; Mayhew, S. C.

1973-01-01

A computer program (Langley program C1123) has been developed for estimating aircraft stability and control parameters from flight test data. These parameters are estimated by the maximum likelihood estimation procedure implemented on a real-time digital simulation system, which uses the Control Data 6600 computer. This system allows the investigator to interact with the program in order to obtain satisfactory results. Part of this system, the control and display capabilities, is described for this program. This report also describes the computer program by presenting the program variables, subroutines, flow charts, listings, and operational features. Program usage is demonstrated with a test case using pseudo or simulated flight data.

Nonparametric Discrete Survival Function Estimation with Uncertain Endpoints Using an Internal Validation Subsample

PubMed Central

Zee, Jarcy; Xie, Sharon X.

2015-01-01

Summary When a true survival endpoint cannot be assessed for some subjects, an alternative endpoint that measures the true endpoint with error may be collected, which often occurs when obtaining the true endpoint is too invasive or costly. We develop an estimated likelihood function for the situation where we have both uncertain endpoints for all participants and true endpoints for only a subset of participants. We propose a nonparametric maximum estimated likelihood estimator of the discrete survival function of time to the true endpoint. We show that the proposed estimator is consistent and asymptotically normal. We demonstrate through extensive simulations that the proposed estimator has little bias compared to the naïve Kaplan-Meier survival function estimator, which uses only uncertain endpoints, and more efficient with moderate missingness compared to the complete-case Kaplan-Meier survival function estimator, which uses only available true endpoints. Finally, we apply the proposed method to a dataset for estimating the risk of developing Alzheimer's disease from the Alzheimer's Disease Neuroimaging Initiative. PMID:25916510

Analysis of an all-digital maximum likelihood carrier phase and clock timing synchronizer for eight phase-shift keying modulation

NASA Astrophysics Data System (ADS)

Degaudenzi, Riccardo; Vanghi, Vieri

1994-02-01

In all-digital Trellis-Coded 8PSK (TC-8PSK) demodulator well suited for VLSI implementation, including maximum likelihood estimation decision-directed (MLE-DD) carrier phase and clock timing recovery, is introduced and analyzed. By simply removing the trellis decoder the demodulator can efficiently cope with uncoded 8PSK signals. The proposed MLE-DD synchronization algorithm requires one sample for the phase and two samples per symbol for the timing loop. The joint phase and timing discriminator characteristics are analytically derived and numerical results checked by means of computer simulations. An approximated expression for steady-state carrier phase and clock timing mean square error has been derived and successfully checked with simulation findings. Synchronizer deviation from the Cramer Rao bound is also discussed. Mean acquisition time for the digital synchronizer has also been computed and checked, using the Monte Carlo simulation technique. Finally, TC-8PSK digital demodulator performance in terms of bit error rate and mean time to lose lock, including digital interpolators and synchronization loops, is presented.

Separation in Logistic Regression: Causes, Consequences, and Control.

PubMed

Mansournia, Mohammad Ali; Geroldinger, Angelika; Greenland, Sander; Heinze, Georg

2018-04-01

Separation is encountered in regression models with a discrete outcome (such as logistic regression) where the covariates perfectly predict the outcome. It is most frequent under the same conditions that lead to small-sample and sparse-data bias, such as presence of a rare outcome, rare exposures, highly correlated covariates, or covariates with strong effects. In theory, separation will produce infinite estimates for some coefficients. In practice, however, separation may be unnoticed or mishandled because of software limits in recognizing and handling the problem and in notifying the user. We discuss causes of separation in logistic regression and describe how common software packages deal with it. We then describe methods that remove separation, focusing on the same penalized-likelihood techniques used to address more general sparse-data problems. These methods improve accuracy, avoid software problems, and allow interpretation as Bayesian analyses with weakly informative priors. We discuss likelihood penalties, including some that can be implemented easily with any software package, and their relative advantages and disadvantages. We provide an illustration of ideas and methods using data from a case-control study of contraceptive practices and urinary tract infection.

Rating Movies and Rating the Raters Who Rate Them

PubMed Central

Zhou, Hua; Lange, Kenneth

2010-01-01

The movie distribution company Netflix has generated considerable buzz in the statistics community by offering a million dollar prize for improvements to its movie rating system. Among the statisticians and computer scientists who have disclosed their techniques, the emphasis has been on machine learning approaches. This article has the modest goal of discussing a simple model for movie rating and other forms of democratic rating. Because the model involves a large number of parameters, it is nontrivial to carry out maximum likelihood estimation. Here we derive a straightforward EM algorithm from the perspective of the more general MM algorithm. The algorithm is capable of finding the global maximum on a likelihood landscape littered with inferior modes. We apply two variants of the model to a dataset from the MovieLens archive and compare their results. Our model identifies quirky raters, redefines the raw rankings, and permits imputation of missing ratings. The model is intended to stimulate discussion and development of better theory rather than to win the prize. It has the added benefit of introducing readers to some of the issues connected with analyzing high-dimensional data. PMID:20802818

Rating Movies and Rating the Raters Who Rate Them.

PubMed

Zhou, Hua; Lange, Kenneth

2009-11-01

The movie distribution company Netflix has generated considerable buzz in the statistics community by offering a million dollar prize for improvements to its movie rating system. Among the statisticians and computer scientists who have disclosed their techniques, the emphasis has been on machine learning approaches. This article has the modest goal of discussing a simple model for movie rating and other forms of democratic rating. Because the model involves a large number of parameters, it is nontrivial to carry out maximum likelihood estimation. Here we derive a straightforward EM algorithm from the perspective of the more general MM algorithm. The algorithm is capable of finding the global maximum on a likelihood landscape littered with inferior modes. We apply two variants of the model to a dataset from the MovieLens archive and compare their results. Our model identifies quirky raters, redefines the raw rankings, and permits imputation of missing ratings. The model is intended to stimulate discussion and development of better theory rather than to win the prize. It has the added benefit of introducing readers to some of the issues connected with analyzing high-dimensional data.

Maximum likelihood phase-retrieval algorithm: applications.

PubMed

Nahrstedt, D A; Southwell, W H

1984-12-01

The maximum likelihood estimator approach is shown to be effective in determining the wave front aberration in systems involving laser and flow field diagnostics and optical testing. The robustness of the algorithm enables convergence even in cases of severe wave front error and real, nonsymmetrical, obscured amplitude distributions.

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

DTIC Science & Technology

1990-11-01

Technical Report 1373 November 1990 Cramer-Rao Bound, MUSIC , And Maximum Likelihood Effects of Temporal Phase o Difference C. V. TranI OTIC Approved... MUSIC , and Maximum Likelihood (ML) asymptotic variances corresponding to the two-source direction-of-arrival estimation where sources were modeled as...1pI = 1.00, SNR = 20 dB ..................................... 27 2. MUSIC for two equipowered signals impinging on a 5-element ULA (a) IpI = 0.50, SNR

Bayesian experimental design for models with intractable likelihoods.

PubMed

Drovandi, Christopher C; Pettitt, Anthony N

2013-12-01

In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.

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

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

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.

WEIGHTED LIKELIHOOD ESTIMATION UNDER TWO-PHASE SAMPLING

PubMed Central

Saegusa, Takumi; Wellner, Jon A.

2013-01-01

We develop asymptotic theory for weighted likelihood estimators (WLE) under two-phase stratified sampling without replacement. We also consider several variants of WLEs involving estimated weights and calibration. A set of empirical process tools are developed including a Glivenko–Cantelli theorem, a theorem for rates of convergence of M-estimators, and a Donsker theorem for the inverse probability weighted empirical processes under two-phase sampling and sampling without replacement at the second phase. Using these general results, we derive asymptotic distributions of the WLE of a finite-dimensional parameter in a general semiparametric model where an estimator of a nuisance parameter is estimable either at regular or nonregular rates. We illustrate these results and methods in the Cox model with right censoring and interval censoring. We compare the methods via their asymptotic variances under both sampling without replacement and the more usual (and easier to analyze) assumption of Bernoulli sampling at the second phase. PMID:24563559

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

NASA Technical Reports Server (NTRS)

Paola, Justin D.; Schowengerdt, Robert A.

1994-01-01

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

Maximum Likelihood Estimation of Nonlinear Structural Equation Models with Ignorable Missing Data

ERIC Educational Resources Information Center

Lee, Sik-Yum; Song, Xin-Yuan; Lee, John C. K.

2003-01-01

The existing maximum likelihood theory and its computer software in structural equation modeling are established on the basis of linear relationships among latent variables with fully observed data. However, in social and behavioral sciences, nonlinear relationships among the latent variables are important for establishing more meaningful models…

A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses

ERIC Educational Resources Information Center

Vasdekis, Vassilis G. S.; Cagnone, Silvia; Moustaki, Irini

2012-01-01

The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate…

Multilevel and Latent Variable Modeling with Composite Links and Exploded Likelihoods

ERIC Educational Resources Information Center

Rabe-Hesketh, Sophia; Skrondal, Anders

2007-01-01

Composite links and exploded likelihoods are powerful yet simple tools for specifying a wide range of latent variable models. Applications considered include survival or duration models, models for rankings, small area estimation with census information, models for ordinal responses, item response models with guessing, randomized response models,…

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.

Estimating residual fault hitting rates by recapture sampling

NASA Technical Reports Server (NTRS)

Lee, Larry; Gupta, Rajan

1988-01-01

For the recapture debugging design introduced by Nayak (1988) the problem of estimating the hitting rates of the faults remaining in the system is considered. In the context of a conditional likelihood, moment estimators are derived and are shown to be asymptotically normal and fully efficient. Fixed sample properties of the moment estimators are compared, through simulation, with those of the conditional maximum likelihood estimators. Properties of the conditional model are investigated such as the asymptotic distribution of linear functions of the fault hitting frequencies and a representation of the full data vector in terms of a sequence of independent random vectors. It is assumed that the residual hitting rates follow a log linear rate model and that the testing process is truncated when the gaps between the detection of new errors exceed a fixed amount of time.

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

PubMed

Galili, Tal; Meilijson, Isaac

2016-01-02

The Rao-Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a "better" one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao-Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao-Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.].

New robust statistical procedures for the polytomous logistic regression models.

PubMed

Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro

2018-05-17

This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.

Hybrid Neural-Network: Genetic Algorithm Technique for Aircraft Engine Performance Diagnostics Developed and Demonstrated

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2002-01-01

As part of the NASA Aviation Safety Program, a unique model-based diagnostics method that employs neural networks and genetic algorithms for aircraft engine performance diagnostics has been developed and demonstrated at the NASA Glenn Research Center against a nonlinear gas turbine engine model. Neural networks are applied to estimate the internal health condition of the engine, and genetic algorithms are used for sensor fault detection, isolation, and quantification. This hybrid architecture combines the excellent nonlinear estimation capabilities of neural networks with the capability to rank the likelihood of various faults given a specific sensor suite signature. The method requires a significantly smaller data training set than a neural network approach alone does, and it performs the combined engine health monitoring objectives of performance diagnostics and sensor fault detection and isolation in the presence of nominal and degraded engine health conditions.

Simple, Efficient Estimators of Treatment Effects in Randomized Trials Using Generalized Linear Models to Leverage Baseline Variables

PubMed Central

Rosenblum, Michael; van der Laan, Mark J.

2010-01-01

Models, such as logistic regression and Poisson regression models, are often used to estimate treatment effects in randomized trials. These models leverage information in variables collected before randomization, in order to obtain more precise estimates of treatment effects. However, there is the danger that model misspecification will lead to bias. We show that certain easy to compute, model-based estimators are asymptotically unbiased even when the working model used is arbitrarily misspecified. Furthermore, these estimators are locally efficient. As a special case of our main result, we consider a simple Poisson working model containing only main terms; in this case, we prove the maximum likelihood estimate of the coefficient corresponding to the treatment variable is an asymptotically unbiased estimator of the marginal log rate ratio, even when the working model is arbitrarily misspecified. This is the log-linear analog of ANCOVA for linear models. Our results demonstrate one application of targeted maximum likelihood estimation. PMID:20628636

Planck 2013 results. XV. CMB power spectra and likelihood

NASA Astrophysics Data System (ADS)

Planck Collaboration; Ade, P. A. R.; Aghanim, N.; Armitage-Caplan, C.; Arnaud, M.; Ashdown, M.; Atrio-Barandela, F.; Aumont, J.; Baccigalupi, C.; Banday, A. J.; Barreiro, R. B.; Bartlett, J. G.; Battaner, E.; Benabed, K.; Benoît, A.; Benoit-Lévy, A.; Bernard, J.-P.; Bersanelli, M.; Bielewicz, P.; Bobin, J.; Bock, J. J.; Bonaldi, A.; Bonavera, L.; Bond, J. R.; Borrill, J.; Bouchet, F. R.; Boulanger, F.; Bridges, M.; Bucher, M.; Burigana, C.; Butler, R. C.; Calabrese, E.; Cardoso, J.-F.; Catalano, A.; Challinor, A.; Chamballu, A.; Chiang, H. C.; Chiang, L.-Y.; Christensen, P. R.; Church, S.; Clements, D. L.; Colombi, S.; Colombo, L. P. L.; Combet, C.; Couchot, F.; Coulais, A.; Crill, B. P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R. D.; Davis, R. J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Delouis, J.-M.; Désert, F.-X.; Dickinson, C.; Diego, J. M.; Dole, H.; Donzelli, S.; Doré, O.; Douspis, M.; Dunkley, J.; Dupac, X.; Efstathiou, G.; Elsner, F.; Enßlin, T. A.; Eriksen, H. K.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A. A.; Franceschi, E.; Gaier, T. C.; Galeotta, S.; Galli, S.; Ganga, K.; Giard, M.; Giardino, G.; Giraud-Héraud, Y.; Gjerløw, E.; González-Nuevo, J.; Górski, K. M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J. E.; Hansen, F. K.; Hanson, D.; Harrison, D.; Helou, G.; Henrot-Versillé, S.; Hernández-Monteagudo, C.; Herranz, D.; Hildebrandt, S. R.; Hivon, E.; Hobson, M.; Holmes, W. A.; Hornstrup, A.; Hovest, W.; Huffenberger, K. M.; Hurier, G.; Jaffe, A. H.; Jaffe, T. R.; Jewell, J.; Jones, W. C.; Juvela, M.; Keihänen, E.; Keskitalo, R.; Kiiveri, K.; Kisner, T. S.; Kneissl, R.; Knoche, J.; Knox, L.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lähteenmäki, A.; Lamarre, J.-M.; Lasenby, A.; Lattanzi, M.; Laureijs, R. J.; Lawrence, C. R.; Le Jeune, M.; Leach, S.; Leahy, J. P.; Leonardi, R.; León-Tavares, J.; Lesgourgues, J.; Liguori, M.; Lilje, P. B.; Linden-Vørnle, M.; Lindholm, V.; López-Caniego, M.; Lubin, P. M.; Macías-Pérez, J. F.; Maffei, B.; Maino, D.; Mandolesi, N.; Marinucci, D.; Maris, M.; Marshall, D. J.; Martin, P. G.; Martínez-González, E.; Masi, S.; Massardi, M.; Matarrese, S.; Matthai, F.; Mazzotta, P.; Meinhold, P. R.; Melchiorri, A.; Mendes, L.; Menegoni, E.; Mennella, A.; Migliaccio, M.; Millea, M.; Mitra, S.; Miville-Deschênes, M.-A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Murphy, J. A.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C. B.; Nørgaard-Nielsen, H. U.; Noviello, F.; Novikov, D.; Novikov, I.; O'Dwyer, I. J.; Orieux, F.; Osborne, S.; Oxborrow, C. A.; Paci, F.; Pagano, L.; Pajot, F.; Paladini, R.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Paykari, P.; Perdereau, O.; Perotto, L.; Perrotta, F.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Ponthieu, N.; Popa, L.; Poutanen, T.; Pratt, G. W.; Prézeau, G.; Prunet, S.; Puget, J.-L.; Rachen, J. P.; Rahlin, A.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renault, C.; Ricciardi, S.; Riller, T.; Ringeval, C.; Ristorcelli, I.; Rocha, G.; Rosset, C.; Roudier, G.; Rowan-Robinson, M.; Rubiño-Martín, J. A.; Rusholme, B.; Sandri, M.; Sanselme, L.; Santos, D.; Savini, G.; Scott, D.; Seiffert, M. D.; Shellard, E. P. S.; Spencer, L. D.; Starck, J.-L.; Stolyarov, V.; Stompor, R.; Sudiwala, R.; Sureau, F.; Sutton, D.; Suur-Uski, A.-S.; Sygnet, J.-F.; Tauber, J. A.; Tavagnacco, D.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Tucci, M.; Tuovinen, J.; Türler, M.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Varis, J.; Vielva, P.; Villa, F.; Vittorio, N.; Wade, L. A.; Wandelt, B. D.; Wehus, I. K.; White, M.; White, S. D. M.; Yvon, D.; Zacchei, A.; Zonca, A.

2014-11-01

This paper presents the Planck 2013 likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations that accounts for all known relevant uncertainties, both instrumental and astrophysical in nature. We use this likelihood to derive our best estimate of the CMB angular power spectrum from Planck over three decades in multipole moment, ℓ, covering 2 ≤ ℓ ≤ 2500. The main source of uncertainty at ℓ ≲ 1500 is cosmic variance. Uncertainties in small-scale foreground modelling and instrumental noise dominate the error budget at higher ℓs. For ℓ < 50, our likelihood exploits all Planck frequency channels from 30 to 353 GHz, separating the cosmological CMB signal from diffuse Galactic foregrounds through a physically motivated Bayesian component separation technique. At ℓ ≥ 50, we employ a correlated Gaussian likelihood approximation based on a fine-grained set of angular cross-spectra derived from multiple detector combinations between the 100, 143, and 217 GHz frequency channels, marginalising over power spectrum foreground templates. We validate our likelihood through an extensive suite of consistency tests, and assess the impact of residual foreground and instrumental uncertainties on the final cosmological parameters. We find good internal agreement among the high-ℓ cross-spectra with residuals below a few μK2 at ℓ ≲ 1000, in agreement with estimated calibration uncertainties. We compare our results with foreground-cleaned CMB maps derived from all Planck frequencies, as well as with cross-spectra derived from the 70 GHz Planck map, and find broad agreement in terms of spectrum residuals and cosmological parameters. We further show that the best-fit ΛCDM cosmology is in excellent agreement with preliminary PlanckEE and TE polarisation spectra. We find that the standard ΛCDM cosmology is well constrained by Planck from the measurements at ℓ ≲ 1500. One specific example is the spectral index of scalar perturbations, for which we report a 5.4σ deviation from scale invariance, ns = 1. Increasing the multipole range beyond ℓ ≃ 1500 does not increase our accuracy for the ΛCDM parameters, but instead allows us to study extensions beyond the standard model. We find no indication of significant departures from the ΛCDM framework. Finally, we report a tension between the Planck best-fit ΛCDM model and the low-ℓ spectrum in the form of a power deficit of 5-10% at ℓ ≲ 40, with a statistical significance of 2.5-3σ. Without a theoretically motivated model for this power deficit, we do not elaborate further on its cosmological implications, but note that this is our most puzzling finding in an otherwise remarkably consistent data set.

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

PubMed

Dang, Cuong Cao; Lefort, Vincent; Le, Vinh Sy; Le, Quang Si; Gascuel, Olivier

2011-10-01

Amino acid replacement rate matrices are an essential basis of protein studies (e.g. in phylogenetics and alignment). A number of general purpose matrices have been proposed (e.g. JTT, WAG, LG) since the seminal work of Margaret Dayhoff and co-workers. However, it has been shown that matrices specific to certain protein groups (e.g. mitochondrial) or life domains (e.g. viruses) differ significantly from general average matrices, and thus perform better when applied to the data to which they are dedicated. This Web server implements the maximum-likelihood estimation procedure that was used to estimate LG, and provides a number of tools and facilities. Users upload a set of multiple protein alignments from their domain of interest and receive the resulting matrix by email, along with statistics and comparisons with other matrices. A non-parametric bootstrap is performed optionally to assess the variability of replacement rate estimates. Maximum-likelihood trees, inferred using the estimated rate matrix, are also computed optionally for each input alignment. Finely tuned procedures and up-to-date ML software (PhyML 3.0, XRATE) are combined to perform all these heavy calculations on our clusters. http://www.atgc-montpellier.fr/ReplacementMatrix/ olivier.gascuel@lirmm.fr Supplementary data are available at http://www.atgc-montpellier.fr/ReplacementMatrix/

Resolving the percentage of component terrains within single resolution elements

NASA Technical Reports Server (NTRS)

Marsh, S. E.; Switzer, P.; Kowalik, W. S.; Lyon, R. J. P.

1980-01-01

An approximate maximum likelihood technique employing a widely available discriminant analysis program is discussed that has been developed for resolving the percentage of component terrains within single resolution elements. The method uses all four channels of Landsat data simultaneously and does not require prior knowledge of the percentage of components in mixed pixels. It was tested in five cases that were chosen to represent mixtures of outcrop, soil and vegetation which would typically be encountered in geologic studies with Landsat data. For all five cases, the method proved to be superior to single band weighted average and linear regression techniques and permitted an estimate of the total area occupied by component terrains to within plus or minus 6% of the true area covered. Its major drawback is a consistent overestimation of the pixel component percent of the darker materials (vegetation) and an underestimation of the pixel component percent of the brighter materials (sand).

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

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

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

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

DOE PAGES

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

2016-12-01

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

Unbiased contaminant removal for 3D galaxy power spectrum measurements

NASA Astrophysics Data System (ADS)

Kalus, B.; Percival, W. J.; Bacon, D. J.; Samushia, L.

2016-11-01

We assess and develop techniques to remove contaminants when calculating the 3D galaxy power spectrum. We separate the process into three separate stages: (I) removing the contaminant signal, (II) estimating the uncontaminated cosmological power spectrum and (III) debiasing the resulting estimates. For (I), we show that removing the best-fitting contaminant (mode subtraction) and setting the contaminated components of the covariance to be infinite (mode deprojection) are mathematically equivalent. For (II), performing a quadratic maximum likelihood (QML) estimate after mode deprojection gives an optimal unbiased solution, although it requires the manipulation of large N_mode^2 matrices (Nmode being the total number of modes), which is unfeasible for recent 3D galaxy surveys. Measuring a binned average of the modes for (II) as proposed by Feldman, Kaiser & Peacock (FKP) is faster and simpler, but is sub-optimal and gives rise to a biased solution. We present a method to debias the resulting FKP measurements that does not require any large matrix calculations. We argue that the sub-optimality of the FKP estimator compared with the QML estimator, caused by contaminants, is less severe than that commonly ignored due to the survey window.

The costs of turnover in nursing homes.

PubMed

Mukamel, Dana B; Spector, William D; Limcangco, Rhona; Wang, Ying; Feng, Zhanlian; Mor, Vincent

2009-10-01

Turnover rates in nursing homes have been persistently high for decades, ranging upwards of 100%. To estimate the net costs associated with turnover of direct care staff in nursing homes. DATA AND SAMPLE: Nine hundred two nursing homes in California in 2005. Data included Medicaid cost reports, the Minimum Data Set, Medicare enrollment files, Census, and Area Resource File. We estimated total cost functions, which included in addition to exogenous outputs and wages, the facility turnover rate. Instrumental variable limited information maximum likelihood techniques were used for estimation to deal with the endogeneity of turnover and costs. The cost functions exhibited the expected behavior, with initially increasing and then decreasing returns to scale. The ordinary least square estimate did not show a significant association between costs and turnover. The instrumental variable estimate of turnover costs was negative and significant (P = 0.039). The marginal cost savings associated with a 10% point increase in turnover for an average facility was $167,063 or 2.9% of annual total costs. The net savings associated with turnover offer an explanation for the persistence of this phenomenon over the last decades, despite the many policy initiatives to reduce it. Future policy efforts need to recognize the complex relationship between turnover and costs.

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.

The pulse-pair algorithm as a robust estimator of turbulent weather spectral parameters using airborne pulse Doppler radar

NASA Technical Reports Server (NTRS)

Baxa, Ernest G., Jr.; Lee, Jonggil

1991-01-01

The pulse pair method for spectrum parameter estimation is commonly used in pulse Doppler weather radar signal processing since it is economical to implement and can be shown to be a maximum likelihood estimator. With the use of airborne weather radar for windshear detection, the turbulent weather and strong ground clutter return spectrum differs from that assumed in its derivation, so the performance robustness of the pulse pair technique must be understood. Here, the effect of radar system pulse to pulse phase jitter and signal spectrum skew on the pulse pair algorithm performance is discussed. Phase jitter effect may be significant when the weather return signal to clutter ratio is very low and clutter rejection filtering is attempted. The analysis can be used to develop design specifications for airborne radar system phase stability. It is also shown that the weather return spectrum skew can cause a significant bias in the pulse pair mean windspeed estimates, and that the poly pulse pair algorithm can reduce this bias. It is suggested that use of a spectrum mode estimator may be more appropriate in characterizing the windspeed within a radar range resolution cell for detection of hazardous windspeed gradients.

Data analysis in emission tomography using emission-count posteriors

NASA Astrophysics Data System (ADS)

Sitek, Arkadiusz

2012-11-01

A novel approach to the analysis of emission tomography data using the posterior probability of the number of emissions per voxel (emission count) conditioned on acquired tomographic data is explored. The posterior is derived from the prior and the Poisson likelihood of the emission-count data by marginalizing voxel activities. Based on emission-count posteriors, examples of Bayesian analysis including estimation and classification tasks in emission tomography are provided. The application of the method to computer simulations of 2D tomography is demonstrated. In particular, the minimum-mean-square-error point estimator of the emission count is demonstrated. The process of finding this estimator can be considered as a tomographic image reconstruction technique since the estimates of the number of emissions per voxel divided by voxel sensitivities and acquisition time are the estimates of the voxel activities. As an example of a classification task, a hypothesis stating that some region of interest (ROI) emitted at least or at most r-times the number of events in some other ROI is tested. The ROIs are specified by the user. The analysis described in this work provides new quantitative statistical measures that can be used in decision making in diagnostic imaging using emission tomography.

Global estimation of long-term persistence in annual river runoff

NASA Astrophysics Data System (ADS)

Markonis, Y.; Moustakis, Y.; Nasika, C.; Sychova, P.; Dimitriadis, P.; Hanel, M.; Máca, P.; Papalexiou, S. M.

2018-03-01

Long-term persistence (LTP) of annual river runoff is a topic of ongoing hydrological research, due to its implications to water resources management. Here, we estimate its strength, measured by the Hurst coefficient H, in 696 annual, globally distributed, streamflow records with at least 80 years of data. We use three estimation methods (maximum likelihood estimator, Whittle estimator and least squares variance) resulting in similar mean values of H close to 0.65. Subsequently, we explore potential factors influencing H by two linear (Spearman's rank correlation, multiple linear regression) and two non-linear (self-organizing maps, random forests) techniques. Catchment area is found to be crucial for medium to larger watersheds, while climatic controls, such as aridity index, have higher impact to smaller ones. Our findings indicate that long-term persistence is weaker than found in other studies, suggesting that enhanced LTP is encountered in large-catchment rivers, were the effect of spatial aggregation is more intense. However, we also show that the estimated values of H can be reproduced by a short-term persistence stochastic model such as an auto-regressive AR(1) process. A direct consequence is that some of the most common methods for the estimation of H coefficient, might not be suitable for discriminating short- and long-term persistence even in long observational records.

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.

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.

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

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

Pražnikar, Jure; University of Primorska,; Turk, Dušan, E-mail: dusan.turk@ijs.si

2014-12-01

The maximum-likelihood free-kick target, which calculates model error estimates from the work set and a randomly displaced model, proved superior in the accuracy and consistency of refinement of crystal structures compared with the maximum-likelihood cross-validation target, which calculates error estimates from the test set and the unperturbed model. The refinement of a molecular model is a computational procedure by which the atomic model is fitted to the diffraction data. The commonly used target in the refinement of macromolecular structures is the maximum-likelihood (ML) function, which relies on the assessment of model errors. The current ML functions rely on cross-validation. Theymore » utilize phase-error estimates that are calculated from a small fraction of diffraction data, called the test set, that are not used to fit the model. An approach has been developed that uses the work set to calculate the phase-error estimates in the ML refinement from simulating the model errors via the random displacement of atomic coordinates. It is called ML free-kick refinement as it uses the ML formulation of the target function and is based on the idea of freeing the model from the model bias imposed by the chemical energy restraints used in refinement. This approach for the calculation of error estimates is superior to the cross-validation approach: it reduces the phase error and increases the accuracy of molecular models, is more robust, provides clearer maps and may use a smaller portion of data for the test set for the calculation of R{sub free} or may leave it out completely.« less

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.

Semiparametric time-to-event modeling in the presence of a latent progression event.

PubMed

Rice, John D; Tsodikov, Alex

2017-06-01

In cancer research, interest frequently centers on factors influencing a latent event that must precede a terminal event. In practice it is often impossible to observe the latent event precisely, making inference about this process difficult. To address this problem, we propose a joint model for the unobserved time to the latent and terminal events, with the two events linked by the baseline hazard. Covariates enter the model parametrically as linear combinations that multiply, respectively, the hazard for the latent event and the hazard for the terminal event conditional on the latent one. We derive the partial likelihood estimators for this problem assuming the latent event is observed, and propose a profile likelihood-based method for estimation when the latent event is unobserved. The baseline hazard in this case is estimated nonparametrically using the EM algorithm, which allows for closed-form Breslow-type estimators at each iteration, bringing improved computational efficiency and stability compared with maximizing the marginal likelihood directly. We present simulation studies to illustrate the finite-sample properties of the method; its use in practice is demonstrated in the analysis of a prostate cancer data set. © 2016, The International Biometric Society.

Sparse Poisson noisy image deblurring.

PubMed

Carlavan, Mikael; Blanc-Féraud, Laure

2012-04-01

Deblurring noisy Poisson images has recently been a subject of an increasing amount of works in many areas such as astronomy and biological imaging. In this paper, we focus on confocal microscopy, which is a very popular technique for 3-D imaging of biological living specimens that gives images with a very good resolution (several hundreds of nanometers), although degraded by both blur and Poisson noise. Deconvolution methods have been proposed to reduce these degradations, and in this paper, we focus on techniques that promote the introduction of an explicit prior on the solution. One difficulty of these techniques is to set the value of the parameter, which weights the tradeoff between the data term and the regularizing term. Only few works have been devoted to the research of an automatic selection of this regularizing parameter when considering Poisson noise; therefore, it is often set manually such that it gives the best visual results. We present here two recent methods to estimate this regularizing parameter, and we first propose an improvement of these estimators, which takes advantage of confocal images. Following these estimators, we secondly propose to express the problem of the deconvolution of Poisson noisy images as the minimization of a new constrained problem. The proposed constrained formulation is well suited to this application domain since it is directly expressed using the antilog likelihood of the Poisson distribution and therefore does not require any approximation. We show how to solve the unconstrained and constrained problems using the recent alternating-direction technique, and we present results on synthetic and real data using well-known priors, such as total variation and wavelet transforms. Among these wavelet transforms, we specially focus on the dual-tree complex wavelet transform and on the dictionary composed of curvelets and an undecimated wavelet transform.

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

PubMed

Shen, Yi; Dai, Wei; Richards, Virginia M

2015-03-01

A MATLAB toolbox for the efficient estimation of the threshold, slope, and lapse rate of the psychometric function is described. The toolbox enables the efficient implementation of the updated maximum-likelihood (UML) procedure. The toolbox uses an object-oriented architecture for organizing the experimental variables and computational algorithms, which provides experimenters with flexibility in experimental design and data management. Descriptions of the UML procedure and the UML Toolbox are provided, followed by toolbox use examples. Finally, guidelines and recommendations of parameter configurations are given.

Wald Sequential Probability Ratio Test for Analysis of Orbital Conjunction Data

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell; Markley, F. Landis; Gold, Dara

2013-01-01

We propose a Wald Sequential Probability Ratio Test for analysis of commonly available predictions associated with spacecraft conjunctions. Such predictions generally consist of a relative state and relative state error covariance at the time of closest approach, under the assumption that prediction errors are Gaussian. We show that under these circumstances, the likelihood ratio of the Wald test reduces to an especially simple form, involving the current best estimate of collision probability, and a similar estimate of collision probability that is based on prior assumptions about the likelihood of collision.

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.

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.

Proportion estimation using prior cluster purities

NASA Technical Reports Server (NTRS)

Terrell, G. R. (Principal Investigator)

1980-01-01

The prior distribution of CLASSY component purities is studied, and this information incorporated into maximum likelihood crop proportion estimators. The method is tested on Transition Year spring small grain segments.

Hurdle models for multilevel zero-inflated data via h-likelihood.

PubMed

Molas, Marek; Lesaffre, Emmanuel

2010-12-30

Count data often exhibit overdispersion. One type of overdispersion arises when there is an excess of zeros in comparison with the standard Poisson distribution. Zero-inflated Poisson and hurdle models have been proposed to perform a valid likelihood-based analysis to account for the surplus of zeros. Further, data often arise in clustered, longitudinal or multiple-membership settings. The proper analysis needs to reflect the design of a study. Typically random effects are used to account for dependencies in the data. We examine the h-likelihood estimation and inference framework for hurdle models with random effects for complex designs. We extend the h-likelihood procedures to fit hurdle models, thereby extending h-likelihood to truncated distributions. Two applications of the methodology are presented. Copyright © 2010 John Wiley & Sons, Ltd.

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.

SATe-II: very fast and accurate simultaneous estimation of multiple sequence alignments and phylogenetic trees.

PubMed

Liu, Kevin; Warnow, Tandy J; Holder, Mark T; Nelesen, Serita M; Yu, Jiaye; Stamatakis, Alexandros P; Linder, C Randal

2012-01-01

Highly accurate estimation of phylogenetic trees for large data sets is difficult, in part because multiple sequence alignments must be accurate for phylogeny estimation methods to be accurate. Coestimation of alignments and trees has been attempted but currently only SATé estimates reasonably accurate trees and alignments for large data sets in practical time frames (Liu K., Raghavan S., Nelesen S., Linder C.R., Warnow T. 2009b. Rapid and accurate large-scale coestimation of sequence alignments and phylogenetic trees. Science. 324:1561-1564). Here, we present a modification to the original SATé algorithm that improves upon SATé (which we now call SATé-I) in terms of speed and of phylogenetic and alignment accuracy. SATé-II uses a different divide-and-conquer strategy than SATé-I and so produces smaller more closely related subsets than SATé-I; as a result, SATé-II produces more accurate alignments and trees, can analyze larger data sets, and runs more efficiently than SATé-I. Generally, SATé is a metamethod that takes an existing multiple sequence alignment method as an input parameter and boosts the quality of that alignment method. SATé-II-boosted alignment methods are significantly more accurate than their unboosted versions, and trees based upon these improved alignments are more accurate than trees based upon the original alignments. Because SATé-I used maximum likelihood (ML) methods that treat gaps as missing data to estimate trees and because we found a correlation between the quality of tree/alignment pairs and ML scores, we explored the degree to which SATé's performance depends on using ML with gaps treated as missing data to determine the best tree/alignment pair. We present two lines of evidence that using ML with gaps treated as missing data to optimize the alignment and tree produces very poor results. First, we show that the optimization problem where a set of unaligned DNA sequences is given and the output is the tree and alignment of those sequences that maximize likelihood under the Jukes-Cantor model is uninformative in the worst possible sense. For all inputs, all trees optimize the likelihood score. Second, we show that a greedy heuristic that uses GTR+Gamma ML to optimize the alignment and the tree can produce very poor alignments and trees. Therefore, the excellent performance of SATé-II and SATé-I is not because ML is used as an optimization criterion for choosing the best tree/alignment pair but rather due to the particular divide-and-conquer realignment techniques employed.

Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.

PubMed

Moeyaert, Mariola; Rindskopf, David; Onghena, Patrick; Van den Noortgate, Wim

2017-12-01

The focus of this article is to describe Bayesian estimation, including construction of prior distributions, and to compare parameter recovery under the Bayesian framework (using weakly informative priors) and the maximum likelihood (ML) framework in the context of multilevel modeling of single-case experimental data. Bayesian estimation results were found similar to ML estimation results in terms of the treatment effect estimates, regardless of the functional form and degree of information included in the prior specification in the Bayesian framework. In terms of the variance component estimates, both the ML and Bayesian estimation procedures result in biased and less precise variance estimates when the number of participants is small (i.e., 3). By increasing the number of participants to 5 or 7, the relative bias is close to 5% and more precise estimates are obtained for all approaches, except for the inverse-Wishart prior using the identity matrix. When a more informative prior was added, more precise estimates for the fixed effects and random effects were obtained, even when only 3 participants were included. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Evaluation of a mark-recapture method for estimating mortality and migration rates of stratified populations

USGS Publications Warehouse

Dorazio, R.M.; Rago, P.J.

1991-01-01

We simulated mark–recapture experiments to evaluate a method for estimating fishing mortality and migration rates of populations stratified at release and recovery. When fish released in two or more strata were recovered from different recapture strata in nearly the same proportions, conditional recapture probabilities were estimated outside the [0, 1] interval. The maximum likelihood estimates tended to be biased and imprecise when the patterns of recaptures produced extremely "flat" likelihood surfaces. Absence of bias was not guaranteed, however, in experiments where recapture rates could be estimated within the [0, 1] interval. Inadequate numbers of tag releases and recoveries also produced biased estimates, although the bias was easily detected by the high sampling variability of the estimates. A stratified tag–recapture experiment with sockeye salmon (Oncorhynchus nerka) was used to demonstrate procedures for analyzing data that produce biased estimates of recapture probabilities. An estimator was derived to examine the sensitivity of recapture rate estimates to assumed differences in natural and tagging mortality, tag loss, and incomplete reporting of tag recoveries.

Quasar microlensing models with constraints on the Quasar light curves

NASA Astrophysics Data System (ADS)

Tie, S. S.; Kochanek, C. S.

2018-01-01

Quasar microlensing analyses implicitly generate a model of the variability of the source quasar. The implied source variability may be unrealistic yet its likelihood is generally not evaluated. We used the damped random walk (DRW) model for quasar variability to evaluate the likelihood of the source variability and applied the revized algorithm to a microlensing analysis of the lensed quasar RX J1131-1231. We compared estimates of the size of the quasar disc and the average stellar mass of the lens galaxy with and without applying the DRW likelihoods for the source variability model and found no significant effect on the estimated physical parameters. The most likely explanation is that unreliastic source light-curve models are generally associated with poor microlensing fits that already make a negligible contribution to the probability distributions of the derived parameters.

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

Aaltonen, T.

We search for resonant production of tt pairs in 4.8 fb -1 integrated luminosity of pp collision data at √s = 1.96 TeV in the lepton+jets decay channel, where one top quark decays leptonically and the other hadronically. A matrix element reconstruction technique is used; for each event a probability density function (pdf) of the tt candidate invariant mass is sampled. These pdfs are used to construct a likelihood function, whereby the cross section for resonant tt production is estimated, given a hypothetical resonance mass and width. The data indicate no evidence of resonant production of tt pairs. A benchmarkmore » model of leptophobic Z' → tt is excluded with m Z' < 900 GeV at 95% confidence level.« less

The effect of sexual abstinence on females' educational attainment.

PubMed

Sabia, Joseph J; Rees, Daniel I

2009-11-01

A number of studies have shown that teenagers who abstain from sex are more likely to graduate from high school and attend college than their sexually active peers. However it is unclear whether this association represents a causal relationship or can be explained by unmeasured heterogeneity. We employ a variety of statistical techniques to distinguish between these hypotheses, using data on females from the National Longitudinal Study of Adolescent Health. Our results provide evidence that delaying first intercourse leads to an increased likelihood of graduating from high school. This relationship appears to be strongest among respondents in the bottom third of the ability distribution. Controlling for fertility reduces, but does not eliminate, the estimated effect of delaying intercourse.

Estimation of Multinomial Probabilities.

DTIC Science & Technology

1978-11-01

1971) and Alam (1978) have shown that the maximum likelihood estimator is admissible with respect to the quadratic loss. Steinhaus (1957) and Trybula...appear). Johnson, B. Mck. (1971). On admissible estimators for certain fixed sample binomial populations. Ann. Math. Statist. 92, 1579-1587. Steinhaus , H

Fitting power-laws in empirical data with estimators that work for all exponents

PubMed Central

Hanel, Rudolf; Corominas-Murtra, Bernat; Liu, Bo; Thurner, Stefan

2017-01-01

Most standard methods based on maximum likelihood (ML) estimates of power-law exponents can only be reliably used to identify exponents smaller than minus one. The argument that power laws are otherwise not normalizable, depends on the underlying sample space the data is drawn from, and is true only for sample spaces that are unbounded from above. Power-laws obtained from bounded sample spaces (as is the case for practically all data related problems) are always free of such limitations and maximum likelihood estimates can be obtained for arbitrary powers without restrictions. Here we first derive the appropriate ML estimator for arbitrary exponents of power-law distributions on bounded discrete sample spaces. We then show that an almost identical estimator also works perfectly for continuous data. We implemented this ML estimator and discuss its performance with previous attempts. We present a general recipe of how to use these estimators and present the associated computer codes. PMID:28245249

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.

Estimating contaminant loads in rivers: An application of adjusted maximum likelihood to type 1 censored data

USGS Publications Warehouse

Cohn, Timothy A.

2005-01-01

This paper presents an adjusted maximum likelihood estimator (AMLE) that can be used to estimate fluvial transport of contaminants, like phosphorus, that are subject to censoring because of analytical detection limits. The AMLE is a generalization of the widely accepted minimum variance unbiased estimator (MVUE), and Monte Carlo experiments confirm that it shares essentially all of the MVUE's desirable properties, including high efficiency and negligible bias. In particular, the AMLE exhibits substantially less bias than alternative censored‐data estimators such as the MLE (Tobit) or the MLE followed by a jackknife. As with the MLE and the MVUE the AMLE comes close to achieving the theoretical Frechet‐Cramér‐Rao bounds on its variance. This paper also presents a statistical framework, applicable to both censored and complete data, for understanding and estimating the components of uncertainty associated with load estimates. This can serve to lower the cost and improve the efficiency of both traditional and real‐time water quality monitoring.

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

DTIC Science & Technology

1990-12-31

Apr. 1990 ADA223419 Hopped Communication Systems with Nonuniform Hopping Distributions 880 Bistatic Radar Cross Section of a Fenn, A.J. 2 May1990...EXPERIMENT JA-6241 MS-8424 LUNAR PERTURBATION MAXIMUM LIKELIHOOD ALGORITHM JA-6241 JA-6467 LWIR SPECTRAL BAND MAXIMUM LIKELIHOOD ESTIMATOR JA-6476 MS-8466

Using the β-binomial distribution to characterize forest health

Treesearch

S.J. Zarnoch; R.L. Anderson; R.M. Sheffield

1995-01-01

The β-binomial distribution is suggested as a model for describing and analyzing the dichotomous data obtained from programs monitoring the health of forests in the United States. Maximum likelihood estimation of the parameters is given as well as asymptotic likelihood ratio tests. The procedure is illustrated with data on dogwood anthracnose infection (caused...

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.…

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,…

High-Dimensional Exploratory Item Factor Analysis by a Metropolis-Hastings Robbins-Monro Algorithm

ERIC Educational Resources Information Center

Cai, Li

2010-01-01

A Metropolis-Hastings Robbins-Monro (MH-RM) algorithm for high-dimensional maximum marginal likelihood exploratory item factor analysis is proposed. The sequence of estimates from the MH-RM algorithm converges with probability one to the maximum likelihood solution. Details on the computer implementation of this algorithm are provided. The…

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

EPA Science Inventory

A time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for ...

Technical guidance and analytic services in support of SEASAT-A. [radar altimeters for altimetry and ocean wave height

NASA Technical Reports Server (NTRS)

Brooks, W. L.; Dooley, R. P.

1975-01-01

The design of a high resolution radar for altimetry and ocean wave height estimation was studied. From basic principles, it is shown that a short pulse wide beam radar is the most appropriate and recommended technique for measuring both altitude and ocean wave height. To achieve a topographic resolution of + or - 10 cm RMS at 5.0 meter RMS wave heights, as required for SEASAT-A, it is recommended that the altimeter design include an onboard adaptive processor. The resulting design, which assumes a maximum likelihood estimation (MLE) processor, is shown to satisfy all performance requirements. A design summary is given for the recommended radar altimeter, which includes a full deramp STRETCH pulse compression technique followed by an analog filter bank to separate range returns as well as the assumed MLE processor. The feedback loop implementation of the MLE on a digital computer was examined in detail, and computer size, estimation accuracies, and bias due to range sidelobes are given for the MLE with typical SEASAT-A parameters. The standard deviation of the altitude estimate was developed and evaluated for several adaptive and nonadaptive split-gate trackers. Split-gate tracker biases due to range sidelobes and transmitter noise are examined. An approximate closed form solution for the altimeter power return is derived and evaluated. The feasibility of utilizing the basic radar altimeter design for the measurement of ocean wave spectra was examined.

Design of a practical model-observer-based image quality assessment method for CT imaging systems

NASA Astrophysics Data System (ADS)

Tseng, Hsin-Wu; Fan, Jiahua; Cao, Guangzhi; Kupinski, Matthew A.; Sainath, Paavana

2014-03-01

The channelized Hotelling observer (CHO) is a powerful method for quantitative image quality evaluations of CT systems and their image reconstruction algorithms. It has recently been used to validate the dose reduction capability of iterative image-reconstruction algorithms implemented on CT imaging systems. The use of the CHO for routine and frequent system evaluations is desirable both for quality assurance evaluations as well as further system optimizations. The use of channels substantially reduces the amount of data required to achieve accurate estimates of observer performance. However, the number of scans required is still large even with the use of channels. This work explores different data reduction schemes and designs a new approach that requires only a few CT scans of a phantom. For this work, the leave-one-out likelihood (LOOL) method developed by Hoffbeck and Landgrebe is studied as an efficient method of estimating the covariance matrices needed to compute CHO performance. Three different kinds of approaches are included in the study: a conventional CHO estimation technique with a large sample size, a conventional technique with fewer samples, and the new LOOL-based approach with fewer samples. The mean value and standard deviation of area under ROC curve (AUC) is estimated by shuffle method. Both simulation and real data results indicate that an 80% data reduction can be achieved without loss of accuracy. This data reduction makes the proposed approach a practical tool for routine CT system assessment.

Maximum likelihood estimation of correction for dilution bias in simple linear regression using replicates from subjects with extreme first measurements.

PubMed

Berglund, Lars; Garmo, Hans; Lindbäck, Johan; Svärdsudd, Kurt; Zethelius, Björn

2008-09-30

The least-squares estimator of the slope in a simple linear regression model is biased towards zero when the predictor is measured with random error. A corrected slope may be estimated by adding data from a reliability study, which comprises a subset of subjects from the main study. The precision of this corrected slope depends on the design of the reliability study and estimator choice. Previous work has assumed that the reliability study constitutes a random sample from the main study. A more efficient design is to use subjects with extreme values on their first measurement. Previously, we published a variance formula for the corrected slope, when the correction factor is the slope in the regression of the second measurement on the first. In this paper we show that both designs improve by maximum likelihood estimation (MLE). The precision gain is explained by the inclusion of data from all subjects for estimation of the predictor's variance and by the use of the second measurement for estimation of the covariance between response and predictor. The gain of MLE enhances with stronger true relationship between response and predictor and with lower precision in the predictor measurements. We present a real data example on the relationship between fasting insulin, a surrogate marker, and true insulin sensitivity measured by a gold-standard euglycaemic insulin clamp, and simulations, where the behavior of profile-likelihood-based confidence intervals is examined. MLE was shown to be a robust estimator for non-normal distributions and efficient for small sample situations. Copyright (c) 2008 John Wiley & Sons, Ltd.

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

Khosla, D.; Singh, M.

The estimation of three-dimensional dipole current sources on the cortical surface from the measured magnetoencephalogram (MEG) is a highly under determined inverse problem as there are many {open_quotes}feasible{close_quotes} images which are consistent with the MEG data. Previous approaches to this problem have concentrated on the use of weighted minimum norm inverse methods. While these methods ensure a unique solution, they often produce overly smoothed solutions and exhibit severe sensitivity to noise. In this paper we explore the maximum entropy approach to obtain better solutions to the problem. This estimation technique selects that image from the possible set of feasible imagesmore » which has the maximum entropy permitted by the information available to us. In order to account for the presence of noise in the data, we have also incorporated a noise rejection or likelihood term into our maximum entropy method. This makes our approach mirror a Bayesian maximum a posteriori (MAP) formulation. Additional information from other functional techniques like functional magnetic resonance imaging (fMRI) can be incorporated in the proposed method in the form of a prior bias function to improve solutions. We demonstrate the method with experimental phantom data from a clinical 122 channel MEG system.« less

Likelihood-based inference for discretely observed birth-death-shift processes, with applications to evolution of mobile genetic elements.

PubMed

Xu, Jason; Guttorp, Peter; Kato-Maeda, Midori; Minin, Vladimir N

2015-12-01

Continuous-time birth-death-shift (BDS) processes are frequently used in stochastic modeling, with many applications in ecology and epidemiology. In particular, such processes can model evolutionary dynamics of transposable elements-important genetic markers in molecular epidemiology. Estimation of the effects of individual covariates on the birth, death, and shift rates of the process can be accomplished by analyzing patient data, but inferring these rates in a discretely and unevenly observed setting presents computational challenges. We propose a multi-type branching process approximation to BDS processes and develop a corresponding expectation maximization algorithm, where we use spectral techniques to reduce calculation of expected sufficient statistics to low-dimensional integration. These techniques yield an efficient and robust optimization routine for inferring the rates of the BDS process, and apply broadly to multi-type branching processes whose rates can depend on many covariates. After rigorously testing our methodology in simulation studies, we apply our method to study intrapatient time evolution of IS6110 transposable element, a genetic marker frequently used during estimation of epidemiological clusters of Mycobacterium tuberculosis infections. © 2015, The International Biometric Society.

Estimation Methods for One-Parameter Testlet Models

ERIC Educational Resources Information Center

Jiao, Hong; Wang, Shudong; He, Wei

2013-01-01

This study demonstrated the equivalence between the Rasch testlet model and the three-level one-parameter testlet model and explored the Markov Chain Monte Carlo (MCMC) method for model parameter estimation in WINBUGS. The estimation accuracy from the MCMC method was compared with those from the marginalized maximum likelihood estimation (MMLE)…