A Two-Stage Approach to Missing Data: Theory and Application to Auxiliary Variables

ERIC Educational Resources Information Center

Savalei, Victoria; Bentler, Peter M.

2009-01-01

A well-known ad-hoc approach to conducting structural equation modeling with missing data is to obtain a saturated maximum likelihood (ML) estimate of the population covariance matrix and then to use this estimate in the complete data ML fitting function to obtain parameter estimates. This 2-stage (TS) approach is appealing because it minimizes a…

Maximum-likelihood estimation of parameterized wavefronts from multifocal data

PubMed Central

Sakamoto, Julia A.; Barrett, Harrison H.

2012-01-01

A method for determining the pupil phase distribution of an optical system is demonstrated. Coefficients in a wavefront expansion were estimated using likelihood methods, where the data consisted of multiple irradiance patterns near focus. Proof-of-principle results were obtained in both simulation and experiment. Large-aberration wavefronts were handled in the numerical study. Experimentally, we discuss the handling of nuisance parameters. Fisher information matrices, Cramér-Rao bounds, and likelihood surfaces are examined. ML estimates were obtained by simulated annealing to deal with numerous local extrema in the likelihood function. Rapid processing techniques were employed to reduce the computational time. PMID:22772282

Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting

PubMed Central

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

2017-01-01

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

Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.

PubMed

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

2016-08-01

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

Using an EM Covariance Matrix to Estimate Structural Equation Models with Missing Data: Choosing an Adjusted Sample Size to Improve the Accuracy of Inferences

ERIC Educational Resources Information Center

Enders, Craig K.; Peugh, James L.

2004-01-01

Two methods, direct maximum likelihood (ML) and the expectation maximization (EM) algorithm, can be used to obtain ML parameter estimates for structural equation models with missing data (MD). Although the 2 methods frequently produce identical parameter estimates, it may be easier to satisfy missing at random assumptions using EM. However, no…

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…

Spatial design and strength of spatial signal: Effects on covariance estimation

USGS Publications Warehouse

Irvine, Kathryn M.; Gitelman, Alix I.; Hoeting, Jennifer A.

2007-01-01

In a spatial regression context, scientists are often interested in a physical interpretation of components of the parametric covariance function. For example, spatial covariance parameter estimates in ecological settings have been interpreted to describe spatial heterogeneity or “patchiness” in a landscape that cannot be explained by measured covariates. In this article, we investigate the influence of the strength of spatial dependence on maximum likelihood (ML) and restricted maximum likelihood (REML) estimates of covariance parameters in an exponential-with-nugget model, and we also examine these influences under different sampling designs—specifically, lattice designs and more realistic random and cluster designs—at differing intensities of sampling (n=144 and 361). We find that neither ML nor REML estimates perform well when the range parameter and/or the nugget-to-sill ratio is large—ML tends to underestimate the autocorrelation function and REML produces highly variable estimates of the autocorrelation function. The best estimates of both the covariance parameters and the autocorrelation function come under the cluster sampling design and large sample sizes. As a motivating example, we consider a spatial model for stream sulfate concentration.

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…

Maximum likelihood orientation estimation of 1-D patterns in Laguerre-Gauss subspaces.

PubMed

Di Claudio, Elio D; Jacovitti, Giovanni; Laurenti, Alberto

2010-05-01

A method for measuring the orientation of linear (1-D) patterns, based on a local expansion with Laguerre-Gauss circular harmonic (LG-CH) functions, is presented. It lies on the property that the polar separable LG-CH functions span the same space as the 2-D Cartesian separable Hermite-Gauss (2-D HG) functions. Exploiting the simple steerability of the LG-CH functions and the peculiar block-linear relationship among the two expansion coefficients sets, maximum likelihood (ML) estimates of orientation and cross section parameters of 1-D patterns are obtained projecting them in a proper subspace of the 2-D HG family. It is shown in this paper that the conditional ML solution, derived by elimination of the cross section parameters, surprisingly yields the same asymptotic accuracy as the ML solution for known cross section parameters. The accuracy of the conditional ML estimator is compared to the one of state of art solutions on a theoretical basis and via simulation trials. A thorough proof of the key relationship between the LG-CH and the 2-D HG expansions is also provided.

The Performance of ML, GLS, and WLS Estimation in Structural Equation Modeling under Conditions of Misspecification and Nonnormality.

ERIC Educational Resources Information Center

Olsson, Ulf Henning; Foss, Tron; Troye, Sigurd V.; Howell, Roy D.

2000-01-01

Used simulation to demonstrate how the choice of estimation method affects indexes of fit and parameter bias for different sample sizes when nested models vary in terms of specification error and the data demonstrate different levels of kurtosis. Discusses results for maximum likelihood (ML), generalized least squares (GLS), and weighted least…

An Investigation of the Sample Performance of Two Nonnormality Corrections for RMSEA

ERIC Educational Resources Information Center

Brosseau-Liard, Patricia E.; Savalei, Victoria; Li, Libo

2012-01-01

The root mean square error of approximation (RMSEA) is a popular fit index in structural equation modeling (SEM). Typically, RMSEA is computed using the normal theory maximum likelihood (ML) fit function. Under nonnormality, the uncorrected sample estimate of the ML RMSEA tends to be inflated. Two robust corrections to the sample ML RMSEA have…

Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors

NASA Technical Reports Server (NTRS)

Erkmen, Baris I.; Moision, Bruce E.

2010-01-01

Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.

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

PubMed Central

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

2018-01-01

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

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.

DiscML: an R package for estimating evolutionary rates of discrete characters using maximum likelihood.

PubMed

Kim, Tane; Hao, Weilong

2014-09-27

The study of discrete characters is crucial for the understanding of evolutionary processes. Even though great advances have been made in the analysis of nucleotide sequences, computer programs for non-DNA discrete characters are often dedicated to specific analyses and lack flexibility. Discrete characters often have different transition rate matrices, variable rates among sites and sometimes contain unobservable states. To obtain the ability to accurately estimate a variety of discrete characters, programs with sophisticated methodologies and flexible settings are desired. DiscML performs maximum likelihood estimation for evolutionary rates of discrete characters on a provided phylogeny with the options that correct for unobservable data, rate variations, and unknown prior root probabilities from the empirical data. It gives users options to customize the instantaneous transition rate matrices, or to choose pre-determined matrices from models such as birth-and-death (BD), birth-death-and-innovation (BDI), equal rates (ER), symmetric (SYM), general time-reversible (GTR) and all rates different (ARD). Moreover, we show application examples of DiscML on gene family data and on intron presence/absence data. DiscML was developed as a unified R program for estimating evolutionary rates of discrete characters with no restriction on the number of character states, and with flexibility to use different transition models. DiscML is ideal for the analyses of binary (1s/0s) patterns, multi-gene families, and multistate discrete morphological characteristics.

Measurement and Structural Model Class Separation in Mixture CFA: ML/EM versus MCMC

ERIC Educational Resources Information Center

Depaoli, Sarah

2012-01-01

Parameter recovery was assessed within mixture confirmatory factor analysis across multiple estimator conditions under different simulated levels of mixture class separation. Mixture class separation was defined in the measurement model (through factor loadings) and the structural model (through factor variances). Maximum likelihood (ML) via the…

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,…

Time-resolved speckle effects on the estimation of laser-pulse arrival times

NASA Technical Reports Server (NTRS)

Tsai, B.-M.; Gardner, C. S.

1985-01-01

A maximum-likelihood (ML) estimator of the pulse arrival in laser ranging and altimetry is derived for the case of a pulse distorted by shot noise and time-resolved speckle. The performance of the estimator is evaluated for pulse reflections from flat diffuse targets and compared with the performance of a suboptimal centroid estimator and a suboptimal Bar-David ML estimator derived under the assumption of no speckle. In the large-signal limit the accuracy of the estimator was found to improve as the width of the receiver observational interval increases. The timing performance of the estimator is expected to be highly sensitive to background noise when the received pulse energy is high and the receiver observational interval is large. Finally, in the speckle-limited regime the ML estimator performs considerably better than the suboptimal estimators.

A Test-Length Correction to the Estimation of Extreme Proficiency Levels

ERIC Educational Resources Information Center

Magis, David; Beland, Sebastien; Raiche, Gilles

2011-01-01

In this study, the estimation of extremely large or extremely small proficiency levels, given the item parameters of a logistic item response model, is investigated. On one hand, the estimation of proficiency levels by maximum likelihood (ML), despite being asymptotically unbiased, may yield infinite estimates. On the other hand, with an…

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/

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

Weakly Informative Prior for Point Estimation of Covariance Matrices in Hierarchical Models

ERIC Educational Resources Information Center

Chung, Yeojin; Gelman, Andrew; Rabe-Hesketh, Sophia; Liu, Jingchen; Dorie, Vincent

2015-01-01

When fitting hierarchical regression models, maximum likelihood (ML) estimation has computational (and, for some users, philosophical) advantages compared to full Bayesian inference, but when the number of groups is small, estimates of the covariance matrix (S) of group-level varying coefficients are often degenerate. One can do better, even from…

Estimation of channel parameters and background irradiance for free-space optical link.

PubMed

Khatoon, Afsana; Cowley, William G; Letzepis, Nick; Giggenbach, Dirk

2013-05-10

Free-space optical communication can experience severe fading due to optical scintillation in long-range links. Channel estimation is also corrupted by background and electrical noise. Accurate estimation of channel parameters and scintillation index (SI) depends on perfect removal of background irradiance. In this paper, we propose three different methods, the minimum-value (MV), mean-power (MP), and maximum-likelihood (ML) based methods, to remove the background irradiance from channel samples. The MV and MP methods do not require knowledge of the scintillation distribution. While the ML-based method assumes gamma-gamma scintillation, it can be easily modified to accommodate other distributions. Each estimator's performance is compared using simulation data as well as experimental measurements. The estimators' performance are evaluated from low- to high-SI areas using simulation data as well as experimental trials. The MV and MP methods have much lower complexity than the ML-based method. However, the ML-based method shows better SI and background-irradiance estimation performance.

Model-based estimation for dynamic cardiac studies using ECT.

PubMed

Chiao, P C; Rogers, W L; Clinthorne, N H; Fessler, J A; Hero, A O

1994-01-01

The authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (emission computed tomography). They construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. They also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, the authors discuss model assumptions and potential uses of the joint estimation strategy.

The Order-Restricted Association Model: Two Estimation Algorithms and Issues in Testing

ERIC Educational Resources Information Center

Galindo-Garre, Francisca; Vermunt, Jeroen K.

2004-01-01

This paper presents a row-column (RC) association model in which the estimated row and column scores are forced to be in agreement with a priori specified ordering. Two efficient algorithms for finding the order-restricted maximum likelihood (ML) estimates are proposed and their reliability under different degrees of association is investigated by…

Maximum likelihood estimation in calibrating a stereo camera setup.

PubMed

Muijtjens, A M; Roos, J M; Arts, T; Hasman, A

1999-02-01

Motion and deformation of the cardiac wall may be measured by following the positions of implanted radiopaque markers in three dimensions, using two x-ray cameras simultaneously. Regularly, calibration of the position measurement system is obtained by registration of the images of a calibration object, containing 10-20 radiopaque markers at known positions. Unfortunately, an accidental change of the position of a camera after calibration requires complete recalibration. Alternatively, redundant information in the measured image positions of stereo pairs can be used for calibration. Thus, a separate calibration procedure can be avoided. In the current study a model is developed that describes the geometry of the camera setup by five dimensionless parameters. Maximum Likelihood (ML) estimates of these parameters were obtained in an error analysis. It is shown that the ML estimates can be found by application of a nonlinear least squares procedure. Compared to the standard unweighted least squares procedure, the ML method resulted in more accurate estimates without noticeable bias. The accuracy of the ML method was investigated in relation to the object aperture. The reconstruction problem appeared well conditioned as long as the object aperture is larger than 0.1 rad. The angle between the two viewing directions appeared to be the parameter that was most likely to cause major inaccuracies in the reconstruction of the 3-D positions of the markers. Hence, attempts to improve the robustness of the method should primarily focus on reduction of the error in this parameter.

Cramer-Rao bound analysis of wideband source localization and DOA estimation

NASA Astrophysics Data System (ADS)

Yip, Lean; Chen, Joe C.; Hudson, Ralph E.; Yao, Kung

2002-12-01

In this paper, we derive the Cramér-Rao Bound (CRB) for wideband source localization and DOA estimation. The resulting CRB formula can be decomposed into two terms: one that depends on the signal characteristic and one that depends on the array geometry. For a uniformly spaced circular array (UCA), a concise analytical form of the CRB can be given by using some algebraic approximation. We further define a DOA beamwidth based on the resulting CRB formula. The DOA beamwidth can be used to design the sampling angular spacing for the Maximum-likelihood (ML) algorithm. For a randomly distributed array, we use an elliptical model to determine the largest and smallest effective beamwidth. The effective beamwidth and the CRB analysis of source localization allow us to design an efficient algorithm for the ML estimator. Finally, our simulation results of the Approximated Maximum Likelihood (AML) algorithm are demonstrated to match well to the CRB analysis at high SNR.

Joint Symbol Timing and CFO Estimation for OFDM/OQAM Systems in Multipath Channels

NASA Astrophysics Data System (ADS)

Fusco, Tilde; Petrella, Angelo; Tanda, Mario

2009-12-01

The problem of data-aided synchronization for orthogonal frequency division multiplexing (OFDM) systems based on offset quadrature amplitude modulation (OQAM) in multipath channels is considered. In particular, the joint maximum-likelihood (ML) estimator for carrier-frequency offset (CFO), amplitudes, phases, and delays, exploiting a short known preamble, is derived. The ML estimators for phases and amplitudes are in closed form. Moreover, under the assumption that the CFO is sufficiently small, a closed form approximate ML (AML) CFO estimator is obtained. By exploiting the obtained closed form solutions a cost function whose peaks provide an estimate of the delays is derived. In particular, the symbol timing (i.e., the delay of the first multipath component) is obtained by considering the smallest estimated delay. The performance of the proposed joint AML estimator is assessed via computer simulations and compared with that achieved by the joint AML estimator designed for AWGN channel and that achieved by a previously derived joint estimator for OFDM systems.

Is the ML Chi-Square Ever Robust to Nonnormality? A Cautionary Note with Missing Data

ERIC Educational Resources Information Center

Savalei, Victoria

2008-01-01

Normal theory maximum likelihood (ML) is by far the most popular estimation and testing method used in structural equation modeling (SEM), and it is the default in most SEM programs. Even though this approach assumes multivariate normality of the data, its use can be justified on the grounds that it is fairly robust to the violations of the…

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

DOE PAGES

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

2016-01-11

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

Model-based estimation for dynamic cardiac studies using ECT

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

Chiao, P.C.; Rogers, W.L.; Clinthorne, N.H.

1994-06-01

In this paper, the authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (Emission Computed Tomography). The authors construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. The authors also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performancemore » to the Cramer-Rao lower bound. Finally, model assumptions and potential uses of the joint estimation strategy are discussed.« less

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.

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.

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.

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.

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).

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.

Quantifying the Strength of General Factors in Psychopathology: A Comparison of CFA with Maximum Likelihood Estimation, BSEM, and ESEM/EFA Bifactor Approaches.

PubMed

Murray, Aja Louise; Booth, Tom; Eisner, Manuel; Obsuth, Ingrid; Ribeaud, Denis

2018-05-22

Whether or not importance should be placed on an all-encompassing general factor of psychopathology (or p factor) in classifying, researching, diagnosing, and treating psychiatric disorders depends (among other issues) on the extent to which comorbidity is symptom-general rather than staying largely within the confines of narrower transdiagnostic factors such as internalizing and externalizing. In this study, we compared three methods of estimating p factor strength. We compared omega hierarchical and explained common variance calculated from confirmatory factor analysis (CFA) bifactor models with maximum likelihood (ML) estimation, from exploratory structural equation modeling/exploratory factor analysis models with a bifactor rotation, and from Bayesian structural equation modeling (BSEM) bifactor models. Our simulation results suggested that BSEM with small variance priors on secondary loadings might be the preferred option. However, CFA with ML also performed well provided secondary loadings were modeled. We provide two empirical examples of applying the three methodologies using a normative sample of youth (z-proso, n = 1,286) and a university counseling sample (n = 359).

MIXED MODEL AND ESTIMATING EQUATION APPROACHES FOR ZERO INFLATION IN CLUSTERED BINARY RESPONSE DATA WITH APPLICATION TO A DATING VIOLENCE STUDY1

PubMed Central

Fulton, Kara A.; Liu, Danping; Haynie, Denise L.; Albert, Paul S.

2016-01-01

The NEXT Generation Health study investigates the dating violence of adolescents using a survey questionnaire. Each student is asked to affirm or deny multiple instances of violence in his/her dating relationship. There is, however, evidence suggesting that students not in a relationship responded to the survey, resulting in excessive zeros in the responses. This paper proposes likelihood-based and estimating equation approaches to analyze the zero-inflated clustered binary response data. We adopt a mixed model method to account for the cluster effect, and the model parameters are estimated using a maximum-likelihood (ML) approach that requires a Gaussian–Hermite quadrature (GHQ) approximation for implementation. Since an incorrect assumption on the random effects distribution may bias the results, we construct generalized estimating equations (GEE) that do not require the correct specification of within-cluster correlation. In a series of simulation studies, we examine the performance of ML and GEE methods in terms of their bias, efficiency and robustness. We illustrate the importance of properly accounting for this zero inflation by reanalyzing the NEXT data where this issue has previously been ignored. PMID:26937263

Adaptive early detection ML/PDA estimator for LO targets with EO sensors

NASA Astrophysics Data System (ADS)

Chummun, Muhammad R.; Kirubarajan, Thiagalingam; Bar-Shalom, Yaakov

2000-07-01

The batch Maximum Likelihood Estimator, combined with Probabilistic Data (ML-PDA), has been shown to be effective in acquiring low observable (LO) - low SNR - non-maneuvering targets in the presence of heavy clutter. The use of signal strength or amplitude information (AI) in the ML-PDA estimator with AI in a sliding-window fashion, to detect high- speed targets in heavy clutter using electro-optical (EO) sensors. The initial time and the length of the sliding-window are adjusted adaptively according to the information content of the received measurements. A track validation scheme via hypothesis testing is developed to confirm the estimated track, that is, the presence of a target, in each window. The sliding-window ML-PDA approach, together with track validation, enables early detection by rejecting noninformative scans, target reacquisition in case of temporary target disappearance and the handling of targets with speeds evolving over time. The proposed algorithm is shown to detect the target, which is hidden in as many as 600 false alarms per scan, 10 frames earlier than the Multiple Hypothesis Tracking (MHT) algorithm.

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

When Can Categorical Variables Be Treated as Continuous? A Comparison of Robust Continuous and Categorical SEM Estimation Methods under Suboptimal Conditions

ERIC Educational Resources Information Center

Rhemtulla, Mijke; Brosseau-Liard, Patricia E.; Savalei, Victoria

2012-01-01

A simulation study compared the performance of robust normal theory maximum likelihood (ML) and robust categorical least squares (cat-LS) methodology for estimating confirmatory factor analysis models with ordinal variables. Data were generated from 2 models with 2-7 categories, 4 sample sizes, 2 latent distributions, and 5 patterns of category…

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

NASA Astrophysics Data System (ADS)

Weerathunga, Thilina Shihan

2017-08-01

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

Local Influence and Robust Procedures for Mediation Analysis

ERIC Educational Resources Information Center

Zu, Jiyun; Yuan, Ke-Hai

2010-01-01

Existing studies of mediation models have been limited to normal-theory maximum likelihood (ML). Because real data in the social and behavioral sciences are seldom normally distributed and often contain outliers, classical methods generally lead to inefficient or biased parameter estimates. Consequently, the conclusions from a mediation analysis…

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.

Approximate, computationally efficient online learning in Bayesian spiking neurons.

PubMed

Kuhlmann, Levin; Hauser-Raspe, Michael; Manton, Jonathan H; Grayden, David B; Tapson, Jonathan; van Schaik, André

2014-03-01

Bayesian spiking neurons (BSNs) provide a probabilistic interpretation of how neurons perform inference and learning. Online learning in BSNs typically involves parameter estimation based on maximum-likelihood expectation-maximization (ML-EM) which is computationally slow and limits the potential of studying networks of BSNs. An online learning algorithm, fast learning (FL), is presented that is more computationally efficient than the benchmark ML-EM for a fixed number of time steps as the number of inputs to a BSN increases (e.g., 16.5 times faster run times for 20 inputs). Although ML-EM appears to converge 2.0 to 3.6 times faster than FL, the computational cost of ML-EM means that ML-EM takes longer to simulate to convergence than FL. FL also provides reasonable convergence performance that is robust to initialization of parameter estimates that are far from the true parameter values. However, parameter estimation depends on the range of true parameter values. Nevertheless, for a physiologically meaningful range of parameter values, FL gives very good average estimation accuracy, despite its approximate nature. The FL algorithm therefore provides an efficient tool, complementary to ML-EM, for exploring BSN networks in more detail in order to better understand their biological relevance. Moreover, the simplicity of the FL algorithm means it can be easily implemented in neuromorphic VLSI such that one can take advantage of the energy-efficient spike coding of BSNs.

Plane-dependent ML scatter scaling: 3D extension of the 2D simulated single scatter (SSS) estimate.

PubMed

Rezaei, Ahmadreza; Salvo, Koen; Vahle, Thomas; Panin, Vladimir; Casey, Michael; Boada, Fernando; Defrise, Michel; Nuyts, Johan

2017-07-24

Scatter correction is typically done using a simulation of the single scatter, which is then scaled to account for multiple scatters and other possible model mismatches. This scaling factor is determined by fitting the simulated scatter sinogram to the measured sinogram, using only counts measured along LORs that do not intersect the patient body, i.e. 'scatter-tails'. Extending previous work, we propose to scale the scatter with a plane dependent factor, which is determined as an additional unknown in the maximum likelihood (ML) reconstructions, using counts in the entire sinogram rather than only the 'scatter-tails'. The ML-scaled scatter estimates are validated using a Monte-Carlo simulation of a NEMA-like phantom, a phantom scan with typical contrast ratios of a 68 Ga-PSMA scan, and 23 whole-body 18 F-FDG patient scans. On average, we observe a 12.2% change in the total amount of tracer activity of the MLEM reconstructions of our whole-body patient database when the proposed ML scatter scales are used. Furthermore, reconstructions using the ML-scaled scatter estimates are found to eliminate the typical 'halo' artifacts that are often observed in the vicinity of high focal uptake regions.

Safety modeling of urban arterials in Shanghai, China.

PubMed

Wang, Xuesong; Fan, Tianxiang; Chen, Ming; Deng, Bing; Wu, Bing; Tremont, Paul

2015-10-01

Traffic safety on urban arterials is influenced by several key variables including geometric design features, land use, traffic volume, and travel speeds. This paper is an exploratory study of the relationship of these variables to safety. It uses a comparatively new method of measuring speeds by extracting GPS data from taxis operating on Shanghai's urban network. This GPS derived speed data, hereafter called Floating Car Data (FCD) was used to calculate average speeds during peak and off-peak hours, and was acquired from samples of 15,000+ taxis traveling on 176 segments over 18 major arterials in central Shanghai. Geometric design features of these arterials and surrounding land use characteristics were obtained by field investigation, and crash data was obtained from police reports. Bayesian inference using four different models, Poisson-lognormal (PLN), PLN with Maximum Likelihood priors (PLN-ML), hierarchical PLN (HPLN), and HPLN with Maximum Likelihood priors (HPLN-ML), was used to estimate crash frequencies. Results showed the HPLN-ML models had the best goodness-of-fit and efficiency, and models with ML priors yielded estimates with the lowest standard errors. Crash frequencies increased with increases in traffic volume. Higher average speeds were associated with higher crash frequencies during peak periods, but not during off-peak periods. Several geometric design features including average segment length of arterial, number of lanes, presence of non-motorized lanes, number of access points, and commercial land use, were positively related to crash frequencies. Copyright © 2015 Elsevier Ltd. All rights reserved.

Perceptual precision of passive body tilt is consistent with statistically optimal cue integration

PubMed Central

Karmali, Faisal; Nicoucar, Keyvan; Merfeld, Daniel M.

2017-01-01

When making perceptual decisions, humans have been shown to optimally integrate independent noisy multisensory information, matching maximum-likelihood (ML) limits. Such ML estimators provide a theoretic limit to perceptual precision (i.e., minimal thresholds). However, how the brain combines two interacting (i.e., not independent) sensory cues remains an open question. To study the precision achieved when combining interacting sensory signals, we measured perceptual roll tilt and roll rotation thresholds between 0 and 5 Hz in six normal human subjects. Primary results show that roll tilt thresholds between 0.2 and 0.5 Hz were significantly lower than predicted by a ML estimator that includes only vestibular contributions that do not interact. In this paper, we show how other cues (e.g., somatosensation) and an internal representation of sensory and body dynamics might independently contribute to the observed performance enhancement. In short, a Kalman filter was combined with an ML estimator to match human performance, whereas the potential contribution of nonvestibular cues was assessed using published bilateral loss patient data. Our results show that a Kalman filter model including previously proven canal-otolith interactions alone (without nonvestibular cues) can explain the observed performance enhancements as can a model that includes nonvestibular contributions. NEW & NOTEWORTHY We found that human whole body self-motion direction-recognition thresholds measured during dynamic roll tilts were significantly lower than those predicted by a conventional maximum-likelihood weighting of the roll angular velocity and quasistatic roll tilt cues. Here, we show that two models can each match this “apparent” better-than-optimal performance: 1) inclusion of a somatosensory contribution and 2) inclusion of a dynamic sensory interaction between canal and otolith cues via a Kalman filter model. PMID:28179477

Channel Training for Analog FDD Repeaters: Optimal Estimators and Cramér-Rao Bounds

NASA Astrophysics Data System (ADS)

Wesemann, Stefan; Marzetta, Thomas L.

2017-12-01

For frequency division duplex channels, a simple pilot loop-back procedure has been proposed that allows the estimation of the UL & DL channels at an antenna array without relying on any digital signal processing at the terminal side. For this scheme, we derive the maximum likelihood (ML) estimators for the UL & DL channel subspaces, formulate the corresponding Cram\\'er-Rao bounds and show the asymptotic efficiency of both (SVD-based) estimators by means of Monte Carlo simulations. In addition, we illustrate how to compute the underlying (rank-1) SVD with quadratic time complexity by employing the power iteration method. To enable power control for the data transmission, knowledge of the channel gains is needed. Assuming that the UL & DL channels have on average the same gain, we formulate the ML estimator for the channel norm, and illustrate its robustness against strong noise by means of simulations.

Parameter Estimation of Multiple Frequency-Hopping Signals with Two Sensors

PubMed Central

Pan, Jin; Ma, Boyuan

2018-01-01

This paper essentially focuses on parameter estimation of multiple wideband emitting sources with time-varying frequencies, such as two-dimensional (2-D) direction of arrival (DOA) and signal sorting, with a low-cost circular synthetic array (CSA) consisting of only two rotating sensors. Our basic idea is to decompose the received data, which is a superimposition of phase measurements from multiple sources into separated groups and separately estimate the DOA associated with each source. Motivated by joint parameter estimation, we propose to adopt the expectation maximization (EM) algorithm in this paper; our method involves two steps, namely, the expectation-step (E-step) and the maximization (M-step). In the E-step, the correspondence of each signal with its emitting source is found. Then, in the M-step, the maximum-likelihood (ML) estimates of the DOA parameters are obtained. These two steps are iteratively and alternatively executed to jointly determine the DOAs and sort multiple signals. Closed-form DOA estimation formulae are developed by ML estimation based on phase data, which also realize an optimal estimation. Directional ambiguity is also addressed by another ML estimation method based on received complex responses. The Cramer-Rao lower bound is derived for understanding the estimation accuracy and performance comparison. The verification of the proposed method is demonstrated with simulations. PMID:29617323

Comparing methods of analysing datasets with small clusters: case studies using four paediatric datasets.

PubMed

Marston, Louise; Peacock, Janet L; Yu, Keming; Brocklehurst, Peter; Calvert, Sandra A; Greenough, Anne; Marlow, Neil

2009-07-01

Studies of prematurely born infants contain a relatively large percentage of multiple births, so the resulting data have a hierarchical structure with small clusters of size 1, 2 or 3. Ignoring the clustering may lead to incorrect inferences. The aim of this study was to compare statistical methods which can be used to analyse such data: generalised estimating equations, multilevel models, multiple linear regression and logistic regression. Four datasets which differed in total size and in percentage of multiple births (n = 254, multiple 18%; n = 176, multiple 9%; n = 10 098, multiple 3%; n = 1585, multiple 8%) were analysed. With the continuous outcome, two-level models produced similar results in the larger dataset, while generalised least squares multilevel modelling (ML GLS 'xtreg' in Stata) and maximum likelihood multilevel modelling (ML MLE 'xtmixed' in Stata) produced divergent estimates using the smaller dataset. For the dichotomous outcome, most methods, except generalised least squares multilevel modelling (ML GH 'xtlogit' in Stata) gave similar odds ratios and 95% confidence intervals within datasets. For the continuous outcome, our results suggest using multilevel modelling. We conclude that generalised least squares multilevel modelling (ML GLS 'xtreg' in Stata) and maximum likelihood multilevel modelling (ML MLE 'xtmixed' in Stata) should be used with caution when the dataset is small. Where the outcome is dichotomous and there is a relatively large percentage of non-independent data, it is recommended that these are accounted for in analyses using logistic regression with adjusted standard errors or multilevel modelling. If, however, the dataset has a small percentage of clusters greater than size 1 (e.g. a population dataset of children where there are few multiples) there appears to be less need to adjust for clustering.

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.

A Parameter Estimation Scheme for Multiscale Kalman Smoother (MKS) Algorithm Used in Precipitation Data Fusion

NASA Technical Reports Server (NTRS)

Wang, Shugong; Liang, Xu

2013-01-01

A new approach is presented in this paper to effectively obtain parameter estimations for the Multiscale Kalman Smoother (MKS) algorithm. This new approach has demonstrated promising potentials in deriving better data products based on data of different spatial scales and precisions. Our new approach employs a multi-objective (MO) parameter estimation scheme (called MO scheme hereafter), rather than using the conventional maximum likelihood scheme (called ML scheme) to estimate the MKS parameters. Unlike the ML scheme, the MO scheme is not simply built on strict statistical assumptions related to prediction errors and observation errors, rather, it directly associates the fused data of multiple scales with multiple objective functions in searching best parameter estimations for MKS through optimization. In the MO scheme, objective functions are defined to facilitate consistency among the fused data at multiscales and the input data at their original scales in terms of spatial patterns and magnitudes. The new approach is evaluated through a Monte Carlo experiment and a series of comparison analyses using synthetic precipitation data. Our results show that the MKS fused precipitation performs better using the MO scheme than that using the ML scheme. Particularly, improvements are significant compared to that using the ML scheme for the fused precipitation associated with fine spatial resolutions. This is mainly due to having more criteria and constraints involved in the MO scheme than those included in the ML scheme. The weakness of the original ML scheme that blindly puts more weights onto the data associated with finer resolutions is overcome in our new approach.

On the asymptotic standard error of a class of robust estimators of ability in dichotomous item response models.

PubMed

Magis, David

2014-11-01

In item response theory, the classical estimators of ability are highly sensitive to response disturbances and can return strongly biased estimates of the true underlying ability level. Robust methods were introduced to lessen the impact of such aberrant responses on the estimation process. The computation of asymptotic (i.e., large-sample) standard errors (ASE) for these robust estimators, however, has not yet been fully considered. This paper focuses on a broad class of robust ability estimators, defined by an appropriate selection of the weight function and the residual measure, for which the ASE is derived from the theory of estimating equations. The maximum likelihood (ML) and the robust estimators, together with their estimated ASEs, are then compared in a simulation study by generating random guessing disturbances. It is concluded that both the estimators and their ASE perform similarly in the absence of random guessing, while the robust estimator and its estimated ASE are less biased and outperform their ML counterparts in the presence of random guessing with large impact on the item response process. © 2013 The British Psychological Society.

Mixture Factor Analysis for Approximating a Nonnormally Distributed Continuous Latent Factor with Continuous and Dichotomous Observed Variables

ERIC Educational Resources Information Center

Wall, Melanie M.; Guo, Jia; Amemiya, Yasuo

2012-01-01

Mixture factor analysis is examined as a means of flexibly estimating nonnormally distributed continuous latent factors in the presence of both continuous and dichotomous observed variables. A simulation study compares mixture factor analysis with normal maximum likelihood (ML) latent factor modeling. Different results emerge for continuous versus…

Plane-dependent ML scatter scaling: 3D extension of the 2D simulated single scatter (SSS) estimate

NASA Astrophysics Data System (ADS)

Rezaei, Ahmadreza; Salvo, Koen; Vahle, Thomas; Panin, Vladimir; Casey, Michael; Boada, Fernando; Defrise, Michel; Nuyts, Johan

2017-08-01

Scatter correction is typically done using a simulation of the single scatter, which is then scaled to account for multiple scatters and other possible model mismatches. This scaling factor is determined by fitting the simulated scatter sinogram to the measured sinogram, using only counts measured along LORs that do not intersect the patient body, i.e. ‘scatter-tails’. Extending previous work, we propose to scale the scatter with a plane dependent factor, which is determined as an additional unknown in the maximum likelihood (ML) reconstructions, using counts in the entire sinogram rather than only the ‘scatter-tails’. The ML-scaled scatter estimates are validated using a Monte-Carlo simulation of a NEMA-like phantom, a phantom scan with typical contrast ratios of a 68Ga-PSMA scan, and 23 whole-body 18F-FDG patient scans. On average, we observe a 12.2% change in the total amount of tracer activity of the MLEM reconstructions of our whole-body patient database when the proposed ML scatter scales are used. Furthermore, reconstructions using the ML-scaled scatter estimates are found to eliminate the typical ‘halo’ artifacts that are often observed in the vicinity of high focal uptake regions.

Maximum Likelihood Estimation of Spectra Information from Multiple Independent Astrophysics Data Sets

NASA Technical Reports Server (NTRS)

Howell, Leonard W., Jr.; Six, N. Frank (Technical Monitor)

2002-01-01

The Maximum Likelihood (ML) statistical theory required to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments is developed in this paper. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral information based on the combination of data sets. The procedure is of significant value to both existing data sets and those to be produced by future astrophysics missions consisting of two or more detectors by allowing instrument developers to optimize each detector's design parameters through simulation studies in order to design and build complementary detectors that will maximize the precision with which the science objectives may be obtained. The benefits of this ML theory and its application is measured in terms of the reduction of the statistical errors (standard deviations) of the spectra information using the multiple data sets in concert as compared to the statistical errors of the spectra information when the data sets are considered separately, as well as any biases resulting from poor statistics in one or more of the individual data sets that might be reduced when the data sets are combined.

Iterative Code-Aided ML Phase Estimation and Phase Ambiguity Resolution

NASA Astrophysics Data System (ADS)

Wymeersch, Henk; Moeneclaey, Marc

2005-12-01

As many coded systems operate at very low signal-to-noise ratios, synchronization becomes a very difficult task. In many cases, conventional algorithms will either require long training sequences or result in large BER degradations. By exploiting code properties, these problems can be avoided. In this contribution, we present several iterative maximum-likelihood (ML) algorithms for joint carrier phase estimation and ambiguity resolution. These algorithms operate on coded signals by accepting soft information from the MAP decoder. Issues of convergence and initialization are addressed in detail. Simulation results are presented for turbo codes, and are compared to performance results of conventional algorithms. Performance comparisons are carried out in terms of BER performance and mean square estimation error (MSEE). We show that the proposed algorithm reduces the MSEE and, more importantly, the BER degradation. Additionally, phase ambiguity resolution can be performed without resorting to a pilot sequence, thus improving the spectral efficiency.

Scaled test statistics and robust standard errors for non-normal data in covariance structure analysis: a Monte Carlo study.

PubMed

Chou, C P; Bentler, P M; Satorra, A

1991-11-01

Research studying robustness of maximum likelihood (ML) statistics in covariance structure analysis has concluded that test statistics and standard errors are biased under severe non-normality. An estimation procedure known as asymptotic distribution free (ADF), making no distributional assumption, has been suggested to avoid these biases. Corrections to the normal theory statistics to yield more adequate performance have also been proposed. This study compares the performance of a scaled test statistic and robust standard errors for two models under several non-normal conditions and also compares these with the results from ML and ADF methods. Both ML and ADF test statistics performed rather well in one model and considerably worse in the other. In general, the scaled test statistic seemed to behave better than the ML test statistic and the ADF statistic performed the worst. The robust and ADF standard errors yielded more appropriate estimates of sampling variability than the ML standard errors, which were usually downward biased, in both models under most of the non-normal conditions. ML test statistics and standard errors were found to be quite robust to the violation of the normality assumption when data had either symmetric and platykurtic distributions, or non-symmetric and zero kurtotic distributions.

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.

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

NASA Astrophysics Data System (ADS)

Aioanei, Daniel; Samorì, Bruno; Brucale, Marco

2009-12-01

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

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

PubMed Central

Savalei, Victoria; Rhemtulla, Mijke

2017-01-01

In many modeling contexts, the variables in the model are linear composites of the raw items measured for each participant; for instance, regression and path analysis models rely on scale scores, and structural equation models often use parcels as indicators of latent constructs. Currently, no analytic estimation method exists to appropriately handle missing data at the item level. Item-level multiple imputation (MI), however, can handle such missing data straightforwardly. In this article, we develop an analytic approach for dealing with item-level missing data—that is, one that obtains a unique set of parameter estimates directly from the incomplete data set and does not require imputations. The proposed approach is a variant of the two-stage maximum likelihood (TSML) methodology, and it is the analytic equivalent of item-level MI. We compare the new TSML approach to three existing alternatives for handling item-level missing data: scale-level full information maximum likelihood, available-case maximum likelihood, and item-level MI. We find that the TSML approach is the best analytic approach, and its performance is similar to item-level MI. We recommend its implementation in popular software and its further study. PMID:29276371

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

PubMed

Savalei, Victoria; Rhemtulla, Mijke

2017-08-01

In many modeling contexts, the variables in the model are linear composites of the raw items measured for each participant; for instance, regression and path analysis models rely on scale scores, and structural equation models often use parcels as indicators of latent constructs. Currently, no analytic estimation method exists to appropriately handle missing data at the item level. Item-level multiple imputation (MI), however, can handle such missing data straightforwardly. In this article, we develop an analytic approach for dealing with item-level missing data-that is, one that obtains a unique set of parameter estimates directly from the incomplete data set and does not require imputations. The proposed approach is a variant of the two-stage maximum likelihood (TSML) methodology, and it is the analytic equivalent of item-level MI. We compare the new TSML approach to three existing alternatives for handling item-level missing data: scale-level full information maximum likelihood, available-case maximum likelihood, and item-level MI. We find that the TSML approach is the best analytic approach, and its performance is similar to item-level MI. We recommend its implementation in popular software and its further study.

Pseudo-coherent demodulation for mobile satellite systems

NASA Technical Reports Server (NTRS)

Divsalar, Dariush; Simon, Marvin K.

1993-01-01

This paper proposes three so-called pseudo-coherent demodulation schemes for use in land mobile satellite channels. The schemes are derived based on maximum likelihood (ML) estimation and detection of an N-symbol observation of the received signal. Simulation results for all three demodulators are presented to allow comparison with the performance of differential PSK (DPSK) and ideal coherent demodulation for various system parameter sets of practical interest.

Application and performance of an ML-EM algorithm in NEXT

NASA Astrophysics Data System (ADS)

Simón, A.; Lerche, C.; Monrabal, F.; Gómez-Cadenas, J. J.; Álvarez, V.; Azevedo, C. D. R.; Benlloch-Rodríguez, J. M.; Borges, F. I. G. M.; Botas, A.; Cárcel, S.; Carrión, J. V.; Cebrián, S.; Conde, C. A. N.; Díaz, J.; Diesburg, M.; Escada, J.; Esteve, R.; Felkai, R.; Fernandes, L. M. P.; Ferrario, P.; Ferreira, A. L.; Freitas, E. D. C.; Goldschmidt, A.; González-Díaz, D.; Gutiérrez, R. M.; Hauptman, J.; Henriques, C. A. O.; Hernandez, A. I.; Hernando Morata, J. A.; Herrero, V.; Jones, B. J. P.; Labarga, L.; Laing, A.; Lebrun, P.; Liubarsky, I.; López-March, N.; Losada, M.; Martín-Albo, J.; Martínez-Lema, G.; Martínez, A.; McDonald, A. D.; Monteiro, C. M. B.; Mora, F. J.; Moutinho, L. M.; Muñoz Vidal, J.; Musti, M.; Nebot-Guinot, M.; Novella, P.; Nygren, D. R.; Palmeiro, B.; Para, A.; Pérez, J.; Querol, M.; Renner, J.; Ripoll, L.; Rodríguez, J.; Rogers, L.; Santos, F. P.; dos Santos, J. M. F.; Sofka, C.; Sorel, M.; Stiegler, T.; Toledo, J. F.; Torrent, J.; Tsamalaidze, Z.; Veloso, J. F. C. A.; Webb, R.; White, J. T.; Yahlali, N.

2017-08-01

The goal of the NEXT experiment is the observation of neutrinoless double beta decay in 136Xe using a gaseous xenon TPC with electroluminescent amplification and specialized photodetector arrays for calorimetry and tracking. The NEXT Collaboration is exploring a number of reconstruction algorithms to exploit the full potential of the detector. This paper describes one of them: the Maximum Likelihood Expectation Maximization (ML-EM) method, a generic iterative algorithm to find maximum-likelihood estimates of parameters that has been applied to solve many different types of complex inverse problems. In particular, we discuss a bi-dimensional version of the method in which the photosensor signals integrated over time are used to reconstruct a transverse projection of the event. First results show that, when applied to detector simulation data, the algorithm achieves nearly optimal energy resolution (better than 0.5% FWHM at the Q value of 136Xe) for events distributed over the full active volume of the TPC.

MEGA5: Molecular Evolutionary Genetics Analysis Using Maximum Likelihood, Evolutionary Distance, and Maximum Parsimony Methods

PubMed Central

Tamura, Koichiro; Peterson, Daniel; Peterson, Nicholas; Stecher, Glen; Nei, Masatoshi; Kumar, Sudhir

2011-01-01

Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version 5 (MEGA5), which is a user-friendly software for mining online databases, building sequence alignments and phylogenetic trees, and using methods of evolutionary bioinformatics in basic biology, biomedicine, and evolution. The newest addition in MEGA5 is a collection of maximum likelihood (ML) analyses for inferring evolutionary trees, selecting best-fit substitution models (nucleotide or amino acid), inferring ancestral states and sequences (along with probabilities), and estimating evolutionary rates site-by-site. In computer simulation analyses, ML tree inference algorithms in MEGA5 compared favorably with other software packages in terms of computational efficiency and the accuracy of the estimates of phylogenetic trees, substitution parameters, and rate variation among sites. The MEGA user interface has now been enhanced to be activity driven to make it easier for the use of both beginners and experienced scientists. This version of MEGA is intended for the Windows platform, and it has been configured for effective use on Mac OS X and Linux desktops. It is available free of charge from http://www.megasoftware.net. PMID:21546353

How the 2SLS/IV estimator can handle equality constraints in structural equation models: a system-of-equations approach.

PubMed

Nestler, Steffen

2014-05-01

Parameters in structural equation models are typically estimated using the maximum likelihood (ML) approach. Bollen (1996) proposed an alternative non-iterative, equation-by-equation estimator that uses instrumental variables. Although this two-stage least squares/instrumental variables (2SLS/IV) estimator has good statistical properties, one problem with its application is that parameter equality constraints cannot be imposed. This paper presents a mathematical solution to this problem that is based on an extension of the 2SLS/IV approach to a system of equations. We present an example in which our approach was used to examine strong longitudinal measurement invariance. We also investigated the new approach in a simulation study that compared it with ML in the examination of the equality of two latent regression coefficients and strong measurement invariance. Overall, the results show that the suggested approach is a useful extension of the original 2SLS/IV estimator and allows for the effective handling of equality constraints in structural equation models. © 2013 The British Psychological Society.

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

PubMed

Stamatakis, Alexandros

2006-11-01

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

Restoration of a single superresolution image from several blurred, noisy, and undersampled measured images.

PubMed

Elad, M; Feuer, A

1997-01-01

The three main tools in the single image restoration theory are the maximum likelihood (ML) estimator, the maximum a posteriori probability (MAP) estimator, and the set theoretic approach using projection onto convex sets (POCS). This paper utilizes the above known tools to propose a unified methodology toward the more complicated problem of superresolution restoration. In the superresolution restoration problem, an improved resolution image is restored from several geometrically warped, blurred, noisy and downsampled measured images. The superresolution restoration problem is modeled and analyzed from the ML, the MAP, and POCS points of view, yielding a generalization of the known superresolution restoration methods. The proposed restoration approach is general but assumes explicit knowledge of the linear space- and time-variant blur, the (additive Gaussian) noise, the different measured resolutions, and the (smooth) motion characteristics. A hybrid method combining the simplicity of the ML and the incorporation of nonellipsoid constraints is presented, giving improved restoration performance, compared with the ML and the POCS approaches. The hybrid method is shown to converge to the unique optimal solution of a new definition of the optimization problem. Superresolution restoration from motionless measurements is also discussed. Simulations demonstrate the power of the proposed methodology.

The Applicability of Confidence Intervals of Quantiles for the Generalized Logistic Distribution

NASA Astrophysics Data System (ADS)

Shin, H.; Heo, J.; Kim, T.; Jung, Y.

2007-12-01

The generalized logistic (GL) distribution has been widely used for frequency analysis. However, there is a little study related to the confidence intervals that indicate the prediction accuracy of distribution for the GL distribution. In this paper, the estimation of the confidence intervals of quantiles for the GL distribution is presented based on the method of moments (MOM), maximum likelihood (ML), and probability weighted moments (PWM) and the asymptotic variances of each quantile estimator are derived as functions of the sample sizes, return periods, and parameters. Monte Carlo simulation experiments are also performed to verify the applicability of the derived confidence intervals of quantile. As the results, the relative bias (RBIAS) and relative root mean square error (RRMSE) of the confidence intervals generally increase as return period increases and reverse as sample size increases. And PWM for estimating the confidence intervals performs better than the other methods in terms of RRMSE when the data is almost symmetric while ML shows the smallest RBIAS and RRMSE when the data is more skewed and sample size is moderately large. The GL model was applied to fit the distribution of annual maximum rainfall data. The results show that there are little differences in the estimated quantiles between ML and PWM while distinct differences in MOM.

A Recommended Procedure for Estimating the Cosmic-Ray Spectral Parameter of a Simple Power Law With Applications to Detector Design

NASA Technical Reports Server (NTRS)

Howell, L. W.

2001-01-01

A simple power law model consisting of a single spectral index alpha-1 is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV. Two procedures for estimating alpha-1 the method of moments and maximum likelihood (ML), are developed and their statistical performance compared. It is concluded that the ML procedure attains the most desirable statistical properties and is hence the recommended statistical estimation procedure for estimating alpha-1. The ML procedure is then generalized for application to a set of real cosmic-ray data and thereby makes this approach applicable to existing cosmic-ray data sets. Several other important results, such as the relationship between collecting power and detector energy resolution, as well as inclusion of a non-Gaussian detector response function, are presented. These results have many practical benefits in the design phase of a cosmic-ray detector as they permit instrument developers to make important trade studies in design parameters as a function of one of the science objectives. This is particularly important for space-based detectors where physical parameters, such as dimension and weight, impose rigorous practical limits to the design envelope.

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.

Application of maximum-likelihood estimation in optical coherence tomography for nanometer-class thickness estimation

NASA Astrophysics Data System (ADS)

Huang, Jinxin; Yuan, Qun; Tankam, Patrice; Clarkson, Eric; Kupinski, Matthew; Hindman, Holly B.; Aquavella, James V.; Rolland, Jannick P.

2015-03-01

In biophotonics imaging, one important and quantitative task is layer-thickness estimation. In this study, we investigate the approach of combining optical coherence tomography and a maximum-likelihood (ML) estimator for layer thickness estimation in the context of tear film imaging. The motivation of this study is to extend our understanding of tear film dynamics, which is the prerequisite to advance the management of Dry Eye Disease, through the simultaneous estimation of the thickness of the tear film lipid and aqueous layers. The estimator takes into account the different statistical processes associated with the imaging chain. We theoretically investigated the impact of key system parameters, such as the axial point spread functions (PSF) and various sources of noise on measurement uncertainty. Simulations show that an OCT system with a 1 μm axial PSF (FWHM) allows unbiased estimates down to nanometers with nanometer precision. In implementation, we built a customized Fourier domain OCT system that operates in the 600 to 1000 nm spectral window and achieves 0.93 micron axial PSF in corneal epithelium. We then validated the theoretical framework with physical phantoms made of custom optical coatings, with layer thicknesses from tens of nanometers to microns. Results demonstrate unbiased nanometer-class thickness estimates in three different physical phantoms.

THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures

PubMed Central

Theobald, Douglas L.; Wuttke, Deborah S.

2008-01-01

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

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.

[Clinical examination and the Valsalva maneuver in heart failure].

PubMed

Liniado, Guillermo E; Beck, Martín A; Gimeno, Graciela M; González, Ana L; Cianciulli, Tomás F; Castiello, Gustavo G; Gagliardi, Juan A

2018-01-01

Congestion in heart failure patients with reduced ejection fraction (HFrEF) is relevant and closely linked to the clinical course. Bedside blood pressure measurement during the Valsalva maneuver (Val) added to clinical examination may improve the assessment of congestion when compared to NT-proBNP levels and left atrial pressure (LAP) estimation by Doppler echocardiography, as surrogate markers of congestion in HFrEF. A clinical examination, LAP and blood tests were performed in 69 HFrEF ambulatory patients with left ventricular ejection fraction ≤ 40% and sinus rhythm. Framingham Heart Failure Score (HFS) was used to evaluate clinical congestion; Val was classified as normal or abnormal, NT-proBNP was classified as low (< 1000 pg/ml) or high (≥ 1000 pg/ml) and the ratio between Doppler early mitral inflow and tissue diastolic velocity was used to estimate LAP and was classified as low (E/e'< 15) or high (E/e' ≥ 15). A total of 69 patients with HFrEF were included; 27 had a HFS ≥ 2 and 13 of them had high NT-proBNP. HFS ≥ 2 had a 62% sensitivity, 70% specificity and a positive likelihood ratio of 2.08 (p=0.01) to detect congestion. When Val was added to clinical examination, the presence of a HFS ≥ 2 and abnormal Val showed a 100% sensitivity, 64% specificity and a positive likelihood ratio of 2.8 (p = 0.0004). Compared with LAP, the presence of HFS = 2 and abnormal Val had 86% sensitivity, 54% specificity and a positive likelihood ratio of 1.86 (p = 0.03). In conclusion, an integrated clinical examination with the addition Valsalva maneuver may improve the assessment of congestion in patients with HFrEF.

The performance of monotonic and new non-monotonic gradient ascent reconstruction algorithms for high-resolution neuroreceptor PET imaging.

PubMed

Angelis, G I; Reader, A J; Kotasidis, F A; Lionheart, W R; Matthews, J C

2011-07-07

Iterative expectation maximization (EM) techniques have been extensively used to solve maximum likelihood (ML) problems in positron emission tomography (PET) image reconstruction. Although EM methods offer a robust approach to solving ML problems, they usually suffer from slow convergence rates. The ordered subsets EM (OSEM) algorithm provides significant improvements in the convergence rate, but it can cycle between estimates converging towards the ML solution of each subset. In contrast, gradient-based methods, such as the recently proposed non-monotonic maximum likelihood (NMML) and the more established preconditioned conjugate gradient (PCG), offer a globally convergent, yet equally fast, alternative to OSEM. Reported results showed that NMML provides faster convergence compared to OSEM; however, it has never been compared to other fast gradient-based methods, like PCG. Therefore, in this work we evaluate the performance of two gradient-based methods (NMML and PCG) and investigate their potential as an alternative to the fast and widely used OSEM. All algorithms were evaluated using 2D simulations, as well as a single [(11)C]DASB clinical brain dataset. Results on simulated 2D data show that both PCG and NMML achieve orders of magnitude faster convergence to the ML solution compared to MLEM and exhibit comparable performance to OSEM. Equally fast performance is observed between OSEM and PCG for clinical 3D data, but NMML seems to perform poorly. However, with the addition of a preconditioner term to the gradient direction, the convergence behaviour of NMML can be substantially improved. Although PCG is a fast convergent algorithm, the use of a (bent) line search increases the complexity of the implementation, as well as the computational time involved per iteration. Contrary to previous reports, NMML offers no clear advantage over OSEM or PCG, for noisy PET data. Therefore, we conclude that there is little evidence to replace OSEM as the algorithm of choice for many applications, especially given that in practice convergence is often not desired for algorithms seeking ML estimates.

Higher level phylogeny and the first divergence time estimation of Heteroptera (Insecta: Hemiptera) based on multiple genes.

PubMed

Li, Min; Tian, Ying; Zhao, Ying; Bu, Wenjun

2012-01-01

Heteroptera, or true bugs, are the largest, morphologically diverse and economically important group of insects with incomplete metamorphosis. However, the phylogenetic relationships within Heteroptera are still in dispute and most of the previous studies were based on morphological characters or with single gene (partial or whole 18S rDNA). Besides, so far, divergence time estimates for Heteroptera totally rely on the fossil record, while no studies have been performed on molecular divergence rates. Here, for the first time, we used maximum parsimony (MP), maximum likelihood (ML) and Bayesian inference (BI) with multiple genes (18S rDNA, 28S rDNA, 16S rDNA and COI) to estimate phylogenetic relationships among the infraorders, and meanwhile, the Penalized Likelihood (r8s) and Bayesian (BEAST) molecular dating methods were employed to estimate divergence time of higher taxa of this suborder. Major results of the present study included: Nepomorpha was placed as the most basal clade in all six trees (MP trees, ML trees and Bayesian trees of nuclear gene data and four-gene combined data, respectively) with full support values. The sister-group relationship of Cimicomorpha and Pentatomomorpha was also strongly supported. Nepomorpha originated in early Triassic and the other six infraorders originated in a very short period of time in middle Triassic. Cimicomorpha and Pentatomomorpha underwent a radiation at family level in Cretaceous, paralleling the proliferation of the flowering plants. Our results indicated that the higher-group radiations within hemimetabolous Heteroptera were simultaneously with those of holometabolous Coleoptera and Diptera which took place in the Triassic. While the aquatic habitat was colonized by Nepomorpha already in the Triassic, the Gerromorpha independently adapted to the semi-aquatic habitat in the Early Jurassic.

Higher Level Phylogeny and the First Divergence Time Estimation of Heteroptera (Insecta: Hemiptera) Based on Multiple Genes

PubMed Central

Zhao, Ying; Bu, Wenjun

2012-01-01

Heteroptera, or true bugs, are the largest, morphologically diverse and economically important group of insects with incomplete metamorphosis. However, the phylogenetic relationships within Heteroptera are still in dispute and most of the previous studies were based on morphological characters or with single gene (partial or whole 18S rDNA). Besides, so far, divergence time estimates for Heteroptera totally rely on the fossil record, while no studies have been performed on molecular divergence rates. Here, for the first time, we used maximum parsimony (MP), maximum likelihood (ML) and Bayesian inference (BI) with multiple genes (18S rDNA, 28S rDNA, 16S rDNA and COI) to estimate phylogenetic relationships among the infraorders, and meanwhile, the Penalized Likelihood (r8s) and Bayesian (BEAST) molecular dating methods were employed to estimate divergence time of higher taxa of this suborder. Major results of the present study included: Nepomorpha was placed as the most basal clade in all six trees (MP trees, ML trees and Bayesian trees of nuclear gene data and four-gene combined data, respectively) with full support values. The sister-group relationship of Cimicomorpha and Pentatomomorpha was also strongly supported. Nepomorpha originated in early Triassic and the other six infraorders originated in a very short period of time in middle Triassic. Cimicomorpha and Pentatomomorpha underwent a radiation at family level in Cretaceous, paralleling the proliferation of the flowering plants. Our results indicated that the higher-group radiations within hemimetabolous Heteroptera were simultaneously with those of holometabolous Coleoptera and Diptera which took place in the Triassic. While the aquatic habitat was colonized by Nepomorpha already in the Triassic, the Gerromorpha independently adapted to the semi-aquatic habitat in the Early Jurassic. PMID:22384163

Maximum Likelihood Implementation of an Isolation-with-Migration Model for Three Species.

PubMed

Dalquen, Daniel A; Zhu, Tianqi; Yang, Ziheng

2017-05-01

We develop a maximum likelihood (ML) method for estimating migration rates between species using genomic sequence data. A species tree is used to accommodate the phylogenetic relationships among three species, allowing for migration between the two sister species, while the third species is used as an out-group. A Markov chain characterization of the genealogical process of coalescence and migration is used to integrate out the migration histories at each locus analytically, whereas Gaussian quadrature is used to integrate over the coalescent times on each genealogical tree numerically. This is an extension of our early implementation of the symmetrical isolation-with-migration model for three species to accommodate arbitrary loci with two or three sequences per locus and to allow asymmetrical migration rates. Our implementation can accommodate tens of thousands of loci, making it feasible to analyze genome-scale data sets to test for gene flow. We calculate the posterior probabilities of gene trees at individual loci to identify genomic regions that are likely to have been transferred between species due to gene flow. We conduct a simulation study to examine the statistical properties of the likelihood ratio test for gene flow between the two in-group species and of the ML estimates of model parameters such as the migration rate. Inclusion of data from a third out-group species is found to increase dramatically the power of the test and the precision of parameter estimation. We compiled and analyzed several genomic data sets from the Drosophila fruit flies. Our analyses suggest no migration from D. melanogaster to D. simulans, and a significant amount of gene flow from D. simulans to D. melanogaster, at the rate of ~0.02 migrant individuals per generation. We discuss the utility of the multispecies coalescent model for species tree estimation, accounting for incomplete lineage sorting and migration. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Estimating the arrival times of photon-limited laser pulses in the presence of shot and speckle noise

NASA Technical Reports Server (NTRS)

Abshire, James B.; Mcgarry, Jan F.

1987-01-01

Maximum-likelihood (ML) receivers are frequently used to optimize the timing performance of laser-ranging and laser-altimetry systems in the presence of shot and speckle noise. Monte Carlo method was used to examine ML-receiver performance with return signals in the 10-5000-photoelectron (pe) range. The simulations were performed for shot noise only and for shot and speckle noise. The results agree with previous theory for signal strengths greater than about 100 pe's but show that the theory can significantly underestimate timing errors for weaker received signals. Sharp high-bandwidth features in the detected signals are shown to improve timing performance only if their signal levels are greater than 4-5 pe's.

Efficient design and inference for multistage randomized trials of individualized treatment policies.

PubMed

Dawson, Ree; Lavori, Philip W

2012-01-01

Clinical demand for individualized "adaptive" treatment policies in diverse fields has spawned development of clinical trial methodology for their experimental evaluation via multistage designs, building upon methods intended for the analysis of naturalistically observed strategies. Because often there is no need to parametrically smooth multistage trial data (in contrast to observational data for adaptive strategies), it is possible to establish direct connections among different methodological approaches. We show by algebraic proof that the maximum likelihood (ML) and optimal semiparametric (SP) estimators of the population mean of the outcome of a treatment policy and its standard error are equal under certain experimental conditions. This result is used to develop a unified and efficient approach to design and inference for multistage trials of policies that adapt treatment according to discrete responses. We derive a sample size formula expressed in terms of a parametric version of the optimal SP population variance. Nonparametric (sample-based) ML estimation performed well in simulation studies, in terms of achieved power, for scenarios most likely to occur in real studies, even though sample sizes were based on the parametric formula. ML outperformed the SP estimator; differences in achieved power predominately reflected differences in their estimates of the population mean (rather than estimated standard errors). Neither methodology could mitigate the potential for overestimated sample sizes when strong nonlinearity was purposely simulated for certain discrete outcomes; however, such departures from linearity may not be an issue for many clinical contexts that make evaluation of competitive treatment policies meaningful.

Evaluation of dynamic row-action maximum likelihood algorithm reconstruction for quantitative 15O brain PET.

PubMed

Ibaraki, Masanobu; Sato, Kaoru; Mizuta, Tetsuro; Kitamura, Keishi; Miura, Shuichi; Sugawara, Shigeki; Shinohara, Yuki; Kinoshita, Toshibumi

2009-09-01

A modified version of row-action maximum likelihood algorithm (RAMLA) using a 'subset-dependent' relaxation parameter for noise suppression, or dynamic RAMLA (DRAMA), has been proposed. The aim of this study was to assess the capability of DRAMA reconstruction for quantitative (15)O brain positron emission tomography (PET). Seventeen healthy volunteers were studied using a 3D PET scanner. The PET study included 3 sequential PET scans for C(15)O, (15)O(2) and H (2) (15) O. First, the number of main iterations (N (it)) in DRAMA was optimized in relation to image convergence and statistical image noise. To estimate the statistical variance of reconstructed images on a pixel-by-pixel basis, a sinogram bootstrap method was applied using list-mode PET data. Once the optimal N (it) was determined, statistical image noise and quantitative parameters, i.e., cerebral blood flow (CBF), cerebral blood volume (CBV), cerebral metabolic rate of oxygen (CMRO(2)) and oxygen extraction fraction (OEF) were compared between DRAMA and conventional FBP. DRAMA images were post-filtered so that their spatial resolutions were matched with FBP images with a 6-mm FWHM Gaussian filter. Based on the count recovery data, N (it) = 3 was determined as an optimal parameter for (15)O PET data. The sinogram bootstrap analysis revealed that DRAMA reconstruction resulted in less statistical noise, especially in a low-activity region compared to FBP. Agreement of quantitative values between FBP and DRAMA was excellent. For DRAMA images, average gray matter values of CBF, CBV, CMRO(2) and OEF were 46.1 +/- 4.5 (mL/100 mL/min), 3.35 +/- 0.40 (mL/100 mL), 3.42 +/- 0.35 (mL/100 mL/min) and 42.1 +/- 3.8 (%), respectively. These values were comparable to corresponding values with FBP images: 46.6 +/- 4.6 (mL/100 mL/min), 3.34 +/- 0.39 (mL/100 mL), 3.48 +/- 0.34 (mL/100 mL/min) and 42.4 +/- 3.8 (%), respectively. DRAMA reconstruction is applicable to quantitative (15)O PET study and is superior to conventional FBP in terms of image quality.

THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.

PubMed

Theobald, Douglas L; Wuttke, Deborah S

2006-09-01

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

Optimum quantum receiver for detecting weak signals in PAM communication systems

NASA Astrophysics Data System (ADS)

Sharma, Navneet; Rawat, Tarun Kumar; Parthasarathy, Harish; Gautam, Kumar

2017-09-01

This paper deals with the modeling of an optimum quantum receiver for pulse amplitude modulator (PAM) communication systems. The information bearing sequence {I_k}_{k=0}^{N-1} is estimated using the maximum likelihood (ML) method. The ML method is based on quantum mechanical measurements of an observable X in the Hilbert space of the quantum system at discrete times, when the Hamiltonian of the system is perturbed by an operator obtained by modulating a potential V with a PAM signal derived from the information bearing sequence {I_k}_{k=0}^{N-1}. The measurement process at each time instant causes collapse of the system state to an observable eigenstate. All probabilities of getting different outcomes from an observable are calculated using the perturbed evolution operator combined with the collapse postulate. For given probability densities, calculation of the mean square error evaluates the performance of the receiver. Finally, we present an example involving estimating an information bearing sequence that modulates a quantum electromagnetic field incident on a quantum harmonic oscillator.

Improvement of range spatial resolution of medical ultrasound imaging by element-domain signal processing

NASA Astrophysics Data System (ADS)

Hasegawa, Hideyuki

2017-07-01

The range spatial resolution is an important factor determining the image quality in ultrasonic imaging. The range spatial resolution in ultrasonic imaging depends on the ultrasonic pulse length, which is determined by the mechanical response of the piezoelectric element in an ultrasonic probe. To improve the range spatial resolution without replacing the transducer element, in the present study, methods based on maximum likelihood (ML) estimation and multiple signal classification (MUSIC) were proposed. The proposed methods were applied to echo signals received by individual transducer elements in an ultrasonic probe. The basic experimental results showed that the axial half maximum of the echo from a string phantom was improved from 0.21 mm (conventional method) to 0.086 mm (ML) and 0.094 mm (MUSIC).

Robust multiperson detection and tracking for mobile service and social robots.

PubMed

Li, Liyuan; Yan, Shuicheng; Yu, Xinguo; Tan, Yeow Kee; Li, Haizhou

2012-10-01

This paper proposes an efficient system which integrates multiple vision models for robust multiperson detection and tracking for mobile service and social robots in public environments. The core technique is a novel maximum likelihood (ML)-based algorithm which combines the multimodel detections in mean-shift tracking. First, a likelihood probability which integrates detections and similarity to local appearance is defined. Then, an expectation-maximization (EM)-like mean-shift algorithm is derived under the ML framework. In each iteration, the E-step estimates the associations to the detections, and the M-step locates the new position according to the ML criterion. To be robust to the complex crowded scenarios for multiperson tracking, an improved sequential strategy to perform the mean-shift tracking is proposed. Under this strategy, human objects are tracked sequentially according to their priority order. To balance the efficiency and robustness for real-time performance, at each stage, the first two objects from the list of the priority order are tested, and the one with the higher score is selected. The proposed method has been successfully implemented on real-world service and social robots. The vision system integrates stereo-based and histograms-of-oriented-gradients-based human detections, occlusion reasoning, and sequential mean-shift tracking. Various examples to show the advantages and robustness of the proposed system for multiperson tracking from mobile robots are presented. Quantitative evaluations on the performance of multiperson tracking are also performed. Experimental results indicate that significant improvements have been achieved by using the proposed method.

Evaluation of selective control information detection scheme in orthogonal frequency division multiplexing-based radio-over-fiber and visible light communication links

NASA Astrophysics Data System (ADS)

Dalarmelina, Carlos A.; Adegbite, Saheed A.; Pereira, Esequiel da V.; Nunes, Reginaldo B.; Rocha, Helder R. O.; Segatto, Marcelo E. V.; Silva, Jair A. L.

2017-05-01

Block-level detection is required to decode what may be classified as selective control information (SCI) such as control format indicator in 4G-long-term evolution systems. Using optical orthogonal frequency division multiplexing over radio-over-fiber (RoF) links, we report the experimental evaluation of an SCI detection scheme based on a time-domain correlation (TDC) technique in comparison with the conventional maximum likelihood (ML) approach. When compared with the ML method, it is shown that the TDC method improves detection performance over both 20 and 40 km of standard single mode fiber (SSMF) links. We also report a performance analysis of the TDC scheme in noisy visible light communication channel models after propagation through 40 km of SSMF. Experimental and simulation results confirm that the TDC method is attractive for practical orthogonal frequency division multiplexing-based RoF and fiber-wireless systems. Unlike the ML method, another key benefit of the TDC is that it requires no channel estimation.

ML Frame Synchronization for OFDM Systems Using a Known Pilot and Cyclic Prefixes

NASA Astrophysics Data System (ADS)

Huh, Heon

Orthogonal frequency-division multiplexing (OFDM) is a popular air interface technology that is adopted as a standard modulation scheme for 4G communication systems owing to its excellent spectral efficiency. For OFDM systems, synchronization problems have received much attention along with peak-to-average power ratio (PAPR) reduction. In addition to frequency offset estimation, frame synchronization is a challenging problem that must be solved to achieve optimal system performance. In this paper, we present a maximum likelihood (ML) frame synchronizer for OFDM systems. The synchronizer exploits a synchronization word and cyclic prefixes together to improve the synchronization performance. Numerical results show that the performance of the proposed frame synchronizer is better than that of conventional schemes. The proposed synchronizer can be used as a reference for evaluating the performance of other suboptimal frame synchronizers. We also modify the proposed frame synchronizer to reduce the implementation complexity and propose a near-ML synchronizer for time-varying fading channels.

Efficient computation of the phylogenetic likelihood function on multi-gene alignments and multi-core architectures.

PubMed

Stamatakis, Alexandros; Ott, Michael

2008-12-27

The continuous accumulation of sequence data, for example, due to novel wet-laboratory techniques such as pyrosequencing, coupled with the increasing popularity of multi-gene phylogenies and emerging multi-core processor architectures that face problems of cache congestion, poses new challenges with respect to the efficient computation of the phylogenetic maximum-likelihood (ML) function. Here, we propose two approaches that can significantly speed up likelihood computations that typically represent over 95 per cent of the computational effort conducted by current ML or Bayesian inference programs. Initially, we present a method and an appropriate data structure to efficiently compute the likelihood score on 'gappy' multi-gene alignments. By 'gappy' we denote sampling-induced gaps owing to missing sequences in individual genes (partitions), i.e. not real alignment gaps. A first proof-of-concept implementation in RAXML indicates that this approach can accelerate inferences on large and gappy alignments by approximately one order of magnitude. Moreover, we present insights and initial performance results on multi-core architectures obtained during the transition from an OpenMP-based to a Pthreads-based fine-grained parallelization of the ML function.

Inferring recent outcrossing rates using multilocus individual heterozygosity: application to evolving wheat populations.

PubMed Central

Enjalbert, J; David, J L

2000-01-01

Using multilocus individual heterozygosity, a method is developed to estimate the outcrossing rates of a population over a few previous generations. Considering that individuals originate either from outcrossing or from n successive selfing generations from an outbred ancestor, a maximum-likelihood (ML) estimator is described that gives estimates of past outcrossing rates in terms of proportions of individuals with different n values. Heterozygosities at several unlinked codominant loci are used to assign n values to each individual. This method also allows a test of whether populations are in inbreeding equilibrium. The estimator's reliability was checked using simulations for different mating histories. We show that this ML estimator can provide estimates of outcrossing rates for the final generation outcrossing rate (t(0)) and a mean of the preceding rates (t(p)) and can detect major temporal variation in the mating system. The method is most efficient for low to intermediate outcrossing levels. Applied to nine populations of wheat, this method gave estimates of t(0) and t(p). These estimates confirmed the absence of outcrossing t(0) = 0 in the two populations subjected to manual selfing. For free-mating wheat populations, it detected lower final generation outcrossing rates t(0) = 0-0.06 than those expected from global heterozygosity t = 0.02-0.09. This estimator appears to be a new and efficient way to describe the multilocus heterozygosity of a population, complementary to Fis and progeny analysis approaches. PMID:11102388

Impact of D-Dimer for Prediction of Incident Occult Cancer in Patients with Unprovoked Venous Thromboembolism

PubMed Central

Han, Donghee; ó Hartaigh, Bríain; Lee, Ji Hyun; Cho, In-Jeong; Shim, Chi Young; Chang, Hyuk-Jae; Hong, Geu-Ru; Ha, Jong-Won; Chung, Namsik

2016-01-01

Background Unprovoked venous thromboembolism (VTE) is related to a higher incidence of occult cancer. D-dimer is clinically used for screening VTE, and has often been shown to be present in patients with malignancy. We explored the predictive value of D-dimer for detecting occult cancer in patients with unprovoked VTE. Methods We retrospectively examined data from 824 patients diagnosed with deep vein thrombosis or pulmonary thromboembolism. Of these, 169 (20.5%) patients diagnosed with unprovoked VTE were selected to participate in this study. D-dimer was categorized into three groups as: <2,000, 2,000–4,000, and >4,000 ng/ml. Cox regression analysis was employed to estimate the odds of occult cancer and metastatic state of cancer according to D-dimer categories. Results During a median 5.3 (interquartile range: 3.4–6.7) years of follow-up, 24 (14%) patients with unprovoked VTE were diagnosed with cancer. Of these patients, 16 (67%) were identified as having been diagnosed with metastatic cancer. Log transformed D-dimer levels were significantly higher in those with occult cancer as compared with patients without diagnosis of occult cancer (3.5±0.5 vs. 3.2±0.5, P-value = 0.009, respectively). D-dimer levels >4,000 ng/ml was independently associated with occult cancer (HR: 4.12, 95% CI: 1.54–11.04, P-value = 0.005) when compared with D-dimer levels <2,000 ng/ml, even after adjusting for age, gender, and type of VTE (e.g., deep vein thrombosis or pulmonary thromboembolism). D-dimer levels >4000 ng/ml were also associated with a higher likelihood of metastatic cancer (HR: 9.55, 95% CI: 2.46–37.17, P-value <0.001). Conclusion Elevated D-dimer concentrations >4000 ng/ml are independently associated with the likelihood of occult cancer among patients with unprovoked VTE. PMID:27073982

Impact of D-Dimer for Prediction of Incident Occult Cancer in Patients with Unprovoked Venous Thromboembolism.

PubMed

Han, Donghee; ó Hartaigh, Bríain; Lee, Ji Hyun; Cho, In-Jeong; Shim, Chi Young; Chang, Hyuk-Jae; Hong, Geu-Ru; Ha, Jong-Won; Chung, Namsik

2016-01-01

Unprovoked venous thromboembolism (VTE) is related to a higher incidence of occult cancer. D-dimer is clinically used for screening VTE, and has often been shown to be present in patients with malignancy. We explored the predictive value of D-dimer for detecting occult cancer in patients with unprovoked VTE. We retrospectively examined data from 824 patients diagnosed with deep vein thrombosis or pulmonary thromboembolism. Of these, 169 (20.5%) patients diagnosed with unprovoked VTE were selected to participate in this study. D-dimer was categorized into three groups as: <2,000, 2,000-4,000, and >4,000 ng/ml. Cox regression analysis was employed to estimate the odds of occult cancer and metastatic state of cancer according to D-dimer categories. During a median 5.3 (interquartile range: 3.4-6.7) years of follow-up, 24 (14%) patients with unprovoked VTE were diagnosed with cancer. Of these patients, 16 (67%) were identified as having been diagnosed with metastatic cancer. Log transformed D-dimer levels were significantly higher in those with occult cancer as compared with patients without diagnosis of occult cancer (3.5±0.5 vs. 3.2±0.5, P-value = 0.009, respectively). D-dimer levels >4,000 ng/ml was independently associated with occult cancer (HR: 4.12, 95% CI: 1.54-11.04, P-value = 0.005) when compared with D-dimer levels <2,000 ng/ml, even after adjusting for age, gender, and type of VTE (e.g., deep vein thrombosis or pulmonary thromboembolism). D-dimer levels >4000 ng/ml were also associated with a higher likelihood of metastatic cancer (HR: 9.55, 95% CI: 2.46-37.17, P-value <0.001). Elevated D-dimer concentrations >4000 ng/ml are independently associated with the likelihood of occult cancer among patients with unprovoked VTE.

High creatinine clearance in critically ill patients with community-acquired acute infectious meningitis.

PubMed

Lautrette, Alexandre; Phan, Thuy-Nga; Ouchchane, Lemlih; Aithssain, Ali; Tixier, Vincent; Heng, Anne-Elisabeth; Souweine, Bertrand

2012-09-27

A high dose of anti-infective agents is recommended when treating infectious meningitis. High creatinine clearance (CrCl) may affect the pharmacokinetic / pharmacodynamic relationships of anti-infective drugs eliminated by the kidneys. We recorded the incidence of high CrCl in intensive care unit (ICU) patients admitted with meningitis and assessed the diagnostic accuracy of two common methods used to identify high CrCl. Observational study performed in consecutive patients admitted with community-acquired acute infectious meningitis (defined by >7 white blood cells/mm3 in cerebral spinal fluid) between January 2006 and December 2009 to one medical ICU. During the first 7 days following ICU admission, CrCl was measured from 24-hr urine samples (24-hr-UV/P creatinine) and estimated according to Cockcroft-Gault formula and the simplified Modification of Diet in Renal Disease (MDRD) equation. High CrCl was defined as CrCl >140 ml/min/1.73 m2 by 24-hr-UV/P creatinine. Diagnostic accuracy was performed with ROC curves analysis. Thirty two patients were included. High CrCl was present in 8 patients (25%) on ICU admission and in 15 patients (47%) during the first 7 ICU days for a median duration of 3 (1-4) days. For the Cockcroft-Gault formula, the best threshold to predict high CrCl was 101 ml/min/1.73 m2 (sensitivity: 0.96, specificity: 0.75, AUC = 0.90 ± 0.03) with a negative likelihood ratio of 0.06. For the simplified MDRD equation, the best threshold to predict high CrCl was 108 ml/min/1.73 m2 (sensitivity: 0.91, specificity: 0.80, AUC = 0.88 ± 0.03) with a negative likelihood ratio of 0.11. There was no difference between the estimated methods in the diagnostic accuracy of identifying high CrCl (p = 0.30). High CrCl is frequently observed in ICU patients admitted with community-acquired acute infectious meningitis. The estimated methods of CrCl could be used as a screening tool to identify high CrCl.

Comparing the Performance of Improved Classify-Analyze Approaches For Distal Outcomes in Latent Profile Analysis

PubMed Central

Dziak, John J.; Bray, Bethany C.; Zhang, Jieting; Zhang, Minqiang; Lanza, Stephanie T.

2016-01-01

Several approaches are available for estimating the relationship of latent class membership to distal outcomes in latent profile analysis (LPA). A three-step approach is commonly used, but has problems with estimation bias and confidence interval coverage. Proposed improvements include the correction method of Bolck, Croon, and Hagenaars (BCH; 2004), Vermunt’s (2010) maximum likelihood (ML) approach, and the inclusive three-step approach of Bray, Lanza, & Tan (2015). These methods have been studied in the related case of latent class analysis (LCA) with categorical indicators, but not as well studied for LPA with continuous indicators. We investigated the performance of these approaches in LPA with normally distributed indicators, under different conditions of distal outcome distribution, class measurement quality, relative latent class size, and strength of association between latent class and the distal outcome. The modified BCH implemented in Latent GOLD had excellent performance. The maximum likelihood and inclusive approaches were not robust to violations of distributional assumptions. These findings broadly agree with and extend the results presented by Bakk and Vermunt (2016) in the context of LCA with categorical indicators. PMID:28630602

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

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

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

Robust geostatistical analysis of spatial data

NASA Astrophysics Data System (ADS)

Papritz, Andreas; Künsch, Hans Rudolf; Schwierz, Cornelia; Stahel, Werner A.

2013-04-01

Most of the geostatistical software tools rely on non-robust algorithms. This is unfortunate, because outlying observations are rather the rule than the exception, in particular in environmental data sets. Outliers affect the modelling of the large-scale spatial trend, the estimation of the spatial dependence of the residual variation and the predictions by kriging. Identifying outliers manually is cumbersome and requires expertise because one needs parameter estimates to decide which observation is a potential outlier. Moreover, inference after the rejection of some observations is problematic. A better approach is to use robust algorithms that prevent automatically that outlying observations have undue influence. Former studies on robust geostatistics focused on robust estimation of the sample variogram and ordinary kriging without external drift. Furthermore, Richardson and Welsh (1995) proposed a robustified version of (restricted) maximum likelihood ([RE]ML) estimation for the variance components of a linear mixed model, which was later used by Marchant and Lark (2007) for robust REML estimation of the variogram. We propose here a novel method for robust REML estimation of the variogram of a Gaussian random field that is possibly contaminated by independent errors from a long-tailed distribution. It is based on robustification of estimating equations for the Gaussian REML estimation (Welsh and Richardson, 1997). Besides robust estimates of the parameters of the external drift and of the variogram, the method also provides standard errors for the estimated parameters, robustified kriging predictions at both sampled and non-sampled locations and kriging variances. Apart from presenting our modelling framework, we shall present selected simulation results by which we explored the properties of the new method. This will be complemented by an analysis a data set on heavy metal contamination of the soil in the vicinity of a metal smelter. Marchant, B.P. and Lark, R.M. 2007. Robust estimation of the variogram by residual maximum likelihood. Geoderma 140: 62-72. Richardson, A.M. and Welsh, A.H. 1995. Robust restricted maximum likelihood in mixed linear models. Biometrics 51: 1429-1439. Welsh, A.H. and Richardson, A.M. 1997. Approaches to the robust estimation of mixed models. In: Handbook of Statistics Vol. 15, Elsevier, pp. 343-384.

Maximum likelihood decoding analysis of accumulate-repeat-accumulate codes

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and t-distributed deviations

NASA Astrophysics Data System (ADS)

Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza

2018-03-01

In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.

Self-configurable radio receiver system and method for use with signals without prior knowledge of signal defining characteristics

NASA Technical Reports Server (NTRS)

Hamkins, Jon (Inventor); Simon, Marvin K. (Inventor); Divsalar, Dariush (Inventor); Dolinar, Samuel J. (Inventor); Tkacenko, Andre (Inventor)

2013-01-01

A method, radio receiver, and system to autonomously receive and decode a plurality of signals having a variety of signal types without a priori knowledge of the defining characteristics of the signals is disclosed. The radio receiver is capable of receiving a signal of an unknown signal type and, by estimating one or more defining characteristics of the signal, determine the type of signal. The estimated defining characteristic(s) is/are utilized to enable the receiver to determine other defining characteristics. This in turn, enables the receiver, through multiple iterations, to make a maximum-likelihood (ML) estimate for each of the defining characteristics. After the type of signal is determined by its defining characteristics, the receiver selects an appropriate decoder from a plurality of decoders to decode the signal.

Performance of maximum likelihood mixture models to estimate nursery habitat contributions to fish stocks: a case study on sea bream Sparus aurata

PubMed Central

Darnaude, Audrey M.

2016-01-01

Background Mixture models (MM) can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM), under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011), from four distinct nursery habitats. (Mediterranean lagoons) Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI) and uncertainty (SE) were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06) when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI < 0.13, SE < 0.29). Increasing separation among nursery signatures improved reliability of mixing proportion estimates, but lead to non-linear responses in baseline signature parameters. Low uncertainty, but a consistent underestimation bias affected the estimated number of nursery sources, across all incomplete sampling scenarios. Discussion ML-MM produced reliable estimates of mixing proportions and nursery-signatures under an important range of incomplete sampling and nursery-signature separation scenarios. This method failed, however, in estimating the true number of nursery sources, reflecting a pervasive issue affecting mixture models, within and beyond the ML framework. Large differences in bias and uncertainty found among cohorts were linked to differences in separation of chemical signatures among nursery habitats. Simulation approaches, such as those presented here, could be useful to evaluate sensitivity of MM results to separation and variability in nursery-signatures for other species, habitats or cohorts. PMID:27761305

Experimental investigation of extended Kalman Filter combined with carrier phase recovery for 16-QAM system

NASA Astrophysics Data System (ADS)

Shu, Tong; Li, Yan; Yu, Miao; Zhang, Yifan; Zhou, Honghang; Qiu, Jifang; Guo, Hongxiang; Hong, Xiaobin; Wu, Jian

2018-02-01

Performance of Extended Kalman Filter combined with the Viterbi-Viterbi phase estimation (VVPE-EKF) for joint phase noise mitigation and amplitude noise equalization is experimental demonstrated. Experimental results show that, for 11.2 Gbaud SP-16-QAM, the proposed VVPE-EKF achieves 0.9 dB required OSNR reduction at bit error ratio (BER) of 3.8e-3 compared to the VVPE. The result of maximum likelihood combined with VVPE (VVPE-ML) is only 0.3 dB. For 28 GBaud SP-16-QAM signal, VVPE-EKF achieves 3 dB required OSNR reduction at BER=3.8e-3 (7% HD-FEC threshold) compared to VVPE. And VVPE-ML can reduce the required OSNR for 1.7 dB compared to the VVPE. VVPE-EKF outperforms DD-EKF 3.7 dB and 0.7 dB for 11.2 GBaud and 28 GBaud system, respectively.

www.common-metrics.org: a web application to estimate scores from different patient-reported outcome measures on a common scale.

PubMed

Fischer, H Felix; Rose, Matthias

2016-10-19

Recently, a growing number of Item-Response Theory (IRT) models has been published, which allow estimation of a common latent variable from data derived by different Patient Reported Outcomes (PROs). When using data from different PROs, direct estimation of the latent variable has some advantages over the use of sum score conversion tables. It requires substantial proficiency in the field of psychometrics to fit such models using contemporary IRT software. We developed a web application ( http://www.common-metrics.org ), which allows estimation of latent variable scores more easily using IRT models calibrating different measures on instrument independent scales. Currently, the application allows estimation using six different IRT models for Depression, Anxiety, and Physical Function. Based on published item parameters, users of the application can directly estimate latent trait estimates using expected a posteriori (EAP) for sum scores as well as for specific response patterns, Bayes modal (MAP), Weighted likelihood estimation (WLE) and Maximum likelihood (ML) methods and under three different prior distributions. The obtained estimates can be downloaded and analyzed using standard statistical software. This application enhances the usability of IRT modeling for researchers by allowing comparison of the latent trait estimates over different PROs, such as the Patient Health Questionnaire Depression (PHQ-9) and Anxiety (GAD-7) scales, the Center of Epidemiologic Studies Depression Scale (CES-D), the Beck Depression Inventory (BDI), PROMIS Anxiety and Depression Short Forms and others. Advantages of this approach include comparability of data derived with different measures and tolerance against missing values. The validity of the underlying models needs to be investigated in the future.

Reliable and More Powerful Methods for Power Analysis in Structural Equation Modeling

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Zhang, Zhiyong; Zhao, Yanyun

2017-01-01

The normal-distribution-based likelihood ratio statistic T[subscript ml] = nF[subscript ml] is widely used for power analysis in structural Equation modeling (SEM). In such an analysis, power and sample size are computed by assuming that T[subscript ml] follows a central chi-square distribution under H[subscript 0] and a noncentral chi-square…

Fast estimation of diffusion tensors under Rician noise by the EM algorithm.

PubMed

Liu, Jia; Gasbarra, Dario; Railavo, Juha

2016-01-15

Diffusion tensor imaging (DTI) is widely used to characterize, in vivo, the white matter of the central nerve system (CNS). This biological tissue contains much anatomic, structural and orientational information of fibers in human brain. Spectral data from the displacement distribution of water molecules located in the brain tissue are collected by a magnetic resonance scanner and acquired in the Fourier domain. After the Fourier inversion, the noise distribution is Gaussian in both real and imaginary parts and, as a consequence, the recorded magnitude data are corrupted by Rician noise. Statistical estimation of diffusion leads a non-linear regression problem. In this paper, we present a fast computational method for maximum likelihood estimation (MLE) of diffusivities under the Rician noise model based on the expectation maximization (EM) algorithm. By using data augmentation, we are able to transform a non-linear regression problem into the generalized linear modeling framework, reducing dramatically the computational cost. The Fisher-scoring method is used for achieving fast convergence of the tensor parameter. The new method is implemented and applied using both synthetic and real data in a wide range of b-amplitudes up to 14,000s/mm(2). Higher accuracy and precision of the Rician estimates are achieved compared with other log-normal based methods. In addition, we extend the maximum likelihood (ML) framework to the maximum a posteriori (MAP) estimation in DTI under the aforementioned scheme by specifying the priors. We will describe how close numerically are the estimators of model parameters obtained through MLE and MAP estimation. Copyright © 2015 Elsevier B.V. All rights reserved.

Measurement of admixture proportions and description of admixture structure in different US populations

PubMed Central

Halder, Indrani; Yang, Bao-Zhu; Kranzler, Henry R.; Stein, Murray B.; Shriver, Mark D.; Gelernter, Joel

2010-01-01

Variation in individual admixture proportions leads to heterogeneity within populations. Though novel methods and marker panels have been developed to quantify individual admixture, empirical data describing individual admixture distributions are limited. We investigated variation in individual admixture in four US populations [European American (EA), African American (AA) and Hispanics from Connecticut (EC) and California (WC)] assuming three-way intermixture among Europeans, Africans and Indigenous Americans. Admixture estimates were inferred using a panel of 36 microsatellites and 1 SNP, which have significant allele frequency differences between ancestral populations, and by using both a maximum likelihood (ML) based method and a Bayesian method implemented in the program STRUCTURE. Simulation studies showed that estimates obtained with this marker panel are within 96% of expected values. EAs had the lowest non-European admixture with both methods, but showed greater homogeneity with STRUCTURE than with ML. All other samples showed a high degree of variation in admixture estimates with both methods, were highly concordant and showed evidence of admixture stratification. With both methods, AA subjects had 16% European and <10% Indigenous American admixture on average. EC Hispanics had higher mean African admixture and the WC Hispanics higher mean Indigenous American admixture, possibly reflecting their different continental origins. PMID:19572378

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.

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

Joint Maximum Likelihood Time Delay Estimation of Unknown Event-Related Potential Signals for EEG Sensor Signal Quality Enhancement

PubMed Central

Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong

2016-01-01

Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°. PMID:27322267

Precise Ionosphere Monitoring via a DSFH Satellite TT&C Link

NASA Astrophysics Data System (ADS)

Chen, Xiao; Li, Guangxia; Li, Zhiqiang; Yue, Chao

2014-11-01

A phase-coherent and frequency-hopped PN ranging system was developed, originally for the purpose of anti-jamming TT&C (tracking, telemetry and telecommand) of military satellites of China, including the Beidou-2 navigation satellites. The key innovation in the synchronization of this system is the unambiguous phase recovery of direct sequence and frequency hopping (DSFH) spread spectrum signal and the correction of frequency-dependent phase rotation caused by ionosphere. With synchronization achieved, a TEC monitoring algorithm based on maximum likelihood (ML) principle is proposed and its measuring precision is analyzed through ground simulation, onboard confirmation tests will be performed when transionosphere DSFH links are established in 2014. The measuring precision of TEC exceeds that obtained from GPS receiver data because the measurement is derived from unambiguous carrier phase estimates, not pseudorange estimates. The observation results from TT&C stations can provide real time regional ionosphere TEC estimation.

MRL and SuperFine+MRL: new supertree methods

PubMed Central

2012-01-01

Background Supertree methods combine trees on subsets of the full taxon set together to produce a tree on the entire set of taxa. Of the many supertree methods, the most popular is MRP (Matrix Representation with Parsimony), a method that operates by first encoding the input set of source trees by a large matrix (the "MRP matrix") over {0,1, ?}, and then running maximum parsimony heuristics on the MRP matrix. Experimental studies evaluating MRP in comparison to other supertree methods have established that for large datasets, MRP generally produces trees of equal or greater accuracy than other methods, and can run on larger datasets. A recent development in supertree methods is SuperFine+MRP, a method that combines MRP with a divide-and-conquer approach, and produces more accurate trees in less time than MRP. In this paper we consider a new approach for supertree estimation, called MRL (Matrix Representation with Likelihood). MRL begins with the same MRP matrix, but then analyzes the MRP matrix using heuristics (such as RAxML) for 2-state Maximum Likelihood. Results We compared MRP and SuperFine+MRP with MRL and SuperFine+MRL on simulated and biological datasets. We examined the MRP and MRL scores of each method on a wide range of datasets, as well as the resulting topological accuracy of the trees. Our experimental results show that MRL, coupled with a very good ML heuristic such as RAxML, produced more accurate trees than MRP, and MRL scores were more strongly correlated with topological accuracy than MRP scores. Conclusions SuperFine+MRP, when based upon a good MP heuristic, such as TNT, produces among the best scores for both MRP and MRL, and is generally faster and more topologically accurate than other supertree methods we tested. PMID:22280525

Empirical Correction to the Likelihood Ratio Statistic for Structural Equation Modeling with Many Variables.

PubMed

Yuan, Ke-Hai; Tian, Yubin; Yanagihara, Hirokazu

2015-06-01

Survey data typically contain many variables. Structural equation modeling (SEM) is commonly used in analyzing such data. The most widely used statistic for evaluating the adequacy of a SEM model is T ML, a slight modification to the likelihood ratio statistic. Under normality assumption, T ML approximately follows a chi-square distribution when the number of observations (N) is large and the number of items or variables (p) is small. However, in practice, p can be rather large while N is always limited due to not having enough participants. Even with a relatively large N, empirical results show that T ML rejects the correct model too often when p is not too small. Various corrections to T ML have been proposed, but they are mostly heuristic. Following the principle of the Bartlett correction, this paper proposes an empirical approach to correct T ML so that the mean of the resulting statistic approximately equals the degrees of freedom of the nominal chi-square distribution. Results show that empirically corrected statistics follow the nominal chi-square distribution much more closely than previously proposed corrections to T ML, and they control type I errors reasonably well whenever N ≥ max(50,2p). The formulations of the empirically corrected statistics are further used to predict type I errors of T ML as reported in the literature, and they perform well.

A generalized gamma mixture model for ultrasonic tissue characterization.

PubMed

Vegas-Sanchez-Ferrero, Gonzalo; Aja-Fernandez, Santiago; Palencia, Cesar; Martin-Fernandez, Marcos

2012-01-01

Several statistical models have been proposed in the literature to describe the behavior of speckles. Among them, the Nakagami distribution has proven to very accurately characterize the speckle behavior in tissues. However, it fails when describing the heavier tails caused by the impulsive response of a speckle. The Generalized Gamma (GG) distribution (which also generalizes the Nakagami distribution) was proposed to overcome these limitations. Despite the advantages of the distribution in terms of goodness of fitting, its main drawback is the lack of a closed-form maximum likelihood (ML) estimates. Thus, the calculation of its parameters becomes difficult and not attractive. In this work, we propose (1) a simple but robust methodology to estimate the ML parameters of GG distributions and (2) a Generalized Gama Mixture Model (GGMM). These mixture models are of great value in ultrasound imaging when the received signal is characterized by a different nature of tissues. We show that a better speckle characterization is achieved when using GG and GGMM rather than other state-of-the-art distributions and mixture models. Results showed the better performance of the GG distribution in characterizing the speckle of blood and myocardial tissue in ultrasonic images.

A Generalized Gamma Mixture Model for Ultrasonic Tissue Characterization

PubMed Central

Palencia, Cesar; Martin-Fernandez, Marcos

2012-01-01

Several statistical models have been proposed in the literature to describe the behavior of speckles. Among them, the Nakagami distribution has proven to very accurately characterize the speckle behavior in tissues. However, it fails when describing the heavier tails caused by the impulsive response of a speckle. The Generalized Gamma (GG) distribution (which also generalizes the Nakagami distribution) was proposed to overcome these limitations. Despite the advantages of the distribution in terms of goodness of fitting, its main drawback is the lack of a closed-form maximum likelihood (ML) estimates. Thus, the calculation of its parameters becomes difficult and not attractive. In this work, we propose (1) a simple but robust methodology to estimate the ML parameters of GG distributions and (2) a Generalized Gama Mixture Model (GGMM). These mixture models are of great value in ultrasound imaging when the received signal is characterized by a different nature of tissues. We show that a better speckle characterization is achieved when using GG and GGMM rather than other state-of-the-art distributions and mixture models. Results showed the better performance of the GG distribution in characterizing the speckle of blood and myocardial tissue in ultrasonic images. PMID:23424602

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.

Radiance and atmosphere propagation-based method for the target range estimation

NASA Astrophysics Data System (ADS)

Cho, Hoonkyung; Chun, Joohwan

2012-06-01

Target range estimation is traditionally based on radar and active sonar systems in modern combat system. However, the performance of such active sensor devices is degraded tremendously by jamming signal from the enemy. This paper proposes a simple range estimation method between the target and the sensor. Passive IR sensors measures infrared (IR) light radiance radiating from objects in dierent wavelength and this method shows robustness against electromagnetic jamming. The measured target radiance of each wavelength at the IR sensor depends on the emissive properties of target material and is attenuated by various factors, in particular the distance between the sensor and the target and atmosphere environment. MODTRAN is a tool that models atmospheric propagation of electromagnetic radiation. Based on the result from MODTRAN and measured radiance, the target range is estimated. To statistically analyze the performance of proposed method, we use maximum likelihood estimation (MLE) and evaluate the Cramer-Rao Lower Bound (CRLB) via the probability density function of measured radiance. And we also compare CRLB and the variance of and ML estimation using Monte-Carlo.

Determining the accuracy of maximum likelihood parameter estimates with colored residuals

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.; Klein, Vladislav

1994-01-01

An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.

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

ERIC Educational Resources Information Center

Lee, Sik-Yum; Song, Xin-Yuan

2005-01-01

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

Spatial hydrological drought characteristics in Karkheh River basin, southwest Iran using copulas

NASA Astrophysics Data System (ADS)

Dodangeh, Esmaeel; Shahedi, Kaka; Shiau, Jenq-Tzong; MirAkbari, Maryam

2017-08-01

Investigation on drought characteristics such as severity, duration, and frequency is crucial for water resources planning and management in a river basin. While the methodology for multivariate drought frequency analysis is well established by applying the copulas, the estimation on the associated parameters by various parameter estimation methods and the effects on the obtained results have not yet been investigated. This research aims at conducting a comparative analysis between the maximum likelihood parametric and non-parametric method of the Kendall τ estimation method for copulas parameter estimation. The methods were employed to study joint severity-duration probability and recurrence intervals in Karkheh River basin (southwest Iran) which is facing severe water-deficit problems. Daily streamflow data at three hydrological gauging stations (Tang Sazbon, Huleilan and Polchehr) near the Karkheh dam were used to draw flow duration curves (FDC) of these three stations. The Q_{75} index extracted from the FDC were set as threshold level to abstract drought characteristics such as drought duration and severity on the basis of the run theory. Drought duration and severity were separately modeled using the univariate probabilistic distributions and gamma-GEV, LN2-exponential, and LN2-gamma were selected as the best paired drought severity-duration inputs for copulas according to the Akaike Information Criteria (AIC), Kolmogorov-Smirnov and chi-square tests. Archimedean Clayton, Frank, and extreme value Gumbel copulas were employed to construct joint cumulative distribution functions (JCDF) of droughts for each station. Frank copula at Tang Sazbon and Gumbel at Huleilan and Polchehr stations were identified as the best copulas based on the performance evaluation criteria including AIC, BIC, log-likelihood and root mean square error (RMSE) values. Based on the RMSE values, nonparametric Kendall-τ is preferred to the parametric maximum likelihood estimation method. The results showed greater drought return periods by the parametric ML method in comparison to the nonparametric Kendall τ estimation method. The results also showed that stations located in tributaries (Huleilan and Polchehr) have close return periods, while the station along the main river (Tang Sazbon) has the smaller return periods for the drought events with identical drought duration and severity.

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.

Training in cortical control of neuroprosthetic devices improves signal extraction from small neuronal ensembles.

PubMed

Helms Tillery, S I; Taylor, D M; Schwartz, A B

2003-01-01

We have recently developed a closed-loop environment in which we can test the ability of primates to control the motion of a virtual device using ensembles of simultaneously recorded neurons /29/. Here we use a maximum likelihood method to assess the information about task performance contained in the neuronal ensemble. We trained two animals to control the motion of a computer cursor in three dimensions. Initially the animals controlled cursor motion using arm movements, but eventually they learned to drive the cursor directly from cortical activity. Using a population vector (PV) based upon the relation between cortical activity and arm motion, the animals were able to control the cursor directly from the brain in a closed-loop environment, but with difficulty. We added a supervised learning method that modified the parameters of the PV according to task performance (adaptive PV), and found that animals were able to exert much finer control over the cursor motion from brain signals. Here we describe a maximum likelihood method (ML) to assess the information about target contained in neuronal ensemble activity. Using this method, we compared the information about target contained in the ensemble during arm control, during brain control early in the adaptive PV, and during brain control after the adaptive PV had settled and the animal could drive the cursor reliably and with fine gradations. During the arm-control task, the ML was able to determine the target of the movement in as few as 10% of the trials, and as many as 75% of the trials, with an average of 65%. This average dropped when the animals used a population vector to control motion of the cursor. On average we could determine the target in around 35% of the trials. This low percentage was also reflected in poor control of the cursor, so that the animal was unable to reach the target in a large percentage of trials. Supervised adjustment of the population vector parameters produced new weighting coefficients and directional tuning parameters for many neurons. This produced a much better performance of the brain-controlled cursor motion. It was also reflected in the maximum likelihood measure of cell activity, producing the correct target based only on neuronal activity in over 80% of the trials on average. The changes in maximum likelihood estimates of target location based on ensemble firing show that an animal's ability to regulate the motion of a cortically controlled device is not crucially dependent on the experimenter's ability to estimate intention from neuronal activity.

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.

Long-Branch Attraction Bias and Inconsistency in Bayesian Phylogenetics

PubMed Central

Kolaczkowski, Bryan; Thornton, Joseph W.

2009-01-01

Bayesian inference (BI) of phylogenetic relationships uses the same probabilistic models of evolution as its precursor maximum likelihood (ML), so BI has generally been assumed to share ML's desirable statistical properties, such as largely unbiased inference of topology given an accurate model and increasingly reliable inferences as the amount of data increases. Here we show that BI, unlike ML, is biased in favor of topologies that group long branches together, even when the true model and prior distributions of evolutionary parameters over a group of phylogenies are known. Using experimental simulation studies and numerical and mathematical analyses, we show that this bias becomes more severe as more data are analyzed, causing BI to infer an incorrect tree as the maximum a posteriori phylogeny with asymptotically high support as sequence length approaches infinity. BI's long branch attraction bias is relatively weak when the true model is simple but becomes pronounced when sequence sites evolve heterogeneously, even when this complexity is incorporated in the model. This bias—which is apparent under both controlled simulation conditions and in analyses of empirical sequence data—also makes BI less efficient and less robust to the use of an incorrect evolutionary model than ML. Surprisingly, BI's bias is caused by one of the method's stated advantages—that it incorporates uncertainty about branch lengths by integrating over a distribution of possible values instead of estimating them from the data, as ML does. Our findings suggest that trees inferred using BI should be interpreted with caution and that ML may be a more reliable framework for modern phylogenetic analysis. PMID:20011052

Long-branch attraction bias and inconsistency in Bayesian phylogenetics.

PubMed

Kolaczkowski, Bryan; Thornton, Joseph W

2009-12-09

Bayesian inference (BI) of phylogenetic relationships uses the same probabilistic models of evolution as its precursor maximum likelihood (ML), so BI has generally been assumed to share ML's desirable statistical properties, such as largely unbiased inference of topology given an accurate model and increasingly reliable inferences as the amount of data increases. Here we show that BI, unlike ML, is biased in favor of topologies that group long branches together, even when the true model and prior distributions of evolutionary parameters over a group of phylogenies are known. Using experimental simulation studies and numerical and mathematical analyses, we show that this bias becomes more severe as more data are analyzed, causing BI to infer an incorrect tree as the maximum a posteriori phylogeny with asymptotically high support as sequence length approaches infinity. BI's long branch attraction bias is relatively weak when the true model is simple but becomes pronounced when sequence sites evolve heterogeneously, even when this complexity is incorporated in the model. This bias--which is apparent under both controlled simulation conditions and in analyses of empirical sequence data--also makes BI less efficient and less robust to the use of an incorrect evolutionary model than ML. Surprisingly, BI's bias is caused by one of the method's stated advantages--that it incorporates uncertainty about branch lengths by integrating over a distribution of possible values instead of estimating them from the data, as ML does. Our findings suggest that trees inferred using BI should be interpreted with caution and that ML may be a more reliable framework for modern phylogenetic analysis.

Comparison of Methods for Analyzing Left-Censored Occupational Exposure Data

PubMed Central

Huynh, Tran; Ramachandran, Gurumurthy; Banerjee, Sudipto; Monteiro, Joao; Stenzel, Mark; Sandler, Dale P.; Engel, Lawrence S.; Kwok, Richard K.; Blair, Aaron; Stewart, Patricia A.

2014-01-01

The National Institute for Environmental Health Sciences (NIEHS) is conducting an epidemiologic study (GuLF STUDY) to investigate the health of the workers and volunteers who participated from April to December of 2010 in the response and cleanup of the oil release after the Deepwater Horizon explosion in the Gulf of Mexico. The exposure assessment component of the study involves analyzing thousands of personal monitoring measurements that were collected during this effort. A substantial portion of these data has values reported by the analytic laboratories to be below the limits of detection (LOD). A simulation study was conducted to evaluate three established methods for analyzing data with censored observations to estimate the arithmetic mean (AM), geometric mean (GM), geometric standard deviation (GSD), and the 95th percentile (X0.95) of the exposure distribution: the maximum likelihood (ML) estimation, the β-substitution, and the Kaplan–Meier (K-M) methods. Each method was challenged with computer-generated exposure datasets drawn from lognormal and mixed lognormal distributions with sample sizes (N) varying from 5 to 100, GSDs ranging from 2 to 5, and censoring levels ranging from 10 to 90%, with single and multiple LODs. Using relative bias and relative root mean squared error (rMSE) as the evaluation metrics, the β-substitution method generally performed as well or better than the ML and K-M methods in most simulated lognormal and mixed lognormal distribution conditions. The ML method was suitable for large sample sizes (N ≥ 30) up to 80% censoring for lognormal distributions with small variability (GSD = 2–3). The K-M method generally provided accurate estimates of the AM when the censoring was <50% for lognormal and mixed distributions. The accuracy and precision of all methods decreased under high variability (GSD = 4 and 5) and small to moderate sample sizes (N < 20) but the β-substitution was still the best of the three methods. When using the ML method, practitioners are cautioned to be aware of different ways of estimating the AM as they could lead to biased interpretation. A limitation of the β-substitution method is the absence of a confidence interval for the estimate. More research is needed to develop methods that could improve the estimation accuracy for small sample sizes and high percent censored data and also provide uncertainty intervals. PMID:25261453

Extending the BEAGLE library to a multi-FPGA platform.

PubMed

Jin, Zheming; Bakos, Jason D

2013-01-19

Maximum Likelihood (ML)-based phylogenetic inference using Felsenstein's pruning algorithm is a standard method for estimating the evolutionary relationships amongst a set of species based on DNA sequence data, and is used in popular applications such as RAxML, PHYLIP, GARLI, BEAST, and MrBayes. The Phylogenetic Likelihood Function (PLF) and its associated scaling and normalization steps comprise the computational kernel for these tools. These computations are data intensive but contain fine grain parallelism that can be exploited by coprocessor architectures such as FPGAs and GPUs. A general purpose API called BEAGLE has recently been developed that includes optimized implementations of Felsenstein's pruning algorithm for various data parallel architectures. In this paper, we extend the BEAGLE API to a multiple Field Programmable Gate Array (FPGA)-based platform called the Convey HC-1. The core calculation of our implementation, which includes both the phylogenetic likelihood function (PLF) and the tree likelihood calculation, has an arithmetic intensity of 130 floating-point operations per 64 bytes of I/O, or 2.03 ops/byte. Its performance can thus be calculated as a function of the host platform's peak memory bandwidth and the implementation's memory efficiency, as 2.03 × peak bandwidth × memory efficiency. Our FPGA-based platform has a peak bandwidth of 76.8 GB/s and our implementation achieves a memory efficiency of approximately 50%, which gives an average throughput of 78 Gflops. This represents a ~40X speedup when compared with BEAGLE's CPU implementation on a dual Xeon 5520 and 3X speedup versus BEAGLE's GPU implementation on a Tesla T10 GPU for very large data sizes. The power consumption is 92 W, yielding a power efficiency of 1.7 Gflops per Watt. The use of data parallel architectures to achieve high performance for likelihood-based phylogenetic inference requires high memory bandwidth and a design methodology that emphasizes high memory efficiency. To achieve this objective, we integrated 32 pipelined processing elements (PEs) across four FPGAs. For the design of each PE, we developed a specialized synthesis tool to generate a floating-point pipeline with resource and throughput constraints to match the target platform. We have found that using low-latency floating-point operators can significantly reduce FPGA area and still meet timing requirement on the target platform. We found that this design methodology can achieve performance that exceeds that of a GPU-based coprocessor.

The influence of ignoring secondary structure on divergence time estimates from ribosomal RNA genes.

PubMed

Dohrmann, Martin

2014-02-01

Genes coding for ribosomal RNA molecules (rDNA) are among the most popular markers in molecular phylogenetics and evolution. However, coevolution of sites that code for pairing regions (stems) in the RNA secondary structure can make it challenging to obtain accurate results from such loci. While the influence of ignoring secondary structure on multiple sequence alignment and tree topology has been investigated in numerous studies, its effect on molecular divergence time estimates is still poorly known. Here, I investigate this issue in Bayesian Markov Chain Monte Carlo (BMCMC) and penalized likelihood (PL) frameworks, using empirical datasets from dragonflies (Odonata: Anisoptera) and glass sponges (Porifera: Hexactinellida). My results indicate that highly biased inferences under substitution models that ignore secondary structure only occur if maximum-likelihood estimates of branch lengths are used as input to PL dating, whereas in a BMCMC framework and in PL dating based on Bayesian consensus branch lengths, the effect is far less severe. I conclude that accounting for coevolution of paired sites in molecular dating studies is not as important as previously suggested, as long as the estimates are based on Bayesian consensus branch lengths instead of ML point estimates. This finding is especially relevant for studies where computational limitations do not allow the use of secondary-structure specific substitution models, or where accurate consensus structures cannot be predicted. I also found that the magnitude and direction (over- vs. underestimating node ages) of bias in age estimates when secondary structure is ignored was not distributed randomly across the nodes of the phylogenies, a phenomenon that requires further investigation. Copyright © 2013 Elsevier Inc. All rights reserved.

Use of Multiple Imputation Method to Improve Estimation of Missing Baseline Serum Creatinine in Acute Kidney Injury Research

PubMed Central

Peterson, Josh F.; Eden, Svetlana K.; Moons, Karel G.; Ikizler, T. Alp; Matheny, Michael E.

2013-01-01

Summary Background and objectives Baseline creatinine (BCr) is frequently missing in AKI studies. Common surrogate estimates can misclassify AKI and adversely affect the study of related outcomes. This study examined whether multiple imputation improved accuracy of estimating missing BCr beyond current recommendations to apply assumed estimated GFR (eGFR) of 75 ml/min per 1.73 m2 (eGFR 75). Design, setting, participants, & measurements From 41,114 unique adult admissions (13,003 with and 28,111 without BCr data) at Vanderbilt University Hospital between 2006 and 2008, a propensity score model was developed to predict likelihood of missing BCr. Propensity scoring identified 6502 patients with highest likelihood of missing BCr among 13,003 patients with known BCr to simulate a “missing” data scenario while preserving actual reference BCr. Within this cohort (n=6502), the ability of various multiple-imputation approaches to estimate BCr and classify AKI were compared with that of eGFR 75. Results All multiple-imputation methods except the basic one more closely approximated actual BCr than did eGFR 75. Total AKI misclassification was lower with multiple imputation (full multiple imputation + serum creatinine) (9.0%) than with eGFR 75 (12.3%; P<0.001). Improvements in misclassification were greater in patients with impaired kidney function (full multiple imputation + serum creatinine) (15.3%) versus eGFR 75 (40.5%; P<0.001). Multiple imputation improved specificity and positive predictive value for detecting AKI at the expense of modestly decreasing sensitivity relative to eGFR 75. Conclusions Multiple imputation can improve accuracy in estimating missing BCr and reduce misclassification of AKI beyond currently proposed methods. PMID:23037980

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.

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

PubMed

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

2003-11-01

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

Estimating Latent Variable Interactions With Non-Normal Observed Data: A Comparison of Four Approaches

PubMed Central

Cham, Heining; West, Stephen G.; Ma, Yue; Aiken, Leona S.

2012-01-01

A Monte Carlo simulation was conducted to investigate the robustness of four latent variable interaction modeling approaches (Constrained Product Indicator [CPI], Generalized Appended Product Indicator [GAPI], Unconstrained Product Indicator [UPI], and Latent Moderated Structural Equations [LMS]) under high degrees of non-normality of the observed exogenous variables. Results showed that the CPI and LMS approaches yielded biased estimates of the interaction effect when the exogenous variables were highly non-normal. When the violation of non-normality was not severe (normal; symmetric with excess kurtosis < 1), the LMS approach yielded the most efficient estimates of the latent interaction effect with the highest statistical power. In highly non-normal conditions, the GAPI and UPI approaches with ML estimation yielded unbiased latent interaction effect estimates, with acceptable actual Type-I error rates for both the Wald and likelihood ratio tests of interaction effect at N ≥ 500. An empirical example illustrated the use of the four approaches in testing a latent variable interaction between academic self-efficacy and positive family role models in the prediction of academic performance. PMID:23457417

Partial Nephrectomy Versus Radical Nephrectomy for Clinical T1b and T2 Renal Tumors: A Systematic Review and Meta-analysis of Comparative Studies.

PubMed

Mir, Maria Carmen; Derweesh, Ithaar; Porpiglia, Francesco; Zargar, Homayoun; Mottrie, Alexandre; Autorino, Riccardo

2017-04-01

Partial nephrectomy (PN) is the reference standard of management for a cT1a renal mass. However, its role in the management of larger tumors (cT1b and cT2) is still under scrutiny. To conduct a meta-analysis assessing functional, oncologic, and perioperative outcomes of PN and radical nephrectomy (RN) in the specific case of larger renal tumors (≥cT1b). The primary endpoint was an overall analysis of cT1b and cT2 masses. The secondary endpoint was a sensitivity analysis for cT2 only. A systematic literature review was performed up to December 2015 using multiple search engines to identify eligible comparative studies. A formal meta-analysis was performed for studies comparing PN to RN for both cT1b and cT2 tumors. In addition, a sensitivity analysis including the subgroup of studies comparing PN to RN for cT2 only was conducted. Pooled estimates were calculated using a fixed-effects model if no significant heterogeneity was identified; alternatively, a random-effects model was used when significant heterogeneity was detected. For continuous outcomes, the weighted mean difference (WMD) was used as summary measure. For binary variables, the odds ratio (OR) or risk ratio (RR) was calculated with 95% confidence interval (CI). Statistical analyses were performed using Review Manager 5 (Cochrane Collaboration, Oxford, UK). Overall, 21 case-control studies including 11204 patients (RN 8620; PN 2584) were deemed eligible and included in the analysis. Patients undergoing PN were younger (WMD -2.3 yr; p<0.001) and had smaller masses (WMD -0.65cm; p<0.001). Lower estimated blood loss was found for RN (WMD 102.6ml; p<0.001). There was a higher likelihood of postoperative complications for PN (RR 1.74, 95% CI 1.34-2.2; p<0.001). Pathology revealed a higher rate of malignant histology for the RN group (RR 0.97; p=0.02). PN was associated with better postoperative renal function, as shown by higher postoperative estimated glomerular filtration rate (eGFR; WMD 12.4ml/min; p<0.001), lower likelihood of postoperative onset of chronic kidney disease (RR 0.36; p<0.001), and lower decline in eGFR (WMD -8.6ml/min; p<0.001). The PN group had a lower likelihood of tumor recurrence (OR 0.6; p<0.001), cancer-specific mortality (OR 0.58; p=0.001), and all-cause mortality (OR 0.67; p=0.005). Four studies compared PN (n=212) to RN (n=1792) in the specific case of T2 tumors (>7cm). In this subset of patients, the estimated blood loss was higher for PN (WMD 107.6ml; p<0.001), as was the likelihood of complications (RR 2.0; p<0.001). Both the recurrence rate (RR 0.61; p=0.004) and cancer-specific mortality (RR 0.65; p=0.03) were lower for PN. PN is a viable treatment option for larger renal tumors, as it offers acceptable surgical morbidity, equivalent cancer control, and better preservation of renal function, with potential for better long-term survival. For T2 tumors, PN use should be more selective, and specific patient and tumor factors should be considered. Further investigation, ideally in a prospective randomized fashion, is warranted to better define the role of PN in this challenging clinical scenario. We performed a cumulative analysis of the literature to determine the best treatment option in cases of localized kidney tumor of higher clinical stage (T1b and T2, as based on preoperative imaging). Our findings suggest that removing only the tumor and saving the kidney might be an effective treatment modality in terms of cancer control, with the advantage of preserving the kidney function. However, a higher risk of perioperative complications should be taken into account when facing larger tumors (clinical stage T2) with kidney-sparing surgery. Copyright © 2016 European Association of Urology. Published by Elsevier B.V. All rights reserved.

Diagnostic value of survivin for malignant pleural effusion: a clinical study and meta-analysis.

PubMed

Tian, Panwen; Shen, Yongchun; Wan, Chun; Yang, Ting; An, Jing; Yi, Qun; Chen, Lei; Wang, Tao; Wang, Ye; Wen, Fuqiang

2014-01-01

To investigate the diagnostic accuracy of survivin for malignant pleural effusion (MPE). Pleural effusion samples were collected from 40 MPE patients and 45 non-MPE patients. Pleural levels of survivin were measured by ELISA. Literature search was performed in Pubmed and Embase to identify studies regarding the usefulness of survivin to diagnose MPE. Data were retrieved and the pooled sensitivity, specificity and other diagnostic indexes were calculated. The summary receiver operating characteristics (SROC) curve was used to determine the overall diagnostic accuracy. The pleural levels of survivin were higher in MPE patients than non-MPE patients (844.17 ± 358.30 vs. 508.08 ± 169.58 pg/ml, P < 0.05), at a cut-off value of 683.2 pg/ml, the sensitivity and specificity were 57.50% and 88.89%, respectively. A total of six studies were included in present meta-analysis, the overall diagnostic estimates were: sensitivity 0.74 (95% CI: 0.59-0.85); specificity, 0.85 (95% CI: 0.79-0.89); positive likelihood ratio, 4.79 (95% CI: 3.48-6.61); negative likelihood ratio, 0.31 (95% CI: 0.19-0.50), and diagnostic odds ratio, 15.59 (95% CI: 7.69-31.61). The area under SROC curve was 0.86 (95% CI: 0.82-0.89). Our study confirms that the pleural survivin plays a role in the diagnosis of MPE. More studies at a large scale should be performed to validate our findings.

Investigation of dynamic SPECT measurements of the arterial input function in human subjects using simulation, phantom and human studies

NASA Astrophysics Data System (ADS)

Winant, Celeste D.; Aparici, Carina Mari; Zelnik, Yuval R.; Reutter, Bryan W.; Sitek, Arkadiusz; Bacharach, Stephen L.; Gullberg, Grant T.

2012-01-01

Computer simulations, a phantom study and a human study were performed to determine whether a slowly rotating single-photon computed emission tomography (SPECT) system could provide accurate arterial input functions for quantification of myocardial perfusion imaging using kinetic models. The errors induced by data inconsistency associated with imaging with slow camera rotation during tracer injection were evaluated with an approach called SPECT/P (dynamic SPECT from positron emission tomography (PET)) and SPECT/D (dynamic SPECT from database of SPECT phantom projections). SPECT/P simulated SPECT-like dynamic projections using reprojections of reconstructed dynamic 94Tc-methoxyisobutylisonitrile (94Tc-MIBI) PET images acquired in three human subjects (1 min infusion). This approach was used to evaluate the accuracy of estimating myocardial wash-in rate parameters K1 for rotation speeds providing 180° of projection data every 27 or 54 s. Blood input and myocardium tissue time-activity curves (TACs) were estimated using spatiotemporal splines. These were fit to a one-compartment perfusion model to obtain wash-in rate parameters K1. For the second method (SPECT/D), an anthropomorphic cardiac torso phantom was used to create real SPECT dynamic projection data of a tracer distribution derived from 94Tc-MIBI PET scans in the blood pool, myocardium, liver and background. This method introduced attenuation, collimation and scatter into the modeling of dynamic SPECT projections. Both approaches were used to evaluate the accuracy of estimating myocardial wash-in parameters for rotation speeds providing 180° of projection data every 27 and 54 s. Dynamic cardiac SPECT was also performed in a human subject at rest using a hybrid SPECT/CT scanner. Dynamic measurements of 99mTc-tetrofosmin in the myocardium were obtained using an infusion time of 2 min. Blood input, myocardium tissue and liver TACs were estimated using the same spatiotemporal splines. The spatiotemporal maximum-likelihood expectation-maximization (4D ML-EM) reconstructions gave more accurate reconstructions than did standard frame-by-frame static 3D ML-EM reconstructions. The SPECT/P results showed that 4D ML-EM reconstruction gave higher and more accurate estimates of K1 than did 3D ML-EM, yielding anywhere from a 44% underestimation to 24% overestimation for the three patients. The SPECT/D results showed that 4D ML-EM reconstruction gave an overestimation of 28% and 3D ML-EM gave an underestimation of 1% for K1. For the patient study the 4D ML-EM reconstruction provided continuous images as a function of time of the concentration in both ventricular cavities and myocardium during the 2 min infusion. It is demonstrated that a 2 min infusion with a two-headed SPECT system rotating 180° every 54 s can produce measurements of blood pool and myocardial TACs, though the SPECT simulation studies showed that one must sample at least every 30 s to capture a 1 min infusion input function.

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.

Joint reconstruction of activity and attenuation in Time-of-Flight PET: A Quantitative Analysis.

PubMed

Rezaei, Ahmadreza; Deroose, Christophe M; Vahle, Thomas; Boada, Fernando; Nuyts, Johan

2018-03-01

Joint activity and attenuation reconstruction methods from time of flight (TOF) positron emission tomography (PET) data provide an effective solution to attenuation correction when no (or incomplete/inaccurate) information on the attenuation is available. One of the main barriers limiting their use in clinical practice is the lack of validation of these methods on a relatively large patient database. In this contribution, we aim at validating the activity reconstructions of the maximum likelihood activity reconstruction and attenuation registration (MLRR) algorithm on a whole-body patient data set. Furthermore, a partial validation (since the scale problem of the algorithm is avoided for now) of the maximum likelihood activity and attenuation reconstruction (MLAA) algorithm is also provided. We present a quantitative comparison of the joint reconstructions to the current clinical gold-standard maximum likelihood expectation maximization (MLEM) reconstruction with CT-based attenuation correction. Methods: The whole-body TOF-PET emission data of each patient data set is processed as a whole to reconstruct an activity volume covering all the acquired bed positions, which helps to reduce the problem of a scale per bed position in MLAA to a global scale for the entire activity volume. Three reconstruction algorithms are used: MLEM, MLRR and MLAA. A maximum likelihood (ML) scaling of the single scatter simulation (SSS) estimate to the emission data is used for scatter correction. The reconstruction results are then analyzed in different regions of interest. Results: The joint reconstructions of the whole-body patient data set provide better quantification in case of PET and CT misalignments caused by patient and organ motion. Our quantitative analysis shows a difference of -4.2% (±2.3%) and -7.5% (±4.6%) between the joint reconstructions of MLRR and MLAA compared to MLEM, averaged over all regions of interest, respectively. Conclusion: Joint activity and attenuation estimation methods provide a useful means to estimate the tracer distribution in cases where CT-based attenuation images are subject to misalignments or are not available. With an accurate estimate of the scatter contribution in the emission measurements, the joint TOF-PET reconstructions are within clinical acceptable accuracy. Copyright © 2018 by the Society of Nuclear Medicine and Molecular Imaging, Inc.

Using multi-locus allelic sequence data to estimate genetic divergence among four Lilium (Liliaceae) cultivars

PubMed Central

Shahin, Arwa; Smulders, Marinus J. M.; van Tuyl, Jaap M.; Arens, Paul; Bakker, Freek T.

2014-01-01

Next Generation Sequencing (NGS) may enable estimating relationships among genotypes using allelic variation of multiple nuclear genes simultaneously. We explored the potential and caveats of this strategy in four genetically distant Lilium cultivars to estimate their genetic divergence from transcriptome sequences using three approaches: POFAD (Phylogeny of Organisms from Allelic Data, uses allelic information of sequence data), RAxML (Randomized Accelerated Maximum Likelihood, tree building based on concatenated consensus sequences) and Consensus Network (constructing a network summarizing among gene tree conflicts). Twenty six gene contigs were chosen based on the presence of orthologous sequences in all cultivars, seven of which also had an orthologous sequence in Tulipa, used as out-group. The three approaches generated the same topology. Although the resolution offered by these approaches is high, in this case there was no extra benefit in using allelic information. We conclude that these 26 genes can be widely applied to construct a species tree for the genus Lilium. PMID:25368628

Factors associated with renal function compensation after donor nephrectomy.

PubMed

Burballa, Carla; Crespo, Marta; Redondo-Pachón, Dolores; Pérez-Sáez, María José; Arias-Cabrales, Carlos; Mir, Marisa; Francés, Albert; Fumadó, Lluís; Cecchini, Lluís; Pascual, Julio

2018-05-14

Kidney transplant donors lose 50% of their renal mass after nephrectomy. The remaining kidney compensates for this loss and it is estimated that 70% of the baseline renal function prior to donation is recovered. Factors associated with post-donation renal compensation are not well understood. Retrospective study of 66 consecutive kidney donors (mean age 48.8 years, 74.2% women). We analysed the potential factors associated with the compensatory mechanisms of the remaining kidney by comparing donors according to their renal compensation rate (RCR) (Group A, infra-compensation [<70%]; Group B, normal compensation [>70%]). We compared Group A (n=38) and group B (n=28). Predictors for RCR>70% were higher baseline creatinine (A vs B: 0.73±0.14 vs 0.82±0.11; P=.03) and a lower baseline glomerular filtration rate (GFR), estimated both by MDRD-4 (A vs B: 97.7±18.8 vs 78.6±9.6ml/min; P<.001) and CKD-EPI (A vs B: 101.7±15 vs. 88.3±11.7ml/min; P≤.001). Age, gender, smoking, hypertension and GFR measured by Tc-DTPA did not show any correlation with the RCR. The multivariate analysis confirmed baseline estimated glomerular filtration rate (eGFR) to be a predictor of compensation: the higher the baseline eGFR, the lower the likelihood of >70% compensation (MDRD-4, OR=0.94 [95% CI 0.8-0.9], P=.01). The compensation rate decreased by 0.4% (P<.001) and 0.3% (P=.006) for every ml/min increase in baseline eGFR estimated by MDRD-4 and CKD-EPI, respectively. One year after living donor nephrectomy, the remaining kidney partially compensates baseline renal function. In our experience, baseline eGFR is inversely proportional to the one-year renal compensation rate. Copyright © 2018 Sociedad Española de Nefrología. Published by Elsevier España, S.L.U. All rights reserved.

SEM with Missing Data and Unknown Population Distributions Using Two-Stage ML: Theory and Its Application

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Lu, Laura

2008-01-01

This article provides the theory and application of the 2-stage maximum likelihood (ML) procedure for structural equation modeling (SEM) with missing data. The validity of this procedure does not require the assumption of a normally distributed population. When the population is normally distributed and all missing data are missing at random…

Maximum likelihood positioning algorithm for high-resolution PET scanners

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

Gross-Weege, Nicolas, E-mail: nicolas.gross-weege@pmi.rwth-aachen.de, E-mail: schulz@pmi.rwth-aachen.de; Schug, David; Hallen, Patrick

2016-06-15

Purpose: In high-resolution positron emission tomography (PET), lightsharing elements are incorporated into typical detector stacks to read out scintillator arrays in which one scintillator element (crystal) is smaller than the size of the readout channel. In order to identify the hit crystal by means of the measured light distribution, a positioning algorithm is required. One commonly applied positioning algorithm uses the center of gravity (COG) of the measured light distribution. The COG algorithm is limited in spatial resolution by noise and intercrystal Compton scatter. The purpose of this work is to develop a positioning algorithm which overcomes this limitation. Methods:more » The authors present a maximum likelihood (ML) algorithm which compares a set of expected light distributions given by probability density functions (PDFs) with the measured light distribution. Instead of modeling the PDFs by using an analytical model, the PDFs of the proposed ML algorithm are generated assuming a single-gamma-interaction model from measured data. The algorithm was evaluated with a hot-rod phantom measurement acquired with the preclinical HYPERION II {sup D} PET scanner. In order to assess the performance with respect to sensitivity, energy resolution, and image quality, the ML algorithm was compared to a COG algorithm which calculates the COG from a restricted set of channels. The authors studied the energy resolution of the ML and the COG algorithm regarding incomplete light distributions (missing channel information caused by detector dead time). Furthermore, the authors investigated the effects of using a filter based on the likelihood values on sensitivity, energy resolution, and image quality. Results: A sensitivity gain of up to 19% was demonstrated in comparison to the COG algorithm for the selected operation parameters. Energy resolution and image quality were on a similar level for both algorithms. Additionally, the authors demonstrated that the performance of the ML algorithm is less prone to missing channel information. A likelihood filter visually improved the image quality, i.e., the peak-to-valley increased up to a factor of 3 for 2-mm-diameter phantom rods by rejecting 87% of the coincidences. A relative improvement of the energy resolution of up to 12.8% was also measured rejecting 91% of the coincidences. Conclusions: The developed ML algorithm increases the sensitivity by correctly handling missing channel information without influencing energy resolution or image quality. Furthermore, the authors showed that energy resolution and image quality can be improved substantially by rejecting events that do not comply well with the single-gamma-interaction model, such as Compton-scattered events.« less

Using Instrumental Variable (IV) Tests to Evaluate Model Specification in Latent Variable Structural Equation Models*

PubMed Central

Kirby, James B.; Bollen, Kenneth A.

2009-01-01

Structural Equation Modeling with latent variables (SEM) is a powerful tool for social and behavioral scientists, combining many of the strengths of psychometrics and econometrics into a single framework. The most common estimator for SEM is the full-information maximum likelihood estimator (ML), but there is continuing interest in limited information estimators because of their distributional robustness and their greater resistance to structural specification errors. However, the literature discussing model fit for limited information estimators for latent variable models is sparse compared to that for full information estimators. We address this shortcoming by providing several specification tests based on the 2SLS estimator for latent variable structural equation models developed by Bollen (1996). We explain how these tests can be used to not only identify a misspecified model, but to help diagnose the source of misspecification within a model. We present and discuss results from a Monte Carlo experiment designed to evaluate the finite sample properties of these tests. Our findings suggest that the 2SLS tests successfully identify most misspecified models, even those with modest misspecification, and that they provide researchers with information that can help diagnose the source of misspecification. PMID:20419054

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

Salivary flow rate and periodontal infection - a study among subjects aged 75 years or older.

PubMed

Syrjälä, A-M H; Raatikainen, L; Komulainen, K; Knuuttila, M; Ruoppi, P; Hartikainen, S; Sulkava, R; Ylöstalo, P

2011-05-01

To analyse the relation of stimulated and unstimulated salivary flow rates to periodontal infection in home-dwelling elderly people aged 75 years or older. This study was based on a subpopulation of 157 (111 women, 46 men) home-dwelling, dentate, non-smoking elderly people (mean age 79.8, SD 3.6 years) from the Geriatric Multidisciplinary Strategy for the Good Care of the Elderly Study). The data were collected by interview and oral clinical examination. Persons with very low (< 0.7 ml min⁻¹) and low stimulated salivary flow rates (0.7- < 1.0 ml min⁻¹) had a decreased likelihood of having teeth with deepened (≥ 4 mm) periodontal pockets, RR: 0.7, CI: 0.5-0.9 and RR: 0.7, CI: 0.5-0.9, respectively, when compared with those with normal stimulated salivary flow. Persons with a very low unstimulated salivary flow rate (< 0.1 ml min⁻¹) had a decreased likelihood of having teeth with deepened (≥ 4 mm) periodontal pockets, RR 0.8, CI: 0.6-1.0, when compared with subjects with low/normal unstimulated salivary flow. In a population of dentate, home-dwelling non-smokers, aged 75 years or older, low stimulated and unstimulated salivary flow rates were weakly associated with a decreased likelihood of having teeth with deep periodontal pockets. © 2010 John Wiley & Sons A/S.

Depth of interaction decoding of a continuous crystal detector module.

PubMed

Ling, T; Lewellen, T K; Miyaoka, R S

2007-04-21

We present a clustering method to extract the depth of interaction (DOI) information from an 8 mm thick crystal version of our continuous miniature crystal element (cMiCE) small animal PET detector. This clustering method, based on the maximum-likelihood (ML) method, can effectively build look-up tables (LUT) for different DOI regions. Combined with our statistics-based positioning (SBP) method, which uses a LUT searching algorithm based on the ML method and two-dimensional mean-variance LUTs of light responses from each photomultiplier channel with respect to different gamma ray interaction positions, the position of interaction and DOI can be estimated simultaneously. Data simulated using DETECT2000 were used to help validate our approach. An experiment using our cMiCE detector was designed to evaluate the performance. Two and four DOI region clustering were applied to the simulated data. Two DOI regions were used for the experimental data. The misclassification rate for simulated data is about 3.5% for two DOI regions and 10.2% for four DOI regions. For the experimental data, the rate is estimated to be approximately 25%. By using multi-DOI LUTs, we also observed improvement of the detector spatial resolution, especially for the corner region of the crystal. These results show that our ML clustering method is a consistent and reliable way to characterize DOI in a continuous crystal detector without requiring any modifications to the crystal or detector front end electronics. The ability to characterize the depth-dependent light response function from measured data is a major step forward in developing practical detectors with DOI positioning capability.

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.

Influence function for robust phylogenetic reconstructions.

PubMed

Bar-Hen, Avner; Mariadassou, Mahendra; Poursat, Marie-Anne; Vandenkoornhuyse, Philippe

2008-05-01

Based on the computation of the influence function, a tool to measure the impact of each piece of sampled data on the statistical inference of a parameter, we propose to analyze the support of the maximum-likelihood (ML) tree for each site. We provide a new tool for filtering data sets (nucleotides, amino acids, and others) in the context of ML phylogenetic reconstructions. Because different sites support different phylogenic topologies in different ways, outlier sites, that is, sites with a very negative influence value, are important: they can drastically change the topology resulting from the statistical inference. Therefore, these outlier sites must be clearly identified and their effects accounted for before drawing biological conclusions from the inferred tree. A matrix containing 158 fungal terminals all belonging to Chytridiomycota, Zygomycota, and Glomeromycota is analyzed. We show that removing the strongest outlier from the analysis strikingly modifies the ML topology, with a loss of as many as 20% of the internal nodes. As a result, estimating the topology on the filtered data set results in a topology with enhanced bootstrap support. From this analysis, the polyphyletic status of the fungal phyla Chytridiomycota and Zygomycota is reinforced, suggesting the necessity of revisiting the systematics of these fungal groups. We show the ability of influence function to produce new evolution hypotheses.

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

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

Approximated mutual information training for speech recognition using myoelectric signals.

PubMed

Guo, Hua J; Chan, A D C

2006-01-01

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

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…

A Comparison of a Bayesian and a Maximum Likelihood Tailored Testing Procedure.

ERIC Educational Resources Information Center

McKinley, Robert L.; Reckase, Mark D.

A study was conducted to compare tailored testing procedures based on a Bayesian ability estimation technique and on a maximum likelihood ability estimation technique. The Bayesian tailored testing procedure selected items so as to minimize the posterior variance of the ability estimate distribution, while the maximum likelihood tailored testing…

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

PubMed

Prentice, R L

The likelihood function for the bivariate survivor function F, under independent censorship, is maximized to obtain a non-parametric maximum likelihood estimator &Fcirc;. &Fcirc; may or may not be unique depending on the configuration of singly- and doubly-censored pairs. The likelihood function can be maximized by placing all mass on the grid formed by the uncensored failure times, or half lines beyond the failure time grid, or in the upper right quadrant beyond the grid. By accumulating the mass along lines (or regions) where the likelihood is flat, one obtains a partially maximized likelihood as a function of parameters that can be uniquely estimated. The score equations corresponding to these point mass parameters are derived, using a Lagrange multiplier technique to ensure unit total mass, and a modified Newton procedure is used to calculate the parameter estimates in some limited simulation studies. Some considerations for the further development of non-parametric bivariate survivor function estimators are briefly described.

Extending the BEAGLE library to a multi-FPGA platform

PubMed Central

2013-01-01

Background Maximum Likelihood (ML)-based phylogenetic inference using Felsenstein’s pruning algorithm is a standard method for estimating the evolutionary relationships amongst a set of species based on DNA sequence data, and is used in popular applications such as RAxML, PHYLIP, GARLI, BEAST, and MrBayes. The Phylogenetic Likelihood Function (PLF) and its associated scaling and normalization steps comprise the computational kernel for these tools. These computations are data intensive but contain fine grain parallelism that can be exploited by coprocessor architectures such as FPGAs and GPUs. A general purpose API called BEAGLE has recently been developed that includes optimized implementations of Felsenstein’s pruning algorithm for various data parallel architectures. In this paper, we extend the BEAGLE API to a multiple Field Programmable Gate Array (FPGA)-based platform called the Convey HC-1. Results The core calculation of our implementation, which includes both the phylogenetic likelihood function (PLF) and the tree likelihood calculation, has an arithmetic intensity of 130 floating-point operations per 64 bytes of I/O, or 2.03 ops/byte. Its performance can thus be calculated as a function of the host platform’s peak memory bandwidth and the implementation’s memory efficiency, as 2.03 × peak bandwidth × memory efficiency. Our FPGA-based platform has a peak bandwidth of 76.8 GB/s and our implementation achieves a memory efficiency of approximately 50%, which gives an average throughput of 78 Gflops. This represents a ~40X speedup when compared with BEAGLE’s CPU implementation on a dual Xeon 5520 and 3X speedup versus BEAGLE’s GPU implementation on a Tesla T10 GPU for very large data sizes. The power consumption is 92 W, yielding a power efficiency of 1.7 Gflops per Watt. Conclusions The use of data parallel architectures to achieve high performance for likelihood-based phylogenetic inference requires high memory bandwidth and a design methodology that emphasizes high memory efficiency. To achieve this objective, we integrated 32 pipelined processing elements (PEs) across four FPGAs. For the design of each PE, we developed a specialized synthesis tool to generate a floating-point pipeline with resource and throughput constraints to match the target platform. We have found that using low-latency floating-point operators can significantly reduce FPGA area and still meet timing requirement on the target platform. We found that this design methodology can achieve performance that exceeds that of a GPU-based coprocessor. PMID:23331707

Less-Complex Method of Classifying MPSK

NASA Technical Reports Server (NTRS)

Hamkins, Jon

2006-01-01

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

The influence of fatness on the likelihood of early-winter pregnancy in muskoxen (Ovibos moschatus).

PubMed

Adamczewski, J Z; Fargey, P J; Laarveld, B; Gunn, A; Flood, P F

1998-09-01

Among wild ruminants, muskoxen have an exceptional ability to fatten, but their pregnancy rates are variable and often low. To test whether the likelihood of pregnancy in muskoxen is associated with exceptionally good body condition, we used logistic regression analysis with data from 32 pregnant and 18 nonpregnant muskoxen > or = 1.5 yr of age shot in November (1989 to 1992) on Victoria Island in Arctic Canada. We assayed their serum for insulin-like growth factor-1 (IGF-1). All fatness and mass measures were positively related to the likelihood of pregnancy (P < 0.001), with the strongest associations for estimated total fat mass (80% of outcomes predicted correctly) and kidney fat mass (77%), and weaker models for body mass. Pregnancy was less likely to occur in lactating females than in nonlactating ones (P = 0.03). Although IGF-1 concentrations were higher (P = 0.001) in nonlactating females than in lactating ones (28.7 +/- 1.7 vs. 22.5 ng/ml), no association with pregnancy was detected (P = 0.57). Fatness associated with a 50% probability of pregnancy in muskoxen (22% of ingesta-free body mass or 32 kg fat in females > 3.5 yr old) is much higher than in caribou and somewhat higher than in cattle, and this may partly account for the low calving rates often observed in this species.

A Bayesian modification to the Jelinski-Moranda software reliability growth model

NASA Technical Reports Server (NTRS)

Littlewood, B.; Sofer, A.

1983-01-01

The Jelinski-Moranda (JM) model for software reliability was examined. It is suggested that a major reason for the poor results given by this model is the poor performance of the maximum likelihood method (ML) of parameter estimation. A reparameterization and Bayesian analysis, involving a slight modelling change, are proposed. It is shown that this new Bayesian-Jelinski-Moranda model (BJM) is mathematically quite tractable, and several metrics of interest to practitioners are obtained. The BJM and JM models are compared by using several sets of real software failure data collected and in all cases the BJM model gives superior reliability predictions. A change in the assumption which underlay both models to present the debugging process more accurately is discussed.

Robust statistical reconstruction for charged particle tomography

DOEpatents

Schultz, Larry Joe; Klimenko, Alexei Vasilievich; Fraser, Andrew Mcleod; Morris, Christopher; Orum, John Christopher; Borozdin, Konstantin N; Sossong, Michael James; Hengartner, Nicolas W

2013-10-08

Systems and methods for charged particle detection including statistical reconstruction of object volume scattering density profiles from charged particle tomographic data to determine the probability distribution of charged particle scattering using a statistical multiple scattering model and determine a substantially maximum likelihood estimate of object volume scattering density using expectation maximization (ML/EM) algorithm to reconstruct the object volume scattering density. The presence of and/or type of object occupying the volume of interest can be identified from the reconstructed volume scattering density profile. The charged particle tomographic data can be cosmic ray muon tomographic data from a muon tracker for scanning packages, containers, vehicles or cargo. The method can be implemented using a computer program which is executable on a computer.

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.

14-3-3η Autoantibodies: Diagnostic Use in Early Rheumatoid Arthritis.

PubMed

Maksymowych, Walter P; Boire, Gilles; van Schaardenburg, Dirkjan; Wichuk, Stephanie; Turk, Samina; Boers, Maarten; Siminovitch, Katherine A; Bykerk, Vivian; Keystone, Ed; Tak, Paul Peter; van Kuijk, Arno W; Landewé, Robert; van der Heijde, Desiree; Murphy, Mairead; Marotta, Anthony

2015-09-01

To describe the expression and diagnostic use of 14-3-3η autoantibodies in early rheumatoid arthritis (RA). 14-3-3η autoantibody levels were measured using an electrochemiluminescent multiplexed assay in 500 subjects (114 disease-modifying antirheumatic drug-naive patients with early RA, 135 with established RA, 55 healthy, 70 autoimmune, and 126 other non-RA arthropathy controls). 14-3-3η protein levels were determined in an earlier analysis. Two-tailed Student t tests and Mann-Whitney U tests compared differences among groups. Receiver-operator characteristic (ROC) curves were generated and diagnostic performance was estimated by area under the curve (AUC), as well as specificity, sensitivity, and likelihood ratios (LR) for optimal cutoffs. Median serum 14-3-3η autoantibody concentrations were significantly higher (p < 0.0001) in patients with early RA (525 U/ml) when compared with healthy controls (235 U/ml), disease controls (274 U/ml), autoimmune disease controls (274 U/ml), patients with osteoarthritis (259 U/ml), and all controls (265 U/ml). ROC curve analysis comparing early RA with healthy controls demonstrated a significant (p < 0.0001) AUC of 0.90 (95% CI 0.85-0.95). At an optimal cutoff of ≥ 380 U/ml, the ROC curve yielded a sensitivity of 73%, a specificity of 91%, and a positive LR of 8.0. Adding 14-3-3η autoantibodies to 14-3-3η protein positivity enhanced the identification of patients with early RA from 59% to 90%; addition of 14-3-3η autoantibodies to anticitrullinated protein antibodies (ACPA) and/or rheumatoid factor (RF) increased identification from 72% to 92%. Seventy-two percent of RF- and ACPA-seronegative patients were positive for 14-3-3η autoantibodies. 14-3-3η autoantibodies, alone and in combination with the 14-3-3η protein, RF, and/or ACPA identified most patients with early RA.

Evaluation of Shiryaev-Roberts Procedure for On-line Environmental Radiation Monitoring

NASA Astrophysics Data System (ADS)

Watson, Mara Mae

An on-line radiation monitoring system that simultaneously concentrates and detects radioactivity is needed to detect an accidental leakage from a nuclear waste disposal facility or clandestine nuclear activity. Previous studies have shown that classical control chart methods can be applied to on-line radiation monitoring data to quickly detect these events as they occur; however, Bayesian control chart methods were not included in these studies. This work will evaluate the performance of a Bayesian control chart method, the Shiryaev-Roberts (SR) procedure, compared to classical control chart methods, Shewhart 3-sigma and cumulative sum (CUSUM), for use in on-line radiation monitoring of 99Tc in water using extractive scintillating resin. Measurements were collected by pumping solutions containing 0.1-5 Bq/L of 99Tc, as 99T cO4-, through a flow cell packed with extractive scintillating resin coupled to a Beta-RAM Model 5 HPLC detector. While 99T cO4- accumulated on the resin, simultaneous measurements were acquired in 10-s intervals and then re-binned to 100-s intervals. The Bayesian statistical method, Shiryaev-Roberts procedure, and classical control chart methods, Shewhart 3-sigma and cumulative sum (CUSUM), were applied to the data using statistical algorithms developed in MATLAB RTM. Two SR control charts were constructed using Poisson distributions and Gaussian distributions to estimate the likelihood ratio, and are referred to as Poisson SR and Gaussian SR to indicate the distribution used to calculate the statistic. The Poisson and Gaussian SR methods required as little as 28.9 mL less solution at 5 Bq/L and as much as 170 mL less solution at 0.5 Bq/L to exceed the control limit than the Shewhart 3-sigma method. The Poisson SR method needed as little as 6.20 mL less solution at 5 Bq/L and up to 125 mL less solution at 0.5 Bq/L to exceed the control limit than the CUSUM method. The Gaussian SR and CUSUM method required comparable solution volumes for test solutions containing at least 1.5 Bq/L of 99T c. For activity concentrations less than 1.5 Bq/L, the Gaussian SR method required as much as 40.8 mL less solution at 0.5 Bq/L to exceed the control limit than the CUSUM method. Both SR methods were able to consistently detect test solutions containing 0.1 Bq/L, unlike the Shewhart 3-sigma and CUSUM methods. Although the Poisson SR method required as much as 178 mL less solution to exceed the control limit than the Gaussian SR method, the Gaussian SR false positive of 0% was much lower than the Poisson SR false positive rate of 1.14%. A lower false positive rate made it easier to differentiate between a false positive and an increase in mean count rate caused by activity accumulating on the resin. The SR procedure is thus the ideal tool for low-level on-line radiation monitoring using extractive scintillating resin, because it needed less volume in most cases to detect an upward shift in the mean count rate than the Shewhart 3-sigma and CUSUM methods and consistently detected lower activity concentrations. The desired results for the monitoring scheme, however, need to be considered prior to choosing between the Poisson and Gaussian distribution to estimate the likelihood ratio, because each was advantageous under different circumstances. Once the control limit was exceeded, activity concentrations were estimated from the SR control chart using the slope of the control chart on a semi-logarithmic plot. Five of nine test solutions for the Poisson SR control chart produced concentration estimates within 30% of the actual value, but the worst case was 263.2% different than the actual value. The estimations for the Gaussian SR control chart were much more precise, with six of eight solutions producing estimates within 30%. Although the activity concentrations estimations were only mediocre for the Poisson SR control chart and satisfactory for the Gaussian SR control chart, these results demonstrate that a relationship exists between activity concentration and the SR control chart magnitude that can be exploited to determine the activity concentration from the SR control chart. More complex methods should be investigated to improve activity concentration estimations from the SR control charts.

Software-Based Real-Time Acquisition and Processing of PET Detector Raw Data.

PubMed

Goldschmidt, Benjamin; Schug, David; Lerche, Christoph W; Salomon, André; Gebhardt, Pierre; Weissler, Bjoern; Wehner, Jakob; Dueppenbecker, Peter M; Kiessling, Fabian; Schulz, Volkmar

2016-02-01

In modern positron emission tomography (PET) readout architectures, the position and energy estimation of scintillation events (singles) and the detection of coincident events (coincidences) are typically carried out on highly integrated, programmable printed circuit boards. The implementation of advanced singles and coincidence processing (SCP) algorithms for these architectures is often limited by the strict constraints of hardware-based data processing. In this paper, we present a software-based data acquisition and processing architecture (DAPA) that offers a high degree of flexibility for advanced SCP algorithms through relaxed real-time constraints and an easily extendible data processing framework. The DAPA is designed to acquire detector raw data from independent (but synchronized) detector modules and process the data for singles and coincidences in real-time using a center-of-gravity (COG)-based, a least-squares (LS)-based, or a maximum-likelihood (ML)-based crystal position and energy estimation approach (CPEEA). To test the DAPA, we adapted it to a preclinical PET detector that outputs detector raw data from 60 independent digital silicon photomultiplier (dSiPM)-based detector stacks and evaluated it with a [(18)F]-fluorodeoxyglucose-filled hot-rod phantom. The DAPA is highly reliable with less than 0.1% of all detector raw data lost or corrupted. For high validation thresholds (37.1 ± 12.8 photons per pixel) of the dSiPM detector tiles, the DAPA is real time capable up to 55 MBq for the COG-based CPEEA, up to 31 MBq for the LS-based CPEEA, and up to 28 MBq for the ML-based CPEEA. Compared to the COG-based CPEEA, the rods in the image reconstruction of the hot-rod phantom are only slightly better separable and less blurred for the LS- and ML-based CPEEA. While the coincidence time resolution (∼ 500 ps) and energy resolution (∼12.3%) are comparable for all three CPEEA, the system sensitivity is up to 2.5 × higher for the LS- and ML-based CPEEA.

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.

Maximum likelihood: Extracting unbiased information from complex networks

NASA Astrophysics Data System (ADS)

Garlaschelli, Diego; Loffredo, Maria I.

2008-07-01

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

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

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…

On the uncertainty in single molecule fluorescent lifetime and energy emission measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; Mccollom, Alex D.

1995-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least square methods agree and are optimal when the number of detected photons is large however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67% of those can be noise and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous poisson processes, we derive the exact joint arrival time probably density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. the ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background nose and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

On the Uncertainty in Single Molecule Fluorescent Lifetime and Energy Emission Measurements

NASA Technical Reports Server (NTRS)

Brown, Emery N.; Zhang, Zhenhua; McCollom, Alex D.

1996-01-01

Time-correlated single photon counting has recently been combined with mode-locked picosecond pulsed excitation to measure the fluorescent lifetimes and energy emissions of single molecules in a flow stream. Maximum likelihood (ML) and least squares methods agree and are optimal when the number of detected photons is large, however, in single molecule fluorescence experiments the number of detected photons can be less than 20, 67 percent of those can be noise, and the detection time is restricted to 10 nanoseconds. Under the assumption that the photon signal and background noise are two independent inhomogeneous Poisson processes, we derive the exact joint arrival time probability density of the photons collected in a single counting experiment performed in the presence of background noise. The model obviates the need to bin experimental data for analysis, and makes it possible to analyze formally the effect of background noise on the photon detection experiment using both ML or Bayesian methods. For both methods we derive the joint and marginal probability densities of the fluorescent lifetime and fluorescent emission. The ML and Bayesian methods are compared in an analysis of simulated single molecule fluorescence experiments of Rhodamine 110 using different combinations of expected background noise and expected fluorescence emission. While both the ML or Bayesian procedures perform well for analyzing fluorescence emissions, the Bayesian methods provide more realistic measures of uncertainty in the fluorescent lifetimes. The Bayesian methods would be especially useful for measuring uncertainty in fluorescent lifetime estimates in current single molecule flow stream experiments where the expected fluorescence emission is low. Both the ML and Bayesian algorithms can be automated for applications in molecular biology.

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.

Constrained maximum likelihood modal parameter identification applied to structural dynamics

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Detecting local diversity-dependence in diversification.

PubMed

Xu, Liang; Etienne, Rampal S

2018-04-06

Whether there are ecological limits to species diversification is a hotly debated topic. Molecular phylogenies show slowdowns in lineage accumulation, suggesting that speciation rates decline with increasing diversity. A maximum-likelihood (ML) method to detect diversity-dependent (DD) diversification from phylogenetic branching times exists, but it assumes that diversity-dependence is a global phenomenon and therefore ignores that the underlying species interactions are mostly local, and not all species in the phylogeny co-occur locally. Here, we explore whether this ML method based on the nonspatial diversity-dependence model can detect local diversity-dependence, by applying it to phylogenies, simulated with a spatial stochastic model of local DD speciation, extinction, and dispersal between two local communities. We find that type I errors (falsely detecting diversity-dependence) are low, and the power to detect diversity-dependence is high when dispersal rates are not too low. Interestingly, when dispersal is high the power to detect diversity-dependence is even higher than in the nonspatial model. Moreover, estimates of intrinsic speciation rate, extinction rate, and ecological limit strongly depend on dispersal rate. We conclude that the nonspatial DD approach can be used to detect diversity-dependence in clades of species that live in not too disconnected areas, but parameter estimates must be interpreted cautiously. © 2018 The Author(s). Evolution published by Wiley Periodicals, Inc. on behalf of The Society for the Study of Evolution.

Characterization of Chronic Aortic and Mitral Regurgitation Undergoing Valve Surgery Using Cardiovascular Magnetic Resonance.

PubMed

Polte, Christian L; Gao, Sinsia A; Johnsson, Åse A; Lagerstrand, Kerstin M; Bech-Hanssen, Odd

2017-06-15

Grading of chronic aortic regurgitation (AR) and mitral regurgitation (MR) by cardiovascular magnetic resonance (CMR) is currently based on thresholds, which are neither modality nor quantification method specific. Accordingly, this study sought to identify CMR-specific and quantification method-specific thresholds for regurgitant volumes (RVols), RVol indexes, and regurgitant fractions (RFs), which denote severe chronic AR or MR with an indication for surgery. The study comprised patients with moderate and severe chronic AR (n = 38) and MR (n = 40). Echocardiography and CMR was performed at baseline and in all operated AR/MR patients (n = 23/25) 10 ± 1 months after surgery. CMR quantification of AR: direct (aortic flow) and indirect method (left ventricular stroke volume [LVSV] - pulmonary stroke volume [PuSV]); MR: 2 indirect methods (LVSV - aortic forward flow [AoFF]; mitral inflow [MiIF] - AoFF). All operated patients had severe regurgitation and benefited from surgery, indicated by a significant postsurgical reduction in end-diastolic volume index and improvement or relief of symptoms. The discriminatory ability between moderate and severe AR was strong for RVol >40 ml, RVol index >20 ml/m 2 , and RF >30% (direct method) and RVol >62 ml, RVol index >31 ml/m 2 , and RF >36% (LVSV-PuSV) with a negative likelihood ratio ≤ 0.2. In MR, the discriminatory ability was very strong for RVol >64 ml, RVol index >32 ml/m 2 , and RF >41% (LVSV-AoFF) and RVol >40 ml, RVol index >20 ml/m 2 , and RF >30% (MiIF-AoFF) with a negative likelihood ratio < 0.1. In conclusion, CMR grading of chronic AR and MR should be based on modality-specific and quantification method-specific thresholds, as they differ largely from recognized guideline criteria, to assure appropriate clinical decision-making and timing of surgery. Copyright © 2017 Elsevier Inc. All rights reserved.

Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity.

PubMed

Kuersteiner, Guido M; Prucha, Ingmar R

2013-06-01

The paper derives a general Central Limit Theorem (CLT) and asymptotic distributions for sample moments related to panel data models with large n . The results allow for the data to be cross sectionally dependent, while at the same time allowing the regressors to be only sequentially rather than strictly exogenous. The setup is sufficiently general to accommodate situations where cross sectional dependence stems from spatial interactions and/or from the presence of common factors. The latter leads to the need for random norming. The limit theorem for sample moments is derived by showing that the moment conditions can be recast such that a martingale difference array central limit theorem can be applied. We prove such a central limit theorem by first extending results for stable convergence in Hall and Hedye (1980) to non-nested martingale arrays relevant for our applications. We illustrate our result by establishing a generalized estimation theory for GMM estimators of a fixed effect panel model without imposing i.i.d. or strict exogeneity conditions. We also discuss a class of Maximum Likelihood (ML) estimators that can be analyzed using our CLT.

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...

Species richness in soil bacterial communities: a proposed approach to overcome sample size bias.

PubMed

Youssef, Noha H; Elshahed, Mostafa S

2008-09-01

Estimates of species richness based on 16S rRNA gene clone libraries are increasingly utilized to gauge the level of bacterial diversity within various ecosystems. However, previous studies have indicated that regardless of the utilized approach, species richness estimates obtained are dependent on the size of the analyzed clone libraries. We here propose an approach to overcome sample size bias in species richness estimates in complex microbial communities. Parametric (Maximum likelihood-based and rarefaction curve-based) and non-parametric approaches were used to estimate species richness in a library of 13,001 near full-length 16S rRNA clones derived from soil, as well as in multiple subsets of the original library. Species richness estimates obtained increased with the increase in library size. To obtain a sample size-unbiased estimate of species richness, we calculated the theoretical clone library sizes required to encounter the estimated species richness at various clone library sizes, used curve fitting to determine the theoretical clone library size required to encounter the "true" species richness, and subsequently determined the corresponding sample size-unbiased species richness value. Using this approach, sample size-unbiased estimates of 17,230, 15,571, and 33,912 were obtained for the ML-based, rarefaction curve-based, and ACE-1 estimators, respectively, compared to bias-uncorrected values of 15,009, 11,913, and 20,909.

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.…

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

NASA Astrophysics Data System (ADS)

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

2017-01-01

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

Origin of the Eumetazoa: testing ecological predictions of molecular clocks against the Proterozoic fossil record

NASA Technical Reports Server (NTRS)

Peterson, Kevin J.; Butterfield, Nicholas J.

2005-01-01

Molecular clocks have the potential to shed light on the timing of early metazoan divergences, but differing algorithms and calibration points yield conspicuously discordant results. We argue here that competing molecular clock hypotheses should be testable in the fossil record, on the principle that fundamentally new grades of animal organization will have ecosystem-wide impacts. Using a set of seven nuclear-encoded protein sequences, we demonstrate the paraphyly of Porifera and calculate sponge/eumetazoan and cnidarian/bilaterian divergence times by using both distance [minimum evolution (ME)] and maximum likelihood (ML) molecular clocks; ME brackets the appearance of Eumetazoa between 634 and 604 Ma, whereas ML suggests it was between 867 and 748 Ma. Significantly, the ME, but not the ML, estimate is coincident with a major regime change in the Proterozoic acritarch record, including: (i) disappearance of low-diversity, evolutionarily static, pre-Ediacaran acanthomorphs; (ii) radiation of the high-diversity, short-lived Doushantuo-Pertatataka microbiota; and (iii) an order-of-magnitude increase in evolutionary turnover rate. We interpret this turnover as a consequence of the novel ecological challenges accompanying the evolution of the eumetazoan nervous system and gut. Thus, the more readily preserved microfossil record provides positive evidence for the absence of pre-Ediacaran eumetazoans and strongly supports the veracity, and therefore more general application, of the ME molecular clock.

Adjusted adaptive Lasso for covariate model-building in nonlinear mixed-effect pharmacokinetic models.

PubMed

Haem, Elham; Harling, Kajsa; Ayatollahi, Seyyed Mohammad Taghi; Zare, Najaf; Karlsson, Mats O

2017-02-01

One important aim in population pharmacokinetics (PK) and pharmacodynamics is identification and quantification of the relationships between the parameters and covariates. Lasso has been suggested as a technique for simultaneous estimation and covariate selection. In linear regression, it has been shown that Lasso possesses no oracle properties, which means it asymptotically performs as though the true underlying model was given in advance. Adaptive Lasso (ALasso) with appropriate initial weights is claimed to possess oracle properties; however, it can lead to poor predictive performance when there is multicollinearity between covariates. This simulation study implemented a new version of ALasso, called adjusted ALasso (AALasso), to take into account the ratio of the standard error of the maximum likelihood (ML) estimator to the ML coefficient as the initial weight in ALasso to deal with multicollinearity in non-linear mixed-effect models. The performance of AALasso was compared with that of ALasso and Lasso. PK data was simulated in four set-ups from a one-compartment bolus input model. Covariates were created by sampling from a multivariate standard normal distribution with no, low (0.2), moderate (0.5) or high (0.7) correlation. The true covariates influenced only clearance at different magnitudes. AALasso, ALasso and Lasso were compared in terms of mean absolute prediction error and error of the estimated covariate coefficient. The results show that AALasso performed better in small data sets, even in those in which a high correlation existed between covariates. This makes AALasso a promising method for covariate selection in nonlinear mixed-effect models.

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.

Joint carrier phase and frequency-offset estimation with parallel implementation for dual-polarization coherent receiver.

PubMed

Lu, Jianing; Li, Xiang; Fu, Songnian; Luo, Ming; Xiang, Meng; Zhou, Huibin; Tang, Ming; Liu, Deming

2017-03-06

We present dual-polarization complex-weighted, decision-aided, maximum-likelihood algorithm with superscalar parallelization (SSP-DP-CW-DA-ML) for joint carrier phase and frequency-offset estimation (FOE) in coherent optical receivers. By pre-compensation of the phase offset between signals in dual polarizations, the performance can be substantially improved. Meanwhile, with the help of modified SSP-based parallel implementation, the acquisition time of FO and the required number of training symbols are reduced by transferring the complex weights of the filters between adjacent buffers, where differential coding/decoding is not required. Simulation results show that the laser linewidth tolerance of our proposed algorithm is comparable to traditional blind phase search (BPS), while a complete FOE range of ± symbol rate/2 can be achieved. Finally, performance of our proposed algorithm is experimentally verified under the scenario of back-to-back (B2B) transmission using 10 Gbaud DP-16/32-QAM formats.

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.

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.

An improved image non-blind image deblurring method based on FoEs

NASA Astrophysics Data System (ADS)

Zhu, Qidan; Sun, Lei

2013-03-01

Traditional non-blind image deblurring algorithms always use maximum a posterior(MAP). MAP estimates involving natural image priors can reduce the ripples effectively in contrast to maximum likelihood(ML). However, they have been found lacking in terms of restoration performance. Based on this issue, we utilize MAP with KL penalty to replace traditional MAP. We develop an image reconstruction algorithm that minimizes the KL divergence between the reference distribution and the prior distribution. The approximate KL penalty can restrain over-smooth caused by MAP. We use three groups of images and Harris corner detection to prove our method. The experimental results show that our algorithm of non-blind image restoration can effectively reduce the ringing effect and exhibit the state-of-the-art deblurring results.

Anatomically-Aided PET Reconstruction Using the Kernel Method

PubMed Central

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

2016-01-01

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

Anatomically-aided PET reconstruction using the kernel method.

PubMed

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

2016-09-21

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

Anatomically-aided PET reconstruction using the kernel method

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

Reconstructing the evolutionary history of the Lorisidae using morphological, molecular, and geological data.

PubMed

Masters, J C; Anthony, N M; de Wit, M J; Mitchell, A

2005-08-01

Major aspects of lorisid phylogeny and systematics remain unresolved, despite several studies (involving morphology, histology, karyology, immunology, and DNA sequencing) aimed at elucidating them. Our study is the first to investigate the evolution of this enigmatic group using molecular and morphological data for all four well-established genera: Arctocebus, Loris, Nycticebus, and Perodicticus. Data sets consisting of 386 bp of 12S rRNA, 535 bp of 16S rRNA, and 36 craniodental characters were analyzed separately and in combination, using maximum parsimony and maximum likelihood. Outgroups, consisting of two galagid taxa (Otolemur and Galagoides) and a lemuroid (Microcebus), were also varied. The morphological data set yielded a paraphyletic lorisid clade with the robust Nycticebus and Perodicticus grouped as sister taxa, and the galagids allied with Arctocebus. All molecular analyses maximum parsimony (MP) or maximum likelihood (ML) which included Microcebus as an outgroup rendered a paraphyletic lorisid clade, with one exception: the 12S + 16S data set analyzed with ML. The position of the galagids in these paraphyletic topologies was inconsistent, however, and bootstrap values were low. Exclusion of Microcebus generated a monophyletic Lorisidae with Asian and African subclades; bootstrap values for all three clades in the total evidence tree were over 90%. We estimated mean genetic distances for lemuroids vs. lorisoids, lorisids vs. galagids, and Asian vs. African lorisids as a guide to relative divergence times. We present information regarding a temporary land bridge that linked the two now widely separated regions inhabited by lorisids that may explain their distribution. Finally, we make taxonomic recommendations based on our results. (c) 2005 Wiley-Liss, Inc.

A machine learning approach using EEG data to predict response to SSRI treatment for major depressive disorder.

PubMed

Khodayari-Rostamabad, Ahmad; Reilly, James P; Hasey, Gary M; de Bruin, Hubert; Maccrimmon, Duncan J

2013-10-01

The problem of identifying, in advance, the most effective treatment agent for various psychiatric conditions remains an elusive goal. To address this challenge, we investigate the performance of the proposed machine learning (ML) methodology (based on the pre-treatment electroencephalogram (EEG)) for prediction of response to treatment with a selective serotonin reuptake inhibitor (SSRI) medication in subjects suffering from major depressive disorder (MDD). A relatively small number of most discriminating features are selected from a large group of candidate features extracted from the subject's pre-treatment EEG, using a machine learning procedure for feature selection. The selected features are fed into a classifier, which was realized as a mixture of factor analysis (MFA) model, whose output is the predicted response in the form of a likelihood value. This likelihood indicates the extent to which the subject belongs to the responder vs. non-responder classes. The overall method was evaluated using a "leave-n-out" randomized permutation cross-validation procedure. A list of discriminating EEG biomarkers (features) was found. The specificity of the proposed method is 80.9% while sensitivity is 94.9%, for an overall prediction accuracy of 87.9%. There is a 98.76% confidence that the estimated prediction rate is within the interval [75%, 100%]. These results indicate that the proposed ML method holds considerable promise in predicting the efficacy of SSRI antidepressant therapy for MDD, based on a simple and cost-effective pre-treatment EEG. The proposed approach offers the potential to improve the treatment of major depression and to reduce health care costs. Copyright © 2013 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Phylogeny of the cycads based on multiple single-copy nuclear genes: congruence of concatenated parsimony, likelihood and species tree inference methods.

PubMed

Salas-Leiva, Dayana E; Meerow, Alan W; Calonje, Michael; Griffith, M Patrick; Francisco-Ortega, Javier; Nakamura, Kyoko; Stevenson, Dennis W; Lewis, Carl E; Namoff, Sandra

2013-11-01

Despite a recent new classification, a stable phylogeny for the cycads has been elusive, particularly regarding resolution of Bowenia, Stangeria and Dioon. In this study, five single-copy nuclear genes (SCNGs) are applied to the phylogeny of the order Cycadales. The specific aim is to evaluate several gene tree-species tree reconciliation approaches for developing an accurate phylogeny of the order, to contrast them with concatenated parsimony analysis and to resolve the erstwhile problematic phylogenetic position of these three genera. DNA sequences of five SCNGs were obtained for 20 cycad species representing all ten genera of Cycadales. These were analysed with parsimony, maximum likelihood (ML) and three Bayesian methods of gene tree-species tree reconciliation, using Cycas as the outgroup. A calibrated date estimation was developed with Bayesian methods, and biogeographic analysis was also conducted. Concatenated parsimony, ML and three species tree inference methods resolve exactly the same tree topology with high support at most nodes. Dioon and Bowenia are the first and second branches of Cycadales after Cycas, respectively, followed by an encephalartoid clade (Macrozamia-Lepidozamia-Encephalartos), which is sister to a zamioid clade, of which Ceratozamia is the first branch, and in which Stangeria is sister to Microcycas and Zamia. A single, well-supported phylogenetic hypothesis of the generic relationships of the Cycadales is presented. However, massive extinction events inferred from the fossil record that eliminated broader ancestral distributions within Zamiaceae compromise accurate optimization of ancestral biogeographical areas for that hypothesis. While major lineages of Cycadales are ancient, crown ages of all modern genera are no older than 12 million years, supporting a recent hypothesis of mostly Miocene radiations. This phylogeny can contribute to an accurate infrafamilial classification of Zamiaceae.

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

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…

A comparison of correlation-length estimation methods for the objective analysis of surface pollutants at Environment and Climate Change Canada.

PubMed

Ménard, Richard; Deshaies-Jacques, Martin; Gasset, Nicolas

2016-09-01

An objective analysis is one of the main components of data assimilation. By combining observations with the output of a predictive model we combine the best features of each source of information: the complete spatial and temporal coverage provided by models, with a close representation of the truth provided by observations. The process of combining observations with a model output is called an analysis. To produce an analysis requires the knowledge of observation and model errors, as well as its spatial correlation. This paper is devoted to the development of methods of estimation of these error variances and the characteristic length-scale of the model error correlation for its operational use in the Canadian objective analysis system. We first argue in favor of using compact support correlation functions, and then introduce three estimation methods: the Hollingsworth-Lönnberg (HL) method in local and global form, the maximum likelihood method (ML), and the [Formula: see text] diagnostic method. We perform one-dimensional (1D) simulation studies where the error variance and true correlation length are known, and perform an estimation of both error variances and correlation length where both are non-uniform. We show that a local version of the HL method can capture accurately the error variances and correlation length at each observation site, provided that spatial variability is not too strong. However, the operational objective analysis requires only a single and globally valid correlation length. We examine whether any statistics of the local HL correlation lengths could be a useful estimate, or whether other global estimation methods such as by the global HL, ML, or [Formula: see text] should be used. We found in both 1D simulation and using real data that the ML method is able to capture physically significant aspects of the correlation length, while most other estimates give unphysical and larger length-scale values. This paper describes a proposed improvement of the objective analysis of surface pollutants at Environment and Climate Change Canada (formerly known as Environment Canada). Objective analyses are essentially surface maps of air pollutants that are obtained by combining observations with an air quality model output, and are thought to provide a complete and more accurate representation of the air quality. The highlight of this study is an analysis of methods to estimate the model (or background) error correlation length-scale. The error statistics are an important and critical component to the analysis scheme.

Soluble CD30 in patients with antibody-mediated rejection of the kidney allograft.

PubMed

Slavcev, Antonij; Honsova, Eva; Lodererova, Alena; Pavlova, Yelena; Sajdlova, Helena; Vitko, Stefan; Skibova, Jelena; Striz, Ilja; Viklicky, Ondrej

2007-07-01

The aim of our retrospective study was to evaluate the clinical significance of measurement of the soluble CD30 (sCD30) molecule for the prediction of antibody-mediated (humoral) rejection (HR). Sixty-two kidney transplant recipients (thirty-one C4d-positive and thirty-one C4d-negative patients) were included into the study. Soluble CD30 levels were evaluated before transplantation and during periods of graft function deterioration. The median concentrations of the sCD30 molecule were identical in C4d-positive and C4d-negative patients before and after transplantation (65.5 vs. 65.0 and 28.2 vs. 36.0 U/ml, respectively). C4d+ patients who developed DSA de novo had a tendency to have higher sCD30 levels before transplantation (80.7+/-53.6 U/ml, n=8) compared with C4d-negative patients (65.0+/-33.4 U/ml, n=15). Soluble CD30 levels were evaluated as positive and negative (>or=100 U/ml and <100 U/ml respectively) and the sensitivity, specificity and accuracy of sCD30 estimation with regard to finding C4d deposits in peritubular capillaries were determined. The sensitivity of sCD30+ testing was generally below 40%, while the specificity of the test, i.e. the likelihood that if sCD30 testing is negative, C4d deposits would be absent, was 82%. C4d+ patients who developed DSA de novo were evaluated separately; the specificity of sCD30 testing for the incidence of HR in this cohort was 86%. We could not confirm in our study that high sCD30 levels (>or=100 U/ml) might be predictive for the incidence of HR. Negative sCD30 values might be however helpful for identifying patients with a low risk for development of DSA and antibody-mediated rejection.

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.

Frequency-Modulated, Continuous-Wave Laser Ranging Using Photon-Counting Detectors

NASA Technical Reports Server (NTRS)

Erkmen, Baris I.; Barber, Zeb W.; Dahl, Jason

2014-01-01

Optical ranging is a problem of estimating the round-trip flight time of a phase- or amplitude-modulated optical beam that reflects off of a target. Frequency- modulated, continuous-wave (FMCW) ranging systems obtain this estimate by performing an interferometric measurement between a local frequency- modulated laser beam and a delayed copy returning from the target. The range estimate is formed by mixing the target-return field with the local reference field on a beamsplitter and detecting the resultant beat modulation. In conventional FMCW ranging, the source modulation is linear in instantaneous frequency, the reference-arm field has many more photons than the target-return field, and the time-of-flight estimate is generated by balanced difference- detection of the beamsplitter output, followed by a frequency-domain peak search. This work focused on determining the maximum-likelihood (ML) estimation algorithm when continuous-time photoncounting detectors are used. It is founded on a rigorous statistical characterization of the (random) photoelectron emission times as a function of the incident optical field, including the deleterious effects caused by dark current and dead time. These statistics enable derivation of the Cramér-Rao lower bound (CRB) on the accuracy of FMCW ranging, and derivation of the ML estimator, whose performance approaches this bound at high photon flux. The estimation algorithm was developed, and its optimality properties were shown in simulation. Experimental data show that it performs better than the conventional estimation algorithms used. The demonstrated improvement is a factor of 1.414 over frequency-domainbased estimation. If the target interrogating photons and the local reference field photons are costed equally, the optimal allocation of photons between these two arms is to have them equally distributed. This is different than the state of the art, in which the local field is stronger than the target return. The optimal processing of the photocurrent processes at the outputs of the two detectors is to perform log-matched filtering followed by a summation and peak detection. This implies that neither difference detection, nor Fourier-domain peak detection, which are the staples of the state-of-the-art systems, is optimal when a weak local oscillator is employed.

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…

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

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.

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

A unified framework for group independent component analysis for multi-subject fMRI data

PubMed Central

Guo, Ying; Pagnoni, Giuseppe

2008-01-01

Independent component analysis (ICA) is becoming increasingly popular for analyzing functional magnetic resonance imaging (fMRI) data. While ICA has been successfully applied to single-subject analysis, the extension of ICA to group inferences is not straightforward and remains an active topic of research. Current group ICA models, such as the GIFT (Calhoun et al., 2001) and tensor PICA (Beckmann and Smith, 2005), make different assumptions about the underlying structure of the group spatio-temporal processes and are thus estimated using algorithms tailored for the assumed structure, potentially leading to diverging results. To our knowledge, there are currently no methods for assessing the validity of different model structures in real fMRI data and selecting the most appropriate one among various choices. In this paper, we propose a unified framework for estimating and comparing group ICA models with varying spatio-temporal structures. We consider a class of group ICA models that can accommodate different group structures and include existing models, such as the GIFT and tensor PICA, as special cases. We propose a maximum likelihood (ML) approach with a modified Expectation-Maximization (EM) algorithm for the estimation of the proposed class of models. Likelihood ratio tests (LRT) are presented to compare between different group ICA models. The LRT can be used to perform model comparison and selection, to assess the goodness-of-fit of a model in a particular data set, and to test group differences in the fMRI signal time courses between subject subgroups. Simulation studies are conducted to evaluate the performance of the proposed method under varying structures of group spatio-temporal processes. We illustrate our group ICA method using data from an fMRI study that investigates changes in neural processing associated with the regular practice of Zen meditation. PMID:18650105

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

GET_PHYLOMARKERS, a Software Package to Select Optimal Orthologous Clusters for Phylogenomics and Inferring Pan-Genome Phylogenies, Used for a Critical Geno-Taxonomic Revision of the Genus Stenotrophomonas.

PubMed

Vinuesa, Pablo; Ochoa-Sánchez, Luz E; Contreras-Moreira, Bruno

2018-01-01

The massive accumulation of genome-sequences in public databases promoted the proliferation of genome-level phylogenetic analyses in many areas of biological research. However, due to diverse evolutionary and genetic processes, many loci have undesirable properties for phylogenetic reconstruction. These, if undetected, can result in erroneous or biased estimates, particularly when estimating species trees from concatenated datasets. To deal with these problems, we developed GET_PHYLOMARKERS, a pipeline designed to identify high-quality markers to estimate robust genome phylogenies from the orthologous clusters, or the pan-genome matrix (PGM), computed by GET_HOMOLOGUES. In the first context, a set of sequential filters are applied to exclude recombinant alignments and those producing anomalous or poorly resolved trees. Multiple sequence alignments and maximum likelihood (ML) phylogenies are computed in parallel on multi-core computers. A ML species tree is estimated from the concatenated set of top-ranking alignments at the DNA or protein levels, using either FastTree or IQ-TREE (IQT). The latter is used by default due to its superior performance revealed in an extensive benchmark analysis. In addition, parsimony and ML phylogenies can be estimated from the PGM. We demonstrate the practical utility of the software by analyzing 170 Stenotrophomonas genome sequences available in RefSeq and 10 new complete genomes of Mexican environmental S. maltophilia complex (Smc) isolates reported herein. A combination of core-genome and PGM analyses was used to revise the molecular systematics of the genus. An unsupervised learning approach that uses a goodness of clustering statistic identified 20 groups within the Smc at a core-genome average nucleotide identity (cgANIb) of 95.9% that are perfectly consistent with strongly supported clades on the core- and pan-genome trees. In addition, we identified 16 misclassified RefSeq genome sequences, 14 of them labeled as S. maltophilia , demonstrating the broad utility of the software for phylogenomics and geno-taxonomic studies. The code, a detailed manual and tutorials are freely available for Linux/UNIX servers under the GNU GPLv3 license at https://github.com/vinuesa/get_phylomarkers. A docker image bundling GET_PHYLOMARKERS with GET_HOMOLOGUES is available at https://hub.docker.com/r/csicunam/get_homologues/, which can be easily run on any platform.

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.

Profile-likelihood Confidence Intervals in Item Response Theory Models.

PubMed

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

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.

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.

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.

Comparison of data analysis strategies for intent-to-treat analysis in pre-test-post-test designs with substantial dropout rates.

PubMed

Salim, Agus; Mackinnon, Andrew; Christensen, Helen; Griffiths, Kathleen

2008-09-30

The pre-test-post-test design (PPD) is predominant in trials of psychotherapeutic treatments. Missing data due to withdrawals present an even bigger challenge in assessing treatment effectiveness under the PPD than under designs with more observations since dropout implies an absence of information about response to treatment. When confronted with missing data, often it is reasonable to assume that the mechanism underlying missingness is related to observed but not to unobserved outcomes (missing at random, MAR). Previous simulation and theoretical studies have shown that, under MAR, modern techniques such as maximum-likelihood (ML) based methods and multiple imputation (MI) can be used to produce unbiased estimates of treatment effects. In practice, however, ad hoc methods such as last observation carried forward (LOCF) imputation and complete-case (CC) analysis continue to be used. In order to better understand the behaviour of these methods in the PPD, we compare the performance of traditional approaches (LOCF, CC) and theoretically sound techniques (MI, ML), under various MAR mechanisms. We show that the LOCF method is seriously biased and conclude that its use should be abandoned. Complete-case analysis produces unbiased estimates only when the dropout mechanism does not depend on pre-test values even when dropout is related to fixed covariates including treatment group (covariate-dependent: CD). However, CC analysis is generally biased under MAR. The magnitude of the bias is largest when the correlation of post- and pre-test is relatively low.

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

ERIC Educational Resources Information Center

Jones, Douglas H.

The progress of modern mental test theory depends very much on the techniques of maximum likelihood estimation, and many popular applications make use of likelihoods induced by logistic item response models. While, in reality, item responses are nonreplicate within a single examinee and the logistic models are only ideal, practitioners make…

Towards a brief definition of burnout syndrome by subtypes: Development of the "Burnout Clinical Subtypes Questionnaire" (BCSQ-12)

PubMed Central

2011-01-01

Background Burnout has traditionally been described by means of the dimensions of exhaustion, cynicism and lack of eficacy from the "Maslach Burnout Inventory-General Survey" (MBI-GS). The "Burnout Clinical Subtype Questionnaire" (BCSQ-12), comprising the dimensions of overload, lack of development and neglect, is proposed as a brief means of identifying the different ways this disorder is manifested. The aim of the study is to test the construct and criterial validity of the BCSQ-12. Method A cross-sectional design was used on a multi-occupational sample of randomly selected university employees (n = 826). An exploratory factor analysis (EFA) was performed on half of the sample using the maximum likelihood (ML) method with varimax orthogonal rotation, while confirmatory factor analysis (CFA) was performed on the other half by means of the ML method. ROC curve analysis was preformed in order to assess the discriminatory capacity of BCSQ-12 when compared to MBI-GS. Cut-off points were proposed for the BCSQ-12 that optimized sensitivity and specificity. Multivariate binary logistic regression models were used to estimate effect size as an odds ratio (OR) adjusted for sociodemographic and occupational variables. Contrasts for sex and occupation were made using Mann-Whitney U and Kruskall-Wallis tests on the dimensions of both models. Results EFA offered a solution containing 3 factors with eigenvalues > 1, explaining 73.22% of variance. CFA presented the following indices: χ2 = 112.04 (p < 0.001), χ2/gl = 2.44, GFI = 0.958, AGFI = 0.929, RMSEA = 0.059, SRMR = 0.057, NFI = 0.958, NNFI = 0.963, IFI = 0.975, CFI = 0.974. The area under the ROC curve for 'overload' with respect to the 'exhaustion' was = 0.75 (95% CI = 0.71-0.79); it was = 0.80 (95% CI = 0.76-0.86) for 'lack of development' with respect to 'cynicism' and = 0.74 (95% CI = 0.70-0.78) for 'neglect' with respect to 'inefficacy'. The presence of 'overload' increased the likelihood of suffering from 'exhaustion' (OR = 5.25; 95% IC = 3.62-7.60); 'lack of development' increased the likelihood from 'cynicism' (OR = 6.77; 95% CI = 4.79-9.57); 'neglect' increased the likelihood from 'inefficacy' (OR = 5.21; 95% CI = 3.57-7.60). No differences were found with regard to sex, but there were differences depending on occupation. Conclusions Our results support the validity of the definition of burnout proposed in the BSCQ-12 through the brief differentiation of clinical subtypes. PMID:21933381

Applying six classifiers to airborne hyperspectral imagery for detecting giant reed

USDA-ARS?s Scientific Manuscript database

This study evaluated and compared six different image classifiers, including minimum distance (MD), Mahalanobis distance (MAHD), maximum likelihood (ML), spectral angle mapper (SAM), mixture tuned matched filtering (MTMF) and support vector machine (SVM), for detecting and mapping giant reed (Arundo...

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...

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.

Comparison of vials and prefilled pens of a rapid-acting insulin analog on pharmacy budgets in a long-term care setting.

PubMed

Eby, Elizabeth L; Smolen, Lee J; Pitts, Amber C; Krueger, Linda A; Andrews, Jeffrey Scott

2014-12-01

Estimate budgetary impact for skilled nursing facility converting from individual patient supply (IPS) delivery of rapid-acting insulin analog (RAIA) 10-mL vials or 3-mL prefilled pens to 3-mL vials. A budget-impact model used insulin volume purchased and assumptions of length of stay (LOS), daily RAIA dose, and delivery protocol to estimate the cost impact of using 3-mL vials. Skilled nursing facility. Medicare Part A patients. Simulations conducted using 12-month current and future scenarios. Comparisons of RAIA use for 13- and 28-day LOS. RAIA costs and savings, waste reduction. For patients with 13-day LOS using 20 units/day of IPS insulin, the model estimated a 70% reduction in RAIA costs and units purchased and a 95% waste reduction for the 3-mL vial compared with the 10-mL vial. The estimated costs for prefilled pen use were 58% lower than for use of 10-mL vials. The incremental savings associated with 3-mL vial use instead of prefilled pens was 28%, attributable to differences in per-unit cost of insulin in vials versus prefilled pens. Using a more conservative scenario of 28-day LOS at 20 units/day, the model estimated a 40% reduction in RAIA costs and units purchased, resulting in a 91% reduction in RAIA waste for the 3-mL vial, compared with 10-mL vial. Budget-impact analysis of conversion from RAIA 10-mL vials or 3-mL prefilled pens to 3-mL vials estimated reductions in both insulin costs and waste across multiple scenarios of varying LOS and patient daily doses for skilled nursing facility stays.

Diagnostic accuracy of a novel software technology for detecting pneumothorax in a porcine model.

PubMed

Summers, Shane M; Chin, Eric J; April, Michael D; Grisell, Ronald D; Lospinoso, Joshua A; Kheirabadi, Bijan S; Salinas, Jose; Blackbourne, Lorne H

2017-09-01

Our objective was to measure the diagnostic accuracy of a novel software technology to detect pneumothorax on Brightness (B) mode and Motion (M) mode ultrasonography. Ultrasonography fellowship-trained emergency physicians performed thoracic ultrasonography at baseline and after surgically creating a pneumothorax in eight intubated, spontaneously breathing porcine subjects. Prior to pneumothorax induction, we captured sagittal M-mode still images and B-mode videos of each intercostal space with a linear array transducer at 4cm of depth. After collection of baseline images, we placed a chest tube, injected air into the pleural space in 250mL increments, and repeated the ultrasonography for pneumothorax volumes of 250mL, 500mL, 750mL, and 1000mL. We confirmed pneumothorax with intrapleural digital manometry and ultrasound by expert sonographers. We exported collected images for interpretation by the software. We treated each individual scan as a single test for interpretation by the software. Excluding indeterminate results, we collected 338M-mode images for which the software demonstrated a sensitivity of 98% (95% confidence interval [CI] 92-99%), specificity of 95% (95% CI 86-99), positive likelihood ratio (LR+) of 21.6 (95% CI 7.1-65), and negative likelihood ratio (LR-) of 0.02 (95% CI 0.008-0.046). Among 364 B-mode videos, the software demonstrated a sensitivity of 86% (95% CI 81-90%), specificity of 85% (81-91%), LR+ of 5.7 (95% CI 3.2-10.2), and LR- of 0.17 (95% CI 0.12-0.22). This novel technology has potential as a useful adjunct to diagnose pneumothorax on thoracic ultrasonography. Published by Elsevier Inc.

On the Computation of the RMSEA and CFI from the Mean-And-Variance Corrected Test Statistic with Nonnormal Data in SEM.

PubMed

Savalei, Victoria

2018-01-01

A new type of nonnormality correction to the RMSEA has recently been developed, which has several advantages over existing corrections. In particular, the new correction adjusts the sample estimate of the RMSEA for the inflation due to nonnormality, while leaving its population value unchanged, so that established cutoff criteria can still be used to judge the degree of approximate fit. A confidence interval (CI) for the new robust RMSEA based on the mean-corrected ("Satorra-Bentler") test statistic has also been proposed. Follow up work has provided the same type of nonnormality correction for the CFI (Brosseau-Liard & Savalei, 2014). These developments have recently been implemented in lavaan. This note has three goals: a) to show how to compute the new robust RMSEA and CFI from the mean-and-variance corrected test statistic; b) to offer a new CI for the robust RMSEA based on the mean-and-variance corrected test statistic; and c) to caution that the logic of the new nonnormality corrections to RMSEA and CFI is most appropriate for the maximum likelihood (ML) estimator, and cannot easily be generalized to the most commonly used categorical data estimators.

Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity

PubMed Central

Kuersteiner, Guido M.; Prucha, Ingmar R.

2013-01-01

The paper derives a general Central Limit Theorem (CLT) and asymptotic distributions for sample moments related to panel data models with large n. The results allow for the data to be cross sectionally dependent, while at the same time allowing the regressors to be only sequentially rather than strictly exogenous. The setup is sufficiently general to accommodate situations where cross sectional dependence stems from spatial interactions and/or from the presence of common factors. The latter leads to the need for random norming. The limit theorem for sample moments is derived by showing that the moment conditions can be recast such that a martingale difference array central limit theorem can be applied. We prove such a central limit theorem by first extending results for stable convergence in Hall and Hedye (1980) to non-nested martingale arrays relevant for our applications. We illustrate our result by establishing a generalized estimation theory for GMM estimators of a fixed effect panel model without imposing i.i.d. or strict exogeneity conditions. We also discuss a class of Maximum Likelihood (ML) estimators that can be analyzed using our CLT. PMID:23794781

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…

A Detailed History of Intron-rich Eukaryotic Ancestors Inferred from a Global Survey of 100 Complete Genomes

PubMed Central

Csuros, Miklos; Rogozin, Igor B.; Koonin, Eugene V.

2011-01-01

Protein-coding genes in eukaryotes are interrupted by introns, but intron densities widely differ between eukaryotic lineages. Vertebrates, some invertebrates and green plants have intron-rich genes, with 6–7 introns per kilobase of coding sequence, whereas most of the other eukaryotes have intron-poor genes. We reconstructed the history of intron gain and loss using a probabilistic Markov model (Markov Chain Monte Carlo, MCMC) on 245 orthologous genes from 99 genomes representing the three of the five supergroups of eukaryotes for which multiple genome sequences are available. Intron-rich ancestors are confidently reconstructed for each major group, with 53 to 74% of the human intron density inferred with 95% confidence for the Last Eukaryotic Common Ancestor (LECA). The results of the MCMC reconstruction are compared with the reconstructions obtained using Maximum Likelihood (ML) and Dollo parsimony methods. An excellent agreement between the MCMC and ML inferences is demonstrated whereas Dollo parsimony introduces a noticeable bias in the estimations, typically yielding lower ancestral intron densities than MCMC and ML. Evolution of eukaryotic genes was dominated by intron loss, with substantial gain only at the bases of several major branches including plants and animals. The highest intron density, 120 to 130% of the human value, is inferred for the last common ancestor of animals. The reconstruction shows that the entire line of descent from LECA to mammals was intron-rich, a state conducive to the evolution of alternative splicing. PMID:21935348

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.

A comparison of three approaches to non-stationary flood frequency analysis

NASA Astrophysics Data System (ADS)

Debele, S. E.; Strupczewski, W. G.; Bogdanowicz, E.

2017-08-01

Non-stationary flood frequency analysis (FFA) is applied to statistical analysis of seasonal flow maxima from Polish and Norwegian catchments. Three non-stationary estimation methods, namely, maximum likelihood (ML), two stage (WLS/TS) and GAMLSS (generalized additive model for location, scale and shape parameters), are compared in the context of capturing the effect of non-stationarity on the estimation of time-dependent moments and design quantiles. The use of a multimodel approach is recommended, to reduce the errors due to the model misspecification in the magnitude of quantiles. The results of calculations based on observed seasonal daily flow maxima and computer simulation experiments showed that GAMLSS gave the best results with respect to the relative bias and root mean square error in the estimates of trend in the standard deviation and the constant shape parameter, while WLS/TS provided better accuracy in the estimates of trend in the mean value. Within three compared methods the WLS/TS method is recommended to deal with non-stationarity in short time series. Some practical aspects of the GAMLSS package application are also presented. The detailed discussion of general issues related to consequences of climate change in the FFA is presented in the second part of the article entitled "Around and about an application of the GAMLSS package in non-stationary flood frequency analysis".

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

USDA-ARS?s Scientific Manuscript database

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

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)

A novel method for blood volume estimation using trivalent chromium in rabbit models.

PubMed

Baby, Prathap Moothamadathil; Kumar, Pramod; Kumar, Rajesh; Jacob, Sanu S; Rawat, Dinesh; Binu, V S; Karun, Kalesh M

2014-05-01

Blood volume measurement though important in management of critically ill-patients is not routinely estimated in clinical practice owing to labour intensive, intricate and time consuming nature of existing methods. The aim was to compare blood volume estimations using trivalent chromium [(51)Cr(III)] and standard Evans blue dye (EBD) method in New Zealand white rabbit models and establish correction-factor (CF). Blood volume estimation in 33 rabbits was carried out using EBD method and concentration determined using spectrophotometric assay followed by blood volume estimation using direct injection of (51)Cr(III). Twenty out of 33 rabbits were used to find CF by dividing blood volume estimation using EBD with blood volume estimation using (51)Cr(III). CF is validated in 13 rabbits by multiplying it with blood volume estimation values obtained using (51)Cr(III). The mean circulating blood volume of 33 rabbits using EBD was 142.02 ± 22.77 ml or 65.76 ± 9.31 ml/kg and using (51)Cr(III) was estimated to be 195.66 ± 47.30 ml or 89.81 ± 17.88 ml/kg. The CF was found to be 0.77. The mean blood volume of 13 rabbits measured using EBD was 139.54 ± 27.19 ml or 66.33 ± 8.26 ml/kg and using (51)Cr(III) with CF was 152.73 ± 46.25 ml or 71.87 ± 13.81 ml/kg (P = 0.11). The estimation of blood volume using (51)Cr(III) was comparable to standard EBD method using CF. With further research in this direction, we envisage human blood volume estimation using (51)Cr(III) to find its application in acute clinical settings.

Nonlinear finite element model updating for damage identification of civil structures using batch Bayesian estimation

NASA Astrophysics Data System (ADS)

Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.; de Callafon, Raymond A.

2017-02-01

This paper presents a framework for structural health monitoring (SHM) and damage identification of civil structures. This framework integrates advanced mechanics-based nonlinear finite element (FE) modeling and analysis techniques with a batch Bayesian estimation approach to estimate time-invariant model parameters used in the FE model of the structure of interest. The framework uses input excitation and dynamic response of the structure and updates a nonlinear FE model of the structure to minimize the discrepancies between predicted and measured response time histories. The updated FE model can then be interrogated to detect, localize, classify, and quantify the state of damage and predict the remaining useful life of the structure. As opposed to recursive estimation methods, in the batch Bayesian estimation approach, the entire time history of the input excitation and output response of the structure are used as a batch of data to estimate the FE model parameters through a number of iterations. In the case of non-informative prior, the batch Bayesian method leads to an extended maximum likelihood (ML) estimation method to estimate jointly time-invariant model parameters and the measurement noise amplitude. The extended ML estimation problem is solved efficiently using a gradient-based interior-point optimization algorithm. Gradient-based optimization algorithms require the FE response sensitivities with respect to the model parameters to be identified. The FE response sensitivities are computed accurately and efficiently using the direct differentiation method (DDM). The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem by computing the exact Fisher Information matrix using the FE response sensitivities with respect to the model parameters. The accuracy of the proposed uncertainty quantification approach is verified using a sampling approach based on the unscented transformation. Two validation studies, based on realistic structural FE models of a bridge pier and a moment resisting steel frame, are performed to validate the performance and accuracy of the presented nonlinear FE model updating approach and demonstrate its application to SHM. These validation studies show the excellent performance of the proposed framework for SHM and damage identification even in the presence of high measurement noise and/or way-out initial estimates of the model parameters. Furthermore, the detrimental effects of the input measurement noise on the performance of the proposed framework are illustrated and quantified through one of the validation studies.

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.

Aftershock occurrence rate decay for individual sequences and catalogs

NASA Astrophysics Data System (ADS)

Nyffenegger, Paul A.

One of the earliest observations of the Earth's seismicity is that the rate of aftershock occurrence decays with time according to a power law commonly known as modified Omori-law (MOL) decay. However, the physical reasons for aftershock occurrence and the empirical decay in rate remain unclear despite numerous models that yield similar rate decay behavior. Key problems in relating the observed empirical relationship to the physical conditions of the mainshock and fault are the lack of studies including small magnitude mainshocks and the lack of uniformity between studies. We use simulated aftershock sequences to investigate the factors which influence the maximum likelihood (ML) estimate of the Omori-law p value, the parameter describing aftershock occurrence rate decay, for both individual aftershock sequences and "stacked" or superposed sequences. Generally the ML estimate of p is accurate, but since the ML estimated uncertainty is unaffected by whether the sequence resembles an MOL model, a goodness-of-fit test such as the Anderson-Darling statistic is necessary. While stacking aftershock sequences permits the study of entire catalogs and sequences with small aftershock populations, stacking introduces artifacts. The p value for stacked sequences is approximately equal to the mean of the individual sequence p values. We apply single-link cluster analysis to identify all aftershock sequences from eleven regional seismicity catalogs. We observe two new mathematically predictable empirical relationships for the distribution of aftershock sequence populations. The average properties of aftershock sequences are not correlated with tectonic environment, but aftershock populations and p values do show a depth dependence. The p values show great variability with time, and large values or changes in p sometimes precedes major earthquakes. Studies of teleseismic earthquake catalogs over the last twenty years have led seismologists to question seismicity models and aftershock sequence decay for deep sequences. For seven exceptional deep sequences, we conclude that MOL decay adequately describes these sequences, and little difference exists compared to shallow sequences. However, they do include larger aftershock populations compared to most deep sequences. These results imply that p values for deep sequences are larger than those for intermediate depth sequences.

A 3D Voronoi+Gapper Galaxy Cluster Finder in Redshift Space to z ∼ 0.2 I: an Algorithm Optimized for the 2dFGRS

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

Pereira, Sebastián; Campusano, Luis E.; Hitschfeld-Kahler, Nancy

This paper is the first in a series, presenting a new galaxy cluster finder based on a three-dimensional Voronoi Tesselation plus a maximum likelihood estimator, followed by gapping-filtering in radial velocity(VoML+G). The scientific aim of the series is a reassessment of the diversity of optical clusters in the local universe. A mock galaxy database mimicking the southern strip of the magnitude(blue)-limited 2dF Galaxy Redshift Survey (2dFGRS), for the redshift range 0.009 < z < 0.22, is built on the basis of the Millennium Simulation of the LCDM cosmology and a reference catalog of “Millennium clusters,” spannning across the 1.0 ×more » 10{sup 12}–1.0 × 10{sup 15} M {sub ⊙} h {sup −1} dark matter (DM) halo mass range, is recorded. The validation of VoML+G is performed through its application to the mock data and the ensuing determination of the completeness and purity of the cluster detections by comparison with the reference catalog. The execution of VoML+G over the 2dFGRS mock data identified 1614 clusters, 22% with N {sub g} ≥ 10, 64 percent with 10 > N {sub g} ≥ 5, and 14% with N {sub g} < 5. The ensemble of VoML+G clusters has a ∼59% completeness and a ∼66% purity, whereas the subsample with N {sub g} ≥ 10, to z ∼ 0.14, has greatly improved mean rates of ∼75% and ∼90%, respectively. The VoML+G cluster velocity dispersions are found to be compatible with those corresponding to “Millennium clusters” over the 300–1000 km s{sup −1} interval, i.e., for cluster halo masses in excess of ∼3.0 × 10{sup 13} M {sub ⊙} h {sup −1}.« less

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

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi; Balasiddamuni, P.

2017-11-01

This paper uses matrix calculus techniques to obtain Nonlinear Least Squares Estimator (NLSE), Maximum Likelihood Estimator (MLE) and Linear Pseudo model for nonlinear regression model. David Pollard and Peter Radchenko [1] explained analytic techniques to compute the NLSE. However the present research paper introduces an innovative method to compute the NLSE using principles in multivariate calculus. This study is concerned with very new optimization techniques used to compute MLE and NLSE. Anh [2] derived NLSE and MLE of a heteroscedatistic regression model. Lemcoff [3] discussed a procedure to get linear pseudo model for nonlinear regression model. In this research article a new technique is developed to get the linear pseudo model for nonlinear regression model using multivariate calculus. The linear pseudo model of Edmond Malinvaud [4] has been explained in a very different way in this paper. David Pollard et.al used empirical process techniques to study the asymptotic of the LSE (Least-squares estimation) for the fitting of nonlinear regression function in 2006. In Jae Myung [13] provided a go conceptual for Maximum likelihood estimation in his work “Tutorial on maximum likelihood estimation

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.

Simultaneous measurement of lipid and aqueous layers of tear film using optical coherence tomography and statistical decision theory

NASA Astrophysics Data System (ADS)

Huang, Jinxin; Clarkson, Eric; Kupinski, Matthew; Rolland, Jannick P.

2014-03-01

The prevalence of Dry Eye Disease (DED) in the USA is approximately 40 million in aging adults with about $3.8 billion economic burden. However, a comprehensive understanding of tear film dynamics, which is the prerequisite to advance the management of DED, is yet to be realized. To extend our understanding of tear film dynamics, we investigate the simultaneous estimation of the lipid and aqueous layers thicknesses with the combination of optical coherence tomography (OCT) and statistical decision theory. In specific, we develop a mathematical model for Fourier-domain OCT where we take into account the different statistical processes associated with the imaging chain. We formulate the first-order and second-order statistical quantities of the output of the OCT system, which can generate some simulated OCT spectra. A tear film model, which includes a lipid and aqueous layer on top of a rough corneal surface, is the object being imaged. Then we further implement a Maximum-likelihood (ML) estimator to interpret the simulated OCT data to estimate the thicknesses of both layers of the tear film. Results show that an axial resolution of 1 μm allows estimates down to nanometers scale. We use the root mean square error of the estimates as a metric to evaluate the system parameters, such as the tradeoff between the imaging speed and the precision of estimation. This framework further provides the theoretical basics to optimize the imaging setup for a specific thickness estimation task.

Using VS30 to Estimate Station ML Adjustments (dML)

NASA Astrophysics Data System (ADS)

Yong, A.; Herrick, J.; Cochran, E. S.; Andrews, J. R.; Yu, E.

2017-12-01

Currently, new seismic stations added to a regional seismic network cannot be used to calculate local or Richter magnitude (ML) until a revised region-wide amplitude decay function is developed. The new station must record a minimum number of local and regional events that meet specific amplitude requirements prior to re-calibration of the amplitude decay function. Therefore, there can be significant delay between when a new station starts contributing real-time waveform packets and when the data can be included in magnitude estimation. The station component adjustments (dML; Uhrhammer et al., 2011) are calculated after first inverting for a new regional amplitude decay function, constrained by the sum of dML for long-running stations. Here, we propose a method to calculate an initial dML using known or proxy values of seismic site conditions. For site conditions, we use the time-averaged shear-wave velocity (VS) of the upper 30 m (VS30). We solve for dML as described in Equation (1) by Uhrhammer et al. (2011): ML = log (A) - log A0 (r) + dML, where A is the maximum Wood and Anderson (1925) trace amplitude (mm), r is the distance (km), and dML is the station adjustment. Measured VS30 and estimated dML data are comprised of records from 887 horizontal components (east-west and north-south orientations) from 93 seismic monitoring stations in the California Integrated Seismic Network. VS30 values range from 202 m/s to 1464 m/s and dML range from -1.10 to 0.39. VS30 and dML exhibit a positive correlation coefficient (R = 0.72), indicating that as VS30 increases, dML increases. This implies that greater site amplification (i.e., lower VS30) results in smaller ML. When we restrict VS30 < 760 m/s to focus on dML at soft soil to soft rock sites, R increases to 0.80. In locations where measured VS30 data are unavailable, we evaluate the use of proxy-based VS30 estimates based on geology, topographic slope and terrain classification, as well as other hybridized methods. Measured VS30 data or proxy-based VS30 estimates can be used for initial dML estimates that allow new stations to contribute to regional network ML estimates immediately without the need to wait until a minimum set of earthquake data has been recorded.

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.

Evaluating the U.S. Food Safety Modernization Act Produce Safety Rule Standard for Microbial Quality of Agricultural Water for Growing Produce.

PubMed

Havelaar, Arie H; Vazquez, Kathleen M; Topalcengiz, Zeynal; Muñoz-Carpena, Rafael; Danyluk, Michelle D

2017-10-09

The U.S. Food and Drug Administration (FDA) has defined standards for the microbial quality of agricultural surface water used for irrigation. According to the FDA produce safety rule (PSR), a microbial water quality profile requires analysis of a minimum of 20 samples for Escherichia coli over 2 to 4 years. The geometric mean (GM) level of E. coli should not exceed 126 CFU/100 mL, and the statistical threshold value (STV) should not exceed 410 CFU/100 mL. The water quality profile should be updated by analysis of a minimum of five samples per year. We used an extensive set of data on levels of E. coli and other fecal indicator organisms, the presence or absence of Salmonella, and physicochemical parameters in six agricultural irrigation ponds in West Central Florida to evaluate the empirical and theoretical basis of this PSR. We found highly variable log-transformed E. coli levels, with standard deviations exceeding those assumed in the PSR by up to threefold. Lognormal distributions provided an acceptable fit to the data in most cases but may underestimate extreme levels. Replacing censored data with the detection limit of the microbial tests underestimated the true variability, leading to biased estimates of GM and STV. Maximum likelihood estimation using truncated lognormal distributions is recommended. Twenty samples are not sufficient to characterize the bacteriological quality of irrigation ponds, and a rolling data set of five samples per year used to update GM and STV values results in highly uncertain results and delays in detecting a shift in water quality. In these ponds, E. coli was an adequate predictor of the presence of Salmonella in 150-mL samples, and turbidity was a second significant variable. The variability in levels of E. coli in agricultural water was higher than that anticipated when the PSR was finalized, and more detailed information based on mechanistic modeling is necessary to develop targeted risk management strategies.

Ancestral sequence reconstruction in primate mitochondrial DNA: compositional bias and effect on functional inference.

PubMed

Krishnan, Neeraja M; Seligmann, Hervé; Stewart, Caro-Beth; De Koning, A P Jason; Pollock, David D

2004-10-01

Reconstruction of ancestral DNA and amino acid sequences is an important means of inferring information about past evolutionary events. Such reconstructions suggest changes in molecular function and evolutionary processes over the course of evolution and are used to infer adaptation and convergence. Maximum likelihood (ML) is generally thought to provide relatively accurate reconstructed sequences compared to parsimony, but both methods lead to the inference of multiple directional changes in nucleotide frequencies in primate mitochondrial DNA (mtDNA). To better understand this surprising result, as well as to better understand how parsimony and ML differ, we constructed a series of computationally simple "conditional pathway" methods that differed in the number of substitutions allowed per site along each branch, and we also evaluated the entire Bayesian posterior frequency distribution of reconstructed ancestral states. We analyzed primate mitochondrial cytochrome b (Cyt-b) and cytochrome oxidase subunit I (COI) genes and found that ML reconstructs ancestral frequencies that are often more different from tip sequences than are parsimony reconstructions. In contrast, frequency reconstructions based on the posterior ensemble more closely resemble extant nucleotide frequencies. Simulations indicate that these differences in ancestral sequence inference are probably due to deterministic bias caused by high uncertainty in the optimization-based ancestral reconstruction methods (parsimony, ML, Bayesian maximum a posteriori). In contrast, ancestral nucleotide frequencies based on an average of the Bayesian set of credible ancestral sequences are much less biased. The methods involving simpler conditional pathway calculations have slightly reduced likelihood values compared to full likelihood calculations, but they can provide fairly unbiased nucleotide reconstructions and may be useful in more complex phylogenetic analyses than considered here due to their speed and flexibility. To determine whether biased reconstructions using optimization methods might affect inferences of functional properties, ancestral primate mitochondrial tRNA sequences were inferred and helix-forming propensities for conserved pairs were evaluated in silico. For ambiguously reconstructed nucleotides at sites with high base composition variability, ancestral tRNA sequences from Bayesian analyses were more compatible with canonical base pairing than were those inferred by other methods. Thus, nucleotide bias in reconstructed sequences apparently can lead to serious bias and inaccuracies in functional predictions.

Mitogenomic analysis of the genus Panthera.

PubMed

Wei, Lei; Wu, Xiaobing; Zhu, Lixin; Jiang, Zhigang

2011-10-01

The complete sequences of the mitochondrial DNA genomes of Panthera tigris, Panthera pardus, and Panthera uncia were determined using the polymerase chain reaction method. The lengths of the complete mitochondrial DNA sequences of the three species were 16990, 16964, and 16773 bp, respectively. Each of the three mitochondrial DNA genomes included 13 protein-coding genes, 22 tRNA, two rRNA, one O(L)R, and one control region. The structures of the genomes were highly similar to those of Felis catus, Acinonyx jubatus, and Neofelis nebulosa. The phylogenies of the genus Panthera were inferred from two combined mitochondrial sequence data sets and the complete mitochondrial genome sequences, by MP (maximum parsimony), ML (maximum likelihood), and Bayesian analysis. The results showed that Panthera was composed of Panthera leo, P. uncia, P. pardus, Panthera onca, P. tigris, and N. nebulosa, which was included as the most basal member. The phylogeny within Panthera genus was N. nebulosa (P. tigris (P. onca (P. pardus, (P. leo, P. uncia)))). The divergence times for Panthera genus were estimated based on the ML branch lengths and four well-established calibration points. The results showed that at about 11.3 MYA, the Panthera genus separated from other felid species and then evolved into the several species of the genus. In detail, N. nebulosa was estimated to be founded about 8.66 MYA, P. tigris about 6.55 MYA, P. uncia about 4.63 MYA, and P. pardus about 4.35 MYA. All these estimated times were older than those estimated from the fossil records. The divergence event, evolutionary process, speciation, and distribution pattern of P. uncia, a species endemic to the central Asia with core habitats on the Qinghai-Tibetan Plateau and surrounding highlands, mostly correlated with the geological tectonic events and intensive climate shifts that happened at 8, 3.6, 2.5, and 1.7 MYA on the plateau during the late Cenozoic period.

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

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.

Parameter estimation in astronomy through application of the likelihood ratio. [satellite data analysis techniques

NASA Technical Reports Server (NTRS)

Cash, W.

1979-01-01

Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.

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.

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.

Comparison of methods for H*(10) calculation from measured LaBr3(Ce) detector spectra.

PubMed

Vargas, A; Cornejo, N; Camp, A

2018-07-01

The Universitat Politecnica de Catalunya (UPC) and the Centro de Investigaciones Energéticas, Medioambientales y Tecnológicas (CIEMAT) have evaluated methods based on stripping, conversion coefficients and Maximum Likelihood Estimation using Expectation Maximization (ML-EM) in calculating the H*(10) rates from photon pulse-height spectra acquired with a spectrometric LaBr 3 (Ce)(1.5″ × 1.5″) detector. There is a good agreement between results of the different H*(10) rate calculation methods using the spectra measured at the UPC secondary standard calibration laboratory in Barcelona. From the outdoor study at ESMERALDA station in Madrid, it can be concluded that the analysed methods provide results quite similar to those obtained with the reference RSS ionization chamber. In addition, the spectrometric detectors can also facilitate radionuclide identification. Copyright © 2018 Elsevier Ltd. All rights reserved.

Reassignment of scattered emission photons in multifocal multiphoton microscopy.

PubMed

Cha, Jae Won; Singh, Vijay Raj; Kim, Ki Hean; Subramanian, Jaichandar; Peng, Qiwen; Yu, Hanry; Nedivi, Elly; So, Peter T C

2014-06-05

Multifocal multiphoton microscopy (MMM) achieves fast imaging by simultaneously scanning multiple foci across different regions of specimen. The use of imaging detectors in MMM, such as CCD or CMOS, results in degradation of image signal-to-noise-ratio (SNR) due to the scattering of emitted photons. SNR can be partly recovered using multianode photomultiplier tubes (MAPMT). In this design, however, emission photons scattered to neighbor anodes are encoded by the foci scan location resulting in ghost images. The crosstalk between different anodes is currently measured a priori, which is cumbersome as it depends specimen properties. Here, we present the photon reassignment method for MMM, established based on the maximum likelihood (ML) estimation, for quantification of crosstalk between the anodes of MAPMT without a priori measurement. The method provides the reassignment of the photons generated by the ghost images to the original spatial location thus increases the SNR of the final reconstructed image.

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.

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.

Some Small Sample Results for Maximum Likelihood Estimation in Multidimensional Scaling.

ERIC Educational Resources Information Center

Ramsay, J. O.

1980-01-01

Some aspects of the small sample behavior of maximum likelihood estimates in multidimensional scaling are investigated with Monte Carlo techniques. In particular, the chi square test for dimensionality is examined and a correction for bias is proposed and evaluated. (Author/JKS)

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.

Phylogeny of the cycads based on multiple single-copy nuclear genes: congruence of concatenated parsimony, likelihood and species tree inference methods

PubMed Central

Salas-Leiva, Dayana E.; Meerow, Alan W.; Calonje, Michael; Griffith, M. Patrick; Francisco-Ortega, Javier; Nakamura, Kyoko; Stevenson, Dennis W.; Lewis, Carl E.; Namoff, Sandra

2013-01-01

Background and aims Despite a recent new classification, a stable phylogeny for the cycads has been elusive, particularly regarding resolution of Bowenia, Stangeria and Dioon. In this study, five single-copy nuclear genes (SCNGs) are applied to the phylogeny of the order Cycadales. The specific aim is to evaluate several gene tree–species tree reconciliation approaches for developing an accurate phylogeny of the order, to contrast them with concatenated parsimony analysis and to resolve the erstwhile problematic phylogenetic position of these three genera. Methods DNA sequences of five SCNGs were obtained for 20 cycad species representing all ten genera of Cycadales. These were analysed with parsimony, maximum likelihood (ML) and three Bayesian methods of gene tree–species tree reconciliation, using Cycas as the outgroup. A calibrated date estimation was developed with Bayesian methods, and biogeographic analysis was also conducted. Key Results Concatenated parsimony, ML and three species tree inference methods resolve exactly the same tree topology with high support at most nodes. Dioon and Bowenia are the first and second branches of Cycadales after Cycas, respectively, followed by an encephalartoid clade (Macrozamia–Lepidozamia–Encephalartos), which is sister to a zamioid clade, of which Ceratozamia is the first branch, and in which Stangeria is sister to Microcycas and Zamia. Conclusions A single, well-supported phylogenetic hypothesis of the generic relationships of the Cycadales is presented. However, massive extinction events inferred from the fossil record that eliminated broader ancestral distributions within Zamiaceae compromise accurate optimization of ancestral biogeographical areas for that hypothesis. While major lineages of Cycadales are ancient, crown ages of all modern genera are no older than 12 million years, supporting a recent hypothesis of mostly Miocene radiations. This phylogeny can contribute to an accurate infrafamilial classification of Zamiaceae. PMID:23997230

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.

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

USGS Publications Warehouse

Donato, David I.

2012-01-01

This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.

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.

The Limits of Coding with Joint Constraints on Detected and Undetected Error Rates

NASA Technical Reports Server (NTRS)

Dolinar, Sam; Andrews, Kenneth; Pollara, Fabrizio; Divsalar, Dariush

2008-01-01

We develop a remarkably tight upper bound on the performance of a parameterized family of bounded angle maximum-likelihood (BA-ML) incomplete decoders. The new bound for this class of incomplete decoders is calculated from the code's weight enumerator, and is an extension of Poltyrev-type bounds developed for complete ML decoders. This bound can also be applied to bound the average performance of random code ensembles in terms of an ensemble average weight enumerator. We also formulate conditions defining a parameterized family of optimal incomplete decoders, defined to minimize both the total codeword error probability and the undetected error probability for any fixed capability of the decoder to detect errors. We illustrate the gap between optimal and BA-ML incomplete decoding via simulation of a small code.

Phylogeny and divergence of the pinnipeds (Carnivora: Mammalia) assessed using a multigene dataset

PubMed Central

Higdon, Jeff W; Bininda-Emonds, Olaf RP; Beck, Robin MD; Ferguson, Steven H

2007-01-01

Background Phylogenetic comparative methods are often improved by complete phylogenies with meaningful branch lengths (e.g., divergence dates). This study presents a dated molecular supertree for all 34 world pinniped species derived from a weighted matrix representation with parsimony (MRP) supertree analysis of 50 gene trees, each determined under a maximum likelihood (ML) framework. Divergence times were determined by mapping the same sequence data (plus two additional genes) on to the supertree topology and calibrating the ML branch lengths against a range of fossil calibrations. We assessed the sensitivity of our supertree topology in two ways: 1) a second supertree with all mtDNA genes combined into a single source tree, and 2) likelihood-based supermatrix analyses. Divergence dates were also calculated using a Bayesian relaxed molecular clock with rate autocorrelation to test the sensitivity of our supertree results further. Results The resulting phylogenies all agreed broadly with recent molecular studies, in particular supporting the monophyly of Phocidae, Otariidae, and the two phocid subfamilies, as well as an Odobenidae + Otariidae sister relationship; areas of disagreement were limited to four more poorly supported regions. Neither the supertree nor supermatrix analyses supported the monophyly of the two traditional otariid subfamilies, supporting suggestions for the need for taxonomic revision in this group. Phocid relationships were similar to other recent studies and deeper branches were generally well-resolved. Halichoerus grypus was nested within a paraphyletic Pusa, although relationships within Phocina tend to be poorly supported. Divergence date estimates for the supertree were in good agreement with other studies and the available fossil record; however, the Bayesian relaxed molecular clock divergence date estimates were significantly older. Conclusion Our results join other recent studies and highlight the need for a re-evaluation of pinniped taxonomy, especially as regards the subfamilial classification of otariids and the generic nomenclature of Phocina. Even with the recent publication of new sequence data, the available genetic sequence information for several species, particularly those in Arctocephalus, remains very limited, especially for nuclear markers. However, resolution of parts of the tree will probably remain difficult, even with additional data, due to apparent rapid radiations. Our study addresses the lack of a recent pinniped phylogeny that includes all species and robust divergence dates for all nodes, and will therefore prove indispensable to comparative and macroevolutionary studies of this group of carnivores. PMID:17996107

Comparison of Radio Frequency Distinct Native Attribute and Matched Filtering Techniques for Device Discrimination and Operation Identification

DTIC Science & Technology

identification. URE from ten MSP430F5529 16-bit microcontrollers were analyzed using: 1) RF distinct native attributes (RF-DNA) fingerprints paired with multiple...discriminant analysis/maximum likelihood (MDA/ML) classification, 2) RF-DNA fingerprints paired with generalized relevance learning vector quantized

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

USDA-ARS?s Scientific Manuscript database

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

RECTAL-SPECIFIC MICROBICIDE APPLICATOR: EVALUATION AND COMPARISON WITH A VAGINAL APPLICATOR USED RECTALLY

PubMed Central

Carballo-Diéguez, Alex; Giguere, Rebecca; Dolezal, Curtis; Bauermeister, José; Leu, Cheng-Shiun; Valladares, Juan; Rohan, Lisa C.; Anton, Peter A.; Cranston, Ross D.; Febo, Irma; Mayer, Kenneth; McGowan, Ian

2014-01-01

An applicator designed for rectal delivery of microbicides was tested for acceptability by 95 young men who have sex with men, who self-administered 4mL of placebo gel prior to receptive anal intercourse over 90 days. Subsequently, 24 of the participants self-administered rectally 4mL of tenofovir or placebo gel over 7 days using a vaginal applicator, and compared both applicators on a Likert scale of 1–10, with 10 the highest rating. Participants reported high likelihood to use either applicator in the future (mean scores 9.3 and 8.8 respectively, p= ns). Those who tested both liked the vaginal applicator significantly more than the rectal applicator (7.8 vs. 5.2, p=0.003). Improvements in portability, conspicuousness, aesthetics, tip comfort, product assembly and packaging were suggested for both. This rectal-specific applicator was not superior to a vaginal applicator. While likelihood of future use is reportedly high, factors that decrease acceptability may erode product use over time in clinical trials. Further attention is needed to develop user-friendly, quick-acting rectal microbicide delivery systems. PMID:24858481

Sex hormones, sex hormone binding globulin, and vertebral fractures in older men.

PubMed

Cawthon, Peggy M; Schousboe, John T; Harrison, Stephanie L; Ensrud, Kristine E; Black, Dennis; Cauley, Jane A; Cummings, Steven R; LeBlanc, Erin S; Laughlin, Gail A; Nielson, Carrie M; Broughton, Augusta; Kado, Deborah M; Hoffman, Andrew R; Jamal, Sophie A; Barrett-Connor, Elizabeth; Orwoll, Eric S

2016-03-01

The association between sex hormones and sex hormone binding globin (SHBG) with vertebral fractures in men is not well studied. In these analyses, we determined whether sex hormones and SHBG were associated with greater likelihood of vertebral fractures in a prospective cohort study of community dwelling older men. We included data from participants in MrOS who had been randomly selected for hormone measurement (N=1463, including 1054 with follow-up data 4.6years later). Major outcomes included prevalent vertebral fracture (semi-quantitative grade≥2, N=140, 9.6%) and new or worsening vertebral fracture (change in SQ grade≥1, N=55, 5.2%). Odds ratios per SD decrease in sex hormones and per SD increase in SHBG were estimated with logistic regression adjusted for potentially confounding factors, including age, bone mineral density, and other sex hormones. Higher SHBG was associated with a greater likelihood of prevalent vertebral fractures (OR: 1.38 per SD increase, 95% CI: 1.11, 1.72). Total estradiol analyzed as a continuous variable was not associated with prevalent vertebral fractures (OR per SD decrease: 0.86, 95% CI: 0.68 to 1.10). Men with total estradiol values ≤17pg/ml had a borderline higher likelihood of prevalent fracture than men with higher values (OR: 1.46, 95% CI: 0.99, 2.16). There was no association between total testosterone and prevalent fracture. In longitudinal analyses, SHBG (OR: 1.42 per SD increase, 95% CI: 1.03, 1.95) was associated with new or worsening vertebral fracture, but there was no association with total estradiol or total testosterone. In conclusion, higher SHBG (but not testosterone or estradiol) is an independent risk factor for vertebral fractures in older men. Copyright © 2016 Elsevier Inc. All rights reserved.

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.

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.

Alcohol consumption and the intention to engage in unprotected sex: systematic review and meta-analysis of experimental studies.

PubMed

Rehm, Jürgen; Shield, Kevin D; Joharchi, Narges; Shuper, Paul A

2012-01-01

To review and analyse in experimentally controlled studies the impact of alcohol consumption on intentions to engage in unprotected sex. To draw conclusions with respect to the question of whether alcohol has an independent effect on the incidence of human immunodeficiency virus (HIV) and other sexually transmitted infections (STIs). A systematic review and meta-analysis of randomized controlled studies examined the association between blood alcohol content (BAC) and self-perceived likelihood of using a condom during intercourse. The systematic review and meta-analysis were conducted according to internationally standardized protocols (Preferred Reporting Items for Systematic Reviews and Meta-Analyses: PRISMA). The meta-analysis included an estimate of the dose-response effect, tests for publication bias and sensitivity analyses. Of the 12 studies included in the quantitative synthesis, our pooled analysis indicated that an increase in BAC of 0.1 mg/ml resulted in an increase of 5.0% (95% CI: 2.8-7.1%) in the indicated likelihood (indicated by a Likert scale) of engaging in unprotected sex. After adjusting for potential publication bias, this estimate dropped to 2.9% (95% CI: 2.0-3.9%). Thus, the larger the alcohol intake and the subsequent level of BAC, the higher the intentions to engage in unsafe sex. The main results were homogeneous, persisted in sensitivity analyses and after correction for publication bias. Alcohol use is an independent risk factor for intentions to engage in unprotected sex, and as risky sex intentions have been shown to be linked to actual risk behavior, the role of alcohol consumption in the transmission of HIV and other STIs may be of public health importance. © 2011 The Authors, Addiction © 2011 Society for the Study of Addiction.

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.

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

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.

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

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

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…

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…

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

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.

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.

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.

Terrain Classification Using Multi-Wavelength Lidar Data

DTIC Science & Technology

2015-09-01

Figure 9. Pseudo- NDVI of three layers within the vertical structure of the forest. (Top) First return from the LiDAR instrument, including the ground...in NDVI throughout the vertical canopy. ........................................................17 Figure 10. Optech Titan operating wavelengths...and Ranging LMS LiDAR Mapping Suite ML Maximum Likelihood NIR Near Infrared N-D VIS n-Dimensional Visualizer NDVI Normalized Difference

The relationship between quality management practices and organisational performance: A structural equation modelling approach

NASA Astrophysics Data System (ADS)

Jamaluddin, Z.; Razali, A. M.; Mustafa, Z.

2015-02-01

The purpose of this paper is to examine the relationship between the quality management practices (QMPs) and organisational performance for the manufacturing industry in Malaysia. In this study, a QMPs and organisational performance framework is developed according to a comprehensive literature review which cover aspects of hard and soft quality factors in manufacturing process environment. A total of 11 hypotheses have been put forward to test the relationship amongst the six constructs, which are management commitment, training, process management, quality tools, continuous improvement and organisational performance. The model is analysed using Structural Equation Modeling (SEM) with AMOS software version 18.0 using Maximum Likelihood (ML) estimation. A total of 480 questionnaires were distributed, and 210 questionnaires were valid for analysis. The results of the modeling analysis using ML estimation indicate that the fits statistics of QMPs and organisational performance model for manufacturing industry is admissible. From the results, it found that the management commitment have significant impact on the training and process management. Similarly, the training had significant effect to the quality tools, process management and continuous improvement. Furthermore, the quality tools have significant influence on the process management and continuous improvement. Likewise, the process management also has a significant impact to the continuous improvement. In addition the continuous improvement has significant influence the organisational performance. However, the results of the study also found that there is no significant relationship between management commitment and quality tools, and between the management commitment and continuous improvement. The results of the study can be used by managers to prioritize the implementation of QMPs. For instances, those practices that are found to have positive impact on organisational performance can be recommended to managers so that they can allocate resources to improve these practices to get better performance.

Maximum likelihood positioning and energy correction for scintillation detectors

NASA Astrophysics Data System (ADS)

Lerche, Christoph W.; Salomon, André; Goldschmidt, Benjamin; Lodomez, Sarah; Weissler, Björn; Solf, Torsten

2016-02-01

An algorithm for determining the crystal pixel and the gamma ray energy with scintillation detectors for PET is presented. The algorithm uses Likelihood Maximisation (ML) and therefore is inherently robust to missing data caused by defect or paralysed photo detector pixels. We tested the algorithm on a highly integrated MRI compatible small animal PET insert. The scintillation detector blocks of the PET gantry were built with the newly developed digital Silicon Photomultiplier (SiPM) technology from Philips Digital Photon Counting and LYSO pixel arrays with a pitch of 1 mm and length of 12 mm. Light sharing was used to readout the scintillation light from the 30× 30 scintillator pixel array with an 8× 8 SiPM array. For the performance evaluation of the proposed algorithm, we measured the scanner’s spatial resolution, energy resolution, singles and prompt count rate performance, and image noise. These values were compared to corresponding values obtained with Center of Gravity (CoG) based positioning methods for different scintillation light trigger thresholds and also for different energy windows. While all positioning algorithms showed similar spatial resolution, a clear advantage for the ML method was observed when comparing the PET scanner’s overall single and prompt detection efficiency, image noise, and energy resolution to the CoG based methods. Further, ML positioning reduces the dependence of image quality on scanner configuration parameters and was the only method that allowed achieving highest energy resolution, count rate performance and spatial resolution at the same time.

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.

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.

A Hybrid Semi-supervised Classification Scheme for Mining Multisource Geospatial Data

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

Vatsavai, Raju; Bhaduri, Budhendra L

2011-01-01

Supervised learning methods such as Maximum Likelihood (ML) are often used in land cover (thematic) classification of remote sensing imagery. ML classifier relies exclusively on spectral characteristics of thematic classes whose statistical distributions (class conditional probability densities) are often overlapping. The spectral response distributions of thematic classes are dependent on many factors including elevation, soil types, and ecological zones. A second problem with statistical classifiers is the requirement of large number of accurate training samples (10 to 30 |dimensions|), which are often costly and time consuming to acquire over large geographic regions. With the increasing availability of geospatial databases, itmore » is possible to exploit the knowledge derived from these ancillary datasets to improve classification accuracies even when the class distributions are highly overlapping. Likewise newer semi-supervised techniques can be adopted to improve the parameter estimates of statistical model by utilizing a large number of easily available unlabeled training samples. Unfortunately there is no convenient multivariate statistical model that can be employed for mulitsource geospatial databases. In this paper we present a hybrid semi-supervised learning algorithm that effectively exploits freely available unlabeled training samples from multispectral remote sensing images and also incorporates ancillary geospatial databases. We have conducted several experiments on real datasets, and our new hybrid approach shows over 25 to 35% improvement in overall classification accuracy over conventional classification schemes.« less

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

NASA Astrophysics Data System (ADS)

Martinez, Guillermo F.; Gupta, Hoshin V.

2011-12-01

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

Nonparametric probability density estimation by optimization theoretic techniques

NASA Technical Reports Server (NTRS)

Scott, D. W.

1976-01-01

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

Emergency Physician Estimation of Blood Loss

PubMed Central

Ashburn, Jeffery C.; Harrison, Tamara; Ham, James J.; Strote, Jared

2012-01-01

Introduction Emergency physicians (EP) frequently estimate blood loss, which can have implications for clinical care. The objectives of this study were to examine EP accuracy in estimating blood loss on different surfaces and compare attending physician and resident performance. Methods A sample of 56 emergency department (ED) physicians (30 attending physicians and 26 residents) were asked to estimate the amount of moulage blood present in 4 scenarios: 500 mL spilled onto an ED cot; 25 mL spilled onto a 10-pack of 4 × 4-inch gauze; 100 mL on a T-shirt; and 150 mL in a commode filled with water. Standard estimate error (the absolute value of (estimated volume − actual volume)/actual volume × 100) was calculated for each estimate. Results The mean standard error for all estimates was 116% with a range of 0% to 1233%. Only 8% of estimates were within 20% of the true value. Estimates were most accurate for the sheet scenario and worst for the commode scenario. Residents and attending physicians did not perform significantly differently (P > 0.05). Conclusion Emergency department physicians do not estimate blood loss well in a variety of scenarios. Such estimates could potentially be misleading if used in clinical decision making. Clinical experience does not appear to improve estimation ability in this limited study. PMID:22942938

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.

The Extended-Image Tracking Technique Based on the Maximum Likelihood Estimation

NASA Technical Reports Server (NTRS)

Tsou, Haiping; Yan, Tsun-Yee

2000-01-01

This paper describes an extended-image tracking technique based on the maximum likelihood estimation. The target image is assume to have a known profile covering more than one element of a focal plane detector array. It is assumed that the relative position between the imager and the target is changing with time and the received target image has each of its pixels disturbed by an independent additive white Gaussian noise. When a rotation-invariant movement between imager and target is considered, the maximum likelihood based image tracking technique described in this paper is a closed-loop structure capable of providing iterative update of the movement estimate by calculating the loop feedback signals from a weighted correlation between the currently received target image and the previously estimated reference image in the transform domain. The movement estimate is then used to direct the imager to closely follow the moving target. This image tracking technique has many potential applications, including free-space optical communications and astronomy where accurate and stabilized optical pointing is essential.

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

Streptomyces kronopolitis sp. nov., an actinomycete that produces phoslactomycins isolated from a millipede (Kronopolites svenhedind Verhoeff).

PubMed

Liu, Chongxi; Ye, Lan; Li, Yao; Jiang, Shanwen; Liu, Hui; Yan, Kai; Xiang, Wensheng; Wang, Xiangjing

2016-12-01

A phoslactomycin-producing actinomycete, designated strain NEAU-ML8T, was isolated from a millipede (Kronopolites svenhedind Verhoeff) and characterized using a polyphasic approach. 16S rRNA gene sequence analysis showed that strain NEAU-ML8T belongs to the genus Streptomyces with the highest sequence similarities to Streptomyces lydicus NBRC 13058T (99.39 %) and Streptomyces chattanoogensis DSM 40002T (99.25 %). The maximum-likelihood phylogenetic tree based on 16S rRNA gene sequences showed that the isolate formed a distinct phyletic line with NBRC 13058T and S. chattanoogensis DSM 40002T. This branching pattern was also supported by the tree rconstructed with the neighbour-joining method. A combination of DNA-DNA hybridization experiments and phenotypic tests were carried out between strain NEAU-ML8T and its phylogenetically closely related strains, which further clarified their relatedness and demonstrated that NEAU-ML8T could be distinguished from NBRC 13058T and S. chattanoogensis DSM 40002T. Therefore, it is concluded that strain NEAU-ML8T can be classified as representing a novel species of the genus Streptomyces, for which the name Streptomyces kronopolitis sp. nov. is proposed. The type strain is NEAU-ML8T (=DSM 101986T=CGMCC 4.7323T).

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.

Identifying a parsimonious model for predicting academic achievement in undergraduate medical education: A confirmatory factor analysis

PubMed Central

Ali, Syeda Kauser; Baig, Lubna Ansari; Violato, Claudio; Zahid, Onaiza

2017-01-01

Objectives: This study was conducted to adduce evidence of validity for admissions tests and processes and for identifying a parsimonious model that predicts students’ academic achievement in Medical College. Methods: Psychometric study done on admission data and assessment scores for five years of medical studies at Aga Khan University Medical College, Pakistan using confirmatory factor analysis (CFA) and structured equation modeling (SEM). Sample included 276 medical students admitted in 2003, 2004 and 2005. Results: The SEM supported the existence of covariance between verbal reasoning, science and clinical knowledge for predicting achievement in medical school employing Maximum Likelihood (ML) estimations (n=112). Fit indices: χ2 (21) = 59.70, p =<.0001; CFI=.873; RMSEA = 0.129; SRMR = 0.093. Conclusions: This study shows that in addition to biology and chemistry which have been traditionally used as major criteria for admission to medical colleges in Pakistan; mathematics has proven to be a better predictor for higher achievements in medical college. PMID:29067063

Identifying a parsimonious model for predicting academic achievement in undergraduate medical education: A confirmatory factor analysis.

PubMed

Ali, Syeda Kauser; Baig, Lubna Ansari; Violato, Claudio; Zahid, Onaiza

2017-01-01

This study was conducted to adduce evidence of validity for admissions tests and processes and for identifying a parsimonious model that predicts students' academic achievement in Medical College. Psychometric study done on admission data and assessment scores for five years of medical studies at Aga Khan University Medical College, Pakistan using confirmatory factor analysis (CFA) and structured equation modeling (SEM). Sample included 276 medical students admitted in 2003, 2004 and 2005. The SEM supported the existence of covariance between verbal reasoning, science and clinical knowledge for predicting achievement in medical school employing Maximum Likelihood (ML) estimations (n=112). Fit indices: χ 2 (21) = 59.70, p =<.0001; CFI=.873; RMSEA = 0.129; SRMR = 0.093. This study shows that in addition to biology and chemistry which have been traditionally used as major criteria for admission to medical colleges in Pakistan; mathematics has proven to be a better predictor for higher achievements in medical college.

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.

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.

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

A statistical method for estimating rates of soil development and ages of geologic deposits: A design for soil-chronosequence studies

USGS Publications Warehouse

Switzer, P.; Harden, J.W.; Mark, R.K.

1988-01-01

A statistical method for estimating rates of soil development in a given region based on calibration from a series of dated soils is used to estimate ages of soils in the same region that are not dated directly. The method is designed specifically to account for sampling procedures and uncertainties that are inherent in soil studies. Soil variation and measurement error, uncertainties in calibration dates and their relation to the age of the soil, and the limited number of dated soils are all considered. Maximum likelihood (ML) is employed to estimate a parametric linear calibration curve, relating soil development to time or age on suitably transformed scales. Soil variation on a geomorphic surface of a certain age is characterized by replicate sampling of soils on each surface; such variation is assumed to have a Gaussian distribution. The age of a geomorphic surface is described by older and younger bounds. This technique allows age uncertainty to be characterized by either a Gaussian distribution or by a triangular distribution using minimum, best-estimate, and maximum ages. The calibration curve is taken to be linear after suitable (in certain cases logarithmic) transformations, if required, of the soil parameter and age variables. Soil variability, measurement error, and departures from linearity are described in a combined fashion using Gaussian distributions with variances particular to each sampled geomorphic surface and the number of sample replicates. Uncertainty in age of a geomorphic surface used for calibration is described using three parameters by one of two methods. In the first method, upper and lower ages are specified together with a coverage probability; this specification is converted to a Gaussian distribution with the appropriate mean and variance. In the second method, "absolute" older and younger ages are specified together with a most probable age; this specification is converted to an asymmetric triangular distribution with mode at the most probable age. The statistical variability of the ML-estimated calibration curve is assessed by a Monte Carlo method in which simulated data sets repeatedly are drawn from the distributional specification; calibration parameters are reestimated for each such simulation in order to assess their statistical variability. Several examples are used for illustration. The age of undated soils in a related setting may be estimated from the soil data using the fitted calibration curve. A second simulation to assess age estimate variability is described and applied to the examples. ?? 1988 International Association for Mathematical Geology.

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.

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.

Development of advanced techniques for rotorcraft state estimation and parameter identification

NASA Technical Reports Server (NTRS)

Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.

1980-01-01

An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.

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).

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

One normal void and residual following MUS surgery is all that is necessary in most patients.

PubMed

Ballard, Paul; Shawer, Sami; Anderson, Colette; Khunda, Aethele

2018-04-01

There is considerable variation worldwide on how the assessment of voiding function is performed following midurethral sling (MUS) surgery. There is potentially a financial cost, and reduction in efficiency when patient discharge is delayed. Using our current practice of two normal void and residual (V&R) readings before discharge, the aim of this retrospective study was to evaluate the likelihood of an abnormal second V&R test if the first V&R test was normal in order to determine if a policy of discharge after only one satisfactory V&R test is reasonable. Data from 400 patients who had had MUS surgery with or without other procedures were collected. Our unit protocol included two consecutive voids of greater than 200 ml with residuals less than 150 ml before discharge. The patients were divided into the following groups: MUS only, MUS plus anterior colporrhaphy (AR) plus any other procedures (MUS/AR), and MUS with any non-AR procedures (MUS+). Complete datasets were available for 335 patients. Once inadequate tests (low volume voids <200 ml) had been excluded (28% overall), the likelihood of an abnormal second V&R test if the first test was normal was 7.1% overall, but 3.6% for MUS, 11.5% for MUS/AR and 8.6% for MUS+. The findings in the MUS-only group indicate that it is probably safe to discharge patients after one satisfactory V&R test, as long as safety measures such as 'open access' are available so that patients have unhindered readmission if problems arise.

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

Automatic Modulation Classification of Common Communication and Pulse Compression Radar Waveforms using Cyclic Features

DTIC Science & Technology

2013-03-01

intermediate frequency LFM linear frequency modulation MAP maximum a posteriori MATLAB® matrix laboratory ML maximun likelihood OFDM orthogonal frequency...spectrum, frequency hopping, and orthogonal frequency division multiplexing ( OFDM ) modulations. Feature analysis would be a good research thrust to...determine feature relevance and decide if removing any features improves performance. Also, extending the system for simulations using a MIMO receiver or

Ensemble Learning Method for Hidden Markov Models

DTIC Science & Technology

2014-12-01

Ensemble HMM landmine detector Mine signatures vary according to the mine type, mine size , and burial depth. Similarly, clutter signatures vary with soil ...approaches for the di erent K groups depending on their size and homogeneity. In particular, we investigate the maximum likelihood (ML), the minimum...propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we

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.

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.

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.

Three-dimensional transvaginal sonographic assessment of uterine volume as preoperative predictor of need to morcellate in women undergoing laparoscopic hysterectomy.

PubMed

Gerges, B; Mongelli, M; Casikar, I; Bignardi, T; Condous, G

2017-08-01

In light of recent statements from the United States Food and Drug Administration warning against the use of power morcellation of uterine leiomyomas during laparoscopy, we sought to evaluate the use of preoperative two- (2D) and three- (3D) dimensional transvaginal ultrasound (US) assessment of uterine volume to predict the need for morcellation in women undergoing laparoscopic hysterectomy (LH). This was a prospective observational study performed between October 2008 and November 2011 in a tertiary referral laparoscopic unit. All women scheduled to undergo LH were included and underwent detailed preoperative transvaginal US. Uterine volumes were calculated using 2D-US measurements (ellipsoid formula), and using Virtual Organ Computer-aided AnaLysis (VOCAL™) having acquired 3D-US volumes of the uterus. Age, parity, need to morcellate and final uterine dry weight at histology were recorded. The estimated uterine volumes were then incorporated into a previously published logistic regression model to predict the need to morcellate for both nulliparous and parous women. The probability threshold cut-off of 0.14 (95% sensitivity) was evaluated in terms of sensitivity, specificity, positive predictive value (PPV), negative predictive value (NPV) and likelihood ratios (LRs). The performance of the models incorporating 2D- and 3D-US calculations were compared with 2D- and 3D-US-generated volumes alone, using receiver-operating characteristics (ROC) curves. Of 76 women who underwent LH during the study period, 79% (n = 60) had complete background and 3D-US data. Their mean age was 43.7 years, 91.7% were parous and 35% underwent morcellation. The greatest uterine volume that did not require morcellation was 404 mL estimated using 3D-US, which corresponded to a uterine volume of 688.8 mL using 2D-US. The smallest uterine volume that required morcellation was 118.9 mL using 3D-US, which corresponded to a uterine volume of 123.4 mL using 2D-US. The 3D-US uterine volume for parous women with a sensitivity of 95% based on ROC-curve analysis was approximately 120 mL, which equated to a predicted probability of morcellation cut-off of 0.14. For this cut-off, specificity was 55.00%, PPV was 51.35%, NPV was 95.65%, LR+ was 2.11 and LR- was 0.09. Areas under the ROC curves for the morcellation logistic regression model were 0.769 (95% CI, 0.653-0.886) and 0.586 (95% CI, 0.419-0.753) using uterine volumes obtained by 3D-US and by 2D-US, respectively, and they were 0.938 (95% CI, 0.879-0.996) and 0.815 (95% CI, 0.681-0.948) using 3D-US and 2D-US volumes alone. The need to morcellate can be predicted preoperatively using 3D-US uterine volumes obtained by transvaginal US with a fair degree of accuracy. Uteri with volumes smaller than 120 mL at 3D-US are very unlikely to require morcellation. The incorporation of 3D-US-estimated uterine volume into the previously published logistic regression model does not seem to confer any significant improvement when compared with 3D-US uterine volume alone to predict the need to morcellate in women undergoing total LH. Copyright © 2016 ISUOG. Published by John Wiley & Sons Ltd. Copyright © 2016 ISUOG. Published by John Wiley & Sons Ltd.

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.

Exploring the Influence of Topographic Correction and SWIR Spectral Information Inclusion on Burnt Scars Detection From High Resolution EO Imagery: A Case Study Using ASTER imagery

NASA Astrophysics Data System (ADS)

Said, Yahia A.; Petropoulos, George; Srivastava, Prashant K.

2014-05-01

Information on burned area estimates is of key importance in environmental and ecological studies as well as in fire management including damage assessment and planning of post-fire recovery of affected areas. Earth Observation (EO) provides today the most efficient way in obtaining such information in a rapid, consistent and cost-effective manner. The present study aimed at exploring the effect of topographic correction to the burnt area delineation in conditions characteristic of a Mediterranean environment using ASTER high resolution multispectral remotely sensed imagery. A further objective was to investigate the potential added-value of the inclusion of the shortwave infrared (SWIR) bands in improving the retrievals of burned area cartography from the ASTER data. In particular the capability of the Maximum Likelihood (ML), the Support Vector Machines (SVMs) and Object-based Image Analysis (OBIA) classification techniques has been examined herein for the purposes of our study. As a case study is used a typical Mediterranean site on which a fire event occurred in Greece during the summer of 2007, for which post-fire ASTER imagery has been acquired. Our results indicated that the combination of topographic correction (ortho-rectification) with the inclusion of the SWIR bands returned the most accurate results in terms of burnt area mapping. In terms of image processing methods, OBIA showed the best results and found as the most promising approach for burned area mapping with least absolute difference from the validation polygon followed by SVM and ML. All in all, our study provides an important contribution to the understanding of the capability of high resolution imagery such as that from ASTER sensor and corroborates the usefulness particularly of the topographic correction as an image processing step when in delineating the burnt areas from such data. It also provides further evidence that use of EO technology can offer an effective practical tool for the extent of ecosystem destruction from wildfires, providing extremely useful information in co-ordinating efforts for the recovery of fire-affected ecosystems after wildfire. Keywords: Remote Sensing, ASTER, Burned area mapping, Maximum Likelihood, Support Vector Machines, Object-based image analysis, Greece

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

Precision Parameter Estimation and Machine Learning

NASA Astrophysics Data System (ADS)

Wandelt, Benjamin D.

2008-12-01

I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.

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.

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.

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

Dynamical analysis of contrastive divergence learning: Restricted Boltzmann machines with Gaussian visible units.

PubMed

Karakida, Ryo; Okada, Masato; Amari, Shun-Ichi

2016-07-01

The restricted Boltzmann machine (RBM) is an essential constituent of deep learning, but it is hard to train by using maximum likelihood (ML) learning, which minimizes the Kullback-Leibler (KL) divergence. Instead, contrastive divergence (CD) learning has been developed as an approximation of ML learning and widely used in practice. To clarify the performance of CD learning, in this paper, we analytically derive the fixed points where ML and CDn learning rules converge in two types of RBMs: one with Gaussian visible and Gaussian hidden units and the other with Gaussian visible and Bernoulli hidden units. In addition, we analyze the stability of the fixed points. As a result, we find that the stable points of CDn learning rule coincide with those of ML learning rule in a Gaussian-Gaussian RBM. We also reveal that larger principal components of the input data are extracted at the stable points. Moreover, in a Gaussian-Bernoulli RBM, we find that both ML and CDn learning can extract independent components at one of stable points. Our analysis demonstrates that the same feature components as those extracted by ML learning are extracted simply by performing CD1 learning. Expanding this study should elucidate the specific solutions obtained by CD learning in other types of RBMs or in deep networks. Copyright © 2016 Elsevier Ltd. All rights reserved.

Closed-loop carrier phase synchronization techniques motivated by likelihood functions

NASA Technical Reports Server (NTRS)

Tsou, H.; Hinedi, S.; Simon, M.

1994-01-01

This article reexamines the notion of closed-loop carrier phase synchronization motivated by the theory of maximum a posteriori phase estimation with emphasis on the development of new structures based on both maximum-likelihood and average-likelihood functions. The criterion of performance used for comparison of all the closed-loop structures discussed is the mean-squared phase error for a fixed-loop bandwidth.

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.

A Direct Position-Determination Approach for Multiple Sources Based on Neural Network Computation.

PubMed

Chen, Xin; Wang, Ding; Yin, Jiexin; Wu, Ying

2018-06-13

The most widely used localization technology is the two-step method that localizes transmitters by measuring one or more specified positioning parameters. Direct position determination (DPD) is a promising technique that directly localizes transmitters from sensor outputs and can offer superior localization performance. However, existing DPD algorithms such as maximum likelihood (ML)-based and multiple signal classification (MUSIC)-based estimations are computationally expensive, making it difficult to satisfy real-time demands. To solve this problem, we propose the use of a modular neural network for multiple-source DPD. In this method, the area of interest is divided into multiple sub-areas. Multilayer perceptron (MLP) neural networks are employed to detect the presence of a source in a sub-area and filter sources in other sub-areas, and radial basis function (RBF) neural networks are utilized for position estimation. Simulation results show that a number of appropriately trained neural networks can be successfully used for DPD. The performance of the proposed MLP-MLP-RBF method is comparable to the performance of the conventional MUSIC-based DPD algorithm for various signal-to-noise ratios and signal power ratios. Furthermore, the MLP-MLP-RBF network is less computationally intensive than the classical DPD algorithm and is therefore an attractive choice for real-time applications.

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.

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.

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

USGS Publications Warehouse

Geist, Eric L.; Chaytor, Jason D.; Parsons, Thomas E.; ten Brink, Uri S.

2013-01-01

The empirical probability of submarine mass failure is quantified from a sequence of dated mass-transport deposits. Several different techniques are described to estimate the parameters for a suite of candidate probability models. The techniques, previously developed for analyzing paleoseismic data, include maximum likelihood and Type II (Bayesian) maximum likelihood methods derived from renewal process theory and Monte Carlo methods. The estimated mean return time from these methods, unlike estimates from a simple arithmetic mean of the center age dates and standard likelihood methods, includes the effects of age-dating uncertainty and of open time intervals before the first and after the last event. The likelihood techniques are evaluated using Akaike’s Information Criterion (AIC) and Akaike’s Bayesian Information Criterion (ABIC) to select the optimal model. The techniques are applied to mass transport deposits recorded in two Integrated Ocean Drilling Program (IODP) drill sites located in the Ursa Basin, northern Gulf of Mexico. Dates of the deposits were constrained by regional bio- and magnetostratigraphy from a previous study. Results of the analysis indicate that submarine mass failures in this location occur primarily according to a Poisson process in which failures are independent and return times follow an exponential distribution. However, some of the model results suggest that submarine mass failures may occur quasiperiodically at one of the sites (U1324). The suite of techniques described in this study provides quantitative probability estimates of submarine mass failure occurrence, for any number of deposits and age uncertainty distributions.

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.

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…

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

How large is the typical subarachnoid hemorrhage? A review of current neurosurgical knowledge.

PubMed

Whitmore, Robert G; Grant, Ryan A; LeRoux, Peter; El-Falaki, Omar; Stein, Sherman C

2012-01-01

Despite the morbidity and mortality of subarachnoid hemorrhage (SAH), the average volume of a typical hemorrhage is not well defined. Animal models of SAH often do not accurately mimic the human disease process. The purpose of this study is to estimate the average SAH volume, allowing standardization of animal models of the disease. We performed a MEDLINE search of SAH volume and erythrocyte counts in human cerebrospinal fluid as well as for volumes of blood used in animal injection models of SAH, from 1956 to 2010. We polled members of the American Association of Neurological Surgeons (AANS) for estimates of typical SAH volume. Using quantitative data from the literature, we calculated the total volume of SAH as equal to the volume of blood clotted in basal cisterns plus the volume of dispersed blood in cerebrospinal fluid. The results of the AANS poll confirmed our estimates. The human literature yielded 322 publications and animal literature, 237 studies. Four quantitative human studies reported blood clot volumes ranging from 0.2 to 170 mL, with a mean of ∼20 mL. There was only one quantitative study reporting cerebrospinal fluid red blood cell counts from serial lumbar puncture after SAH. Dispersed blood volume ranged from 2.9 to 45.9 mL, and we used the mean of 15 mL for our calculation. Therefore, total volume of SAH equals 35 mL. The AANS poll yielded 176 responses, ranging from 2 to 350 mL, with a mean of 33.9 ± 4.4 mL. Based on our estimate of total SAH volume of 35 mL, animal injection models may now become standardized for more accurate portrayal of the human disease process. Copyright © 2012 Elsevier Inc. All rights reserved.

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.

The assessment of the performance of covariance-based structural equation modeling and partial least square path modeling

NASA Astrophysics Data System (ADS)

Aimran, Ahmad Nazim; Ahmad, Sabri; Afthanorhan, Asyraf; Awang, Zainudin

2017-05-01

Structural equation modeling (SEM) is the second generation statistical analysis technique developed for analyzing the inter-relationships among multiple variables in a model. Previous studies have shown that there seemed to be at least an implicit agreement about the factors that should drive the choice between covariance-based structural equation modeling (CB-SEM) and partial least square path modeling (PLS-PM). PLS-PM appears to be the preferred method by previous scholars because of its less stringent assumption and the need to avoid the perceived difficulties in CB-SEM. Along with this issue has been the increasing debate among researchers on the use of CB-SEM and PLS-PM in studies. The present study intends to assess the performance of CB-SEM and PLS-PM as a confirmatory study in which the findings will contribute to the body of knowledge of SEM. Maximum likelihood (ML) was chosen as the estimator for CB-SEM and was expected to be more powerful than PLS-PM. Based on the balanced experimental design, the multivariate normal data with specified population parameter and sample sizes were generated using Pro-Active Monte Carlo simulation, and the data were analyzed using AMOS for CB-SEM and SmartPLS for PLS-PM. Comparative Bias Index (CBI), construct relationship, average variance extracted (AVE), composite reliability (CR), and Fornell-Larcker criterion were used to study the consequence of each estimator. The findings conclude that CB-SEM performed notably better than PLS-PM in estimation for large sample size (100 and above), particularly in terms of estimations accuracy and consistency.

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.

Non-exercise Estimation of V02max Using a Dichotomy of Meeting or Not Meeting DHHS Physical Activity Recommendations

NASA Technical Reports Server (NTRS)

Wier, Larry T.; Jackson, Allen W.; Jackson, Andrew S.

2009-01-01

The physical activity guidelines (PAG) established by the US Dept. of Health and Human Services in 2008 is consistent with a rating of >/= 6 on the 11-point NASA Physical Activity Status Scale (PASS). Wier, et. al. developed non-exercise models for estimating VO2(sub max) from a combination of PASS, age, gender and either waist girth (WG) (R = 0.810, SEE= 4.799 ml/kg/min), %Fat (R = 0. 817, SEE = 4.716 ml/kg/min) or BMI (R = 0.802, SEE = 4.900 ml . kg-1. min -1 ). PURPOSE: to develop non-exercise models to estimate VO2max from age, gender, body composition (WG, %Fat, BMI) and PASS dichotomized at meets or does not meet the PAG (PAG-PASS), and to compare the accuracy of the PAG-PASS models with the models using the 11-point PASS. METHODS: 2417 men and 384 women were measured for VO2max by indirect calorimetry (RER >1.1); age (yr), gender by M = 1, W = 0; WG at the umbilicus; %fat by skin-folds, BMI by weight (kg) divided by height squared (m 2 ) , and PAGPASS by PASS < 6 = 0 and =/> 6 = 1. RESULTS: Three models were developed by multiple regression to estimate VO2(sub max) from age, gender, PAG-PASS and either WG (R = 0.790, SEE=5.019 ml/kg/min), %FAT (R= 0.080, SEE = 4.915 ml/kg/min) or BMI (R = 0.777, SEE = 5.162ml/kg/min). Cross-validation by the PRESS technique confirmed these statistics. Simple correlations between measured VO2(sub max) and estimates from the PAG-PASS models with WG, %Fat and BMI were 0.790, 0.800 and 0.777, minimally different from the correlations obtained with the PASS models (0.810, 0.810, and 0.802). PAG-PASS and PASS model constant errors were also similar: < 1 ml/kg/min for subsamples of age, gender, PASS and for VO2(sub max) between 30 and 50 ml/kg/min (70% of the sample) but > 1 ml/kg/min for VO2(sub max) <30 and >50 ml/kg/min. CONCLUSIONS: Non-exercise models using the combined effects of age, gender, body composition and the dichotomized PAG-PASS provide estimates of VO2(sub max) that are accurate for most adults, and the accuracy of these models are similar to previously published models using the 11-point PASS.

Drinking behaviour and water turnover rates of Antarctic fur seal pups: implications for the estimation of milk intake by isotopic dilution.

PubMed

Lea, Mary-Anne; Bonadonna, Francesco; Hindell, Mark A; Guinet, Christophe; Goldsworthy, Simon D

2002-06-01

The estimation of milk consumption in free-ranging seals using tritium dilution techniques makes the key assumption that the animals drink no pre-formed water during the experimental period. However, frequent observations of unweaned Antarctic fur seal pups drinking water at Iles Kerguelen necessitated the testing of this assumption. We estimated water flux rates of 30 pups (10.7+/-0.3 kg) in four experimental groups by isotopic dilution over 4 days. The groups were: (1) pups held in an open air enclosure without access to water to estimate fasting metabolic water production (MWP); (2) free-ranging pups not administered additional water; (3) pups held in an open air enclosure and given a total of 300 ml of fresh water to verify technique accuracy; and (4) free-ranging pups given 200 ml of fresh water. Pups without access to water exhibited water flux rates (20.5+/-0.8 ml kg(-1)d(-1)), which were significantly lower than those observed for the free-ranging group (33.0+/-1.7 ml kg(-1) d(-1)). Mean estimated pre-formed water intake for the free-ranging experimental groups was 12.6 ml kg(-1) d(-1). Thus, MWP, measured as total water intake during fasting, may be significantly over-estimated in free-ranging Antarctic fur seal pups at Iles Kerguelen and at other sites and subsequently milk intake rates may be underestimated.

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 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.

The evolution of autodigestion in the mushroom family Psathyrellaceae (Agaricales) inferred from Maximum Likelihood and Bayesian methods.

PubMed

Nagy, László G; Urban, Alexander; Orstadius, Leif; Papp, Tamás; Larsson, Ellen; Vágvölgyi, Csaba

2010-12-01

Recently developed comparative phylogenetic methods offer a wide spectrum of applications in evolutionary biology, although it is generally accepted that their statistical properties are incompletely known. Here, we examine and compare the statistical power of the ML and Bayesian methods with regard to selection of best-fit models of fruiting-body evolution and hypothesis testing of ancestral states on a real-life data set of a physiological trait (autodigestion) in the family Psathyrellaceae. Our phylogenies are based on the first multigene data set generated for the family. Two different coding regimes (binary and multistate) and two data sets differing in taxon sampling density are examined. The Bayesian method outperformed Maximum Likelihood with regard to statistical power in all analyses. This is particularly evident if the signal in the data is weak, i.e. in cases when the ML approach does not provide support to choose among competing hypotheses. Results based on binary and multistate coding differed only modestly, although it was evident that multistate analyses were less conclusive in all cases. It seems that increased taxon sampling density has favourable effects on inference of ancestral states, while model parameters are influenced to a smaller extent. The model best fitting our data implies that the rate of losses of deliquescence equals zero, although model selection in ML does not provide proper support to reject three of the four candidate models. The results also support the hypothesis that non-deliquescence (lack of autodigestion) has been ancestral in Psathyrellaceae, and that deliquescent fruiting bodies represent the preferred state, having evolved independently several times during evolution. Copyright © 2010 Elsevier Inc. All rights reserved.

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

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.

A general probabilistic model for group independent component analysis and its estimation methods

PubMed Central

Guo, Ying

2012-01-01

SUMMARY Independent component analysis (ICA) has become an important tool for analyzing data from functional magnetic resonance imaging (fMRI) studies. ICA has been successfully applied to single-subject fMRI data. The extension of ICA to group inferences in neuroimaging studies, however, is challenging due to the unavailability of a pre-specified group design matrix and the uncertainty in between-subjects variability in fMRI data. We present a general probabilistic ICA (PICA) model that can accommodate varying group structures of multi-subject spatio-temporal processes. An advantage of the proposed model is that it can flexibly model various types of group structures in different underlying neural source signals and under different experimental conditions in fMRI studies. A maximum likelihood method is used for estimating this general group ICA model. We propose two EM algorithms to obtain the ML estimates. The first method is an exact EM algorithm which provides an exact E-step and an explicit noniterative M-step. The second method is an variational approximation EM algorithm which is computationally more efficient than the exact EM. In simulation studies, we first compare the performance of the proposed general group PICA model and the existing probabilistic group ICA approach. We then compare the two proposed EM algorithms and show the variational approximation EM achieves comparable accuracy to the exact EM with significantly less computation time. An fMRI data example is used to illustrate application of the proposed methods. PMID:21517789

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

A method for inferring the rate of evolution of homologous characters that can potentially improve phylogenetic inference, resolve deep divergence and correct systematic biases.

PubMed

Cummins, Carla A; McInerney, James O

2011-12-01

Current phylogenetic methods attempt to account for evolutionary rate variation across characters in a matrix. This is generally achieved by the use of sophisticated evolutionary models, combined with dense sampling of large numbers of characters. However, systematic biases and superimposed substitutions make this task very difficult. Model adequacy can sometimes be achieved at the cost of adding large numbers of free parameters, with each parameter being optimized according to some criterion, resulting in increased computation times and large variances in the model estimates. In this study, we develop a simple approach that estimates the relative evolutionary rate of each homologous character. The method that we describe uses the similarity between characters as a proxy for evolutionary rate. In this article, we work on the premise that if the character-state distribution of a homologous character is similar to many other characters, then this character is likely to be relatively slowly evolving. If the character-state distribution of a homologous character is not similar to many or any of the rest of the characters in a data set, then it is likely to be the result of rapid evolution. We show that in some test cases, at least, the premise can hold and the inferences are robust. Importantly, the method does not use a "starting tree" to make the inference and therefore is tree independent. We demonstrate that this approach can work as well as a maximum likelihood (ML) approach, though the ML method needs to have a known phylogeny, or at least a very good estimate of that phylogeny. We then demonstrate some uses for this method of analysis, including the improvement in phylogeny reconstruction for both deep-level and recent relationships and overcoming systematic biases such as base composition bias. Furthermore, we compare this approach to two well-established methods for reweighting or removing characters. These other methods are tree-based and we show that they can be systematically biased. We feel this method can be useful for phylogeny reconstruction, understanding evolutionary rate variation, and for understanding selection variation on different characters.

An artifact caused by undersampling optimal trees in supermatrix analyses of locally sampled characters.

PubMed

Simmons, Mark P; Goloboff, Pablo A

2013-10-01

Empirical and simulated examples are used to demonstrate an artifact caused by undersampling optimal trees in data matrices that consist mostly or entirely of locally sampled (as opposed to globally, for most or all terminals) characters. The artifact is that unsupported clades consisting entirely of terminals scored for the same locally sampled partition may be resolved and assigned high resampling support-despite their being properly unsupported (i.e., not resolved in the strict consensus of all optimal trees). This artifact occurs despite application of random-addition sequences for stepwise terminal addition. The artifact is not necessarily obviated with thorough conventional branch swapping methods (even tree-bisection-reconnection) when just a single tree is held, as is sometimes implemented in parsimony bootstrap pseudoreplicates, and in every GARLI, PhyML, and RAxML pseudoreplicate and search for the most likely tree for the matrix as a whole. Hence GARLI, RAxML, and PhyML-based likelihood results require extra scrutiny, particularly when they provide high resolution and support for clades that are entirely unsupported by methods that perform more thorough searches, as in most parsimony analyses. Copyright © 2013 Elsevier Inc. All rights reserved.

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

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

USGS Publications Warehouse

Manly, Bryan F.J.; Schmutz, Joel A.

2001-01-01

The Mayfield method has been widely used for estimating survival of nests and young animals, especially when data are collected at irregular observation intervals. However, this method assumes survival is constant throughout the study period, which often ignores biologically relevant variation and may lead to biased survival estimates. We examined the bias and accuracy of 1 modification to the Mayfield method that allows for temporal variation in survival, and we developed and similarly tested 2 additional methods. One of these 2 new methods is simply an iterative extension of Klett and Johnson's method, which we refer to as the Iterative Mayfield method and bears similarity to Kaplan-Meier methods. The other method uses maximum likelihood techniques for estimation and is best applied to survival of animals in groups or families, rather than as independent individuals. We also examined how robust these estimators are to heterogeneity in the data, which can arise from such sources as dependent survival probabilities among siblings, inherent differences among families, and adoption. Testing of estimator performance with respect to bias, accuracy, and heterogeneity was done using simulations that mimicked a study of survival of emperor goose (Chen canagica) goslings. Assuming constant survival for inappropriately long periods of time or use of Klett and Johnson's methods resulted in large bias or poor accuracy (often >5% bias or root mean square error) compared to our Iterative Mayfield or maximum likelihood methods. Overall, estimator performance was slightly better with our Iterative Mayfield than our maximum likelihood method, but the maximum likelihood method provides a more rigorous framework for testing covariates and explicity models a heterogeneity factor. We demonstrated use of all estimators with data from emperor goose goslings. We advocate that future studies use the new methods outlined here rather than the traditional Mayfield method or its previous modifications.

Maximum likelihood of phylogenetic networks.

PubMed

Jin, Guohua; Nakhleh, Luay; Snir, Sagi; Tuller, Tamir

2006-11-01

Horizontal gene transfer (HGT) is believed to be ubiquitous among bacteria, and plays a major role in their genome diversification as well as their ability to develop resistance to antibiotics. In light of its evolutionary significance and implications for human health, developing accurate and efficient methods for detecting and reconstructing HGT is imperative. In this article we provide a new HGT-oriented likelihood framework for many problems that involve phylogeny-based HGT detection and reconstruction. Beside the formulation of various likelihood criteria, we show that most of these problems are NP-hard, and offer heuristics for efficient and accurate reconstruction of HGT under these criteria. We implemented our heuristics and used them to analyze biological as well as synthetic data. In both cases, our criteria and heuristics exhibited very good performance with respect to identifying the correct number of HGT events as well as inferring their correct location on the species tree. Implementation of the criteria as well as heuristics and hardness proofs are available from the authors upon request. Hardness proofs can also be downloaded at http://www.cs.tau.ac.il/~tamirtul/MLNET/Supp-ML.pdf

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

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.

A comparison of practical assessment methods to determine treadmill, cycle and elliptical ergometer VO2peak

PubMed Central

Mays, Ryan J.; Boér, Nicholas F.; Mealey, Lisa M.; Kim, Kevin H.; Goss, Fredric L.

2015-01-01

This investigation compared estimated and predicted peak oxygen consumption (VO2peak) and maximal heart rate (HRmax) among the treadmill, cycle ergometer and elliptical ergometer. Seventeen women (mean ± SE: 21.9 ± .3 yrs) exercised to exhaustion on all modalities. ACSM metabolic equations were used to estimate VO2peak. Digital displays on the elliptical ergometer were used to estimate VO2peak. Two individual linear regression methods were used to predict VO2peak: 1) two steady state heart rate (HR) responses up to 85% of age-predicted HRmax, and 2) multiple steady state/non-steady state HR responses up to 85% of age-predicted HRmax. Estimated VO2peak for the treadmill (46.3 ± 1.3 ml · kg−1 · min−1) and the elliptical ergometer (44.4 ± 1.0 ml · kg−1 · min−1) did not differ. The cycle ergometer estimated VO2peak (36.5 ± 1.0 ml · kg−1 · min−1) was lower (p < .001) than the estimated VO2peak values for the treadmill and elliptical ergometer. Elliptical ergometer VO2peak predicted from steady state (51.4 ± .8 ml · kg−1 · min−1) and steady state/non-steady state (50.3 ± 2.0 ml · kg−1 · min−1) models were higher than estimated elliptical ergometer VO2peak, p < .01. HRmax and estimates of VO2peak were similar between the treadmill and elliptical ergometer, thus cross-modal exercise prescriptions may be generated. The use of digital display estimates of submaximal oxygen uptake for the elliptical ergometer may not be an accurate method for predicting VO2peak. Health-fitness professionals should use caution when utilizing submaximal elliptical ergometer digital display estimates to predict VO2peak. PMID:20393357

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

PubMed

Campos-Filho, N; Franco, E L

1989-02-01

A frequent procedure in matched case-control studies is to report results from the multivariate unmatched analyses if they do not differ substantially from the ones obtained after conditioning on the matching variables. Although conceptually simple, this rule requires that an extensive series of logistic regression models be evaluated by both the conditional and unconditional maximum likelihood methods. Most computer programs for logistic regression employ only one maximum likelihood method, which requires that the analyses be performed in separate steps. This paper describes a Pascal microcomputer (IBM PC) program that performs multiple logistic regression by both maximum likelihood estimation methods, which obviates the need for switching between programs to obtain relative risk estimates from both matched and unmatched analyses. The program calculates most standard statistics and allows factoring of categorical or continuous variables by two distinct methods of contrast. A built-in, descriptive statistics option allows the user to inspect the distribution of cases and controls across categories of any given variable.

A PILOT STUDY TO DETERMINE THE WATER VOLUME INJESTED BY RECREATIONAL SWIMMERS

EPA Science Inventory

The volume of water ingested by recreational swimmers is unknown. Previous estimates by a number of investigators range from 10mL to 100mL. These estimates, however, are unsupported by empirical data. Many outdoor swimming pools are disinfected using cyanuric acid stabilized c...

Effect of immersion on lung capacities and volumes: implications for the densitometric estimation of relative body fat.

PubMed

Withers, R T; Hamdorf, P A

1989-01-01

Immersion of 18 male subjects in water caused a 20.4% (787 ml) increase (P less than 0.05) in the mean inspiratory capacity (IC) whereas there were no changes (P greater than 0.05) in tidal volume (VT) and the frequency of respiration. All the means for the other pulmonary variables decreased (P less than 0.05) by varying amounts: total lung capacity (TLC) = 8.4% (599 ml), vital capacity (VC) = 5.5% (308 ml), functional residual capacity (FRC) = 42.6% (1386 ml), expiratory reserve volume (ERV) = 61.9% (1095 ml) and residual volume (RV) = 19.7% (292 ml). Variation of only the RV in the body density (BD) formula from which the percentage body fat (%BF) is estimated resulted in a significantly (P less than 0.05) lower mean of 15.2% BF for the RV in air (means = 1482 ml) compared with that of 17.1% BF for the RV in water (means = 1190 ml). All but one of the subjects exhibited a smaller RV in water than in air; the six largest differences were equivalent to 2.4-5.1% BF. These results indicate that the net effect of the hydrostatic pressure (decreases RV), pulmonary vascular engorgement (decreases RV) and diminished compliance (increases RV) is to reduce the ventilated RV. It is therefore advisable to measure the RV when the subject is immersed in order to minimize error in the determination of BD and hence the estimation of % BF.

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.

Using the Estimating Supplies Program to Develop Materiel Solutions for the U.S. Air Force Aeromedical Evacuation In-Flight Kit (FFQDM)

DTIC Science & Technology

2008-07-07

Ibuprofen 800-mg tablet. Because of several negative side effects, Chlorpromazine HCL INJ can be replaced with Haloperidol HCL INJ or Promethazine HCL...CART 10S EA 6505013548591 FLUMAZENIL INJ 0.1MG/ML 10ML VI 10S VI 6505002688530 HALOPERIDOL INJ 5MG/ML 1ML AMPUL 10S AM 6505001538480 HYDROGEN...DIAZEPAM TAB 5MG INDIVIDUALLY SEALED 100S TB 6505013548591 FLUMAZENIL INJ 0.1MG/ML 10ML VI 10S VI 6505002688530 HALOPERIDOL INJ 5MG/ML 1ML AMP 10S AM

The Inverse Problem for Confined Aquifer Flow: Identification and Estimation With Extensions

NASA Astrophysics Data System (ADS)

Loaiciga, Hugo A.; MariñO, Miguel A.

1987-01-01

The contributions of this work are twofold. First, a methodology for estimating the elements of parameter matrices in the governing equation of flow in a confined aquifer is developed. The estimation techniques for the distributed-parameter inverse problem pertain to linear least squares and generalized least squares methods. The linear relationship among the known heads and unknown parameters of the flow equation provides the background for developing criteria for determining the identifiability status of unknown parameters. Under conditions of exact or overidentification it is possible to develop statistically consistent parameter estimators and their asymptotic distributions. The estimation techniques, namely, two-stage least squares and three stage least squares, are applied to a specific groundwater inverse problem and compared between themselves and with an ordinary least squares estimator. The three-stage estimator provides the closer approximation to the actual parameter values, but it also shows relatively large standard errors as compared to the ordinary and two-stage estimators. The estimation techniques provide the parameter matrices required to simulate the unsteady groundwater flow equation. Second, a nonlinear maximum likelihood estimation approach to the inverse problem is presented. The statistical properties of maximum likelihood estimators are derived, and a procedure to construct confidence intervals and do hypothesis testing is given. The relative merits of the linear and maximum likelihood estimators are analyzed. Other topics relevant to the identification and estimation methodologies, i.e., a continuous-time solution to the flow equation, coping with noise-corrupted head measurements, and extension of the developed theory to nonlinear cases are also discussed. A simulation study is used to evaluate the methods developed in this study.

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.

Mitochondrial DNA variation and phylogenetic relationships among five tuna species based on sequencing of D-loop region.

PubMed

Kumar, Girish; Kocour, Martin; Kunal, Swaraj Priyaranjan

2016-05-01

In order to assess the DNA sequence variation and phylogenetic relationship among five tuna species (Auxis thazard, Euthynnus affinis, Katsuwonus pelamis, Thunnus tonggol, and T. albacares) out of all four tuna genera, partial sequences of the mitochondrial DNA (mtDNA) D-loop region were analyzed. The estimate of intra-specific sequence variation in studied species was low, ranging from 0.027 to 0.080 [Kimura's two parameter distance (K2P)], whereas values of inter-specific variation ranged from 0.049 to 0.491. The longtail tuna (T. tonggol) and yellowfin tuna (T. albacares) were found to share a close relationship (K2P = 0.049) while skipjack tuna (K. pelamis) was most divergent studied species. Phylogenetic analysis using Maximum-Likelihood (ML) and Neighbor-Joining (NJ) methods supported the monophyletic origin of Thunnus species. Similarly, phylogeny of Auxis and Euthynnus species substantiate the monophyly. However, results showed a distinct origin of K. pelamis from genus Thunnus as well as Auxis and Euthynnus. Thus, the mtDNA D-loop region sequence data supports the polyphyletic origin of tuna species.

Molecular characterization and genetic diversity of Jatropha curcas L. in Costa Rica

PubMed Central

Vásquez-Mayorga, Marcela; Fuchs, Eric J.; Hernández, Eduardo J.; Herrera, Franklin; Hernández, Jesús; Moreira, Ileana; Arnáez, Elizabeth

2017-01-01

We estimated the genetic diversity of 50 Jatropha curcas samples from the Costa Rican germplasm bank using 18 EST-SSR, one G-SSR and nrDNA-ITS markers. We also evaluated the phylogenetic relationships among samples using nuclear ribosomal ITS markers. Non-toxicity was evaluated using G-SSRs and SCARs markers. A Neighbor-Joining (NJ) tree and a Maximum Likelihood (ML) tree were constructed using SSR markers and ITS sequences, respectively. Heterozygosity was moderate (He = 0.346), but considerable compared to worldwide values for J. curcas. The PIC (PIC = 0.274) and inbreeding coefficient (f =  − 0.102) were both low. Clustering was not related to the geographical origin of accessions. International accessions clustered independently of collection sites, suggesting a lack of genetic structure, probably due to the wide distribution of this crop and ample gene flow. Molecular markers identified only one non-toxic accession (JCCR-24) from Mexico. This work is part of a countrywide effort to characterize the genetic diversity of the Jatropha curcas germplasm bank in Costa Rica. PMID:28289556

A Smartphone Indoor Localization Algorithm Based on WLAN Location Fingerprinting with Feature Extraction and Clustering.

PubMed

Luo, Junhai; Fu, Liang

2017-06-09

With the development of communication technology, the demand for location-based services is growing rapidly. This paper presents an algorithm for indoor localization based on Received Signal Strength (RSS), which is collected from Access Points (APs). The proposed localization algorithm contains the offline information acquisition phase and online positioning phase. Firstly, the AP selection algorithm is reviewed and improved based on the stability of signals to remove useless AP; secondly, Kernel Principal Component Analysis (KPCA) is analyzed and used to remove the data redundancy and maintain useful characteristics for nonlinear feature extraction; thirdly, the Affinity Propagation Clustering (APC) algorithm utilizes RSS values to classify data samples and narrow the positioning range. In the online positioning phase, the classified data will be matched with the testing data to determine the position area, and the Maximum Likelihood (ML) estimate will be employed for precise positioning. Eventually, the proposed algorithm is implemented in a real-world environment for performance evaluation. Experimental results demonstrate that the proposed algorithm improves the accuracy and computational complexity.

Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model

ERIC Educational Resources Information Center

Lamsal, Sunil

2015-01-01

Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…

The complete mitochondrial genome structure of the jaguar (Panthera onca).

PubMed

Caragiulo, Anthony; Dougherty, Eric; Soto, Sofia; Rabinowitz, Salisa; Amato, George

2016-01-01

The jaguar (Panthera onca) is the largest felid in the Western hemisphere, and the only member of the Panthera genus in the New World. The jaguar inhabits most countries within Central and South America, and is considered near threatened by the International Union for the Conservation of Nature. This study represents the first sequence of the entire jaguar mitogenome, which was the only Panthera mitogenome that had not been sequenced. The jaguar mitogenome is 17,049 bases and possesses the same molecular structure as other felid mitogenomes. Bayesian inference (BI) and maximum likelihood (ML) were used to determine the phylogenetic placement of the jaguar within the Panthera genus. Both BI and ML analyses revealed the jaguar to be sister to the tiger/leopard/snow leopard clade.

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

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.

Volume estimation of small phantoms and rat kidneys using three-dimensional ultrasonography and a position sensor.

PubMed

Strømmen, Kenneth; Stormark, Tor André; Iversen, Bjarne M; Matre, Knut

2004-09-01

To evaluate the accuracy of small volume estimation, both in vivo and in vitro, measurements with a three-dimensional (3D) ultrasound (US) system were carried out. A position sensor was used and the transmitting frequency was 10 MHz. Balloons with known volumes were scanned while rat kidneys were scanned in vivo and in vitro. The Archimedes' principle was used to estimate the true volume. For balloons, the 3D US system gave very good agreement with true volumes in the volume range 0.1 to 10.0 mL (r = 0.999, n = 45, mean difference +/- 2SD = 0.245 +/- 0.370 mL). For rat kidneys in vivo (volume range 0.6 to 2.7 mL) the method was less accurate (r = 0.800, n = 10, mean difference +/- 2SD = -0.288 +/- 0.676 mL). For rat kidneys in vitro (volume range 0.3 to 2.7 mL) the results showed good agreement (r = 0.981, n = 23, mean difference +/- 2SD = 0.039 +/- 0.254 mL). For balloons, kidneys in vivo and in vitro, the mean percentage error was 9.3 +/- 4.8%, -17.1 +/- 17.4%, and 4.6 +/- 11.5%, respectively. This method can estimate the volume of small phantoms and rat kidneys and opens new possibilities for volume measurements of small objects and the study of organ function in small animals. (E-mail ).

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.

Population pharmacokinetics and dosing regimen design of milrinone in preterm infants

PubMed Central

Paradisis, Mary; Jiang, Xuemin; McLachlan, Andrew J; Evans, Nick; Kluckow, Martin; Osborn, David

2007-01-01

Aims To define the pharmacokinetics of milrinone in very preterm infants and determine an optimal dose regimen to prevent low systemic blood flow in the first 12 h after birth. Methods A prospective open‐labelled, dose‐escalation pharmacokinetic study was undertaken in two stages. In stage one, infants received milrinone at 0.25 μg/kg/min (n = 8) and 0.5 μg/kg/min (n = 11) infused from 3 to 24 h of age. Infants contributed 4–5 blood samples for concentration–time data which were analysed using a population modelling approach. A simulation study was used to explore the optimal dosing regimen to achieve target milrinone concentrations (180–300 ng/ml). This milrinone regimen was evaluated in stage two (n = 10). Results Infants (n = 29) born before 29 weeks gestation were enrolled. Milrinone pharmacokinetics were described using a one‐compartment model with first‐order elimination rate, with a population mean clearance (CV%) of 35 ml/h (24%) and volume of distribution of 512 ml (21%) and estimated half‐life of 10 h. The 0.25 and 0.5 μg/kg/min dosage regimens did not achieve optimal milrinone concentration‐time profiles to prevent early low systemic blood flow. Simulation studies predicted a loading infusion (0.75 μg/kg/min for 3 h) followed by maintenance infusion (0.2 μg/kg/min until 18 h of age) would provide an optimal milrinone concentration profile. This was confirmed in stage two of the study. Conclusion Population pharmacokinetic modelling in the preterm infant has established an optimal dose regimen for milrinone that increases the likelihood of achieving therapeutic aims and highlights the importance of pharmacokinetic studies in neonatal clinical pharmacology. PMID:16690639

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

Analyzing average and conditional effects with multigroup multilevel structural equation models

PubMed Central

Mayer, Axel; Nagengast, Benjamin; Fletcher, John; Steyer, Rolf

2014-01-01

Conventionally, multilevel analysis of covariance (ML-ANCOVA) has been the recommended approach for analyzing treatment effects in quasi-experimental multilevel designs with treatment application at the cluster-level. In this paper, we introduce the generalized ML-ANCOVA with linear effect functions that identifies average and conditional treatment effects in the presence of treatment-covariate interactions. We show how the generalized ML-ANCOVA model can be estimated with multigroup multilevel structural equation models that offer considerable advantages compared to traditional ML-ANCOVA. The proposed model takes into account measurement error in the covariates, sampling error in contextual covariates, treatment-covariate interactions, and stochastic predictors. We illustrate the implementation of ML-ANCOVA with an example from educational effectiveness research where we estimate average and conditional effects of early transition to secondary schooling on reading comprehension. PMID:24795668

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.

Minimum effective volume of mepivacaine for ultrasound-guided supraclavicular block

PubMed Central

Song, Jae Gyok; Kang, Bong Jin; Park, Kee Keun

2013-01-01

Background The aim of this study was to estimate the minimum effective volume (MEV) of 1.5% mepivacaine for ultrasound-guided supraclavicular block by placing the needle near the lower trunk of brachial plexus and multiple injections. Methods Thirty patients undergoing forearm and hand surgery received ultrasound-guided supraclavicular block with 1.5% mepivacaine. The initial volume of local anesthetic injected was 24 ml, and local anesthetic volume for the next patient was determined by the response of the previous patient. The next patient received a 3 ml higher volume in the case of the failure of the previous case. If the previous block was successful, the next volume was 3 ml lower. MEV was estimated by the Dixon and Massey up and down method. MEV in 95, 90, and 50% of patients (MEV95, MEV90, and MEV50) were calculated using probit transformation and logistic regression. Results MEV95 of 1.5% mepivacaine was 17 ml (95% confidence interval [CI], 13-42 ml), MEV90 was 15 ml (95% CI, 12-34 ml), and MEV50 was 9 ml (95% CI, 4-12 ml). Twelve patients had a failed block. Three patients received general anesthesia. Nine patients could undergo surgery with sedation only. Only one patient showed hemi-diaphragmatic paresis. Conclusions MEV95 was 17 ml, MEV90 was 15 ml, and MEV50 was 9 ml. However, needle location near the lower trunk of brachial plexus and multiple injections should be performed. PMID:23904937

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

Metabolic abnormalities associated with elevated serum cystatin C in adults with an estimated GFR ≥ 60 ml/min/1.73m2

PubMed Central

Muntner, Paul; Vupputuri, Suma; Coresh, Josef; Uribarri, Jaime; Fox, Caroline S.

2011-01-01

Elevated serum cystatin C may represent an early stage of kidney disease. It is unclear whether metabolic abnormalities typically seen in advanced chronic kidney disease are present in adults with estimated glomerular filtration rate ≥60 ml/min/1.73m2 and elevated cystatin C. Participants of the Third National Health and Nutrition Examination Survey (n=6722) were categorized into three groups: estimated glomerular filtration rate ≥ 60 ml/min/1.73m2 and cystatin C <1.09 mg/L (normal cystatin C); estimated glomerular filtration rate ≥60 ml/min/1.73m2 and cystatin C ≥1.09 mg/L (elevated cystatin C); and estimated glomerular filtration rate of 15-59 ml/min/1.73m2 (stage 3 or 4 chronic kidney disease). Among those with normal cystatin C, elevated cystatin C, and stage 3 or 4 chronic kidney disease, the age, race-ethnicity, sex standardized prevalence of serum hemoglobin <12 g/dL (<13 g/dL for men) was 4.3%, 8.2%, and 13.8%; serum uric acid ≥ 5.9 mg/dL (≥7.4 mg/dL for men) was 12.6%, 30.0%, and 45.0%; serum homocysteine ≥13 μmol/L was 12.1%, 25.1%, and 41.0%; serum phosphorus ≥3.9 mg/dL was 17.2%, 23.2%, and 25.8%; serum albumin <3.8 mg/dL was 14.5%, 20.0%, and 20.4%; plasma fibrinogen ≥352 mg/dL was 10.5%, 21.7%, and 23.2%; and C-reactive protein ≥1.0 g/dL was 7.5%, 22.5%, and 21.6% (each p-trend<0.001). Among adults with estimated glomerular filtration rate ≥60 ml/min/1.73m2, elevated serum cystatin C is associated with an increased prevalence of several metabolic abnormalities. PMID:19295502

Receiver design for SPAD-based VLC systems under Poisson-Gaussian mixed noise model.

PubMed

Mao, Tianqi; Wang, Zhaocheng; Wang, Qi

2017-01-23

Single-photon avalanche diode (SPAD) is a promising photosensor because of its high sensitivity to optical signals in weak illuminance environment. Recently, it has drawn much attention from researchers in visible light communications (VLC). However, existing literature only deals with the simplified channel model, which only considers the effects of Poisson noise introduced by SPAD, but neglects other noise sources. Specifically, when an analog SPAD detector is applied, there exists Gaussian thermal noise generated by the transimpedance amplifier (TIA) and the digital-to-analog converter (D/A). Therefore, in this paper, we propose an SPAD-based VLC system with pulse-amplitude-modulation (PAM) under Poisson-Gaussian mixed noise model, where Gaussian-distributed thermal noise at the receiver is also investigated. The closed-form conditional likelihood of received signals is derived using the Laplace transform and the saddle-point approximation method, and the corresponding quasi-maximum-likelihood (quasi-ML) detector is proposed. Furthermore, the Poisson-Gaussian-distributed signals are converted to Gaussian variables with the aid of the generalized Anscombe transform (GAT), leading to an equivalent additive white Gaussian noise (AWGN) channel, and a hard-decision-based detector is invoked. Simulation results demonstrate that, the proposed GAT-based detector can reduce the computational complexity with marginal performance loss compared with the proposed quasi-ML detector, and both detectors are capable of accurately demodulating the SPAD-based PAM signals.

Diagnostic Accuracy of Tests for Polyuria in Lithium-Treated Patients.

PubMed

Kinahan, James Conor; NiChorcorain, Aoife; Cunningham, Sean; Freyne, Aideen; Cooney, Colm; Barry, Siobhan; Kelly, Brendan D

2015-08-01

In lithium-treated patients, polyuria increases the risk of dehydration and lithium toxicity. If detected early, it is reversible. Despite its prevalence and associated morbidity in clinical practice, it remains underrecognized and therefore undertreated. The 24-hour urine collection is limited by its convenience and practicality. This study explores the diagnostic accuracy of alternative tests such as questionnaires on subjective polyuria, polydipsia, nocturia (dichotomous and ordinal responses), early morning urine sample osmolality (EMUO), and fluid intake record (FIR). This is a cross-sectional study of 179 lithium-treated patients attending a general adult and an old age psychiatry service. Participants completed the tests after completing an accurate 24-hour urine collection. The diagnostic accuracy of the individual tests was explored using the appropriate statistical techniques. Seventy-nine participants completed all of the tests. Polydipsia severity, EMUO, and FIR significantly differentiated the participants with polyuria (area under the receiver operating characteristic curve of 0.646, 0.760, and 0.846, respectively). Of the tests investigated, the FIR made the largest significant change in the probability that a patient experiences polyuria (<2000 mL/24 hours; interval likelihood ratio, 0.18 and >3500 mL/24 hours; interval likelihood ratio, 14). Symptomatic questioning, EMUO, and an FIR could be used in clinical practice to inform the prescriber of the probability that a lithium-treated patient is experiencing polyuria.

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.

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.

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

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.

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.

Arbuscular mycorrhizal propagules in soils from a tropical forest and an abandoned cornfield in Quintana Roo, Mexico: visual comparison of most-probable-number estimates.

PubMed

Ramos-Zapata, José A; Guadarrama, Patricia; Navarro-Alberto, Jorge; Orellana, Roger

2011-02-01

The present study was aimed at comparing the number of arbuscular mycorrhizal fungi (AMF) propagules found in soil from a mature tropical forest and that found in an abandoned cornfield in Noh-Bec Quintana Roo, Mexico, during three seasons. Agricultural practices can dramatically reduce the availability and viability of AMF propagules, and in this way delay the regeneration of tropical forests in abandoned agricultural areas. In addition, rainfall seasonality, which characterizes deciduous tropical forests, may strongly influence AMF propagules density. To compare AMF propagule numbers between sites and seasons (summer rainy, winter rainy and dry season), a "most probable number" (MPN) bioassay was conducted under greenhouse conditions employing Sorgum vulgare L. as host plant. Results showed an average value of 3.5 ± 0.41 propagules in 50 ml of soil for the mature forest while the abandoned cornfield had 15.4 ± 5.03 propagules in 50 ml of soil. Likelihood analysis showed no statistical differences in MPN of propagules between seasons within each site, or between sites, except for the summer rainy season for which soil from the abandoned cornfield had eight times as many propagules compared to soil from the mature forest site for this season. Propagules of arbuscular mycorrhizal fungi remained viable throughout the sampling seasons at both sites. Abandoned areas resulting from traditional slash and burn agriculture practices involving maize did not show a lower number of AMF propagules, which should allow the establishment of mycotrophic plants thus maintaining the AMF inoculum potential in these soils.

A comparison of model-based imputation methods for handling missing predictor values in a linear regression model: A simulation study

NASA Astrophysics Data System (ADS)

Hasan, Haliza; Ahmad, Sanizah; Osman, Balkish Mohd; Sapri, Shamsiah; Othman, Nadirah

2017-08-01

In regression analysis, missing covariate data has been a common problem. Many researchers use ad hoc methods to overcome this problem due to the ease of implementation. However, these methods require assumptions about the data that rarely hold in practice. Model-based methods such as Maximum Likelihood (ML) using the expectation maximization (EM) algorithm and Multiple Imputation (MI) are more promising when dealing with difficulties caused by missing data. Then again, inappropriate methods of missing value imputation can lead to serious bias that severely affects the parameter estimates. The main objective of this study is to provide a better understanding regarding missing data concept that can assist the researcher to select the appropriate missing data imputation methods. A simulation study was performed to assess the effects of different missing data techniques on the performance of a regression model. The covariate data were generated using an underlying multivariate normal distribution and the dependent variable was generated as a combination of explanatory variables. Missing values in covariate were simulated using a mechanism called missing at random (MAR). Four levels of missingness (10%, 20%, 30% and 40%) were imposed. ML and MI techniques available within SAS software were investigated. A linear regression analysis was fitted and the model performance measures; MSE, and R-Squared were obtained. Results of the analysis showed that MI is superior in handling missing data with highest R-Squared and lowest MSE when percent of missingness is less than 30%. Both methods are unable to handle larger than 30% level of missingness.

Phylodynamic Analysis Revealed That Epidemic of CRF07_BC Strain in Men Who Have Sex with Men Drove Its Second Spreading Wave in China.

PubMed

Zhang, Min; Jia, Dijing; Li, Hanping; Gui, Tao; Jia, Lei; Wang, Xiaolin; Li, Tianyi; Liu, Yongjian; Bao, Zuoyi; Liu, Siyang; Zhuang, Daomin; Li, Jingyun; Li, Lin

2017-10-01

CRF07_BC was originally formed in Yunnan province of China in 1980s and spread quickly in injecting drug users (IDUs). In recent years, it has been introduced into men who have sex with men (MSM) and become the most dominant strain in China. In this study, we performed a comprehensively phylodynamic analysis of CRF07_BC sequences from China. All CRF07_BC sequences identified in China were retrieved from database. More sequences obtained in our laboratory were added to make the dataset more representative. A maximum-likelihood (ML) tree was constructed with PhyML3.0. Maximum clade credibility (MCC) tree and effective population size were predicted by using Markov Chains Monte Carlo sampling method with Beast software. A total of 610 CRF07_BC sequences coving 1,473 bp of the gag gene (from 817 to 2,289 according to HXB2 calculator) were included into the dataset. Three epidemic clusters were identified; two clusters comprised sequences from IDUs, while one cluster mainly contained sequences from MSMs. The time of the most recent common ancestor of clusters that composed of sequences from MSMs was estimated to be in 2000. Two rapid spreading waves of effective population size of CRF07_BC infections were identified in the skyline plot. The second wave coincided with the expanding of MSM cluster. The results indicated that the control of CRF07_BC infections in MSMs would help to decrease its epidemic in China.

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.

Molecular systematics of the Middle American genus Hypopachus (Anura: Microhylidae)

PubMed Central

Greenbaum, Eli; Smith, Eric N.; de Sá, Rafael O.

2011-01-01

We present the first phylogenetic study on the widespread Middle American microhylid frog genus Hypopachus. Partial sequences of mitochondrial (12S and 16S ribosomal RNA) and nuclear (rhodopsin) genes (1275 bp total) were analyzed from 43 samples of Hypopachus, three currently recognized species of Gastrophryne, and seven arthroleptid, brevicipitid and microhylid outgroup taxa. Maximum parsimony (PAUP), maximum likelihood (RAxML) and Bayesian inference (MrBayes) optimality criteria were used for phylogenetic analyses, and BEAST was used to estimate divergence dates of major clades. Population-level analyses were conducted with the programs NETWORK and Arlequin. Results confirm the placement of Hypopachus and Gastrophryne as sister taxa, but the latter genus was strongly supported as paraphyletic. The African phrynomerine genus Phrynomantis was recovered as the sister taxon to a monophyletic Chiasmocleis, rendering our well-supported clade of gastrophrynines paraphyletic. Hypopachus barberi was supported as a disjunctly distributed highland species, and we recovered a basal split in lowland populations of Hypopachus variolosus from the Pacific versant of Mexico and elsewhere in the Mesoamerican lowlands. Dating analyses from BEAST estimate speciation within the genus Hypopachus occurred in the late Miocene/early Pliocene for most clades. Previous studies have not found bioacoustic or morphological differences among these lowland clades, and our molecular data support the continued recognition of two species in the genus Hypopachus. PMID:21798357

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.

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.

Glomerular filtration rate estimation from plasma creatinine after inhibition of tubular secretion: relevance of the creatinine assay.

PubMed

Kemperman, F A; Silberbusch, J; Slaats, E H; van Zanten, A P; Weber, J A; Krediet, R T; Arisz, L

1999-05-01

Estimation of glomerular filtration rate (GFR) from plasma creatinine concentration after inhibition of tubular creatinine secretion with cimetidine provides a good assessment in patients with various nephropathies and with non-insulin-dependent diabetes mellitus (NIDDM). The aim of this study was to compare cimetidine-aided GFR estimations using various creatinine assays. In 30 outpatients with NIDDM GFR was measured as the urinary clearance of continuously infused [125I]iothalamate. Plasma creatinine concentration was analysed after oral cimetidine with an alkaline picrate (AP) method, with an enzymatic (PAP) assay and with HPLC. GFR estimations were calculated with the Cockcroft Gault formula (CG). AP creatinine concentrations were significantly higher than PAP or HPLC values. GFR estimations by AP (CG(AP) 66 +/- 19 ml/min/1.73 m2, mean SD) were significantly lower than GFR (89 +/- 30), whereas CG(PAP) (85 +/- 30) and CG(HPLC) (84 +/- 34 ml/min/1.73 m2) were not. Bland and Altman analysis showed a difference between CG(AP) and GFR of -22.4 +/- 17.7 ml/min/1.73 m2; this difference becomes larger when the GFR increases. The difference between CG and GFR was only -3.8 +/- 14.8 ml/min/1.73 m2 for PAP and -4.4 +/- 17.5 ml/min/1.73 m2 for HPLC, without any systematic difference. A good assessment of the GFR from plasma creatinine after cimetidine administration is possible when creatinine is measured with an enzymatic assay or with the less convenient HPLC method. The more widespread and cheaper alkaline picrate assay is not suitable for GFR-estimation.

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

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