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…

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…

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.

DECONV-TOOL: An IDL based deconvolution software package

NASA Technical Reports Server (NTRS)

Varosi, F.; Landsman, W. B.

1992-01-01

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

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

PubMed

Holmes, T J; Liu, Y H

1989-11-15

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

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

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

PubMed

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

2010-05-01

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

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…

Bayesian image reconstruction for improving detection performance of muon tomography.

PubMed

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

2009-05-01

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

Deterministic quantum annealing expectation-maximization algorithm

NASA Astrophysics Data System (ADS)

Miyahara, Hideyuki; Tsumura, Koji; Sughiyama, Yuki

2017-11-01

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

Approximate maximum likelihood decoding of block codes

NASA Technical Reports Server (NTRS)

Greenberger, H. J.

1979-01-01

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

Maximum-likelihood block detection of noncoherent continuous phase modulation

NASA Technical Reports Server (NTRS)

Simon, Marvin K.; Divsalar, Dariush

1993-01-01

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

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.

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.

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.

A Study of Algorithms for Covariance Structure Analysis with Specific Comparisons Using Factor Analysis.

ERIC Educational Resources Information Center

Lee, S. Y.; Jennrich, R. I.

1979-01-01

A variety of algorithms for analyzing covariance structures are considered. Additionally, two methods of estimation, maximum likelihood, and weighted least squares are considered. Comparisons are made between these algorithms and factor analysis. (Author/JKS)

Maximum likelihood decoding of Reed Solomon Codes

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

Sudan, M.

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

Maximum-Likelihood Estimation With a Contracting-Grid Search Algorithm

PubMed Central

Hesterman, Jacob Y.; Caucci, Luca; Kupinski, Matthew A.; Barrett, Harrison H.; Furenlid, Lars R.

2010-01-01

A fast search algorithm capable of operating in multi-dimensional spaces is introduced. As a sample application, we demonstrate its utility in the 2D and 3D maximum-likelihood position-estimation problem that arises in the processing of PMT signals to derive interaction locations in compact gamma cameras. We demonstrate that the algorithm can be parallelized in pipelines, and thereby efficiently implemented in specialized hardware, such as field-programmable gate arrays (FPGAs). A 2D implementation of the algorithm is achieved in Cell/BE processors, resulting in processing speeds above one million events per second, which is a 20× increase in speed over a conventional desktop machine. Graphics processing units (GPUs) are used for a 3D application of the algorithm, resulting in processing speeds of nearly 250,000 events per second which is a 250× increase in speed over a conventional desktop machine. These implementations indicate the viability of the algorithm for use in real-time imaging applications. PMID:20824155

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

Task Performance with List-Mode Data

NASA Astrophysics Data System (ADS)

Caucci, Luca

This dissertation investigates the application of list-mode data to detection, estimation, and image reconstruction problems, with an emphasis on emission tomography in medical imaging. We begin by introducing a theoretical framework for list-mode data and we use it to define two observers that operate on list-mode data. These observers are applied to the problem of detecting a signal (known in shape and location) buried in a random lumpy background. We then consider maximum-likelihood methods for the estimation of numerical parameters from list-mode data, and we characterize the performance of these estimators via the so-called Fisher information matrix. Reconstruction from PET list-mode data is then considered. In a process we called "double maximum-likelihood" reconstruction, we consider a simple PET imaging system and we use maximum-likelihood methods to first estimate a parameter vector for each pair of gamma-ray photons that is detected by the hardware. The collection of these parameter vectors forms a list, which is then fed to another maximum-likelihood algorithm for volumetric reconstruction over a grid of voxels. Efficient parallel implementation of the algorithms discussed above is then presented. In this work, we take advantage of two low-cost, mass-produced computing platforms that have recently appeared on the market, and we provide some details on implementing our algorithms on these devices. We conclude this dissertation work by elaborating on a possible application of list-mode data to X-ray digital mammography. We argue that today's CMOS detectors and computing platforms have become fast enough to make X-ray digital mammography list-mode data acquisition and processing feasible.

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

NASA Astrophysics Data System (ADS)

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

1998-07-01

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

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

Inverse Ising problem in continuous time: A latent variable approach

NASA Astrophysics Data System (ADS)

Donner, Christian; Opper, Manfred

2017-12-01

We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.

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

PubMed

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

2017-03-01

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

Superfast maximum-likelihood reconstruction for quantum tomography

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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.

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

PubMed

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

1998-03-10

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

The effect of lossy image compression on image classification

NASA Technical Reports Server (NTRS)

Paola, Justin D.; Schowengerdt, Robert A.

1995-01-01

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

Object recognition and localization from 3D point clouds by maximum-likelihood estimation

NASA Astrophysics Data System (ADS)

Dantanarayana, Harshana G.; Huntley, Jonathan M.

2017-08-01

We present an algorithm based on maximum-likelihood analysis for the automated recognition of objects, and estimation of their pose, from 3D point clouds. Surfaces segmented from depth images are used as the features, unlike `interest point'-based algorithms which normally discard such data. Compared to the 6D Hough transform, it has negligible memory requirements, and is computationally efficient compared to iterative closest point algorithms. The same method is applicable to both the initial recognition/pose estimation problem as well as subsequent pose refinement through appropriate choice of the dispersion of the probability density functions. This single unified approach therefore avoids the usual requirement for different algorithms for these two tasks. In addition to the theoretical description, a simple 2 degrees of freedom (d.f.) example is given, followed by a full 6 d.f. analysis of 3D point cloud data from a cluttered scene acquired by a projected fringe-based scanner, which demonstrated an RMS alignment error as low as 0.3 mm.

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.

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

NASA Technical Reports Server (NTRS)

Hoffbeck, Joseph P.; Landgrebe, David A.

1994-01-01

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

Multidimensional stochastic approximation using locally contractive functions

NASA Technical Reports Server (NTRS)

Lawton, W. M.

1975-01-01

A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.

Estimation of Contextual Effects through Nonlinear Multilevel Latent Variable Modeling with a Metropolis-Hastings Robbins-Monro Algorithm

ERIC Educational Resources Information Center

Yang, Ji Seung; Cai, Li

2014-01-01

The main purpose of this study is to improve estimation efficiency in obtaining maximum marginal likelihood estimates of contextual effects in the framework of nonlinear multilevel latent variable model by adopting the Metropolis-Hastings Robbins-Monro algorithm (MH-RM). Results indicate that the MH-RM algorithm can produce estimates and standard…

Factor Analysis with EM Algorithm Never Gives Improper Solutions when Sample Covariance and Initial Parameter Matrices Are Proper

ERIC Educational Resources Information Center

Adachi, Kohei

2013-01-01

Rubin and Thayer ("Psychometrika," 47:69-76, 1982) proposed the EM algorithm for exploratory and confirmatory maximum likelihood factor analysis. In this paper, we prove the following fact: the EM algorithm always gives a proper solution with positive unique variances and factor correlations with absolute values that do not exceed one,…

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

NASA Technical Reports Server (NTRS)

Batterson, James G.; Omara, Thomas M.

1989-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.

Maximum likelihood estimation 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.

3D image reconstruction algorithms for cryo-electron-microscopy images of virus particles

NASA Astrophysics Data System (ADS)

Doerschuk, Peter C.; Johnson, John E.

2000-11-01

A statistical model for the object and the complete image formation process in cryo electron microscopy of viruses is presented. Using this model, maximum likelihood reconstructions of the 3D structure of viruses are computed using the expectation maximization algorithm and an example based on Cowpea mosaic virus is provided.

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.

A Modified Differential Coherent Bit Synchronization Algorithm for BeiDou Weak Signals with Large Frequency Deviation.

PubMed

Han, Zhifeng; Liu, Jianye; Li, Rongbing; Zeng, Qinghua; Wang, Yi

2017-07-04

BeiDou system navigation messages are modulated with a secondary NH (Neumann-Hoffman) code of 1 kbps, where frequent bit transitions limit the coherent integration time to 1 millisecond. Therefore, a bit synchronization algorithm is necessary to obtain bit edges and NH code phases. In order to realize bit synchronization for BeiDou weak signals with large frequency deviation, a bit synchronization algorithm based on differential coherent and maximum likelihood is proposed. Firstly, a differential coherent approach is used to remove the effect of frequency deviation, and the differential delay time is set to be a multiple of bit cycle to remove the influence of NH code. Secondly, the maximum likelihood function detection is used to improve the detection probability of weak signals. Finally, Monte Carlo simulations are conducted to analyze the detection performance of the proposed algorithm compared with a traditional algorithm under the CN0s of 20~40 dB-Hz and different frequency deviations. The results show that the proposed algorithm outperforms the traditional method with a frequency deviation of 50 Hz. This algorithm can remove the effect of BeiDou NH code effectively and weaken the influence of frequency deviation. To confirm the feasibility of the proposed algorithm, real data tests are conducted. The proposed algorithm is suitable for BeiDou weak signal bit synchronization with large frequency deviation.

Negotiating Multicollinearity with Spike-and-Slab Priors.

PubMed

Ročková, Veronika; George, Edward I

2014-08-01

In multiple regression under the normal linear model, the presence of multicollinearity is well known to lead to unreliable and unstable maximum likelihood estimates. This can be particularly troublesome for the problem of variable selection where it becomes more difficult to distinguish between subset models. Here we show how adding a spike-and-slab prior mitigates this difficulty by filtering the likelihood surface into a posterior distribution that allocates the relevant likelihood information to each of the subset model modes. For identification of promising high posterior models in this setting, we consider three EM algorithms, the fast closed form EMVS version of Rockova and George (2014) and two new versions designed for variants of the spike-and-slab formulation. For a multimodal posterior under multicollinearity, we compare the regions of convergence of these three algorithms. Deterministic annealing versions of the EMVS algorithm are seen to substantially mitigate this multimodality. A single simple running example is used for illustration throughout.

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.

Comparison of image deconvolution algorithms on simulated and laboratory infrared images

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

Proctor, D.

1994-11-15

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

Exploiting Non-sequence Data in Dynamic Model Learning

DTIC Science & Technology

2013-10-01

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

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…

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

PubMed Central

Richards, V. M.; Dai, W.

2014-01-01

A MATLAB toolbox for the efficient estimation of the threshold, slope, and lapse rate of the psychometric function is described. The toolbox enables the efficient implementation of the updated maximum-likelihood (UML) procedure. The toolbox uses an object-oriented architecture for organizing the experimental variables and computational algorithms, which provides experimenters with flexibility in experimental design and data management. Descriptions of the UML procedure and the UML Toolbox are provided, followed by toolbox use examples. Finally, guidelines and recommendations of parameter configurations are given. PMID:24671826

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

PubMed

Khairuzzaman, Md; Zhang, Chao; Igarashi, Koji; Katoh, Kazuhiro; Kikuchi, Kazuro

2010-03-01

We describe a successful introduction of maximum-likelihood-sequence estimation (MLSE) into digital coherent receivers together with finite-impulse response (FIR) filters in order to equalize both linear and nonlinear fiber impairments. The MLSE equalizer based on the Viterbi algorithm is implemented in the offline digital signal processing (DSP) core. We transmit 20-Gbit/s quadrature phase-shift keying (QPSK) signals through a 200-km-long standard single-mode fiber. The bit-error rate performance shows that the MLSE equalizer outperforms the conventional adaptive FIR filter, especially when nonlinear impairments are predominant.

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.

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.

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

Numerical Experimentation with Maximum Likelihood Identification in Static Distributed Systems

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

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

PubMed

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

2012-02-17

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

Signal Recovery and System Calibration from Multiple Compressive Poisson Measurements

DOE PAGES

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

2015-09-17

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

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.

New quests for better attitudes

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.

1991-01-01

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

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

ERIC Educational Resources Information Center

Song, Hairong; Ferrer, Emilio

2009-01-01

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

Estimation of a Ramsay-Curve Item Response Theory Model by the Metropolis-Hastings Robbins-Monro Algorithm. CRESST Report 834

ERIC Educational Resources Information Center

Monroe, Scott; Cai, Li

2013-01-01

In Ramsay curve item response theory (RC-IRT, Woods & Thissen, 2006) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's (1981) EM algorithm, which yields maximum marginal likelihood estimates. This method, however,…

Estimation of a Ramsay-Curve Item Response Theory Model by the Metropolis-Hastings Robbins-Monro Algorithm

ERIC Educational Resources Information Center

Monroe, Scott; Cai, Li

2014-01-01

In Ramsay curve item response theory (RC-IRT) modeling, the shape of the latent trait distribution is estimated simultaneously with the item parameters. In its original implementation, RC-IRT is estimated via Bock and Aitkin's EM algorithm, which yields maximum marginal likelihood estimates. This method, however, does not produce the…

A Monte Carlo comparison of the recovery of winds near upwind and downwind from the SASS-1 model function by means of the sum of squares algorithm and a maximum likelihood estimator

NASA Technical Reports Server (NTRS)

Pierson, W. J., Jr.

1984-01-01

Backscatter measurements at upwind and crosswind are simulated for five incidence angles by means of the SASS-1 model function. The effects of communication noise and attitude errors are simulated by Monte Carlo methods, and the winds are recovered by both the Sum of Square (SOS) algorithm and a Maximum Likelihood Estimater (MLE). The SOS algorithm is shown to fail for light enough winds at all incidence angles and to fail to show areas of calm because backscatter estimates that were negative or that produced incorrect values of K sub p greater than one were discarded. The MLE performs well for all input backscatter estimates and returns calm when both are negative. The use of the SOS algorithm is shown to have introduced errors in the SASS-1 model function that, in part, cancel out the errors that result from using it, but that also cause disagreement with other data sources such as the AAFE circle flight data at light winds. Implications for future scatterometer systems are given.

Maximum likelihood estimation for periodic autoregressive moving average models

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

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

ILP-based maximum likelihood genome scaffolding

PubMed Central

2014-01-01

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

Negotiating Multicollinearity with Spike-and-Slab Priors

PubMed Central

Ročková, Veronika

2014-01-01

In multiple regression under the normal linear model, the presence of multicollinearity is well known to lead to unreliable and unstable maximum likelihood estimates. This can be particularly troublesome for the problem of variable selection where it becomes more difficult to distinguish between subset models. Here we show how adding a spike-and-slab prior mitigates this difficulty by filtering the likelihood surface into a posterior distribution that allocates the relevant likelihood information to each of the subset model modes. For identification of promising high posterior models in this setting, we consider three EM algorithms, the fast closed form EMVS version of Rockova and George (2014) and two new versions designed for variants of the spike-and-slab formulation. For a multimodal posterior under multicollinearity, we compare the regions of convergence of these three algorithms. Deterministic annealing versions of the EMVS algorithm are seen to substantially mitigate this multimodality. A single simple running example is used for illustration throughout. PMID:25419004

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.

Rating Movies and Rating the Raters Who Rate Them

PubMed Central

Zhou, Hua; Lange, Kenneth

2010-01-01

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

Rating Movies and Rating the Raters Who Rate Them.

PubMed

Zhou, Hua; Lange, Kenneth

2009-11-01

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

Comparison of the MPP with other supercomputers for LANDSAT data processing

NASA Technical Reports Server (NTRS)

Ozga, Martin

1987-01-01

The massively parallel processor is compared to the CRAY X-MP and the CYBER-205 for LANDSAT data processing. The maximum likelihood classification algorithm is the basis for comparison since this algorithm is simple to implement and vectorizes very well. The algorithm was implemented on all three machines and tested by classifying the same full scene of LANDSAT multispectral scan data. Timings are compared as well as features of the machines and available software.

Damage diagnosis algorithm using a sequential change point detection method with an unknown distribution for damage

NASA Astrophysics Data System (ADS)

Noh, Hae Young; Rajagopal, Ram; Kiremidjian, Anne S.

2012-04-01

This paper introduces a damage diagnosis algorithm for civil structures that uses a sequential change point detection method for the cases where the post-damage feature distribution is unknown a priori. This algorithm extracts features from structural vibration data using time-series analysis and then declares damage using the change point detection method. The change point detection method asymptotically minimizes detection delay for a given false alarm rate. The conventional method uses the known pre- and post-damage feature distributions to perform a sequential hypothesis test. In practice, however, the post-damage distribution is unlikely to be known a priori. Therefore, our algorithm estimates and updates this distribution as data are collected using the maximum likelihood and the Bayesian methods. We also applied an approximate method to reduce the computation load and memory requirement associated with the estimation. The algorithm is validated using multiple sets of simulated data and a set of experimental data collected from a four-story steel special moment-resisting frame. Our algorithm was able to estimate the post-damage distribution consistently and resulted in detection delays only a few seconds longer than the delays from the conventional method that assumes we know the post-damage feature distribution. We confirmed that the Bayesian method is particularly efficient in declaring damage with minimal memory requirement, but the maximum likelihood method provides an insightful heuristic approach.

Efficient Maximum Likelihood Estimation for Pedigree Data with the Sum-Product Algorithm.

PubMed

Engelhardt, Alexander; Rieger, Anna; Tresch, Achim; Mansmann, Ulrich

2016-01-01

We analyze data sets consisting of pedigrees with age at onset of colorectal cancer (CRC) as phenotype. The occurrence of familial clusters of CRC suggests the existence of a latent, inheritable risk factor. We aimed to compute the probability of a family possessing this risk factor as well as the hazard rate increase for these risk factor carriers. Due to the inheritability of this risk factor, the estimation necessitates a costly marginalization of the likelihood. We propose an improved EM algorithm by applying factor graphs and the sum-product algorithm in the E-step. This reduces the computational complexity from exponential to linear in the number of family members. Our algorithm is as precise as a direct likelihood maximization in a simulation study and a real family study on CRC risk. For 250 simulated families of size 19 and 21, the runtime of our algorithm is faster by a factor of 4 and 29, respectively. On the largest family (23 members) in the real data, our algorithm is 6 times faster. We introduce a flexible and runtime-efficient tool for statistical inference in biomedical event data with latent variables that opens the door for advanced analyses of pedigree data. © 2017 S. Karger AG, Basel.

F-8C adaptive flight control laws

NASA Technical Reports Server (NTRS)

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

1977-01-01

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

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.

Integrated Efforts for Analysis of Geophysical Measurements and Models.

DTIC Science & Technology

1997-09-26

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

Methods of extending crop signatures from one area to another

NASA Technical Reports Server (NTRS)

Minter, T. C. (Principal Investigator)

1979-01-01

Efforts to develop a technology for signature extension during LACIE phases 1 and 2 are described. A number of haze and Sun angle correction procedures were developed and tested. These included the ROOSTER and OSCAR cluster-matching algorithms and their modifications, the MLEST and UHMLE maximum likelihood estimation procedures, and the ATCOR procedure. All these algorithms were tested on simulated data and consecutive-day LANDSAT imagery. The ATCOR, OSCAR, and MLEST algorithms were also tested for their capability to geographically extend signatures using LANDSAT imagery.

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

GASP: Gapped Ancestral Sequence Prediction for proteins

PubMed Central

Edwards, Richard J; Shields, Denis C

2004-01-01

Background The prediction of ancestral protein sequences from multiple sequence alignments is useful for many bioinformatics analyses. Predicting ancestral sequences is not a simple procedure and relies on accurate alignments and phylogenies. Several algorithms exist based on Maximum Parsimony or Maximum Likelihood methods but many current implementations are unable to process residues with gaps, which may represent insertion/deletion (indel) events or sequence fragments. Results Here we present a new algorithm, GASP (Gapped Ancestral Sequence Prediction), for predicting ancestral sequences from phylogenetic trees and the corresponding multiple sequence alignments. Alignments may be of any size and contain gaps. GASP first assigns the positions of gaps in the phylogeny before using a likelihood-based approach centred on amino acid substitution matrices to assign ancestral amino acids. Important outgroup information is used by first working down from the tips of the tree to the root, using descendant data only to assign probabilities, and then working back up from the root to the tips using descendant and outgroup data to make predictions. GASP was tested on a number of simulated datasets based on real phylogenies. Prediction accuracy for ungapped data was similar to three alternative algorithms tested, with GASP performing better in some cases and worse in others. Adding simple insertions and deletions to the simulated data did not have a detrimental effect on GASP accuracy. Conclusions GASP (Gapped Ancestral Sequence Prediction) will predict ancestral sequences from multiple protein alignments of any size. Although not as accurate in all cases as some of the more sophisticated maximum likelihood approaches, it can process a wide range of input phylogenies and will predict ancestral sequences for gapped and ungapped residues alike. PMID:15350199

Sequential structural damage diagnosis algorithm using a change point detection method

NASA Astrophysics Data System (ADS)

Noh, H.; Rajagopal, R.; Kiremidjian, A. S.

2013-11-01

This paper introduces a damage diagnosis algorithm for civil structures that uses a sequential change point detection method. The general change point detection method uses the known pre- and post-damage feature distributions to perform a sequential hypothesis test. In practice, however, the post-damage distribution is unlikely to be known a priori, unless we are looking for a known specific type of damage. Therefore, we introduce an additional algorithm that estimates and updates this distribution as data are collected using the maximum likelihood and the Bayesian methods. We also applied an approximate method to reduce the computation load and memory requirement associated with the estimation. The algorithm is validated using a set of experimental data collected from a four-story steel special moment-resisting frame and multiple sets of simulated data. Various features of different dimensions have been explored, and the algorithm was able to identify damage, particularly when it uses multidimensional damage sensitive features and lower false alarm rates, with a known post-damage feature distribution. For unknown feature distribution cases, the post-damage distribution was consistently estimated and the detection delays were only a few time steps longer than the delays from the general method that assumes we know the post-damage feature distribution. We confirmed that the Bayesian method is particularly efficient in declaring damage with minimal memory requirement, but the maximum likelihood method provides an insightful heuristic approach.

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

a Threshold-Free Filtering Algorithm for Airborne LIDAR Point Clouds Based on Expectation-Maximization

NASA Astrophysics Data System (ADS)

Hui, Z.; Cheng, P.; Ziggah, Y. Y.; Nie, Y.

2018-04-01

Filtering is a key step for most applications of airborne LiDAR point clouds. Although lots of filtering algorithms have been put forward in recent years, most of them suffer from parameters setting or thresholds adjusting, which will be time-consuming and reduce the degree of automation of the algorithm. To overcome this problem, this paper proposed a threshold-free filtering algorithm based on expectation-maximization. The proposed algorithm is developed based on an assumption that point clouds are seen as a mixture of Gaussian models. The separation of ground points and non-ground points from point clouds can be replaced as a separation of a mixed Gaussian model. Expectation-maximization (EM) is applied for realizing the separation. EM is used to calculate maximum likelihood estimates of the mixture parameters. Using the estimated parameters, the likelihoods of each point belonging to ground or object can be computed. After several iterations, point clouds can be labelled as the component with a larger likelihood. Furthermore, intensity information was also utilized to optimize the filtering results acquired using the EM method. The proposed algorithm was tested using two different datasets used in practice. Experimental results showed that the proposed method can filter non-ground points effectively. To quantitatively evaluate the proposed method, this paper adopted the dataset provided by the ISPRS for the test. The proposed algorithm can obtain a 4.48 % total error which is much lower than most of the eight classical filtering algorithms reported by the ISPRS.

User's guide: Nimbus-7 Earth radiation budget narrow-field-of-view products. Scene radiance tape products, sorting into angular bins products, and maximum likelihood cloud estimation products

NASA Technical Reports Server (NTRS)

Kyle, H. Lee; Hucek, Richard R.; Groveman, Brian; Frey, Richard

1990-01-01

The archived Earth radiation budget (ERB) products produced from the Nimbus-7 ERB narrow field-of-view scanner are described. The principal products are broadband outgoing longwave radiation (4.5 to 50 microns), reflected solar radiation (0.2 to 4.8 microns), and the net radiation. Daily and monthly averages are presented on a fixed global equal area (500 sq km), grid for the period May 1979 to May 1980. Two independent algorithms are used to estimate the outgoing fluxes from the observed radiances. The algorithms are described and the results compared. The products are divided into three subsets: the Scene Radiance Tapes (SRT) contain the calibrated radiances; the Sorting into Angular Bins (SAB) tape contains the SAB produced shortwave, longwave, and net radiation products; and the Maximum Likelihood Cloud Estimation (MLCE) tapes contain the MLCE products. The tape formats are described in detail.

Validation of the alternating conditional estimation algorithm for estimation of flexible extensions of Cox's proportional hazards model with nonlinear constraints on the parameters.

PubMed

Wynant, Willy; Abrahamowicz, Michal

2016-11-01

Standard optimization algorithms for maximizing likelihood may not be applicable to the estimation of those flexible multivariable models that are nonlinear in their parameters. For applications where the model's structure permits separating estimation of mutually exclusive subsets of parameters into distinct steps, we propose the alternating conditional estimation (ACE) algorithm. We validate the algorithm, in simulations, for estimation of two flexible extensions of Cox's proportional hazards model where the standard maximum partial likelihood estimation does not apply, with simultaneous modeling of (1) nonlinear and time-dependent effects of continuous covariates on the hazard, and (2) nonlinear interaction and main effects of the same variable. We also apply the algorithm in real-life analyses to estimate nonlinear and time-dependent effects of prognostic factors for mortality in colon cancer. Analyses of both simulated and real-life data illustrate good statistical properties of the ACE algorithm and its ability to yield new potentially useful insights about the data structure. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Multispectral and Panchromatic used Enhancement Resolution and Study Effective Enhancement on Supervised and Unsupervised Classification Land – Cover

NASA Astrophysics Data System (ADS)

Salman, S. S.; Abbas, W. A.

2018-05-01

The goal of the study is to support analysis Enhancement of Resolution and study effect on classification methods on bands spectral information of specific and quantitative approaches. In this study introduce a method to enhancement resolution Landsat 8 of combining the bands spectral of 30 meters resolution with panchromatic band 8 of 15 meters resolution, because of importance multispectral imagery to extracting land - cover. Classification methods used in this study to classify several lands -covers recorded from OLI- 8 imagery. Two methods of Data mining can be classified as either supervised or unsupervised. In supervised methods, there is a particular predefined target, that means the algorithm learn which values of the target are associated with which values of the predictor sample. K-nearest neighbors and maximum likelihood algorithms examine in this work as supervised methods. In other hand, no sample identified as target in unsupervised methods, the algorithm of data extraction searches for structure and patterns between all the variables, represented by Fuzzy C-mean clustering method as one of the unsupervised methods, NDVI vegetation index used to compare the results of classification method, the percent of dense vegetation in maximum likelihood method give a best results.

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

Localization of short-range acoustic and seismic wideband sources: Algorithms and experiments

NASA Astrophysics Data System (ADS)

Stafsudd, J. Z.; Asgari, S.; Hudson, R.; Yao, K.; Taciroglu, E.

2008-04-01

We consider the determination of the location (source localization) of a disturbance source which emits acoustic and/or seismic signals. We devise an enhanced approximate maximum-likelihood (AML) algorithm to process data collected at acoustic sensors (microphones) belonging to an array of, non-collocated but otherwise identical, sensors. The approximate maximum-likelihood algorithm exploits the time-delay-of-arrival of acoustic signals at different sensors, and yields the source location. For processing the seismic signals, we investigate two distinct algorithms, both of which process data collected at a single measurement station comprising a triaxial accelerometer, to determine direction-of-arrival. The direction-of-arrivals determined at each sensor station are then combined using a weighted least-squares approach for source localization. The first of the direction-of-arrival estimation algorithms is based on the spectral decomposition of the covariance matrix, while the second is based on surface wave analysis. Both of the seismic source localization algorithms have their roots in seismology; and covariance matrix analysis had been successfully employed in applications where the source and the sensors (array) are typically separated by planetary distances (i.e., hundreds to thousands of kilometers). Here, we focus on very-short distances (e.g., less than one hundred meters) instead, with an outlook to applications in multi-modal surveillance, including target detection, tracking, and zone intrusion. We demonstrate the utility of the aforementioned algorithms through a series of open-field tests wherein we successfully localize wideband acoustic and/or seismic sources. We also investigate a basic strategy for fusion of results yielded by acoustic and seismic arrays.

Deterministic annealing for density estimation by multivariate normal mixtures

NASA Astrophysics Data System (ADS)

Kloppenburg, Martin; Tavan, Paul

1997-03-01

An approach to maximum-likelihood density estimation by mixtures of multivariate normal distributions for large high-dimensional data sets is presented. Conventionally that problem is tackled by notoriously unstable expectation-maximization (EM) algorithms. We remove these instabilities by the introduction of soft constraints, enabling deterministic annealing. Our developments are motivated by the proof that algorithmically stable fuzzy clustering methods that are derived from statistical physics analogs are special cases of EM procedures.

Development of advanced acreage estimation methods

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

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).

MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics.

PubMed

Helaers, Raphaël; Milinkovitch, Michel C

2010-07-15

The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high customization for the phylogeneticist, as well as to an ergonomic interface and functionalities assisting the non-specialist for sound inference of large phylogenetic trees using nucleotide sequences. MetaPIGA v2.0 and its extensive user-manual are freely available to academics at http://www.metapiga.org.

MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics

PubMed Central

2010-01-01

Background The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Results Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. Conclusions The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high customization for the phylogeneticist, as well as to an ergonomic interface and functionalities assisting the non-specialist for sound inference of large phylogenetic trees using nucleotide sequences. MetaPIGA v2.0 and its extensive user-manual are freely available to academics at http://www.metapiga.org. PMID:20633263

Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

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

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

1996-06-01

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

F-8C adaptive control law refinement and software development

NASA Technical Reports Server (NTRS)

Hartmann, G. L.; Stein, G.

1981-01-01

An explicit adaptive control algorithm based on maximum likelihood estimation of parameters was designed. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm was implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer, surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software.

A simple, remote, video based breathing monitor.

PubMed

Regev, Nir; Wulich, Dov

2017-07-01

Breathing monitors have become the all-important cornerstone of a wide variety of commercial and personal safety applications, ranging from elderly care to baby monitoring. Many such monitors exist in the market, some, with vital signs monitoring capabilities, but none remote. This paper presents a simple, yet efficient, real time method of extracting the subject's breathing sinus rhythm. Points of interest are detected on the subject's body, and the corresponding optical flow is estimated and tracked using the well known Lucas-Kanade algorithm on a frame by frame basis. A generalized likelihood ratio test is then utilized on each of the many interest points to detect which is moving in harmonic fashion. Finally, a spectral estimation algorithm based on Pisarenko harmonic decomposition tracks the harmonic frequency in real time, and a fusion maximum likelihood algorithm optimally estimates the breathing rate using all points considered. The results show a maximal error of 1 BPM between the true breathing rate and the algorithm's calculated rate, based on experiments on two babies and three adults.

Parameter expansion for estimation of reduced rank covariance matrices (Open Access publication)

PubMed Central

Meyer, Karin

2008-01-01

Parameter expanded and standard expectation maximisation algorithms are described for reduced rank estimation of covariance matrices by restricted maximum likelihood, fitting the leading principal components only. Convergence behaviour of these algorithms is examined for several examples and contrasted to that of the average information algorithm, and implications for practical analyses are discussed. It is shown that expectation maximisation type algorithms are readily adapted to reduced rank estimation and converge reliably. However, as is well known for the full rank case, the convergence is linear and thus slow. Hence, these algorithms are most useful in combination with the quadratically convergent average information algorithm, in particular in the initial stages of an iterative solution scheme. PMID:18096112

Maximum Likelihood and Minimum Distance Applied to Univariate Mixture Distributions.

ERIC Educational Resources Information Center

Wang, Yuh-Yin Wu; Schafer, William D.

This Monte-Carlo study compared modified Newton (NW), expectation-maximization algorithm (EM), and minimum Cramer-von Mises distance (MD), used to estimate parameters of univariate mixtures of two components. Data sets were fixed at size 160 and manipulated by mean separation, variance ratio, component proportion, and non-normality. Results…

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

NASA Technical Reports Server (NTRS)

Mehra, Raman K.

1991-01-01

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

A Review of Methods for Missing Data.

ERIC Educational Resources Information Center

Pigott, Therese D.

2001-01-01

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

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.

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

Lemaire, H.; Barat, E.; Carrel, F.

In this work, we tested Maximum likelihood expectation-maximization (MLEM) algorithms optimized for gamma imaging applications on two recent coded mask gamma cameras. We respectively took advantage of the characteristics of the GAMPIX and Caliste HD-based gamma cameras: noise reduction thanks to mask/anti-mask procedure but limited energy resolution for GAMPIX, high energy resolution for Caliste HD. One of our short-term perspectives is the test of MAPEM algorithms integrating specific prior values for the data to reconstruct adapted to the gamma imaging topic. (authors)

PROBABILISTIC CROSS-IDENTIFICATION IN CROWDED FIELDS AS AN ASSIGNMENT PROBLEM

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

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

2016-10-01

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

Probabilistic Cross-identification in Crowded Fields as an Assignment Problem

NASA Astrophysics Data System (ADS)

Budavári, Tamás; Basu, Amitabh

2016-10-01

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

Generating Multiple Imputations for Matrix Sampling Data Analyzed with Item Response Models.

ERIC Educational Resources Information Center

Thomas, Neal; Gan, Nianci

1997-01-01

Describes and assesses missing data methods currently used to analyze data from matrix sampling designs implemented by the National Assessment of Educational Progress. Several improved methods are developed, and these models are evaluated using an EM algorithm to obtain maximum likelihood estimates followed by multiple imputation of complete data…

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

ERIC Educational Resources Information Center

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

2009-01-01

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

Comparisons of Four Methods for Estimating a Dynamic Factor Model

ERIC Educational Resources Information Center

Zhang, Zhiyong; Hamaker, Ellen L.; Nesselroade, John R.

2008-01-01

Four methods for estimating a dynamic factor model, the direct autoregressive factor score (DAFS) model, are evaluated and compared. The first method estimates the DAFS model using a Kalman filter algorithm based on its state space model representation. The second one employs the maximum likelihood estimation method based on the construction of a…

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

NASA Technical Reports Server (NTRS)

Molusis, J. A.

1982-01-01

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

A joint swarm intelligence algorithm for multi-user detection in MIMO-OFDM system

NASA Astrophysics Data System (ADS)

Hu, Fengye; Du, Dakun; Zhang, Peng; Wang, Zhijun

2014-11-01

In the multi-input multi-output orthogonal frequency division multiplexing (MIMO-OFDM) system, traditional multi-user detection (MUD) algorithms that usually used to suppress multiple access interference are difficult to balance system detection performance and the complexity of the algorithm. To solve this problem, this paper proposes a joint swarm intelligence algorithm called Ant Colony and Particle Swarm Optimisation (AC-PSO) by integrating particle swarm optimisation (PSO) and ant colony optimisation (ACO) algorithms. According to simulation results, it has been shown that, with low computational complexity, the MUD for the MIMO-OFDM system based on AC-PSO algorithm gains comparable MUD performance with maximum likelihood algorithm. Thus, the proposed AC-PSO algorithm provides a satisfactory trade-off between computational complexity and detection performance.

Maximum-likelihood-based extended-source spatial acquisition and tracking for planetary optical communications

NASA Astrophysics Data System (ADS)

Tsou, Haiping; Yan, Tsun-Yee

1999-04-01

This paper describes an extended-source spatial acquisition and tracking scheme for planetary optical communications. This scheme uses the Sun-lit Earth image as the beacon signal, which can be computed according to the current Sun-Earth-Probe angle from a pre-stored Earth image or a received snapshot taken by other Earth-orbiting satellite. Onboard the spacecraft, the reference image is correlated in the transform domain with the received image obtained from a detector array, which is assumed to have each of its pixels corrupted by an independent additive white Gaussian noise. The coordinate of the ground station is acquired and tracked, respectively, by an open-loop acquisition algorithm and a closed-loop tracking algorithm derived from the maximum likelihood criterion. As shown in the paper, the optimal spatial acquisition requires solving two nonlinear equations, or iteratively solving their linearized variants, to estimate the coordinate when translation in the relative positions of onboard and ground transceivers is considered. Similar assumption of linearization leads to the closed-loop spatial tracking algorithm in which the loop feedback signals can be derived from the weighted transform-domain correlation. Numerical results using a sample Sun-lit Earth image demonstrate that sub-pixel resolutions can be achieved by this scheme in a high disturbance environment.

A Parametric k-Means Algorithm

PubMed Central

Tarpey, Thaddeus

2007-01-01

Summary The k points that optimally represent a distribution (usually in terms of a squared error loss) are called the k principal points. This paper presents a computationally intensive method that automatically determines the principal points of a parametric distribution. Cluster means from the k-means algorithm are nonparametric estimators of principal points. A parametric k-means approach is introduced for estimating principal points by running the k-means algorithm on a very large simulated data set from a distribution whose parameters are estimated using maximum likelihood. Theoretical and simulation results are presented comparing the parametric k-means algorithm to the usual k-means algorithm and an example on determining sizes of gas masks is used to illustrate the parametric k-means algorithm. PMID:17917692

A hyperbolastic type-I diffusion process: Parameter estimation by means of the firefly algorithm.

PubMed

Barrera, Antonio; Román-Román, Patricia; Torres-Ruiz, Francisco

2018-01-01

A stochastic diffusion process, whose mean function is a hyperbolastic curve of type I, is presented. The main characteristics of the process are studied and the problem of maximum likelihood estimation for the parameters of the process is considered. To this end, the firefly metaheuristic optimization algorithm is applied after bounding the parametric space by a stagewise procedure. Some examples based on simulated sample paths and real data illustrate this development. Copyright © 2017 Elsevier B.V. All rights reserved.

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

Research on adaptive optics image restoration algorithm based on improved joint maximum a posteriori method

NASA Astrophysics Data System (ADS)

Zhang, Lijuan; Li, Yang; Wang, Junnan; Liu, Ying

2018-03-01

In this paper, we propose a point spread function (PSF) reconstruction method and joint maximum a posteriori (JMAP) estimation method for the adaptive optics image restoration. Using the JMAP method as the basic principle, we establish the joint log likelihood function of multi-frame adaptive optics (AO) images based on the image Gaussian noise models. To begin with, combining the observed conditions and AO system characteristics, a predicted PSF model for the wavefront phase effect is developed; then, we build up iterative solution formulas of the AO image based on our proposed algorithm, addressing the implementation process of multi-frame AO images joint deconvolution method. We conduct a series of experiments on simulated and real degraded AO images to evaluate our proposed algorithm. Compared with the Wiener iterative blind deconvolution (Wiener-IBD) algorithm and Richardson-Lucy IBD algorithm, our algorithm has better restoration effects including higher peak signal-to-noise ratio ( PSNR) and Laplacian sum ( LS) value than the others. The research results have a certain application values for actual AO image restoration.

An Extension of the Partial Credit Model with an Application to the Measurement of Change.

ERIC Educational Resources Information Center

Fischer, Gerhard H.; Ponocny, Ivo

1994-01-01

An extension to the partial credit model, the linear partial credit model, is considered under the assumption of a certain linear decomposition of the item x category parameters into basic parameters. A conditional maximum likelihood algorithm for estimating basic parameters is presented and illustrated with simulation and an empirical study. (SLD)

Vehicle Sprung Mass Estimation for Rough Terrain

DTIC Science & Technology

2011-03-01

distributions are greater than zero. The multivariate polynomials are functions of the Legendre polynomials (Poularikas (1999...developed methods based on polynomial chaos theory and on the maximum likelihood approach to estimate the most likely value of the vehicle sprung...mass. The polynomial chaos estimator is compared to benchmark algorithms including recursive least squares, recursive total least squares, extended

Mathematical description and program documentation for CLASSY, an adaptive maximum likelihood clustering method

NASA Technical Reports Server (NTRS)

Lennington, R. K.; Rassbach, M. E.

1979-01-01

Discussed in this report is the clustering algorithm CLASSY, including detailed descriptions of its general structure and mathematical background and of the various major subroutines. The report provides a development of the logic and equations used with specific reference to program variables. Some comments on timing and proposed optimization techniques are included.

Nonlinear Statistical Estimation with Numerical Maximum Likelihood

DTIC Science & Technology

1974-10-01

probably most directly attributable to the speed, precision and compactness of the linear programming algorithm exercised ; the mutual primal-dual...discriminant analysis is to classify the individual as a member of T# or IT, 1 2 according to the relative...Introduction to the Dissertation 1 Introduction to Statistical Estimation Theory 3 Choice of Estimator.. .Density Functions 12 Choice of Estimator

Land use surveys by means of automatic interpretation of LANDSAT system data

NASA Technical Reports Server (NTRS)

Dejesusparada, N. (Principal Investigator); Lombardo, M. A.; Novo, E. M. L. D.; Niero, M.; Foresti, C.

1981-01-01

Analyses for seven land-use classes are presented. The classes are: urban area, industrial area, bare soil, cultivated area, pastureland, reforestation, and natural vegetation. The automatic classification of LANDSAT MSS data using a maximum likelihood algorithm shows a 39% average error of emission and a 3.45 error of commission for the seven classes.

An FPGA-Based Real-Time Maximum Likelihood 3D Position Estimation for a Continuous Crystal PET Detector

NASA Astrophysics Data System (ADS)

Wang, Yonggang; Xiao, Yong; Cheng, Xinyi; Li, Deng; Wang, Liwei

2016-02-01

For the continuous crystal-based positron emission tomography (PET) detector built in our lab, a maximum likelihood algorithm adapted for implementation on a field programmable gate array (FPGA) is proposed to estimate the three-dimensional (3D) coordinate of interaction position with the single-end detected scintillation light response. The row-sum and column-sum readout scheme organizes the 64 channels of photomultiplier (PMT) into eight row signals and eight column signals to be readout for X- and Y-coordinates estimation independently. By the reference events irradiated in a known oblique angle, the probability density function (PDF) for each depth-of-interaction (DOI) segment is generated, by which the reference events in perpendicular irradiation are assigned to DOI segments for generating the PDFs for X and Y estimation in each DOI layer. Evaluated by the experimental data, the algorithm achieves an average X resolution of 1.69 mm along the central X-axis, and DOI resolution of 3.70 mm over the whole thickness (0-10 mm) of crystal. The performance improvements from 2D estimation to the 3D algorithm are also presented. Benefiting from abundant resources of FPGA and a hierarchical storage arrangement, the whole algorithm can be implemented into a middle-scale FPGA. By a parallel structure in pipelines, the 3D position estimator on the FPGA can achieve a processing throughput of 15 M events/s, which is sufficient for the requirement of real-time PET imaging.

Cloud classification from satellite data using a fuzzy sets algorithm: A polar example

NASA Technical Reports Server (NTRS)

Key, J. R.; Maslanik, J. A.; Barry, R. G.

1988-01-01

Where spatial boundaries between phenomena are diffuse, classification methods which construct mutually exclusive clusters seem inappropriate. The Fuzzy c-means (FCM) algorithm assigns each observation to all clusters, with membership values as a function of distance to the cluster center. The FCM algorithm is applied to AVHRR data for the purpose of classifying polar clouds and surfaces. Careful analysis of the fuzzy sets can provide information on which spectral channels are best suited to the classification of particular features, and can help determine likely areas of misclassification. General agreement in the resulting classes and cloud fraction was found between the FCM algorithm, a manual classification, and an unsupervised maximum likelihood classifier.

Flight data processing with the F-8 adaptive algorithm

NASA Technical Reports Server (NTRS)

Hartmann, G.; Stein, G.; Petersen, K.

1977-01-01

An explicit adaptive control algorithm based on maximum likelihood estimation of parameters has been designed for NASA's DFBW F-8 aircraft. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm has been implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer and surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software. The software and its performance evaluation based on flight data are described

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.

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

PubMed Central

Dong, Yi; Mihalas, Stefan; Russell, Alexander; Etienne-Cummings, Ralph; Niebur, Ernst

2012-01-01

When a neuronal spike train is observed, what can we say about the properties of the neuron that generated it? A natural way to answer this question is to make an assumption about the type of neuron, select an appropriate model for this type, and then to choose the model parameters as those that are most likely to generate the observed spike train. This is the maximum likelihood method. If the neuron obeys simple integrate and fire dynamics, Paninski, Pillow, and Simoncelli (2004) showed that its negative log-likelihood function is convex and that its unique global minimum can thus be found by gradient descent techniques. The global minimum property requires independence of spike time intervals. Lack of history dependence is, however, an important constraint that is not fulfilled in many biological neurons which are known to generate a rich repertoire of spiking behaviors that are incompatible with history independence. Therefore, we expanded the integrate and fire model by including one additional variable, a variable threshold (Mihalas & Niebur, 2009) allowing for history-dependent firing patterns. This neuronal model produces a large number of spiking behaviors while still being linear. Linearity is important as it maintains the distribution of the random variables and still allows for maximum likelihood methods to be used. In this study we show that, although convexity of the negative log-likelihood is not guaranteed for this model, the minimum of the negative log-likelihood function yields a good estimate for the model parameters, in particular if the noise level is treated as a free parameter. Furthermore, we show that a nonlinear function minimization method (r-algorithm with space dilation) frequently reaches the global minimum. PMID:21851282

Using MOEA with Redistribution and Consensus Branches to Infer Phylogenies.

PubMed

Min, Xiaoping; Zhang, Mouzhao; Yuan, Sisi; Ge, Shengxiang; Liu, Xiangrong; Zeng, Xiangxiang; Xia, Ningshao

2017-12-26

In recent years, to infer phylogenies, which are NP-hard problems, more and more research has focused on using metaheuristics. Maximum Parsimony and Maximum Likelihood are two effective ways to conduct inference. Based on these methods, which can also be considered as the optimal criteria for phylogenies, various kinds of multi-objective metaheuristics have been used to reconstruct phylogenies. However, combining these two time-consuming methods results in those multi-objective metaheuristics being slower than a single objective. Therefore, we propose a novel, multi-objective optimization algorithm, MOEA-RC, to accelerate the processes of rebuilding phylogenies using structural information of elites in current populations. We compare MOEA-RC with two representative multi-objective algorithms, MOEA/D and NAGA-II, and a non-consensus version of MOEA-RC on three real-world datasets. The result is, within a given number of iterations, MOEA-RC achieves better solutions than the other algorithms.

Handling Big Data in Medical Imaging: Iterative Reconstruction with Large-Scale Automated Parallel Computation

PubMed Central

Lee, Jae H.; Yao, Yushu; Shrestha, Uttam; Gullberg, Grant T.; Seo, Youngho

2014-01-01

The primary goal of this project is to implement the iterative statistical image reconstruction algorithm, in this case maximum likelihood expectation maximum (MLEM) used for dynamic cardiac single photon emission computed tomography, on Spark/GraphX. This involves porting the algorithm to run on large-scale parallel computing systems. Spark is an easy-to- program software platform that can handle large amounts of data in parallel. GraphX is a graph analytic system running on top of Spark to handle graph and sparse linear algebra operations in parallel. The main advantage of implementing MLEM algorithm in Spark/GraphX is that it allows users to parallelize such computation without any expertise in parallel computing or prior knowledge in computer science. In this paper we demonstrate a successful implementation of MLEM in Spark/GraphX and present the performance gains with the goal to eventually make it useable in clinical setting. PMID:27081299

Handling Big Data in Medical Imaging: Iterative Reconstruction with Large-Scale Automated Parallel Computation.

PubMed

Lee, Jae H; Yao, Yushu; Shrestha, Uttam; Gullberg, Grant T; Seo, Youngho

2014-11-01

The primary goal of this project is to implement the iterative statistical image reconstruction algorithm, in this case maximum likelihood expectation maximum (MLEM) used for dynamic cardiac single photon emission computed tomography, on Spark/GraphX. This involves porting the algorithm to run on large-scale parallel computing systems. Spark is an easy-to- program software platform that can handle large amounts of data in parallel. GraphX is a graph analytic system running on top of Spark to handle graph and sparse linear algebra operations in parallel. The main advantage of implementing MLEM algorithm in Spark/GraphX is that it allows users to parallelize such computation without any expertise in parallel computing or prior knowledge in computer science. In this paper we demonstrate a successful implementation of MLEM in Spark/GraphX and present the performance gains with the goal to eventually make it useable in clinical setting.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

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.

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

NASA Technical Reports Server (NTRS)

Johannesson, R.

1973-01-01

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

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

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.

LS-APC v1.0: a tuning-free method for the linear inverse problem and its application to source-term determination

NASA Astrophysics Data System (ADS)

Tichý, Ondřej; Šmídl, Václav; Hofman, Radek; Stohl, Andreas

2016-11-01

Estimation of pollutant releases into the atmosphere is an important problem in the environmental sciences. It is typically formalized as an inverse problem using a linear model that can explain observable quantities (e.g., concentrations or deposition values) as a product of the source-receptor sensitivity (SRS) matrix obtained from an atmospheric transport model multiplied by the unknown source-term vector. Since this problem is typically ill-posed, current state-of-the-art methods are based on regularization of the problem and solution of a formulated optimization problem. This procedure depends on manual settings of uncertainties that are often very poorly quantified, effectively making them tuning parameters. We formulate a probabilistic model, that has the same maximum likelihood solution as the conventional method using pre-specified uncertainties. Replacement of the maximum likelihood solution by full Bayesian estimation also allows estimation of all tuning parameters from the measurements. The estimation procedure is based on the variational Bayes approximation which is evaluated by an iterative algorithm. The resulting method is thus very similar to the conventional approach, but with the possibility to also estimate all tuning parameters from the observations. The proposed algorithm is tested and compared with the standard methods on data from the European Tracer Experiment (ETEX) where advantages of the new method are demonstrated. A MATLAB implementation of the proposed algorithm is available for download.

The analysis of the pilot's cognitive and decision processes

NASA Technical Reports Server (NTRS)

Curry, R. E.

1975-01-01

Articles are presented on pilot performance in zero-visibility precision approach, failure detection by pilots during automatic landing, experiments in pilot decision-making during simulated low visibility approaches, a multinomial maximum likelihood program, and a random search algorithm for laboratory computers. Other topics discussed include detection of system failures in multi-axis tasks and changes in pilot workload during an instrument landing.

Estimation of Two-Parameter Logistic Item Response Curves. Research Report 83-1. Mathematical Sciences Technical Report No. 130.

ERIC Educational Resources Information Center

Tsutakawa, Robert K.

This paper presents a method for estimating certain characteristics of test items which are designed to measure ability, or knowledge, in a particular area. Under the assumption that ability parameters are sampled from a normal distribution, the EM algorithm is used to derive maximum likelihood estimates to item parameters of the two-parameter…

Multivariate interactive digital analysis system /MIDAS/ - A new fast multispectral recognition system

NASA Technical Reports Server (NTRS)

Kriegler, F.; Marshall, R.; Lampert, S.; Gordon, M.; Cornell, C.; Kistler, R.

1973-01-01

The MIDAS system is a prototype, multiple-pipeline digital processor mechanizing the multivariate-Gaussian, maximum-likelihood decision algorithm operating at 200,000 pixels/second. It incorporates displays and film printer equipment under control of a general purpose midi-computer and possesses sufficient flexibility that operational versions of the equipment may be subsequently specified as subsets of the system.

Anaysis of the quality of image data required by the LANDSAT-4 Thematic Mapper and Multispectral Scanner. [agricultural and forest cover types in California

NASA Technical Reports Server (NTRS)

Colwell, R. N. (Principal Investigator)

1984-01-01

The spatial, geometric, and radiometric qualities of LANDSAT 4 thematic mapper (TM) and multispectral scanner (MSS) data were evaluated by interpreting, through visual and computer means, film and digital products for selected agricultural and forest cover types in California. Multispectral analyses employing Bayesian maximum likelihood, discrete relaxation, and unsupervised clustering algorithms were used to compare the usefulness of TM and MSS data for discriminating individual cover types. Some of the significant results are as follows: (1) for maximizing the interpretability of agricultural and forest resources, TM color composites should contain spectral bands in the visible, near-reflectance infrared, and middle-reflectance infrared regions, namely TM 4 and TM % and must contain TM 4 in all cases even at the expense of excluding TM 5; (2) using enlarged TM film products, planimetric accuracy of mapped poins was within 91 meters (RMSE east) and 117 meters (RMSE north); (3) using TM digital products, planimetric accuracy of mapped points was within 12.0 meters (RMSE east) and 13.7 meters (RMSE north); and (4) applying a contextual classification algorithm to TM data provided classification accuracies competitive with Bayesian maximum likelihood.

Viterbi equalization for long-distance, high-speed underwater laser communication

NASA Astrophysics Data System (ADS)

Hu, Siqi; Mi, Le; Zhou, Tianhua; Chen, Weibiao

2017-07-01

In long-distance, high-speed underwater laser communication, because of the strong absorption and scattering processes, the laser pulse is stretched with the increase in communication distance and the decrease in water clarity. The maximum communication bandwidth is limited by laser-pulse stretching. Improving the communication rate increases the intersymbol interference (ISI). To reduce the effect of ISI, the Viterbi equalization (VE) algorithm is used to estimate the maximum-likelihood receiving sequence. The Monte Carlo method is used to simulate the stretching of the received laser pulse and the maximum communication rate at a wavelength of 532 nm in Jerlov IB and Jerlov II water channels with communication distances of 80, 100, and 130 m, respectively. The high-data rate communication performance for the VE and hard-decision algorithms is compared. The simulation results show that the VE algorithm can be used to reduce the ISI by selecting the minimum error path. The trade-off between the high-data rate communication performance and minor bit-error rate performance loss makes VE a promising option for applications in long-distance, high-speed underwater laser communication systems.

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.

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

Petiteau, Antoine; Shang Yu; Babak, Stanislav

Coalescing massive black hole binaries are the strongest and probably the most important gravitational wave sources in the LISA band. The spin and orbital precessions bring complexity in the waveform and make the likelihood surface richer in structure as compared to the nonspinning case. We introduce an extended multimodal genetic algorithm which utilizes the properties of the signal and the detector response function to analyze the data from the third round of mock LISA data challenge (MLDC3.2). The performance of this method is comparable, if not better, to already existing algorithms. We have found all five sources present in MLDC3.2more » and recovered the coalescence time, chirp mass, mass ratio, and sky location with reasonable accuracy. As for the orbital angular momentum and two spins of the black holes, we have found a large number of widely separated modes in the parameter space with similar maximum likelihood values.« less

Super-Nyquist shaping and processing technologies for high-spectral-efficiency optical systems

NASA Astrophysics Data System (ADS)

Jia, Zhensheng; Chien, Hung-Chang; Zhang, Junwen; Dong, Ze; Cai, Yi; Yu, Jianjun

2013-12-01

The implementations of super-Nyquist pulse generation, both in a digital field using a digital-to-analog converter (DAC) or an optical filter at transmitter side, are introduced. Three corresponding signal processing algorithms at receiver are presented and compared for high spectral-efficiency (SE) optical systems employing the spectral prefiltering. Those algorithms are designed for the mitigation towards inter-symbol-interference (ISI) and inter-channel-interference (ICI) impairments by the bandwidth constraint, including 1-tap constant modulus algorithm (CMA) and 3-tap maximum likelihood sequence estimation (MLSE), regular CMA and digital filter with 2-tap MLSE, and constant multi-modulus algorithm (CMMA) with 2-tap MLSE. The principles and prefiltering tolerance are given through numerical and experimental results.

Detection of low-contrast images in film-grain noise.

PubMed

Naderi, F; Sawchuk, A A

1978-09-15

When low contrast photographic images are digitized by a very small aperture, extreme film-grain noise almost completely obliterates the image information. Using a large aperture to average out the noise destroys the fine details of the image. In these situations conventional statistical restoration techniques have little effect, and well chosen heuristic algorithms have yielded better results. In this paper we analyze the noisecheating algorithm of Zweig et al. [J. Opt. Soc. Am. 65, 1347 (1975)] and show that it can be justified by classical maximum-likelihood detection theory. A more general algorithm applicable to a broader class of images is then developed by considering the signal-dependent nature of film-grain noise. Finally, a Bayesian detection algorithm with improved performance is presented.

Variational Bayesian Parameter Estimation Techniques for the General Linear Model

PubMed Central

Starke, Ludger; Ostwald, Dirk

2017-01-01

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

Nonlinear BCJR equalizer for suppression of intrachannel nonlinearities in 40 Gb/s optical communications systems.

PubMed

Djordjevic, Ivan B; Vasic, Bane

2006-05-29

A maximum a posteriori probability (MAP) symbol decoding supplemented with iterative decoding is proposed as an effective mean for suppression of intrachannel nonlinearities. The MAP detector, based on Bahl-Cocke-Jelinek-Raviv algorithm, operates on the channel trellis, a dynamical model of intersymbol interference, and provides soft-decision outputs processed further in an iterative decoder. A dramatic performance improvement is demonstrated. The main reason is that the conventional maximum-likelihood sequence detector based on Viterbi algorithm provides hard-decision outputs only, hence preventing the soft iterative decoding. The proposed scheme operates very well in the presence of strong intrachannel intersymbol interference, when other advanced forward error correction schemes fail, and it is also suitable for 40 Gb/s upgrade over existing 10 Gb/s infrastructure.

Accurate motor mapping in awake common marmosets using micro-electrocorticographical stimulation and stochastic threshold estimation

NASA Astrophysics Data System (ADS)

Kosugi, Akito; Takemi, Mitsuaki; Tia, Banty; Castagnola, Elisa; Ansaldo, Alberto; Sato, Kenta; Awiszus, Friedemann; Seki, Kazuhiko; Ricci, Davide; Fadiga, Luciano; Iriki, Atsushi; Ushiba, Junichi

2018-06-01

Objective. Motor map has been widely used as an indicator of motor skills and learning, cortical injury, plasticity, and functional recovery. Cortical stimulation mapping using epidural electrodes is recently adopted for animal studies. However, several technical limitations still remain. Test-retest reliability of epidural cortical stimulation (ECS) mapping has not been examined in detail. Many previous studies defined evoked movements and motor thresholds by visual inspection, and thus, lacked quantitative measurements. A reliable and quantitative motor map is important to elucidate the mechanisms of motor cortical reorganization. The objective of the current study was to perform reliable ECS mapping of motor representations based on the motor thresholds, which were stochastically estimated by motor evoked potentials and chronically implanted micro-electrocorticographical (µECoG) electrode arrays, in common marmosets. Approach. ECS was applied using the implanted µECoG electrode arrays in three adult common marmosets under awake conditions. Motor evoked potentials were recorded through electromyographical electrodes implanted in upper limb muscles. The motor threshold was calculated through a modified maximum likelihood threshold-hunting algorithm fitted with the recorded data from marmosets. Further, a computer simulation confirmed reliability of the algorithm. Main results. Computer simulation suggested that the modified maximum likelihood threshold-hunting algorithm enabled to estimate motor threshold with acceptable precision. In vivo ECS mapping showed high test-retest reliability with respect to the excitability and location of the cortical forelimb motor representations. Significance. Using implanted µECoG electrode arrays and a modified motor threshold-hunting algorithm, we were able to achieve reliable motor mapping in common marmosets with the ECS system.

Accurate motor mapping in awake common marmosets using micro-electrocorticographical stimulation and stochastic threshold estimation.

PubMed

Kosugi, Akito; Takemi, Mitsuaki; Tia, Banty; Castagnola, Elisa; Ansaldo, Alberto; Sato, Kenta; Awiszus, Friedemann; Seki, Kazuhiko; Ricci, Davide; Fadiga, Luciano; Iriki, Atsushi; Ushiba, Junichi

2018-06-01

Motor map has been widely used as an indicator of motor skills and learning, cortical injury, plasticity, and functional recovery. Cortical stimulation mapping using epidural electrodes is recently adopted for animal studies. However, several technical limitations still remain. Test-retest reliability of epidural cortical stimulation (ECS) mapping has not been examined in detail. Many previous studies defined evoked movements and motor thresholds by visual inspection, and thus, lacked quantitative measurements. A reliable and quantitative motor map is important to elucidate the mechanisms of motor cortical reorganization. The objective of the current study was to perform reliable ECS mapping of motor representations based on the motor thresholds, which were stochastically estimated by motor evoked potentials and chronically implanted micro-electrocorticographical (µECoG) electrode arrays, in common marmosets. ECS was applied using the implanted µECoG electrode arrays in three adult common marmosets under awake conditions. Motor evoked potentials were recorded through electromyographical electrodes implanted in upper limb muscles. The motor threshold was calculated through a modified maximum likelihood threshold-hunting algorithm fitted with the recorded data from marmosets. Further, a computer simulation confirmed reliability of the algorithm. Computer simulation suggested that the modified maximum likelihood threshold-hunting algorithm enabled to estimate motor threshold with acceptable precision. In vivo ECS mapping showed high test-retest reliability with respect to the excitability and location of the cortical forelimb motor representations. Using implanted µECoG electrode arrays and a modified motor threshold-hunting algorithm, we were able to achieve reliable motor mapping in common marmosets with the ECS system.

An optimal algorithm for reconstructing images from binary measurements

NASA Astrophysics Data System (ADS)

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

2010-01-01

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

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

NASA Astrophysics Data System (ADS)

Neuer, Marcus J.

2013-11-01

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

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

PubMed

Falk, Carl F; Cai, Li

2016-06-01

We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives.

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

PubMed Central

Mao, Lu; Lin, D. Y.

2016-01-01

Abstract Interval censoring arises frequently in clinical, epidemiological, financial and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the effects of potentially time-dependent covariates on the interval-censored failure time through a broad class of semiparametric transformation models that encompasses proportional hazards and proportional odds models. We consider nonparametric maximum likelihood estimation for this class of models with an arbitrary number of monitoring times for each subject. We devise an EM-type algorithm that converges stably, even in the presence of time-dependent covariates, and show that the estimators for the regression parameters are consistent, asymptotically normal, and asymptotically efficient with an easily estimated covariance matrix. Finally, we demonstrate the performance of our procedures through simulation studies and application to an HIV/AIDS study conducted in Thailand. PMID:27279656

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

PubMed

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

2005-01-01

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

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

PubMed Central

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

2010-01-01

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

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…

Essays in the California electricity reserves markets

NASA Astrophysics Data System (ADS)

Metaxoglou, Konstantinos

This dissertation examines inefficiencies in the California electricity reserves markets. In Chapter 1, I use the information released during the investigation of the state's electricity crisis of 2000 and 2001 by the Federal Energy Regulatory Commission to diagnose allocative inefficiencies. Building upon the work of Wolak (2000), I calculate a lower bound for the sellers' price-cost margins using the inverse elasticities of their residual demand curves. The downward bias in my estimates stems from the fact that I don't account for the hierarchical substitutability of the reserve types. The margins averaged at least 20 percent for the two highest quality types of reserves, regulation and spinning, generating millions of dollars in transfers to a handful of sellers. I provide evidence that the deviations from marginal cost pricing were due to the markets' high concentration and a principal-agent relationship that emerged from their design. In Chapter 2, I document systematic differences between the markets' day- and hour-ahead prices. I use a high-dimensional vector moving average model to estimate the premia and conduct correct inferences. To obtain exact maximum likelihood estimates of the model, I employ the EM algorithm that I develop in Chapter 3. I uncover significant day-ahead premia, which I attribute to market design characteristics too. On the demand side, the market design established a principal-agent relationship between the markets' buyers (principal) and their supervisory authority (agent). The agent had very limited incentives to shift reserve purchases to the lower priced hour-ahead markets. On the supply side, the market design raised substantial entry barriers by precluding purely speculative trading and by introducing a complicated code of conduct that induced uncertainty about which actions were subject to regulatory scrutiny. In Chapter 3, I introduce a state-space representation for vector autoregressive moving average models that enables exact maximum likelihood estimation using the EM algorithm. Moreover, my algorithm uses only analytical expressions; it requires the Kalman filter and a fixed-interval smoother in the E step and least squares-type regression in the M step. In contrast, existing maximum likelihood estimation methods require numerical differentiation, both for univariate and multivariate models.

[Elastic registration method to compute deformation functions for mitral valve].

PubMed

Yang, Jinyu; Zhang, Wan; Yin, Ran; Deng, Yuxiao; Wei, Yunfeng; Zeng, Junyi; Wen, Tong; Ding, Lu; Liu, Xiaojian; Li, Yipeng

2014-10-01

Mitral valve disease is one of the most popular heart valve diseases. Precise positioning and displaying of the valve characteristics is necessary for the minimally invasive mitral valve repairing procedures. This paper presents a multi-resolution elastic registration method to compute the deformation functions constructed from cubic B-splines in three dimensional ultrasound images, in which the objective functional to be optimized was generated by maximum likelihood method based on the probabilistic distribution of the ultrasound speckle noise. The algorithm was then applied to register the mitral valve voxels. Numerical results proved the effectiveness of the algorithm.

The CLASSY clustering algorithm: Description, evaluation, and comparison with the iterative self-organizing clustering system (ISOCLS). [used for LACIE data

NASA Technical Reports Server (NTRS)

Lennington, R. K.; Malek, H.

1978-01-01

A clustering method, CLASSY, was developed, which alternates maximum likelihood iteration with a procedure for splitting, combining, and eliminating the resulting statistics. The method maximizes the fit of a mixture of normal distributions to the observed first through fourth central moments of the data and produces an estimate of the proportions, means, and covariances in this mixture. The mathematical model which is the basic for CLASSY and the actual operation of the algorithm is described. Data comparing the performances of CLASSY and ISOCLS on simulated and actual LACIE data are presented.

Use of Fuzzycones for Sun-Only Attitude Determination: THEMIS Becomes ARTEMIS

NASA Technical Reports Server (NTRS)

Hashmall, Joseph A.; Felikson, Denis; Sedlak, Joseph E.

2009-01-01

In order for two THEMIS probes to successfully transition to ARTEMIS it will be necessary to determine attitudes with moderate accuracy using Sun sensor data only. To accomplish this requirement, an implementation of the Fuzzycones maximum likelihood algorithm was developed. The effect of different measurement uncertainty models on Fuzzycones attitude accuracy was investigated and a bin-transition technique was introduced to improve attitude accuracy using data with uniform error distributions. The algorithm was tested with THEMIS data and in simulations. The analysis results show that the attitude requirements can be met using Fuzzycones and data containing two bin-transitions.

Cytoprophet: a Cytoscape plug-in for protein and domain interaction networks inference.

PubMed

Morcos, Faruck; Lamanna, Charles; Sikora, Marcin; Izaguirre, Jesús

2008-10-01

Cytoprophet is a software tool that allows prediction and visualization of protein and domain interaction networks. It is implemented as a plug-in of Cytoscape, an open source software framework for analysis and visualization of molecular networks. Cytoprophet implements three algorithms that predict new potential physical interactions using the domain composition of proteins and experimental assays. The algorithms for protein and domain interaction inference include maximum likelihood estimation (MLE) using expectation maximization (EM); the set cover approach maximum specificity set cover (MSSC) and the sum-product algorithm (SPA). After accepting an input set of proteins with Uniprot ID/Accession numbers and a selected prediction algorithm, Cytoprophet draws a network of potential interactions with probability scores and GO distances as edge attributes. A network of domain interactions between the domains of the initial protein list can also be generated. Cytoprophet was designed to take advantage of the visual capabilities of Cytoscape and be simple to use. An example of inference in a signaling network of myxobacterium Myxococcus xanthus is presented and available at Cytoprophet's website. http://cytoprophet.cse.nd.edu.

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.

Detecting Anomalies in Process Control Networks

NASA Astrophysics Data System (ADS)

Rrushi, Julian; Kang, Kyoung-Don

This paper presents the estimation-inspection algorithm, a statistical algorithm for anomaly detection in process control networks. The algorithm determines if the payload of a network packet that is about to be processed by a control system is normal or abnormal based on the effect that the packet will have on a variable stored in control system memory. The estimation part of the algorithm uses logistic regression integrated with maximum likelihood estimation in an inductive machine learning process to estimate a series of statistical parameters; these parameters are used in conjunction with logistic regression formulas to form a probability mass function for each variable stored in control system memory. The inspection part of the algorithm uses the probability mass functions to estimate the normalcy probability of a specific value that a network packet writes to a variable. Experimental results demonstrate that the algorithm is very effective at detecting anomalies in process control networks.

Logarithmic Laplacian Prior Based Bayesian Inverse Synthetic Aperture Radar Imaging.

PubMed

Zhang, Shuanghui; Liu, Yongxiang; Li, Xiang; Bi, Guoan

2016-04-28

This paper presents a novel Inverse Synthetic Aperture Radar Imaging (ISAR) algorithm based on a new sparse prior, known as the logarithmic Laplacian prior. The newly proposed logarithmic Laplacian prior has a narrower main lobe with higher tail values than the Laplacian prior, which helps to achieve performance improvement on sparse representation. The logarithmic Laplacian prior is used for ISAR imaging within the Bayesian framework to achieve better focused radar image. In the proposed method of ISAR imaging, the phase errors are jointly estimated based on the minimum entropy criterion to accomplish autofocusing. The maximum a posterior (MAP) estimation and the maximum likelihood estimation (MLE) are utilized to estimate the model parameters to avoid manually tuning process. Additionally, the fast Fourier Transform (FFT) and Hadamard product are used to minimize the required computational efficiency. Experimental results based on both simulated and measured data validate that the proposed algorithm outperforms the traditional sparse ISAR imaging algorithms in terms of resolution improvement and noise suppression.

Fuzzy jets

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

Mackey, Lester; Nachman, Benjamin; Schwartzman, Ariel

Collimated streams of particles produced in high energy physics experiments are organized using clustering algorithms to form jets . To construct jets, the experimental collaborations based at the Large Hadron Collider (LHC) primarily use agglomerative hierarchical clustering schemes known as sequential recombination. We propose a new class of algorithms for clustering jets that use infrared and collinear safe mixture models. These new algorithms, known as fuzzy jets , are clustered using maximum likelihood techniques and can dynamically determine various properties of jets like their size. We show that the fuzzy jet size adds additional information to conventional jet tagging variablesmore » in boosted topologies. Furthermore, we study the impact of pileup and show that with some slight modifications to the algorithm, fuzzy jets can be stable up to high pileup interaction multiplicities.« less

Fuzzy jets

DOE PAGES

Mackey, Lester; Nachman, Benjamin; Schwartzman, Ariel; ...

2016-06-01

Collimated streams of particles produced in high energy physics experiments are organized using clustering algorithms to form jets . To construct jets, the experimental collaborations based at the Large Hadron Collider (LHC) primarily use agglomerative hierarchical clustering schemes known as sequential recombination. We propose a new class of algorithms for clustering jets that use infrared and collinear safe mixture models. These new algorithms, known as fuzzy jets , are clustered using maximum likelihood techniques and can dynamically determine various properties of jets like their size. We show that the fuzzy jet size adds additional information to conventional jet tagging variablesmore » in boosted topologies. Furthermore, we study the impact of pileup and show that with some slight modifications to the algorithm, fuzzy jets can be stable up to high pileup interaction multiplicities.« less

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

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

Sparsity-constrained PET image reconstruction with learned dictionaries

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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

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

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

2015-03-10

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

Automated thematic mapping and change detection of ERTS-A images. [farmlands, cities, and mountain identification in Utah, Washington, Arizona, and California

NASA Technical Reports Server (NTRS)

Gramenopoulos, N. (Principal Investigator)

1974-01-01

The author has identified the following significant results. A diffraction pattern analysis of MSS images led to the development of spatial signatures for farm land, urban areas and mountains. Four spatial features are employed to describe the spatial characteristics of image cells in the digital data. Three spectral features are combined with the spatial features to form a seven dimensional vector describing each cell. Then, the classification of the feature vectors is accomplished by using the maximum likelihood criterion. It was determined that the recognition accuracy with the maximum likelihood criterion depends on the statistics of the feature vectors. It was also determined that for a given geographic area the statistics of the classes remain invariable for a period of a month, but vary substantially between seasons. Three ERTS-1 images from the Phoenix, Arizona area were processed, and recognition rates between 85% and 100% were obtained for the terrain classes of desert, farms, mountains, and urban areas. To eliminate the need for training data, a new clustering algorithm has been developed. Seven ERTS-1 images from four test sites have been processed through the clustering algorithm, and high recognition rates have been achieved for all terrain classes.

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.

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

PubMed

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

2017-12-11

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

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

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

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

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

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

DOE PAGES

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

2016-12-01

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

MultiPhyl: a high-throughput phylogenomics webserver using distributed computing

PubMed Central

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

2007-01-01

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

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

PubMed Central

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

2017-01-01

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

Maximum likelihood resampling of noisy, spatially correlated data

NASA Astrophysics Data System (ADS)

Goff, J.; Jenkins, C.

2005-12-01

In any geologic application, noisy data are sources of consternation for researchers, inhibiting interpretability and marring images with unsightly and unrealistic artifacts. Filtering is the typical solution to dealing with noisy data. However, filtering commonly suffers from ad hoc (i.e., uncalibrated, ungoverned) application, which runs the risk of erasing high variability components of the field in addition to the noise components. We present here an alternative to filtering: a newly developed methodology for correcting noise in data by finding the "best" value given the data value, its uncertainty, and the data values and uncertainties at proximal locations. The motivating rationale is that data points that are close to each other in space cannot differ by "too much", where how much is "too much" is governed by the field correlation properties. Data with large uncertainties will frequently violate this condition, and in such cases need to be corrected, or "resampled." The best solution for resampling is determined by the maximum of the likelihood function defined by the intersection of two probability density functions (pdf): (1) the data pdf, with mean and variance determined by the data value and square uncertainty, respectively, and (2) the geostatistical pdf, whose mean and variance are determined by the kriging algorithm applied to proximal data values. A Monte Carlo sampling of the data probability space eliminates non-uniqueness, and weights the solution toward data values with lower uncertainties. A test with a synthetic data set sampled from a known field demonstrates quantitatively and qualitatively the improvement provided by the maximum likelihood resampling algorithm. The method is also applied to three marine geology/geophysics data examples: (1) three generations of bathymetric data on the New Jersey shelf with disparate data uncertainties; (2) mean grain size data from the Adriatic Sea, which is combination of both analytic (low uncertainty) and word-based (higher uncertainty) sources; and (3) sidescan backscatter data from the Martha's Vineyard Coastal Observatory which are, as is typical for such data, affected by speckly noise.

SEMIPARAMETRIC EFFICIENT ESTIMATION FOR SHARED-FRAILTY MODELS WITH DOUBLY-CENSORED CLUSTERED DATA

PubMed Central

Wang, Jane-Ling

2018-01-01

In this paper, we investigate frailty models for clustered survival data that are subject to both left- and right-censoring, termed “doubly-censored data”. This model extends current survival literature by broadening the application of frailty models from right-censoring to a more complicated situation with additional left censoring. Our approach is motivated by a recent Hepatitis B study where the sample consists of families. We adopt a likelihood approach that aims at the nonparametric maximum likelihood estimators (NPMLE). A new algorithm is proposed, which not only works well for clustered data but also improve over existing algorithm for independent and doubly-censored data, a special case when the frailty variable is a constant equal to one. This special case is well known to be a computational challenge due to the left censoring feature of the data. The new algorithm not only resolves this challenge but also accommodate the additional frailty variable effectively. Asymptotic properties of the NPMLE are established along with semi-parametric efficiency of the NPMLE for the finite-dimensional parameters. The consistency of Bootstrap estimators for the standard errors of the NPMLE is also discussed. We conducted some simulations to illustrate the numerical performance and robustness of the proposed algorithm, which is also applied to the Hepatitis B data. PMID:29527068

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.

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

NASA Astrophysics Data System (ADS)

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

2011-06-01

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

Expectation maximization-based likelihood inference for flexible cure rate models with Weibull lifetimes.

PubMed

Balakrishnan, Narayanaswamy; Pal, Suvra

2016-08-01

Recently, a flexible cure rate survival model has been developed by assuming the number of competing causes of the event of interest to follow the Conway-Maxwell-Poisson distribution. This model includes some of the well-known cure rate models discussed in the literature as special cases. Data obtained from cancer clinical trials are often right censored and expectation maximization algorithm can be used in this case to efficiently estimate the model parameters based on right censored data. In this paper, we consider the competing cause scenario and assuming the time-to-event to follow the Weibull distribution, we derive the necessary steps of the expectation maximization algorithm for estimating the parameters of different cure rate survival models. The standard errors of the maximum likelihood estimates are obtained by inverting the observed information matrix. The method of inference developed here is examined by means of an extensive Monte Carlo simulation study. Finally, we illustrate the proposed methodology with a real data on cancer recurrence. © The Author(s) 2013.

Statistical reconstruction for cosmic ray muon tomography.

PubMed

Schultz, Larry J; Blanpied, Gary S; Borozdin, Konstantin N; Fraser, Andrew M; Hengartner, Nicolas W; Klimenko, Alexei V; Morris, Christopher L; Orum, Chris; Sossong, Michael J

2007-08-01

Highly penetrating cosmic ray muons constantly shower the earth at a rate of about 1 muon per cm2 per minute. We have developed a technique which exploits the multiple Coulomb scattering of these particles to perform nondestructive inspection without the use of artificial radiation. In prior work [1]-[3], we have described heuristic methods for processing muon data to create reconstructed images. In this paper, we present a maximum likelihood/expectation maximization tomographic reconstruction algorithm designed for the technique. This algorithm borrows much from techniques used in medical imaging, particularly emission tomography, but the statistics of muon scattering dictates differences. We describe the statistical model for multiple scattering, derive the reconstruction algorithm, and present simulated examples. We also propose methods to improve the robustness of the algorithm to experimental errors and events departing from the statistical model.

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.

Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Spatial Statistics of Large Astronomical Databases: An Algorithmic Approach

NASA Technical Reports Server (NTRS)

Szapudi, Istvan

2004-01-01

In this AISRP, the we have demonstrated that the correlation function i) can be calculated for MAP in minutes (about 45 minutes for Planck) on a modest 500Mhz workstation ii) the corresponding method, although theoretically suboptimal, produces nearly optimal results for realistic noise and cut sky. This trillion fold improvement in speed over the standard maximum likelihood technique opens up tremendous new possibilities, which will be persued in the follow up.

Under-reported data analysis with INAR-hidden Markov chains.

PubMed

Fernández-Fontelo, Amanda; Cabaña, Alejandra; Puig, Pedro; Moriña, David

2016-11-20

In this work, we deal with correlated under-reported data through INAR(1)-hidden Markov chain models. These models are very flexible and can be identified through its autocorrelation function, which has a very simple form. A naïve method of parameter estimation is proposed, jointly with the maximum likelihood method based on a revised version of the forward algorithm. The most-probable unobserved time series is reconstructed by means of the Viterbi algorithm. Several examples of application in the field of public health are discussed illustrating the utility of the models. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

High Resolution Image Reconstruction from Projection of Low Resolution Images DIffering in Subpixel Shifts

NASA Technical Reports Server (NTRS)

Mareboyana, Manohar; Le Moigne-Stewart, Jacqueline; Bennett, Jerome

2016-01-01

In this paper, we demonstrate a simple algorithm that projects low resolution (LR) images differing in subpixel shifts on a high resolution (HR) also called super resolution (SR) grid. The algorithm is very effective in accuracy as well as time efficiency. A number of spatial interpolation techniques using nearest neighbor, inverse-distance weighted averages, Radial Basis Functions (RBF) etc. used in projection yield comparable results. For best accuracy of reconstructing SR image by a factor of two requires four LR images differing in four independent subpixel shifts. The algorithm has two steps: i) registration of low resolution images and (ii) shifting the low resolution images to align with reference image and projecting them on high resolution grid based on the shifts of each low resolution image using different interpolation techniques. Experiments are conducted by simulating low resolution images by subpixel shifts and subsampling of original high resolution image and the reconstructing the high resolution images from the simulated low resolution images. The results of accuracy of reconstruction are compared by using mean squared error measure between original high resolution image and reconstructed image. The algorithm was tested on remote sensing images and found to outperform previously proposed techniques such as Iterative Back Projection algorithm (IBP), Maximum Likelihood (ML), and Maximum a posterior (MAP) algorithms. The algorithm is robust and is not overly sensitive to the registration inaccuracies.

How to Deal with Interval-Censored Data Practically while Assessing the Progression-Free Survival: A Step-by-Step Guide Using SAS and R Software.

PubMed

Dugué, Audrey Emmanuelle; Pulido, Marina; Chabaud, Sylvie; Belin, Lisa; Gal, Jocelyn

2016-12-01

We describe how to estimate progression-free survival while dealing with interval-censored data in the setting of clinical trials in oncology. Three procedures with SAS and R statistical software are described: one allowing for a nonparametric maximum likelihood estimation of the survival curve using the EM-ICM (Expectation and Maximization-Iterative Convex Minorant) algorithm as described by Wellner and Zhan in 1997; a sensitivity analysis procedure in which the progression time is assigned (i) at the midpoint, (ii) at the upper limit (reflecting the standard analysis when the progression time is assigned at the first radiologic exam showing progressive disease), or (iii) at the lower limit of the censoring interval; and finally, two multiple imputations are described considering a uniform or the nonparametric maximum likelihood estimation (NPMLE) distribution. Clin Cancer Res; 22(23); 5629-35. ©2016 AACR. ©2016 American Association for Cancer Research.

Resolving the Effects of Maternal and Offspring Genotype on Dyadic Outcomes in Genome Wide Complex Trait Analysis (“M-GCTA”)

PubMed Central

Pourcain, Beate St.; Smith, George Davey; York, Timothy P.; Evans, David M.

2014-01-01

Genome wide complex trait analysis (GCTA) is extended to include environmental effects of the maternal genotype on offspring phenotype (“maternal effects”, M-GCTA). The model includes parameters for the direct effects of the offspring genotype, maternal effects and the covariance between direct and maternal effects. Analysis of simulated data, conducted in OpenMx, confirmed that model parameters could be recovered by full information maximum likelihood (FIML) and evaluated the biases that arise in conventional GCTA when indirect genetic effects are ignored. Estimates derived from FIML in OpenMx showed very close agreement to those obtained by restricted maximum likelihood using the published algorithm for GCTA. The method was also applied to illustrative perinatal phenotypes from ∼4,000 mother-offspring pairs from the Avon Longitudinal Study of Parents and Children. The relative merits of extended GCTA in contrast to quantitative genetic approaches based on analyzing the phenotypic covariance structure of kinships are considered. PMID:25060210

Fourier ptychographic reconstruction using Poisson maximum likelihood and truncated Wirtinger gradient.

PubMed

Bian, Liheng; Suo, Jinli; Chung, Jaebum; Ou, Xiaoze; Yang, Changhuei; Chen, Feng; Dai, Qionghai

2016-06-10

Fourier ptychographic microscopy (FPM) is a novel computational coherent imaging technique for high space-bandwidth product imaging. Mathematically, Fourier ptychographic (FP) reconstruction can be implemented as a phase retrieval optimization process, in which we only obtain low resolution intensity images corresponding to the sub-bands of the sample's high resolution (HR) spatial spectrum, and aim to retrieve the complex HR spectrum. In real setups, the measurements always suffer from various degenerations such as Gaussian noise, Poisson noise, speckle noise and pupil location error, which would largely degrade the reconstruction. To efficiently address these degenerations, we propose a novel FP reconstruction method under a gradient descent optimization framework in this paper. The technique utilizes Poisson maximum likelihood for better signal modeling, and truncated Wirtinger gradient for effective error removal. Results on both simulated data and real data captured using our laser-illuminated FPM setup show that the proposed method outperforms other state-of-the-art algorithms. Also, we have released our source code for non-commercial use.

Filtered maximum likelihood expectation maximization based global reconstruction for bioluminescence tomography.

PubMed

Yang, Defu; Wang, Lin; Chen, Dongmei; Yan, Chenggang; He, Xiaowei; Liang, Jimin; Chen, Xueli

2018-05-17

The reconstruction of bioluminescence tomography (BLT) is severely ill-posed due to the insufficient measurements and diffuses nature of the light propagation. Predefined permissible source region (PSR) combined with regularization terms is one common strategy to reduce such ill-posedness. However, the region of PSR is usually hard to determine and can be easily affected by subjective consciousness. Hence, we theoretically developed a filtered maximum likelihood expectation maximization (fMLEM) method for BLT. Our method can avoid predefining the PSR and provide a robust and accurate result for global reconstruction. In the method, the simplified spherical harmonics approximation (SP N ) was applied to characterize diffuse light propagation in medium, and the statistical estimation-based MLEM algorithm combined with a filter function was used to solve the inverse problem. We systematically demonstrated the performance of our method by the regular geometry- and digital mouse-based simulations and a liver cancer-based in vivo experiment. Graphical abstract The filtered MLEM-based global reconstruction method for BLT.

Robust Methods for Moderation Analysis with a Two-Level Regression Model.

PubMed

Yang, Miao; Yuan, Ke-Hai

2016-01-01

Moderation analysis has many applications in social sciences. Most widely used estimation methods for moderation analysis assume that errors are normally distributed and homoscedastic. When these assumptions are not met, the results from a classical moderation analysis can be misleading. For more reliable moderation analysis, this article proposes two robust methods with a two-level regression model when the predictors do not contain measurement error. One method is based on maximum likelihood with Student's t distribution and the other is based on M-estimators with Huber-type weights. An algorithm for obtaining the robust estimators is developed. Consistent estimates of standard errors of the robust estimators are provided. The robust approaches are compared against normal-distribution-based maximum likelihood (NML) with respect to power and accuracy of parameter estimates through a simulation study. Results show that the robust approaches outperform NML under various distributional conditions. Application of the robust methods is illustrated through a real data example. An R program is developed and documented to facilitate the application of the robust methods.

Evaluation of the maximum-likelihood adaptive neural system (MLANS) applications to noncooperative IFF

NASA Astrophysics Data System (ADS)

Chernick, Julian A.; Perlovsky, Leonid I.; Tye, David M.

1994-06-01

This paper describes applications of maximum likelihood adaptive neural system (MLANS) to the characterization of clutter in IR images and to the identification of targets. The characterization of image clutter is needed to improve target detection and to enhance the ability to compare performance of different algorithms using diverse imagery data. Enhanced unambiguous IFF is important for fratricide reduction while automatic cueing and targeting is becoming an ever increasing part of operations. We utilized MLANS which is a parametric neural network that combines optimal statistical techniques with a model-based approach. This paper shows that MLANS outperforms classical classifiers, the quadratic classifier and the nearest neighbor classifier, because on the one hand it is not limited to the usual Gaussian distribution assumption and can adapt in real time to the image clutter distribution; on the other hand MLANS learns from fewer samples and is more robust than the nearest neighbor classifiers. Future research will address uncooperative IFF using fused IR and MMW data.

Reduction of Metal Artifact in Single Photon-Counting Computed Tomography by Spectral-Driven Iterative Reconstruction Technique

PubMed Central

Nasirudin, Radin A.; Mei, Kai; Panchev, Petar; Fehringer, Andreas; Pfeiffer, Franz; Rummeny, Ernst J.; Fiebich, Martin; Noël, Peter B.

2015-01-01

Purpose The exciting prospect of Spectral CT (SCT) using photon-counting detectors (PCD) will lead to new techniques in computed tomography (CT) that take advantage of the additional spectral information provided. We introduce a method to reduce metal artifact in X-ray tomography by incorporating knowledge obtained from SCT into a statistical iterative reconstruction scheme. We call our method Spectral-driven Iterative Reconstruction (SPIR). Method The proposed algorithm consists of two main components: material decomposition and penalized maximum likelihood iterative reconstruction. In this study, the spectral data acquisitions with an energy-resolving PCD were simulated using a Monte-Carlo simulator based on EGSnrc C++ class library. A jaw phantom with a dental implant made of gold was used as an object in this study. A total of three dental implant shapes were simulated separately to test the influence of prior knowledge on the overall performance of the algorithm. The generated projection data was first decomposed into three basis functions: photoelectric absorption, Compton scattering and attenuation of gold. A pseudo-monochromatic sinogram was calculated and used as input in the reconstruction, while the spatial information of the gold implant was used as a prior. The results from the algorithm were assessed and benchmarked with state-of-the-art reconstruction methods. Results Decomposition results illustrate that gold implant of any shape can be distinguished from other components of the phantom. Additionally, the result from the penalized maximum likelihood iterative reconstruction shows that artifacts are significantly reduced in SPIR reconstructed slices in comparison to other known techniques, while at the same time details around the implant are preserved. Quantitatively, the SPIR algorithm best reflects the true attenuation value in comparison to other algorithms. Conclusion It is demonstrated that the combination of the additional information from Spectral CT and statistical reconstruction can significantly improve image quality, especially streaking artifacts caused by the presence of materials with high atomic numbers. PMID:25955019

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

An algorithm for computing moments-based flood quantile estimates when historical flood information is available

USGS Publications Warehouse

Cohn, T.A.; Lane, W.L.; Baier, W.G.

1997-01-01

This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.

An algorithm for computing moments-based flood quantile estimates when historical flood information is available

NASA Astrophysics Data System (ADS)

Cohn, T. A.; Lane, W. L.; Baier, W. G.

This paper presents the expected moments algorithm (EMA), a simple and efficient method for incorporating historical and paleoflood information into flood frequency studies. EMA can utilize three types of at-site flood information: systematic stream gage record; information about the magnitude of historical floods; and knowledge of the number of years in the historical period when no large flood occurred. EMA employs an iterative procedure to compute method-of-moments parameter estimates. Initial parameter estimates are calculated from systematic stream gage data. These moments are then updated by including the measured historical peaks and the expected moments, given the previously estimated parameters, of the below-threshold floods from the historical period. The updated moments result in new parameter estimates, and the last two steps are repeated until the algorithm converges. Monte Carlo simulations compare EMA, Bulletin 17B's [United States Water Resources Council, 1982] historically weighted moments adjustment, and maximum likelihood estimators when fitting the three parameters of the log-Pearson type III distribution. These simulations demonstrate that EMA is more efficient than the Bulletin 17B method, and that it is nearly as efficient as maximum likelihood estimation (MLE). The experiments also suggest that EMA has two advantages over MLE when dealing with the log-Pearson type III distribution: It appears that EMA estimates always exist and that they are unique, although neither result has been proven. EMA can be used with binomial or interval-censored data and with any distributional family amenable to method-of-moments estimation.

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.

Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies

PubMed Central

Rukhin, Andrew L.

2011-01-01

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

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

PubMed

Rukhin, Andrew L

2011-01-01

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

Framework for adaptive multiscale analysis of nonhomogeneous point processes.

PubMed

Helgason, Hannes; Bartroff, Jay; Abry, Patrice

2011-01-01

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

Driving style recognition method using braking characteristics based on hidden Markov model

PubMed Central

Wu, Chaozhong; Lyu, Nengchao; Huang, Zhen

2017-01-01

Since the advantage of hidden Markov model in dealing with time series data and for the sake of identifying driving style, three driving style (aggressive, moderate and mild) are modeled reasonably through hidden Markov model based on driver braking characteristics to achieve efficient driving style. Firstly, braking impulse and the maximum braking unit area of vacuum booster within a certain time are collected from braking operation, and then general braking and emergency braking characteristics are extracted to code the braking characteristics. Secondly, the braking behavior observation sequence is used to describe the initial parameters of hidden Markov model, and the generation of the hidden Markov model for differentiating and an observation sequence which is trained and judged by the driving style is introduced. Thirdly, the maximum likelihood logarithm could be implied from the observable parameters. The recognition accuracy of algorithm is verified through experiments and two common pattern recognition algorithms. The results showed that the driving style discrimination based on hidden Markov model algorithm could realize effective discriminant of driving style. PMID:28837580

An introduction of component fusion extend Kalman filtering method

NASA Astrophysics Data System (ADS)

Geng, Yue; Lei, Xusheng

2018-05-01

In this paper, the Component Fusion Extend Kalman Filtering (CFEKF) algorithm is proposed. Assuming each component of error propagation are independent with Gaussian distribution. The CFEKF can be obtained through the maximum likelihood of propagation error, which can adjust the state transition matrix and the measured matrix adaptively. With minimize linearization error, CFEKF can an effectively improve the estimation accuracy of nonlinear system state. The computation of CFEKF is similar to EKF which is easy for application.

The use of LANDSAT data to monitor the urban growth of Sao Paulo Metropolitan area

NASA Technical Reports Server (NTRS)

Dejesusparada, N. (Principal Investigator); Niero, M.; Lombardo, M. A.; Foresti, C.

1982-01-01

Urban growth from 1977 to 1979 of the region between Billings and the Guarapiranga reservoir was mapped and the problematic urban areas identified using several LANDSAT products. Visual and automatic interpretation techniques were applied to the data. Computer compatible tapes of LANDSAT multispectral scanner data were analyzed through the maximum likelihood Gaussian algorithm. The feasibility of monitoring fast urban growth by remote sensing techniques for efficient urban planning and control is demonstrated.

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.

Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes. Part 3

NASA Technical Reports Server (NTRS)

Lin, Shu

1998-01-01

Decoding algorithms based on the trellis representation of a code (block or convolutional) drastically reduce decoding complexity. The best known and most commonly used trellis-based decoding algorithm is the Viterbi algorithm. It is a maximum likelihood decoding algorithm. Convolutional codes with the Viterbi decoding have been widely used for error control in digital communications over the last two decades. This chapter is concerned with the application of the Viterbi decoding algorithm to linear block codes. First, the Viterbi algorithm is presented. Then, optimum sectionalization of a trellis to minimize the computational complexity of a Viterbi decoder is discussed and an algorithm is presented. Some design issues for IC (integrated circuit) implementation of a Viterbi decoder are considered and discussed. Finally, a new decoding algorithm based on the principle of compare-select-add is presented. This new algorithm can be applied to both block and convolutional codes and is more efficient than the conventional Viterbi algorithm based on the add-compare-select principle. This algorithm is particularly efficient for rate 1/n antipodal convolutional codes and their high-rate punctured codes. It reduces computational complexity by one-third compared with the Viterbi algorithm.

Prediction of monthly rainfall in Victoria, Australia: Clusterwise linear regression approach

NASA Astrophysics Data System (ADS)

Bagirov, Adil M.; Mahmood, Arshad; Barton, Andrew

2017-05-01

This paper develops the Clusterwise Linear Regression (CLR) technique for prediction of monthly rainfall. The CLR is a combination of clustering and regression techniques. It is formulated as an optimization problem and an incremental algorithm is designed to solve it. The algorithm is applied to predict monthly rainfall in Victoria, Australia using rainfall data with five input meteorological variables over the period of 1889-2014 from eight geographically diverse weather stations. The prediction performance of the CLR method is evaluated by comparing observed and predicted rainfall values using four measures of forecast accuracy. The proposed method is also compared with the CLR using the maximum likelihood framework by the expectation-maximization algorithm, multiple linear regression, artificial neural networks and the support vector machines for regression models using computational results. The results demonstrate that the proposed algorithm outperforms other methods in most locations.

Finite mixture model: A maximum likelihood estimation approach on time series data

NASA Astrophysics Data System (ADS)

Yen, Phoong Seuk; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad

2014-09-01

Recently, statistician emphasized on the fitting of finite mixture model by using maximum likelihood estimation as it provides asymptotic properties. In addition, it shows consistency properties as the sample sizes increases to infinity. This illustrated that maximum likelihood estimation is an unbiased estimator. Moreover, the estimate parameters obtained from the application of maximum likelihood estimation have smallest variance as compared to others statistical method as the sample sizes increases. Thus, maximum likelihood estimation is adopted in this paper to fit the two-component mixture model in order to explore the relationship between rubber price and exchange rate for Malaysia, Thailand, Philippines and Indonesia. Results described that there is a negative effect among rubber price and exchange rate for all selected countries.

Maximum likelihood 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.

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.

The use of Landsat data to inventory cotton and soybean acreage in North Alabama

NASA Technical Reports Server (NTRS)

Downs, S. W., Jr.; Faust, N. L.

1980-01-01

This study was performed to determine if Landsat data could be used to improve the accuracy of the estimation of cotton acreage. A linear classification algorithm and a maximum likelihood algorithm were used for computer classification of the area, and the classification was compared with ground truth. The classification accuracy for some fields was greater than 90 percent; however, the overall accuracy was 71 percent for cotton and 56 percent for soybeans. The results of this research indicate that computer analysis of Landsat data has potential for improving upon the methods presently being used to determine cotton acreage; however, additional experiments and refinements are needed before the method can be used operationally.

Absolute magnitude calibration using trigonometric parallax - Incomplete, spectroscopic samples

NASA Technical Reports Server (NTRS)

Ratnatunga, Kavan U.; Casertano, Stefano

1991-01-01

A new numerical algorithm is used to calibrate the absolute magnitude of spectroscopically selected stars from their observed trigonometric parallax. This procedure, based on maximum-likelihood estimation, can retrieve unbiased estimates of the intrinsic absolute magnitude and its dispersion even from incomplete samples suffering from selection biases in apparent magnitude and color. It can also make full use of low accuracy and negative parallaxes and incorporate censorship on reported parallax values. Accurate error estimates are derived for each of the fitted parameters. The algorithm allows an a posteriori check of whether the fitted model gives a good representation of the observations. The procedure is described in general and applied to both real and simulated data.

An assessment of support vector machines for land cover classification

USGS Publications Warehouse

Huang, C.; Davis, L.S.; Townshend, J.R.G.

2002-01-01

The support vector machine (SVM) is a group of theoretically superior machine learning algorithms. It was found competitive with the best available machine learning algorithms in classifying high-dimensional data sets. This paper gives an introduction to the theoretical development of the SVM and an experimental evaluation of its accuracy, stability and training speed in deriving land cover classifications from satellite images. The SVM was compared to three other popular classifiers, including the maximum likelihood classifier (MLC), neural network classifiers (NNC) and decision tree classifiers (DTC). The impacts of kernel configuration on the performance of the SVM and of the selection of training data and input variables on the four classifiers were also evaluated in this experiment.

CARHTA GENE: multipopulation integrated genetic and radiation hybrid mapping.

PubMed

de Givry, Simon; Bouchez, Martin; Chabrier, Patrick; Milan, Denis; Schiex, Thomas

2005-04-15

CAR(H)(T)A GENE: is an integrated genetic and radiation hybrid (RH) mapping tool which can deal with multiple populations, including mixtures of genetic and RH data. CAR(H)(T)A GENE: performs multipoint maximum likelihood estimations with accelerated expectation-maximization algorithms for some pedigrees and has sophisticated algorithms for marker ordering. Dedicated heuristics for framework mapping are also included. CAR(H)(T)A GENE: can be used as a C++ library, through a shell command and a graphical interface. The XML output for companion tools is integrated. The program is available free of charge from www.inra.fr/bia/T/CarthaGene for Linux, Windows and Solaris machines (with Open Source). tschiex@toulouse.inra.fr.

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.

Comparing digital data processing techniques for surface mine and reclamation monitoring

NASA Technical Reports Server (NTRS)

Witt, R. G.; Bly, B. G.; Campbell, W. J.; Bloemer, H. H. L.; Brumfield, J. O.

1982-01-01

The results of three techniques used for processing Landsat digital data are compared for their utility in delineating areas of surface mining and subsequent reclamation. An unsupervised clustering algorithm (ISOCLS), a maximum-likelihood classifier (CLASFY), and a hybrid approach utilizing canonical analysis (ISOCLS/KLTRANS/ISOCLS) were compared by means of a detailed accuracy assessment with aerial photography at NASA's Goddard Space Flight Center. Results show that the hybrid approach was superior to the traditional techniques in distinguishing strip mined and reclaimed areas.

Deuterated scintillators and their application to neutron spectroscopy

NASA Astrophysics Data System (ADS)

Febbraro, M.; Lawrence, C. C.; Zhu, H.; Pierson, B.; Torres-Isea, R. O.; Becchetti, F. D.; Kolata, J. J.; Riggins, J.

2015-06-01

Deuterated scintillators have been used as a tool for neutron spectroscopy without Neutron Time-of-Flight (n-ToF) for more than 30 years. This article will provide a brief historical overview of the technique and current uses of deuterated scintillators in the UM-DSA and DESCANT arrays. Pulse-shape discrimination and spectrum unfolding with the maximum-likelihood expectation maximization algorithm will be discussed. Experimental unfolding and cross section results from measurements of (d,n), (3He,n) and (α,n) reactions are shown.

Evaluation of three coding schemes designed for improved data communication

NASA Technical Reports Server (NTRS)

Snelsire, R. W.

1974-01-01

Three coding schemes designed for improved data communication are evaluated. Four block codes are evaluated relative to a quality function, which is a function of both the amount of data rejected and the error rate. The Viterbi maximum likelihood decoding algorithm as a decoding procedure is reviewed. This evaluation is obtained by simulating the system on a digital computer. Short constraint length rate 1/2 quick-look codes are studied, and their performance is compared to general nonsystematic codes.

A fast identification algorithm for Box-Cox transformation based radial basis function neural network.

PubMed

Hong, Xia

2006-07-01

In this letter, a Box-Cox transformation-based radial basis function (RBF) neural network is introduced using the RBF neural network to represent the transformed system output. Initially a fixed and moderate sized RBF model base is derived based on a rank revealing orthogonal matrix triangularization (QR decomposition). Then a new fast identification algorithm is introduced using Gauss-Newton algorithm to derive the required Box-Cox transformation, based on a maximum likelihood estimator. The main contribution of this letter is to explore the special structure of the proposed RBF neural network for computational efficiency by utilizing the inverse of matrix block decomposition lemma. Finally, the Box-Cox transformation-based RBF neural network, with good generalization and sparsity, is identified based on the derived optimal Box-Cox transformation and a D-optimality-based orthogonal forward regression algorithm. The proposed algorithm and its efficacy are demonstrated with an illustrative example in comparison with support vector machine regression.

An Adaptive Buddy Check for Observational Quality Control

NASA Technical Reports Server (NTRS)

Dee, Dick P.; Rukhovets, Leonid; Todling, Ricardo; DaSilva, Arlindo M.; Larson, Jay W.; Einaudi, Franco (Technical Monitor)

2000-01-01

An adaptive buddy check algorithm is presented that adjusts tolerances for outlier observations based on the variability of surrounding data. The algorithm derives from a statistical hypothesis test combined with maximum-likelihood covariance estimation. Its stability is shown to depend on the initial identification of outliers by a simple background check. The adaptive feature ensures that the final quality control decisions are not very sensitive to prescribed statistics of first-guess and observation errors, nor on other approximations introduced into the algorithm. The implementation of the algorithm in a global atmospheric data assimilation is described. Its performance is contrasted with that of a non-adaptive buddy check, for the surface analysis of an extreme storm that took place in Europe on 27 December 1999. The adaptive algorithm allowed the inclusion of many important observations that differed greatly from the first guess and that would have been excluded on the basis of prescribed statistics. The analysis of the storm development was much improved as a result of these additional observations.

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.

A comparison of PCA/ICA for data preprocessing in remote sensing imagery classification

NASA Astrophysics Data System (ADS)

He, Hui; Yu, Xianchuan

2005-10-01

In this paper a performance comparison of a variety of data preprocessing algorithms in remote sensing image classification is presented. These selected algorithms are principal component analysis (PCA) and three different independent component analyses, ICA (Fast-ICA (Aapo Hyvarinen, 1999), Kernel-ICA (KCCA and KGV (Bach & Jordan, 2002), EFFICA (Aiyou Chen & Peter Bickel, 2003). These algorithms were applied to a remote sensing imagery (1600×1197), obtained from Shunyi, Beijing. For classification, a MLC method is used for the raw and preprocessed data. The results show that classification with the preprocessed data have more confident results than that with raw data and among the preprocessing algorithms, ICA algorithms improve on PCA and EFFICA performs better than the others. The convergence of these ICA algorithms (for data points more than a million) are also studied, the result shows EFFICA converges much faster than the others. Furthermore, because EFFICA is a one-step maximum likelihood estimate (MLE) which reaches asymptotic Fisher efficiency (EFFICA), it computers quite small so that its demand of memory come down greatly, which settled the "out of memory" problem occurred in the other algorithms.

Attenuation correction in emission tomography using the emission data—A review

PubMed Central

Li, Yusheng

2016-01-01

The problem of attenuation correction (AC) for quantitative positron emission tomography (PET) had been considered solved to a large extent after the commercial availability of devices combining PET with computed tomography (CT) in 2001; single photon emission computed tomography (SPECT) has seen a similar development. However, stimulated in particular by technical advances toward clinical systems combining PET and magnetic resonance imaging (MRI), research interest in alternative approaches for PET AC has grown substantially in the last years. In this comprehensive literature review, the authors first present theoretical results with relevance to simultaneous reconstruction of attenuation and activity. The authors then look back at the early history of this research area especially in PET; since this history is closely interwoven with that of similar approaches in SPECT, these will also be covered. We then review algorithmic advances in PET, including analytic and iterative algorithms. The analytic approaches are either based on the Helgason–Ludwig data consistency conditions of the Radon transform, or generalizations of John’s partial differential equation; with respect to iterative methods, we discuss maximum likelihood reconstruction of attenuation and activity (MLAA), the maximum likelihood attenuation correction factors (MLACF) algorithm, and their offspring. The description of methods is followed by a structured account of applications for simultaneous reconstruction techniques: this discussion covers organ-specific applications, applications specific to PET/MRI, applications using supplemental transmission information, and motion-aware applications. After briefly summarizing SPECT applications, we consider recent developments using emission data other than unscattered photons. In summary, developments using time-of-flight (TOF) PET emission data for AC have shown promising advances and open a wide range of applications. These techniques may both remedy deficiencies of purely MRI-based AC approaches in PET/MRI and improve standalone PET imaging. PMID:26843243

Estimation for general birth-death processes

PubMed Central

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

2013-01-01

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

Estimation for general birth-death processes.

PubMed

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

2014-04-01

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

Penalized maximum likelihood reconstruction for x-ray differential phase-contrast tomography

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

Brendel, Bernhard, E-mail: bernhard.brendel@philips.com; Teuffenbach, Maximilian von; Noël, Peter B.

2016-01-15

Purpose: The purpose of this work is to propose a cost function with regularization to iteratively reconstruct attenuation, phase, and scatter images simultaneously from differential phase contrast (DPC) acquisitions, without the need of phase retrieval, and examine its properties. Furthermore this reconstruction method is applied to an acquisition pattern that is suitable for a DPC tomographic system with continuously rotating gantry (sliding window acquisition), overcoming the severe smearing in noniterative reconstruction. Methods: We derive a penalized maximum likelihood reconstruction algorithm to directly reconstruct attenuation, phase, and scatter image from the measured detector values of a DPC acquisition. The proposed penaltymore » comprises, for each of the three images, an independent smoothing prior. Image quality of the proposed reconstruction is compared to images generated with FBP and iterative reconstruction after phase retrieval. Furthermore, the influence between the priors is analyzed. Finally, the proposed reconstruction algorithm is applied to experimental sliding window data acquired at a synchrotron and results are compared to reconstructions based on phase retrieval. Results: The results show that the proposed algorithm significantly increases image quality in comparison to reconstructions based on phase retrieval. No significant mutual influence between the proposed independent priors could be observed. Further it could be illustrated that the iterative reconstruction of a sliding window acquisition results in images with substantially reduced smearing artifacts. Conclusions: Although the proposed cost function is inherently nonconvex, it can be used to reconstruct images with less aliasing artifacts and less streak artifacts than reconstruction methods based on phase retrieval. Furthermore, the proposed method can be used to reconstruct images of sliding window acquisitions with negligible smearing artifacts.« less

Attenuation correction in emission tomography using the emission data—A review

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

Berker, Yannick, E-mail: berker@mail.med.upenn.edu; Li, Yusheng

2016-02-15

The problem of attenuation correction (AC) for quantitative positron emission tomography (PET) had been considered solved to a large extent after the commercial availability of devices combining PET with computed tomography (CT) in 2001; single photon emission computed tomography (SPECT) has seen a similar development. However, stimulated in particular by technical advances toward clinical systems combining PET and magnetic resonance imaging (MRI), research interest in alternative approaches for PET AC has grown substantially in the last years. In this comprehensive literature review, the authors first present theoretical results with relevance to simultaneous reconstruction of attenuation and activity. The authors thenmore » look back at the early history of this research area especially in PET; since this history is closely interwoven with that of similar approaches in SPECT, these will also be covered. We then review algorithmic advances in PET, including analytic and iterative algorithms. The analytic approaches are either based on the Helgason–Ludwig data consistency conditions of the Radon transform, or generalizations of John’s partial differential equation; with respect to iterative methods, we discuss maximum likelihood reconstruction of attenuation and activity (MLAA), the maximum likelihood attenuation correction factors (MLACF) algorithm, and their offspring. The description of methods is followed by a structured account of applications for simultaneous reconstruction techniques: this discussion covers organ-specific applications, applications specific to PET/MRI, applications using supplemental transmission information, and motion-aware applications. After briefly summarizing SPECT applications, we consider recent developments using emission data other than unscattered photons. In summary, developments using time-of-flight (TOF) PET emission data for AC have shown promising advances and open a wide range of applications. These techniques may both remedy deficiencies of purely MRI-based AC approaches in PET/MRI and improve standalone PET imaging.« less

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

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

Hogden, J.

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

Period Estimation for Sparsely-sampled Quasi-periodic Light Curves Applied to Miras

NASA Astrophysics Data System (ADS)

He, Shiyuan; Yuan, Wenlong; Huang, Jianhua Z.; Long, James; Macri, Lucas M.

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period-luminosity relations.

SPOTting model parameters using a ready-made Python package

NASA Astrophysics Data System (ADS)

Houska, Tobias; Kraft, Philipp; Breuer, Lutz

2015-04-01

The selection and parameterization of reliable process descriptions in ecological modelling is driven by several uncertainties. The procedure is highly dependent on various criteria, like the used algorithm, the likelihood function selected and the definition of the prior parameter distributions. A wide variety of tools have been developed in the past decades to optimize parameters. Some of the tools are closed source. Due to this, the choice for a specific parameter estimation method is sometimes more dependent on its availability than the performance. A toolbox with a large set of methods can support users in deciding about the most suitable method. Further, it enables to test and compare different methods. We developed the SPOT (Statistical Parameter Optimization Tool), an open source python package containing a comprehensive set of modules, to analyze and optimize parameters of (environmental) models. SPOT comes along with a selected set of algorithms for parameter optimization and uncertainty analyses (Monte Carlo, MC; Latin Hypercube Sampling, LHS; Maximum Likelihood, MLE; Markov Chain Monte Carlo, MCMC; Scuffled Complex Evolution, SCE-UA; Differential Evolution Markov Chain, DE-MCZ), together with several likelihood functions (Bias, (log-) Nash-Sutcliff model efficiency, Correlation Coefficient, Coefficient of Determination, Covariance, (Decomposed-, Relative-, Root-) Mean Squared Error, Mean Absolute Error, Agreement Index) and prior distributions (Binomial, Chi-Square, Dirichlet, Exponential, Laplace, (log-, multivariate-) Normal, Pareto, Poisson, Cauchy, Uniform, Weibull) to sample from. The model-independent structure makes it suitable to analyze a wide range of applications. We apply all algorithms of the SPOT package in three different case studies. Firstly, we investigate the response of the Rosenbrock function, where the MLE algorithm shows its strengths. Secondly, we study the Griewank function, which has a challenging response surface for optimization methods. Here we see simple algorithms like the MCMC struggling to find the global optimum of the function, while algorithms like SCE-UA and DE-MCZ show their strengths. Thirdly, we apply an uncertainty analysis of a one-dimensional physically based hydrological model build with the Catchment Modelling Framework (CMF). The model is driven by meteorological and groundwater data from a Free Air Carbon Enrichment (FACE) experiment in Linden (Hesse, Germany). Simulation results are evaluated with measured soil moisture data. We search for optimal parameter sets of the van Genuchten-Mualem function and find different equally optimal solutions with some of the algorithms. The case studies reveal that the implemented SPOT methods work sufficiently well. They further show the benefit of having one tool at hand that includes a number of parameter search methods, likelihood functions and a priori parameter distributions within one platform independent package.

Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes

NASA Technical Reports Server (NTRS)

Lin, Shu

1998-01-01

A code trellis is a graphical representation of a code, block or convolutional, in which every path represents a codeword (or a code sequence for a convolutional code). This representation makes it possible to implement Maximum Likelihood Decoding (MLD) of a code with reduced decoding complexity. The most well known trellis-based MLD algorithm is the Viterbi algorithm. The trellis representation was first introduced and used for convolutional codes [23]. This representation, together with the Viterbi decoding algorithm, has resulted in a wide range of applications of convolutional codes for error control in digital communications over the last two decades. There are two major reasons for this inactive period of research in this area. First, most coding theorists at that time believed that block codes did not have simple trellis structure like convolutional codes and maximum likelihood decoding of linear block codes using the Viterbi algorithm was practically impossible, except for very short block codes. Second, since almost all of the linear block codes are constructed algebraically or based on finite geometries, it was the belief of many coding theorists that algebraic decoding was the only way to decode these codes. These two reasons seriously hindered the development of efficient soft-decision decoding methods for linear block codes and their applications to error control in digital communications. This led to a general belief that block codes are inferior to convolutional codes and hence, that they were not useful. Chapter 2 gives a brief review of linear block codes. The goal is to provide the essential background material for the development of trellis structure and trellis-based decoding algorithms for linear block codes in the later chapters. Chapters 3 through 6 present the fundamental concepts, finite-state machine model, state space formulation, basic structural properties, state labeling, construction procedures, complexity, minimality, and sectionalization of trellises. Chapter 7 discusses trellis decomposition and subtrellises for low-weight codewords. Chapter 8 first presents well known methods for constructing long powerful codes from short component codes or component codes of smaller dimensions, and then provides methods for constructing their trellises which include Shannon and Cartesian product techniques. Chapter 9 deals with convolutional codes, puncturing, zero-tail termination and tail-biting.Chapters 10 through 13 present various trellis-based decoding algorithms, old and new. Chapter 10 first discusses the application of the well known Viterbi decoding algorithm to linear block codes, optimum sectionalization of a code trellis to minimize computation complexity, and design issues for IC (integrated circuit) implementation of a Viterbi decoder. Then it presents a new decoding algorithm for convolutional codes, named Differential Trellis Decoding (DTD) algorithm. Chapter 12 presents a suboptimum reliability-based iterative decoding algorithm with a low-weight trellis search for the most likely codeword. This decoding algorithm provides a good trade-off between error performance and decoding complexity. All the decoding algorithms presented in Chapters 10 through 12 are devised to minimize word error probability. Chapter 13 presents decoding algorithms that minimize bit error probability and provide the corresponding soft (reliability) information at the output of the decoder. Decoding algorithms presented are the MAP (maximum a posteriori probability) decoding algorithm and the Soft-Output Viterbi Algorithm (SOVA) algorithm. Finally, the minimization of bit error probability in trellis-based MLD is discussed.

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…

New prior sampling methods for nested sampling - Development and testing

NASA Astrophysics Data System (ADS)

Stokes, Barrie; Tuyl, Frank; Hudson, Irene

2017-06-01

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

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.

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

NASA Astrophysics Data System (ADS)

Degaudenzi, Riccardo; Vanghi, Vieri

1994-02-01

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

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

PubMed

Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru

2010-12-01

The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.

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

PubMed

Depaoli, Sarah

2013-06-01

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

Automated thematic mapping and change detection of ERTS-A images. [digital interpretation of Arizona imagery

NASA Technical Reports Server (NTRS)

Gramenopoulos, N. (Principal Investigator)

1973-01-01

The author has identified the following significant results. For the recognition of terrain types, spatial signatures are developed from the diffraction patterns of small areas of ERTS-1 images. This knowledge is exploited for the measurements of a small number of meaningful spatial features from the digital Fourier transforms of ERTS-1 image cells containing 32 x 32 picture elements. Using these spatial features and a heuristic algorithm, the terrain types in the vicinity of Phoenix, Arizona were recognized by the computer with a high accuracy. Then, the spatial features were combined with spectral features and using the maximum likelihood criterion the recognition accuracy of terrain types increased substantially. It was determined that the recognition accuracy with the maximum likelihood criterion depends on the statistics of the feature vectors. Nonlinear transformations of the feature vectors are required so that the terrain class statistics become approximately Gaussian. It was also determined that for a given geographic area the statistics of the classes remain invariable for a period of a month but vary substantially between seasons.

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.

Optimal designs based on the maximum quasi-likelihood estimator

PubMed Central

Shen, Gang; Hyun, Seung Won; Wong, Weng Kee

2016-01-01

We use optimal design theory and construct locally optimal designs based on the maximum quasi-likelihood estimator (MqLE), which is derived under less stringent conditions than those required for the MLE method. We show that the proposed locally optimal designs are asymptotically as efficient as those based on the MLE when the error distribution is from an exponential family, and they perform just as well or better than optimal designs based on any other asymptotically linear unbiased estimators such as the least square estimator (LSE). In addition, we show current algorithms for finding optimal designs can be directly used to find optimal designs based on the MqLE. As an illustrative application, we construct a variety of locally optimal designs based on the MqLE for the 4-parameter logistic (4PL) model and study their robustness properties to misspecifications in the model using asymptotic relative efficiency. The results suggest that optimal designs based on the MqLE can be easily generated and they are quite robust to mis-specification in the probability distribution of the responses. PMID:28163359

A Comparative Study of Co-Channel Interference Suppression Techniques

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

A classification-based assessment of the optimal spatial and spectral resolution of coastal wetland imagery

NASA Astrophysics Data System (ADS)

Becker, Brian L.

Great Lakes wetlands are increasingly being recognized as vital ecosystem components that provide valuable functions such as sediment retention, wildlife habitat, and nutrient removal. Aerial photography has traditionally provided a cost effective means to inventory and monitor coastal wetlands, but is limited by its broad spectral sensitivity and non-digital format. Airborne sensor advancements have now made the acquisition of digital imagery with high spatial and spectral resolution a reality. In this investigation, we selected two Lake Huron coastal wetlands, each from a distinct eco-region, over which, digital, airborne imagery (AISA or CASI-II) was acquired. The 1-meter images contain approximately twenty, 10-nanometer-wide spectral bands strategically located throughout the visible and near-infrared. The 4-meter hyperspectral imagery contains 48 contiguous bands across the visible and short-wavelength near-infrared. Extensive, in-situ, reflectance spectra (SE-590) and sub-meter GPS locations were acquired for the dominant botanical and substrate classes field-delineated at each location. Normalized in-situ spectral signatures were subjected to Principal Components and 2nd Derivative analyses in order to identify the most botanically explanative image bands. Three image-based investigations were implemented in order to evaluate the ability of three classification algorithms (ISODATA, Spectral Angle Mapper and Maximum-Likelihood) to differentiate botanical regions-of-interest. Two additional investigations were completed in order to assess classification changes associated with the independent manipulation of both spatial and spectral resolution. Of the three algorithms tested, the Maximum-Likelihood classifier best differentiated (89%) the regions-of-interest in both study sites. Covariance-based PCA rotation consistently enhanced the performance of the Maximum-Likelihood classifier. Seven non-overlapping bands (425.4, 514.9, 560.1, 685.5, 731.5, 812.3 and 916.7 nanometers) were identified that represented the best performing bands with respect to classification performance. A spatial resolution of 2 meters or less was determined to be the as being most appropriate in Great Lakes coastal wetland environments. This research represents the first step in evaluating the effectiveness of applying high-resolution, narrow-band imagery to the detailed mapping of coastal wetlands in the Great Lakes region.

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.

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

NASA Astrophysics Data System (ADS)

Yang, Zhongyu

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

Multi-Contrast Multi-Atlas Parcellation of Diffusion Tensor Imaging of the Human Brain

PubMed Central

Tang, Xiaoying; Yoshida, Shoko; Hsu, John; Huisman, Thierry A. G. M.; Faria, Andreia V.; Oishi, Kenichi; Kutten, Kwame; Poretti, Andrea; Li, Yue; Miller, Michael I.; Mori, Susumu

2014-01-01

In this paper, we propose a novel method for parcellating the human brain into 193 anatomical structures based on diffusion tensor images (DTIs). This was accomplished in the setting of multi-contrast diffeomorphic likelihood fusion using multiple DTI atlases. DTI images are modeled as high dimensional fields, with each voxel exhibiting a vector valued feature comprising of mean diffusivity (MD), fractional anisotropy (FA), and fiber angle. For each structure, the probability distribution of each element in the feature vector is modeled as a mixture of Gaussians, the parameters of which are estimated from the labeled atlases. The structure-specific feature vector is then used to parcellate the test image. For each atlas, a likelihood is iteratively computed based on the structure-specific vector feature. The likelihoods from multiple atlases are then fused. The updating and fusing of the likelihoods is achieved based on the expectation-maximization (EM) algorithm for maximum a posteriori (MAP) estimation problems. We first demonstrate the performance of the algorithm by examining the parcellation accuracy of 18 structures from 25 subjects with a varying degree of structural abnormality. Dice values ranging 0.8–0.9 were obtained. In addition, strong correlation was found between the volume size of the automated and the manual parcellation. Then, we present scan-rescan reproducibility based on another dataset of 16 DTI images – an average of 3.73%, 1.91%, and 1.79% for volume, mean FA, and mean MD respectively. Finally, the range of anatomical variability in the normal population was quantified for each structure. PMID:24809486

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

PubMed

McCoy, Airlie J

2002-10-01

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

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

Metal-induced streak artifact reduction using iterative reconstruction algorithms in x-ray computed tomography image of the dentoalveolar region.

PubMed

Dong, Jian; Hayakawa, Yoshihiko; Kannenberg, Sven; Kober, Cornelia

2013-02-01

The objective of this study was to reduce metal-induced streak artifact on oral and maxillofacial x-ray computed tomography (CT) images by developing the fast statistical image reconstruction system using iterative reconstruction algorithms. Adjacent CT images often depict similar anatomical structures in thin slices. So, first, images were reconstructed using the same projection data of an artifact-free image. Second, images were processed by the successive iterative restoration method where projection data were generated from reconstructed image in sequence. Besides the maximum likelihood-expectation maximization algorithm, the ordered subset-expectation maximization algorithm (OS-EM) was examined. Also, small region of interest (ROI) setting and reverse processing were applied for improving performance. Both algorithms reduced artifacts instead of slightly decreasing gray levels. The OS-EM and small ROI reduced the processing duration without apparent detriments. Sequential and reverse processing did not show apparent effects. Two alternatives in iterative reconstruction methods were effective for artifact reduction. The OS-EM algorithm and small ROI setting improved the performance. Copyright © 2012 Elsevier Inc. All rights reserved.

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.

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 semi-supervised classification algorithm using the TAD-derived background as training data

NASA Astrophysics Data System (ADS)

Fan, Lei; Ambeau, Brittany; Messinger, David W.

2013-05-01

In general, spectral image classification algorithms fall into one of two categories: supervised and unsupervised. In unsupervised approaches, the algorithm automatically identifies clusters in the data without a priori information about those clusters (except perhaps the expected number of them). Supervised approaches require an analyst to identify training data to learn the characteristics of the clusters such that they can then classify all other pixels into one of the pre-defined groups. The classification algorithm presented here is a semi-supervised approach based on the Topological Anomaly Detection (TAD) algorithm. The TAD algorithm defines background components based on a mutual k-Nearest Neighbor graph model of the data, along with a spectral connected components analysis. Here, the largest components produced by TAD are used as regions of interest (ROI's),or training data for a supervised classification scheme. By combining those ROI's with a Gaussian Maximum Likelihood (GML) or a Minimum Distance to the Mean (MDM) algorithm, we are able to achieve a semi supervised classification method. We test this classification algorithm against data collected by the HyMAP sensor over the Cooke City, MT area and University of Pavia scene.

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.

Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates

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

Laurence, T; Chromy, B

2009-11-10

Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms ofmore » counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE) for the Poisson distribution is also well known, but has not become generally used. This is primarily because, in contrast to non-linear least squares fitting, there has been no quick, robust, and general fitting method. In the field of fluorescence lifetime spectroscopy and imaging, there have been some efforts to use this estimator through minimization routines such as Nelder-Mead optimization, exhaustive line searches, and Gauss-Newton minimization. Minimization based on specific one- or multi-exponential models has been used to obtain quick results, but this procedure does not allow the incorporation of the instrument response, and is not generally applicable to models found in other fields. Methods for using the MLE for Poisson-distributed data have been published by the wider spectroscopic community, including iterative minimization schemes based on Gauss-Newton minimization. The slow acceptance of these procedures for fitting event counting histograms may also be explained by the use of the ubiquitous, fast Levenberg-Marquardt (L-M) fitting procedure for fitting non-linear models using least squares fitting (simple searches obtain {approx}10000 references - this doesn't include those who use it, but don't know they are using it). The benefits of L-M include a seamless transition between Gauss-Newton minimization and downward gradient minimization through the use of a regularization parameter. This transition is desirable because Gauss-Newton methods converge quickly, but only within a limited domain of convergence; on the other hand the downward gradient methods have a much wider domain of convergence, but converge extremely slowly nearer the minimum. L-M has the advantages of both procedures: relative insensitivity to initial parameters and rapid convergence. Scientists, when wanting an answer quickly, will fit data using L-M, get an answer, and move on. Only those that are aware of the bias issues will bother to fit using the more appropriate MLE for Poisson deviates. However, since there is a simple, analytical formula for the appropriate MLE measure for Poisson deviates, it is inexcusable that least squares estimators are used almost exclusively when fitting event counting histograms. There have been ways found to use successive non-linear least squares fitting to obtain similarly unbiased results, but this procedure is justified by simulation, must be re-tested when conditions change significantly, and requires two successive fits. There is a great need for a fitting routine for the MLE estimator for Poisson deviates that has convergence domains and rates comparable to the non-linear least squares L-M fitting. We show in this report that a simple way to achieve that goal is to use the L-M fitting procedure not to minimize the least squares measure, but the MLE for Poisson deviates.« less

Adaptive algorithms of position and energy reconstruction in Anger-camera type detectors: experimental data processing in ANTS

NASA Astrophysics Data System (ADS)

Morozov, A.; Defendi, I.; Engels, R.; Fraga, F. A. F.; Fraga, M. M. F. R.; Gongadze, A.; Guerard, B.; Jurkovic, M.; Kemmerling, G.; Manzin, G.; Margato, L. M. S.; Niko, H.; Pereira, L.; Petrillo, C.; Peyaud, A.; Piscitelli, F.; Raspino, D.; Rhodes, N. J.; Sacchetti, F.; Schooneveld, E. M.; Solovov, V.; Van Esch, P.; Zeitelhack, K.

2013-05-01

The software package ANTS (Anger-camera type Neutron detector: Toolkit for Simulations), developed for simulation of Anger-type gaseous detectors for thermal neutron imaging was extended to include a module for experimental data processing. Data recorded with a sensor array containing up to 100 photomultiplier tubes (PMT) or silicon photomultipliers (SiPM) in a custom configuration can be loaded and the positions and energies of the events can be reconstructed using the Center-of-Gravity, Maximum Likelihood or Least Squares algorithm. A particular strength of the new module is the ability to reconstruct the light response functions and relative gains of the photomultipliers from flood field illumination data using adaptive algorithms. The performance of the module is demonstrated with simulated data generated in ANTS and experimental data recorded with a 19 PMT neutron detector. The package executables are publicly available at http://coimbra.lip.pt/~andrei/

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

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

Similarity measure and domain adaptation in multiple mixture model clustering: An application to image processing.

PubMed

Leong, Siow Hoo; Ong, Seng Huat

2017-01-01

This paper considers three crucial issues in processing scaled down image, the representation of partial image, similarity measure and domain adaptation. Two Gaussian mixture model based algorithms are proposed to effectively preserve image details and avoids image degradation. Multiple partial images are clustered separately through Gaussian mixture model clustering with a scan and select procedure to enhance the inclusion of small image details. The local image features, represented by maximum likelihood estimates of the mixture components, are classified by using the modified Bayes factor (MBF) as a similarity measure. The detection of novel local features from MBF will suggest domain adaptation, which is changing the number of components of the Gaussian mixture model. The performance of the proposed algorithms are evaluated with simulated data and real images and it is shown to perform much better than existing Gaussian mixture model based algorithms in reproducing images with higher structural similarity index.

Similarity measure and domain adaptation in multiple mixture model clustering: An application to image processing

PubMed Central

Leong, Siow Hoo

2017-01-01

This paper considers three crucial issues in processing scaled down image, the representation of partial image, similarity measure and domain adaptation. Two Gaussian mixture model based algorithms are proposed to effectively preserve image details and avoids image degradation. Multiple partial images are clustered separately through Gaussian mixture model clustering with a scan and select procedure to enhance the inclusion of small image details. The local image features, represented by maximum likelihood estimates of the mixture components, are classified by using the modified Bayes factor (MBF) as a similarity measure. The detection of novel local features from MBF will suggest domain adaptation, which is changing the number of components of the Gaussian mixture model. The performance of the proposed algorithms are evaluated with simulated data and real images and it is shown to perform much better than existing Gaussian mixture model based algorithms in reproducing images with higher structural similarity index. PMID:28686634

Demodulation Algorithms for the Ofdm Signals in the Time- and Frequency-Scattering Channels

NASA Astrophysics Data System (ADS)

Bochkov, G. N.; Gorokhov, K. V.; Kolobkov, A. V.

2016-06-01

We consider a method based on the generalized maximum-likelihood rule for solving the problem of reception of the signals with orthogonal frequency division multiplexing of their harmonic components (OFDM signals) in the time- and frequency-scattering channels. The coherent and incoherent demodulators effectively using the time scattering due to the fast fading of the signal are developed. Using computer simulation, we performed comparative analysis of the proposed algorithms and well-known signal-reception algorithms with equalizers. The proposed symbolby-symbol detector with decision feedback and restriction of the number of searched variants is shown to have the best bit-error-rate performance. It is shown that under conditions of the limited accuracy of estimating the communication-channel parameters, the incoherent OFDMsignal detectors with differential phase-shift keying can ensure a better bit-error-rate performance compared with the coherent OFDM-signal detectors with absolute phase-shift keying.

Scanning wind-vector scatterometers with two pencil beams

NASA Technical Reports Server (NTRS)

Kirimoto, T.; Moore, R. K.

1984-01-01

A scanning pencil-beam scatterometer for ocean windvector determination has potential advantages over the fan-beam systems used and proposed heretofore. The pencil beam permits use of lower transmitter power, and at the same time allows concurrent use of the reflector by a radiometer to correct for atmospheric attenuation and other radiometers for other purposes. The use of dual beams based on the same scanning reflector permits four looks at each cell on the surface, thereby improving accuracy and allowing alias removal. Simulation results for a spaceborne dual-beam scanning scatterometer with a 1-watt radiated power at an orbital altitude of 900 km is described. Two novel algorithms for removing the aliases in the windvector are described, in addition to an adaptation of the conventional maximum likelihood algorithm. The new algorithms are more effective at alias removal than the conventional one. Measurement errors for the wind speed, assuming perfect alias removal, were found to be less than 10%.

Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes. Part 3; An Iterative Decoding Algorithm for Linear Block Codes Based on a Low-Weight Trellis Search

NASA Technical Reports Server (NTRS)

Lin, Shu; Fossorier, Marc

1998-01-01

For long linear block codes, maximum likelihood decoding based on full code trellises would be very hard to implement if not impossible. In this case, we may wish to trade error performance for the reduction in decoding complexity. Sub-optimum soft-decision decoding of a linear block code based on a low-weight sub-trellis can be devised to provide an effective trade-off between error performance and decoding complexity. This chapter presents such a suboptimal decoding algorithm for linear block codes. This decoding algorithm is iterative in nature and based on an optimality test. It has the following important features: (1) a simple method to generate a sequence of candidate code-words, one at a time, for test; (2) a sufficient condition for testing a candidate code-word for optimality; and (3) a low-weight sub-trellis search for finding the most likely (ML) code-word.

A maximum likelihood map of chromosome 1.

PubMed Central

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

1979-01-01

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

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…

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...

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.

Contributed Review: Source-localization algorithms and applications using time of arrival and time difference of arrival measurements

DOE PAGES

Li, Xinya; Deng, Zhiqun Daniel; Rauchenstein, Lynn T.; ...

2016-04-01

Locating the position of fixed or mobile sources (i.e., transmitters) based on received measurements from sensors is an important research area that is attracting much research interest. In this paper, we present localization algorithms using time of arrivals (TOA) and time difference of arrivals (TDOA) to achieve high accuracy under line-of-sight conditions. The circular (TOA) and hyperbolic (TDOA) location systems both use nonlinear equations that relate the locations of the sensors and tracked objects. These nonlinear equations can develop accuracy challenges because of the existence of measurement errors and efficiency challenges that lead to high computational burdens. Least squares-based andmore » maximum likelihood-based algorithms have become the most popular categories of location estimators. We also summarize the advantages and disadvantages of various positioning algorithms. By improving measurement techniques and localization algorithms, localization applications can be extended into the signal-processing-related domains of radar, sonar, the Global Positioning System, wireless sensor networks, underwater animal tracking, mobile communications, and multimedia.« less

Contributed Review: Source-localization algorithms and applications using time of arrival and time difference of arrival measurements

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

Li, Xinya; Deng, Zhiqun Daniel; Rauchenstein, Lynn T.

Locating the position of fixed or mobile sources (i.e., transmitters) based on received measurements from sensors is an important research area that is attracting much research interest. In this paper, we present localization algorithms using time of arrivals (TOA) and time difference of arrivals (TDOA) to achieve high accuracy under line-of-sight conditions. The circular (TOA) and hyperbolic (TDOA) location systems both use nonlinear equations that relate the locations of the sensors and tracked objects. These nonlinear equations can develop accuracy challenges because of the existence of measurement errors and efficiency challenges that lead to high computational burdens. Least squares-based andmore » maximum likelihood-based algorithms have become the most popular categories of location estimators. We also summarize the advantages and disadvantages of various positioning algorithms. By improving measurement techniques and localization algorithms, localization applications can be extended into the signal-processing-related domains of radar, sonar, the Global Positioning System, wireless sensor networks, underwater animal tracking, mobile communications, and multimedia.« less

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.

Fast and accurate detection of spread source in large complex networks.

PubMed

Paluch, Robert; Lu, Xiaoyan; Suchecki, Krzysztof; Szymański, Bolesław K; Hołyst, Janusz A

2018-02-06

Spread over complex networks is a ubiquitous process with increasingly wide applications. Locating spread sources is often important, e.g. finding the patient one in epidemics, or source of rumor spreading in social network. Pinto, Thiran and Vetterli introduced an algorithm (PTVA) to solve the important case of this problem in which a limited set of nodes act as observers and report times at which the spread reached them. PTVA uses all observers to find a solution. Here we propose a new approach in which observers with low quality information (i.e. with large spread encounter times) are ignored and potential sources are selected based on the likelihood gradient from high quality observers. The original complexity of PTVA is O(N α ), where α ∈ (3,4) depends on the network topology and number of observers (N denotes the number of nodes in the network). Our Gradient Maximum Likelihood Algorithm (GMLA) reduces this complexity to O (N 2 log (N)). Extensive numerical tests performed on synthetic networks and real Gnutella network with limitation that id's of spreaders are unknown to observers demonstrate that for scale-free networks with such limitation GMLA yields higher quality localization results than PTVA does.

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

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

He, Shiyuan; Huang, Jianhua Z.; Long, James

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less

On the synchronizability and detectability of random PPM sequences

NASA Technical Reports Server (NTRS)

Georghiades, Costas N.; Lin, Shu

1987-01-01

The problem of synchronization and detection of random pulse-position-modulation (PPM) sequences is investigated under the assumption of perfect slot synchronization. Maximum-likelihood PPM symbol synchronization and receiver algorithms are derived that make decisions based both on soft as well as hard data; these algorithms are seen to be easily implementable. Bounds derived on the symbol error probability as well as the probability of false synchronization indicate the existence of a rather severe performance floor, which can easily be the limiting factor in the overall system performance. The performance floor is inherent in the PPM format and random data and becomes more serious as the PPM alphabet size Q is increased. A way to eliminate the performance floor is suggested by inserting special PPM symbols in the random data stream.

On the synchronizability and detectability of random PPM sequences

NASA Technical Reports Server (NTRS)

Georghiades, Costas N.

1987-01-01

The problem of synchronization and detection of random pulse-position-modulation (PPM) sequences is investigated under the assumption of perfect slot synchronization. Maximum likelihood PPM symbol synchronization and receiver algorithms are derived that make decisions based both on soft as well as hard data; these algorithms are seen to be easily implementable. Bounds were derived on the symbol error probability as well as the probability of false synchronization that indicate the existence of a rather severe performance floor, which can easily be the limiting factor in the overall system performance. The performance floor is inherent in the PPM format and random data and becomes more serious as the PPM alphabet size Q is increased. A way to eliminate the performance floor is suggested by inserting special PPM symbols in the random data stream.

An unsupervised classification approach for analysis of Landsat data to monitor land reclamation in Belmont county, Ohio

NASA Technical Reports Server (NTRS)

Brumfield, J. O.; Bloemer, H. H. L.; Campbell, W. J.

1981-01-01

Two unsupervised classification procedures for analyzing Landsat data used to monitor land reclamation in a surface mining area in east central Ohio are compared for agreement with data collected from the corresponding locations on the ground. One procedure is based on a traditional unsupervised-clustering/maximum-likelihood algorithm sequence that assumes spectral groupings in the Landsat data in n-dimensional space; the other is based on a nontraditional unsupervised-clustering/canonical-transformation/clustering algorithm sequence that not only assumes spectral groupings in n-dimensional space but also includes an additional feature-extraction technique. It is found that the nontraditional procedure provides an appreciable improvement in spectral groupings and apparently increases the level of accuracy in the classification of land cover categories.

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

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

Mass and Volume Optimization of Space Flight Medical Kits

NASA Technical Reports Server (NTRS)

Keenan, A. B.; Foy, Millennia Hope; Myers, Jerry

2014-01-01

Resource allocation is a critical aspect of space mission planning. All resources, including medical resources, are subject to a number of mission constraints such a maximum mass and volume. However, unlike many resources, there is often limited understanding in how to optimize medical resources for a mission. The Integrated Medical Model (IMM) is a probabilistic model that estimates medical event occurrences and mission outcomes for different mission profiles. IMM simulates outcomes and describes the impact of medical events in terms of lost crew time, medical resource usage, and the potential for medically required evacuation. Previously published work describes an approach that uses the IMM to generate optimized medical kits that maximize benefit to the crew subject to mass and volume constraints. We improve upon the results obtained previously and extend our approach to minimize mass and volume while meeting some benefit threshold. METHODS We frame the medical kit optimization problem as a modified knapsack problem and implement an algorithm utilizing dynamic programming. Using this algorithm, optimized medical kits were generated for 3 mission scenarios with the goal of minimizing the medical kit mass and volume for a specified likelihood of evacuation or Crew Health Index (CHI) threshold. The algorithm was expanded to generate medical kits that maximize likelihood of evacuation or CHI subject to mass and volume constraints. RESULTS AND CONCLUSIONS In maximizing benefit to crew health subject to certain constraints, our algorithm generates medical kits that more closely resemble the unlimited-resource scenario than previous approaches which leverage medical risk information generated by the IMM. Our work here demonstrates that this algorithm provides an efficient and effective means to objectively allocate medical resources for spaceflight missions and provides an effective means of addressing tradeoffs in medical resource allocations and crew mission success parameters.

A three domain covariance framework for EEG/MEG data.

PubMed

Roś, Beata P; Bijma, Fetsje; de Gunst, Mathisca C M; de Munck, Jan C

2015-10-01

In this paper we introduce a covariance framework for the analysis of single subject EEG and MEG data that takes into account observed temporal stationarity on small time scales and trial-to-trial variations. We formulate a model for the covariance matrix, which is a Kronecker product of three components that correspond to space, time and epochs/trials, and consider maximum likelihood estimation of the unknown parameter values. An iterative algorithm that finds approximations of the maximum likelihood estimates is proposed. Our covariance model is applicable in a variety of cases where spontaneous EEG or MEG acts as source of noise and realistic noise covariance estimates are needed, such as in evoked activity studies, or where the properties of spontaneous EEG or MEG are themselves the topic of interest, like in combined EEG-fMRI experiments in which the correlation between EEG and fMRI signals is investigated. We use a simulation study to assess the performance of the estimator and investigate the influence of different assumptions about the covariance factors on the estimated covariance matrix and on its components. We apply our method to real EEG and MEG data sets. Copyright © 2015 Elsevier Inc. All rights reserved.

Improved gap size estimation for scaffolding algorithms.

PubMed

Sahlin, Kristoffer; Street, Nathaniel; Lundeberg, Joakim; Arvestad, Lars

2012-09-01

One of the important steps of genome assembly is scaffolding, in which contigs are linked using information from read-pairs. Scaffolding provides estimates about the order, relative orientation and distance between contigs. We have found that contig distance estimates are generally strongly biased and based on false assumptions. Since erroneous distance estimates can mislead in subsequent analysis, it is important to provide unbiased estimation of contig distance. In this article, we show that state-of-the-art programs for scaffolding are using an incorrect model of gap size estimation. We discuss why current maximum likelihood estimators are biased and describe what different cases of bias we are facing. Furthermore, we provide a model for the distribution of reads that span a gap and derive the maximum likelihood equation for the gap length. We motivate why this estimate is sound and show empirically that it outperforms gap estimators in popular scaffolding programs. Our results have consequences both for scaffolding software, structural variation detection and for library insert-size estimation as is commonly performed by read aligners. A reference implementation is provided at https://github.com/SciLifeLab/gapest. Supplementary data are availible at Bioinformatics online.

Concept for estimating mitochondrial DNA haplogroups using a maximum likelihood approach (EMMA)☆

PubMed Central

Röck, Alexander W.; Dür, Arne; van Oven, Mannis; Parson, Walther

2013-01-01

The assignment of haplogroups to mitochondrial DNA haplotypes contributes substantial value for quality control, not only in forensic genetics but also in population and medical genetics. The availability of Phylotree, a widely accepted phylogenetic tree of human mitochondrial DNA lineages, led to the development of several (semi-)automated software solutions for haplogrouping. However, currently existing haplogrouping tools only make use of haplogroup-defining mutations, whereas private mutations (beyond the haplogroup level) can be additionally informative allowing for enhanced haplogroup assignment. This is especially relevant in the case of (partial) control region sequences, which are mainly used in forensics. The present study makes three major contributions toward a more reliable, semi-automated estimation of mitochondrial haplogroups. First, a quality-controlled database consisting of 14,990 full mtGenomes downloaded from GenBank was compiled. Together with Phylotree, these mtGenomes serve as a reference database for haplogroup estimates. Second, the concept of fluctuation rates, i.e. a maximum likelihood estimation of the stability of mutations based on 19,171 full control region haplotypes for which raw lane data is available, is presented. Finally, an algorithm for estimating the haplogroup of an mtDNA sequence based on the combined database of full mtGenomes and Phylotree, which also incorporates the empirically determined fluctuation rates, is brought forward. On the basis of examples from the literature and EMPOP, the algorithm is not only validated, but both the strength of this approach and its utility for quality control of mitochondrial haplotypes is also demonstrated. PMID:23948335

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

PubMed

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

1994-01-01

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

Experimental verification of an interpolation algorithm for improved estimates of animal position

NASA Astrophysics Data System (ADS)

Schell, Chad; Jaffe, Jules S.

2004-07-01

This article presents experimental verification of an interpolation algorithm that was previously proposed in Jaffe [J. Acoust. Soc. Am. 105, 3168-3175 (1999)]. The goal of the algorithm is to improve estimates of both target position and target strength by minimizing a least-squares residual between noise-corrupted target measurement data and the output of a model of the sonar's amplitude response to a target at a set of known locations. Although this positional estimator was shown to be a maximum likelihood estimator, in principle, experimental verification was desired because of interest in understanding its true performance. Here, the accuracy of the algorithm is investigated by analyzing the correspondence between a target's true position and the algorithm's estimate. True target position was measured by precise translation of a small test target (bead) or from the analysis of images of fish from a coregistered optical imaging system. Results with the stationary spherical test bead in a high signal-to-noise environment indicate that a large increase in resolution is possible, while results with commercial aquarium fish indicate a smaller increase is obtainable. However, in both experiments the algorithm provides improved estimates of target position over those obtained by simply accepting the angular positions of the sonar beam with maximum output as target position. In addition, increased accuracy in target strength estimation is possible by considering the effects of the sonar beam patterns relative to the interpolated position. A benefit of the algorithm is that it can be applied ``ex post facto'' to existing data sets from commercial multibeam sonar systems when only the beam intensities have been stored after suitable calibration.

Evaluation of state-of-the-art segmentation algorithms for left ventricle infarct from late Gadolinium enhancement MR images.

PubMed

Karim, Rashed; Bhagirath, Pranav; Claus, Piet; James Housden, R; Chen, Zhong; Karimaghaloo, Zahra; Sohn, Hyon-Mok; Lara Rodríguez, Laura; Vera, Sergio; Albà, Xènia; Hennemuth, Anja; Peitgen, Heinz-Otto; Arbel, Tal; Gonzàlez Ballester, Miguel A; Frangi, Alejandro F; Götte, Marco; Razavi, Reza; Schaeffter, Tobias; Rhode, Kawal

2016-05-01

Studies have demonstrated the feasibility of late Gadolinium enhancement (LGE) cardiovascular magnetic resonance (CMR) imaging for guiding the management of patients with sequelae to myocardial infarction, such as ventricular tachycardia and heart failure. Clinical implementation of these developments necessitates a reproducible and reliable segmentation of the infarcted regions. It is challenging to compare new algorithms for infarct segmentation in the left ventricle (LV) with existing algorithms. Benchmarking datasets with evaluation strategies are much needed to facilitate comparison. This manuscript presents a benchmarking evaluation framework for future algorithms that segment infarct from LGE CMR of the LV. The image database consists of 30 LGE CMR images of both humans and pigs that were acquired from two separate imaging centres. A consensus ground truth was obtained for all data using maximum likelihood estimation. Six widely-used fixed-thresholding methods and five recently developed algorithms are tested on the benchmarking framework. Results demonstrate that the algorithms have better overlap with the consensus ground truth than most of the n-SD fixed-thresholding methods, with the exception of the Full-Width-at-Half-Maximum (FWHM) fixed-thresholding method. Some of the pitfalls of fixed thresholding methods are demonstrated in this work. The benchmarking evaluation framework, which is a contribution of this work, can be used to test and benchmark future algorithms that detect and quantify infarct in LGE CMR images of the LV. The datasets, ground truth and evaluation code have been made publicly available through the website: https://www.cardiacatlas.org/web/guest/challenges. Copyright © 2016 The Authors. Published by Elsevier B.V. All rights reserved.

Bayesian Image Segmentations by Potts Prior and Loopy Belief Propagation

NASA Astrophysics Data System (ADS)

Tanaka, Kazuyuki; Kataoka, Shun; Yasuda, Muneki; Waizumi, Yuji; Hsu, Chiou-Ting

2014-12-01

This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in loopy belief propagations for Potts models influence our hyperparameter estimation procedures.

Solar Flare Physics

NASA Technical Reports Server (NTRS)

Schmahl, Edward J.; Kundu, Mukul R.

1998-01-01

We have continued our previous efforts in studies of fourier imaging methods applied to hard X-ray flares. We have performed physical and theoretical analysis of rotating collimator grids submitted to GSFC(Goddard Space Flight Center) for the High Energy Solar Spectroscopic Imager (HESSI). We have produced simulation algorithms which are currently being used to test imaging software and hardware for HESSI. We have developed Maximum-Entropy, Maximum-Likelihood, and "CLEAN" methods for reconstructing HESSI images from count-rate profiles. This work is expected to continue through the launch of HESSI in July, 2000. Section 1 shows a poster presentation "Image Reconstruction from HESSI Photon Lists" at the Solar Physics Division Meeting, June 1998; Section 2 shows the text and viewgraphs prepared for "Imaging Simulations" at HESSI's Preliminary Design Review on July 30, 1998.

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.

Applying a multiobjective metaheuristic inspired by honey bees to phylogenetic inference.

PubMed

Santander-Jiménez, Sergio; Vega-Rodríguez, Miguel A

2013-10-01

The development of increasingly popular multiobjective metaheuristics has allowed bioinformaticians to deal with optimization problems in computational biology where multiple objective functions must be taken into account. One of the most relevant research topics that can benefit from these techniques is phylogenetic inference. Throughout the years, different researchers have proposed their own view about the reconstruction of ancestral evolutionary relationships among species. As a result, biologists often report different phylogenetic trees from a same dataset when considering distinct optimality principles. In this work, we detail a multiobjective swarm intelligence approach based on the novel Artificial Bee Colony algorithm for inferring phylogenies. The aim of this paper is to propose a complementary view of phylogenetics according to the maximum parsimony and maximum likelihood criteria, in order to generate a set of phylogenetic trees that represent a compromise between these principles. Experimental results on a variety of nucleotide data sets and statistical studies highlight the relevance of the proposal with regard to other multiobjective algorithms and state-of-the-art biological methods. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

Maximum-Likelihood Detection Of Noncoherent CPM

NASA Technical Reports Server (NTRS)

Divsalar, Dariush; Simon, Marvin K.

1993-01-01

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

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

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

PubMed

Ferrari, Ulisse

2016-08-01

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

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.

Stochastic control system parameter identifiability

NASA Technical Reports Server (NTRS)

Lee, C. H.; Herget, C. J.

1975-01-01

The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.

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.

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.

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…

Probability, statistics, and computational science.

PubMed

Beerenwinkel, Niko; Siebourg, Juliane

2012-01-01

In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference. Markov chains, hidden Markov models, and Bayesian network models are introduced in more detail as they occur frequently and in many variations in genomics applications. In particular, we discuss efficient inference algorithms and methods for learning these models from partially observed data. Several simple examples are given throughout the text, some of which point to models that are discussed in more detail in subsequent chapters.

Formulation and implementation of a practical algorithm for parameter estimation with process and measurement noise

NASA Technical Reports Server (NTRS)

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

1980-01-01

A new formulation is proposed for the problem of parameter estimation of dynamic systems with both process and measurement noise. The formulation gives estimates that are maximum likelihood asymptotically in time. The means used to overcome the difficulties encountered by previous formulations are discussed. It is then shown how the proposed formulation can be efficiently implemented in a computer program. A computer program using the proposed formulation is available in a form suitable for routine application. Examples with simulated and real data are given to illustrate that the program works well.

Markov Chain Monte Carlo Used in Parameter Inference of Magnetic Resonance Spectra

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

Hock, Kiel; Earle, Keith

2016-02-06

In this paper, we use Boltzmann statistics and the maximum likelihood distribution derived from Bayes’ Theorem to infer parameter values for a Pake Doublet Spectrum, a lineshape of historical significance and contemporary relevance for determining distances between interacting magnetic dipoles. A Metropolis Hastings Markov Chain Monte Carlo algorithm is implemented and designed to find the optimum parameter set and to estimate parameter uncertainties. In conclusion, the posterior distribution allows us to define a metric on parameter space that induces a geometry with negative curvature that affects the parameter uncertainty estimates, particularly for spectra with low signal to noise.

Constrained Stochastic Extended Redundancy Analysis.

PubMed

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

2015-06-01

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

Elimination of RF inhomogeneity effects in segmentation.

PubMed

Agus, Onur; Ozkan, Mehmed; Aydin, Kubilay

2007-01-01

There are various methods proposed for the segmentation and analysis of MR images. However the efficiency of these techniques is effected by various artifacts that occur in the imaging system. One of the most encountered problems is the intensity variation across an image. To overcome this problem different methods are used. In this paper we propose a method for the elimination of intensity artifacts in segmentation of MRI images. Inter imager variations are also minimized to produce the same tissue segmentation for the same patient. A well-known multivariate classification algorithm, maximum likelihood is employed to illustrate the enhancement in segmentation.

NAVIS-An UGV Indoor Positioning System Using Laser Scan Matching for Large-Area Real-Time Applications

PubMed Central

Tang, Jian.; Chen, Yuwei.; Jaakkola, Anttoni.; Liu, Jinbing.; Hyyppä, Juha.; Hyyppä, Hannu.

2014-01-01

Laser scan matching with grid-based maps is a promising tool for real-time indoor positioning of mobile Unmanned Ground Vehicles (UGVs). While there are critical implementation problems, such as the ability to estimate the position by sensing the unknown indoor environment with sufficient accuracy and low enough latency for stable vehicle control, further development work is necessary. Unfortunately, most of the existing methods employ heuristics for quick positioning in which numerous accumulated errors easily lead to loss of positioning accuracy. This severely restricts its applications in large areas and over lengthy periods of time. This paper introduces an efficient real-time mobile UGV indoor positioning system for large-area applications using laser scan matching with an improved probabilistically-motivated Maximum Likelihood Estimation (IMLE) algorithm, which is based on a multi-resolution patch-divided grid likelihood map. Compared with traditional methods, the improvements embodied in IMLE include: (a) Iterative Closed Point (ICP) preprocessing, which adaptively decreases the search scope; (b) a totally brute search matching method on multi-resolution map layers, based on the likelihood value between current laser scan and the grid map within refined search scope, adopted to obtain the global optimum position at each scan matching; and (c) a patch-divided likelihood map supporting a large indoor area. A UGV platform called NAVIS was designed, manufactured, and tested based on a low-cost robot integrating a LiDAR and an odometer sensor to verify the IMLE algorithm. A series of experiments based on simulated data and field tests with NAVIS proved that the proposed IMEL algorithm is a better way to perform local scan matching that can offer a quick and stable positioning solution with high accuracy so it can be part of a large area localization/mapping, application. The NAVIS platform can reach an updating rate of 12 Hz in a feature-rich environment and 2 Hz even in a feature-poor environment, respectively. Therefore, it can be utilized in a real-time application. PMID:24999715

NAVIS-An UGV indoor positioning system using laser scan matching for large-area real-time applications.

PubMed

Tang, Jian; Chen, Yuwei; Jaakkola, Anttoni; Liu, Jinbing; Hyyppä, Juha; Hyyppä, Hannu

2014-07-04

Laser scan matching with grid-based maps is a promising tool for real-time indoor positioning of mobile Unmanned Ground Vehicles (UGVs). While there are critical implementation problems, such as the ability to estimate the position by sensing the unknown indoor environment with sufficient accuracy and low enough latency for stable vehicle control, further development work is necessary. Unfortunately, most of the existing methods employ heuristics for quick positioning in which numerous accumulated errors easily lead to loss of positioning accuracy. This severely restricts its applications in large areas and over lengthy periods of time. This paper introduces an efficient real-time mobile UGV indoor positioning system for large-area applications using laser scan matching with an improved probabilistically-motivated Maximum Likelihood Estimation (IMLE) algorithm, which is based on a multi-resolution patch-divided grid likelihood map. Compared with traditional methods, the improvements embodied in IMLE include: (a) Iterative Closed Point (ICP) preprocessing, which adaptively decreases the search scope; (b) a totally brute search matching method on multi-resolution map layers, based on the likelihood value between current laser scan and the grid map within refined search scope, adopted to obtain the global optimum position at each scan matching; and (c) a patch-divided likelihood map supporting a large indoor area. A UGV platform called NAVIS was designed, manufactured, and tested based on a low-cost robot integrating a LiDAR and an odometer sensor to verify the IMLE algorithm. A series of experiments based on simulated data and field tests with NAVIS proved that the proposed IMEL algorithm is a better way to perform local scan matching that can offer a quick and stable positioning solution with high accuracy so it can be part of a large area localization/mapping, application. The NAVIS platform can reach an updating rate of 12 Hz in a feature-rich environment and 2 Hz even in a feature-poor environment, respectively. Therefore, it can be utilized in a real-time application.

Anatomy assisted PET image reconstruction incorporating multi-resolution joint entropy

NASA Astrophysics Data System (ADS)

Tang, Jing; Rahmim, Arman

2015-01-01

A promising approach in PET image reconstruction is to incorporate high resolution anatomical information (measured from MR or CT) taking the anato-functional similarity measures such as mutual information or joint entropy (JE) as the prior. These similarity measures only classify voxels based on intensity values, while neglecting structural spatial information. In this work, we developed an anatomy-assisted maximum a posteriori (MAP) reconstruction algorithm wherein the JE measure is supplied by spatial information generated using wavelet multi-resolution analysis. The proposed wavelet-based JE (WJE) MAP algorithm involves calculation of derivatives of the subband JE measures with respect to individual PET image voxel intensities, which we have shown can be computed very similarly to how the inverse wavelet transform is implemented. We performed a simulation study with the BrainWeb phantom creating PET data corresponding to different noise levels. Realistically simulated T1-weighted MR images provided by BrainWeb modeling were applied in the anatomy-assisted reconstruction with the WJE-MAP algorithm and the intensity-only JE-MAP algorithm. Quantitative analysis showed that the WJE-MAP algorithm performed similarly to the JE-MAP algorithm at low noise level in the gray matter (GM) and white matter (WM) regions in terms of noise versus bias tradeoff. When noise increased to medium level in the simulated data, the WJE-MAP algorithm started to surpass the JE-MAP algorithm in the GM region, which is less uniform with smaller isolated structures compared to the WM region. In the high noise level simulation, the WJE-MAP algorithm presented clear improvement over the JE-MAP algorithm in both the GM and WM regions. In addition to the simulation study, we applied the reconstruction algorithms to real patient studies involving DPA-173 PET data and Florbetapir PET data with corresponding T1-MPRAGE MRI images. Compared to the intensity-only JE-MAP algorithm, the WJE-MAP algorithm resulted in comparable regional mean values to those from the maximum likelihood algorithm while reducing noise. Achieving robust performance in various noise-level simulation and patient studies, the WJE-MAP algorithm demonstrates its potential in clinical quantitative PET imaging.

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.

Parallelization strategies for continuum-generalized method of moments on the multi-thread systems

NASA Astrophysics Data System (ADS)

Bustamam, A.; Handhika, T.; Ernastuti, Kerami, D.

2017-07-01

Continuum-Generalized Method of Moments (C-GMM) covers the Generalized Method of Moments (GMM) shortfall which is not as efficient as Maximum Likelihood estimator by using the continuum set of moment conditions in a GMM framework. However, this computation would take a very long time since optimizing regularization parameter. Unfortunately, these calculations are processed sequentially whereas in fact all modern computers are now supported by hierarchical memory systems and hyperthreading technology, which allowing for parallel computing. This paper aims to speed up the calculation process of C-GMM by designing a parallel algorithm for C-GMM on the multi-thread systems. First, parallel regions are detected for the original C-GMM algorithm. There are two parallel regions in the original C-GMM algorithm, that are contributed significantly to the reduction of computational time: the outer-loop and the inner-loop. Furthermore, this parallel algorithm will be implemented with standard shared-memory application programming interface, i.e. Open Multi-Processing (OpenMP). The experiment shows that the outer-loop parallelization is the best strategy for any number of observations.

Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany

PubMed Central

Wang, Zhu; Shuangge, Ma; Wang, Ching-Yun

2017-01-01

In health services and outcome research, count outcomes are frequently encountered and often have a large proportion of zeros. The zero-inflated negative binomial (ZINB) regression model has important applications for this type of data. With many possible candidate risk factors, this paper proposes new variable selection methods for the ZINB model. We consider maximum likelihood function plus a penalty including the least absolute shrinkage and selection operator (LASSO), smoothly clipped absolute deviation (SCAD) and minimax concave penalty (MCP). An EM (expectation-maximization) algorithm is proposed for estimating the model parameters and conducting variable selection simultaneously. This algorithm consists of estimating penalized weighted negative binomial models and penalized logistic models via the coordinated descent algorithm. Furthermore, statistical properties including the standard error formulae are provided. A simulation study shows that the new algorithm not only has more accurate or at least comparable estimation, also is more robust than the traditional stepwise variable selection. The proposed methods are applied to analyze the health care demand in Germany using an open-source R package mpath. PMID:26059498

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.

Spectral restoration in high resolution electron energy loss spectroscopy based on iterative semi-blind Lucy-Richardson algorithm applied to rutile surfaces.

PubMed

Lazzari, Rémi; Li, Jingfeng; Jupille, Jacques

2015-01-01

A new spectral restoration algorithm of reflection electron energy loss spectra is proposed. It is based on the maximum likelihood principle as implemented in the iterative Lucy-Richardson approach. Resolution is enhanced and point spread function recovered in a semi-blind way by forcing cyclically the zero loss to converge towards a Dirac peak. Synthetic phonon spectra of TiO2 are used as a test bed to discuss resolution enhancement, convergence benefit, stability towards noise, and apparatus function recovery. Attention is focused on the interplay between spectral restoration and quasi-elastic broadening due to free carriers. A resolution enhancement by a factor up to 6 on the elastic peak width can be obtained on experimental spectra of TiO2(110) and helps revealing mixed phonon/plasmon excitations.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

Estimation of mating system parameters in plant populations using marker loci with null alleles.

PubMed

Ross, H A

1986-06-01

An Expectation-Maximization (EM)-algorithm procedure is presented that extends Cheliak et al. (1983) method of maximum-likelihood estimation of mating system parameters of mixed mating system models. The extension permits the estimation of the rate of self-fertilization (s) and allele frequencies (Pi) at loci in outcrossing pollen, at marker loci having recessive null alleles. The algorithm makes use of maternal and filial genotypic arrays obtained by the electrophoretic analysis of cohorts of progeny. The genotypes of maternal plants must be known. Explicit equations are given for cases when the genotype of the maternal gamete inherited by a seed can (gymnosperms) or cannot (angiosperms) be determined. The procedure can accommodate any number of codominant alleles, but only one recessive null allele at each locus. An example, using actual data from Pinus banksiana, is presented to illustrate the application of this EM algorithm to the estimation of mating system parameters using marker loci having both codominant and recessive alleles.

Phaser crystallographic software.

PubMed

McCoy, Airlie J; Grosse-Kunstleve, Ralf W; Adams, Paul D; Winn, Martyn D; Storoni, Laurent C; Read, Randy J

2007-08-01

Phaser is a program for phasing macromolecular crystal structures by both molecular replacement and experimental phasing methods. The novel phasing algorithms implemented in Phaser have been developed using maximum likelihood and multivariate statistics. For molecular replacement, the new algorithms have proved to be significantly better than traditional methods in discriminating correct solutions from noise, and for single-wavelength anomalous dispersion experimental phasing, the new algorithms, which account for correlations between F(+) and F(-), give better phases (lower mean phase error with respect to the phases given by the refined structure) than those that use mean F and anomalous differences DeltaF. One of the design concepts of Phaser was that it be capable of a high degree of automation. To this end, Phaser (written in C++) can be called directly from Python, although it can also be called using traditional CCP4 keyword-style input. Phaser is a platform for future development of improved phasing methods and their release, including source code, to the crystallographic community.

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

PubMed Central

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

2011-01-01

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

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.

Single snapshot DOA estimation

NASA Astrophysics Data System (ADS)

Häcker, P.; Yang, B.

2010-10-01

In array signal processing, direction of arrival (DOA) estimation has been studied for decades. Many algorithms have been proposed and their performance has been studied thoroughly. Yet, most of these works are focused on the asymptotic case of a large number of snapshots. In automotive radar applications like driver assistance systems, however, only a small number of snapshots of the radar sensor array or, in the worst case, a single snapshot is available for DOA estimation. In this paper, we investigate and compare different DOA estimators with respect to their single snapshot performance. The main focus is on the estimation accuracy and the angular resolution in multi-target scenarios including difficult situations like correlated targets and large target power differences. We will show that some algorithms lose their ability to resolve targets or do not work properly at all. Other sophisticated algorithms do not show a superior performance as expected. It turns out that the deterministic maximum likelihood estimator is a good choice under these hard conditions.

Estimation of multiple sound sources with data and model uncertainties using the EM and evidential EM algorithms

NASA Astrophysics Data System (ADS)

Wang, Xun; Quost, Benjamin; Chazot, Jean-Daniel; Antoni, Jérôme

2016-01-01

This paper considers the problem of identifying multiple sound sources from acoustical measurements obtained by an array of microphones. The problem is solved via maximum likelihood. In particular, an expectation-maximization (EM) approach is used to estimate the sound source locations and strengths, the pressure measured by a microphone being interpreted as a mixture of latent signals emitted by the sources. This work also considers two kinds of uncertainties pervading the sound propagation and measurement process: uncertain microphone locations and uncertain wavenumber. These uncertainties are transposed to the data in the belief functions framework. Then, the source locations and strengths can be estimated using a variant of the EM algorithm, known as the Evidential EM (E2M) algorithm. Eventually, both simulation and real experiments are shown to illustrate the advantage of using the EM in the case without uncertainty and the E2M in the case of uncertain measurement.

MLESAC Based Localization of Needle Insertion Using 2D Ultrasound Images

NASA Astrophysics Data System (ADS)

Xu, Fei; Gao, Dedong; Wang, Shan; Zhanwen, A.

2018-04-01

In the 2D ultrasound image of ultrasound-guided percutaneous needle insertions, it is difficult to determine the positions of needle axis and tip because of the existence of artifacts and other noises. In this work the speckle is regarded as the noise of an ultrasound image, and a novel algorithm is presented to detect the needle in a 2D ultrasound image. Firstly, the wavelet soft thresholding technique based on BayesShrink rule is used to denoise the speckle of ultrasound image. Secondly, we add Otsu’s thresholding method and morphologic operations to pre-process the ultrasound image. Finally, the localization of the needle is identified and positioned in the 2D ultrasound image based on the maximum likelihood estimation sample consensus (MLESAC) algorithm. The experimental results show that it is valid for estimating the position of needle axis and tip in the ultrasound images with the proposed algorithm. The research work is hopeful to be used in the path planning and robot-assisted needle insertion procedures.

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…

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…

Angle Statistics Reconstruction: a robust reconstruction algorithm for Muon Scattering Tomography

NASA Astrophysics Data System (ADS)

Stapleton, M.; Burns, J.; Quillin, S.; Steer, C.

2014-11-01

Muon Scattering Tomography (MST) is a technique for using the scattering of cosmic ray muons to probe the contents of enclosed volumes. As a muon passes through material it undergoes multiple Coulomb scattering, where the amount of scattering is dependent on the density and atomic number of the material as well as the path length. Hence, MST has been proposed as a means of imaging dense materials, for instance to detect special nuclear material in cargo containers. Algorithms are required to generate an accurate reconstruction of the material density inside the volume from the muon scattering information and some have already been proposed, most notably the Point of Closest Approach (PoCA) and Maximum Likelihood/Expectation Maximisation (MLEM) algorithms. However, whilst PoCA-based algorithms are easy to implement, they perform rather poorly in practice. Conversely, MLEM is a complicated algorithm to implement and computationally intensive and there is currently no published, fast and easily-implementable algorithm that performs well in practice. In this paper, we first provide a detailed analysis of the source of inaccuracy in PoCA-based algorithms. We then motivate an alternative method, based on ideas first laid out by Morris et al, presenting and fully specifying an algorithm that performs well against simulations of realistic scenarios. We argue this new algorithm should be adopted by developers of Muon Scattering Tomography as an alternative to PoCA.

Time series modeling by a regression approach based on a latent process.

PubMed

Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

2009-01-01

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

Pruning Rogue Taxa Improves Phylogenetic Accuracy: An Efficient Algorithm and Webservice

PubMed Central

Aberer, Andre J.; Krompass, Denis; Stamatakis, Alexandros

2013-01-01

Abstract The presence of rogue taxa (rogues) in a set of trees can frequently have a negative impact on the results of a bootstrap analysis (e.g., the overall support in consensus trees). We introduce an efficient graph-based algorithm for rogue taxon identification as well as an interactive webservice implementing this algorithm. Compared with our previous method, the new algorithm is up to 4 orders of magnitude faster, while returning qualitatively identical results. Because of this significant improvement in scalability, the new algorithm can now identify substantially more complex and compute-intensive rogue taxon constellations. On a large and diverse collection of real-world data sets, we show that our method yields better supported reduced/pruned consensus trees than any competing rogue taxon identification method. Using the parallel version of our open-source code, we successfully identified rogue taxa in a set of 100 trees with 116 334 taxa each. For simulated data sets, we show that when removing/pruning rogue taxa with our method from a tree set, we consistently obtain bootstrap consensus trees as well as maximum-likelihood trees that are topologically closer to the respective true trees. PMID:22962004

Pruning rogue taxa improves phylogenetic accuracy: an efficient algorithm and webservice.

PubMed

Aberer, Andre J; Krompass, Denis; Stamatakis, Alexandros

2013-01-01

The presence of rogue taxa (rogues) in a set of trees can frequently have a negative impact on the results of a bootstrap analysis (e.g., the overall support in consensus trees). We introduce an efficient graph-based algorithm for rogue taxon identification as well as an interactive webservice implementing this algorithm. Compared with our previous method, the new algorithm is up to 4 orders of magnitude faster, while returning qualitatively identical results. Because of this significant improvement in scalability, the new algorithm can now identify substantially more complex and compute-intensive rogue taxon constellations. On a large and diverse collection of real-world data sets, we show that our method yields better supported reduced/pruned consensus trees than any competing rogue taxon identification method. Using the parallel version of our open-source code, we successfully identified rogue taxa in a set of 100 trees with 116 334 taxa each. For simulated data sets, we show that when removing/pruning rogue taxa with our method from a tree set, we consistently obtain bootstrap consensus trees as well as maximum-likelihood trees that are topologically closer to the respective true trees.

eqMAXEL: A new automatic earthquake location algorithm implementation for Earthworm

NASA Astrophysics Data System (ADS)

Lisowski, S.; Friberg, P. A.; Sheen, D. H.

2017-12-01

A common problem with automated earthquake location systems for a local to regional scale seismic network is false triggering and false locations inside the network caused by larger regional to teleseismic distance earthquakes. This false location issue also presents a problem for earthquake early warning systems where societal impacts of false alarms can be very expensive. Towards solving this issue, Sheen et al. (2016) implemented a robust maximum-likelihood earthquake location algorithm known as MAXEL. It was shown with both synthetics and real-data for a small number of arrivals, that large regional events were easily identifiable through metrics in the MAXEL algorithm. In the summer of 2017, we collaboratively implemented the MAXEL algorithm into a fully functional Earthworm module and tested it in regions of the USA where false detections and alarming are observed. We show robust improvement in the ability of the Earthworm system to filter out regional and teleseismic events that would have falsely located inside the network using the traditional Earthworm hypoinverse solution. We also explore using different grid sizes in the implementation of the MAXEL algorithm, which was originally designed with South Korea as the target network size.

Theoretical and experimental study of DOA estimation using AML algorithm for an isotropic and non-isotropic 3D array

NASA Astrophysics Data System (ADS)

Asgari, Shadnaz; Ali, Andreas M.; Collier, Travis C.; Yao, Yuan; Hudson, Ralph E.; Yao, Kung; Taylor, Charles E.

2007-09-01

The focus of most direction-of-arrival (DOA) estimation problems has been based mainly on a two-dimensional (2D) scenario where we only need to estimate the azimuth angle. But in various practical situations we have to deal with a three-dimensional scenario. The importance of being able to estimate both azimuth and elevation angles with high accuracy and low complexity is of interest. We present the theoretical and the practical issues of DOA estimation using the Approximate-Maximum-Likelihood (AML) algorithm in a 3D scenario. We show that the performance of the proposed 3D AML algorithm converges to the Cramer-Rao Bound. We use the concept of an isotropic array to reduce the complexity of the proposed algorithm by advocating a decoupled 3D version. We also explore a modified version of the decoupled 3D AML algorithm which can be used for DOA estimation with non-isotropic arrays. Various numerical results are presented. We use two acoustic arrays each consisting of 8 microphones to do some field measurements. The processing of the measured data from the acoustic arrays for different azimuth and elevation angles confirms the effectiveness of the proposed methods.

Novel edge treatment method for improving the transmission reconstruction quality in Tomographic Gamma Scanning.

PubMed

Han, Miaomiao; Guo, Zhirong; Liu, Haifeng; Li, Qinghua

2018-05-01

Tomographic Gamma Scanning (TGS) is a method used for the nondestructive assay of radioactive wastes. In TGS, the actual irregular edge voxels are regarded as regular cubic voxels in the traditional treatment method. In this study, in order to improve the performance of TGS, a novel edge treatment method is proposed that considers the actual shapes of these voxels. The two different edge voxel treatment methods were compared by computing the pixel-level relative errors and normalized mean square errors (NMSEs) between the reconstructed transmission images and the ideal images. Both methods were coupled with two different interative algorithms comprising Algebraic Reconstruction Technique (ART) with a non-negativity constraint and Maximum Likelihood Expectation Maximization (MLEM). The results demonstrated that the traditional method for edge voxel treatment can introduce significant error and that the real irregular edge voxel treatment method can improve the performance of TGS by obtaining better transmission reconstruction images. With the real irregular edge voxel treatment method, MLEM algorithm and ART algorithm can be comparable when assaying homogenous matrices, but MLEM algorithm is superior to ART algorithm when assaying heterogeneous matrices. Copyright © 2018 Elsevier Ltd. All rights reserved.

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

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

Biros, George

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

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.

R programming for parameters estimation of geographically weighted ordinal logistic regression (GWOLR) model based on Newton Raphson

NASA Astrophysics Data System (ADS)

Zuhdi, Shaifudin; Saputro, Dewi Retno Sari

2017-03-01

GWOLR model used for represent relationship between dependent variable has categories and scale of category is ordinal with independent variable influenced the geographical location of the observation site. Parameters estimation of GWOLR model use maximum likelihood provide system of nonlinear equations and hard to be found the result in analytic resolution. By finishing it, it means determine the maximum completion, this thing associated with optimizing problem. The completion nonlinear system of equations optimize use numerical approximation, which one is Newton Raphson method. The purpose of this research is to make iteration algorithm Newton Raphson and program using R software to estimate GWOLR model. Based on the research obtained that program in R can be used to estimate the parameters of GWOLR model by forming a syntax program with command "while".

Minimization for conditional simulation: Relationship to optimal transport

NASA Astrophysics Data System (ADS)

Oliver, Dean S.

2014-05-01

In this paper, we consider the problem of generating independent samples from a conditional distribution when independent samples from the prior distribution are available. Although there are exact methods for sampling from the posterior (e.g. Markov chain Monte Carlo or acceptance/rejection), these methods tend to be computationally demanding when evaluation of the likelihood function is expensive, as it is for most geoscience applications. As an alternative, in this paper we discuss deterministic mappings of variables distributed according to the prior to variables distributed according to the posterior. Although any deterministic mappings might be equally useful, we will focus our discussion on a class of algorithms that obtain implicit mappings by minimization of a cost function that includes measures of data mismatch and model variable mismatch. Algorithms of this type include quasi-linear estimation, randomized maximum likelihood, perturbed observation ensemble Kalman filter, and ensemble of perturbed analyses (4D-Var). When the prior pdf is Gaussian and the observation operators are linear, we show that these minimization-based simulation methods solve an optimal transport problem with a nonstandard cost function. When the observation operators are nonlinear, however, the mapping of variables from the prior to the posterior obtained from those methods is only approximate. Errors arise from neglect of the Jacobian determinant of the transformation and from the possibility of discontinuous mappings.

Brain tumor segmentation from multimodal magnetic resonance images via sparse representation.

PubMed

Li, Yuhong; Jia, Fucang; Qin, Jing

2016-10-01

Accurately segmenting and quantifying brain gliomas from magnetic resonance (MR) images remains a challenging task because of the large spatial and structural variability among brain tumors. To develop a fully automatic and accurate brain tumor segmentation algorithm, we present a probabilistic model of multimodal MR brain tumor segmentation. This model combines sparse representation and the Markov random field (MRF) to solve the spatial and structural variability problem. We formulate the tumor segmentation problem as a multi-classification task by labeling each voxel as the maximum posterior probability. We estimate the maximum a posteriori (MAP) probability by introducing the sparse representation into a likelihood probability and a MRF into the prior probability. Considering the MAP as an NP-hard problem, we convert the maximum posterior probability estimation into a minimum energy optimization problem and employ graph cuts to find the solution to the MAP estimation. Our method is evaluated using the Brain Tumor Segmentation Challenge 2013 database (BRATS 2013) and obtained Dice coefficient metric values of 0.85, 0.75, and 0.69 on the high-grade Challenge data set, 0.73, 0.56, and 0.54 on the high-grade Challenge LeaderBoard data set, and 0.84, 0.54, and 0.57 on the low-grade Challenge data set for the complete, core, and enhancing regions. The experimental results show that the proposed algorithm is valid and ranks 2nd compared with the state-of-the-art tumor segmentation algorithms in the MICCAI BRATS 2013 challenge. Copyright © 2016 Elsevier B.V. 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.

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.

Low-complexity approximations to maximum likelihood MPSK modulation classification

NASA Technical Reports Server (NTRS)

Hamkins, Jon

2004-01-01

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

Application of change-point problem to the detection of plant patches.

PubMed

López, I; Gámez, M; Garay, J; Standovár, T; Varga, Z

2010-03-01

In ecology, if the considered area or space is large, the spatial distribution of individuals of a given plant species is never homogeneous; plants form different patches. The homogeneity change in space or in time (in particular, the related change-point problem) is an important research subject in mathematical statistics. In the paper, for a given data system along a straight line, two areas are considered, where the data of each area come from different discrete distributions, with unknown parameters. In the paper a method is presented for the estimation of the distribution change-point between both areas and an estimate is given for the distributions separated by the obtained change-point. The solution of this problem will be based on the maximum likelihood method. Furthermore, based on an adaptation of the well-known bootstrap resampling, a method for the estimation of the so-called change-interval is also given. The latter approach is very general, since it not only applies in the case of the maximum-likelihood estimation of the change-point, but it can be also used starting from any other change-point estimation known in the ecological literature. The proposed model is validated against typical ecological situations, providing at the same time a verification of the applied algorithms.

Simulated maximum likelihood method for estimating kinetic rates in gene expression.

PubMed

Tian, Tianhai; Xu, Songlin; Gao, Junbin; Burrage, Kevin

2007-01-01

Kinetic rate in gene expression is a key measurement of the stability of gene products and gives important information for the reconstruction of genetic regulatory networks. Recent developments in experimental technologies have made it possible to measure the numbers of transcripts and protein molecules in single cells. Although estimation methods based on deterministic models have been proposed aimed at evaluating kinetic rates from experimental observations, these methods cannot tackle noise in gene expression that may arise from discrete processes of gene expression, small numbers of mRNA transcript, fluctuations in the activity of transcriptional factors and variability in the experimental environment. In this paper, we develop effective methods for estimating kinetic rates in genetic regulatory networks. The simulated maximum likelihood method is used to evaluate parameters in stochastic models described by either stochastic differential equations or discrete biochemical reactions. Different types of non-parametric density functions are used to measure the transitional probability of experimental observations. For stochastic models described by biochemical reactions, we propose to use the simulated frequency distribution to evaluate the transitional density based on the discrete nature of stochastic simulations. The genetic optimization algorithm is used as an efficient tool to search for optimal reaction rates. Numerical results indicate that the proposed methods can give robust estimations of kinetic rates with good accuracy.

Spermatogenic and Phylo-molecular Characterizations of Isolated Fasciola Spp. From Cattle, North West Iran.

PubMed

Rouhani, Soheila; Raeghi, Saber; Spotin, Adel

2017-01-01

Fascioliasis is economically important to the livestock industry that caused with Fasciola hepatica and Fasciola gigantica. The objective of this study was to identify these two species F. hepatica and F. gigantica by using nuclear and mitochondrial markers (ITS1, ND1 and CO1) and have been employed to analyze intraspecific phylogenetic relations of Fasciola spp. Approximately 150 Fasciola specimens were collected, then stained with haematoxylin-carmine dye and observed under an optical microscope to examine for the existence of sperm. The ITS1 marker was used to identify different Fasciola and phylogenetic analysis based on ND1 and CO1 sequence data were conducted by maximum likelihood algorithm. Fasciola samples were separated into 2 groups. Almost all specimens had many sperms in the seminal vesicle (spermic fluke) and one fluke did not contain any sperm in the seminal vesicle. The aspermic sample had F. gigantica RFLP pattern with ITS1 gene. Phylogenetic analysis based on NDI and COI sequence data were conducted by maximum likelihood showed a similar topology of the trees obtained particularly for F. hepatica and F. gigantica. This study demonstrated that aspermic Fasciola found in this region of Iran has same genetic structures through the spermic F. gigantica populations in accordance to phylogenetic tree.

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.

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

PubMed

Bing, Li; Bai, Baoming

2014-01-01

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

Maximum likelihood clustering with dependent feature trees

NASA Technical Reports Server (NTRS)

Chittineni, C. B. (Principal Investigator)

1981-01-01

The decomposition of mixture density of the data into its normal component densities is considered. The densities are approximated with first order dependent feature trees using criteria of mutual information and distance measures. Expressions are presented for the criteria when the densities are Gaussian. By defining different typs of nodes in a general dependent feature tree, maximum likelihood equations are developed for the estimation of parameters using fixed point iterations. The field structure of the data is also taken into account in developing maximum likelihood equations. Experimental results from the processing of remotely sensed multispectral scanner imagery data are included.

Efficient Bit-to-Symbol Likelihood Mappings

NASA Technical Reports Server (NTRS)

Moision, Bruce E.; Nakashima, Michael A.

2010-01-01

This innovation is an efficient algorithm designed to perform bit-to-symbol and symbol-to-bit likelihood mappings that represent a significant portion of the complexity of an error-correction code decoder for high-order constellations. Recent implementation of the algorithm in hardware has yielded an 8- percent reduction in overall area relative to the prior design.

Predicting protein-protein interactions from protein domains using a set cover approach.

PubMed

Huang, Chengbang; Morcos, Faruck; Kanaan, Simon P; Wuchty, Stefan; Chen, Danny Z; Izaguirre, Jesús A

2007-01-01

One goal of contemporary proteome research is the elucidation of cellular protein interactions. Based on currently available protein-protein interaction and domain data, we introduce a novel method, Maximum Specificity Set Cover (MSSC), for the prediction of protein-protein interactions. In our approach, we map the relationship between interactions of proteins and their corresponding domain architectures to a generalized weighted set cover problem. The application of a greedy algorithm provides sets of domain interactions which explain the presence of protein interactions to the largest degree of specificity. Utilizing domain and protein interaction data of S. cerevisiae, MSSC enables prediction of previously unknown protein interactions, links that are well supported by a high tendency of coexpression and functional homogeneity of the corresponding proteins. Focusing on concrete examples, we show that MSSC reliably predicts protein interactions in well-studied molecular systems, such as the 26S proteasome and RNA polymerase II of S. cerevisiae. We also show that the quality of the predictions is comparable to the Maximum Likelihood Estimation while MSSC is faster. This new algorithm and all data sets used are accessible through a Web portal at http://ppi.cse.nd.edu.

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…

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

Incorporating spatial context into statistical classification of multidimensional image data

NASA Technical Reports Server (NTRS)

Bauer, M. E. (Principal Investigator); Tilton, J. C.; Swain, P. H.

1981-01-01

Compound decision theory is employed to develop a general statistical model for classifying image data using spatial context. The classification algorithm developed from this model exploits the tendency of certain ground-cover classes to occur more frequently in some spatial contexts than in others. A key input to this contextural classifier is a quantitative characterization of this tendency: the context function. Several methods for estimating the context function are explored, and two complementary methods are recommended. The contextural classifier is shown to produce substantial improvements in classification accuracy compared to the accuracy produced by a non-contextural uniform-priors maximum likelihood classifier when these methods of estimating the context function are used. An approximate algorithm, which cuts computational requirements by over one-half, is presented. The search for an optimal implementation is furthered by an exploration of the relative merits of using spectral classes or information classes for classification and/or context function estimation.

Spectral restoration in high resolution electron energy loss spectroscopy based on iterative semi-blind Lucy-Richardson algorithm applied to rutile surfaces

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

Lazzari, Rémi, E-mail: remi.lazzari@insp.jussieu.fr; Li, Jingfeng, E-mail: jingfeng.li@insp.jussieu.fr; Jupille, Jacques, E-mail: jacques.jupille@insp.jussieu.fr

2015-01-15

A new spectral restoration algorithm of reflection electron energy loss spectra is proposed. It is based on the maximum likelihood principle as implemented in the iterative Lucy-Richardson approach. Resolution is enhanced and point spread function recovered in a semi-blind way by forcing cyclically the zero loss to converge towards a Dirac peak. Synthetic phonon spectra of TiO{sub 2} are used as a test bed to discuss resolution enhancement, convergence benefit, stability towards noise, and apparatus function recovery. Attention is focused on the interplay between spectral restoration and quasi-elastic broadening due to free carriers. A resolution enhancement by a factor upmore » to 6 on the elastic peak width can be obtained on experimental spectra of TiO{sub 2}(110) and helps revealing mixed phonon/plasmon excitations.« less

Hidden Markov model tracking of continuous gravitational waves from young supernova remnants

NASA Astrophysics Data System (ADS)

Sun, L.; Melatos, A.; Suvorova, S.; Moran, W.; Evans, R. J.

2018-02-01

Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semicoherent search based on a hidden Markov model tracking scheme, solved by the Viterbi algorithm, combined with a maximum likelihood matched filter, the F statistic. The scheme is well suited to analyzing data from advanced detectors like the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). It can track rapid phase evolution from secular stellar braking and stochastic timing noise torques simultaneously without searching second- and higher-order derivatives of the signal frequency, providing an economical alternative to stack-slide-based semicoherent algorithms. One implementation tracks the signal frequency alone. A second implementation tracks the signal frequency and its first time derivative. It improves the sensitivity by a factor of a few upon the first implementation, but the cost increases by 2 to 3 orders of magnitude.

Leveraging social system networks in ubiquitous high-data-rate health systems.

PubMed

Massey, Tammara; Marfia, Gustavo; Stoelting, Adam; Tomasi, Riccardo; Spirito, Maurizio A; Sarrafzadeh, Majid; Pau, Giovanni

2011-05-01

Social system networks with high data rates and limited storage will discard data if the system cannot connect and upload the data to a central server. We address the challenge of limited storage capacity in mobile health systems during network partitions with a heuristic that achieves efficiency in storage capacity by modifying the granularity of the medical data during long intercontact periods. Patterns in the connectivity, reception rate, distance, and location are extracted from the social system network and leveraged in the global algorithm and online heuristic. In the global algorithm, the stochastic nature of the data is modeled with maximum likelihood estimation based on the distribution of the reception rates. In the online heuristic, the correlation between system position and the reception rate is combined with patterns in human mobility to estimate the intracontact and intercontact time. The online heuristic performs well with a low data loss of 2.1%-6.1%.

Study of sensor spectral responses and data processing algorithms and architectures for onboard feature identification

NASA Technical Reports Server (NTRS)

Huck, F. O.; Davis, R. E.; Fales, C. L.; Aherron, R. M.

1982-01-01

A computational model of the deterministic and stochastic processes involved in remote sensing is used to study spectral feature identification techniques for real-time onboard processing of data acquired with advanced earth-resources sensors. Preliminary results indicate that: Narrow spectral responses are advantageous; signal normalization improves mean-square distance (MSD) classification accuracy but tends to degrade maximum-likelihood (MLH) classification accuracy; and MSD classification of normalized signals performs better than the computationally more complex MLH classification when imaging conditions change appreciably from those conditions during which reference data were acquired. The results also indicate that autonomous categorization of TM signals into vegetation, bare land, water, snow and clouds can be accomplished with adequate reliability for many applications over a reasonably wide range of imaging conditions. However, further analysis is required to develop computationally efficient boundary approximation algorithms for such categorization.

Flexible Modeling of Survival Data with Covariates Subject to Detection Limits via Multiple Imputation.

PubMed

Bernhardt, Paul W; Wang, Huixia Judy; Zhang, Daowen

2014-01-01

Models for survival data generally assume that covariates are fully observed. However, in medical studies it is not uncommon for biomarkers to be censored at known detection limits. A computationally-efficient multiple imputation procedure for modeling survival data with covariates subject to detection limits is proposed. This procedure is developed in the context of an accelerated failure time model with a flexible seminonparametric error distribution. The consistency and asymptotic normality of the multiple imputation estimator are established and a consistent variance estimator is provided. An iterative version of the proposed multiple imputation algorithm that approximates the EM algorithm for maximum likelihood is also suggested. Simulation studies demonstrate that the proposed multiple imputation methods work well while alternative methods lead to estimates that are either biased or more variable. The proposed methods are applied to analyze the dataset from a recently-conducted GenIMS study.

Fast and accurate read-out of interferometric optical fiber sensors

NASA Astrophysics Data System (ADS)

Bartholsen, Ingebrigt; Hjelme, Dag R.

2016-03-01

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

Off-nadir antenna bias correction using Amazon rain sigma(0) data

NASA Technical Reports Server (NTRS)

Birrer, I. J.; Dome, G. J.; Sweet, J.; Berthold, G.; Moore, R. K.

1982-01-01

The radar response from the Amazon rain forest was studied to determine the suitability of this region for use as a standard target to calibrate a scatterometer like that proposed for the National Oceanic Satellite System (NOSS). Backscattering observations made by the SEASAT Scatterometer System (SASS) showed the Amazon rain forest to be a homogeneous, azimuthally-isotropic, radar target which was insensitive to polarization. The variation with angle of incidence was adequately modeled as scattering coefficient (dB) = a theta b with typical values for the incidence-angle coefficient from 0.07 to 0.15 dB/deg. A small diurnal effect occurs, with measurements at sunrise being 0.5 dB to 1 dB higher than the rest of the day. Maximum-likelihood estimation algorithms presented here permit determination of relative bias and true pointing angle for each beam. Specific implementation of these algorithms for the proposed NOSS scatterometer system is also discussed.

Automatic Centerline Extraction of Coverd Roads by Surrounding Objects from High Resolution Satellite Images

NASA Astrophysics Data System (ADS)

Kamangir, H.; Momeni, M.; Satari, M.

2017-09-01

This paper presents an automatic method to extract road centerline networks from high and very high resolution satellite images. The present paper addresses the automated extraction roads covered with multiple natural and artificial objects such as trees, vehicles and either shadows of buildings or trees. In order to have a precise road extraction, this method implements three stages including: classification of images based on maximum likelihood algorithm to categorize images into interested classes, modification process on classified images by connected component and morphological operators to extract pixels of desired objects by removing undesirable pixels of each class, and finally line extraction based on RANSAC algorithm. In order to evaluate performance of the proposed method, the generated results are compared with ground truth road map as a reference. The evaluation performance of the proposed method using representative test images show completeness values ranging between 77% and 93%.

Optimal decoding in fading channels - A combined envelope, multiple differential and coherent detection approach

NASA Astrophysics Data System (ADS)

Makrakis, Dimitrios; Mathiopoulos, P. Takis

A maximum likelihood sequential decoder for the reception of digitally modulated signals with single or multiamplitude constellations transmitted over a multiplicative, nonselective fading channel is derived. It is shown that its structure consists of a combination of envelope, multiple differential, and coherent detectors. The outputs of each of these detectors are jointly processed by means of an algorithm. This algorithm is presented in a recursive form. The derivation of the new receiver is general enough to accommodate uncoded as well as coded (e.g., trellis-coded) schemes. Performance evaluation results for a reduced-complexity trellis-coded QPSK system have demonstrated that the proposed receiver dramatically reduces the error floors caused by fading. At Eb/N0 = 20 dB the new receiver structure results in bit-error-rate reductions of more than three orders of magnitude compared to a conventional Viterbi receiver, while being reasonably simple to implement.

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

Statistical study of generalized nonlinear phase step estimation methods in phase-shifting interferometry.

PubMed

Langoju, Rajesh; Patil, Abhijit; Rastogi, Pramod

2007-11-20

Signal processing methods based on maximum-likelihood theory, discrete chirp Fourier transform, and spectral estimation methods have enabled accurate measurement of phase in phase-shifting interferometry in the presence of nonlinear response of the piezoelectric transducer to the applied voltage. We present the statistical study of these generalized nonlinear phase step estimation methods to identify the best method by deriving the Cramér-Rao bound. We also address important aspects of these methods for implementation in practical applications and compare the performance of the best-identified method with other bench marking algorithms in the presence of harmonics and noise.

Mixtures of GAMs for habitat suitability analysis with overdispersed presence / absence data

PubMed Central

Pleydell, David R.J.; Chrétien, Stéphane

2009-01-01

A new approach to species distribution modelling based on unsupervised classification via a finite mixture of GAMs incorporating habitat suitability curves is proposed. A tailored EM algorithm is outlined for computing maximum likelihood estimates. Several submodels incorporating various parameter constraints are explored. Simulation studies confirm, that under certain constraints, the habitat suitability curves are recovered with good precision. The method is also applied to a set of real data concerning presence/absence of observable small mammal indices collected on the Tibetan plateau. The resulting classification was found to correspond to species-level differences in habitat preference described in previous ecological work. PMID:20401331

Soft-decision decoding techniques for linear block codes and their error performance analysis

NASA Technical Reports Server (NTRS)

Lin, Shu

1996-01-01

The first paper presents a new minimum-weight trellis-based soft-decision iterative decoding algorithm for binary linear block codes. The second paper derives an upper bound on the probability of block error for multilevel concatenated codes (MLCC). The bound evaluates difference in performance for different decompositions of some codes. The third paper investigates the bit error probability code for maximum likelihood decoding of binary linear codes. The fourth and final paper included in this report is concerns itself with the construction of multilevel concatenated block modulation codes using a multilevel concatenation scheme for the frequency non-selective Rayleigh fading channel.

A Joint Model for Longitudinal Measurements and Survival Data in the Presence of Multiple Failure Types

PubMed Central

Elashoff, Robert M.; Li, Gang; Li, Ning

2009-01-01

Summary In this article we study a joint model for longitudinal measurements and competing risks survival data. Our joint model provides a flexible approach to handle possible nonignorable missing data in the longitudinal measurements due to dropout. It is also an extension of previous joint models with a single failure type, offering a possible way to model informatively censored events as a competing risk. Our model consists of a linear mixed effects submodel for the longitudinal outcome and a proportional cause-specific hazards frailty submodel (Prentice et al., 1978, Biometrics 34, 541-554) for the competing risks survival data, linked together by some latent random effects. We propose to obtain the maximum likelihood estimates of the parameters by an expectation maximization (EM) algorithm and estimate their standard errors using a profile likelihood method. The developed method works well in our simulation studies and is applied to a clinical trial for the scleroderma lung disease. PMID:18162112

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.

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)

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

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.

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

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

A smoothed stochastic earthquake rate model considering seismicity and fault moment release for Europe

NASA Astrophysics Data System (ADS)

Hiemer, S.; Woessner, J.; Basili, R.; Danciu, L.; Giardini, D.; Wiemer, S.

2014-08-01

We present a time-independent gridded earthquake rate forecast for the European region including Turkey. The spatial component of our model is based on kernel density estimation techniques, which we applied to both past earthquake locations and fault moment release on mapped crustal faults and subduction zone interfaces with assigned slip rates. Our forecast relies on the assumption that the locations of past seismicity is a good guide to future seismicity, and that future large-magnitude events occur more likely in the vicinity of known faults. We show that the optimal weighted sum of the corresponding two spatial densities depends on the magnitude range considered. The kernel bandwidths and density weighting function are optimized using retrospective likelihood-based forecast experiments. We computed earthquake activity rates (a- and b-value) of the truncated Gutenberg-Richter distribution separately for crustal and subduction seismicity based on a maximum likelihood approach that considers the spatial and temporal completeness history of the catalogue. The final annual rate of our forecast is purely driven by the maximum likelihood fit of activity rates to the catalogue data, whereas its spatial component incorporates contributions from both earthquake and fault moment-rate densities. Our model constitutes one branch of the earthquake source model logic tree of the 2013 European seismic hazard model released by the EU-FP7 project `Seismic HAzard haRmonization in Europe' (SHARE) and contributes to the assessment of epistemic uncertainties in earthquake activity rates. We performed retrospective and pseudo-prospective likelihood consistency tests to underline the reliability of our model and SHARE's area source model (ASM) using the testing algorithms applied in the collaboratory for the study of earthquake predictability (CSEP). We comparatively tested our model's forecasting skill against the ASM and find a statistically significant better performance for testing periods of 10-20 yr. The testing results suggest that our model is a viable candidate model to serve for long-term forecasting on timescales of years to decades for the European region.

Dictionary Learning Algorithms for Sparse Representation

PubMed Central

Kreutz-Delgado, Kenneth; Murray, Joseph F.; Rao, Bhaskar D.; Engan, Kjersti; Lee, Te-Won; Sejnowski, Terrence J.

2010-01-01

Algorithms for data-driven learning of domain-specific overcomplete dictionaries are developed to obtain maximum likelihood and maximum a posteriori dictionary estimates based on the use of Bayesian models with concave/Schur-concave (CSC) negative log priors. Such priors are appropriate for obtaining sparse representations of environmental signals within an appropriately chosen (environmentally matched) dictionary. The elements of the dictionary can be interpreted as concepts, features, or words capable of succinct expression of events encountered in the environment (the source of the measured signals). This is a generalization of vector quantization in that one is interested in a description involving a few dictionary entries (the proverbial “25 words or less”), but not necessarily as succinct as one entry. To learn an environmentally adapted dictionary capable of concise expression of signals generated by the environment, we develop algorithms that iterate between a representative set of sparse representations found by variants of FOCUSS and an update of the dictionary using these sparse representations. Experiments were performed using synthetic data and natural images. For complete dictionaries, we demonstrate that our algorithms have improved performance over other independent component analysis (ICA) methods, measured in terms of signal-to-noise ratios of separated sources. In the overcomplete case, we show that the true underlying dictionary and sparse sources can be accurately recovered. In tests with natural images, learned overcomplete dictionaries are shown to have higher coding efficiency than complete dictionaries; that is, images encoded with an over-complete dictionary have both higher compression (fewer bits per pixel) and higher accuracy (lower mean square error). PMID:12590811

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

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

PAMLX: a graphical user interface for PAML.

PubMed

Xu, Bo; Yang, Ziheng

2013-12-01

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

Extracting cardiac shapes and motion of the chick embryo heart outflow tract from four-dimensional optical coherence tomography images

NASA Astrophysics Data System (ADS)

Yin, Xin; Liu, Aiping; Thornburg, Kent L.; Wang, Ruikang K.; Rugonyi, Sandra

2012-09-01

Recent advances in optical coherence tomography (OCT), and the development of image reconstruction algorithms, enabled four-dimensional (4-D) (three-dimensional imaging over time) imaging of the embryonic heart. To further analyze and quantify the dynamics of cardiac beating, segmentation procedures that can extract the shape of the heart and its motion are needed. Most previous studies analyzed cardiac image sequences using manually extracted shapes and measurements. However, this is time consuming and subject to inter-operator variability. Automated or semi-automated analyses of 4-D cardiac OCT images, although very desirable, are also extremely challenging. This work proposes a robust algorithm to semi automatically detect and track cardiac tissue layers from 4-D OCT images of early (tubular) embryonic hearts. Our algorithm uses a two-dimensional (2-D) deformable double-line model (DLM) to detect target cardiac tissues. The detection algorithm uses a maximum-likelihood estimator and was successfully applied to 4-D in vivo OCT images of the heart outflow tract of day three chicken embryos. The extracted shapes captured the dynamics of the chick embryonic heart outflow tract wall, enabling further analysis of cardiac motion.

Variable selection for zero-inflated and overdispersed data with application to health care demand in Germany.

PubMed

Wang, Zhu; Ma, Shuangge; Wang, Ching-Yun

2015-09-01

In health services and outcome research, count outcomes are frequently encountered and often have a large proportion of zeros. The zero-inflated negative binomial (ZINB) regression model has important applications for this type of data. With many possible candidate risk factors, this paper proposes new variable selection methods for the ZINB model. We consider maximum likelihood function plus a penalty including the least absolute shrinkage and selection operator (LASSO), smoothly clipped absolute deviation (SCAD), and minimax concave penalty (MCP). An EM (expectation-maximization) algorithm is proposed for estimating the model parameters and conducting variable selection simultaneously. This algorithm consists of estimating penalized weighted negative binomial models and penalized logistic models via the coordinated descent algorithm. Furthermore, statistical properties including the standard error formulae are provided. A simulation study shows that the new algorithm not only has more accurate or at least comparable estimation, but also is more robust than the traditional stepwise variable selection. The proposed methods are applied to analyze the health care demand in Germany using the open-source R package mpath. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Classifying spatially heterogeneous wetland communities using machine learning algorithms and spectral and textural features.

PubMed

Szantoi, Zoltan; Escobedo, Francisco J; Abd-Elrahman, Amr; Pearlstine, Leonard; Dewitt, Bon; Smith, Scot

2015-05-01

Mapping of wetlands (marsh vs. swamp vs. upland) is a common remote sensing application.Yet, discriminating between similar freshwater communities such as graminoid/sedge fromremotely sensed imagery is more difficult. Most of this activity has been performed using medium to low resolution imagery. There are only a few studies using highspatial resolutionimagery and machine learning image classification algorithms for mapping heterogeneouswetland plantcommunities. This study addresses this void by analyzing whether machine learning classifierssuch as decisiontrees (DT) and artificial neural networks (ANN) can accurately classify graminoid/sedgecommunities usinghigh resolution aerial imagery and image texture data in the Everglades National Park, Florida.In addition tospectral bands, the normalized difference vegetation index, and first- and second-order texturefeatures derivedfrom the near-infrared band were analyzed. Classifier accuracies were assessed using confusiontablesand the calculated kappa coefficients of the resulting maps. The results indicated that an ANN(multilayerperceptron based on backpropagation) algorithm produced a statistically significantly higheraccuracy(82.04%) than the DT (QUEST) algorithm (80.48%) or the maximum likelihood (80.56%)classifier (α<0.05). Findings show that using multiple window sizes provided the best results. First-ordertexture featuresalso provided computational advantages and results that were not significantly different fromthose usingsecond-order texture features.

Blind deconvolution of astronomical images with band limitation determined by optical system parameters

NASA Astrophysics Data System (ADS)

Luo, L.; Fan, M.; Shen, M. Z.

2007-07-01

Atmospheric turbulence greatly limits the spatial resolution of astronomical images acquired by the large ground-based telescope. The record image obtained from telescope was thought as a convolution result of the object function and the point spread function. The statistic relationship of the images measured data, the estimated object and point spread function was in accord with the Bayes conditional probability distribution, and the maximum-likelihood formulation was found. A blind deconvolution approach based on the maximum-likelihood estimation technique with real optical band limitation constraint is presented for removing the effect of atmospheric turbulence on this class images through the minimization of the convolution error function by use of the conjugation gradient optimization algorithm. As a result, the object function and the point spread function could be estimated from a few record images at the same time by the blind deconvolution algorithm. According to the principle of Fourier optics, the relationship between the telescope optical system parameters and the image band constraint in the frequency domain was formulated during the image processing transformation between the spatial domain and the frequency domain. The convergence of the algorithm was increased by use of having the estimated function variable (also is the object function and the point spread function) nonnegative and the point-spread function band limited. Avoiding Fourier transform frequency components beyond the cut off frequency lost during the image processing transformation when the size of the sampled image data, image spatial domain and frequency domain were the same respectively, the detector element (e.g. a pixels in the CCD) should be less than the quarter of the diffraction speckle diameter of the telescope for acquiring the images on the focal plane. The proposed method can easily be applied to the case of wide field-view turbulent-degraded images restoration because of no using the object support constraint in the algorithm. The performance validity of the method is examined by the computer simulation and the restoration of the real Alpha Psc astronomical image data. The results suggest that the blind deconvolution with the real optical band constraint can remove the effect of the atmospheric turbulence on the observed images and the spatial resolution of the object image can arrive at or exceed the diffraction-limited level.

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

ERIC Educational Resources Information Center

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

2003-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-01-01

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

Processing LiDAR Data to Predict Natural Hazards

NASA Technical Reports Server (NTRS)

Fairweather, Ian; Crabtree, Robert; Hager, Stacey

2008-01-01

ELF-Base and ELF-Hazards (wherein 'ELF' signifies 'Extract LiDAR Features' and 'LiDAR' signifies 'light detection and ranging') are developmental software modules for processing remote-sensing LiDAR data to identify past natural hazards (principally, landslides) and predict future ones. ELF-Base processes raw LiDAR data, including LiDAR intensity data that are often ignored in other software, to create digital terrain models (DTMs) and digital feature models (DFMs) with sub-meter accuracy. ELF-Hazards fuses raw LiDAR data, data from multispectral and hyperspectral optical images, and DTMs and DFMs generated by ELF-Base to generate hazard risk maps. Advanced algorithms in these software modules include line-enhancement and edge-detection algorithms, surface-characterization algorithms, and algorithms that implement innovative data-fusion techniques. The line-extraction and edge-detection algorithms enable users to locate such features as faults and landslide headwall scarps. Also implemented in this software are improved methodologies for identification and mapping of past landslide events by use of (1) accurate, ELF-derived surface characterizations and (2) three LiDAR/optical-data-fusion techniques: post-classification data fusion, maximum-likelihood estimation modeling, and hierarchical within-class discrimination. This software is expected to enable faster, more accurate forecasting of natural hazards than has previously been possible.

Top-of-atmosphere radiative fluxes - Validation of ERBE scanner inversion algorithm using Nimbus-7 ERB data

NASA Technical Reports Server (NTRS)

Suttles, John T.; Wielicki, Bruce A.; Vemury, Sastri

1992-01-01

The ERBE algorithm is applied to the Nimbus-7 earth radiation budget (ERB) scanner data for June 1979 to analyze the performance of an inversion method in deriving top-of-atmosphere albedos and longwave radiative fluxes. The performance is assessed by comparing ERBE algorithm results with appropriate results derived using the sorting-by-angular-bins (SAB) method, the ERB MATRIX algorithm, and the 'new-cloud ERB' (NCLE) algorithm. Comparisons are made for top-of-atmosphere albedos, longwave fluxes, viewing zenith-angle dependence of derived albedos and longwave fluxes, and cloud fractional coverage. Using the SAB method as a reference, the rms accuracy of monthly average ERBE-derived results are estimated to be 0.0165 (5.6 W/sq m) for albedos (shortwave fluxes) and 3.0 W/sq m for longwave fluxes. The ERBE-derived results were found to depend systematically on the viewing zenith angle, varying from near nadir to near the limb by about 10 percent for albedos and by 6-7 percent for longwave fluxes. Analyses indicated that the ERBE angular models are the most likely source of the systematic angular dependences. Comparison of the ERBE-derived cloud fractions, based on a maximum-likelihood estimation method, with results from the NCLE showed agreement within about 10 percent.

Contributed Review: Source-localization algorithms and applications using time of arrival and time difference of arrival measurements

NASA Astrophysics Data System (ADS)

Li, Xinya; Deng, Zhiqun Daniel; Rauchenstein, Lynn T.; Carlson, Thomas J.

2016-04-01

Locating the position of fixed or mobile sources (i.e., transmitters) based on measurements obtained from sensors (i.e., receivers) is an important research area that is attracting much interest. In this paper, we review several representative localization algorithms that use time of arrivals (TOAs) and time difference of arrivals (TDOAs) to achieve high signal source position estimation accuracy when a transmitter is in the line-of-sight of a receiver. Circular (TOA) and hyperbolic (TDOA) position estimation approaches both use nonlinear equations that relate the known locations of receivers and unknown locations of transmitters. Estimation of the location of transmitters using the standard nonlinear equations may not be very accurate because of receiver location errors, receiver measurement errors, and computational efficiency challenges that result in high computational burdens. Least squares and maximum likelihood based algorithms have become the most popular computational approaches to transmitter location estimation. In this paper, we summarize the computational characteristics and position estimation accuracies of various positioning algorithms. By improving methods for estimating the time-of-arrival of transmissions at receivers and transmitter location estimation algorithms, transmitter location estimation may be applied across a range of applications and technologies such as radar, sonar, the Global Positioning System, wireless sensor networks, underwater animal tracking, mobile communications, and multimedia.

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

PubMed

Piepho, Hans-Peter; Madden, Laurence V; Roger, James; Payne, Roger; Williams, Emlyn R

2018-04-19

Network meta-analysis can be implemented by using arm-based or contrast-based models. Here we focus on arm-based models and fit them using generalized linear mixed model procedures. Full maximum likelihood (ML) estimation leads to biased trial-by-treatment interaction variance estimates for heterogeneity. Thus, our objective is to investigate alternative approaches to variance estimation that reduce bias compared with full ML. Specifically, we use penalized quasi-likelihood/pseudo-likelihood and hierarchical (h) likelihood approaches. In addition, we consider a novel model modification that yields estimators akin to the residual maximum likelihood estimator for linear mixed models. The proposed methods are compared by simulation, and 2 real datasets are used for illustration. Simulations show that penalized quasi-likelihood/pseudo-likelihood and h-likelihood reduce bias and yield satisfactory coverage rates. Sum-to-zero restriction and baseline contrasts for random trial-by-treatment interaction effects, as well as a residual ML-like adjustment, also reduce bias compared with an unconstrained model when ML is used, but coverage rates are not quite as good. Penalized quasi-likelihood/pseudo-likelihood and h-likelihood are therefore recommended. Copyright © 2018 John Wiley & Sons, Ltd.

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

PubMed

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

2007-09-01

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

Multiple Two-Way Time Message Exchange (TTME) Time Synchronization for Bridge Monitoring Wireless Sensor Networks

PubMed Central

Shi, Fanrong; Tuo, Xianguo; Yang, Simon X.; Li, Huailiang; Shi, Rui

2017-01-01

Wireless sensor networks (WSNs) have been widely used to collect valuable information in Structural Health Monitoring (SHM) of bridges, using various sensors, such as temperature, vibration and strain sensors. Since multiple sensors are distributed on the bridge, accurate time synchronization is very important for multi-sensor data fusion and information processing. Based on shape of the bridge, a spanning tree is employed to build linear topology WSNs and achieve time synchronization in this paper. Two-way time message exchange (TTME) and maximum likelihood estimation (MLE) are employed for clock offset estimation. Multiple TTMEs are proposed to obtain a subset of TTME observations. The time out restriction and retry mechanism are employed to avoid the estimation errors that are caused by continuous clock offset and software latencies. The simulation results show that the proposed algorithm could avoid the estimation errors caused by clock drift and minimize the estimation error due to the large random variable delay jitter. The proposed algorithm is an accurate and low complexity time synchronization algorithm for bridge health monitoring. PMID:28471418

Multiple Two-Way Time Message Exchange (TTME) Time Synchronization for Bridge Monitoring Wireless Sensor Networks.

PubMed

Shi, Fanrong; Tuo, Xianguo; Yang, Simon X; Li, Huailiang; Shi, Rui

2017-05-04

Wireless sensor networks (WSNs) have been widely used to collect valuable information in Structural Health Monitoring (SHM) of bridges, using various sensors, such as temperature, vibration and strain sensors. Since multiple sensors are distributed on the bridge, accurate time synchronization is very important for multi-sensor data fusion and information processing. Based on shape of the bridge, a spanning tree is employed to build linear topology WSNs and achieve time synchronization in this paper. Two-way time message exchange (TTME) and maximum likelihood estimation (MLE) are employed for clock offset estimation. Multiple TTMEs are proposed to obtain a subset of TTME observations. The time out restriction and retry mechanism are employed to avoid the estimation errors that are caused by continuous clock offset and software latencies. The simulation results show that the proposed algorithm could avoid the estimation errors caused by clock drift and minimize the estimation error due to the large random variable delay jitter. The proposed algorithm is an accurate and low complexity time synchronization algorithm for bridge health monitoring.

Model-Based Clustering of Regression Time Series Data via APECM -- An AECM Algorithm Sung to an Even Faster Beat

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

Chen, Wei-Chen; Maitra, Ranjan

2011-01-01

We propose a model-based approach for clustering time series regression data in an unsupervised machine learning framework to identify groups under the assumption that each mixture component follows a Gaussian autoregressive regression model of order p. Given the number of groups, the traditional maximum likelihood approach of estimating the parameters using the expectation-maximization (EM) algorithm can be employed, although it is computationally demanding. The somewhat fast tune to the EM folk song provided by the Alternating Expectation Conditional Maximization (AECM) algorithm can alleviate the problem to some extent. In this article, we develop an alternative partial expectation conditional maximization algorithmmore » (APECM) that uses an additional data augmentation storage step to efficiently implement AECM for finite mixture models. Results on our simulation experiments show improved performance in both fewer numbers of iterations and computation time. The methodology is applied to the problem of clustering mutual funds data on the basis of their average annual per cent returns and in the presence of economic indicators.« less

A ground truth based comparative study on clustering of gene expression data.

PubMed

Zhu, Yitan; Wang, Zuyi; Miller, David J; Clarke, Robert; Xuan, Jianhua; Hoffman, Eric P; Wang, Yue

2008-05-01

Given the variety of available clustering methods for gene expression data analysis, it is important to develop an appropriate and rigorous validation scheme to assess the performance and limitations of the most widely used clustering algorithms. In this paper, we present a ground truth based comparative study on the functionality, accuracy, and stability of five data clustering methods, namely hierarchical clustering, K-means clustering, self-organizing maps, standard finite normal mixture fitting, and a caBIG toolkit (VIsual Statistical Data Analyzer--VISDA), tested on sample clustering of seven published microarray gene expression datasets and one synthetic dataset. We examined the performance of these algorithms in both data-sufficient and data-insufficient cases using quantitative performance measures, including cluster number detection accuracy and mean and standard deviation of partition accuracy. The experimental results showed that VISDA, an interactive coarse-to-fine maximum likelihood fitting algorithm, is a solid performer on most of the datasets, while K-means clustering and self-organizing maps optimized by the mean squared compactness criterion generally produce more stable solutions than the other methods.

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

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Hayashi, Kentaro

2005-01-01

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

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…

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…

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…

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...

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

ERIC Educational Resources Information Center

Mayberry, Paul W.

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

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…

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

La Russa, D

Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributionsmore » found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.« less

Statistical alignment: computational properties, homology testing and goodness-of-fit.

PubMed

Hein, J; Wiuf, C; Knudsen, B; Møller, M B; Wibling, G

2000-09-08

The model of insertions and deletions in biological sequences, first formulated by Thorne, Kishino, and Felsenstein in 1991 (the TKF91 model), provides a basis for performing alignment within a statistical framework. Here we investigate this model.Firstly, we show how to accelerate the statistical alignment algorithms several orders of magnitude. The main innovations are to confine likelihood calculations to a band close to the similarity based alignment, to get good initial guesses of the evolutionary parameters and to apply an efficient numerical optimisation algorithm for finding the maximum likelihood estimate. In addition, the recursions originally presented by Thorne, Kishino and Felsenstein can be simplified. Two proteins, about 1500 amino acids long, can be analysed with this method in less than five seconds on a fast desktop computer, which makes this method practical for actual data analysis.Secondly, we propose a new homology test based on this model, where homology means that an ancestor to a sequence pair can be found finitely far back in time. This test has statistical advantages relative to the traditional shuffle test for proteins.Finally, we describe a goodness-of-fit test, that allows testing the proposed insertion-deletion (indel) process inherent to this model and find that real sequences (here globins) probably experience indels longer than one, contrary to what is assumed by the model. Copyright 2000 Academic Press.

Equivalence of truncated count mixture distributions and mixtures of truncated count distributions.

PubMed

Böhning, Dankmar; Kuhnert, Ronny

2006-12-01

This article is about modeling count data with zero truncation. A parametric count density family is considered. The truncated mixture of densities from this family is different from the mixture of truncated densities from the same family. Whereas the former model is more natural to formulate and to interpret, the latter model is theoretically easier to treat. It is shown that for any mixing distribution leading to a truncated mixture, a (usually different) mixing distribution can be found so that the associated mixture of truncated densities equals the truncated mixture, and vice versa. This implies that the likelihood surfaces for both situations agree, and in this sense both models are equivalent. Zero-truncated count data models are used frequently in the capture-recapture setting to estimate population size, and it can be shown that the two Horvitz-Thompson estimators, associated with the two models, agree. In particular, it is possible to achieve strong results for mixtures of truncated Poisson densities, including reliable, global construction of the unique NPMLE (nonparametric maximum likelihood estimator) of the mixing distribution, implying a unique estimator for the population size. The benefit of these results lies in the fact that it is valid to work with the mixture of truncated count densities, which is less appealing for the practitioner but theoretically easier. Mixtures of truncated count densities form a convex linear model, for which a developed theory exists, including global maximum likelihood theory as well as algorithmic approaches. Once the problem has been solved in this class, it might readily be transformed back to the original problem by means of an explicitly given mapping. Applications of these ideas are given, particularly in the case of the truncated Poisson family.

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.

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

NASA Technical Reports Server (NTRS)

1979-01-01

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

MODEL-BASED CLUSTERING FOR CLASSIFICATION OF AQUATIC SYSTEMS AND DIAGNOSIS OF ECOLOGICAL STRESS

EPA Science Inventory

Clustering approaches were developed using the classification likelihood, the mixture likelihood, and also using a randomization approach with a model index. Using a clustering approach based on the mixture and classification likelihoods, we have developed an algorithm that...

Health management system for rocket engines

NASA Technical Reports Server (NTRS)

Nemeth, Edward

1990-01-01

The functional framework of a failure detection algorithm for the Space Shuttle Main Engine (SSME) is developed. The basic algorithm is based only on existing SSME measurements. Supplemental measurements, expected to enhance failure detection effectiveness, are identified. To support the algorithm development, a figure of merit is defined to estimate the likelihood of SSME criticality 1 failure modes and the failure modes are ranked in order of likelihood of occurrence. Nine classes of failure detection strategies are evaluated and promising features are extracted as the basis for the failure detection algorithm. The failure detection algorithm provides early warning capabilities for a wide variety of SSME failure modes. Preliminary algorithm evaluation, using data from three SSME failures representing three different failure types, demonstrated indications of imminent catastrophic failure well in advance of redline cutoff in all three cases.

A novel retinal vessel extraction algorithm based on matched filtering and gradient vector flow

NASA Astrophysics Data System (ADS)

Yu, Lei; Xia, Mingliang; Xuan, Li

2013-10-01

The microvasculature network of retina plays an important role in the study and diagnosis of retinal diseases (age-related macular degeneration and diabetic retinopathy for example). Although it is possible to noninvasively acquire high-resolution retinal images with modern retinal imaging technologies, non-uniform illumination, the low contrast of thin vessels and the background noises all make it difficult for diagnosis. In this paper, we introduce a novel retinal vessel extraction algorithm based on gradient vector flow and matched filtering to segment retinal vessels with different likelihood. Firstly, we use isotropic Gaussian kernel and adaptive histogram equalization to smooth and enhance the retinal images respectively. Secondly, a multi-scale matched filtering method is adopted to extract the retinal vessels. Then, the gradient vector flow algorithm is introduced to locate the edge of the retinal vessels. Finally, we combine the results of matched filtering method and gradient vector flow algorithm to extract the vessels at different likelihood levels. The experiments demonstrate that our algorithm is efficient and the intensities of vessel images exactly represent the likelihood of the vessels.

Investigation of optimal parameters for penalized maximum-likelihood reconstruction applied to iodinated contrast-enhanced breast CT

NASA Astrophysics Data System (ADS)

Makeev, Andrey; Ikejimba, Lynda; Lo, Joseph Y.; Glick, Stephen J.

2016-03-01

Although digital mammography has reduced breast cancer mortality by approximately 30%, sensitivity and specificity are still far from perfect. In particular, the performance of mammography is especially limited for women with dense breast tissue. Two out of every three biopsies performed in the U.S. are unnecessary, thereby resulting in increased patient anxiety, pain, and possible complications. One promising tomographic breast imaging method that has recently been approved by the FDA is dedicated breast computed tomography (BCT). However, visualizing lesions with BCT can still be challenging for women with dense breast tissue due to the minimal contrast for lesions surrounded by fibroglandular tissue. In recent years there has been renewed interest in improving lesion conspicuity in x-ray breast imaging by administration of an iodinated contrast agent. Due to the fully 3-D imaging nature of BCT, as well as sub-optimal contrast enhancement while the breast is under compression with mammography and breast tomosynthesis, dedicated BCT of the uncompressed breast is likely to offer the best solution for injected contrast-enhanced x-ray breast imaging. It is well known that use of statistically-based iterative reconstruction in CT results in improved image quality at lower radiation dose. Here we investigate possible improvements in image reconstruction for BCT, by optimizing free regularization parameter in method of maximum likelihood and comparing its performance with clinical cone-beam filtered backprojection (FBP) algorithm.

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...

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…

Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2005-01-01

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

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…

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…

Bias and Efficiency in Structural Equation Modeling: Maximum Likelihood versus Robust Methods

ERIC Educational Resources Information Center

Zhong, Xiaoling; Yuan, Ke-Hai

2011-01-01

In the structural equation modeling literature, the normal-distribution-based maximum likelihood (ML) method is most widely used, partly because the resulting estimator is claimed to be asymptotically unbiased and most efficient. However, this may not hold when data deviate from normal distribution. Outlying cases or nonnormally distributed data,…

Five Methods for Estimating Angoff Cut Scores with IRT

ERIC Educational Resources Information Center

Wyse, Adam E.

2017-01-01

This article illustrates five different methods for estimating Angoff cut scores using item response theory (IRT) models. These include maximum likelihood (ML), expected a priori (EAP), modal a priori (MAP), and weighted maximum likelihood (WML) estimators, as well as the most commonly used approach based on translating ratings through the test…

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

Treesearch

John Hogland; Nedret Billor; Nathaniel Anderson

2013-01-01

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

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

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.

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.

The composite sequential clustering technique for analysis of multispectral scanner data

NASA Technical Reports Server (NTRS)

Su, M. Y.

1972-01-01

The clustering technique consists of two parts: (1) a sequential statistical clustering which is essentially a sequential variance analysis, and (2) a generalized K-means clustering. In this composite clustering technique, the output of (1) is a set of initial clusters which are input to (2) for further improvement by an iterative scheme. This unsupervised composite technique was employed for automatic classification of two sets of remote multispectral earth resource observations. The classification accuracy by the unsupervised technique is found to be comparable to that by traditional supervised maximum likelihood classification techniques. The mathematical algorithms for the composite sequential clustering program and a detailed computer program description with job setup are given.

Two-component mixture model: Application to palm oil and exchange rate

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Yen; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad

2014-12-01

Palm oil is a seed crop which is widely adopt for food and non-food products such as cookie, vegetable oil, cosmetics, household products and others. Palm oil is majority growth in Malaysia and Indonesia. However, the demand for palm oil is getting growth and rapidly running out over the years. This phenomenal cause illegal logging of trees and destroy the natural habitat. Hence, the present paper investigates the relationship between exchange rate and palm oil price in Malaysia by using Maximum Likelihood Estimation via Newton-Raphson algorithm to fit a two components mixture model. Besides, this paper proposes a mixture of normal distribution to accommodate with asymmetry characteristics and platykurtic time series data.

Construction Theory and Noise Analysis Method of Global CGCS2000 Coordinate Frame

NASA Astrophysics Data System (ADS)

Jiang, Z.; Wang, F.; Bai, J.; Li, Z.

2018-04-01

The definition, renewal and maintenance of geodetic datum has been international hot issue. In recent years, many countries have been studying and implementing modernization and renewal of local geodetic reference coordinate frame. Based on the precise result of continuous observation for recent 15 years from state CORS (continuously operating reference system) network and the mainland GNSS (Global Navigation Satellite System) network between 1999 and 2007, this paper studies the construction of mathematical model of the Global CGCS2000 frame, mainly analyzes the theory and algorithm of two-step method for Global CGCS2000 Coordinate Frame formulation. Finally, the noise characteristic of the coordinate time series are estimated quantitatively with the criterion of maximum likelihood estimation.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood

ERIC Educational Resources Information Center

Karabatsos, George

2017-01-01

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

A multi-characteristic based algorithm for classifying vegetation in a plateau area: Qinghai Lake watershed, northwestern China

NASA Astrophysics Data System (ADS)

Ma, Weiwei; Gong, Cailan; Hu, Yong; Li, Long; Meng, Peng

2015-10-01

Remote sensing technology has been broadly recognized for its convenience and efficiency in mapping vegetation, particularly in high-altitude and inaccessible areas where there are lack of in-situ observations. In this study, Landsat Thematic Mapper (TM) images and Chinese environmental mitigation satellite CCD sensor (HJ-1 CCD) images, both of which are at 30m spatial resolution were employed for identifying and monitoring of vegetation types in a area of Western China——Qinghai Lake Watershed(QHLW). A decision classification tree (DCT) algorithm using multi-characteristic including seasonal TM/HJ-1 CCD time series data combined with digital elevation models (DEMs) dataset, and a supervised maximum likelihood classification (MLC) algorithm with single-data TM image were applied vegetation classification. Accuracy of the two algorithms was assessed using field observation data. Based on produced vegetation classification maps, it was found that the DCT using multi-season data and geomorphologic parameters was superior to the MLC algorithm using single-data image, improving the overall accuracy by 11.86% at second class level and significantly reducing the "salt and pepper" noise. The DCT algorithm applied to TM /HJ-1 CCD time series data geomorphologic parameters appeared as a valuable and reliable tool for monitoring vegetation at first class level (5 vegetation classes) and second class level(8 vegetation subclasses). The DCT algorithm using multi-characteristic might provide a theoretical basis and general approach to automatic extraction of vegetation types from remote sensing imagery over plateau areas.

Evaluation of two methods for using MR information in PET reconstruction

NASA Astrophysics Data System (ADS)

Caldeira, L.; Scheins, J.; Almeida, P.; Herzog, H.

2013-02-01

Using magnetic resonance (MR) information in maximum a posteriori (MAP) algorithms for positron emission tomography (PET) image reconstruction has been investigated in the last years. Recently, three methods to introduce this information have been evaluated and the Bowsher prior was considered the best. Its main advantage is that it does not require image segmentation. Another method that has been widely used for incorporating MR information is using boundaries obtained by segmentation. This method has also shown improvements in image quality. In this paper, two methods for incorporating MR information in PET reconstruction are compared. After a Bayes parameter optimization, the reconstructed images were compared using the mean squared error (MSE) and the coefficient of variation (CV). MSE values are 3% lower in Bowsher than using boundaries. CV values are 10% lower in Bowsher than using boundaries. Both methods performed better than using no prior, that is, maximum likelihood expectation maximization (MLEM) or MAP without anatomic information in terms of MSE and CV. Concluding, incorporating MR information using the Bowsher prior gives better results in terms of MSE and CV than boundaries. MAP algorithms showed again to be effective in noise reduction and convergence, specially when MR information is incorporated. The robustness of the priors in respect to noise and inhomogeneities in the MR image has however still to be performed.

Comparaison de méthodes d'identification des paramètres d'une machine asynchrone

NASA Astrophysics Data System (ADS)

Bellaaj-Mrabet, N.; Jelassi, K.

1998-07-01

Interests, in Genetic Algorithms (G.A.) expands rapidly. This paper consists initially to apply G.A. for identifying induction motor parameters. Next, we compare the performances with classical methods like Maximum Likelihood and classical electrotechnical methods. These methods are applied on three induction motors of different powers to compare results following a set of criteria. Les algorithmes génétiques sont des méthodes adaptatives de plus en plus utilisée pour la résolution de certains problèmes d'optimisation. Le présent travail consiste d'une part, à mettre en œuvre un A.G sur des problèmes d'identification des machines électriques, et d'autre part à comparer ses performances avec les méthodes classiques tels que la méthode du maximum de vraisemblance et la méthode électrotechnique basée sur des essais à vides et en court-circuit. Ces méthodes sont appliquées sur des machines asynchrones de différentes puissances. Les résultats obtenus sont comparés selon certains critères, permettant de conclure sur la validité et la performance de chaque méthode.

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.

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…

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

PubMed

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

2015-02-01

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

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…

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

ERIC Educational Resources Information Center

France, Stephen L.; Batchelder, William H.

2015-01-01

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

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…

Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM

ERIC Educational Resources Information Center

Voelkle, Manuel C.; Oud, Johan H. L.; von Oertzen, Timo; Lindenberger, Ulman

2012-01-01

This article has 3 objectives that build on each other. First, we demonstrate how to obtain maximum likelihood estimates for dynamic factor models (the direct autoregressive factor score model) with arbitrary "T" and "N" by means of structural equation modeling (SEM) and compare the approach to existing methods. Second, we go beyond standard time…

Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

On the assessment of spatial resolution of PET systems with iterative image reconstruction

NASA Astrophysics Data System (ADS)

Gong, Kuang; Cherry, Simon R.; Qi, Jinyi

2016-03-01

Spatial resolution is an important metric for performance characterization in PET systems. Measuring spatial resolution is straightforward with a linear reconstruction algorithm, such as filtered backprojection, and can be performed by reconstructing a point source scan and calculating the full-width-at-half-maximum (FWHM) along the principal directions. With the widespread adoption of iterative reconstruction methods, it is desirable to quantify the spatial resolution using an iterative reconstruction algorithm. However, the task can be difficult because the reconstruction algorithms are nonlinear and the non-negativity constraint can artificially enhance the apparent spatial resolution if a point source image is reconstructed without any background. Thus, it was recommended that a background should be added to the point source data before reconstruction for resolution measurement. However, there has been no detailed study on the effect of the point source contrast on the measured spatial resolution. Here we use point source scans from a preclinical PET scanner to investigate the relationship between measured spatial resolution and the point source contrast. We also evaluate whether the reconstruction of an isolated point source is predictive of the ability of the system to resolve two adjacent point sources. Our results indicate that when the point source contrast is below a certain threshold, the measured FWHM remains stable. Once the contrast is above the threshold, the measured FWHM monotonically decreases with increasing point source contrast. In addition, the measured FWHM also monotonically decreases with iteration number for maximum likelihood estimate. Therefore, when measuring system resolution with an iterative reconstruction algorithm, we recommend using a low-contrast point source and a fixed number of iterations.

pplacer: linear time maximum-likelihood and Bayesian phylogenetic placement of sequences onto a fixed reference tree

PubMed Central

2010-01-01

Background Likelihood-based phylogenetic inference is generally considered to be the most reliable classification method for unknown sequences. However, traditional likelihood-based phylogenetic methods cannot be applied to large volumes of short reads from next-generation sequencing due to computational complexity issues and lack of phylogenetic signal. "Phylogenetic placement," where a reference tree is fixed and the unknown query sequences are placed onto the tree via a reference alignment, is a way to bring the inferential power offered by likelihood-based approaches to large data sets. Results This paper introduces pplacer, a software package for phylogenetic placement and subsequent visualization. The algorithm can place twenty thousand short reads on a reference tree of one thousand taxa per hour per processor, has essentially linear time and memory complexity in the number of reference taxa, and is easy to run in parallel. Pplacer features calculation of the posterior probability of a placement on an edge, which is a statistically rigorous way of quantifying uncertainty on an edge-by-edge basis. It also can inform the user of the positional uncertainty for query sequences by calculating expected distance between placement locations, which is crucial in the estimation of uncertainty with a well-sampled reference tree. The software provides visualizations using branch thickness and color to represent number of placements and their uncertainty. A simulation study using reads generated from 631 COG alignments shows a high level of accuracy for phylogenetic placement over a wide range of alignment diversity, and the power of edge uncertainty estimates to measure placement confidence. Conclusions Pplacer enables efficient phylogenetic placement and subsequent visualization, making likelihood-based phylogenetics methodology practical for large collections of reads; it is freely available as source code, binaries, and a web service. PMID:21034504

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.

Predicting crash-relevant violations at stop sign-controlled intersections for the development of an intersection driver assistance system.

PubMed

Scanlon, John M; Sherony, Rini; Gabler, Hampton C

2016-09-01

Intersection crashes resulted in over 5,000 fatalities in the United States in 2014. Intersection Advanced Driver Assistance Systems (I-ADAS) are active safety systems that seek to help drivers safely traverse intersections. I-ADAS uses onboard sensors to detect oncoming vehicles and, in the event of an imminent crash, can either alert the driver or take autonomous evasive action. The objective of this study was to develop and evaluate a predictive model for detecting whether a stop sign violation was imminent. Passenger vehicle intersection approaches were extracted from a data set of typical driver behavior (100-Car Naturalistic Driving Study) and violations (event data recorders downloaded from real-world crashes) and were assigned weighting factors based on real-world frequency. A k-fold cross-validation procedure was then used to develop and evaluate 3 hypothetical stop sign warning algorithms (i.e., early, intermediate, and delayed) for detecting an impending violation during the intersection approach. Violation detection models were developed using logistic regression models that evaluate likelihood of a violation at various locations along the intersection approach. Two potential indicators of driver intent to stop-that is, required deceleration parameter (RDP) and brake application-were used to develop the predictive models. The earliest violation detection opportunity was then evaluated for each detection algorithm in order to (1) evaluate the violation detection accuracy and (2) compare braking demand versus maximum braking capabilities. A total of 38 violating and 658 nonviolating approaches were used in the analysis. All 3 algorithms were able to detect a violation at some point during the intersection approach. The early detection algorithm, as designed, was able to detect violations earlier than all other algorithms during the intersection approach but gave false alarms for 22.3% of approaches. In contrast, the delayed detection algorithm sacrificed some time for detecting violations but was able to substantially reduce false alarms to only 3.3% of all nonviolating approaches. Given good surface conditions (maximum braking capabilities = 0.8 g) and maximum effort, most drivers (55.3-71.1%) would be able to stop the vehicle regardless of the detection algorithm. However, given poor surface conditions (maximum braking capabilities = 0.4 g), few drivers (10.5-26.3%) would be able to stop the vehicle. Automatic emergency braking (AEB) would allow for early braking prior to driver reaction. If equipped with an AEB system, the results suggest that, even for the poor surface conditions scenario, over one half (55.3-65.8%) of the vehicles could have been stopped. This study demonstrates the potential of I-ADAS to incorporate a stop sign violation detection algorithm. Repeating the analysis on a larger, more extensive data set will allow for the development of a more comprehensive algorithm to further validate the findings.

Robust Multipoint Water-Fat Separation Using Fat Likelihood Analysis

PubMed Central

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

Wang, Z.

2015-12-01

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

Characterizing the phylogenetic tree-search problem.

PubMed

Money, Daniel; Whelan, Simon

2012-03-01

Phylogenetic trees are important in many areas of biological research, ranging from systematic studies to the methods used for genome annotation. Finding the best scoring tree under any optimality criterion is an NP-hard problem, which necessitates the use of heuristics for tree-search. Although tree-search plays a major role in obtaining a tree estimate, there remains a limited understanding of its characteristics and how the elements of the statistical inferential procedure interact with the algorithms used. This study begins to answer some of these questions through a detailed examination of maximum likelihood tree-search on a wide range of real genome-scale data sets. We examine all 10,395 trees for each of the 106 genes of an eight-taxa yeast phylogenomic data set, then apply different tree-search algorithms to investigate their performance. We extend our findings by examining two larger genome-scale data sets and a large disparate data set that has been previously used to benchmark the performance of tree-search programs. We identify several broad trends occurring during tree-search that provide an insight into the performance of heuristics and may, in the future, aid their development. These trends include a tendency for the true maximum likelihood (best) tree to also be the shortest tree in terms of branch lengths, a weak tendency for tree-search to recover the best tree, and a tendency for tree-search to encounter fewer local optima in genes that have a high information content. When examining current heuristics for tree-search, we find that nearest-neighbor-interchange performs poorly, and frequently finds trees that are significantly different from the best tree. In contrast, subtree-pruning-and-regrafting tends to perform well, nearly always finding trees that are not significantly different to the best tree. Finally, we demonstrate that the precise implementation of a tree-search strategy, including when and where parameters are optimized, can change the character of tree-search, and that good strategies for tree-search may combine existing tree-search programs.

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.

Off-nadir antenna bias correction using Amazon rain forest sigma deg data. [Brazil

NASA Technical Reports Server (NTRS)

Birrer, I. J.; Bracalente, E. M.; Dome, G. J.; Sweet, J.; Berthold, G.; Moore, R. K. (Principal Investigator)

1981-01-01

The radar response from the Amazon rain forest was studied to determine the suitability of this region for use as a standard target to calibrate a scatterometer like that proposed for the National Ocean Satellite System (NOSS). Backscattering observations made by the SEASAT-1 scatterometer system show the Amazon rain forest to be a homogeneous, azimuthally-isotropic, radar target which is insensitive to polarization. The variation with angle of incidence may be adequately modeled as sigma deg (dB) = alpha theta + beta with typical values for the incidence-angle coefficient from 0.07 dB deg to 0.15 dB/deg. A small diurnal effect occurs, with measurements at sunrise being 0.5 dB to 1 dB higher than the rest of the day. Maximum likelihood estimation algorithms are presented which permit determination of relative bias and true pointing angle for each beam. Specific implementation of these algorithms for the proposed NOSS scatterometer system is also discussed.

Unsupervised Deep Hashing With Pseudo Labels for Scalable Image Retrieval.

PubMed

Zhang, Haofeng; Liu, Li; Long, Yang; Shao, Ling

2018-04-01

In order to achieve efficient similarity searching, hash functions are designed to encode images into low-dimensional binary codes with the constraint that similar features will have a short distance in the projected Hamming space. Recently, deep learning-based methods have become more popular, and outperform traditional non-deep methods. However, without label information, most state-of-the-art unsupervised deep hashing (DH) algorithms suffer from severe performance degradation for unsupervised scenarios. One of the main reasons is that the ad-hoc encoding process cannot properly capture the visual feature distribution. In this paper, we propose a novel unsupervised framework that has two main contributions: 1) we convert the unsupervised DH model into supervised by discovering pseudo labels; 2) the framework unifies likelihood maximization, mutual information maximization, and quantization error minimization so that the pseudo labels can maximumly preserve the distribution of visual features. Extensive experiments on three popular data sets demonstrate the advantages of the proposed method, which leads to significant performance improvement over the state-of-the-art unsupervised hashing algorithms.

Linear functional minimization for inverse modeling

DOE PAGES

Barajas-Solano, David A.; Wohlberg, Brendt Egon; Vesselinov, Velimir Valentinov; ...

2015-06-01

In this paper, we present a novel inverse modeling strategy to estimate spatially distributed parameters of nonlinear models. The maximum a posteriori (MAP) estimators of these parameters are based on a likelihood functional, which contains spatially discrete measurements of the system parameters and spatiotemporally discrete measurements of the transient system states. The piecewise continuity prior for the parameters is expressed via Total Variation (TV) regularization. The MAP estimator is computed by minimizing a nonquadratic objective equipped with the TV operator. We apply this inversion algorithm to estimate hydraulic conductivity of a synthetic confined aquifer from measurements of conductivity and hydraulicmore » head. The synthetic conductivity field is composed of a low-conductivity heterogeneous intrusion into a high-conductivity heterogeneous medium. Our algorithm accurately reconstructs the location, orientation, and extent of the intrusion from the steady-state data only. Finally, addition of transient measurements of hydraulic head improves the parameter estimation, accurately reconstructing the conductivity field in the vicinity of observation locations.« less

Identifying irregularly shaped crime hot-spots using a multiobjective evolutionary algorithm

NASA Astrophysics Data System (ADS)

Wu, Xiaolan; Grubesic, Tony H.

2010-12-01

Spatial cluster detection techniques are widely used in criminology, geography, epidemiology, and other fields. In particular, spatial scan statistics are popular and efficient techniques for detecting areas of elevated crime or disease events. The majority of spatial scan approaches attempt to delineate geographic zones by evaluating the significance of clusters using likelihood ratio statistics tested with the Poisson distribution. While this can be effective, many scan statistics give preference to circular clusters, diminishing their ability to identify elongated and/or irregular shaped clusters. Although adjusting the shape of the scan window can mitigate some of these problems, both the significance of irregular clusters and their spatial structure must be accounted for in a meaningful way. This paper utilizes a multiobjective evolutionary algorithm to find clusters with maximum significance while quantitatively tracking their geographic structure. Crime data for the city of Cincinnati are utilized to demonstrate the advantages of the new approach and highlight its benefits versus more traditional scan statistics.

Integration of spectral, spatial and morphometric data into lithological mapping: A comparison of different Machine Learning Algorithms in the Kurdistan Region, NE Iraq

NASA Astrophysics Data System (ADS)

Othman, Arsalan A.; Gloaguen, Richard

2017-09-01

Lithological mapping in mountainous regions is often impeded by limited accessibility due to relief. This study aims to evaluate (1) the performance of different supervised classification approaches using remote sensing data and (2) the use of additional information such as geomorphology. We exemplify the methodology in the Bardi-Zard area in NE Iraq, a part of the Zagros Fold - Thrust Belt, known for its chromite deposits. We highlighted the improvement of remote sensing geological classification by integrating geomorphic features and spatial information in the classification scheme. We performed a Maximum Likelihood (ML) classification method besides two Machine Learning Algorithms (MLA): Support Vector Machine (SVM) and Random Forest (RF) to allow the joint use of geomorphic features, Band Ratio (BR), Principal Component Analysis (PCA), spatial information (spatial coordinates) and multispectral data of the Advanced Space-borne Thermal Emission and Reflection radiometer (ASTER) satellite. The RF algorithm showed reliable results and discriminated serpentinite, talus and terrace deposits, red argillites with conglomerates and limestone, limy conglomerates and limestone conglomerates, tuffites interbedded with basic lavas, limestone and Metamorphosed limestone and reddish green shales. The best overall accuracy (∼80%) was achieved by Random Forest (RF) algorithms in the majority of the sixteen tested combination datasets.

Massively parallel unsupervised single-particle cryo-EM data clustering via statistical manifold learning

PubMed Central

Wu, Jiayi; Ma, Yong-Bei; Congdon, Charles; Brett, Bevin; Chen, Shuobing; Xu, Yaofang; Ouyang, Qi

2017-01-01

Structural heterogeneity in single-particle cryo-electron microscopy (cryo-EM) data represents a major challenge for high-resolution structure determination. Unsupervised classification may serve as the first step in the assessment of structural heterogeneity. However, traditional algorithms for unsupervised classification, such as K-means clustering and maximum likelihood optimization, may classify images into wrong classes with decreasing signal-to-noise-ratio (SNR) in the image data, yet demand increased computational costs. Overcoming these limitations requires further development of clustering algorithms for high-performance cryo-EM data processing. Here we introduce an unsupervised single-particle clustering algorithm derived from a statistical manifold learning framework called generative topographic mapping (GTM). We show that unsupervised GTM clustering improves classification accuracy by about 40% in the absence of input references for data with lower SNRs. Applications to several experimental datasets suggest that our algorithm can detect subtle structural differences among classes via a hierarchical clustering strategy. After code optimization over a high-performance computing (HPC) environment, our software implementation was able to generate thousands of reference-free class averages within hours in a massively parallel fashion, which allows a significant improvement on ab initio 3D reconstruction and assists in the computational purification of homogeneous datasets for high-resolution visualization. PMID:28786986

Massively parallel unsupervised single-particle cryo-EM data clustering via statistical manifold learning.

PubMed

Wu, Jiayi; Ma, Yong-Bei; Congdon, Charles; Brett, Bevin; Chen, Shuobing; Xu, Yaofang; Ouyang, Qi; Mao, Youdong

2017-01-01

Structural heterogeneity in single-particle cryo-electron microscopy (cryo-EM) data represents a major challenge for high-resolution structure determination. Unsupervised classification may serve as the first step in the assessment of structural heterogeneity. However, traditional algorithms for unsupervised classification, such as K-means clustering and maximum likelihood optimization, may classify images into wrong classes with decreasing signal-to-noise-ratio (SNR) in the image data, yet demand increased computational costs. Overcoming these limitations requires further development of clustering algorithms for high-performance cryo-EM data processing. Here we introduce an unsupervised single-particle clustering algorithm derived from a statistical manifold learning framework called generative topographic mapping (GTM). We show that unsupervised GTM clustering improves classification accuracy by about 40% in the absence of input references for data with lower SNRs. Applications to several experimental datasets suggest that our algorithm can detect subtle structural differences among classes via a hierarchical clustering strategy. After code optimization over a high-performance computing (HPC) environment, our software implementation was able to generate thousands of reference-free class averages within hours in a massively parallel fashion, which allows a significant improvement on ab initio 3D reconstruction and assists in the computational purification of homogeneous datasets for high-resolution visualization.

An analysis of neural receptive field plasticity by point process adaptive filtering

PubMed Central

Brown, Emery N.; Nguyen, David P.; Frank, Loren M.; Wilson, Matthew A.; Solo, Victor

2001-01-01

Neural receptive fields are plastic: with experience, neurons in many brain regions change their spiking responses to relevant stimuli. Analysis of receptive field plasticity from experimental measurements is crucial for understanding how neural systems adapt their representations of relevant biological information. Current analysis methods using histogram estimates of spike rate functions in nonoverlapping temporal windows do not track the evolution of receptive field plasticity on a fine time scale. Adaptive signal processing is an established engineering paradigm for estimating time-varying system parameters from experimental measurements. We present an adaptive filter algorithm for tracking neural receptive field plasticity based on point process models of spike train activity. We derive an instantaneous steepest descent algorithm by using as the criterion function the instantaneous log likelihood of a point process spike train model. We apply the point process adaptive filter algorithm in a study of spatial (place) receptive field properties of simulated and actual spike train data from rat CA1 hippocampal neurons. A stability analysis of the algorithm is sketched in the Appendix. The adaptive algorithm can update the place field parameter estimates on a millisecond time scale. It reliably tracked the migration, changes in scale, and changes in maximum firing rate characteristic of hippocampal place fields in a rat running on a linear track. Point process adaptive filtering offers an analytic method for studying the dynamics of neural receptive fields. PMID:11593043

ELASTIC NET FOR COX'S PROPORTIONAL HAZARDS MODEL WITH A SOLUTION PATH ALGORITHM.

PubMed

Wu, Yichao

2012-01-01

For least squares regression, Efron et al. (2004) proposed an efficient solution path algorithm, the least angle regression (LAR). They showed that a slight modification of the LAR leads to the whole LASSO solution path. Both the LAR and LASSO solution paths are piecewise linear. Recently Wu (2011) extended the LAR to generalized linear models and the quasi-likelihood method. In this work we extend the LAR further to handle Cox's proportional hazards model. The goal is to develop a solution path algorithm for the elastic net penalty (Zou and Hastie (2005)) in Cox's proportional hazards model. This goal is achieved in two steps. First we extend the LAR to optimizing the log partial likelihood plus a fixed small ridge term. Then we define a path modification, which leads to the solution path of the elastic net regularized log partial likelihood. Our solution path is exact and piecewise determined by ordinary differential equation systems.

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

ERIC Educational Resources Information Center

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

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

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)

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

ERIC Educational Resources Information Center

Khattab, Ali-Maher; And Others

1982-01-01

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

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.

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

PubMed Central

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

2008-01-01

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

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.

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.

Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

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

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

2017-10-20

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

Lee-Carter state space modeling: Application to the Malaysia mortality data

NASA Astrophysics Data System (ADS)

Zakiyatussariroh, W. H. Wan; Said, Z. Mohammad; Norazan, M. R.

2014-06-01

This article presents an approach that formalizes the Lee-Carter (LC) model as a state space model. Maximum likelihood through Expectation-Maximum (EM) algorithm was used to estimate the model. The methodology is applied to Malaysia's total population mortality data. Malaysia's mortality data was modeled based on age specific death rates (ASDR) data from 1971-2009. The fitted ASDR are compared to the actual observed values. However, results from the comparison of the fitted and actual values between LC-SS model and the original LC model shows that the fitted values from the LC-SS model and original LC model are quite close. In addition, there is not much difference between the value of root mean squared error (RMSE) and Akaike information criteria (AIC) from both models. The LC-SS model estimated for this study can be extended for forecasting ASDR in Malaysia. Then, accuracy of the LC-SS compared to the original LC can be further examined by verifying the forecasting power using out-of-sample comparison.

Computational Software for Fitting Seismic Data to Epidemic-Type Aftershock Sequence Models

NASA Astrophysics Data System (ADS)

Chu, A.

2014-12-01

Modern earthquake catalogs are often analyzed using spatial-temporal point process models such as the epidemic-type aftershock sequence (ETAS) models of Ogata (1998). My work introduces software to implement two of ETAS models described in Ogata (1998). To find the Maximum-Likelihood Estimates (MLEs), my software provides estimates of the homogeneous background rate parameter and the temporal and spatial parameters that govern triggering effects by applying the Expectation-Maximization (EM) algorithm introduced in Veen and Schoenberg (2008). Despite other computer programs exist for similar data modeling purpose, using EM-algorithm has the benefits of stability and robustness (Veen and Schoenberg, 2008). Spatial shapes that are very long and narrow cause difficulties in optimization convergence and problems with flat or multi-modal log-likelihood functions encounter similar issues. My program uses a robust method to preset a parameter to overcome the non-convergence computational issue. In addition to model fitting, the software is equipped with useful tools for examining modeling fitting results, for example, visualization of estimated conditional intensity, and estimation of expected number of triggered aftershocks. A simulation generator is also given with flexible spatial shapes that may be defined by the user. This open-source software has a very simple user interface. The user may execute it on a local computer, and the program also has potential to be hosted online. Java language is used for the software's core computing part and an optional interface to the statistical package R is provided.

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.

Stan : A Probabilistic Programming Language

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

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

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

NASA Technical Reports Server (NTRS)

Schkolnik, Gerard S.

1993-01-01

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

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

NASA Technical Reports Server (NTRS)

Schkolnik, Gerald S.

1993-01-01

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

Fuzzy Nonlinear Proximal Support Vector Machine for Land Extraction Based on Remote Sensing Image

PubMed Central

Zhong, Xiaomei; Li, Jianping; Dou, Huacheng; Deng, Shijun; Wang, Guofei; Jiang, Yu; Wang, Yongjie; Zhou, Zebing; Wang, Li; Yan, Fei

2013-01-01

Currently, remote sensing technologies were widely employed in the dynamic monitoring of the land. This paper presented an algorithm named fuzzy nonlinear proximal support vector machine (FNPSVM) by basing on ETM+ remote sensing image. This algorithm is applied to extract various types of lands of the city Da’an in northern China. Two multi-category strategies, namely “one-against-one” and “one-against-rest” for this algorithm were described in detail and then compared. A fuzzy membership function was presented to reduce the effects of noises or outliers on the data samples. The approaches of feature extraction, feature selection, and several key parameter settings were also given. Numerous experiments were carried out to evaluate its performances including various accuracies (overall accuracies and kappa coefficient), stability, training speed, and classification speed. The FNPSVM classifier was compared to the other three classifiers including the maximum likelihood classifier (MLC), back propagation neural network (BPN), and the proximal support vector machine (PSVM) under different training conditions. The impacts of the selection of training samples, testing samples and features on the four classifiers were also evaluated in these experiments. PMID:23936016

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

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

Stan : A Probabilistic Programming Language

DOE PAGES

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; ...

2017-01-01

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

Land-cover classification in a moist tropical region of Brazil with Landsat TM imagery.

PubMed

Li, Guiying; Lu, Dengsheng; Moran, Emilio; Hetrick, Scott

2011-01-01

This research aims to improve land-cover classification accuracy in a moist tropical region in Brazil by examining the use of different remote sensing-derived variables and classification algorithms. Different scenarios based on Landsat Thematic Mapper (TM) spectral data and derived vegetation indices and textural images, and different classification algorithms - maximum likelihood classification (MLC), artificial neural network (ANN), classification tree analysis (CTA), and object-based classification (OBC), were explored. The results indicated that a combination of vegetation indices as extra bands into Landsat TM multispectral bands did not improve the overall classification performance, but the combination of textural images was valuable for improving vegetation classification accuracy. In particular, the combination of both vegetation indices and textural images into TM multispectral bands improved overall classification accuracy by 5.6% and kappa coefficient by 6.25%. Comparison of the different classification algorithms indicated that CTA and ANN have poor classification performance in this research, but OBC improved primary forest and pasture classification accuracies. This research indicates that use of textural images or use of OBC are especially valuable for improving the vegetation classes such as upland and liana forest classes having complex stand structures and having relatively large patch sizes.

Land-cover classification in a moist tropical region of Brazil with Landsat TM imagery

PubMed Central

LI, GUIYING; LU, DENGSHENG; MORAN, EMILIO; HETRICK, SCOTT

2011-01-01

This research aims to improve land-cover classification accuracy in a moist tropical region in Brazil by examining the use of different remote sensing-derived variables and classification algorithms. Different scenarios based on Landsat Thematic Mapper (TM) spectral data and derived vegetation indices and textural images, and different classification algorithms – maximum likelihood classification (MLC), artificial neural network (ANN), classification tree analysis (CTA), and object-based classification (OBC), were explored. The results indicated that a combination of vegetation indices as extra bands into Landsat TM multispectral bands did not improve the overall classification performance, but the combination of textural images was valuable for improving vegetation classification accuracy. In particular, the combination of both vegetation indices and textural images into TM multispectral bands improved overall classification accuracy by 5.6% and kappa coefficient by 6.25%. Comparison of the different classification algorithms indicated that CTA and ANN have poor classification performance in this research, but OBC improved primary forest and pasture classification accuracies. This research indicates that use of textural images or use of OBC are especially valuable for improving the vegetation classes such as upland and liana forest classes having complex stand structures and having relatively large patch sizes. PMID:22368311

Soft context clustering for F0 modeling in HMM-based speech synthesis

NASA Astrophysics Data System (ADS)

Khorram, Soheil; Sameti, Hossein; King, Simon

2015-12-01

This paper proposes the use of a new binary decision tree, which we call a soft decision tree, to improve generalization performance compared to the conventional `hard' decision tree method that is used to cluster context-dependent model parameters in statistical parametric speech synthesis. We apply the method to improve the modeling of fundamental frequency, which is an important factor in synthesizing natural-sounding high-quality speech. Conventionally, hard decision tree-clustered hidden Markov models (HMMs) are used, in which each model parameter is assigned to a single leaf node. However, this `divide-and-conquer' approach leads to data sparsity, with the consequence that it suffers from poor generalization, meaning that it is unable to accurately predict parameters for models of unseen contexts: the hard decision tree is a weak function approximator. To alleviate this, we propose the soft decision tree, which is a binary decision tree with soft decisions at the internal nodes. In this soft clustering method, internal nodes select both their children with certain membership degrees; therefore, each node can be viewed as a fuzzy set with a context-dependent membership function. The soft decision tree improves model generalization and provides a superior function approximator because it is able to assign each context to several overlapped leaves. In order to use such a soft decision tree to predict the parameters of the HMM output probability distribution, we derive the smoothest (maximum entropy) distribution which captures all partial first-order moments and a global second-order moment of the training samples. Employing such a soft decision tree architecture with maximum entropy distributions, a novel speech synthesis system is trained using maximum likelihood (ML) parameter re-estimation and synthesis is achieved via maximum output probability parameter generation. In addition, a soft decision tree construction algorithm optimizing a log-likelihood measure is developed. Both subjective and objective evaluations were conducted and indicate a considerable improvement over the conventional method.

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

PubMed

Stringham, H M; Boehnke, M

2001-07-01

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

Multisite EPR oximetry from multiple quadrature harmonics.

PubMed

Ahmad, R; Som, S; Johnson, D H; Zweier, J L; Kuppusamy, P; Potter, L C

2012-01-01

Multisite continuous wave (CW) electron paramagnetic resonance (EPR) oximetry using multiple quadrature field modulation harmonics is presented. First, a recently developed digital receiver is used to extract multiple harmonics of field modulated projection data. Second, a forward model is presented that relates the projection data to unknown parameters, including linewidth at each site. Third, a maximum likelihood estimator of unknown parameters is reported using an iterative algorithm capable of jointly processing multiple quadrature harmonics. The data modeling and processing are applicable for parametric lineshapes under nonsaturating conditions. Joint processing of multiple harmonics leads to 2-3-fold acceleration of EPR data acquisition. For demonstration in two spatial dimensions, both simulations and phantom studies on an L-band system are reported. Copyright © 2011 Elsevier Inc. All rights reserved.

Land use in the Paraiba Valley through remotely sensed data. [Brazil

NASA Technical Reports Server (NTRS)

Dejesusparada, N. (Principal Investigator); Lombardo, M. A.; Novo, E. M. L. D.; Niero, M.; Foresti, C.

1980-01-01

A methodology for land use survey was developed and land use modification rates were determined using LANDSAT imagery of the Paraiba Valley (state of Sao Paulo). Both visual and automatic interpretation methods were employed to analyze seven land use classes: urban area, industrial area, bare soil, cultivated area, pastureland, reforestation and natural vegetation. By means of visual interpretation, little spectral differences are observed among those classes. The automatic classification of LANDSAT MSS data using maximum likelihood algorithm shows a 39% average error of omission and a 3.4% error of inclusion for the seven classes. The complexity of land uses in the study area, the large spectral variations of analyzed classes, and the low resolution of LANDSAT data influenced the classification results.

Quantum State Tomography via Linear Regression Estimation

PubMed Central

Qi, Bo; Hou, Zhibo; Li, Li; Dong, Daoyi; Xiang, Guoyong; Guo, Guangcan

2013-01-01

A simple yet efficient state reconstruction algorithm of linear regression estimation (LRE) is presented for quantum state tomography. In this method, quantum state reconstruction is converted into a parameter estimation problem of a linear regression model and the least-squares method is employed to estimate the unknown parameters. An asymptotic mean squared error (MSE) upper bound for all possible states to be estimated is given analytically, which depends explicitly upon the involved measurement bases. This analytical MSE upper bound can guide one to choose optimal measurement sets. The computational complexity of LRE is O(d4) where d is the dimension of the quantum state. Numerical examples show that LRE is much faster than maximum-likelihood estimation for quantum state tomography. PMID:24336519

Convolutional code performance in planetary entry channels

NASA Technical Reports Server (NTRS)

Modestino, J. W.

1974-01-01

The planetary entry channel is modeled for communication purposes representing turbulent atmospheric scattering effects. The performance of short and long constraint length convolutional codes is investigated in conjunction with coherent BPSK modulation and Viterbi maximum likelihood decoding. Algorithms for sequential decoding are studied in terms of computation and/or storage requirements as a function of the fading channel parameters. The performance of the coded coherent BPSK system is compared with the coded incoherent MFSK system. Results indicate that: some degree of interleaving is required to combat time correlated fading of channel; only modest amounts of interleaving are required to approach performance of memoryless channel; additional propagational results are required on the phase perturbation process; and the incoherent MFSK system is superior when phase tracking errors are considered.

A complex valued radial basis function network for equalization of fast time varying channels.

PubMed

Gan, Q; Saratchandran, P; Sundararajan, N; Subramanian, K R

1999-01-01

This paper presents a complex valued radial basis function (RBF) network for equalization of fast time varying channels. A new method for calculating the centers of the RBF network is given. The method allows fixing the number of RBF centers even as the equalizer order is increased so that a good performance is obtained by a high-order RBF equalizer with small number of centers. Simulations are performed on time varying channels using a Rayleigh fading channel model to compare the performance of our RBF with an adaptive maximum-likelihood sequence estimator (MLSE) consisting of a channel estimator and a MLSE implemented by the Viterbi algorithm. The results show that the RBF equalizer produces superior performance with less computational complexity.

Statistical analysis of field data for aircraft warranties

NASA Astrophysics Data System (ADS)

Lakey, Mary J.

Air Force and Navy maintenance data collection systems were researched to determine their scientific applicability to the warranty process. New and unique algorithms were developed to extract failure distributions which were then used to characterize how selected families of equipment typically fails. Families of similar equipment were identified in terms of function, technology and failure patterns. Statistical analyses and applications such as goodness-of-fit test, maximum likelihood estimation and derivation of confidence intervals for the probability density function parameters were applied to characterize the distributions and their failure patterns. Statistical and reliability theory, with relevance to equipment design and operational failures were also determining factors in characterizing the failure patterns of the equipment families. Inferences about the families with relevance to warranty needs were then made.

On Fitting a Multivariate Two-Part Latent Growth Model

PubMed Central

Xu, Shu; Blozis, Shelley A.; Vandewater, Elizabeth A.

2017-01-01

A 2-part latent growth model can be used to analyze semicontinuous data to simultaneously study change in the probability that an individual engages in a behavior, and if engaged, change in the behavior. This article uses a Monte Carlo (MC) integration algorithm to study the interrelationships between the growth factors of 2 variables measured longitudinally where each variable can follow a 2-part latent growth model. A SAS macro implementing Mplus is developed to estimate the model to take into account the sampling uncertainty of this simulation-based computational approach. A sample of time-use data is used to show how maximum likelihood estimates can be obtained using a rectangular numerical integration method and an MC integration method. PMID:29333054

Annual Symposium on Machine Processing of Remotely Sensed Data, 4th, Purdue University, West Lafayette, Ind., June 21-23, 1977, Proceedings

NASA Technical Reports Server (NTRS)

Morrison, D. B. (Editor); Scherer, D. J.

1977-01-01

Papers are presented on a variety of techniques for the machine processing of remotely sensed data. Consideration is given to preprocessing methods such as the correction of Landsat data for the effects of haze, sun angle, and reflectance and to the maximum likelihood estimation of signature transformation algorithm. Several applications of machine processing to agriculture are identified. Various types of processing systems are discussed such as ground-data processing/support systems for sensor systems and the transfer of remotely sensed data to operational systems. The application of machine processing to hydrology, geology, and land-use mapping is outlined. Data analysis is considered with reference to several types of classification methods and systems.

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.

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

NASA Astrophysics Data System (ADS)

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

2006-11-01

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

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…

A unified framework for penalized statistical muon tomography reconstruction with edge preservation priors of lp norm type

NASA Astrophysics Data System (ADS)

Yu, Baihui; Zhao, Ziran; Wang, Xuewu; Wu, Dufan; Zeng, Zhi; Zeng, Ming; Wang, Yi; Cheng, Jianping

2016-01-01

The Tsinghua University MUon Tomography facilitY (TUMUTY) has been built up and it is utilized to reconstruct the special objects with complex structure. Since fine image is required, the conventional Maximum likelihood Scattering and Displacement (MLSD) algorithm is employed. However, due to the statistical characteristics of muon tomography and the data incompleteness, the reconstruction is always instable and accompanied with severe noise. In this paper, we proposed a Maximum a Posterior (MAP) algorithm for muon tomography regularization, where an edge-preserving prior on the scattering density image is introduced to the object function. The prior takes the lp norm (p>0) of the image gradient magnitude, where p=1 and p=2 are the well-known total-variation (TV) and Gaussian prior respectively. The optimization transfer principle is utilized to minimize the object function in a unified framework. At each iteration the problem is transferred to solving a cubic equation through paraboloidal surrogating. To validate the method, the French Test Object (FTO) is imaged by both numerical simulation and TUMUTY. The proposed algorithm is used for the reconstruction where different norms are detailedly studied, including l2, l1, l0.5, and an l2-0.5 mixture norm. Compared with MLSD method, MAP achieves better image quality in both structure preservation and noise reduction. Furthermore, compared with the previous work where one dimensional image was acquired, we achieve the relatively clear three dimensional images of FTO, where the inner air hole and the tungsten shell is visible.

AUC-Maximized Deep Convolutional Neural Fields for Protein Sequence Labeling.

PubMed

Wang, Sheng; Sun, Siqi; Xu, Jinbo

2016-09-01

Deep Convolutional Neural Networks (DCNN) has shown excellent performance in a variety of machine learning tasks. This paper presents Deep Convolutional Neural Fields (DeepCNF), an integration of DCNN with Conditional Random Field (CRF), for sequence labeling with an imbalanced label distribution. The widely-used training methods, such as maximum-likelihood and maximum labelwise accuracy, do not work well on imbalanced data. To handle this, we present a new training algorithm called maximum-AUC for DeepCNF. That is, we train DeepCNF by directly maximizing the empirical Area Under the ROC Curve (AUC), which is an unbiased measurement for imbalanced data. To fulfill this, we formulate AUC in a pairwise ranking framework, approximate it by a polynomial function and then apply a gradient-based procedure to optimize it. Our experimental results confirm that maximum-AUC greatly outperforms the other two training methods on 8-state secondary structure prediction and disorder prediction since their label distributions are highly imbalanced and also has similar performance as the other two training methods on solvent accessibility prediction, which has three equally-distributed labels. Furthermore, our experimental results show that our AUC-trained DeepCNF models greatly outperform existing popular predictors of these three tasks. The data and software related to this paper are available at https://github.com/realbigws/DeepCNF_AUC.

AUC-Maximized Deep Convolutional Neural Fields for Protein Sequence Labeling

PubMed Central

Wang, Sheng; Sun, Siqi

2017-01-01

Deep Convolutional Neural Networks (DCNN) has shown excellent performance in a variety of machine learning tasks. This paper presents Deep Convolutional Neural Fields (DeepCNF), an integration of DCNN with Conditional Random Field (CRF), for sequence labeling with an imbalanced label distribution. The widely-used training methods, such as maximum-likelihood and maximum labelwise accuracy, do not work well on imbalanced data. To handle this, we present a new training algorithm called maximum-AUC for DeepCNF. That is, we train DeepCNF by directly maximizing the empirical Area Under the ROC Curve (AUC), which is an unbiased measurement for imbalanced data. To fulfill this, we formulate AUC in a pairwise ranking framework, approximate it by a polynomial function and then apply a gradient-based procedure to optimize it. Our experimental results confirm that maximum-AUC greatly outperforms the other two training methods on 8-state secondary structure prediction and disorder prediction since their label distributions are highly imbalanced and also has similar performance as the other two training methods on solvent accessibility prediction, which has three equally-distributed labels. Furthermore, our experimental results show that our AUC-trained DeepCNF models greatly outperform existing popular predictors of these three tasks. The data and software related to this paper are available at https://github.com/realbigws/DeepCNF_AUC. PMID:28884168

A Likelihood-Based Framework for Association Analysis of Allele-Specific Copy Numbers.

PubMed

Hu, Y J; Lin, D Y; Sun, W; Zeng, D

2014-10-01

Copy number variants (CNVs) and single nucleotide polymorphisms (SNPs) co-exist throughout the human genome and jointly contribute to phenotypic variations. Thus, it is desirable to consider both types of variants, as characterized by allele-specific copy numbers (ASCNs), in association studies of complex human diseases. Current SNP genotyping technologies capture the CNV and SNP information simultaneously via fluorescent intensity measurements. The common practice of calling ASCNs from the intensity measurements and then using the ASCN calls in downstream association analysis has important limitations. First, the association tests are prone to false-positive findings when differential measurement errors between cases and controls arise from differences in DNA quality or handling. Second, the uncertainties in the ASCN calls are ignored. We present a general framework for the integrated analysis of CNVs and SNPs, including the analysis of total copy numbers as a special case. Our approach combines the ASCN calling and the association analysis into a single step while allowing for differential measurement errors. We construct likelihood functions that properly account for case-control sampling and measurement errors. We establish the asymptotic properties of the maximum likelihood estimators and develop EM algorithms to implement the corresponding inference procedures. The advantages of the proposed methods over the existing ones are demonstrated through realistic simulation studies and an application to a genome-wide association study of schizophrenia. Extensions to next-generation sequencing data are discussed.

Likelihood inference for COM-Poisson cure rate model with interval-censored data and Weibull lifetimes.

PubMed

Pal, Suvra; Balakrishnan, N

2017-10-01

In this paper, we consider a competing cause scenario and assume the number of competing causes to follow a Conway-Maxwell Poisson distribution which can capture both over and under dispersion that is usually encountered in discrete data. Assuming the population of interest having a component cure and the form of the data to be interval censored, as opposed to the usually considered right-censored data, the main contribution is in developing the steps of the expectation maximization algorithm for the determination of the maximum likelihood estimates of the model parameters of the flexible Conway-Maxwell Poisson cure rate model with Weibull lifetimes. An extensive Monte Carlo simulation study is carried out to demonstrate the performance of the proposed estimation method. Model discrimination within the Conway-Maxwell Poisson distribution is addressed using the likelihood ratio test and information-based criteria to select a suitable competing cause distribution that provides the best fit to the data. A simulation study is also carried out to demonstrate the loss in efficiency when selecting an improper competing cause distribution which justifies the use of a flexible family of distributions for the number of competing causes. Finally, the proposed methodology and the flexibility of the Conway-Maxwell Poisson distribution are illustrated with two known data sets from the literature: smoking cessation data and breast cosmesis data.

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.

Bioinformatics algorithm based on a parallel implementation of a machine learning approach using transducers

NASA Astrophysics Data System (ADS)

Roche-Lima, Abiel; Thulasiram, Ruppa K.

2012-02-01

Finite automata, in which each transition is augmented with an output label in addition to the familiar input label, are considered finite-state transducers. Transducers have been used to analyze some fundamental issues in bioinformatics. Weighted finite-state transducers have been proposed to pairwise alignments of DNA and protein sequences; as well as to develop kernels for computational biology. Machine learning algorithms for conditional transducers have been implemented and used for DNA sequence analysis. Transducer learning algorithms are based on conditional probability computation. It is calculated by using techniques, such as pair-database creation, normalization (with Maximum-Likelihood normalization) and parameters optimization (with Expectation-Maximization - EM). These techniques are intrinsically costly for computation, even worse when are applied to bioinformatics, because the databases sizes are large. In this work, we describe a parallel implementation of an algorithm to learn conditional transducers using these techniques. The algorithm is oriented to bioinformatics applications, such as alignments, phylogenetic trees, and other genome evolution studies. Indeed, several experiences were developed using the parallel and sequential algorithm on Westgrid (specifically, on the Breeze cluster). As results, we obtain that our parallel algorithm is scalable, because execution times are reduced considerably when the data size parameter is increased. Another experience is developed by changing precision parameter. In this case, we obtain smaller execution times using the parallel algorithm. Finally, number of threads used to execute the parallel algorithm on the Breezy cluster is changed. In this last experience, we obtain as result that speedup is considerably increased when more threads are used; however there is a convergence for number of threads equal to or greater than 16.