A Unified Maximum Likelihood Approach to Document Retrieval.
ERIC Educational Resources Information Center
Bodoff, David; Enache, Daniel; Kambil, Ajit; Simon, Gary; Yukhimets, Alex
2001-01-01
Addresses the query- versus document-oriented dichotomy in information retrieval. Introduces a maximum likelihood approach to utilizing feedback data that can be used to construct a concrete object function that estimates both document and query parameters in accordance with all available feedback data. (AEF)
A Maximum-Likelihood Approach to Force-Field Calibration.
Zaborowski, Bartłomiej; Jagieła, Dawid; Czaplewski, Cezary; Hałabis, Anna; Lewandowska, Agnieszka; Żmudzińska, Wioletta; Ołdziej, Stanisław; Karczyńska, Agnieszka; Omieczynski, Christian; Wirecki, Tomasz; Liwo, Adam
2015-09-28
A new approach to the calibration of the force fields is proposed, in which the force-field parameters are obtained by maximum-likelihood fitting of the calculated conformational ensembles to the experimental ensembles of training system(s). The maximum-likelihood function is composed of logarithms of the Boltzmann probabilities of the experimental conformations, calculated with the current energy function. Because the theoretical distribution is given in the form of the simulated conformations only, the contributions from all of the simulated conformations, with Gaussian weights in the distances from a given experimental conformation, are added to give the contribution to the target function from this conformation. In contrast to earlier methods for force-field calibration, the approach does not suffer from the arbitrariness of dividing the decoy set into native-like and non-native structures; however, if such a division is made instead of using Gaussian weights, application of the maximum-likelihood method results in the well-known energy-gap maximization. The computational procedure consists of cycles of decoy generation and maximum-likelihood-function optimization, which are iterated until convergence is reached. The method was tested with Gaussian distributions and then applied to the physics-based coarse-grained UNRES force field for proteins. The NMR structures of the tryptophan cage, a small α-helical protein, determined at three temperatures (T = 280, 305, and 313 K) by Hałabis et al. ( J. Phys. Chem. B 2012 , 116 , 6898 - 6907 ), were used. Multiplexed replica-exchange molecular dynamics was used to generate the decoys. The iterative procedure exhibited steady convergence. Three variants of optimization were tried: optimization of the energy-term weights alone and use of the experimental ensemble of the folded protein only at T = 280 K (run 1); optimization of the energy-term weights and use of experimental ensembles at all three temperatures (run 2
Bayesian Monte Carlo and Maximum Likelihood Approach for ...
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood estimation (BMCML) to calibrate a lake oxygen recovery model. We first derive an analytical solution of the differential equation governing lake-averaged oxygen dynamics as a function of time-variable wind speed. Statistical inferences on model parameters and predictive uncertainty are then drawn by Bayesian conditioning of the analytical solution on observed daily wind speed and oxygen concentration data obtained from an earlier study during two recovery periods on a eutrophic lake in upper state New York. The model is calibrated using oxygen recovery data for one year and statistical inferences were validated using recovery data for another year. Compared with essentially two-step, regression and optimization approach, the BMCML results are more comprehensive and performed relatively better in predicting the observed temporal dissolved oxygen levels (DO) in the lake. BMCML also produced comparable calibration and validation results with those obtained using popular Markov Chain Monte Carlo technique (MCMC) and is computationally simpler and easier to implement than the MCMC. Next, using the calibrated model, we derive an optimal relationship between liquid film-transfer coefficien
Evolution of photosynthetic prokaryotes: a maximum-likelihood mapping approach.
Raymond, Jason; Zhaxybayeva, Olga; Gogarten, J Peter; Blankenship, Robert E
2003-01-01
Reconstructing the early evolution of photosynthesis has been guided in part by the geological record, but the complexity and great antiquity of these early events require molecular genetic techniques as the primary tools of inference. Recent genome sequencing efforts have made whole genome data available from representatives of each of the five phyla of bacteria with photosynthetic members, allowing extensive phylogenetic comparisons of these organisms. Here, we have undertaken whole genome comparisons using maximum likelihood to compare 527 unique sets of orthologous genes from all five photosynthetic phyla. Substantiating recent whole genome analyses of other prokaryotes, our results indicate that horizontal gene transfer (HGT) has played a significant part in the evolution of these organisms, resulting in genomes with mosaic evolutionary histories. A small plurality phylogenetic signal was observed, which may be a core of remnant genes not subject to HGT, or may result from a propensity for gene exchange between two or more of the photosynthetic organisms compared. PMID:12594930
An updated maximum likelihood approach to open cluster distance determination
NASA Astrophysics Data System (ADS)
Palmer, M.; Arenou, F.; Luri, X.; Masana, E.
2014-04-01
Aims: An improved method for estimating distances to open clusters is presented and applied to Hipparcos data for the Pleiades and the Hyades. The method is applied in the context of the historic Pleiades distance problem, with a discussion of previous criticisms of Hipparcos parallaxes. This is followed by an outlook for Gaia, where the improved method could be especially useful. Methods: Based on maximum likelihood estimation, the method combines parallax, position, apparent magnitude, colour, proper motion, and radial velocity information to estimate the parameters describing an open cluster precisely and without bias. Results: We find the distance to the Pleiades to be 120.3 ± 1.5 pc, in accordance with previously published work using the same dataset. We find that error correlations cannot be responsible for the still present discrepancy between Hipparcos and photometric methods. Additionally, the three-dimensional space velocity and physical structure of Pleiades is parametrised, where we find strong evidence of mass segregation. The distance to the Hyades is found to be 46.35 ± 0.35 pc, also in accordance with previous results. Through the use of simulations, we confirm that the method is unbiased, so will be useful for accurate open cluster parameter estimation with Gaia at distances up to several thousand parsec. Appendices are available in electronic form at http://www.aanda.org
Maximum Likelihood, Profile Likelihood, and Penalized Likelihood: A Primer
Cole, Stephen R.; Chu, Haitao; Greenland, Sander
2014-01-01
The method of maximum likelihood is widely used in epidemiology, yet many epidemiologists receive little or no education in the conceptual underpinnings of the approach. Here we provide a primer on maximum likelihood and some important extensions which have proven useful in epidemiologic research, and which reveal connections between maximum likelihood and Bayesian methods. For a given data set and probability model, maximum likelihood finds values of the model parameters that give the observed data the highest probability. As with all inferential statistical methods, maximum likelihood is based on an assumed model and cannot account for bias sources that are not controlled by the model or the study design. Maximum likelihood is nonetheless popular, because it is computationally straightforward and intuitive and because maximum likelihood estimators have desirable large-sample properties in the (largely fictitious) case in which the model has been correctly specified. Here, we work through an example to illustrate the mechanics of maximum likelihood estimation and indicate how improvements can be made easily with commercial software. We then describe recent extensions and generalizations which are better suited to observational health research and which should arguably replace standard maximum likelihood as the default method. PMID:24173548
Maximum Likelihood Fusion Model
2014-08-09
data fusion, hypothesis testing,maximum likelihood estimation, mobile robot navigation REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT...61 vi 9 Bibliography 62 vii 10 LIST OF FIGURES 1.1 Illustration of mobile robotic agents. Land rovers such as (left) Pioneer robots ...simultaneous localization and mapping 1 15 Figure 1.1: Illustration of mobile robotic agents. Land rovers such as (left) Pioneer robots , (center) Segways
NASA Technical Reports Server (NTRS)
Lei, Ning; Chiang, Kwo-Fu; Oudrari, Hassan; Xiong, Xiaoxiong
2011-01-01
Optical sensors aboard Earth orbiting satellites such as the next generation Visible/Infrared Imager/Radiometer Suite (VIIRS) assume that the sensors radiometric response in the Reflective Solar Bands (RSB) is described by a quadratic polynomial, in relating the aperture spectral radiance to the sensor Digital Number (DN) readout. For VIIRS Flight Unit 1, the coefficients are to be determined before launch by an attenuation method, although the linear coefficient will be further determined on-orbit through observing the Solar Diffuser. In determining the quadratic polynomial coefficients by the attenuation method, a Maximum Likelihood approach is applied in carrying out the least-squares procedure. Crucial to the Maximum Likelihood least-squares procedure is the computation of the weight. The weight not only has a contribution from the noise of the sensor s digital count, with an important contribution from digitization error, but also is affected heavily by the mathematical expression used to predict the value of the dependent variable, because both the independent and the dependent variables contain random noise. In addition, model errors have a major impact on the uncertainties of the coefficients. The Maximum Likelihood approach demonstrates the inadequacy of the attenuation method model with a quadratic polynomial for the retrieved spectral radiance. We show that using the inadequate model dramatically increases the uncertainties of the coefficients. We compute the coefficient values and their uncertainties, considering both measurement and model errors.
NASA Astrophysics Data System (ADS)
Lei, Ning; Chiang, Kwo-Fu; Oudrari, Hassan; Xiong, Xiaoxiong
2011-10-01
Optical sensors aboard Earth orbiting satellites such as the next generation Visible/Infrared Imager Radiometer Suite (VIIRS) assume that the sensors' radiometric response in the Reflective Solar Bands (RSB) is described by a quadratic polynomial, in relating the aperture spectral radiance to the sensor Digital Number (DN) readout. For VIIRS Flight Unit 1 (FU1) (Butler, J., Xiong, X., Oudrari, H., Pan, C., and Gleason, J., "NASA Calibration and Characterization in the NPOESS Preparatory Project (NPP)", IGARSS, July 12-17, 2009, Cape Town, South Africa.), the coefficients are to be determined before launch by an attenuation method, although the linear coefficient will be further determined on-orbit through observing the Solar Diffuser. In determining the quadratic polynomial coefficients by the attenuation method, a Maximum Likelihood approach is applied in carrying out the least-squares procedure. Crucial to the Maximum Likelihood least-squares procedure is the computation of the weight. The weight not only has a contribution from the noise of the sensor's digital count, with an important contribution from digitization error, but also is affected heavily by the mathematical expression used to predict the value of the dependent variable, because both the independent and the dependent variables contain random noise. In addition, model errors have a major impact on the uncertainties of the coefficients. The Maximum Likelihood approach demonstrates the inadequacy of the quadratic model. We show that using the inadequate quadratic model dramatically increases the uncertainties of the coefficients. We compute the coefficient values and their uncertainties, considering both measurement and model errors.
A maximum likelihood approach to estimating articulator positions from speech acoustics
Hogden, J.
1996-09-23
This proposal presents an algorithm called maximum likelihood continuity mapping (MALCOM) which recovers the positions of the tongue, jaw, lips, and other speech articulators from measurements of the sound-pressure waveform of speech. MALCOM differs from other techniques for recovering articulator positions from speech in three critical respects: it does not require training on measured or modeled articulator positions, it does not rely on any particular model of sound propagation through the vocal tract, and it recovers a mapping from acoustics to articulator positions that is linearly, not topographically, related to the actual mapping from acoustics to articulation. The approach categorizes short-time windows of speech into a finite number of sound types, and assumes the probability of using any articulator position to produce a given sound type can be described by a parameterized probability density function. MALCOM then uses maximum likelihood estimation techniques to: (1) find the most likely smooth articulator path given a speech sample and a set of distribution functions (one distribution function for each sound type), and (2) change the parameters of the distribution functions to better account for the data. Using this technique improves the accuracy of articulator position estimates compared to continuity mapping -- the only other technique that learns the relationship between acoustics and articulation solely from acoustics. The technique has potential application to computer speech recognition, speech synthesis and coding, teaching the hearing impaired to speak, improving foreign language instruction, and teaching dyslexics to read. 34 refs., 7 figs.
Curiale, Ariel H; Vegas-Sánchez-Ferrero, Gonzalo; Bosch, Johan G; Aja-Fernández, Santiago
2015-08-01
The strain and strain-rate measures are commonly used for the analysis and assessment of regional myocardial function. In echocardiography (EC), the strain analysis became possible using Tissue Doppler Imaging (TDI). Unfortunately, this modality shows an important limitation: the angle between the myocardial movement and the ultrasound beam should be small to provide reliable measures. This constraint makes it difficult to provide strain measures of the entire myocardium. Alternative non-Doppler techniques such as Speckle Tracking (ST) can provide strain measures without angle constraints. However, the spatial resolution and the noisy appearance of speckle still make the strain estimation a challenging task in EC. Several maximum likelihood approaches have been proposed to statistically characterize the behavior of speckle, which results in a better performance of speckle tracking. However, those models do not consider common transformations to achieve the final B-mode image (e.g. interpolation). This paper proposes a new maximum likelihood approach for speckle tracking which effectively characterizes speckle of the final B-mode image. Its formulation provides a diffeomorphic scheme than can be efficiently optimized with a second-order method. The novelty of the method is threefold: First, the statistical characterization of speckle generalizes conventional speckle models (Rayleigh, Nakagami and Gamma) to a more versatile model for real data. Second, the formulation includes local correlation to increase the efficiency of frame-to-frame speckle tracking. Third, a probabilistic myocardial tissue characterization is used to automatically identify more reliable myocardial motions. The accuracy and agreement assessment was evaluated on a set of 16 synthetic image sequences for three different scenarios: normal, acute ischemia and acute dyssynchrony. The proposed method was compared to six speckle tracking methods. Results revealed that the proposed method is the most
Soil mapping in northern Thailand based on an radiometrically calibrated Maximum likelihood approach
NASA Astrophysics Data System (ADS)
Schuler, U.; Herrmann, L.; Rangnugpit, W.; Stahr, K.
2009-04-01
area with low background radiation showed different gamma-ray spectra for the respective reference soil groups, so that these points can be used as secondary training data. In conclusion, the calibration of the Maximum likelihood approach with airborne radiometric data offers a promising possibility for efficient soil mapping of larger regions in northern Thailand.
A New Maximum Likelihood Approach for Free Energy Profile Construction from Molecular Simulations.
Lee, Tai-Sung; Radak, Brian K; Pabis, Anna; York, Darrin M
2013-01-08
A novel variational method for construction of free energy profiles from molecular simulation data is presented. The variational free energy profile (VFEP) method uses the maximum likelihood principle applied to the global free energy profile based on the entire set of simulation data (e.g from multiple biased simulations) that spans the free energy surface. The new method addresses common obstacles in two major problems usually observed in traditional methods for estimating free energy surfaces: the need for overlap in the re-weighting procedure and the problem of data representation. Test cases demonstrate that VFEP outperforms other methods in terms of the amount and sparsity of the data needed to construct the overall free energy profiles. For typical chemical reactions, only ~5 windows and ~20-35 independent data points per window are sufficient to obtain an overall qualitatively correct free energy profile with sampling errors an order of magnitude smaller than the free energy barrier. The proposed approach thus provides a feasible mechanism to quickly construct the global free energy profile and identify free energy barriers and basins in free energy simulations via a robust, variational procedure that determines an analytic representation of the free energy profile without the requirement of numerically unstable histograms or binning procedures. It can serve as a new framework for biased simulations and is suitable to be used together with other methods to tackle with the free energy estimation problem.
Concept for estimating mitochondrial DNA haplogroups using a maximum likelihood approach (EMMA)☆
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
C-arm perfusion imaging with a fast penalized maximum-likelihood approach
NASA Astrophysics Data System (ADS)
Frysch, Robert; Pfeiffer, Tim; Bannasch, Sebastian; Serowy, Steffen; Gugel, Sebastian; Skalej, Martin; Rose, Georg
2014-03-01
Perfusion imaging is an essential method for stroke diagnostics. One of the most important factors for a successful therapy is to get the diagnosis as fast as possible. Therefore our approach aims at perfusion imaging (PI) with a cone beam C-arm system providing perfusion information directly in the interventional suite. For PI the imaging system has to provide excellent soft tissue contrast resolution in order to allow the detection of small attenuation enhancement due to contrast agent in the capillary vessels. The limited dynamic range of flat panel detectors as well as the sparse sampling of the slow rotating C-arm in combination with standard reconstruction methods results in limited soft tissue contrast. We choose a penalized maximum-likelihood reconstruction method to get suitable results. To minimize the computational load, the 4D reconstruction task is reduced to several static 3D reconstructions. We also include an ordered subset technique with transitioning to a small number of subsets, which adds sharpness to the image with less iterations while also suppressing the noise. Instead of the standard multiplicative EM correction, we apply a Newton-based optimization to further accelerate the reconstruction algorithm. The latter optimization reduces the computation time by up to 70%. Further acceleration is provided by a multi-GPU implementation of the forward and backward projection, which fulfills the demands of cone beam geometry. In this preliminary study we evaluate this procedure on clinical data. Perfusion maps are computed and compared with reference images from magnetic resonance scans. We found a high correlation between both images.
Maximum-likelihood approach to topological charge fluctuations in lattice gauge theory
NASA Astrophysics Data System (ADS)
Brower, R. C.; Cheng, M.; Fleming, G. T.; Lin, M. F.; Neil, E. T.; Osborn, J. C.; Rebbi, C.; Rinaldi, E.; Schaich, D.; Schroeder, C.; Voronov, G.; Vranas, P.; Weinberg, E.; Witzel, O.
2014-07-01
We present a novel technique for the determination of the topological susceptibility (related to the variance of the distribution of global topological charge) from lattice gauge theory simulations, based on maximum-likelihood analysis of the Markov-chain Monte Carlo time series. This technique is expected to be particularly useful in situations where relatively few tunneling events are observed. Restriction to a lattice subvolume on which topological charge is not quantized is explored, and may lead to further improvement when the global topology is poorly sampled. We test our proposed method on a set of lattice data, and compare it to traditional methods.
Maximum Likelihood and Bayesian Parameter Estimation in Item Response Theory.
ERIC Educational Resources Information Center
Lord, Frederic M.
There are currently three main approaches to parameter estimation in item response theory (IRT): (1) joint maximum likelihood, exemplified by LOGIST, yielding maximum likelihood estimates; (2) marginal maximum likelihood, exemplified by BILOG, yielding maximum likelihood estimates of item parameters (ability parameters can be estimated…
Gu, Fei; Wu, Hao
2016-09-01
The specifications of state space model for some principal component-related models are described, including the independent-group common principal component (CPC) model, the dependent-group CPC model, and principal component-based multivariate analysis of variance. Some derivations are provided to show the equivalence of the state space approach and the existing Wishart-likelihood approach. For each model, a numeric example is used to illustrate the state space approach. In addition, a simulation study is conducted to evaluate the standard error estimates under the normality and nonnormality conditions. In order to cope with the nonnormality conditions, the robust standard errors are also computed. Finally, other possible applications of the state space approach are discussed at the end.
A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation
Cai, Shu; Zhou, Quan; Zhu, Hongbo
2016-01-01
Direction of arrival (DOA) estimation using a uniform linear array (ULA) is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML) criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS), and then solve it using semidefinite programming (SDP). We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR) is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion. PMID:27999397
A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation.
Cai, Shu; Zhou, Quan; Zhu, Hongbo
2016-12-20
Direction of arrival (DOA) estimation using a uniform linear array (ULA) is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML) criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS), and then solve it using semidefinite programming (SDP). We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR) is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.
Vestige: Maximum likelihood phylogenetic footprinting
Wakefield, Matthew J; Maxwell, Peter; Huttley, Gavin A
2005-01-01
Background Phylogenetic footprinting is the identification of functional regions of DNA by their evolutionary conservation. This is achieved by comparing orthologous regions from multiple species and identifying the DNA regions that have diverged less than neutral DNA. Vestige is a phylogenetic footprinting package built on the PyEvolve toolkit that uses probabilistic molecular evolutionary modelling to represent aspects of sequence evolution, including the conventional divergence measure employed by other footprinting approaches. In addition to measuring the divergence, Vestige allows the expansion of the definition of a phylogenetic footprint to include variation in the distribution of any molecular evolutionary processes. This is achieved by displaying the distribution of model parameters that represent partitions of molecular evolutionary substitutions. Examination of the spatial incidence of these effects across regions of the genome can identify DNA segments that differ in the nature of the evolutionary process. Results Vestige was applied to a reference dataset of the SCL locus from four species and provided clear identification of the known conserved regions in this dataset. To demonstrate the flexibility to use diverse models of molecular evolution and dissect the nature of the evolutionary process Vestige was used to footprint the Ka/Ks ratio in primate BRCA1 with a codon model of evolution. Two regions of putative adaptive evolution were identified illustrating the ability of Vestige to represent the spatial distribution of distinct molecular evolutionary processes. Conclusion Vestige provides a flexible, open platform for phylogenetic footprinting. Underpinned by the PyEvolve toolkit, Vestige provides a framework for visualising the signatures of evolutionary processes across the genome of numerous organisms simultaneously. By exploiting the maximum-likelihood statistical framework, the complex interplay between mutational processes, DNA repair and
Detection of faint companions in multi-spectral data using a maximum likelihood approach
NASA Astrophysics Data System (ADS)
Hanley, Kenneth; Devaney, Nicholas; Thiébaut, Éric
2016-07-01
Direct, ground-based exoplanet detection is an extremely challenging task requiring extreme adaptive optics (AO) systems and very high contrast. Dedicated planet hunters, such as SPHERE and GPI have been designed with these requirements in mind. Despite this, direct detection is still limited due to the presence of residual speckles. Smith et al.1 described a maximum likelihood estimation technique for the detection of exoplanets in speckle data in which the planet appears to rotate about a host star when observing with an alt-az telescope. We propose the adaptation of this technique to operate on multi-spectral data, such as produced by the integral field spectrographs present on both SPHERE2 or GPI.3 As the speckle pattern approximately scales smoothly with wavelength, it is possible to resample data to a single reference wavelength in which speckles will remain fixed in the wavelength dimension while any companions that are present will exhibit radial motion in a predictable manner. We simulate data comparable to SPHERE and with this we compare the performance of our algorithm with another multi-spectral detection technique; spectral deconvolution. We compare the techniques using a ROC (Receiver Operating Characteristic) analysis.
The Sherpa Maximum Likelihood Estimator
NASA Astrophysics Data System (ADS)
Nguyen, D.; Doe, S.; Evans, I.; Hain, R.; Primini, F.
2011-07-01
A primary goal for the second release of the Chandra Source Catalog (CSC) is to include X-ray sources with as few as 5 photon counts detected in stacked observations of the same field, while maintaining acceptable detection efficiency and false source rates. Aggressive source detection methods will result in detection of many false positive source candidates. Candidate detections will then be sent to a new tool, the Maximum Likelihood Estimator (MLE), to evaluate the likelihood that a detection is a real source. MLE uses the Sherpa modeling and fitting engine to fit a model of a background and source to multiple overlapping candidate source regions. A background model is calculated by simultaneously fitting the observed photon flux in multiple background regions. This model is used to determine the quality of the fit statistic for a background-only hypothesis in the potential source region. The statistic for a background-plus-source hypothesis is calculated by adding a Gaussian source model convolved with the appropriate Chandra point spread function (PSF) and simultaneously fitting the observed photon flux in each observation in the stack. Since a candidate source may be located anywhere in the field of view of each stacked observation, a different PSF must be used for each observation because of the strong spatial dependence of the Chandra PSF. The likelihood of a valid source being detected is a function of the two statistics (for background alone, and for background-plus-source). The MLE tool is an extensible Python module with potential for use by the general Chandra user.
Laval, Guillaume; SanCristobal, Magali; Chevalet, Claude
2003-01-01
Maximum-likelihood and Bayesian (MCMC algorithm) estimates of the increase of the Wright-Malécot inbreeding coefficient, F(t), between two temporally spaced samples, were developed from the Dirichlet approximation of allelic frequency distribution (model MD) and from the admixture of the Dirichlet approximation and the probabilities of fixation and loss of alleles (model MDL). Their accuracy was tested using computer simulations in which F(t) = 10% or less. The maximum-likelihood method based on the model MDL was found to be the best estimate of F(t) provided that initial frequencies are known exactly. When founder frequencies are estimated from a limited set of founder animals, only the estimates based on the model MD can be used for the moment. In this case no method was found to be the best in all situations investigated. The likelihood and Bayesian approaches give better results than the classical F-statistics when markers exhibiting a low polymorphism (such as the SNP markers) are used. Concerning the estimations of the effective population size all the new estimates presented here were found to be better than the F-statistics classically used. PMID:12871924
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...
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.
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting
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 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.
Maximum Likelihood Analysis in the PEN Experiment
NASA Astrophysics Data System (ADS)
Lehman, Martin
2013-10-01
The experimental determination of the π+ -->e+ ν (γ) decay branching ratio currently provides the most accurate test of lepton universality. The PEN experiment at PSI, Switzerland, aims to improve the present world average experimental precision of 3 . 3 ×10-3 to 5 ×10-4 using a stopped beam approach. During runs in 2008-10, PEN has acquired over 2 ×107 πe 2 events. The experiment includes active beam detectors (degrader, mini TPC, target), central MWPC tracking with plastic scintillator hodoscopes, and a spherical pure CsI electromagnetic shower calorimeter. The final branching ratio will be calculated using a maximum likelihood analysis. This analysis assigns each event a probability for 5 processes (π+ -->e+ ν , π+ -->μ+ ν , decay-in-flight, pile-up, and hadronic events) using Monte Carlo verified probability distribution functions of our observables (energies, times, etc). A progress report on the PEN maximum likelihood analysis will be presented. Work supported by NSF grant PHY-0970013.
Nagelkerke, Nico; Fidler, Vaclav
2015-01-01
The problem of discrimination and classification is central to much of epidemiology. Here we consider the estimation of a logistic regression/discrimination function from training samples, when one of the training samples is subject to misclassification or mislabeling, e.g. diseased individuals are incorrectly classified/labeled as healthy controls. We show that this leads to zero-inflated binomial model with a defective logistic regression or discrimination function, whose parameters can be estimated using standard statistical methods such as maximum likelihood. These parameters can be used to estimate the probability of true group membership among those, possibly erroneously, classified as controls. Two examples are analyzed and discussed. A simulation study explores properties of the maximum likelihood parameter estimates and the estimates of the number of mislabeled observations. PMID:26474313
NASA Astrophysics Data System (ADS)
Tran, A. P.; Vanclooster, M.; Lambot, S.
2013-02-01
The vertical profile of root zone soil moisture plays a key role in many hydro-meteorological and agricultural applications. We propose a closed-loop data assimilation procedure based on the maximum likelihood ensemble filter algorithm to update the vertical soil moisture profile from time-lapse ground-penetrating radar (GPR) data. A hydrodynamic model is used to propagate the system state in time and a radar electromagnetic model to link the state variable with the observation data, which enables us to directly assimilate the GPR data. Instead of using the surface soil moisture only, the approach allows to use the information of the whole soil moisture profile for the assimilation. We validated our approach by a synthetic study. We constructed a synthetic soil column with a depth of 80 cm and analyzed the effects of the soil type on the data assimilation by considering 3 soil types, namely, loamy sand, silt and clay. The assimilation of GPR data was performed to solve the problem of unknown initial conditions. The numerical soil moisture profiles generated by the Hydrus-1D model were used by the GPR model to produce the "observed" GPR data. The results show that the soil moisture profile obtained by assimilating the GPR data is much better than that of an open-loop forecast. Compared to the loamy sand and silt, the updated soil moisture profile of the clay soil converges to the true state much more slowly. Increasing update interval from 5 to 50 h only slightly improves the effectiveness of the GPR data assimilation for the loamy sand but significantly for the clay soil. The proposed approach appears to be promising to improve real-time prediction of the soil moisture profiles as well as to provide effective estimates of the unsaturated hydraulic properties at the field scale from time-lapse GPR measurements.
NASA Astrophysics Data System (ADS)
Tran, A. P.; Vanclooster, M.; Lambot, S.
2013-07-01
The vertical profile of shallow unsaturated zone soil moisture plays a key role in many hydro-meteorological and agricultural applications. We propose a closed-loop data assimilation procedure based on the maximum likelihood ensemble filter algorithm to update the vertical soil moisture profile from time-lapse ground-penetrating radar (GPR) data. A hydrodynamic model is used to propagate the system state in time and a radar electromagnetic model and petrophysical relationships to link the state variable with the observation data, which enables us to directly assimilate the GPR data. Instead of using the surface soil moisture only, the approach allows to use the information of the whole soil moisture profile for the assimilation. We validated our approach through a synthetic study. We constructed a synthetic soil column with a depth of 80 cm and analyzed the effects of the soil type on the data assimilation by considering 3 soil types, namely, loamy sand, silt and clay. The assimilation of GPR data was performed to solve the problem of unknown initial conditions. The numerical soil moisture profiles generated by the Hydrus-1D model were used by the GPR model to produce the "observed" GPR data. The results show that the soil moisture profile obtained by assimilating the GPR data is much better than that of an open-loop forecast. Compared to the loamy sand and silt, the updated soil moisture profile of the clay soil converges to the true state much more slowly. Decreasing the update interval from 60 down to 10 h only slightly improves the effectiveness of the GPR data assimilation for the loamy sand but significantly for the clay soil. The proposed approach appears to be promising to improve real-time prediction of the soil moisture profiles as well as to provide effective estimates of the unsaturated hydraulic properties at the field scale from time-lapse GPR measurements.
Chaudhary, Abhishek; Hantush, Mohamed M
2017-01-01
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood estimation (BMCML) to calibrate a lake oxygen recovery model. We first derive an analytical solution of the differential equation governing lake-averaged oxygen dynamics as a function of time-variable wind speed. Statistical inferences on model parameters and predictive uncertainty are then drawn by Bayesian conditioning of the analytical solution on observed daily wind speed and oxygen concentration data obtained from an earlier study during two recovery periods on a eutrophic lake in upper state New York. The model is calibrated using oxygen recovery data for one year and statistical inferences were validated using recovery data for another year. Compared with essentially two-step, regression and optimization approach, the BMCML results are more comprehensive and performed relatively better in predicting the observed temporal dissolved oxygen levels (DO) in the lake. BMCML also produced comparable calibration and validation results with those obtained using popular Markov Chain Monte Carlo technique (MCMC) and is computationally simpler and easier to implement than the MCMC. Next, using the calibrated model, we derive an optimal relationship between liquid film-transfer coefficient for oxygen and wind speed and associated 95% confidence band, which are shown to be consistent with reported measured values at five different lakes. Finally, we illustrate the robustness of the BMCML to solve risk-based water quality management problems, showing that neglecting cross-correlations between parameters could lead to improper required BOD load reduction to achieve the compliance criteria of 5 mg/L.
Convolutional codes. II - Maximum-likelihood decoding. III - Sequential decoding
NASA Technical Reports Server (NTRS)
Forney, G. D., Jr.
1974-01-01
Maximum-likelihood decoding is characterized as the determination of the shortest path through a topological structure called a trellis. Aspects of code structure are discussed along with questions regarding maximum-likelihood decoding on memoryless channels. A general bounding technique is introduced. The technique is used to obtain asymptotic bounds on the probability of error for maximum-likelihood decoding and list-of-2 decoding. The basic features of sequential algorithms are discussed along with a stack algorithm, questions of computational distribution, and the martingale approach to computational bounds.
2013-01-01
Maximum Likelihood (ML) optimization schemes are widely used for parameter inference. They maximize the likelihood of some experimentally observed data, with respect to the model parameters iteratively, following the gradient of the logarithm of the likelihood. Here, we employ a ML inference scheme to infer a generalizable, physics-based coarse-grained protein model (which includes Go̅-like biasing terms to stabilize secondary structure elements in room-temperature simulations), using native conformations of a training set of proteins as the observed data. Contrastive divergence, a novel statistical machine learning technique, is used to efficiently approximate the direction of the gradient ascent, which enables the use of a large training set of proteins. Unlike previous work, the generalizability of the protein model allows the folding of peptides and a protein (protein G) which are not part of the training set. We compare the same force field with different van der Waals (vdW) potential forms: a hard cutoff model, and a Lennard-Jones (LJ) potential with vdW parameters inferred or adopted from the CHARMM or AMBER force fields. Simulations of peptides and protein G show that the LJ model with inferred parameters outperforms the hard cutoff potential, which is consistent with previous observations. Simulations using the LJ potential with inferred vdW parameters also outperforms the protein models with adopted vdW parameter values, demonstrating that model parameters generally cannot be used with force fields with different energy functions. The software is available at https://sites.google.com/site/crankite/. PMID:24683370
He, Yi; Scheraga, Harold A.; Liwo, Adam
2015-12-28
Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field.
He, Yi; Liwo, Adam; Scheraga, Harold A.
2015-01-01
Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field. PMID:26723596
230Th and 234Th as coupled tracers of particle cycling in the ocean: A maximum likelihood approach
NASA Astrophysics Data System (ADS)
Wang, Wei-Lei; Armstrong, Robert A.; Cochran, J. Kirk; Heilbrun, Christina
2016-05-01
We applied maximum likelihood estimation to measurements of Th isotopes (234,230Th) in Mediterranean Sea sediment traps that separated particles according to settling velocity. This study contains two unique aspects. First, it relies on settling velocities that were measured using sediment traps, rather than on measured particle sizes and an assumed relationship between particle size and sinking velocity. Second, because of the labor and expense involved in obtaining these data, they were obtained at only a few depths, and their analysis required constructing a new type of box-like model, which we refer to as a "two-layer" model, that we then analyzed using likelihood techniques. Likelihood techniques were developed in the 1930s by statisticians, and form the computational core of both Bayesian and non-Bayesian statistics. Their use has recently become very popular in ecology, but they are relatively unknown in geochemistry. Our model was formulated by assuming steady state and first-order reaction kinetics for thorium adsorption and desorption, and for particle aggregation, disaggregation, and remineralization. We adopted a cutoff settling velocity (49 m/d) from Armstrong et al. (2009) to separate particles into fast- and slow-sinking classes. A unique set of parameters with no dependence on prior values was obtained. Adsorption rate constants for both slow- and fast-sinking particles are slightly higher in the upper layer than in the lower layer. Slow-sinking particles have higher adsorption rate constants than fast-sinking particles. Desorption rate constants are higher in the lower layer (slow-sinking particles: 13.17 ± 1.61, fast-sinking particles: 13.96 ± 0.48) than in the upper layer (slow-sinking particles: 7.87 ± 0.60 y-1, fast-sinking particles: 1.81 ± 0.44 y-1). Aggregation rate constants were higher, 1.88 ± 0.04, in the upper layer and just 0.07 ± 0.01 y-1 in the lower layer. Disaggregation rate constants were just 0.30 ± 0.10 y-1 in the upper
Hogden, J.
1996-11-05
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 may 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.
Maximum likelihood continuity mapping for fraud detection
Hogden, J.
1997-05-01
The author describes a novel time-series analysis technique called maximum likelihood continuity mapping (MALCOM), and focuses on one application of MALCOM: detecting fraud in medical insurance claims. Given a training data set composed of typical sequences, MALCOM creates a stochastic model of sequence generation, called a continuity map (CM). A CM maximizes the probability of sequences in the training set given the model constraints, CMs can be used to estimate the likelihood of sequences not found in the training set, enabling anomaly detection and sequence prediction--important aspects of data mining. Since MALCOM can be used on sequences of categorical data (e.g., sequences of words) as well as real valued data, MALCOM is also a potential replacement for database search tools such as N-gram analysis. In a recent experiment, MALCOM was used to evaluate the likelihood of patient medical histories, where ``medical history`` is used to mean the sequence of medical procedures performed on a patient. Physicians whose patients had anomalous medical histories (according to MALCOM) were evaluated for fraud by an independent agency. Of the small sample (12 physicians) that has been evaluated, 92% have been determined fraudulent or abusive. Despite the small sample, these results are encouraging.
Improved maximum likelihood reconstruction of complex multi-generational pedigrees.
Sheehan, Nuala A; Bartlett, Mark; Cussens, James
2014-11-01
The reconstruction of pedigrees from genetic marker data is relevant to a wide range of applications. Likelihood-based approaches aim to find the pedigree structure that gives the highest probability to the observed data. Existing methods either entail an exhaustive search and are hence restricted to small numbers of individuals, or they take a more heuristic approach and deliver a solution that will probably have high likelihood but is not guaranteed to be optimal. By encoding the pedigree learning problem as an integer linear program we can exploit efficient optimisation algorithms to construct pedigrees guaranteed to have maximal likelihood for the standard situation where we have complete marker data at unlinked loci and segregation of genes from parents to offspring is Mendelian. Previous work demonstrated efficient reconstruction of pedigrees of up to about 100 individuals. The modified method that we present here is not so restricted: we demonstrate its applicability with simulated data on a real human pedigree structure of over 1600 individuals. It also compares well with a very competitive approximate approach in terms of solving time and accuracy. In addition to identifying a maximum likelihood pedigree, we can obtain any number of pedigrees in decreasing order of likelihood. This is useful for assessing the uncertainty of a maximum likelihood solution and permits model averaging over high likelihood pedigrees when this would be appropriate. More importantly, when the solution is not unique, as will often be the case for large pedigrees, it enables investigation into the properties of maximum likelihood pedigree estimates which has not been possible up to now. Crucially, we also have a means of assessing the behaviour of other approximate approaches which all aim to find a maximum likelihood solution. Our approach hence allows us to properly address the question of whether a reasonably high likelihood solution that is easy to obtain is practically as
Maximum likelihood decoding of Reed Solomon Codes
Sudan, M.
1996-12-31
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 likelihood 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.
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.
Physically constrained maximum likelihood mode filtering.
Papp, Joseph C; Preisig, James C; Morozov, Andrey K
2010-04-01
Mode filtering is most commonly implemented using the sampled mode shapes or pseudoinverse algorithms. Buck et al. [J. Acoust. Soc. Am. 103, 1813-1824 (1998)] placed these techniques in the context of a broader maximum a posteriori (MAP) framework. However, the MAP algorithm requires that the signal and noise statistics be known a priori. Adaptive array processing algorithms are candidates for improving performance without the need for a priori signal and noise statistics. A variant of the physically constrained, maximum likelihood (PCML) algorithm [A. L. Kraay and A. B. Baggeroer, IEEE Trans. Signal Process. 55, 4048-4063 (2007)] is developed for mode filtering that achieves the same performance as the MAP mode filter yet does not need a priori knowledge of the signal and noise statistics. The central innovation of this adaptive mode filter is that the received signal's sample covariance matrix, as estimated by the algorithm, is constrained to be that which can be physically realized given a modal propagation model and an appropriate noise model. Shallow water simulation results are presented showing the benefit of using the PCML method in adaptive mode filtering.
Garcia, A A F; Kido, E A; Meza, A N; Souza, H M B; Pinto, L R; Pastina, M M; Leite, C S; Silva, J A G da; Ulian, E C; Figueira, A; Souza, A P
2006-01-01
Sugarcane (Saccharum spp.) is a clonally propagated outcrossing polyploid crop of great importance in tropical agriculture. Up to now, all sugarcane genetic maps had been developed using either full-sib progenies derived from interspecific crosses or from selfing, both approaches not directly adopted in conventional breeding. We have developed a single integrated genetic map using a population derived from a cross between two pre-commercial cultivars ('SP80-180' x 'SP80-4966') using a novel approach based on the simultaneous maximum-likelihood estimation of linkage and linkage phases method specially designed for outcrossing species. From a total of 1,118 single-dose markers (RFLP, SSR and AFLP) identified, 39% derived from a testcross configuration between the parents segregating in a 1:1 fashion, while 61% segregated 3:1, representing heterozygous markers in both parents with the same genotypes. The markers segregating 3:1 were used to establish linkage between the testcross markers. The final map comprised of 357 linked markers, including 57 RFLPs, 64 SSRs and 236 AFLPs that were assigned to 131 co-segregation groups, considering a LOD score of 5, and a recombination fraction of 37.5 cM with map distances estimated by Kosambi function. The co-segregation groups represented a total map length of 2,602.4 cM, with a marker density of 7.3 cM. When the same data were analyzed using JoinMap software, only 217 linked markers were assigned to 98 co-segregation groups, spanning 1,340 cM, with a marker density of 6.2 cM. The maximum-likelihood approach reduced the number of unlinked markers to 761 (68.0%), compared to 901 (80.5%) using JoinMap. All the co-segregation groups obtained using JoinMap were present in the map constructed based on the maximum-likelihood method. Differences on the marker order within the co-segregation groups were observed between the two maps. Based on RFLP and SSR markers, 42 of the 131 co-segregation groups were assembled into 12 putative
Maximum Likelihood Estimation of Multivariate Polyserial and Polychoric Correlation Coefficients.
ERIC Educational Resources Information Center
Poon, Wai-Yin; Lee, Sik-Yum
1987-01-01
Reparameterization is used to find the maximum likelihood estimates of parameters in a multivariate model having some component variable observable only in polychotomous form. Maximum likelihood estimates are found by a Fletcher Powell algorithm. In addition, the partition maximum likelihood method is proposed and illustrated. (Author/GDC)
Maximum likelihood estimates of polar motion parameters
NASA Technical Reports Server (NTRS)
Wilson, Clark R.; Vicente, R. O.
1990-01-01
Two estimators developed by Jeffreys (1940, 1968) are described and used in conjunction with polar-motion data to determine the frequency (Fc) and quality factor (Qc) of the Chandler wobble. Data are taken from a monthly polar-motion series, satellite laser-ranging results, and optical astrometry and intercompared for use via interpolation techniques. Maximum likelihood arguments were employed to develop the estimators, and the assumption that polar motion relates to a Gaussian random process is assessed in terms of the accuracies of the estimators. The present results agree with those from Jeffreys' earlier study but are inconsistent with the later estimator; a Monte Carlo evaluation of the estimators confirms that the 1968 method is more accurate. The later estimator method shows good performance because the Fourier coefficients derived from the data have signal/noise levels that are superior to those for an individual datum. The method is shown to be valuable for general spectral-analysis problems in which isolated peaks must be analyzed from noisy data.
Likelihood Principle and Maximum Likelihood Estimator of Location Parameter for Cauchy Distribution.
1986-05-01
consistency (or strong consistency) of maximum likelihood estimator has been studied by many researchers, for example, Wald (1949), Wolfowitz (1953, 1965...20, 595-601. [25] Wolfowitz , J. (1953). The method of maximum likelihood and Wald theory of decision functions. Indag. Math., Vol. 15, 114-119. [26...Probability Letters Vol. 1, No. 3, 197-202. [24] Wald , A. (1949). Note on the consistency of maximum likelihood estimates. Ann. Math. Statist., Vol
Maximum likelihood estimation for life distributions with competing failure modes
NASA Technical Reports Server (NTRS)
Sidik, S. M.
1979-01-01
Systems which are placed on test at time zero, function for a period and die at some random time were studied. Failure may be due to one of several causes or modes. The parameters of the life distribution may depend upon the levels of various stress variables the item is subject to. Maximum likelihood estimation methods are discussed. Specific methods are reported for the smallest extreme-value distributions of life. Monte-Carlo results indicate the methods to be promising. Under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slight biased, and the asymptotic covariances are rapidly approached.
Efficient maximum likelihood parameterization of continuous-time Markov processes
McGibbon, Robert T.; Pande, Vijay S.
2015-01-01
Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce a maximum likelihood estimator for constructing such models from data observed at a finite time interval. This estimator is dramatically more efficient than prior approaches, enables the calculation of deterministic confidence intervals in all model parameters, and can easily enforce important physical constraints on the models such as detailed balance. We demonstrate and discuss the advantages of these models over existing discrete-time Markov models for the analysis of molecular dynamics simulations. PMID:26203016
Targeted Maximum Likelihood Estimation for Causal Inference in Observational Studies.
Schuler, Megan S; Rose, Sherri
2017-01-01
Estimation of causal effects using observational data continues to grow in popularity in the epidemiologic literature. While many applications of causal effect estimation use propensity score methods or G-computation, targeted maximum likelihood estimation (TMLE) is a well-established alternative method with desirable statistical properties. TMLE is a doubly robust maximum-likelihood-based approach that includes a secondary "targeting" step that optimizes the bias-variance tradeoff for the target parameter. Under standard causal assumptions, estimates can be interpreted as causal effects. Because TMLE has not been as widely implemented in epidemiologic research, we aim to provide an accessible presentation of TMLE for applied researchers. We give step-by-step instructions for using TMLE to estimate the average treatment effect in the context of an observational study. We discuss conceptual similarities and differences between TMLE and 2 common estimation approaches (G-computation and inverse probability weighting) and present findings on their relative performance using simulated data. Our simulation study compares methods under parametric regression misspecification; our results highlight TMLE's property of double robustness. Additionally, we discuss best practices for TMLE implementation, particularly the use of ensembled machine learning algorithms. Our simulation study demonstrates all methods using super learning, highlighting that incorporation of machine learning may outperform parametric regression in observational data settings.
Weibull distribution based on maximum likelihood with interval inspection data
NASA Technical Reports Server (NTRS)
Rheinfurth, M. H.
1985-01-01
The two Weibull parameters based upon the method of maximum likelihood are determined. The test data used were failures observed at inspection intervals. The application was the reliability analysis of the SSME oxidizer turbine blades.
Maximum Likelihood Factor Structure of the Family Environment Scale.
ERIC Educational Resources Information Center
Fowler, Patrick C.
1981-01-01
Presents the maximum likelihood factor structure of the Family Environment Scale. The first bipolar dimension, "cohesion v conflict," measures relationship-centered concerns, while the second unipolar dimension is an index of "organizational and control" activities. (Author)
Properties of maximum likelihood male fertility estimation in plant populations.
Morgan, M T
1998-01-01
Computer simulations are used to evaluate maximum likelihood methods for inferring male fertility in plant populations. The maximum likelihood method can provide substantial power to characterize male fertilities at the population level. Results emphasize, however, the importance of adequate experimental design and evaluation of fertility estimates, as well as limitations to inference (e.g., about the variance in male fertility or the correlation between fertility and phenotypic trait value) that can be reasonably drawn. PMID:9611217
Penalized maximum-likelihood image reconstruction for lesion detection
NASA Astrophysics Data System (ADS)
Qi, Jinyi; Huesman, Ronald H.
2006-08-01
Detecting cancerous lesions is one major application in emission tomography. In this paper, we study penalized maximum-likelihood image reconstruction for this important clinical task. Compared to analytical reconstruction methods, statistical approaches can improve the image quality by accurately modelling the photon detection process and measurement noise in imaging systems. To explore the full potential of penalized maximum-likelihood image reconstruction for lesion detection, we derived simplified theoretical expressions that allow fast evaluation of the detectability of a random lesion. The theoretical results are used to design the regularization parameters to improve lesion detectability. We conducted computer-based Monte Carlo simulations to compare the proposed penalty function, conventional penalty function, and a penalty function for isotropic point spread function. The lesion detectability is measured by a channelized Hotelling observer. The results show that the proposed penalty function outperforms the other penalty functions for lesion detection. The relative improvement is dependent on the size of the lesion. However, we found that the penalty function optimized for a 5 mm lesion still outperforms the other two penalty functions for detecting a 14 mm lesion. Therefore, it is feasible to use the penalty function designed for small lesions in image reconstruction, because detection of large lesions is relatively easy.
Investigating bias in maximum-likelihood quantum-state tomography
NASA Astrophysics Data System (ADS)
Silva, G. B.; Glancy, S.; Vasconcelos, H. M.
2017-02-01
Maximum-likelihood quantum-state tomography yields estimators that are consistent, provided that the likelihood model is correct, but the maximum-likelihood estimators may have bias for any finite data set. The bias of an estimator is the difference between the expected value of the estimate and the true value of the parameter being estimated. This paper investigates bias in the widely used maximum-likelihood quantum-state tomography. Our goal is to understand how the amount of bias depends on factors such as the purity of the true state, the number of measurements performed, and the number of different bases in which the system is measured. For this, we perform numerical experiments that simulate optical homodyne tomography of squeezed thermal states under various conditions, perform tomography, and estimate bias in the purity of the estimated state. We find that estimates of higher purity states exhibit considerable bias, such that the estimates have lower purities than the true states.
Bayesian and maximum likelihood estimation of hierarchical response time models
Farrell, Simon; Ludwig, Casimir
2008-01-01
Hierarchical (or multilevel) statistical models have become increasingly popular in psychology in the last few years. We consider the application of multilevel modeling to the ex-Gaussian, a popular model of response times. Single-level estimation is compared with hierarchical estimation of parameters of the ex-Gaussian distribution. Additionally, for each approach maximum likelihood (ML) estimation is compared with Bayesian estimation. A set of simulations and analyses of parameter recovery show that although all methods perform adequately well, hierarchical methods are better able to recover the parameters of the ex-Gaussian by reducing the variability in recovered parameters. At each level, little overall difference was observed between the ML and Bayesian methods. PMID:19001592
Assessing allelic dropout and genotype reliability using maximum likelihood.
Miller, Craig R; Joyce, Paul; Waits, Lisette P
2002-01-01
A growing number of population genetic studies utilize nuclear DNA microsatellite data from museum specimens and noninvasive sources. Genotyping errors are elevated in these low quantity DNA sources, potentially compromising the power and accuracy of the data. The most conservative method for addressing this problem is effective, but requires extensive replication of individual genotypes. In search of a more efficient method, we developed a maximum-likelihood approach that minimizes errors by estimating genotype reliability and strategically directing replication at loci most likely to harbor errors. The model assumes that false and contaminant alleles can be removed from the dataset and that the allelic dropout rate is even across loci. Simulations demonstrate that the proposed method marks a vast improvement in efficiency while maintaining accuracy. When allelic dropout rates are low (0-30%), the reduction in the number of PCR replicates is typically 40-50%. The model is robust to moderate violations of the even dropout rate assumption. For datasets that contain false and contaminant alleles, a replication strategy is proposed. Our current model addresses only allelic dropout, the most prevalent source of genotyping error. However, the developed likelihood framework can incorporate additional error-generating processes as they become more clearly understood. PMID:11805071
Semiparametric maximum likelihood for nonlinear regression with measurement errors.
Suh, Eun-Young; Schafer, Daniel W
2002-06-01
This article demonstrates semiparametric maximum likelihood estimation of a nonlinear growth model for fish lengths using imprecisely measured ages. Data on the species corvina reina, found in the Gulf of Nicoya, Costa Rica, consist of lengths and imprecise ages for 168 fish and precise ages for a subset of 16 fish. The statistical problem may therefore be classified as nonlinear errors-in-variables regression with internal validation data. Inferential techniques are based on ideas extracted from several previous works on semiparametric maximum likelihood for errors-in-variables problems. The illustration of the example clarifies practical aspects of the associated computational, inferential, and data analytic techniques.
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.
Parameter estimation in X-ray astronomy using maximum likelihood
NASA Technical Reports Server (NTRS)
Wachter, K.; Leach, R.; Kellogg, E.
1979-01-01
Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.
Maximum-likelihood estimation of recent shared ancestry (ERSA)
Huff, Chad D.; Witherspoon, David J.; Simonson, Tatum S.; Xing, Jinchuan; Watkins, W. Scott; Zhang, Yuhua; Tuohy, Therese M.; Neklason, Deborah W.; Burt, Randall W.; Guthery, Stephen L.; Woodward, Scott R.; Jorde, Lynn B.
2011-01-01
Accurate estimation of recent shared ancestry is important for genetics, evolution, medicine, conservation biology, and forensics. Established methods estimate kinship accurately for first-degree through third-degree relatives. We demonstrate that chromosomal segments shared by two individuals due to identity by descent (IBD) provide much additional information about shared ancestry. We developed a maximum-likelihood method for the estimation of recent shared ancestry (ERSA) from the number and lengths of IBD segments derived from high-density SNP or whole-genome sequence data. We used ERSA to estimate relationships from SNP genotypes in 169 individuals from three large, well-defined human pedigrees. ERSA is accurate to within one degree of relationship for 97% of first-degree through fifth-degree relatives and 80% of sixth-degree and seventh-degree relatives. We demonstrate that ERSA's statistical power approaches the maximum theoretical limit imposed by the fact that distant relatives frequently share no DNA through a common ancestor. ERSA greatly expands the range of relationships that can be estimated from genetic data and is implemented in a freely available software package. PMID:21324875
Maximum Likelihood Detection of Electro-Optic Moving Targets
1992-01-16
The description of a maximum likelihood algorithm to detect moving targets in electro - optic data is presented. The algorithm is based on processing...optimum algorithm to determine the performance loss. A processing architecture concept is also described. Electro - optic sensor, detection, infrared sensor, moving target, binary integration, velocity filter.
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…
Cases In Which Ancestral Maximum Likelihood Will Be Confusingly Misleading.
Handelman, Tomer; Chor, Benny
2017-03-02
Ancestral maximum likelihood (AML) is a phylogenetic tree reconstruction criteria that "lies between" maximum parsimony (MP) and maximum likelihood (ML). ML has long been known to be statistically consistent. On the other hand, Felsenstein (1978) showed that MP is statistically inconsistent, and even positively misleading: There are cases where the parsimony criteria, applied to data generated according to one tree topology, will be optimized on a different tree topology. The question of weather AML is statistically consistent or not has been open for a long time. Mosel, Roch, and Steel (2009) have shown that AML can "shrink" short tree edges, resulting in a star tree with no internal resolution, which yields a better AML score than the original (resolved) model. This result implies that AML is statistically inconsistent, but not that it is positively misleading, because the star tree is compatible with any other topology. We show that AML is confusingly misleading: For some simple, four taxa (resolved) tree, the ancestral likelihood optimization criteria is maximized on an incorrect (resolved) tree topology, as well as on a star tree (both with specific edge lengths), while the tree with the original, correct topology, has strictly lower ancestral likelihood. Interestingly, the two short edges in the incorrect, resolved tree topology are of length zero, and are not adjacent, so this resolved tree is in fact a simple path. While for MP, the underlying phenomenon can be described as long edge attraction, it turns out that here we have long edge repulsion.
Nonparametric maximum likelihood estimation for the multisample Wicksell corpuscle problem
Chan, Kwun Chuen Gary; Qin, Jing
2016-01-01
We study nonparametric maximum likelihood estimation for the distribution of spherical radii using samples containing a mixture of one-dimensional, two-dimensional biased and three-dimensional unbiased observations. Since direct maximization of the likelihood function is intractable, we propose an expectation-maximization algorithm for implementing the estimator, which handles an indirect measurement problem and a sampling bias problem separately in the E- and M-steps, and circumvents the need to solve an Abel-type integral equation, which creates numerical instability in the one-sample problem. Extensions to ellipsoids are studied and connections to multiplicative censoring are discussed. PMID:27279657
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…
A maximum-likelihood estimation of pairwise relatedness for autopolyploids
Huang, K; Guo, S T; Shattuck, M R; Chen, S T; Qi, X G; Zhang, P; Li, B G
2015-01-01
Relatedness between individuals is central to ecological genetics. Multiple methods are available to quantify relatedness from molecular data, including method-of-moment and maximum-likelihood estimators. We describe a maximum-likelihood estimator for autopolyploids, and quantify its statistical performance under a range of biologically relevant conditions. The statistical performances of five additional polyploid estimators of relatedness were also quantified under identical conditions. When comparing truncated estimators, the maximum-likelihood estimator exhibited lower root mean square error under some conditions and was more biased for non-relatives, especially when the number of alleles per loci was low. However, even under these conditions, this bias was reduced to be statistically insignificant with more robust genetic sampling. We also considered ambiguity in polyploid heterozygote genotyping and developed a weighting methodology for candidate genotypes. The statistical performances of three polyploid estimators under both ideal and actual conditions (including inbreeding and double reduction) were compared. The software package POLYRELATEDNESS is available to perform this estimation and supports a maximum ploidy of eight. PMID:25370210
Maximum likelihood pedigree reconstruction using integer linear programming.
Cussens, James; Bartlett, Mark; Jones, Elinor M; Sheehan, Nuala A
2013-01-01
Large population biobanks of unrelated individuals have been highly successful in detecting common genetic variants affecting diseases of public health concern. However, they lack the statistical power to detect more modest gene-gene and gene-environment interaction effects or the effects of rare variants for which related individuals are ideally required. In reality, most large population studies will undoubtedly contain sets of undeclared relatives, or pedigrees. Although a crude measure of relatedness might sometimes suffice, having a good estimate of the true pedigree would be much more informative if this could be obtained efficiently. Relatives are more likely to share longer haplotypes around disease susceptibility loci and are hence biologically more informative for rare variants than unrelated cases and controls. Distant relatives are arguably more useful for detecting variants with small effects because they are less likely to share masking environmental effects. Moreover, the identification of relatives enables appropriate adjustments of statistical analyses that typically assume unrelatedness. We propose to exploit an integer linear programming optimisation approach to pedigree learning, which is adapted to find valid pedigrees by imposing appropriate constraints. Our method is not restricted to small pedigrees and is guaranteed to return a maximum likelihood pedigree. With additional constraints, we can also search for multiple high-probability pedigrees and thus account for the inherent uncertainty in any particular pedigree reconstruction. The true pedigree is found very quickly by comparison with other methods when all individuals are observed. Extensions to more complex problems seem feasible.
Correcting for sequencing error in maximum likelihood phylogeny inference.
Kuhner, Mary K; McGill, James
2014-11-04
Accurate phylogenies are critical to taxonomy as well as studies of speciation processes and other evolutionary patterns. Accurate branch lengths in phylogenies are critical for dating and rate measurements. Such accuracy may be jeopardized by unacknowledged sequencing error. We use simulated data to test a correction for DNA sequencing error in maximum likelihood phylogeny inference. Over a wide range of data polymorphism and true error rate, we found that correcting for sequencing error improves recovery of the branch lengths, even if the assumed error rate is up to twice the true error rate. Low error rates have little effect on recovery of the topology. When error is high, correction improves topological inference; however, when error is extremely high, using an assumed error rate greater than the true error rate leads to poor recovery of both topology and branch lengths. The error correction approach tested here was proposed in 2004 but has not been widely used, perhaps because researchers do not want to commit to an estimate of the error rate. This study shows that correction with an approximate error rate is generally preferable to ignoring the issue.
Maximum likelihood techniques applied to quasi-elastic light scattering
NASA Technical Reports Server (NTRS)
Edwards, Robert V.
1992-01-01
There is a necessity of having an automatic procedure for reliable estimation of the quality of the measurement of particle size from QELS (Quasi-Elastic Light Scattering). Getting the measurement itself, before any error estimates can be made, is a problem because it is obtained by a very indirect measurement of a signal derived from the motion of particles in the system and requires the solution of an inverse problem. The eigenvalue structure of the transform that generates the signal is such that an arbitrarily small amount of noise can obliterate parts of any practical inversion spectrum. This project uses the Maximum Likelihood Estimation (MLE) as a framework to generate a theory and a functioning set of software to oversee the measurement process and extract the particle size information, while at the same time providing error estimates for those measurements. The theory involved verifying a correct form of the covariance matrix for the noise on the measurement and then estimating particle size parameters using a modified histogram approach.
Skewness for Maximum Likelihood Estimators of the Negative Binomial Distribution
Bowman, Kimiko o
2007-01-01
The probability generating function of one version of the negative binomial distribution being (p + 1 - pt){sup -k}, we study elements of the Hessian and in particular Fisher's discovery of a series form for the variance of k, the maximum likelihood estimator, and also for the determinant of the Hessian. There is a link with the Psi function and its derivatives. Basic algebra is excessively complicated and a Maple code implementation is an important task in the solution process. Low order maximum likelihood moments are given and also Fisher's examples relating to data associated with ticks on sheep. Efficiency of moment estimators is mentioned, including the concept of joint efficiency. In an Addendum we give an interesting formula for the difference of two Psi functions.
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.
Maximum Marginal Likelihood Estimation for Semiparametric Item Analysis.
ERIC Educational Resources Information Center
Ramsay, J. O.; Winsberg, S.
1991-01-01
A method is presented for estimating the item characteristic curve (ICC) using polynomial regression splines. Estimation of spline ICCs is described by maximizing the marginal likelihood formed by integrating ability over a beta prior distribution. Simulation results compare this approach with the joint estimation of ability and item parameters.…
Gaussian maximum likelihood and contextual classification algorithms for multicrop classification
NASA Technical Reports Server (NTRS)
Di Zenzo, Silvano; Bernstein, Ralph; Kolsky, Harwood G.; Degloria, Stephen D.
1987-01-01
The paper reviews some of the ways in which context has been handled in the remote-sensing literature, and additional possibilities are introduced. The problem of computing exhaustive and normalized class-membership probabilities from the likelihoods provided by the Gaussian maximum likelihood classifier (to be used as initial probability estimates to start relaxation) is discussed. An efficient implementation of probabilistic relaxation is proposed, suiting the needs of actual remote-sensing applications. A modified fuzzy-relaxation algorithm using generalized operations between fuzzy sets is presented. Combined use of the two relaxation algorithms is proposed to exploit context in multispectral classification of remotely sensed data. Results on both one artificially created image and one MSS data set are reported.
Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation
NASA Astrophysics Data System (ADS)
Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.
2015-11-01
We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.
A 3D approximate maximum likelihood localization solver
2016-09-23
A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with acoustic transmitters and vocalizing marine mammals to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives and support Marine Renewable Energy. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
Maximum-likelihood analysis of the COBE angular correlation function
NASA Technical Reports Server (NTRS)
Seljak, Uros; Bertschinger, Edmund
1993-01-01
We have used maximum-likelihood estimation to determine the quadrupole amplitude Q(sub rms-PS) and the spectral index n of the density fluctuation power spectrum at recombination from the COBE DMR data. We find a strong correlation between the two parameters of the form Q(sub rms-PS) = (15.7 +/- 2.6) exp (0.46(1 - n)) microK for fixed n. Our result is slightly smaller than and has a smaller statistical uncertainty than the 1992 estimate of Smoot et al.
Maximum likelihood tuning of a vehicle motion filter
NASA Technical Reports Server (NTRS)
Trankle, Thomas L.; Rabin, Uri H.
1990-01-01
This paper describes the use of maximum likelihood parameter estimation unknown parameters appearing in a nonlinear vehicle motion filter. The filter uses the kinematic equations of motion of a rigid body in motion over a spherical earth. The nine states of the filter represent vehicle velocity, attitude, and position. The inputs to the filter are three components of translational acceleration and three components of angular rate. Measurements used to update states include air data, altitude, position, and attitude. Expressions are derived for the elements of filter matrices needed to use air data in a body-fixed frame with filter states expressed in a geographic frame. An expression for the likelihood functions of the data is given, along with accurate approximations for the function's gradient and Hessian with respect to unknown parameters. These are used by a numerical quasi-Newton algorithm for maximizing the likelihood function of the data in order to estimate the unknown parameters. The parameter estimation algorithm is useful for processing data from aircraft flight tests or for tuning inertial navigation systems.
Maximum-likelihood methods in wavefront sensing: stochastic models and likelihood functions
NASA Astrophysics Data System (ADS)
Barrett, Harrison H.; Dainty, Christopher; Lara, David
2007-02-01
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.
Spackman, K. A.
1991-01-01
This paper presents maximum likelihood back-propagation (ML-BP), an approach to training neural networks. The widely reported original approach uses least squares back-propagation (LS-BP), minimizing the sum of squared errors (SSE). Unfortunately, least squares estimation does not give a maximum likelihood (ML) estimate of the weights in the network. Logistic regression, on the other hand, gives ML estimates for single layer linear models only. This report describes how to obtain ML estimates of the weights in a multi-layer model, and compares LS-BP to ML-BP using several examples. It shows that in many neural networks, least squares estimation gives inferior results and should be abandoned in favor of maximum likelihood estimation. Questions remain about the potential uses of multi-level connectionist models in such areas as diagnostic systems and risk-stratification in outcomes research. PMID:1807606
Maximum Likelihood Estimation for Multiple Camera Target Tracking on Grassmann Tangent Subspace.
Amini-Omam, Mojtaba; Torkamani-Azar, Farah; Ghorashi, Seyed Ali
2016-11-15
In this paper, we introduce a likelihood model for tracking the location of object in multiple view systems. Our proposed model transforms conventional nonlinear Euclidean estimation model to an estimation model based on the manifold tangent subspace. In this paper, we show that by decomposition of input noise into two parts and description of model by exponential map, real observations in the Euclidean geometry can be transformed to the manifold tangent subspace. Moreover, by obtained tangent subspace likelihood function, we propose two iterative and noniterative maximum likelihood estimation approaches which numerical results show their good performance.
Pattern recognition using maximum likelihood estimation and orthogonal subspace projection
NASA Astrophysics Data System (ADS)
Islam, M. M.; Alam, M. S.
2006-08-01
Hyperspectral sensor imagery (HSI) is a relatively new area of research, however, it is extensively being used in geology, agriculture, defense, intelligence and law enforcement applications. Much of the current research focuses on the object detection with low false alarm rate. Over the past several years, many object detection algorithms have been developed which include linear detector, quadratic detector, adaptive matched filter etc. In those methods the available data cube was directly used to determine the background mean and the covariance matrix, assuming that the number of object pixels is low compared to that of the data pixels. In this paper, we have used the orthogonal subspace projection (OSP) technique to find the background matrix from the given image data. Our algorithm consists of three parts. In the first part, we have calculated the background matrix using the OSP technique. In the second part, we have determined the maximum likelihood estimates of the parameters. Finally, we have considered the likelihood ratio, commonly known as the Neyman Pearson quadratic detector, to recognize the objects. The proposed technique has been investigated via computer simulation where excellent performance has been observed.
Evaluating maximum likelihood estimation methods to determine the hurst coefficients
NASA Astrophysics Data System (ADS)
Kendziorski, C. M.; Bassingthwaighte, J. B.; Tonellato, P. J.
1999-12-01
A maximum likelihood estimation method implemented in S-PLUS ( S-MLE) to estimate the Hurst coefficient ( H) is evaluated. The Hurst coefficient, with 0.5< H<1, characterizes long memory time series by quantifying the rate of decay of the autocorrelation function. S-MLE was developed to estimate H for fractionally differenced (fd) processes. However, in practice it is difficult to distinguish between fd processes and fractional Gaussian noise (fGn) processes. Thus, the method is evaluated for estimating H for both fd and fGn processes. S-MLE gave biased results of H for fGn processes of any length and for fd processes of lengths less than 2 10. A modified method is proposed to correct for this bias. It gives reliable estimates of H for both fd and fGn processes of length greater than or equal to 2 11.
Maximum-Likelihood Continuity Mapping (MALCOM): An Alternative to HMMs
Nix, D.A.; Hogden, J.E.
1998-12-01
The authors describe Maximum-Likelihood Continuity Mapping (MALCOM) as an alternative to hidden Markov models (HMMs) for processing sequence data such as speech. While HMMs have a discrete ''hidden'' space constrained by a fixed finite-automata architecture, MALCOM has a continuous hidden space (a continuity map) that is constrained only by a smoothness requirement on paths through the space. MALCOM fits into the same probabilistic framework for speech recognition as HMMs, but it represents a far more realistic model of the speech production process. The authors support this claim by generating continuity maps for three speakers and using the resulting MALCOM paths to predict measured speech articulator data. The correlations between the MALCOM paths (obtained from only the speech acoustics) and the actual articulator movements average 0.77 on an independent test set not used to train MALCOM nor the predictor. On average, this unsupervised model achieves 92% of performance obtained using the corresponding supervised method.
Maximum Likelihood Analysis of Low Energy CDMS II Germanium Data
Agnese, R.
2015-03-30
We report on the results of a search for a Weakly Interacting Massive Particle (WIMP) signal in low-energy data of the Cryogenic Dark Matter Search experiment using a maximum likelihood analysis. A background model is constructed using GEANT4 to simulate the surface-event background from Pb210decay-chain events, while using independent calibration data to model the gamma background. Fitting this background model to the data results in no statistically significant WIMP component. In addition, we also perform fits using an analytic ad hoc background model proposed by Collar and Fields, who claimed to find a large excess of signal-like events in our data. Finally, we confirm the strong preference for a signal hypothesis in their analysis under these assumptions, but excesses are observed in both single- and multiple-scatter events, which implies the signal is not caused by WIMPs, but rather reflects the inadequacy of their background model.
Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions.
Park, Yongseok; Taylor, Jeremy M G; Kalbfleisch, John D
2012-06-01
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.
Maximum likelihood: Extracting unbiased information from complex networks
NASA Astrophysics Data System (ADS)
Garlaschelli, Diego; Loffredo, Maria I.
2008-07-01
The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the maximum likelihood (ML) principle indicates a unique, statistically rigorous parameter choice, associated with a well-defined topological feature. We then find that, if the ML condition is incompatible with the built-in parameter choice, network models turn out to be intrinsically ill defined or biased. To overcome this problem, we construct a class of safely unbiased models. We also propose an extension of these results that leads to the fascinating possibility to extract, only from topological data, the “hidden variables” underlying network organization, making them “no longer hidden.” We test our method on World Trade Web data, where we recover the empirical gross domestic product using only topological information.
Design of simplified maximum-likelihood receivers for multiuser CPM systems.
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.
An Alternative Estimator for the Maximum Likelihood Estimator for the Two Extreme Response Patterns.
ERIC Educational Resources Information Center
Samejima, Fumiko
In the methods and approaches developed for estimating the operating characteristics of the discrete item responses, the maximum likelihood estimate of the examinee based upon the "Old Test" has an important role. When Old Test does not provide a sufficient amount of test information for the upper and lower part of the ability interval,…
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…
Tong, Wenxu; Wei, Ying; Murga, Leonel F; Ondrechen, Mary Jo; Williams, Ronald J
2009-01-01
A new monotonicity-constrained maximum likelihood approach, called Partial Order Optimum Likelihood (POOL), is presented and applied to the problem of functional site prediction in protein 3D structures, an important current challenge in genomics. The input consists of electrostatic and geometric properties derived from the 3D structure of the query protein alone. Sequence-based conservation information, where available, may also be incorporated. Electrostatics features from THEMATICS are combined with multidimensional isotonic regression to form maximum likelihood estimates of probabilities that specific residues belong to an active site. This allows likelihood ranking of all ionizable residues in a given protein based on THEMATICS features. The corresponding ROC curves and statistical significance tests demonstrate that this method outperforms prior THEMATICS-based methods, which in turn have been shown previously to outperform other 3D-structure-based methods for identifying active site residues. Then it is shown that the addition of one simple geometric property, the size rank of the cleft in which a given residue is contained, yields improved performance. Extension of the method to include predictions of non-ionizable residues is achieved through the introduction of environment variables. This extension results in even better performance than THEMATICS alone and constitutes to date the best functional site predictor based on 3D structure only, achieving nearly the same level of performance as methods that use both 3D structure and sequence alignment data. Finally, the method also easily incorporates such sequence alignment data, and when this information is included, the resulting method is shown to outperform the best current methods using any combination of sequence alignments and 3D structures. Included is an analysis demonstrating that when THEMATICS features, cleft size rank, and alignment-based conservation scores are used individually or in combination
Maximum likelihood estimation in meta-analytic structural equation modeling.
Oort, Frans J; Jak, Suzanne
2016-06-01
Meta-analytic structural equation modeling (MASEM) involves fitting models to a common population correlation matrix that is estimated on the basis of correlation coefficients that are reported by a number of independent studies. MASEM typically consist of two stages. The method that has been found to perform best in terms of statistical properties is the two-stage structural equation modeling, in which maximum likelihood analysis is used to estimate the common correlation matrix in the first stage, and weighted least squares analysis is used to fit structural equation models to the common correlation matrix in the second stage. In the present paper, we propose an alternative method, ML MASEM, that uses ML estimation throughout. In a simulation study, we use both methods and compare chi-square distributions, bias in parameter estimates, false positive rates, and true positive rates. Both methods appear to yield unbiased parameter estimates and false and true positive rates that are close to the expected values. ML MASEM parameter estimates are found to be significantly less bias than two-stage structural equation modeling estimates, but the differences are very small. The choice between the two methods may therefore be based on other fundamental or practical arguments. Copyright © 2016 John Wiley & Sons, Ltd.
Maximum Likelihood Analysis of Low Energy CDMS II Germanium Data
Agnese, R.
2015-03-30
We report on the results of a search for a Weakly Interacting Massive Particle (WIMP) signal in low-energy data of the Cryogenic Dark Matter Search experiment using a maximum likelihood analysis. A background model is constructed using GEANT4 to simulate the surface-event background from Pb210decay-chain events, while using independent calibration data to model the gamma background. Fitting this background model to the data results in no statistically significant WIMP component. In addition, we also perform fits using an analytic ad hoc background model proposed by Collar and Fields, who claimed to find a large excess of signal-like events in ourmore » data. Finally, we confirm the strong preference for a signal hypothesis in their analysis under these assumptions, but excesses are observed in both single- and multiple-scatter events, which implies the signal is not caused by WIMPs, but rather reflects the inadequacy of their background model.« less
Single particle maximum likelihood reconstruction from superresolution microscopy images.
Verdier, Timothée; Gunzenhauser, Julia; Manley, Suliana; Castelnovo, Martin
2017-01-01
Point localization superresolution microscopy enables fluorescently tagged molecules to be imaged beyond the optical diffraction limit, reaching single molecule localization precisions down to a few nanometers. For small objects whose sizes are few times this precision, localization uncertainty prevents the straightforward extraction of a structural model from the reconstructed images. We demonstrate in the present work that this limitation can be overcome at the single particle level, requiring no particle averaging, by using a maximum likelihood reconstruction (MLR) method perfectly suited to the stochastic nature of such superresolution imaging. We validate this method by extracting structural information from both simulated and experimental PALM data of immature virus-like particles of the Human Immunodeficiency Virus (HIV-1). MLR allows us to measure the radii of individual viruses with precision of a few nanometers and confirms the incomplete closure of the viral protein lattice. The quantitative results of our analysis are consistent with previous cryoelectron microscopy characterizations. Our study establishes the framework for a method that can be broadly applied to PALM data to determine the structural parameters for an existing structural model, and is particularly well suited to heterogeneous features due to its single particle implementation.
Maximum likelihood estimation for cytogenetic dose-response curves
Frome, E.L.; DuFrain, R.J.
1986-03-01
In vitro dose-response curves are used to describe the relation between chromosome aberrations and radiation dose for human lymphocytes. The lymphocytes are exposed to low-LET radiation, and the resulting dicentric chromosome aberrations follow the Poisson distribution. The expected yield depends on both the magnitude and the temporal distribution of the dose. A general dose-response model that describes this relation has been presented by Kellerer and Rossi (1972, Current Topics on Radiation Research Quarterly 8, 85-158; 1978, Radiation Research 75, 471-488) using the theory of dual radiation action. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting dose-time-response models are intrinsically nonlinear in the parameters. A general-purpose maximum likelihood estimation procedure is described, and estimation for the nonlinear models is illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.
Nonparametric maximum likelihood estimation of probability densities by penalty function methods
NASA Technical Reports Server (NTRS)
Demontricher, G. F.; Tapia, R. A.; Thompson, J. R.
1974-01-01
When it is known a priori exactly to which finite dimensional manifold the probability density function gives rise to a set of samples, the parametric maximum likelihood estimation procedure leads to poor estimates and is unstable; while the nonparametric maximum likelihood procedure is undefined. A very general theory of maximum penalized likelihood estimation which should avoid many of these difficulties is presented. It is demonstrated that each reproducing kernel Hilbert space leads, in a very natural way, to a maximum penalized likelihood estimator and that a well-known class of reproducing kernel Hilbert spaces gives polynomial splines as the nonparametric maximum penalized likelihood estimates.
Maximum-likelihood estimation of haplotype frequencies in nuclear families.
Becker, Tim; Knapp, Michael
2004-07-01
The importance of haplotype analysis in the context of association fine mapping of disease genes has grown steadily over the last years. Since experimental methods to determine haplotypes on a large scale are not available, phase has to be inferred statistically. For individual genotype data, several reconstruction techniques and many implementations of the expectation-maximization (EM) algorithm for haplotype frequency estimation exist. Recent research work has shown that incorporating available genotype information of related individuals largely increases the precision of haplotype frequency estimates. We, therefore, implemented a highly flexible program written in C, called FAMHAP, which calculates maximum likelihood estimates (MLEs) of haplotype frequencies from general nuclear families with an arbitrary number of children via the EM-algorithm for up to 20 SNPs. For more loci, we have implemented a locus-iterative mode of the EM-algorithm, which gives reliable approximations of the MLEs for up to 63 SNP loci, or less when multi-allelic markers are incorporated into the analysis. Missing genotypes can be handled as well. The program is able to distinguish cases (haplotypes transmitted to the first affected child of a family) from pseudo-controls (non-transmitted haplotypes with respect to the child). We tested the performance of FAMHAP and the accuracy of the obtained haplotype frequencies on a variety of simulated data sets. The implementation proved to work well when many markers were considered and no significant differences between the estimates obtained with the usual EM-algorithm and those obtained in its locus-iterative mode were observed. We conclude from the simulations that the accuracy of haplotype frequency estimation and reconstruction in nuclear families is very reliable in general and robust against missing genotypes.
The numerical evaluation of the maximum-likelihood estimate of a subset of mixture proportions
NASA Technical Reports Server (NTRS)
Peters, B. C., Jr.; Walker, H. F.
1976-01-01
Necessary and sufficient conditions are given for a maximum likelihood estimate of a subset of mixture proportions. From these conditions, likelihood equations are derived satisfied by the maximum-likelihood estimate and a successive-approximations procedure is discussed as suggested by equations for numerically evaluating the maximum-likelihood estimate. It is shown that, with probability one for large samples, this procedure converges locally to the maximum-likelihood estimate whenever a certain step-size lies between zero and two. Furthermore, optimal rates of local convergence are obtained for a step-size which is bounded below by a number between one and two.
The Multi-Mission Maximum Likelihood Framework (3ML)
NASA Astrophysics Data System (ADS)
Burgess, J. M.; Vianello, G.
2016-10-01
We introduce a new tool for multi-messenger astronomy capable of fitting data from multiple instruments properly via the use of independent likelihood plugins. 3ML represents a step forward in spectral and spatial analysis across all wavelengths.
Maximum-likelihood estimation of admixture proportions from genetic data.
Wang, Jinliang
2003-01-01
For an admixed population, an important question is how much genetic contribution comes from each parental population. Several methods have been developed to estimate such admixture proportions, using data on genetic markers sampled from parental and admixed populations. In this study, I propose a likelihood method to estimate jointly the admixture proportions, the genetic drift that occurred to the admixed population and each parental population during the period between the hybridization and sampling events, and the genetic drift in each ancestral population within the interval between their split and hybridization. The results from extensive simulations using various combinations of relevant parameter values show that in general much more accurate and precise estimates of admixture proportions are obtained from the likelihood method than from previous methods. The likelihood method also yields reasonable estimates of genetic drift that occurred to each population, which translate into relative effective sizes (N(e)) or absolute average N(e)'s if the times when the relevant events (such as population split, admixture, and sampling) occurred are known. The proposed likelihood method also has features such as relatively low computational requirement compared with previous ones, flexibility for admixture models, and marker types. In particular, it allows for missing data from a contributing parental population. The method is applied to a human data set and a wolflike canids data set, and the results obtained are discussed in comparison with those from other estimators and from previous studies. PMID:12807794
NASA Technical Reports Server (NTRS)
Kelly, D. A.; Fermelia, A.; Lee, G. K. F.
1990-01-01
An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.
Chen, Rui; Hyrien, Ollivier
2011-01-01
This article deals with quasi- and pseudo-likelihood estimation in a class of continuous-time multi-type Markov branching processes observed at discrete points in time. “Conventional” and conditional estimation are discussed for both approaches. We compare their properties and identify situations where they lead to asymptotically equivalent estimators. Both approaches possess robustness properties, and coincide with maximum likelihood estimation in some cases. Quasi-likelihood functions involving only linear combinations of the data may be unable to estimate all model parameters. Remedial measures exist, including the resort either to non-linear functions of the data or to conditioning the moments on appropriate sigma-algebras. The method of pseudo-likelihood may also resolve this issue. We investigate the properties of these approaches in three examples: the pure birth process, the linear birth-and-death process, and a two-type process that generalizes the previous two examples. Simulations studies are conducted to evaluate performance in finite samples. PMID:21552356
Maximum likelihood estimation for periodic autoregressive moving average models
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.
Maximum likelihood density modification by pattern recognition of structural motifs
Terwilliger, Thomas C.
2004-04-13
An electron density for a crystallographic structure having protein regions and solvent regions is improved by maximizing the log likelihood of a set of structures factors {F.sub.h } using a local log-likelihood function: (x)+p(.rho.(x).vertline.SOLV)p.sub.SOLV (x)+p(.rho.(x).vertline.H)p.sub.H (x)], where p.sub.PROT (x) is the probability that x is in the protein region, p(.rho.(x).vertline.PROT) is the conditional probability for .rho.(x) given that x is in the protein region, and p.sub.SOLV (x) and p(.rho.(x).vertline.SOLV) are the corresponding quantities for the solvent region, p.sub.H (x) refers to the probability that there is a structural motif at a known location, with a known orientation, in the vicinity of the point x; and p(.rho.(x).vertline.H) is the probability distribution for electron density at this point given that the structural motif actually is present. One appropriate structural motif is a helical structure within the crystallographic structure.
On the existence of maximum likelihood estimates for presence-only data
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.
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…
The recursive maximum likelihood proportion estimator: User's guide and test results
NASA Technical Reports Server (NTRS)
Vanrooy, D. L.
1976-01-01
Implementation of the recursive maximum likelihood proportion estimator is described. A user's guide to programs as they currently exist on the IBM 360/67 at LARS, Purdue is included, and test results on LANDSAT data are described. On Hill County data, the algorithm yields results comparable to the standard maximum likelihood proportion estimator.
Digital combining-weight estimation for broadband sources using maximum-likelihood estimates
NASA Technical Reports Server (NTRS)
Rodemich, E. R.; Vilnrotter, V. A.
1994-01-01
An algorithm described for estimating the optimum combining weights for the Ka-band (33.7-GHz) array feed compensation system is compared with the maximum-likelihood estimate. This provides some improvement in performance, with an increase in computational complexity. However, the maximum-likelihood algorithm is simple enough to allow implementation on a PC-based combining system.
Maximum Likelihood Estimations and EM Algorithms with Length-biased Data
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
Pražnikar, Jure; Turk, Dušan
2014-12-01
The maximum-likelihood free-kick target, which calculates model error estimates from the work set and a randomly displaced model, proved superior in the accuracy and consistency of refinement of crystal structures compared with the maximum-likelihood cross-validation target, which calculates error estimates from the test set and the unperturbed model. The refinement of a molecular model is a computational procedure by which the atomic model is fitted to the diffraction data. The commonly used target in the refinement of macromolecular structures is the maximum-likelihood (ML) function, which relies on the assessment of model errors. The current ML functions rely on cross-validation. They utilize phase-error estimates that are calculated from a small fraction of diffraction data, called the test set, that are not used to fit the model. An approach has been developed that uses the work set to calculate the phase-error estimates in the ML refinement from simulating the model errors via the random displacement of atomic coordinates. It is called ML free-kick refinement as it uses the ML formulation of the target function and is based on the idea of freeing the model from the model bias imposed by the chemical energy restraints used in refinement. This approach for the calculation of error estimates is superior to the cross-validation approach: it reduces the phase error and increases the accuracy of molecular models, is more robust, provides clearer maps and may use a smaller portion of data for the test set for the calculation of R{sub free} or may leave it out completely.
Maximum likelihood positioning and energy correction for scintillation detectors.
Lerche, Christoph W; Salomon, André; Goldschmidt, Benjamin; Lodomez, Sarah; Weissler, Björn; Solf, Torsten
2016-02-21
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.
Houle, D; Meyer, K
2015-08-01
We explore the estimation of uncertainty in evolutionary parameters using a recently devised approach for resampling entire additive genetic variance-covariance matrices (G). Large-sample theory shows that maximum-likelihood estimates (including restricted maximum likelihood, REML) asymptotically have a multivariate normal distribution, with covariance matrix derived from the inverse of the information matrix, and mean equal to the estimated G. This suggests that sampling estimates of G from this distribution can be used to assess the variability of estimates of G, and of functions of G. We refer to this as the REML-MVN method. This has been implemented in the mixed-model program WOMBAT. Estimates of sampling variances from REML-MVN were compared to those from the parametric bootstrap and from a Bayesian Markov chain Monte Carlo (MCMC) approach (implemented in the R package MCMCglmm). We apply each approach to evolvability statistics previously estimated for a large, 20-dimensional data set for Drosophila wings. REML-MVN and MCMC sampling variances are close to those estimated with the parametric bootstrap. Both slightly underestimate the error in the best-estimated aspects of the G matrix. REML analysis supports the previous conclusion that the G matrix for this population is full rank. REML-MVN is computationally very efficient, making it an attractive alternative to both data resampling and MCMC approaches to assessing confidence in parameters of evolutionary interest.
Gyro-based Maximum-Likelihood Thruster Fault Detection and Identification
NASA Technical Reports Server (NTRS)
Wilson, Edward; Lages, Chris; Mah, Robert; Clancy, Daniel (Technical Monitor)
2002-01-01
When building smaller, less expensive spacecraft, there is a need for intelligent fault tolerance vs. increased hardware redundancy. If fault tolerance can be achieved using existing navigation sensors, cost and vehicle complexity can be reduced. A maximum likelihood-based approach to thruster fault detection and identification (FDI) for spacecraft is developed here and applied in simulation to the X-38 space vehicle. The system uses only gyro signals to detect and identify hard, abrupt, single and multiple jet on- and off-failures. Faults are detected within one second and identified within one to five accords,
Binomial and Poisson Mixtures, Maximum Likelihood, and Maple Code
Bowman, Kimiko o; Shenton, LR
2006-01-01
The bias, variance, and skewness of maximum likelihoood estimators are considered for binomial and Poisson mixture distributions. The moments considered are asymptotic, and they are assessed using the Maple code. Question of existence of solutions and Karl Pearson's study are mentioned, along with the problems of valid sample space. Large samples to reduce variances are not unusual; this also applies to the size of the asymptotic skewness.
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.
Speech processing using conditional observable maximum likelihood continuity mapping
Hogden, John; Nix, David
2004-01-13
A computer implemented method enables the recognition of speech and speech characteristics. Parameters are initialized of first probability density functions that map between the symbols in the vocabulary of one or more sequences of speech codes that represent speech sounds and a continuity map. Parameters are also initialized of second probability density functions that map between the elements in the vocabulary of one or more desired sequences of speech transcription symbols and the continuity map. The parameters of the probability density functions are then trained to maximize the probabilities of the desired sequences of speech-transcription symbols. A new sequence of speech codes is then input to the continuity map having the trained first and second probability function parameters. A smooth path is identified on the continuity map that has the maximum probability for the new sequence of speech codes. The probability of each speech transcription symbol for each input speech code can then be output.
On the use of maximum likelihood estimation for the assembly of Space Station Freedom
NASA Astrophysics Data System (ADS)
Taylor, Lawrence W., Jr.; Ramakrishnan, Jayant
Distributed parameter models of the Solar Array Flight Experiment, the Mini-MAST truss, and Space Station Freedom assembly are discussed. The distributed parameter approach takes advantage of (1) the relatively small number of model parameters associated with partial differential equation models of structural dynamics, (2) maximum-likelihood estimation using both prelaunch and on-orbit test data, (3) the inclusion of control system dynamics in the same equations, and (4) the incremental growth of the structural configurations. Maximum-likelihood parameter estimates for distributed parameter models were based on static compliance test results and frequency response measurements. Because the Space Station Freedom does not yet exist, the NASA Mini-MAST truss was used to test the procedure of modeling and parameter estimation. The resulting distributed parameter model of the Mini-MAST truss successfully demonstrated the approach taken. The computer program PDEMOD enables any configuration that can be represented by a network of flexible beam elements and rigid bodies to be remodeled.
On the use of maximum likelihood estimation for the assembly of Space Station Freedom
NASA Technical Reports Server (NTRS)
Taylor, Lawrence W., Jr.; Ramakrishnan, Jayant
1991-01-01
Distributed parameter models of the Solar Array Flight Experiment, the Mini-MAST truss, and Space Station Freedom assembly are discussed. The distributed parameter approach takes advantage of (1) the relatively small number of model parameters associated with partial differential equation models of structural dynamics, (2) maximum-likelihood estimation using both prelaunch and on-orbit test data, (3) the inclusion of control system dynamics in the same equations, and (4) the incremental growth of the structural configurations. Maximum-likelihood parameter estimates for distributed parameter models were based on static compliance test results and frequency response measurements. Because the Space Station Freedom does not yet exist, the NASA Mini-MAST truss was used to test the procedure of modeling and parameter estimation. The resulting distributed parameter model of the Mini-MAST truss successfully demonstrated the approach taken. The computer program PDEMOD enables any configuration that can be represented by a network of flexible beam elements and rigid bodies to be remodeled.
Maximum likelihood decoding analysis of Accumulate-Repeat-Accumulate Codes
NASA Technical Reports Server (NTRS)
Abbasfar, Aliazam; Divsalar, Dariush; Yao, Kung
2004-01-01
Repeat-Accumulate (RA) codes are the simplest turbo-like codes that achieve good performance. However, they cannot compete with Turbo codes or low-density parity check codes (LDPC) as far as performance is concerned. The Accumulate Repeat Accumulate (ARA) codes, as a subclass of LDPC codes, are obtained by adding a pre-coder in front of RA codes with puncturing where an accumulator is chosen as a precoder. These codes not only are very simple, but also achieve excellent performance with iterative decoding. In this paper, the performance of these codes with (ML) decoding are analyzed and compared to random codes by very tight bounds. The weight distribution of some simple ARA codes is obtained, and through existing tightest bounds we have shown the ML SNR threshold of ARA codes approaches very closely to the performance of random codes. We have shown that the use of precoder improves the SNR threshold but interleaving gain remains unchanged with respect to RA code with puncturing.
Cramer-Rao Bound, MUSIC, and Maximum Likelihood. Effects of Temporal Phase Difference
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
Adaptive Trellis Using Interim Maximum-Likelihood Detector Output for a Holographic Storage System
NASA Astrophysics Data System (ADS)
Kim, Gukhui; Kim, Jinyoung; Lee, Jaejin
2011-09-01
The performance of partial response maximum likelihood (PRML) for holographic data storage can be reduced by asymmetric channel characteristics such as radial/tangential tilts. Therefore, we proposed the adaptive trellis scheme to improve performance. The proposed algorithm updates the reference branch values through using interim maximum-likelihood detector output, using the changed channel condition. Thus, this system guarantees better bit error rate performance than conventional PRML detection.
Using maximum likelihood to estimate population size from temporal changes in allele frequencies.
Williamson, E G; Slatkin, M
1999-01-01
We develop a maximum-likelihood framework for using temporal changes in allele frequencies to estimate the number of breeding individuals in a population. We use simulations to compare the performance of this estimator to an F-statistic estimator of variance effective population size. The maximum-likelihood estimator had a lower variance and smaller bias. Taking advantage of the likelihood framework, we extend the model to include exponential growth and show that temporal allele frequency data from three or more sampling events can be used to test for population growth. PMID:10353915
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.
NASA Astrophysics Data System (ADS)
Cattivelli, Federico S.; Estabrook, Polly; Satorius, Edgar H.; Sayed, Ali H.
2008-11-01
One of the most crucial stages of the Mars exploration missions is the entry, descent, and landing (EDL) phase. During EDL, maintaining reliable communication from the spacecraft to Earth is extremely important for the success of future missions, especially in case of mission failure. EDL is characterized by very deep accelerations, caused by friction, parachute deployment and rocket firing among others. These dynamics cause a severe Doppler shift on the carrier communications link to Earth. Methods have been proposed to estimate the Doppler shift based on Maximum Likelihood. So far these methods have proved successful, but it is expected that the next Mars mission, known as the Mars Science Laboratory, will suffer from higher dynamics and lower SNR. Thus, improving the existing estimation methods becomes a necessity. We propose a Maximum Likelihood approach that takes into account the power in the data tones to enhance carrier recovery, and improve the estimation performance by up to 3 dB. Simulations are performed using real data obtained during the EDL stage of the Mars Exploration Rover B (MERB) mission.
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 Inference for the Cox Regression Model with Applications to Missing Covariates.
Chen, Ming-Hui; Ibrahim, Joseph G; Shao, Qi-Man
2009-10-01
In this paper, we carry out an in-depth theoretical investigation for existence of maximum likelihood estimates for the Cox model (Cox, 1972, 1975) both in the full data setting as well as in the presence of missing covariate data. The main motivation for this work arises from missing data problems, where models can easily become difficult to estimate with certain missing data configurations or large missing data fractions. We establish necessary and sufficient conditions for existence of the maximum partial likelihood estimate (MPLE) for completely observed data (i.e., no missing data) settings as well as sufficient conditions for existence of the maximum likelihood estimate (MLE) for survival data with missing covariates via a profile likelihood method. Several theorems are given to establish these conditions. A real dataset from a cancer clinical trial is presented to further illustrate the proposed methodology.
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…
ERIC Educational Resources Information Center
Choi, Jaehwa; Kim, Sunhee; Chen, Jinsong; Dannels, Sharon
2011-01-01
The purpose of this study is to compare the maximum likelihood (ML) and Bayesian estimation methods for polychoric correlation (PCC) under diverse conditions using a Monte Carlo simulation. Two new Bayesian estimates, maximum a posteriori (MAP) and expected a posteriori (EAP), are compared to ML, the classic solution, to estimate PCC. Different…
Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
NASA Astrophysics Data System (ADS)
Bayrak, Özlem Türker; Akkaya, Aysen D.
2010-02-01
We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations have convergence problems (Puthenpura and Sinha, 1986) [11], we work out modified maximum likelihood equations by expressing the maximum likelihood equations in terms of ordered residuals and linearizing intractable nonlinear functions (Tiku and Suresh, 1992) [8]. The solutions, called modified maximum estimators, are explicit functions of sample observations and therefore easy to compute. They are under some very general regularity conditions asymptotically unbiased and efficient (Vaughan and Tiku, 2000) [4]. We show that for small sample sizes, they have negligible bias and are considerably more efficient than the traditional least squares estimators. We show that our estimators are robust to plausible deviations from an assumed distribution and are therefore enormously advantageous as compared to the least squares estimators. We give a real life example.
A likelihood approach to calculating risk support intervals
Leal, S.M.; Ott, J. )
1994-05-01
Genetic risks are usually computed under the assumption that genetic parameters, such as the recombination fraction, are known without error. Uncertainty in the estimates of these parameters must translate into uncertainty regarding the risk. To allow for uncertainties in parameter values, one may employ Bayesian techniques or, in a maximum-likelihood framework, construct a support interval (SI) for the risk. Here the authors have implemented the latter approach. The SI for the risk is based on the SIs of parameters involved in the pedigree likelihood. As an empirical example, the SI for the risk was calculated for probands who are members of chronic spinal muscular atrophy kindreds. In order to evaluate the accuracy of a risk in genetic counseling situations, the authors advocate that, in addition to a point estimate, an SI for the risk should be calculated. 16 refs., 1 fig., 1 tab.
Change point models for cognitive tests using semi-parametric maximum likelihood
van den Hout, Ardo; Muniz-Terrera, Graciela; Matthews, Fiona E.
2013-01-01
Random-effects change point models are formulated for longitudinal data obtained from cognitive tests. The conditional distribution of the response variable in a change point model is often assumed to be normal even if the response variable is discrete and shows ceiling effects. For the sum score of a cognitive test, the binomial and the beta-binomial distributions are presented as alternatives to the normal distribution. Smooth shapes for the change point models are imposed. Estimation is by marginal maximum likelihood where a parametric population distribution for the random change point is combined with a non-parametric mixing distribution for other random effects. An extension to latent class modelling is possible in case some individuals do not experience a change in cognitive ability. The approach is illustrated using data from a longitudinal study of Swedish octogenarians and nonagenarians that began in 1991. Change point models are applied to investigate cognitive change in the years before death. PMID:23471297
A new maximum-likelihood change estimator for two-pass SAR coherent change detection
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Jr., Charles V.; Simonson, Katherine Mary
2016-01-11
In past research, two-pass repeat-geometry synthetic aperture radar (SAR) coherent change detection (CCD) predominantly utilized the sample degree of coherence as a measure of the temporal change occurring between two complex-valued image collects. Previous coherence-based CCD approaches tend to show temporal change when there is none in areas of the image that have a low clutter-to-noise power ratio. Instead of employing the sample coherence magnitude as a change metric, in this paper, we derive a new maximum-likelihood (ML) temporal change estimate—the complex reflectance change detection (CRCD) metric to be used for SAR coherent temporal change detection. The new CRCD estimator is a surprisingly simple expression, easy to implement, and optimal in the ML sense. As a result, this new estimate produces improved results in the coherent pair collects that we have tested.
Parallel computation of a maximum-likelihood estimator of a physical map.
Bhandarkar, S M; Machaka, S A; Shete, S S; Kota, R N
2001-01-01
Reconstructing a physical map of a chromosome from a genomic library presents a central computational problem in genetics. Physical map reconstruction in the presence of errors is a problem of high computational complexity that provides the motivation for parallel computing. Parallelization strategies for a maximum-likelihood estimation-based approach to physical map reconstruction are presented. The estimation procedure entails a gradient descent search for determining the optimal spacings between probes for a given probe ordering. The optimal probe ordering is determined using a stochastic optimization algorithm such as simulated annealing or microcanonical annealing. A two-level parallelization strategy is proposed wherein the gradient descent search is parallelized at the lower level and the stochastic optimization algorithm is simultaneously parallelized at the higher level. Implementation and experimental results on a distributed-memory multiprocessor cluster running the parallel virtual machine (PVM) environment are presented using simulated and real hybridization data. PMID:11238392
A new maximum-likelihood change estimator for two-pass SAR coherent change detection
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Jr., Charles V.; ...
2016-01-11
In past research, two-pass repeat-geometry synthetic aperture radar (SAR) coherent change detection (CCD) predominantly utilized the sample degree of coherence as a measure of the temporal change occurring between two complex-valued image collects. Previous coherence-based CCD approaches tend to show temporal change when there is none in areas of the image that have a low clutter-to-noise power ratio. Instead of employing the sample coherence magnitude as a change metric, in this paper, we derive a new maximum-likelihood (ML) temporal change estimate—the complex reflectance change detection (CRCD) metric to be used for SAR coherent temporal change detection. The new CRCD estimatormore » is a surprisingly simple expression, easy to implement, and optimal in the ML sense. As a result, this new estimate produces improved results in the coherent pair collects that we have tested.« less
BOREAS TE-18 Landsat TM Maximum Likelihood Classification Image of the NSA
NASA Technical Reports Server (NTRS)
Hall, Forrest G. (Editor); Knapp, David
2000-01-01
The BOREAS TE-18 team focused its efforts on using remotely sensed data to characterize the successional and disturbance dynamics of the boreal forest for use in carbon modeling. The objective of this classification is to provide the BOREAS investigators with a data product that characterizes the land cover of the NSA. A Landsat-5 TM image from 20-Aug-1988 was used to derive this classification. A standard supervised maximum likelihood classification approach was used to produce this classification. The data are provided in a binary image format file. The data files are available on a CD-ROM (see document number 20010000884), or from the Oak Ridge National Laboratory (ORNL) Distributed Activity Archive Center (DAAC).
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.
Recent developments in maximum likelihood estimation of MTMM models for categorical data.
Jeon, Minjeong; Rijmen, Frank
2014-01-01
Maximum likelihood (ML) estimation of categorical multitrait-multimethod (MTMM) data is challenging because the likelihood involves high-dimensional integrals over the crossed method and trait factors, with no known closed-form solution. The purpose of the study is to introduce three newly developed ML methods that are eligible for estimating MTMM models with categorical responses: Variational maximization-maximization (e.g., Rijmen and Jeon, 2013), alternating imputation posterior (e.g., Cho and Rabe-Hesketh, 2011), and Monte Carlo local likelihood (e.g., Jeon et al., under revision). Each method is briefly described and its applicability for MTMM models with categorical data are discussed.
NASA Technical Reports Server (NTRS)
Thadani, S. G.
1977-01-01
The Maximum Likelihood Estimation of Signature Transformation (MLEST) algorithm is used to obtain maximum likelihood estimates (MLE) of affine transformation. The algorithm has been evaluated for three sets of data: simulated (training and recognition segment pairs), consecutive-day (data gathered from Landsat images), and geographical-extension (large-area crop inventory experiment) data sets. For each set, MLEST signature extension runs were made to determine MLE values and the affine-transformed training segment signatures were used to classify the recognition segments. The classification results were used to estimate wheat proportions at 0 and 1% threshold values.
A general methodology for maximum likelihood inference from band-recovery data
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.
MADmap: A Massively Parallel Maximum-Likelihood Cosmic Microwave Background Map-Maker
Cantalupo, Christopher; Borrill, Julian; Jaffe, Andrew; Kisner, Theodore; Stompor, Radoslaw
2009-06-09
MADmap is a software application used to produce maximum-likelihood images of the sky from time-ordered data which include correlated noise, such as those gathered by Cosmic Microwave Background (CMB) experiments. It works efficiently on platforms ranging from small workstations to the most massively parallel supercomputers. Map-making is a critical step in the analysis of all CMB data sets, and the maximum-likelihood approach is the most accurate and widely applicable algorithm; however, it is a computationally challenging task. This challenge will only increase with the next generation of ground-based, balloon-borne and satellite CMB polarization experiments. The faintness of the B-mode signal that these experiments seek to measure requires them to gather enormous data sets. MADmap is already being run on up to O(1011) time samples, O(108) pixels and O(104) cores, with ongoing work to scale to the next generation of data sets and supercomputers. We describe MADmap's algorithm based around a preconditioned conjugate gradient solver, fast Fourier transforms and sparse matrix operations. We highlight MADmap's ability to address problems typically encountered in the analysis of realistic CMB data sets and describe its application to simulations of the Planck and EBEX experiments. The massively parallel and distributed implementation is detailed and scaling complexities are given for the resources required. MADmap is capable of analysing the largest data sets now being collected on computing resources currently available, and we argue that, given Moore's Law, MADmap will be capable of reducing the most massive projected data sets.
Profile-Likelihood Approach for Estimating Generalized Linear Mixed Models with Factor Structures
ERIC Educational Resources Information Center
Jeon, Minjeong; Rabe-Hesketh, Sophia
2012-01-01
In this article, the authors suggest a profile-likelihood approach for estimating complex models by maximum likelihood (ML) using standard software and minimal programming. The method works whenever setting some of the parameters of the model to known constants turns the model into a standard model. An important class of models that can be…
Maximum-likelihood soft-decision decoding of block codes using the A* algorithm
NASA Technical Reports Server (NTRS)
Ekroot, L.; Dolinar, S.
1994-01-01
The A* algorithm finds the path in a finite depth binary tree that optimizes a function. Here, it is applied to maximum-likelihood soft-decision decoding of block codes where the function optimized over the codewords is the likelihood function of the received sequence given each codeword. The algorithm considers codewords one bit at a time, making use of the most reliable received symbols first and pursuing only the partially expanded codewords that might be maximally likely. A version of the A* algorithm for maximum-likelihood decoding of block codes has been implemented for block codes up to 64 bits in length. The efficiency of this algorithm makes simulations of codes up to length 64 feasible. This article details the implementation currently in use, compares the decoding complexity with that of exhaustive search and Viterbi decoding algorithms, and presents performance curves obtained with this implementation of the A* algorithm for several codes.
The Bias Function of the Maximum Likelihood Estimate of Ability for the Dichotomous Response Level.
ERIC Educational Resources Information Center
Samejima, Fumiko
1993-01-01
F. Samejima's approximation for the bias function for the maximum likelihood estimate of the latent trait in the general case where item responses are discrete is explored. Observations are made about the behavior of this bias function for the dichotomous response level in general. Empirical examples are given. (SLD)
ERIC Educational Resources Information Center
Samejima, Fumiko
1977-01-01
A method of estimating item characteristic functions is proposed, in which a set of test items, whose operating characteristics are known and which give a constant test information function for a wide range of ability, are used. The method is based on maximum likelihood estimation procedures. (Author/JKS)
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…
ERIC Educational Resources Information Center
Luo, Guanzhong
2000-01-01
Extends joint maximum likelihood estimation for the hyperbolic cosine model to the situation in which the units of items are allowed to vary. Describes the four estimation cycles designed to address four important issues of model development and presents results from two sets of simulation studies that show reasonably accurate parameter recovery…
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,…
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…
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…
A New Maximum Likelihood Estimator for the Population Squared Multiple Correlation.
ERIC Educational Resources Information Center
Alf, Edward F., Jr.; Graf, Richard G.
2002-01-01
Developed a new estimator for the population squared multiple correlation using maximum likelihood estimation. Data from 72 air control school graduates demonstrate that the new estimator has greater accuracy than other estimators with values that fall within the parameter space. (SLD)
A Maximum Likelihood Method for Latent Class Regression Involving a Censored Dependent Variable.
ERIC Educational Resources Information Center
Jedidi, Kamel; And Others
1993-01-01
A method is proposed to simultaneously estimate regression functions and subject membership in "k" latent classes or groups given a censored dependent variable for a cross-section of subjects. Maximum likelihood estimates are obtained using an EM algorithm. The method is illustrated through a consumer psychology application. (SLD)
ERIC Educational Resources Information Center
Holt, Judith A.; Macready, George B.
When latent class parameters are estimated, maximum likelihood and Pearson chi-square statistics can be derived for assessing the fit of the model to the data. This study used simulated data to compare these two statistics, and is based on mixtures of latent binomial distributions, using data generated from five dichotomous manifest variables.…
ERIC Educational Resources Information Center
Arminger, Gerhard; Schoenberg, Ronald J.
1989-01-01
Misspecification of mean and covariance structures for metric endogenous variables is considered. Maximum likelihood estimation of model parameters and the asymptotic covariance matrix of the estimates are discussed. A Haussman test for misspecification is developed, which is sensitive to misspecification not detected by the test statistics…
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…
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…
ERIC Educational Resources Information Center
Enders, Craig K.; Bandalos, Deborah L.
2001-01-01
Used Monte Carlo simulation to examine the performance of four missing data methods in structural equation models: (1)full information maximum likelihood (FIML); (2) listwise deletion; (3) pairwise deletion; and (4) similar response pattern imputation. Results show that FIML estimation is superior across all conditions of the design. (SLD)
An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models
ERIC Educational Resources Information Center
Lee, Taehun
2010-01-01
In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…
ERIC Educational Resources Information Center
Enders, Craig K.
2001-01-01
Examined the performance of a recently available full information maximum likelihood (FIML) estimator in a multiple regression model with missing data using Monte Carlo simulation and considering the effects of four independent variables. Results indicate that FIML estimation was superior to that of three ad hoc techniques, with less bias and less…
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…
Marginal Maximum Likelihood Estimation of a Latent Variable Model with Interaction
ERIC Educational Resources Information Center
Cudeck, Robert; Harring, Jeffrey R.; du Toit, Stephen H. C.
2009-01-01
There has been considerable interest in nonlinear latent variable models specifying interaction between latent variables. Although it seems to be only slightly more complex than linear regression without the interaction, the model that includes a product of latent variables cannot be estimated by maximum likelihood assuming normality.…
On the Existence and Uniqueness of Maximum-Likelihood Estimates in the Rasch Model.
ERIC Educational Resources Information Center
Fischer, Gerhard H.
1981-01-01
Necessary and sufficient conditions for the existence and uniqueness of a solution of the so-called "unconditional" and the "conditional" maximum-likelihood estimation equations in the dichotomous Rasch model are given. It is shown how to apply the results in practical uses of the Rasch model. (Author/JKS)
NASA Astrophysics Data System (ADS)
Gupta, Kinjal Dhar; Vilalta, Ricardo; Asadourian, Vicken; Macri, Lucas
2014-05-01
We describe an approach to automate the classification of Cepheid variable stars into two subtypes according to their pulsation mode. Automating such classification is relevant to obtain a precise determination of distances to nearby galaxies, which in addition helps reduce the uncertainty in the current expansion of the universe. One main difficulty lies in the compatibility of models trained using different galaxy datasets; a model trained using a training dataset may be ineffectual on a testing set. A solution to such difficulty is to adapt predictive models across domains; this is necessary when the training and testing sets do not follow the same distribution. The gist of our methodology is to train a predictive model on a nearby galaxy (e.g., Large Magellanic Cloud), followed by a model-adaptation step to make the model operable on other nearby galaxies. We follow a parametric approach to density estimation by modeling the training data (anchor galaxy) using a mixture of linear models. We then use maximum likelihood to compute the right amount of variable displacement, until the testing data closely overlaps the training data. At that point, the model can be directly used in the testing data (target galaxy).
Maximum penalized likelihood estimation in semiparametric mark-recapture-recovery models.
Michelot, Théo; Langrock, Roland; Kneib, Thomas; King, Ruth
2016-01-01
We discuss the semiparametric modeling of mark-recapture-recovery data where the temporal and/or individual variation of model parameters is explained via covariates. Typically, in such analyses a fixed (or mixed) effects parametric model is specified for the relationship between the model parameters and the covariates of interest. In this paper, we discuss the modeling of the relationship via the use of penalized splines, to allow for considerably more flexible functional forms. Corresponding models can be fitted via numerical maximum penalized likelihood estimation, employing cross-validation to choose the smoothing parameters in a data-driven way. Our contribution builds on and extends the existing literature, providing a unified inferential framework for semiparametric mark-recapture-recovery models for open populations, where the interest typically lies in the estimation of survival probabilities. The approach is applied to two real datasets, corresponding to gray herons (Ardea cinerea), where we model the survival probability as a function of environmental condition (a time-varying global covariate), and Soay sheep (Ovis aries), where we model the survival probability as a function of individual weight (a time-varying individual-specific covariate). The proposed semiparametric approach is compared to a standard parametric (logistic) regression and new interesting underlying dynamics are observed in both cases.
Evolutionary analysis of apolipoprotein E by Maximum Likelihood and complex network methods
Benevides, Leandro de Jesus; de Carvalho, Daniel Santana; Andrade, Roberto Fernandes Silva; Bomfim, Gilberto Cafezeiro; Fernandes, Flora Maria de Campos
2016-01-01
Abstract Apolipoprotein E (apo E) is a human glycoprotein with 299 amino acids, and it is a major component of very low density lipoproteins (VLDL) and a group of high-density lipoproteins (HDL). Phylogenetic studies are important to clarify how various apo E proteins are related in groups of organisms and whether they evolved from a common ancestor. Here, we aimed at performing a phylogenetic study on apo E carrying organisms. We employed a classical and robust method, such as Maximum Likelihood (ML), and compared the results using a more recent approach based on complex networks. Thirty-two apo E amino acid sequences were downloaded from NCBI. A clear separation could be observed among three major groups: mammals, fish and amphibians. The results obtained from ML method, as well as from the constructed networks showed two different groups: one with mammals only (C1) and another with fish (C2), and a single node with the single sequence available for an amphibian. The accordance in results from the different methods shows that the complex networks approach is effective in phylogenetic studies. Furthermore, our results revealed the conservation of apo E among animal groups. PMID:27560837
Latz, Ellen
2016-01-01
The potential of soils to naturally suppress inherent plant pathogens is an important ecosystem function. Usually, pathogen infection assays are used for estimating the suppressive potential of soils. In natural soils, however, co-occurring pathogens might simultaneously infect plants complicating the estimation of a focal pathogen’s infection rate (initial slope of the infection-curve) as a measure of soil suppressiveness. Here, we present a method in R correcting for these unwanted effects by developing a two pathogen mono-molecular infection model. We fit the two pathogen mono-molecular infection model to data by using an integrative approach combining a numerical simulation of the model with an iterative maximum likelihood fit. We show that in presence of co-occurring pathogens using uncorrected data leads to a critical under- or overestimation of soil suppressiveness measures. In contrast, our new approach enables to precisely estimate soil suppressiveness measures such as plant infection rate and plant resistance time. Our method allows a correction of measured infection parameters that is necessary in case different pathogens are present. Moreover, our model can be (1) adapted to use other models such as the logistic or the Gompertz model; and (2) it could be extended by a facilitation parameter if infections in plants increase the susceptibility to new infections. We propose our method to be particularly useful for exploring soil suppressiveness of natural soils from different sites (e.g., in biodiversity experiments). PMID:27833800
Maximum likelihood estimation of parameterized 3-D surfaces using a moving camera
NASA Technical Reports Server (NTRS)
Hung, Y.; Cernuschi-Frias, B.; Cooper, D. B.
1987-01-01
A new approach is introduced to estimating object surfaces in three-dimensional space from a sequence of images. A surface of interest here is modeled as a 3-D function known up to the values of a few parameters. The approach will work with any parameterization. However, in work to date researchers have modeled objects as patches of spheres, cylinders, and planes - primitive objects. These primitive surfaces are special cases of 3-D quadric surfaces. Primitive surface estimation is treated as the general problem of maximum likelihood parameter estimation based on two or more functionally related data sets. In the present case, these data sets constitute a sequence of images taken at different locations and orientations. A simple geometric explanation is given for the estimation algorithm. Though various techniques can be used to implement this nonlinear estimation, researches discuss the use of gradient descent. Experiments are run and discussed for the case of a sphere of unknown location. These experiments graphically illustrate the various advantages of using as many images as possible in the estimation and of distributing camera positions from first to last over as large a baseline as possible. Researchers introduce the use of asymptotic Bayesian approximations in order to summarize the useful information in a sequence of images, thereby drastically reducing both the storage and amount of processing required.
NASA Astrophysics Data System (ADS)
Emanuele Rizzo, Roberto; Healy, David; De Siena, Luca
2016-04-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in fractured rock, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (lengths, apertures, orientations and densities) is fundamental to the estimation of permeability and fluid flow, which are of primary importance in a number of contexts including: hydrocarbon production from fractured reservoirs; geothermal energy extraction; and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. Our work links outcrop fracture data to modelled fracture networks in order to numerically predict bulk permeability. We collected outcrop data from a highly fractured upper Miocene biosiliceous mudstone formation, cropping out along the coastline north of Santa Cruz (California, USA). Using outcrop fracture networks as analogues for subsurface fracture systems has several advantages, because key fracture attributes such as spatial arrangements and lengths can be effectively measured only on outcrops [1]. However, a limitation when dealing with outcrop data is the relative sparseness of natural data due to the intrinsic finite size of the outcrops. We make use of a statistical approach for the overall workflow, starting from data collection with the Circular Windows Method [2]. Then we analyse the data statistically using Maximum Likelihood Estimators, which provide greater accuracy compared to the more commonly used Least Squares linear regression when investigating distribution of fracture attributes. Finally, we estimate the bulk permeability of the fractured rock mass using Oda's tensorial approach [3]. The higher quality of this statistical analysis is fundamental: better statistics of the fracture attributes means more accurate permeability estimation, since the fracture attributes feed
Lele, Subhash R; Dennis, Brian; Lutscher, Frithjof
2007-07-01
We introduce a new statistical computing method, called data cloning, to calculate maximum likelihood estimates and their standard errors for complex ecological models. Although the method uses the Bayesian framework and exploits the computational simplicity of the Markov chain Monte Carlo (MCMC) algorithms, it provides valid frequentist inferences such as the maximum likelihood estimates and their standard errors. The inferences are completely invariant to the choice of the prior distributions and therefore avoid the inherent subjectivity of the Bayesian approach. The data cloning method is easily implemented using standard MCMC software. Data cloning is particularly useful for analysing ecological situations in which hierarchical statistical models, such as state-space models and mixed effects models, are appropriate. We illustrate the method by fitting two nonlinear population dynamics models to data in the presence of process and observation noise.
A comparison of feed-forward networks and maximum likelihood on a point-source location problem
NASA Astrophysics Data System (ADS)
Webb, Andrew R.
1991-04-01
The problem of point source location using a multibeam focal plane staring array radar is considered. It is viewed as one in functional approximation in which the position of the source is regarded as a nonlinear function of the sampled radar image. An approximant is constructed, using a training set, which minimizes the mean square error in the position estimate. The problem of generalization is discussed. Two feed forward network architectures are considered: a particular radial basis function network which arises as a consequence of the minimum mean square error solution and is appropriate when the signal to noise ratio is 'small', and a multilayer perceptron, chosen for high signal to noise ratio approximation. The errors in the position estimates for each of these approaches are compared with a maximum likelihood position estimation method. The maximum likelihood method gives better overall performance and has the advantage that it is not dependent on the signal to noise ratio.
NASA Astrophysics Data System (ADS)
Huang, Jinxin; Yuan, Qun; Tankam, Patrice; Clarkson, Eric; Kupinski, Matthew; Hindman, Holly B.; Aquavella, James V.; Rolland, Jannick P.
2015-03-01
In biophotonics imaging, one important and quantitative task is layer-thickness estimation. In this study, we investigate the approach of combining optical coherence tomography and a maximum-likelihood (ML) estimator for layer thickness estimation in the context of tear film imaging. The motivation of this study is to extend our understanding of tear film dynamics, which is the prerequisite to advance the management of Dry Eye Disease, through the simultaneous estimation of the thickness of the tear film lipid and aqueous layers. The estimator takes into account the different statistical processes associated with the imaging chain. We theoretically investigated the impact of key system parameters, such as the axial point spread functions (PSF) and various sources of noise on measurement uncertainty. Simulations show that an OCT system with a 1 μm axial PSF (FWHM) allows unbiased estimates down to nanometers with nanometer precision. In implementation, we built a customized Fourier domain OCT system that operates in the 600 to 1000 nm spectral window and achieves 0.93 micron axial PSF in corneal epithelium. We then validated the theoretical framework with physical phantoms made of custom optical coatings, with layer thicknesses from tens of nanometers to microns. Results demonstrate unbiased nanometer-class thickness estimates in three different physical phantoms.
NASA Astrophysics Data System (ADS)
Aioanei, Daniel; Samorì, Bruno; Brucale, Marco
2009-12-01
Single molecule force spectroscopy (SMFS) is extensively used to characterize the mechanical unfolding behavior of individual protein domains under applied force by pulling chimeric polyproteins consisting of identical tandem repeats. Constant velocity unfolding SMFS data can be employed to reconstruct the protein unfolding energy landscape and kinetics. The methods applied so far require the specification of a single stretching force increase function, either theoretically derived or experimentally inferred, which must then be assumed to accurately describe the entirety of the experimental data. The very existence of a suitable optimal force model, even in the context of a single experimental data set, is still questioned. Herein, we propose a maximum likelihood (ML) framework for the estimation of protein kinetic parameters which can accommodate all the established theoretical force increase models. Our framework does not presuppose the existence of a single force characteristic function. Rather, it can be used with a heterogeneous set of functions, each describing the protein behavior in the stretching time range leading to one rupture event. We propose a simple way of constructing such a set of functions via piecewise linear approximation of the SMFS force vs time data and we prove the suitability of the approach both with synthetic data and experimentally. Additionally, when the spontaneous unfolding rate is the only unknown parameter, we find a correction factor that eliminates the bias of the ML estimator while also reducing its variance. Finally, we investigate which of several time-constrained experiment designs leads to better estimators.
MAGPI: A Framework for Maximum Likelihood MR Phase Imaging Using Multiple Receive Coils
Dagher, Joseph; Nael, Kambiz
2015-01-01
Purpose Combining MR phase images from multiple receive coils is a challenging problem, complicated by ambiguities introduced by phase wrapping, noise and the unknown phase-offset between the coils. Various techniques have been proposed to mitigate the effect of these ambiguities but most of the existing methods require additional reference scans and/or use ad-hoc post-processing techniques that do not guarantee any optimality. Theory and Methods Here, the phase estimation problem is formulated rigorously using a Maximum-Likelihood (ML) approach. The proposed framework jointly designs the acquisition-processing chain: the optimized pulse sequence is a single Multi-Echo Gradient Echo scan and the corresponding post-processing algorithm is a voxel-per-voxel ML estimator of the underlying tissue phase. Results Our proposed framework (MAGPI) achieves substantial improvements in the phase estimate, resulting in phase SNR gains by up to an order of magnitude compared to existing methods. Conclusion The advantages of MAGPI are: (1) ML-optimal combination of phase data from multiple receive coils, without a reference scan; (2) ML-optimal estimation of the underlying tissue phase, without the need for spatial processing; and (3) robust dynamic estimation of channel-dependent phase-offsets. PMID:25946426
Mazza, Gina L; Enders, Craig K; Ruehlman, Linda S
2015-01-01
Often when participants have missing scores on one or more of the items comprising a scale, researchers compute prorated scale scores by averaging the available items. Methodologists have cautioned that proration may make strict assumptions about the mean and covariance structures of the items comprising the scale (Schafer & Graham, 2002 ; Graham, 2009 ; Enders, 2010 ). We investigated proration empirically and found that it resulted in bias even under a missing completely at random (MCAR) mechanism. To encourage researchers to forgo proration, we describe a full information maximum likelihood (FIML) approach to item-level missing data handling that mitigates the loss in power due to missing scale scores and utilizes the available item-level data without altering the substantive analysis. Specifically, we propose treating the scale score as missing whenever one or more of the items are missing and incorporating items as auxiliary variables. Our simulations suggest that item-level missing data handling drastically increases power relative to scale-level missing data handling. These results have important practical implications, especially when recruiting more participants is prohibitively difficult or expensive. Finally, we illustrate the proposed method with data from an online chronic pain management program.
Donato, David I.
2012-01-01
This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.
NASA Technical Reports Server (NTRS)
Papadopoulos, G. D.
1975-01-01
The output of a radio interferometer is the Fourier transform of the object under investigation. Due to the limited coverage of the Fourier plane, the reconstruction of the image of the source is blurred by the beam of the synthesized array. A maximum-likelihood processing technique is described which uses the statistical properties of the received noise-like signals. This technique has been used extensively in the processing of large-aperture seismic arrays. This inversion method results in a synthesized beam that is more uniform, has lower sidelobes, and higher resolution than the normal Fourier transform methods. The maximum-likelihood method algorithm was applied successfully to very long baseline and short baseline interferometric data.
Schminkey, Donna L; von Oertzen, Timo; Bullock, Linda
2016-08-01
With increasing access to population-based data and electronic health records for secondary analysis, missing data are common. In the social and behavioral sciences, missing data frequently are handled with multiple imputation methods or full information maximum likelihood (FIML) techniques, but healthcare researchers have not embraced these methodologies to the same extent and more often use either traditional imputation techniques or complete case analysis, which can compromise power and introduce unintended bias. This article is a review of options for handling missing data, concluding with a case study demonstrating the utility of multilevel structural equation modeling using full information maximum likelihood (MSEM with FIML) to handle large amounts of missing data. MSEM with FIML is a parsimonious and hypothesis-driven strategy to cope with large amounts of missing data without compromising power or introducing bias. This technique is relevant for nurse researchers faced with ever-increasing amounts of electronic data and decreasing research budgets. © 2016 Wiley Periodicals, Inc.
Maximum-Likelihood Estimator of Clock Offset between Nanomachines in Bionanosensor Networks
Lin, Lin; Yang, Chengfeng; Ma, Maode
2015-01-01
Recent advances in nanotechnology, electronic technology and biology have enabled the development of bio-inspired nanoscale sensors. The cooperation among the bionanosensors in a network is envisioned to perform complex tasks. Clock synchronization is essential to establish diffusion-based distributed cooperation in the bionanosensor networks. This paper proposes a maximum-likelihood estimator of the clock offset for the clock synchronization among molecular bionanosensors. The unique properties of diffusion-based molecular communication are described. Based on the inverse Gaussian distribution of the molecular propagation delay, a two-way message exchange mechanism for clock synchronization is proposed. The maximum-likelihood estimator of the clock offset is derived. The convergence and the bias of the estimator are analyzed. The simulation results show that the proposed estimator is effective for the offset compensation required for clock synchronization. This work paves the way for the cooperation of nanomachines in diffusion-based bionanosensor networks. PMID:26690173
NASA Astrophysics Data System (ADS)
Borkowski, Robert; Johannisson, Pontus; Wymeersch, Henk; Arlunno, Valeria; Caballero, Antonio; Zibar, Darko; Tafur Monroy, Idelfonso
2014-03-01
We perform an experimental investigation of a maximum likelihood-based (ML-based) algorithm for bulk chromatic dispersion estimation for digital coherent receivers operating in uncompensated optical networks. We demonstrate the robustness of the method at low optical signal-to-noise ratio (OSNR) and against differential group delay (DGD) in an experiment involving 112 Gbit/s polarization-division multiplexed (PDM) 16-ary quadrature amplitude modulation (16 QAM) and quaternary phase-shift keying (QPSK).
Maximum Likelihood Shift Estimation Using High Resolution Polarimetric SAR Clutter Model
NASA Astrophysics Data System (ADS)
Harant, Olivier; Bombrun, Lionel; Vasile, Gabriel; Ferro-Famil, Laurent; Gay, Michel
2011-03-01
This paper deals with a Maximum Likelihood (ML) shift estimation method in the context of High Resolution (HR) Polarimetric SAR (PolSAR) clutter. Texture modeling is exposed and the generalized ML texture tracking method is extended to the merging of various sensors. Some results on displacement estimation on the Argentiere glacier in the Mont Blanc massif using dual-pol TerraSAR-X (TSX) and quad-pol RADARSAT-2 (RS2) sensors are finally discussed.
Maximum-likelihood Estimation of Planetary Lithospheric Rigidity from Gravity and Topography
NASA Astrophysics Data System (ADS)
Lewis, K. W.; Eggers, G. L.; Simons, F. J.; Olhede, S. C.
2014-12-01
Gravity and surface topography remain among the best available tools with which to study the lithospheric structure of planetary bodies. Numerous techniques have been developed to quantify the relationship between these fields in both the spatial and spectral domains, to constrain geophysical parameters of interest. Simons and Olhede (2013) describe a new technique based on maximum-likelihood estimation of lithospheric parameters including flexural rigidity, subsurface-surface loading ratio, and the correlation of these loads. We report on the first applications of this technique to planetary bodies including Venus, Mars, and the Earth. We compare results using the maximum-likelihood technique to previous studies using admittance and coherence-based techniques. While various methods of evaluating the relationship of gravity and topography fields have distinct advantages, we demonstrate the specific benefits of the Simons and Olhede technique, which yields unbiased, minimum variance estimates of parameters, together with their covariance. Given the unavoidable problems of incompletely sensed gravity fields, spectral artifacts of data interpolation, downward continuation, and spatial localization, we prescribe a recipe for application of this method to real-world data sets. In the specific case of Venus, we discuss the results of global mapped inversion of an isotropic Matérn covariance model of its topography. We interpret and identify, via statistical testing, regions that require abandoning the null-hypothesis of isotropic Gaussianity, an assumption of the maximum-likelihood technique.
Robust maximum likelihood estimation for stochastic state space model with observation outliers
NASA Astrophysics Data System (ADS)
AlMutawa, J.
2016-08-01
The objective of this paper is to develop a robust maximum likelihood estimation (MLE) for the stochastic state space model via the expectation maximisation algorithm to cope with observation outliers. Two types of outliers and their influence are studied in this paper: namely,the additive outlier (AO) and innovative outlier (IO). Due to the sensitivity of the MLE to AO and IO, we propose two techniques for robustifying the MLE: the weighted maximum likelihood estimation (WMLE) and the trimmed maximum likelihood estimation (TMLE). The WMLE is easy to implement with weights estimated from the data; however, it is still sensitive to IO and a patch of AO outliers. On the other hand, the TMLE is reduced to a combinatorial optimisation problem and hard to implement but it is efficient to both types of outliers presented here. To overcome the difficulty, we apply the parallel randomised algorithm that has a low computational cost. A Monte Carlo simulation result shows the efficiency of the proposed algorithms. An earlier version of this paper was presented at the 8th Asian Control Conference, Kaohsiung, Taiwan, 2011.
NASA Technical Reports Server (NTRS)
Trujillo, B. M.
1986-01-01
This paper presents the technique and results of maximum likelihood estimation used to determine lift and drag characteristics of the Space Shuttle Orbiter. Maximum likelihood estimation uses measurable parameters to estimate nonmeasurable parameters. The nonmeasurable parameters for this case are elements of a nonlinear, dynamic model of the orbiter. The estimated parameters are used to evaluate a cost function that computes the differences between the measured and estimated longitudinal parameters. The case presented is a dynamic analysis. This places less restriction on pitching motion and can provide additional information about the orbiter such as lift and drag characteristics at conditions other than trim, instrument biases, and pitching moment characteristics. In addition, an output of the analysis is an estimate of the values for the individual components of lift and drag that contribute to the total lift and drag. The results show that maximum likelihood estimation is a useful tool for analysis of Space Shuttle Orbiter performance and is also applicable to parameter analysis of other types of aircraft.
Estimating the Effect of Competition on Trait Evolution Using Maximum Likelihood Inference.
Drury, Jonathan; Clavel, Julien; Manceau, Marc; Morlon, Hélène
2016-07-01
Many classical ecological and evolutionary theoretical frameworks posit that competition between species is an important selective force. For example, in adaptive radiations, resource competition between evolving lineages plays a role in driving phenotypic diversification and exploration of novel ecological space. Nevertheless, current models of trait evolution fit to phylogenies and comparative data sets are not designed to incorporate the effect of competition. The most advanced models in this direction are diversity-dependent models where evolutionary rates depend on lineage diversity. However, these models still treat changes in traits in one branch as independent of the value of traits on other branches, thus ignoring the effect of species similarity on trait evolution. Here, we consider a model where the evolutionary dynamics of traits involved in interspecific interactions are influenced by species similarity in trait values and where we can specify which lineages are in sympatry. We develop a maximum likelihood based approach to fit this model to combined phylogenetic and phenotypic data. Using simulations, we demonstrate that the approach accurately estimates the simulated parameter values across a broad range of parameter space. Additionally, we develop tools for specifying the biogeographic context in which trait evolution occurs. In order to compare models, we also apply these biogeographic methods to specify which lineages interact sympatrically for two diversity-dependent models. Finally, we fit these various models to morphological data from a classical adaptive radiation (Greater Antillean Anolis lizards). We show that models that account for competition and geography perform better than other models. The matching competition model is an important new tool for studying the influence of interspecific interactions, in particular competition, on phenotypic evolution. More generally, it constitutes a step toward a better integration of interspecific
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.
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…
Li, Dongming; Sun, Changming; Yang, Jinhua; Liu, Huan; Peng, Jiaqi; Zhang, Lijuan
2017-04-06
An adaptive optics (AO) system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods.
Simple Penalties on Maximum-Likelihood Estimates of Genetic Parameters to Reduce Sampling Variation.
Meyer, Karin
2016-08-01
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.
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.
Zhaxybayeva, Olga; Gogarten, J Peter
2002-01-01
Background Horizontal gene transfer (HGT) played an important role in shaping microbial genomes. In addition to genes under sporadic selection, HGT also affects housekeeping genes and those involved in information processing, even ribosomal RNA encoding genes. Here we describe tools that provide an assessment and graphic illustration of the mosaic nature of microbial genomes. Results We adapted the Maximum Likelihood (ML) mapping to the analyses of all detected quartets of orthologous genes found in four genomes. We have automated the assembly and analyses of these quartets of orthologs given the selection of four genomes. We compared the ML-mapping approach to more rigorous Bayesian probability and Bootstrap mapping techniques. The latter two approaches appear to be more conservative than the ML-mapping approach, but qualitatively all three approaches give equivalent results. All three tools were tested on mitochondrial genomes, which presumably were inherited as a single linkage group. Conclusions In some instances of interphylum relationships we find nearly equal numbers of quartets strongly supporting the three possible topologies. In contrast, our analyses of genome quartets containing the cyanobacterium Synechocystis sp. indicate that a large part of the cyanobacterial genome is related to that of low GC Gram positives. Other groups that had been suggested as sister groups to the cyanobacteria contain many fewer genes that group with the Synechocystis orthologs. Interdomain comparisons of genome quartets containing the archaeon Halobacterium sp. revealed that Halobacterium sp. shares more genes with Bacteria that live in the same environment than with Bacteria that are more closely related based on rRNA phylogeny . Many of these genes encode proteins involved in substrate transport and metabolism and in information storage and processing. The performed analyses demonstrate that relationships among prokaryotes cannot be accurately depicted by or inferred from
Method and apparatus for implementing a traceback maximum-likelihood decoder in a hypercube network
NASA Technical Reports Server (NTRS)
Pollara-Bozzola, Fabrizio (Inventor)
1989-01-01
A method and a structure to implement maximum-likelihood decoding of convolutional codes on a network of microprocessors interconnected as an n-dimensional cube (hypercube). By proper reordering of states in the decoder, only communication between adjacent processors is required. Communication time is limited to that required for communication only of the accumulated metrics and not the survivor parameters of a Viterbi decoding algorithm. The survivor parameters are stored at a local processor's memory and a trace-back method is employed to ascertain the decoding result. Faster and more efficient operation is enabled, and decoding of large constraint length codes is feasible using standard VLSI technology.
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.
A New Maximum-Likelihood Change Estimator for Two-Pass SAR Coherent Change Detection.
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Charles V,
2014-09-01
In this paper, we derive a new optimal change metric to be used in synthetic aperture RADAR (SAR) coherent change detection (CCD). Previous CCD methods tend to produce false alarm states (showing change when there is none) in areas of the image that have a low clutter-to-noise power ratio (CNR). The new estimator does not suffer from this shortcoming. It is a surprisingly simple expression, easy to implement, and is optimal in the maximum-likelihood (ML) sense. The estimator produces very impressive results on the CCD collects that we have tested.
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.
Pascazio, Vito; Schirinzi, Gilda
2002-01-01
In this paper, a technique that is able to reconstruct highly sloped and discontinuous terrain height profiles, starting from multifrequency wrapped phase acquired by interferometric synthetic aperture radar (SAR) systems, is presented. We propose an innovative unwrapping method, based on a maximum likelihood estimation technique, which uses multifrequency independent phase data, obtained by filtering the interferometric SAR raw data pair through nonoverlapping band-pass filters, and approximating the unknown surface by means of local planes. Since the method does not exploit the phase gradient, it assures the uniqueness of the solution, even in the case of highly sloped or piecewise continuous elevation patterns with strong discontinuities.
NASA Astrophysics Data System (ADS)
Magnard, C.; Small, D.; Meier, E.
2015-03-01
The phase estimation of cross-track multibaseline synthetic aperture interferometric data is usually thought to be very efficiently achieved using the maximum likelihood (ML) method. The suitability of this method is investigated here as applied to airborne single pass multibaseline data. Experimental interferometric data acquired with a Ka-band sensor were processed using (a) a ML method that fuses the complex data from all receivers and (b) a coarse-to-fine method that only uses the intermediate baselines to unwrap the phase values from the longest baseline. The phase noise was analyzed for both methods: in most cases, a small improvement was found when the ML method was used.
User's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation
NASA Technical Reports Server (NTRS)
Maine, R. E.; Iliff, K. W.
1980-01-01
A user's manual for the FORTRAN IV computer program MMLE3 is described. It is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The theory and use of the program is described. The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program.
Maximum-likelihood estimation optimizer for constrained, time-optimal satellite reorientation
NASA Astrophysics Data System (ADS)
Melton, Robert G.
2014-10-01
The Covariance Matrix Adaptation-Evolutionary Strategy (CMA-ES) method provides a high-quality estimate of the control solution for an unconstrained satellite reorientation problem, and rapid, useful guesses needed for high-fidelity methods that can solve time-optimal reorientation problems with multiple path constraints. The CMA-ES algorithm offers two significant advantages over heuristic methods such as Particle Swarm or Bacteria Foraging Optimisation: it builds an approximation to the covariance matrix for the cost function, and uses that to determine a direction of maximum likelihood for the search, reducing the chance of stagnation; and it achieves second-order, quasi-Newton convergence behaviour.
An inconsistency in the standard maximum likelihood estimation of bulk flows
Nusser, Adi
2014-11-01
Maximum likelihood estimation of the bulk flow from radial peculiar motions of galaxies generally assumes a constant velocity field inside the survey volume. This assumption is inconsistent with the definition of bulk flow as the average of the peculiar velocity field over the relevant volume. This follows from a straightforward mathematical relation between the bulk flow of a sphere and the velocity potential on its surface. This inconsistency also exists for ideal data with exact radial velocities and full spatial coverage. Based on the same relation, we propose a simple modification to correct for this inconsistency.
Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano
2015-01-01
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in the 1980s and early 1990s. We use estimates from our model to simulate a synthetic dataset and assess the ability of ML and SMM to recover the model parameters on this sample. We investigate the performance of alternative tuning parameters for SMM. PMID:26494926
Maximum likelihood estimation of the mixture of log-concave densities.
Hu, Hao; Wu, Yichao; Yao, Weixin
2016-09-01
Finite mixture models are useful tools and can be estimated via the EM algorithm. A main drawback is the strong parametric assumption about the component densities. In this paper, a much more flexible mixture model is considered, which assumes each component density to be log-concave. Under fairly general conditions, the log-concave maximum likelihood estimator (LCMLE) exists and is consistent. Numeric examples are also made to demonstrate that the LCMLE improves the clustering results while comparing with the traditional MLE for parametric mixture models.
NASA Astrophysics Data System (ADS)
Chen, C. E.; Lorenzelli, F.; Hudson, R. E.; Yao, K.
2007-12-01
We investigate the maximum likelihood (ML) direction-of-arrival (DOA) estimation of multiple wideband sources in the presence of unknown nonuniform sensor noise. New closed-form expression for the direction estimation Cramér-Rao-Bound (CRB) has been derived. The performance of the conventional wideband uniform ML estimator under nonuniform noise has been studied. In order to mitigate the performance degradation caused by the nonuniformity of the noise, a new deterministic wideband nonuniform ML DOA estimator is derived and two associated processing algorithms are proposed. The first algorithm is based on an iterative procedure which stepwise concentrates the log-likelihood function with respect to the DOAs and the noise nuisance parameters, while the second is a noniterative algorithm that maximizes the derived approximately concentrated log-likelihood function. The performance of the proposed algorithms is tested through extensive computer simulations. Simulation results show the stepwise-concentrated ML algorithm (SC-ML) requires only a few iterations to converge and both the SC-ML and the approximately-concentrated ML algorithm (AC-ML) attain a solution close to the derived CRB at high signal-to-noise ratio.
Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET
Gopich, Irina V.
2015-01-21
Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.
Maximum-likelihood methods for array processing based on time-frequency distributions
NASA Astrophysics Data System (ADS)
Zhang, Yimin; Mu, Weifeng; Amin, Moeness G.
1999-11-01
This paper proposes a novel time-frequency maximum likelihood (t-f ML) method for direction-of-arrival (DOA) estimation for non- stationary signals, and compares this method with conventional maximum likelihood DOA estimation techniques. Time-frequency distributions localize the signal power in the time-frequency domain, and as such enhance the effective SNR, leading to improved DOA estimation. The localization of signals with different t-f signatures permits the division of the time-frequency domain into smaller regions, each contains fewer signals than those incident on the array. The reduction of the number of signals within different time-frequency regions not only reduces the required number of sensors, but also decreases the computational load in multi- dimensional optimizations. Compared to the recently proposed time- frequency MUSIC (t-f MUSIC), the proposed t-f ML method can be applied in coherent environments, without the need to perform any type of preprocessing that is subject to both array geometry and array aperture.
The Extended-Image Tracking Technique Based on the Maximum Likelihood Estimation
NASA Technical Reports Server (NTRS)
Tsou, Haiping; Yan, Tsun-Yee
2000-01-01
This paper describes an extended-image tracking technique based on the maximum likelihood estimation. The target image is assume to have a known profile covering more than one element of a focal plane detector array. It is assumed that the relative position between the imager and the target is changing with time and the received target image has each of its pixels disturbed by an independent additive white Gaussian noise. When a rotation-invariant movement between imager and target is considered, the maximum likelihood based image tracking technique described in this paper is a closed-loop structure capable of providing iterative update of the movement estimate by calculating the loop feedback signals from a weighted correlation between the currently received target image and the previously estimated reference image in the transform domain. The movement estimate is then used to direct the imager to closely follow the moving target. This image tracking technique has many potential applications, including free-space optical communications and astronomy where accurate and stabilized optical pointing is essential.
NASA Astrophysics Data System (ADS)
Rizzo, R. E.; Healy, D.; De Siena, L.
2017-02-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in rocks, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture lengths and apertures are fundamental to estimate bulk permeability and therefore fluid flow, especially for rocks with low primary porosity where most of the flow takes place within fractures. We collected outcrop data from a fractured upper Miocene biosiliceous mudstone formation (California, USA), which exhibits seepage of bitumen-rich fluids through the fractures. The dataset was analysed using Maximum Likelihood Estimators to extract the underlying scaling parameters, and we found a log-normal distribution to be the best representative statistic for both fracture lengths and apertures in the study area. By applying Maximum Likelihood Estimators on outcrop fracture data, we generate fracture network models with the same statistical attributes to the ones observed on outcrop, from which we can achieve more robust predictions of bulk permeability.
Maximum Likelihood Mapping of Quantitative Trait Loci Using Full-Sib Families
Knott, S. A.; Haley, C. S.
1992-01-01
A maximum likelihood method is presented for the detection of quantitative trait loci (QTL) using flanking markers in full-sib families. This method incorporates a random component for common family effects due to additional QTL or the environment. Simulated data have been used to investigate this method. With a fixed total number of full sibs power of detection decreased substantially with decreasing family size. Increasing the number of alleles at the marker loci (i.e., polymorphism information content) and decreasing the interval size about the QTL increased power. Flanking markers were more powerful than single markers. In testing for a linked QTL the test must be made against a model which allows for between family variation (i.e., including an unlinked QTL or a between family variance component) or the test statistic may be grossly inflated. Mean parameter estimates were close to the simulated values in all situations when fitting the full model (including a linked QTL and common family effect). If the common family component was omitted the QTL effect was overestimated in data in which additional genetic variance was simulated and when compared with an unlinked QTL model there was reduced power. The test statistic curves, reflecting the likelihood of the QTL at each position along the chromosome, have discontinuities at the markers caused by adjacent pairs of markers providing different amounts of information. This must be accounted for when using flanking markers to search for a QTL in an outbred population. PMID:1459438
Maximum likelihood estimation for semiparametric transformation models with interval-censored data
Zeng, Donglin; Mao, Lu; Lin, D. Y.
2016-01-01
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
NASA Astrophysics Data System (ADS)
Loveday, J.; Norberg, P.; Baldry, I. K.; Bland-Hawthorn, J.; Brough, S.; Brown, M. J. I.; Driver, S. P.; Kelvin, L. S.; Phillipps, S.
2015-08-01
We describe modifications to the joint stepwise maximum-likelihood method of Cole in order to simultaneously fit the Galaxy and Mass Assembly II galaxy luminosity function (LF), corrected for radial density variations, and its evolution with redshift. The whole sample is reasonably well fitted with luminosity (Qe) and density (Pe) evolution parameters Qe, Pe ≈ 1.0, 1.0 but with significant degeneracies characterized by Qe ≈ 1.4 - 0.4Pe. Blue galaxies exhibit larger luminosity density evolution than red galaxies, as expected. We present the evolution-corrected r-band LF for the whole sample and for blue and red subsamples, using both Petrosian and Sérsic magnitudes. Petrosian magnitudes miss a substantial fraction of the flux of de Vaucouleurs profile galaxies: the Sérsic LF is substantially higher than the Petrosian LF at the bright end.
Equivalence between modularity optimization and maximum likelihood methods for community detection
NASA Astrophysics Data System (ADS)
Newman, M. E. J.
2016-11-01
We demonstrate an equivalence between two widely used methods of community detection in networks, the method of modularity maximization and the method of maximum likelihood applied to the degree-corrected stochastic block model. Specifically, we show an exact equivalence between maximization of the generalized modularity that includes a resolution parameter and the special case of the block model known as the planted partition model, in which all communities in a network are assumed to have statistically similar properties. Among other things, this equivalence provides a mathematically principled derivation of the modularity function, clarifies the conditions and assumptions of its use, and gives an explicit formula for the optimal value of the resolution parameter.
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.
Programmer's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation
NASA Technical Reports Server (NTRS)
Maine, R. E.
1981-01-01
The MMLE3 is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program. The implementation of the program on specific computer systems is discussed. The structure of the program is diagrammed, and the function and operation of individual routines is described. Complete listings and reference maps of the routines are included on microfiche as a supplement. Four test cases are discussed; listings of the input cards and program output for the test cases are included on microfiche as a supplement.
NASA Astrophysics Data System (ADS)
Sobolev, V. S.; Zhuravel', F. A.; Kashcheeva, G. A.
2016-11-01
This paper presents a comparative analysis of the errors of two alternative methods of estimating the central frequency of signals of laser Doppler systems, one of which is based on the maximum likelihood criterion and the other on the so-called pulse-pair technique. Using computer simulation, the standard deviations of the Doppler signal frequency from its true values are determined for both methods and plots of the ratios of these deviations as a measure of the accuracy gain of one of them are constructed. The results can be used by developers of appropriate systems to choose an optimal algorithm of signal processing based on a compromise between the accuracy and speed of the systems as well as the labor intensity of calculations.
W-IQ-TREE: a fast online phylogenetic tool for maximum likelihood analysis.
Trifinopoulos, Jana; Nguyen, Lam-Tung; von Haeseler, Arndt; Minh, Bui Quang
2016-07-08
This article presents W-IQ-TREE, an intuitive and user-friendly web interface and server for IQ-TREE, an efficient phylogenetic software for maximum likelihood analysis. W-IQ-TREE supports multiple sequence types (DNA, protein, codon, binary and morphology) in common alignment formats and a wide range of evolutionary models including mixture and partition models. W-IQ-TREE performs fast model selection, partition scheme finding, efficient tree reconstruction, ultrafast bootstrapping, branch tests, and tree topology tests. All computations are conducted on a dedicated computer cluster and the users receive the results via URL or email. W-IQ-TREE is available at http://iqtree.cibiv.univie.ac.at It is free and open to all users and there is no login requirement.
NASA Astrophysics Data System (ADS)
Chou, Heng-Chih; Wang, David
2007-11-01
We investigate the performance of a default risk model based on the barrier option framework with maximum likelihood estimation. We provide empirical validation of the model by showing that implied default barriers are statistically significant for a sample of construction firms in Taiwan over the period 1994-2004. We find that our model dominates the commonly adopted models, Merton model, Z-score model and ZETA model. Moreover, we test the n-year-ahead prediction performance of the model and find evidence that the prediction accuracy of the model improves as the forecast horizon decreases. Finally, we assess the effect of estimated default risk on equity returns and find that default risk is able to explain equity returns and that default risk is a variable worth considering in asset-pricing tests, above and beyond size and book-to-market.
NASA Technical Reports Server (NTRS)
Howell, Leonard W.; Whitaker, Ann F. (Technical Monitor)
2001-01-01
The maximum likelihood procedure is developed for estimating the three spectral parameters of an assumed broken power law energy spectrum from simulated detector responses and their statistical properties investigated. The estimation procedure is then generalized for application to real cosmic-ray data. To illustrate the procedure and its utility, analytical methods were developed in conjunction with a Monte Carlo simulation to explore the combination of the expected cosmic-ray environment with a generic space-based detector and its planned life cycle, allowing us to explore various detector features and their subsequent influence on estimating the spectral parameters. This study permits instrument developers to make important trade studies in design parameters as a function of the science objectives, which is particularly important for space-based detectors where physical parameters, such as dimension and weight, impose rigorous practical limits to the design envelope.
Modifying high-order aeroelastic math model of a jet transport using maximum likelihood estimation
NASA Technical Reports Server (NTRS)
Anissipour, Amir A.; Benson, Russell A.
1989-01-01
The design of control laws to damp flexible structural modes requires accurate math models. Unlike the design of control laws for rigid body motion (e.g., where robust control is used to compensate for modeling inaccuracies), structural mode damping usually employs narrow band notch filters. In order to obtain the required accuracy in the math model, maximum likelihood estimation technique is employed to improve the accuracy of the math model using flight data. Presented here are all phases of this methodology: (1) pre-flight analysis (i.e., optimal input signal design for flight test, sensor location determination, model reduction technique, etc.), (2) data collection and preprocessing, and (3) post-flight analysis (i.e., estimation technique and model verification). In addition, a discussion is presented of the software tools used and the need for future study in this field.
NASA Technical Reports Server (NTRS)
Murphy, P. C.
1984-01-01
An algorithm for maximum likelihood (ML) estimation is developed primarily for multivariable dynamic systems. The algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). The method 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 compared with integrating the analytically determined sensitivity equations or using a finite-difference method. Different surface-fitting methods are discussed and demonstrated. Aircraft estimation problems are solved by using both simulated and real-flight data to compare MNRES with commonly used methods; in these solutions MNRES is found to be equally accurate and substantially faster. MNRES eliminates the need to derive sensitivity equations, thus producing a more generally applicable algorithm.
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
Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.
2014-01-01
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature. PMID:25427517
NASA Astrophysics Data System (ADS)
Kojima, Yohei; Takeda, Kazuaki; Adachi, Fumiyuki
Frequency-domain equalization (FDE) based on the minimum mean square error (MMSE) criterion can provide better downlink bit error rate (BER) performance of direct sequence code division multiple access (DS-CDMA) than the conventional rake combining in a frequency-selective fading channel. FDE requires accurate channel estimation. In this paper, we propose a new 2-step maximum likelihood channel estimation (MLCE) for DS-CDMA with FDE in a very slow frequency-selective fading environment. The 1st step uses the conventional pilot-assisted MMSE-CE and the 2nd step carries out the MLCE using decision feedback from the 1st step. The BER performance improvement achieved by 2-step MLCE over pilot assisted MMSE-CE is confirmed by computer simulation.
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.
Li, Xinya; Deng, Z. Daniel; USA, Richland Washington; Sun, Yannan; USA, Richland Washington; Martinez, Jayson J.; USA, Richland Washington; Fu, Tao; USA, Richland Washington; McMichael, Geoffrey A.; USA, Richland Washington; Carlson, Thomas J.; USA, Richland Washington
2014-11-27
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
Parsimonious estimation of sex-specific map distances by stepwise maximum likelihood regression
Fann, C.S.J.; Ott, J.
1995-10-10
In human genetic maps, differences between female (x{sub f}) and male (x{sub m}) map distances may be characterized by the ratio, R = x{sub f}/x{sub m}, or the relative difference, Q = (x{sub f} - x{sub m})/(x{sub f} + x{sub m}) = (R - 1)/(R + 1). For a map of genetic markers spread along a chromosome, Q(d) may be viewed as a graph of Q versus the midpoints, d, of the map intervals. To estimate male and female map distances for each interval, a novel method is proposed to evaluate the most parsimonious trend of Q(d) along the chromosome, where Q(d) is expressed as a polynomial in d. Stepwise maximum likelihood polynomial regression of Q is described. The procedure has been implemented in a FORTRAN program package, TREND, and is applied to data on chromosome 18. 11 refs., 2 figs., 3 tabs.
NASA Technical Reports Server (NTRS)
Pina, R. K.; Puetter, R. C.
1992-01-01
We have developed a new figure of merit, a 'maximum-residual-likelihood' (MRL) statistic, for the goodness of fit for Bayesian image restoration which explicitly incorporates spatial information. The MRL constraint provides a natural means of incorporating the prior knowledge that the residuals contain no spatial structure through the autocorrelation function of the residuals. We demonstrate that this statistic follows a Chi-square distribution and that forcing this statistic to have its most probable value leads to a restored image whose residuals are consistent with the noise model. Our numerical experiments suggest that image restoration using the MRL statistic alone is numerically robust and produces results which are independent of the initial guess for the restored image. However, we caution that using the MRL statistic without an image prior can result in overresolution in low SNR portions of the image.
NASA Astrophysics Data System (ADS)
Kong, Gyuyeol; Choi, Sooyong
2012-08-01
An effective two-dimensional (2D) partial response maximum likelihood (PRML) detection scheme for holographic data storage (HDS) systems is proposed. The proposed scheme adopts the simplified trellis diagram, uses a priori information, and detects the data in two directions from the previously proposed detection schemes. The simplified trellis diagram which has 4 states and 8 branches yields a dramatic complexity reduction while the simplified 2D PRML detector shows serious performance degradation in the high density HDS channels. To prevent performance degradation, the proposed detector uses a priori information in order to give higher reliability to the branch metric. Furthermore, the proposed scheme detects the data in the vertical and horizontal directions to fully utilize the characteristics of the channel detection with a 2D partial response target. By effective combination of these three techniques, the proposed scheme with a simple structure has more than 2 dB gains compared to the conventional detection schemes.
Huang, Jinxin; Clarkson, Eric; Kupinski, Matthew; Lee, Kye-Sung; Maki, Kara L; Ross, David S; Aquavella, James V; Rolland, Jannick P
2013-01-01
Understanding tear film dynamics is a prerequisite for advancing the management of Dry Eye Disease (DED). In this paper, we discuss the use of optical coherence tomography (OCT) and statistical decision theory to analyze the tear film dynamics of a digital phantom. We implement a maximum-likelihood (ML) estimator to interpret OCT data based on mathematical models of Fourier-Domain OCT and the tear film. With the methodology of task-based assessment, we quantify the tradeoffs among key imaging system parameters. We find, on the assumption that the broadband light source is characterized by circular Gaussian statistics, ML estimates of 40 nm +/- 4 nm for an axial resolution of 1 μm and an integration time of 5 μs. Finally, the estimator is validated with a digital phantom of tear film dynamics, which reveals estimates of nanometer precision.
Cham, Heining; Reshetnyak, Evgeniya; Rosenfeld, Barry; Breitbart, William
2017-01-01
Researchers have developed missing data handling techniques for estimating interaction effects in multiple regression. Extending to latent variable interactions, we investigated full information maximum likelihood (FIML) estimation to handle incompletely observed indicators for product indicator (PI) and latent moderated structural equations (LMS) methods. Drawing on the analytic work on missing data handling techniques in multiple regression with interaction effects, we compared the performance of FIML for PI and LMS analytically. We performed a simulation study to compare FIML for PI and LMS. We recommend using FIML for LMS when the indicators are missing completely at random (MCAR) or missing at random (MAR) and when they are normally distributed. FIML for LMS produces unbiased parameter estimates with small variances, correct Type I error rates, and high statistical power of interaction effects. We illustrated the use of these methods by analyzing the interaction effect between advanced cancer patients' depression and change of inner peace well-being on future hopelessness levels.
Li, Xinya; Deng, Z Daniel; Sun, Yannan; Martinez, Jayson J; Fu, Tao; McMichael, Geoffrey A; Carlson, Thomas J
2014-11-27
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
Targeted search for continuous gravitational waves: Bayesian versus maximum-likelihood statistics
NASA Astrophysics Data System (ADS)
Prix, Reinhard; Krishnan, Badri
2009-10-01
We investigate the Bayesian framework for detection of continuous gravitational waves (GWs) in the context of targeted searches, where the phase evolution of the GW signal is assumed to be known, while the four amplitude parameters are unknown. We show that the orthodox maximum-likelihood statistic (known as F-statistic) can be rediscovered as a Bayes factor with an unphysical prior in amplitude parameter space. We introduce an alternative detection statistic ('B-statistic') using the Bayes factor with a more natural amplitude prior, namely an isotropic probability distribution for the orientation of GW sources. Monte Carlo simulations of targeted searches show that the resulting Bayesian B-statistic is more powerful in the Neyman-Pearson sense (i.e., has a higher expected detection probability at equal false-alarm probability) than the frequentist F-statistic.
Li, Xinya; Deng, Z. Daniel; USA, Richland Washington; ...
2014-11-27
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developedmore » using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.« less
Determination of instrumentation errors from measured data using maximum likelihood method
NASA Technical Reports Server (NTRS)
Keskar, D. A.; Klein, V.
1980-01-01
The maximum likelihood method is used for estimation of unknown initial conditions, constant bias and scale factor errors in measured flight data. The model for the system to be identified consists of the airplane six-degree-of-freedom kinematic equations, and the output equations specifying the measured variables. The estimation problem is formulated in a general way and then, for practical use, simplified by ignoring the effect of process noise. The algorithm developed is first applied to computer generated data having different levels of process noise for the demonstration of the robustness of the method. Then the real flight data are analyzed and the results compared with those obtained by the extended Kalman filter algorithm.
IM3SHAPE: a maximum likelihood galaxy shear measurement code for cosmic gravitational lensing
NASA Astrophysics Data System (ADS)
Zuntz, Joe; Kacprzak, Tomasz; Voigt, Lisa; Hirsch, Michael; Rowe, Barnaby; Bridle, Sarah
2013-09-01
We present and describe IM3SHAPE, a new publicly available galaxy shape measurement code for weak gravitational lensing shear. IM3SHAPE performs a maximum likelihood fit of a bulge-plus-disc galaxy model to noisy images, incorporating an applied point spread function. We detail challenges faced and choices made in its design and implementation, and then discuss various limitations that affect this and other maximum likelihood methods. We assess the bias arising from fitting an incorrect galaxy model using simple noise-free images and find that it should not be a concern for current cosmic shear surveys. We test IM3SHAPE on the Gravitational Lensing Accuracy Testing 2008 (GREAT08) challenge image simulations, and meet the requirements for upcoming cosmic shear surveys in the case that the simulations are encompassed by the fitted model, using a simple correction for image noise bias. For the fiducial branch of GREAT08 we obtain a negligible additive shear bias and sub-two per cent level multiplicative bias, which is suitable for analysis of current surveys. We fall short of the sub-per cent level requirement for upcoming surveys, which we attribute to a combination of noise bias and the mismatch between our galaxy model and the model used in the GREAT08 simulations. We meet the requirements for current surveys across all branches of GREAT08, except those with small or high noise galaxies, which we would cut from our analysis. Using the GREAT08 metric we we obtain a score of Q = 717 for the usable branches, relative to the goal of Q = 1000 for future experiments. The code is freely available from https://bitbucket.org/joezuntz/im3shape
Pirracchio, Romain; Yue, John K; Manley, Geoffrey T; van der Laan, Mark J; Hubbard, Alan E
2016-06-29
Standard statistical practice used for determining the relative importance of competing causes of disease typically relies on ad hoc methods, often byproducts of machine learning procedures (stepwise regression, random forest, etc.). Causal inference framework and data-adaptive methods may help to tailor parameters to match the clinical question and free one from arbitrary modeling assumptions. Our focus is on implementations of such semiparametric methods for a variable importance measure (VIM). We propose a fully automated procedure for VIM based on collaborative targeted maximum likelihood estimation (cTMLE), a method that optimizes the estimate of an association in the presence of potentially numerous competing causes. We applied the approach to data collected from traumatic brain injury patients, specifically a prospective, observational study including three US Level-1 trauma centers. The primary outcome was a disability score (Glasgow Outcome Scale - Extended (GOSE)) collected three months post-injury. We identified clinically important predictors among a set of risk factors using a variable importance analysis based on targeted maximum likelihood estimators (TMLE) and on cTMLE. Via a parametric bootstrap, we demonstrate that the latter procedure has the potential for robust automated estimation of variable importance measures based upon machine-learning algorithms. The cTMLE estimator was associated with substantially less positivity bias as compared to TMLE and larger coverage of the 95% CI. This study confirms the power of an automated cTMLE procedure that can target model selection via machine learning to estimate VIMs in complicated, high-dimensional data.
Maximum Likelihood Implementation of an Isolation-with-Migration Model for Three Species.
Dalquen, Daniel A; Zhu, Tianqi; Yang, Ziheng
2016-08-02
We develop a maximum likelihood (ML) method for estimating migration rates between species using genomic sequence data. A species tree is used to accommodate the phylogenetic relationships among three species, allowing for migration between the two sister species, while the third species is used as an out-group. A Markov chain characterization of the genealogical process of coalescence and migration is used to integrate out the migration histories at each locus analytically, whereas Gaussian quadrature is used to integrate over the coalescent times on each genealogical tree numerically. This is an extension of our early implementation of the symmetrical isolation-with-migration model for three species to accommodate arbitrary loci with two or three sequences per locus and to allow asymmetrical migration rates. Our implementation can accommodate tens of thousands of loci, making it feasible to analyze genome-scale data sets to test for gene flow. We calculate the posterior probabilities of gene trees at individual loci to identify genomic regions that are likely to have been transferred between species due to gene flow. We conduct a simulation study to examine the statistical properties of the likelihood ratio test for gene flow between the two in-group species and of the ML estimates of model parameters such as the migration rate. Inclusion of data from a third out-group species is found to increase dramatically the power of the test and the precision of parameter estimation. We compiled and analyzed several genomic data sets from the Drosophila fruit flies. Our analyses suggest no migration from D. melanogaster to D. simulans, and a significant amount of gene flow from D. simulans to D. melanogaster, at the rate of [Formula: see text] migrant individuals per generation. We discuss the utility of the multispecies coalescent model for species tree estimation, accounting for incomplete lineage sorting and migration.
Lee, Wonyul; Liu, Yufeng
2012-10-01
Multivariate regression is a common statistical tool for practical problems. Many multivariate regression techniques are designed for univariate response cases. For problems with multiple response variables available, one common approach is to apply the univariate response regression technique separately on each response variable. Although it is simple and popular, the univariate response approach ignores the joint information among response variables. In this paper, we propose three new methods for utilizing joint information among response variables. All methods are in a penalized likelihood framework with weighted L(1) regularization. The proposed methods provide sparse estimators of conditional inverse co-variance matrix of response vector given explanatory variables as well as sparse estimators of regression parameters. Our first approach is to estimate the regression coefficients with plug-in estimated inverse covariance matrices, and our second approach is to estimate the inverse covariance matrix with plug-in estimated regression parameters. Our third approach is to estimate both simultaneously. Asymptotic properties of these methods are explored. Our numerical examples demonstrate that the proposed methods perform competitively in terms of prediction, variable selection, as well as inverse covariance matrix estimation.
Efficient and exact maximum likelihood quantisation of genomic features using dynamic programming.
Song, Mingzhou; Haralick, Robert M; Boissinot, Stéphane
2010-01-01
An efficient and exact dynamic programming algorithm is introduced to quantise a continuous random variable into a discrete random variable that maximises the likelihood of the quantised probability distribution for the original continuous random variable. Quantisation is often useful before statistical analysis and modelling of large discrete network models from observations of multiple continuous random variables. The quantisation algorithm is applied to genomic features including the recombination rate distribution across the chromosomes and the non-coding transposable element LINE-1 in the human genome. The association pattern is studied between the recombination rate, obtained by quantisation at genomic locations around LINE-1 elements, and the length groups of LINE-1 elements, also obtained by quantisation on LINE-1 length. The exact and density-preserving quantisation approach provides an alternative superior to the inexact and distance-based univariate iterative k-means clustering algorithm for discretisation.
Extended maximum likelihood halo-independent analysis of dark matter direct detection data
Gelmini, Graciela B.; Georgescu, Andreea; Gondolo, Paolo; Huh, Ji-Haeng
2015-11-24
We extend and correct a recently proposed maximum-likelihood halo-independent method to analyze unbinned direct dark matter detection data. Instead of the recoil energy as independent variable we use the minimum speed a dark matter particle must have to impart a given recoil energy to a nucleus. This has the advantage of allowing us to apply the method to any type of target composition and interaction, e.g. with general momentum and velocity dependence, and with elastic or inelastic scattering. We prove the method and provide a rigorous statistical interpretation of the results. As first applications, we find that for dark matter particles with elastic spin-independent interactions and neutron to proton coupling ratio f{sub n}/f{sub p}=−0.7, the WIMP interpretation of the signal observed by CDMS-II-Si is compatible with the constraints imposed by all other experiments with null results. We also find a similar compatibility for exothermic inelastic spin-independent interactions with f{sub n}/f{sub p}=−0.8.
Maximum likelihood estimation of proton irradiated field and deposited dose distribution
Inaniwa, Taku; Kohno, Toshiyuki; Yamagata, Fumiko; Tomitani, Takehiro; Sato, Shinji; Kanazawa, Mitsutaka; Kanai, Tatsuaki; Urakabe, Eriko
2007-05-15
In proton therapy, it is important to evaluate the field irradiated with protons and the deposited dose distribution in a patient's body. Positron emitters generated through fragmentation reactions of target nuclei can be used for this purpose. By detecting the annihilation gamma rays from the positron emitters, the annihilation gamma ray distribution can be obtained which has information about the quantities essential to proton therapy. In this study, we performed irradiation experiments with mono-energetic proton beams of 160 MeV and the spread-out Bragg peak beams to three kinds of targets. The annihilation events were detected with a positron camera for 500 s after the irradiation and the annihilation gamma ray distributions were obtained. In order to evaluate the range and the position of distal and proximal edges of the SOBP, the maximum likelihood estimation (MLE) method was applied to the detected distributions. The evaluated values with the MLE method were compared with those estimated from the measured dose distributions. As a result, the ranges were determined with the difference between the MLE range and the experimental range less than 1.0 mm for all targets. For the SOBP beams, the positions of distal edges were determined with the difference less than 1.0 mm. On the other hand, the difference amounted to 7.9 mm for proximal edges.
Maximum likelihood estimation of proton irradiated field and deposited dose distribution.
Inaniwa, Taku; Kohno, Toshiyuki; Yamagata, Fumiko; Tomitani, Takehiro; Sato, Shinji; Kanazawa, Mitsutaka; Kanai, Tatsuaki; Urakabe, Eriko
2007-05-01
In proton therapy, it is important to evaluate the field irradiated with protons and the deposited dose distribution in a patient's body. Positron emitters generated through fragmentation reactions of target nuclei can be used for this purpose. By detecting the annihilation gamma rays from the positron emitters, the annihilation gamma ray distribution can be obtained which has information about the quantities essential to proton therapy. In this study, we performed irradiation experiments with mono-energetic proton beams of 160 MeV and the spread-out Bragg peak beams to three kinds of targets. The annihilation events were detected with a positron camera for 500 s after the irradiation and the annihilation gamma ray distributions were obtained. In order to evaluate the range and the position of distal and proximal edges of the SOBP, the maximum likelihood estimation (MLE) method was applied to the detected distributions. The evaluated values with the MLE method were compared with those estimated from the measured dose distributions. As a result, the ranges were determined with the difference between the MLE range and the experimental range less than 1.0 mm for all targets. For the SOBP beams, the positions of distal edges were determined with the difference less than 1.0 mm. On the other hand, the difference amounted to 7.9 mm for proximal edges.
Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors
NASA Technical Reports Server (NTRS)
Erkmen, Baris I.; Moision, Bruce E.
2010-01-01
Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.
Berger, Simon A.; Krompass, Denis; Stamatakis, Alexandros
2011-01-01
We present an evolutionary placement algorithm (EPA) and a Web server for the rapid assignment of sequence fragments (short reads) to edges of a given phylogenetic tree under the maximum-likelihood model. The accuracy of the algorithm is evaluated on several real-world data sets and compared with placement by pair-wise sequence comparison, using edit distances and BLAST. We introduce a slow and accurate as well as a fast and less accurate placement algorithm. For the slow algorithm, we develop additional heuristic techniques that yield almost the same run times as the fast version with only a small loss of accuracy. When those additional heuristics are employed, the run time of the more accurate algorithm is comparable with that of a simple BLAST search for data sets with a high number of short query sequences. Moreover, the accuracy of the EPA is significantly higher, in particular when the sample of taxa in the reference topology is sparse or inadequate. Our algorithm, which has been integrated into RAxML, therefore provides an equally fast but more accurate alternative to BLAST for tree-based inference of the evolutionary origin and composition of short sequence reads. We are also actively developing a Web server that offers a freely available service for computing read placements on trees using the EPA. PMID:21436105
Gutenberg-Richter b-value maximum likelihood estimation and sample size
NASA Astrophysics Data System (ADS)
Nava, F. A.; Márquez-Ramírez, V. H.; Zúñiga, F. R.; Ávila-Barrientos, L.; Quinteros, C. B.
2017-01-01
The Aki-Utsu maximum likelihood method is widely used for estimation of the Gutenberg-Richter b-value, but not all authors are conscious of the method's limitations and implicit requirements. The Aki/Utsu method requires a representative estimate of the population mean magnitude; a requirement seldom satisfied in b-value studies, particularly in those that use data from small geographic and/or time windows, such as b-mapping and b-vs-time studies. Monte Carlo simulation methods are used to determine how large a sample is necessary to achieve representativity, particularly for rounded magnitudes. The size of a representative sample weakly depends on the actual b-value. It is shown that, for commonly used precisions, small samples give meaningless estimations of b. Our results give estimates on the probabilities of getting correct estimates of b for a given desired precision for samples of different sizes. We submit that all published studies reporting b-value estimations should include information about the size of the samples used.
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.
The optical synthetic aperture image restoration based on the improved maximum-likelihood algorithm
NASA Astrophysics Data System (ADS)
Geng, Zexun; Xu, Qing; Zhang, Baoming; Gong, Zhihui
2012-09-01
Optical synthetic aperture imaging (OSAI) can be envisaged in the future for improving the image resolution from high altitude orbits. Several future projects are based on optical synthetic aperture for science or earth observation. Comparing with equivalent monolithic telescopes, however, the partly filled aperture of OSAI induces the attenuation of the modulation transfer function of the system. Consequently, images acquired by OSAI instrument have to be post-processed to restore ones equivalent in resolution to that of a single filled aperture. The maximum-likelihood (ML) algorithm proposed by Benvenuto performed better than traditional Wiener filter did, but it didn't work stably and the point spread function (PSF), was assumed to be known and unchanged in iterative restoration. In fact, the PSF is unknown in most cases, and its estimation was expected to be updated alternatively in optimization. Facing these limitations of this method, an improved ML (IML) reconstruction algorithm was proposed in this paper, which incorporated PSF estimation by means of parameter identification into ML, and updated the PSF successively during iteration. Accordingly, the IML algorithm converged stably and reached better results. Experiment results showed that the proposed algorithm performed much better than ML did in peak signal to noise ratio, mean square error and the average contrast evaluation indexes.
NASA Technical Reports Server (NTRS)
Howell, Leonard W.
2002-01-01
The method of Maximum Likelihood (ML) is used to estimate the spectral parameters of an assumed broken power law energy spectrum from simulated detector responses. This methodology, which requires the complete specificity of all cosmic-ray detector design parameters, is shown to provide approximately unbiased, minimum variance, and normally distributed spectra information for events detected by an instrument having a wide range of commonly used detector response functions. The ML procedure, coupled with the simulated performance of a proposed space-based detector and its planned life cycle, has proved to be of significant value in the design phase of a new science instrument. The procedure helped make important trade studies in design parameters as a function of the science objectives, which is particularly important for space-based detectors where physical parameters, such as dimension and weight, impose rigorous practical limits to the design envelope. This ML methodology is then generalized to estimate broken power law spectral parameters from real cosmic-ray data sets.
NASA Astrophysics Data System (ADS)
Zhao, Xiang; Lin, Jiming
2016-04-01
Image sensor-based visible light positioning can be applied not only to indoor environments but also to outdoor environments. To determine the performance bounds of the positioning accuracy from the view of statistical optimization for an outdoor image sensor-based visible light positioning system, we analyze and derive the maximum likelihood estimation and corresponding Cramér-Rao lower bounds of vehicle position, under the condition that the observation values of the light-emitting diode (LED) imaging points are affected by white Gaussian noise. For typical parameters of an LED traffic light and in-vehicle camera image sensor, simulation results show that accurate estimates are available, with positioning error generally less than 0.1 m at a communication distance of 30 m between the LED array transmitter and the camera receiver. With the communication distance being constant, the positioning accuracy depends on the number of LEDs used, the focal length of the lens, the pixel size, and the frame rate of the camera receiver.
Joint maximum likelihood estimation of activation and Hemodynamic Response Function for fMRI.
Bazargani, Negar; Nosratinia, Aria
2014-07-01
Blood Oxygen Level Dependent (BOLD) functional magnetic resonance imaging (fMRI) maps the brain activity by measuring blood oxygenation level, which is related to brain activity via a temporal impulse response function known as the Hemodynamic Response Function (HRF). The HRF varies from subject to subject and within areas of the brain, therefore a knowledge of HRF is necessary for accurately computing voxel activations. Conversely a knowledge of active voxels is highly beneficial for estimating the HRF. This work presents a joint maximum likelihood estimation of HRF and activation based on low-rank matrix approximations operating on regions of interest (ROI). Since each ROI has limited data, a smoothing constraint on the HRF is employed via Tikhonov regularization. The method is analyzed under both white noise and colored noise. Experiments with synthetic data show that accurate estimation of the HRF is possible with this method without prior assumptions on the exact shape of the HRF. Further experiments involving real fMRI experiments with auditory stimuli are used to validate the proposed method.
Carson, R.E.; Yan, Y.; Chodkowski, B.; Yap, T.K.; Daube-Witherspoon, M.E. )
1994-09-01
The imaging characteristics of maximum likelihood (ML) reconstruction using the EM algorithm for emission tomography have been extensively evaluated. There has been less study of the precision and accuracy of ML estimates of regional radioactivity concentration. The authors developed a realistic brain slice simulation by segmenting a normal subject's MRI scan into gray matter, white matter, and CSF and produced PET sinogram data with a model that included detector resolution and efficiencies, attenuation, scatter, and randoms. Noisy realizations at different count levels were created, and ML and filtered backprojection (FBP) reconstructions were performed. The bias and variability of ROI values were determined. In addition, the effects of ML pixel size, image smoothing and region size reduction were assessed. ML estimates at 1,000 iterations (0.6 sec per iteration on a parallel computer) for 1-cm[sup 2] gray matter ROIs showed negative biases of 6% [+-] 2% which can be reduced to 0% [+-] 3% by removing the outer 1-mm rim of each ROI. FBP applied to the full-size ROIs had 15% [+-] 4% negative bias with 50% less noise than ML. Shrinking the FBP regions provided partial bias compensation with noise increases to levels similar to ML. Smoothing of ML images produced biases comparable to FBP with slightly less noise. Because of its heavy computational requirements, the ML algorithm will be most useful for applications in which achieving minimum bias is important.
Maximum-Likelihood Adaptive Filter for Partially Observed Boolean Dynamical Systems
NASA Astrophysics Data System (ADS)
Imani, Mahdi; Braga-Neto, Ulisses M.
2017-01-01
Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error (MMSE) algorithms for POBDS state estimation, namely, the Boolean Kalman filter (BKF) and Boolean Kalman smoother (BKS), are intractable in the case of large systems, due to computational and memory requirements. To address this, we propose approximate MMSE filtering and smoothing algorithms based on the auxiliary particle filter (APF) method from sequential Monte-Carlo theory. These algorithms are used jointly with maximum-likelihood (ML) methods for simultaneous state and parameter estimation in POBDS models. In the presence of continuous parameters, ML estimation is performed using the expectation-maximization (EM) algorithm; we develop for this purpose a special smoother which reduces the computational complexity of the EM algorithm. The resulting particle-based adaptive filter is applied to a POBDS model of Boolean gene regulatory networks observed through noisy RNA-Seq time series data, and performance is assessed through a series of numerical experiments using the well-known cell cycle gene regulatory model.
Bian, Liheng; Suo, Jinli; Chung, Jaebum; Ou, Xiaoze; Yang, Changhuei; Chen, Feng; Dai, Qionghai
2016-01-01
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. PMID:27283980
Bao, C.; Hanany, S.; Baccigalupi, C.; Gold, B.; Jaffe, A.; Stompor, R.
2016-03-01
We extend a general maximum likelihood foreground estimation for cosmic microwave background (CMB) polarization data to include estimation of instrumental systematic effects. We focus on two particular effects: frequency band measurement uncertainty and instrumentally induced frequency dependent polarization rotation. We assess the bias induced on the estimation of the B-mode polarization signal by these two systematic effects in the presence of instrumental noise and uncertainties in the polarization and spectral index of Galactic dust. Degeneracies between uncertainties in the band and polarization angle calibration measurements and in the dust spectral index and polarization increase the uncertainty in the extracted CMB B-mode power, and may give rise to a biased estimate. We provide a quantitative assessment of the potential bias and increased uncertainty in an example experimental configuration. For example, we find that with 10% polarized dust, a tensor to scalar ratio of r = 0.05, and the instrumental configuration of the E and B experiment balloon payload, the estimated CMB B-mode power spectrum is recovered without bias when the frequency band measurement has 5% uncertainty or less, and the polarization angle calibration has an uncertainty of up to 4°.
NASA Technical Reports Server (NTRS)
Murphy, P. C.; Klein, V.
1984-01-01
Improved techniques for estimating airplane stability and control derivatives and their standard errors are presented. A maximum likelihood estimation algorithm is developed which relies on an optimization scheme referred to as a modified Newton-Raphson scheme 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 compared to integrating the analytically-determined sensitivity equations or using a finite difference scheme. An aircraft estimation problem is solved using real flight data to compare MNRES with the commonly used modified Newton-Raphson technique; MNRES is found to be faster and more generally applicable. Parameter standard errors are determined using a random search technique. The confidence intervals obtained are compared with Cramer-Rao lower bounds at the same confidence level. It is observed that the nonlinearity of the cost function is an important factor in the relationship between Cramer-Rao bounds and the error bounds determined by the search technique.
NASA Astrophysics Data System (ADS)
McNicholl, Patrick J.; Crabtree, Peter N.
2014-09-01
Applications of stellar occultation by solar system objects have a long history for determining universal time, detecting binary stars, and providing estimates of sizes of asteroids and minor planets. More recently, extension of this last application has been proposed as a technique to provide information (if not complete shadow images) of geosynchronous satellites. Diffraction has long been recognized as a source of distortion for such occultation measurements, and models subsequently developed to compensate for this degradation. Typically these models employ a knife-edge assumption for the obscuring body. In this preliminary study, we report on the fundamental limitations of knife-edge position estimates due to shot noise in an otherwise idealized measurement. In particular, we address the statistical bounds, both Cramér- Rao and Hammersley-Chapman-Robbins, on the uncertainty in the knife-edge position measurement, as well as the performance of the maximum-likelihood estimator. Results are presented as a function of both stellar magnitude and sensor passband; the limiting case of infinite resolving power is also explored.
Maximum-Likelihood Estimation With a Contracting-Grid Search Algorithm
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
NASA Astrophysics Data System (ADS)
Saatci, Esra; Akan, Aydin
2010-12-01
We propose a procedure to estimate the model parameters of presented nonlinear Resistance-Capacitance (RC) and the widely used linear Resistance-Inductance-Capacitance (RIC) models of the respiratory system by Maximum Likelihood Estimator (MLE). The measurement noise is assumed to be Generalized Gaussian Distributed (GGD), and the variance and the shape factor of the measurement noise are estimated by MLE and Kurtosis method, respectively. The performance of the MLE algorithm is also demonstrated by the Cramer-Rao Lower Bound (CRLB) with artificially produced respiratory signals. Airway flow, mask pressure, and lung volume are measured from patients with Chronic Obstructive Pulmonary Disease (COPD) under the noninvasive ventilation and from healthy subjects. Simulations show that respiratory signals from healthy subjects are better represented by the RIC model compared to the nonlinear RC model. On the other hand, the Patient group respiratory signals are fitted to the nonlinear RC model with lower measurement noise variance, better converged measurement noise shape factor, and model parameter tracks. Also, it is observed that for the Patient group the shape factor of the measurement noise converges to values between 1 and 2 whereas for the Control group shape factor values are estimated in the super-Gaussian area.
Sparse array 3-D ISAR imaging based on maximum likelihood estimation and CLEAN technique.
Ma, Changzheng; Yeo, Tat Soon; Tan, Chee Seng; Tan, Hwee Siang
2010-08-01
Large 2-D sparse array provides high angular resolution microwave images but artifacts are also induced by the high sidelobes of the beam pattern, thus, limiting its dynamic range. CLEAN technique has been used in the literature to extract strong scatterers for use in subsequent signal cancelation (artifacts removal). However, the performance of DFT parameters estimation based CLEAN algorithm for the estimation of the signal amplitudes is known to be poor, and this affects the signal cancelation. In this paper, DFT is used only to provide the initial estimates, and the maximum likelihood parameters estimation method with steepest descent implementation is then used to improve the precision of the calculated scatterers positions and amplitudes. Time domain information is also used to reduce the sidelobe levels. As a result, clear, artifact-free images could be obtained. The effects of multiple reflections and rotation speed estimation error are also discussed. The proposed method has been verified using numerical simulations and it has been shown to be effective.
Bit Error Probability for Maximum Likelihood Decoding of Linear Block Codes
NASA Technical Reports Server (NTRS)
Lin, Shu; Fossorier, Marc P. C.; Rhee, Dojun
1996-01-01
In this paper, the bit error probability P(sub b) for maximum likelihood decoding of binary linear codes is investigated. The contribution of each information bit to P(sub b) is considered. For randomly generated codes, it is shown that the conventional approximation at high SNR P(sub b) is approximately equal to (d(sub H)/N)P(sub s), where P(sub s) represents the block error probability, holds for systematic encoding only. Also systematic encoding provides the minimum P(sub b) when the inverse mapping corresponding to the generator matrix of the code is used to retrieve the information sequence. The bit error performances corresponding to other generator matrix forms are also evaluated. Although derived for codes with a generator matrix randomly generated, these results are shown to provide good approximations for codes used in practice. Finally, for decoding methods which require a generator matrix with a particular structure such as trellis decoding or algebraic-based soft decision decoding, equivalent schemes that reduce the bit error probability are discussed.
A maximum-likelihood search for neutrino point sources with the AMANDA-II detector
NASA Astrophysics Data System (ADS)
Braun, James R.
Neutrino astronomy offers a new window to study the high energy universe. The AMANDA-II detector records neutrino-induced muon events in the ice sheet beneath the geographic South Pole, and has accumulated 3.8 years of livetime from 2000 - 2006. After reconstructing muon tracks and applying selection criteria, we arrive at a sample of 6595 events originating from the Northern Sky, predominantly atmospheric neutrinos with primary energy 100 GeV to 8 TeV. We search these events for evidence of astrophysical neutrino point sources using a maximum-likelihood method. No excess above the atmospheric neutrino background is found, and we set upper limits on neutrino fluxes. Finally, a well-known potential dark matter signature is emission of high energy neutrinos from annihilation of WIMPs gravitationally bound to the Sun. We search for high energy neutrinos from the Sun and find no excess. Our limits on WIMP-nucleon cross section set new constraints on MSSM parameter space.
NASA Astrophysics Data System (ADS)
Yang, Li; Ferrero, Andrea; Hagge, Rosalie J.; Badawi, Ramsey D.; Qi, Jinyi
2014-03-01
Detecting cancerous lesions is a major clinical application in emission tomography. In previous work, we have studied penalized maximum-likelihood (PML) image reconstruction for the detection task, where we used a multiview channelized Hotelling observer (mvCHO) to assess the lesion detectability in 3D images. It mimics the condition where a human observer examines three orthogonal views of a 3D image for lesion detection. We proposed a method to design a shift-variant quadratic penalty function to improve the detectability of lesions at unknown locations, and validated it using computer simulations. In this study we evaluated the bene t of the proposed penalty function for lesion detection using real data. A high-count real patient data with no identi able tumor inside the eld of view was used as the background data. A Na-22 point source was scanned in air at variable locations and the point source data were superimposed onto the patient data as arti cial lesions after being attenuated by the patient body. Independent Poisson noise was added to the high-count sinograms to generate 200 pairs of lesion-present and lesion-absent data sets, each mimicking a 5-minute scans. Lesion detectability was assessed using a multiview CHO and a human observer two alternative forced choice (2AFC) experiment. The results showed that the optimized penalty can improve lesion detection over the conventional quadratic penalty function.
Maximum Likelihood Event Estimation and List-mode Image Reconstruction on GPU Hardware
Caucci, Luca; Furenlid, Lars R.; Barrett, Harrison H.
2010-01-01
The scintillation detectors commonly used in SPECT and PET imaging and in Compton cameras require estimation of the position and energy of each gamma ray interaction. Ideally, this process would yield images with no spatial distortion and the best possible spatial resolution. In addition, especially for Compton cameras, the computation must yield the best possible estimate of the energy of each interacting gamma ray. These goals can be achieved by use of maximum-likelihood (ML) estimation of the event parameters, but in the past the search for an ML estimate has not been computationally feasible. Now, however, graphics processing units (GPUs) make it possible to produce optimal, real-time estimates of position and energy, even from scintillation cameras with a large number of photodetectors. In addition, the mathematical properties of ML estimates make them very attractive for use as list entries in list-mode ML image reconstruction. This two-step ML process—using ML estimation once to get the list data and again to reconstruct the object—allows accurate modeling of the detector blur and, potentially, considerable improvement in reconstructed spatial resolution. PMID:21278803
NASA Technical Reports Server (NTRS)
Howell, Leonard W., Jr.; Six, N. Frank (Technical Monitor)
2002-01-01
The Maximum Likelihood (ML) statistical theory required to estimate spectra information from an arbitrary number of astrophysics data sets produced by vastly different science instruments is developed in this paper. This theory and its successful implementation will facilitate the interpretation of spectral information from multiple astrophysics missions and thereby permit the derivation of superior spectral information based on the combination of data sets. The procedure is of significant value to both existing data sets and those to be produced by future astrophysics missions consisting of two or more detectors by allowing instrument developers to optimize each detector's design parameters through simulation studies in order to design and build complementary detectors that will maximize the precision with which the science objectives may be obtained. The benefits of this ML theory and its application is measured in terms of the reduction of the statistical errors (standard deviations) of the spectra information using the multiple data sets in concert as compared to the statistical errors of the spectra information when the data sets are considered separately, as well as any biases resulting from poor statistics in one or more of the individual data sets that might be reduced when the data sets are combined.
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
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 of 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
NASA Technical Reports Server (NTRS)
Stepner, D. E.; Mehra, R. K.
1973-01-01
A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.
A maximum likelihood method for high resolution proton radiography/proton CT
NASA Astrophysics Data System (ADS)
Collins-Fekete, Charles-Antoine; Brousmiche, Sébastien; Portillo, Stephen K. N.; Beaulieu, Luc; Seco, Joao
2016-12-01
Multiple Coulomb scattering (MCS) is the largest contributor to blurring in proton imaging. In this work, we developed a maximum likelihood least squares estimator that improves proton radiography’s spatial resolution. The water equivalent thickness (WET) through projections defined from the source to the detector pixels were estimated such that they maximizes the likelihood of the energy loss of every proton crossing the volume. The length spent in each projection was calculated through the optimized cubic spline path estimate. The proton radiographies were produced using Geant4 simulations. Three phantoms were studied here: a slanted cube in a tank of water to measure 2D spatial resolution, a voxelized head phantom for clinical performance evaluation as well as a parametric Catphan phantom (CTP528) for 3D spatial resolution. Two proton beam configurations were used: a parallel and a conical beam. Proton beams of 200 and 330 MeV were simulated to acquire the radiography. Spatial resolution is increased from 2.44 lp cm-1 to 4.53 lp cm-1 in the 200 MeV beam and from 3.49 lp cm-1 to 5.76 lp cm-1 in the 330 MeV beam. Beam configurations do not affect the reconstructed spatial resolution as investigated between a radiography acquired with the parallel (3.49 lp cm-1 to 5.76 lp cm-1) or conical beam (from 3.49 lp cm-1 to 5.56 lp cm-1). The improved images were then used as input in a photon tomography algorithm. The proton CT reconstruction of the Catphan phantom shows high spatial resolution (from 2.79 to 5.55 lp cm-1 for the parallel beam and from 3.03 to 5.15 lp cm-1 for the conical beam) and the reconstruction of the head phantom, although qualitative, shows high contrast in the gradient region. The proposed formulation of the optimization demonstrates serious potential to increase the spatial resolution (up by 65 % ) in proton radiography and greatly accelerate proton computed tomography reconstruction.
A maximum likelihood method for high resolution proton radiography/proton CT.
Collins-Fekete, Charles-Antoine; Brousmiche, Sébastien; Portillo, Stephen K N; Beaulieu, Luc; Seco, Joao
2016-12-07
Multiple Coulomb scattering (MCS) is the largest contributor to blurring in proton imaging. In this work, we developed a maximum likelihood least squares estimator that improves proton radiography's spatial resolution. The water equivalent thickness (WET) through projections defined from the source to the detector pixels were estimated such that they maximizes the likelihood of the energy loss of every proton crossing the volume. The length spent in each projection was calculated through the optimized cubic spline path estimate. The proton radiographies were produced using Geant4 simulations. Three phantoms were studied here: a slanted cube in a tank of water to measure 2D spatial resolution, a voxelized head phantom for clinical performance evaluation as well as a parametric Catphan phantom (CTP528) for 3D spatial resolution. Two proton beam configurations were used: a parallel and a conical beam. Proton beams of 200 and 330 MeV were simulated to acquire the radiography. Spatial resolution is increased from 2.44 lp cm(-1) to 4.53 lp cm(-1) in the 200 MeV beam and from 3.49 lp cm(-1) to 5.76 lp cm(-1) in the 330 MeV beam. Beam configurations do not affect the reconstructed spatial resolution as investigated between a radiography acquired with the parallel (3.49 lp cm(-1) to 5.76 lp cm(-1)) or conical beam (from 3.49 lp cm(-1) to 5.56 lp cm(-1)). The improved images were then used as input in a photon tomography algorithm. The proton CT reconstruction of the Catphan phantom shows high spatial resolution (from 2.79 to 5.55 lp cm(-1) for the parallel beam and from 3.03 to 5.15 lp cm(-1) for the conical beam) and the reconstruction of the head phantom, although qualitative, shows high contrast in the gradient region. The proposed formulation of the optimization demonstrates serious potential to increase the spatial resolution (up by 65[Formula: see text]) in proton radiography and greatly accelerate proton computed tomography reconstruction.
Rius, Jordi
2006-09-01
The maximum-likelihood method is applied to direct methods to derive a more general probability density function of the triple-phase sums which is capable of predicting negative values. This study also proves that maximization of the origin-free modulus sum function S yields, within the limitations imposed by the assumed approximations, the maximum-likelihood estimates of the phases. It thus represents the formal theoretical justification of the S function that was initially derived from Patterson-function arguments [Rius (1993). Acta Cryst. A49, 406-409].
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.
A composite likelihood approach for spatially correlated survival data.
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory.
A composite likelihood approach for spatially correlated survival data
Paik, Jane; Ying, Zhiliang
2013-01-01
The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory. PMID:24223450
Van Slambrouck, Katrien; Stute, Simon; Comtat, Claude; Sibomana, Merence; van Velden, Floris H P; Boellaard, Ronald; Nuyts, Johan
2015-01-01
Positron emission tomography data are typically reconstructed with maximum likelihood expectation maximization (MLEM). However, MLEM suffers from positive bias due to the non-negativity constraint. This is particularly problematic for tracer kinetic modeling. Two reconstruction methods with bias reduction properties that do not use strict Poisson optimization are presented and compared to each other, to filtered backprojection (FBP), and to MLEM. The first method is an extension of NEGML, where the Poisson distribution is replaced by a Gaussian distribution for low count data points. The transition point between the Gaussian and the Poisson regime is a parameter of the model. The second method is a simplification of ABML. ABML has a lower and upper bound for the reconstructed image whereas AML has the upper bound set to infinity. AML uses a negative lower bound to obtain bias reduction properties. Different choices of the lower bound are studied. The parameter of both algorithms determines the effectiveness of the bias reduction and should be chosen large enough to ensure bias-free images. This means that both algorithms become more similar to least squares algorithms, which turned out to be necessary to obtain bias-free reconstructions. This comes at the cost of increased variance. Nevertheless, NEGML and AML have lower variance than FBP. Furthermore, randoms handling has a large influence on the bias. Reconstruction with smoothed randoms results in lower bias compared to reconstruction with unsmoothed randoms or randoms precorrected data. However, NEGML and AML yield both bias-free images for large values of their parameter.
NASA Astrophysics Data System (ADS)
Rizzo, R. E.; Healy, D.; De Siena, L.
2015-12-01
The success of any model prediction is largely dependent on the accuracy with which its parameters are known. In characterising fracture networks in naturally fractured rocks, the main issues are related with the difficulties in accurately up- and down-scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (fracture lengths, apertures, orientations and densities) represents a fundamental step which can aid the estimation of permeability and fluid flow, which are of primary importance in a number of contexts ranging from hydrocarbon production in fractured reservoirs and reservoir stimulation by hydrofracturing, to geothermal energy extraction and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. This work focuses on linking fracture data collected directly from outcrops to permeability estimation and fracture network modelling. Outcrop studies can supplement the limited data inherent to natural fractured systems in the subsurface. The study area is a highly fractured upper Miocene biosiliceous mudstone formation cropping out along the coastline north of Santa Cruz (California, USA). These unique outcrops exposes a recently active bitumen-bearing formation representing a geological analogue of a fractured top seal. In order to validate field observations as useful analogues of subsurface reservoirs, we describe a methodology of statistical analysis for more accurate probability distribution of fracture attributes, using Maximum Likelihood Estimators. These procedures aim to understand whether the average permeability of a fracture network can be predicted reducing its uncertainties, and if outcrop measurements of fracture attributes can be used directly to generate statistically identical fracture network models.
Penalized maximum likelihood reconstruction for x-ray differential phase-contrast tomography
Brendel, Bernhard; Teuffenbach, Maximilian von; Noël, Peter B.; Pfeiffer, Franz; Koehler, Thomas
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 penalty 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.
Van Slambrouck, Katrien; Stute, Simon; Comtat, Claude; Sibomana, Merence; van Velden, Floris H. P.; Boellaard, Ronald
2015-01-01
Positron emission tomography data are typically reconstructed with maximum likelihood expectation maximization (MLEM). However, MLEM suffers from positive bias due to the non-negativity constraint. This is particularly problematic for tracer kinetic modeling. Two reconstruction methods with bias reduction properties that do not use strict Poisson optimization are presented and compared to each other, to filtered backprojection (FBP), and to MLEM. The first method is an extension of NEGML, where the Poisson distribution is replaced by a Gaussian distribution for low count data points. The transition point between the Gaussian and the Poisson regime is a parameter of the model. The second method is a simplification of ABML. ABML has a lower and upper bound for the reconstructed image whereas AML has the upper bound set to infinity. AML uses a negative lower bound to obtain bias reduction properties. Different choices of the lower bound are studied. The parameter of both algorithms determines the effectiveness of the bias reduction and should be chosen large enough to ensure bias-free images. This means that both algorithms become more similar to least squares algorithms, which turned out to be necessary to obtain bias-free reconstructions. This comes at the cost of increased variance. Nevertheless, NEGML and AML have lower variance than FBP. Furthermore, randoms handling has a large influence on the bias. Reconstruction with smoothed randoms results in lower bias compared to reconstruction with unsmoothed randoms or randoms precorrected data. However, NEGML and AML yield both bias-free images for large values of their parameter. PMID:25137726
Stsepankou, D; Arns, A; Ng, S K; Zygmanski, P; Hesser, J
2012-10-07
The objective of this paper is to evaluate an iterative maximum likelihood (ML) cone-beam computed tomography (CBCT) reconstruction with total variation (TV) regularization with respect to the robustness of the algorithm due to data inconsistencies. Three different and (for clinical application) typical classes of errors are considered for simulated phantom and measured projection data: quantum noise, defect detector pixels and projection matrix errors. To quantify those errors we apply error measures like mean square error, signal-to-noise ratio, contrast-to-noise ratio and streak indicator. These measures are derived from linear signal theory and generalized and applied for nonlinear signal reconstruction. For quality check, we focus on resolution and CT-number linearity based on a Catphan phantom. All comparisons are made versus the clinical standard, the filtered backprojection algorithm (FBP). In our results, we confirm and substantially extend previous results on iterative reconstruction such as massive undersampling of the number of projections. Errors of projection matrix parameters of up to 1° projection angle deviations are still in the tolerance level. Single defect pixels exhibit ring artifacts for each method. However using defect pixel compensation, allows up to 40% of defect pixels for passing the standard clinical quality check. Further, the iterative algorithm is extraordinarily robust in the low photon regime (down to 0.05 mAs) when compared to FPB, allowing for extremely low-dose image acquisitions, a substantial issue when considering daily CBCT imaging for position correction in radiotherapy. We conclude that the ML method studied herein is robust under clinical quality assurance conditions. Consequently, low-dose regime imaging, especially for daily patient localization in radiation therapy is possible without change of the current hardware of the imaging system.
A maximum-likelihood multi-resolution weak lensing mass reconstruction method
NASA Astrophysics Data System (ADS)
Khiabanian, Hossein
Gravitational lensing is formed when the light from a distant source is "bent" around a massive object. Lensing analysis has increasingly become the method of choice for studying dark matter, so much that it is one of the main tools that will be employed in the future surveys to study the dark energy and its equation of state as well as the evolution of galaxy clustering. Unlike other popular techniques for selecting galaxy clusters (such as studying the X-ray emission or observing the over-densities of galaxies), weak gravitational lensing does not have the disadvantage of relying on the luminous matter and provides a parameter-free reconstruction of the projected mass distribution in clusters without dependence on baryon content. Gravitational lensing also provides a unique test for the presence of truly dark clusters, though it is otherwise an expensive detection method. Therefore it is essential to make use of all the information provided by the data to improve the quality of the lensing analysis. This thesis project has been motivated by the limitations encountered with the commonly used direct reconstruction methods of producing mass maps. We have developed a multi-resolution maximum-likelihood reconstruction method for producing two dimensional mass maps using weak gravitational lensing data. To utilize all the shear information, we employ an iterative inverse method with a properly selected regularization coefficient which fits the deflection potential at the position of each galaxy. By producing mass maps with multiple resolutions in the different parts of the observed field, we can achieve a uniform signal to noise level by increasing the resolution in regions of higher distortions or regions with an over-density of background galaxies. In addition, we are able to better study the sub- structure of the massive clusters at a resolution which is not attainable in the rest of the observed field.
Lu, Dan; Ye, Ming; Curtis, Gary P.
2015-08-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. Our study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. Moreover, these reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Finally, limitations of
Lu, Dan; Ye, Ming; Curtis, Gary P.
2015-08-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. Our study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict themore » reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. Moreover, these reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Finally
Curtis, Gary P.; Lu, Dan; Ye, Ming
2015-01-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the
Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information
NASA Technical Reports Server (NTRS)
Howell, L. W., Jr.
2003-01-01
A simple power law model consisting of a single spectral index, sigma(sub 2), is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index sigma(sub 2) greater than sigma(sub 1) above E(sub k). The maximum likelihood (ML) procedure was developed for estimating the single parameter sigma(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (Pl) consistency (asymptotically unbiased), (P2) efficiency (asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only be ascertained by calculating the CRB for an assumed energy spectrum- detector response function combination, which can be quite formidable in practice. However, the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are stained in practice are investigated.
NASA Astrophysics Data System (ADS)
Stsepankou, D.; Arns, A.; Ng, S. K.; Zygmanski, P.; Hesser, J.
2012-10-01
The objective of this paper is to evaluate an iterative maximum likelihood (ML) cone-beam computed tomography (CBCT) reconstruction with total variation (TV) regularization with respect to the robustness of the algorithm due to data inconsistencies. Three different and (for clinical application) typical classes of errors are considered for simulated phantom and measured projection data: quantum noise, defect detector pixels and projection matrix errors. To quantify those errors we apply error measures like mean square error, signal-to-noise ratio, contrast-to-noise ratio and streak indicator. These measures are derived from linear signal theory and generalized and applied for nonlinear signal reconstruction. For quality check, we focus on resolution and CT-number linearity based on a Catphan phantom. All comparisons are made versus the clinical standard, the filtered backprojection algorithm (FBP). In our results, we confirm and substantially extend previous results on iterative reconstruction such as massive undersampling of the number of projections. Errors of projection matrix parameters of up to 1° projection angle deviations are still in the tolerance level. Single defect pixels exhibit ring artifacts for each method. However using defect pixel compensation, allows up to 40% of defect pixels for passing the standard clinical quality check. Further, the iterative algorithm is extraordinarily robust in the low photon regime (down to 0.05 mAs) when compared to FPB, allowing for extremely low-dose image acquisitions, a substantial issue when considering daily CBCT imaging for position correction in radiotherapy. We conclude that the ML method studied herein is robust under clinical quality assurance conditions. Consequently, low-dose regime imaging, especially for daily patient localization in radiation therapy is possible without change of the current hardware of the imaging system.
Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density.
Balabdaoui, Fadoua; Rufibach, Kaspar; Wellner, Jon A
2009-06-01
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, i.e. a density of the form f(0) = exp varphi(0) where varphi(0) is a concave function on R. Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (2006) and Dümbgen and Rufibach (2007). The characterization of the log-concave MLE in terms of distribution functions is the same (up to sign) as the characterization of the least squares estimator of a convex density on [0, infinity) as studied by Groeneboom, Jongbloed and Wellner (2001b). We use this connection to show that the limiting distributions of the MLE and its derivative are, under comparable smoothness assumptions, the same (up to sign) as in the convex density estimation problem. In particular, changing the smoothness assumptions of Groeneboom, Jongbloed and Wellner (2001b) slightly by allowing some higher derivatives to vanish at the point of interest, we find that the pointwise limiting distributions depend on the second and third derivatives at 0 of H(k), the "lower invelope" of an integrated Brownian motion process minus a drift term depending on the number of vanishing derivatives of varphi(0) = log f(0) at the point of interest. We also establish the limiting distribution of the resulting estimator of the mode M(f(0)) and establish a new local asymptotic minimax lower bound which shows the optimality of our mode estimator in terms of both rate of convergence and dependence of constants on population values.
Fusion of hyperspectral and lidar data based on dimension reduction and maximum likelihood
NASA Astrophysics Data System (ADS)
Abbasi, B.; Arefi, H.; Bigdeli, B.; Motagh, M.; Roessner, S.
2015-04-01
Limitations and deficiencies of different remote sensing sensors in extraction of different objects caused fusion of data from different sensors to become more widespread for improving classification results. Using a variety of data which are provided from different sensors, increase the spatial and the spectral accuracy. Lidar (Light Detection and Ranging) data fused together with hyperspectral images (HSI) provide rich data for classification of the surface objects. Lidar data representing high quality geometric information plays a key role for segmentation and classification of elevated features such as buildings and trees. On the other hand, hyperspectral data containing high spectral resolution would support high distinction between the objects having different spectral information such as soil, water, and grass. This paper presents a fusion methodology on Lidar and hyperspectral data for improving classification accuracy in urban areas. In first step, we applied feature extraction strategies on each data separately. In this step, texture features based on GLCM (Grey Level Co-occurrence Matrix) from Lidar data and PCA (Principal Component Analysis) and MNF (Minimum Noise Fraction) based dimension reduction methods for HSI are generated. In second step, a Maximum Likelihood (ML) based classification method is applied on each feature spaces. Finally, a fusion method is applied to fuse the results of classification. A co-registered hyperspectral and Lidar data from University of Houston was utilized to examine the result of the proposed method. This data contains nine classes: Building, Tree, Grass, Soil, Water, Road, Parking, Tennis Court and Running Track. Experimental investigation proves the improvement of classification accuracy to 88%.
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.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
NASA Astrophysics Data System (ADS)
Langbein, John
2017-02-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
Maximum likelihood fitting of tidal streams with application to the Sagittarius dwarf tidal tails
NASA Astrophysics Data System (ADS)
Cole, Nathan
2009-06-01
A maximum likelihood method for determining the spatial properties of tidal debris and of the Galactic spheroid is presented. Over small spatial extent, the tidal debris is modeled as a cylinder with density that falls off as a Gaussian with distance from its axis while the smooth component of the stellar spheroid is modeled as a Hernquist profile. The method is designed to use 2.5° wide stripes of data that follow great circles across the sky in which the tidal debris within each stripe is fit separately. A probabilistic separation technique which allows for the extraction of the optimized tidal streams from the input data set is presented. This technique allows for the creation of separate catalogs for each component fit in the stellar spheroid: one catalog for each piece of tidal debris that fits the density profile of the debris and a single catalog which fits the density profile of the smooth stellar spheroid component. This separation technique is proven to be effective by extracting the simulated tidal debris from the simulated datasets. A method to determine the statistical errors is also developed which utilizes a Hessian matrix to determine the width of the peak at the maximum of the likelihood surface. This error analysis method serves as a means of testing the the algorithm with regard to the simulated datasets as well as determining the statistical errors of the optimizations over observational data. An heuristic method is also defined for determining the numerical error in the optimizations. The maximum likelihood algorithm is then used to optimize spatial data taken from the Sloan Digital Sky Survey. Stars having the color of blue F turnoff stars 0.1 < ( g - r ) 0 < 0.3 and ( u - g ) 0 > 0.4 are extracted from the Sloan Digital Sky Survey database. In the algorithm, the absolute magnitude distribution of F turnoff stars is modeled as a Gaussian distribution, which is an improvement over previous methods which utilize a fixed absolute magnitude M g 0
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.
ERIC Educational Resources Information Center
Rijmen, Frank
2009-01-01
Maximum marginal likelihood estimation of multidimensional item response theory (IRT) models has been hampered by the calculation of the multidimensional integral over the ability distribution. However, the researcher often has a specific hypothesis about the conditional (in)dependence relations among the latent variables. Exploiting these…
Statistical Properties of Maximum Likelihood Estimators of Power Law Spectra Information
NASA Technical Reports Server (NTRS)
Howell, L. W.
2002-01-01
A simple power law model consisting of a single spectral index, a is believed to be an adequate description of the galactic cosmic-ray (GCR) proton flux at energies below 10(exp 13) eV, with a transition at the knee energy, E(sub k), to a steeper spectral index alpha(sub 2) greater than alpha(sub 1) above E(sub k). The Maximum likelihood (ML) procedure was developed for estimating the single parameter alpha(sub 1) of a simple power law energy spectrum and generalized to estimate the three spectral parameters of the broken power law energy spectrum from simulated detector responses and real cosmic-ray data. The statistical properties of the ML estimator were investigated and shown to have the three desirable properties: (P1) consistency (asymptotically unbiased). (P2) efficiency asymptotically attains the Cramer-Rao minimum variance bound), and (P3) asymptotically normally distributed, under a wide range of potential detector response functions. Attainment of these properties necessarily implies that the ML estimation procedure provides the best unbiased estimator possible. While simulation studies can easily determine if a given estimation procedure provides an unbiased estimate of the spectra information, and whether or not the estimator is approximately normally distributed, attainment of the Cramer-Rao bound (CRB) can only he ascertained by calculating the CRB for an assumed energy spectrum-detector response function combination, which can be quite formidable in practice. However. the effort in calculating the CRB is very worthwhile because it provides the necessary means to compare the efficiency of competing estimation techniques and, furthermore, provides a stopping rule in the search for the best unbiased estimator. Consequently, the CRB for both the simple and broken power law energy spectra are derived herein and the conditions under which they are attained in practice are investigated. The ML technique is then extended to estimate spectra information from
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.
Nguyen, Hien D; Wood, Ian A
2016-03-01
Maximum pseudo-likelihood estimation (MPLE) is an attractive method for training fully visible Boltzmann machines (FVBMs) due to its computational scalability and the desirable statistical properties of the MPLE. No published algorithms for MPLE have been proven to be convergent or monotonic. In this note, we present an algorithm for the MPLE of FVBMs based on the block successive lower-bound maximization (BSLM) principle. We show that the BSLM algorithm monotonically increases the pseudo-likelihood values and that the sequence of BSLM estimates converges to the unique global maximizer of the pseudo-likelihood function. The relationship between the BSLM algorithm and the gradient ascent (GA) algorithm for MPLE of FVBMs is also discussed, and a convergence criterion for the GA algorithm is given.
Ramos-Llorden, Gabriel; den Dekker, Arnold J; Van Steenkiste, Gwendolyn; Jeurissen, Ben; Vanhevel, Floris; Van Audekerke, Johan; Verhoye, Marleen; Sijbers, Jan
2017-02-01
In quantitative MR T1 mapping, the spin-lattice relaxation time T1 of tissues is estimated from a series of T1 -weighted images. As the T1 estimation is a voxel-wise estimation procedure, correct spatial alignment of the T1 -weighted images is crucial. Conventionally, the T1 -weighted images are first registered based on a general-purpose registration metric, after which the T1 map is estimated. However, as demonstrated in this paper, such a two-step approach leads to a bias in the final T1 map. In our work, instead of considering motion correction as a preprocessing step, we recover the motion-free T1 map using a unified estimation approach. In particular, we propose a unified framework where the motion parameters and the T1 map are simultaneously estimated with a Maximum Likelihood (ML) estimator. With our framework, the relaxation model, the motion model as well as the data statistics are jointly incorporated to provide substantially more accurate motion and T1 parameter estimates. Experiments with realistic Monte Carlo simulations show that the proposed unified ML framework outperforms the conventional two-step approach as well as state-of-the-art model-based approaches, in terms of both motion and T1 map accuracy and mean-square error. Furthermore, the proposed method was additionally validated in a controlled experiment with real T1 -weighted data and with two in vivo human brain T1 -weighted data sets, showing its applicability in real-life scenarios.
NASA Astrophysics Data System (ADS)
Langlois, Dominic; Cousineau, Denis; Thivierge, J. P.
2014-01-01
The coordination of activity amongst populations of neurons in the brain is critical to cognition and behavior. One form of coordinated activity that has been widely studied in recent years is the so-called neuronal avalanche, whereby ongoing bursts of activity follow a power-law distribution. Avalanches that follow a power law are not unique to neuroscience, but arise in a broad range of natural systems, including earthquakes, magnetic fields, biological extinctions, fluid dynamics, and superconductors. Here, we show that common techniques that estimate this distribution fail to take into account important characteristics of the data and may lead to a sizable misestimation of the slope of power laws. We develop an alternative series of maximum likelihood estimators for discrete, continuous, bounded, and censored data. Using numerical simulations, we show that these estimators lead to accurate evaluations of power-law distributions, improving on common approaches. Next, we apply these estimators to recordings of in vitro rat neocortical activity. We show that different estimators lead to marked discrepancies in the evaluation of power-law distributions. These results call into question a broad range of findings that may misestimate the slope of power laws by failing to take into account key aspects of the observed data.
Langlois, Dominic; Cousineau, Denis; Thivierge, J P
2014-01-01
The coordination of activity amongst populations of neurons in the brain is critical to cognition and behavior. One form of coordinated activity that has been widely studied in recent years is the so-called neuronal avalanche, whereby ongoing bursts of activity follow a power-law distribution. Avalanches that follow a power law are not unique to neuroscience, but arise in a broad range of natural systems, including earthquakes, magnetic fields, biological extinctions, fluid dynamics, and superconductors. Here, we show that common techniques that estimate this distribution fail to take into account important characteristics of the data and may lead to a sizable misestimation of the slope of power laws. We develop an alternative series of maximum likelihood estimators for discrete, continuous, bounded, and censored data. Using numerical simulations, we show that these estimators lead to accurate evaluations of power-law distributions, improving on common approaches. Next, we apply these estimators to recordings of in vitro rat neocortical activity. We show that different estimators lead to marked discrepancies in the evaluation of power-law distributions. These results call into question a broad range of findings that may misestimate the slope of power laws by failing to take into account key aspects of the observed data.
Wang, Chaolong; Schroeder, Kari B; Rosenberg, Noah A
2012-10-01
Allelic dropout is a commonly observed source of missing data in microsatellite genotypes, in which one or both allelic copies at a locus fail to be amplified by the polymerase chain reaction. Especially for samples with poor DNA quality, this problem causes a downward bias in estimates of observed heterozygosity and an upward bias in estimates of inbreeding, owing to mistaken classifications of heterozygotes as homozygotes when one of the two copies drops out. One general approach for avoiding allelic dropout involves repeated genotyping of homozygous loci to minimize the effects of experimental error. Existing computational alternatives often require replicate genotyping as well. These approaches, however, are costly and are suitable only when enough DNA is available for repeated genotyping. In this study, we propose a maximum-likelihood approach together with an expectation-maximization algorithm to jointly estimate allelic dropout rates and allele frequencies when only one set of nonreplicated genotypes is available. Our method considers estimates of allelic dropout caused by both sample-specific factors and locus-specific factors, and it allows for deviation from Hardy-Weinberg equilibrium owing to inbreeding. Using the estimated parameters, we correct the bias in the estimation of observed heterozygosity through the use of multiple imputations of alleles in cases where dropout might have occurred. With simulated data, we show that our method can (1) effectively reproduce patterns of missing data and heterozygosity observed in real data; (2) correctly estimate model parameters, including sample-specific dropout rates, locus-specific dropout rates, and the inbreeding coefficient; and (3) successfully correct the downward bias in estimating the observed heterozygosity. We find that our method is fairly robust to violations of model assumptions caused by population structure and by genotyping errors from sources other than allelic dropout. Because the data sets
Papaconstadopoulos, P; Levesque, I R; Maglieri, R; Seuntjens, J
2016-02-07
Direct determination of the source intensity distribution of clinical linear accelerators is still a challenging problem for small field beam modeling. Current techniques most often involve special equipment and are difficult to implement in the clinic. In this work we present a maximum-likelihood expectation-maximization (MLEM) approach to the source reconstruction problem utilizing small fields and a simple experimental set-up. The MLEM algorithm iteratively ray-traces photons from the source plane to the exit plane and extracts corrections based on photon fluence profile measurements. The photon fluence profiles were determined by dose profile film measurements in air using a high density thin foil as build-up material and an appropriate point spread function (PSF). The effect of other beam parameters and scatter sources was minimized by using the smallest field size ([Formula: see text] cm(2)). The source occlusion effect was reproduced by estimating the position of the collimating jaws during this process. The method was first benchmarked against simulations for a range of typical accelerator source sizes. The sources were reconstructed with an accuracy better than 0.12 mm in the full width at half maximum (FWHM) to the respective electron sources incident on the target. The estimated jaw positions agreed within 0.2 mm with the expected values. The reconstruction technique was also tested against measurements on a Varian Novalis Tx linear accelerator and compared to a previously commissioned Monte Carlo model. The reconstructed FWHM of the source agreed within 0.03 mm and 0.11 mm to the commissioned electron source in the crossplane and inplane orientations respectively. The impact of the jaw positioning, experimental and PSF uncertainties on the reconstructed source distribution was evaluated with the former presenting the dominant effect.
Bouhrara, Mustapha; Bonny, Jean-Marie; Ashinsky, Beth G; Maring, Michael C; Spencer, Richard G
2017-01-01
Denoising of magnetic resonance (MR) images enhances diagnostic accuracy, the quality of image manipulations such as registration and segmentation, and parameter estimation. The first objective of this paper is to introduce a new, high-performance, nonlocal filter for noise reduction in MR image sets consisting of progressively-weighted, that is, multispectral, images. This filter is a multispectral extension of the nonlocal maximum likelihood filter (NLML). Performance was evaluated on synthetic and in-vivo T2 - and T1 -weighted brain imaging data, and compared to the nonlocal-means (NLM) and its multispectral version, that is, MS-NLM, and the nonlocal maximum likelihood (NLML) filters. Visual inspection of filtered images and quantitative analyses showed that all filters provided substantial reduction of noise. Further, as expected, the use of multispectral information improves filtering quality. In addition, numerical and experimental analyses indicated that the new multispectral NLML filter, MS-NLML, demonstrated markedly less blurring and loss of image detail than seen with the other filters evaluated. In addition, since noise standard deviation (SD) is an important parameter for all of these nonlocal filters, a multispectral extension of the method of maximum likelihood estimation (MLE) of noise amplitude is presented and compared to both local and nonlocal MLE methods. Numerical and experimental analyses indicated the superior performance of this multispectral method for estimation of noise SD.
Jin, Shaobo; Yang-Wallentin, Fan; Christoffersson, Anders
2015-05-15
A multi-group factor model is suitable for data originating from different strata. However, it often requires a relatively large sample size to avoid numerical issues such as non-convergence and non-positive definite covariance matrices. An alternative is to pool data from different groups in which a single-group factor model is fitted to the pooled data using maximum likelihood. In this paper, properties of pseudo-maximum likelihood (PML) estimators for pooled data are studied. The pooled data are assumed to be normally distributed from a single group. The resulting asymptotic efficiency of the PML estimators of factor loadings is compared with that of the multi-group maximum likelihood estimators. The effect of pooling is investigated through a two-group factor model. The variances of factor loadings for the pooled data are underestimated under the normal theory when error variances in the smaller group are larger. Underestimation is due to dependence between the pooled factors and pooled error terms. Small-sample properties of the PML estimators are also investigated using a Monte Carlo study.
Sampling variability and estimates of density dependence: a composite-likelihood approach.
Lele, Subhash R
2006-01-01
It is well known that sampling variability, if not properly taken into account, affects various ecologically important analyses. Statistical inference for stochastic population dynamics models is difficult when, in addition to the process error, there is also sampling error. The standard maximum-likelihood approach suffers from large computational burden. In this paper, I discuss an application of the composite-likelihood method for estimation of the parameters of the Gompertz model in the presence of sampling variability. The main advantage of the method of composite likelihood is that it reduces the computational burden substantially with little loss of statistical efficiency. Missing observations are a common problem with many ecological time series. The method of composite likelihood can accommodate missing observations in a straightforward fashion. Environmental conditions also affect the parameters of stochastic population dynamics models. This method is shown to handle such nonstationary population dynamics processes as well. Many ecological time series are short, and statistical inferences based on such short time series tend to be less precise. However, spatial replications of short time series provide an opportunity to increase the effective sample size. Application of likelihood-based methods for spatial time-series data for population dynamics models is computationally prohibitive. The method of composite likelihood is shown to have significantly less computational burden, making it possible to analyze large spatial time-series data. After discussing the methodology in general terms, I illustrate its use by analyzing a time series of counts of American Redstart (Setophaga ruticilla) from the Breeding Bird Survey data, San Joaquin kit fox (Vulpes macrotis mutica) population abundance data, and spatial time series of Bull trout (Salvelinus confluentus) redds count data.
NASA Technical Reports Server (NTRS)
Deckert, J. C.; Deyst, J. J.
1975-01-01
A technique for on-board detection and identification of hard failures and leaks of the shuttle orbiter reaction control subsystem jets, during the orbital flight phase, is presented. The method uses gimbal angle and linear accelerometer measurements from the orbiter inertial measurement unit and requires no additional hardware. Extended Kalman filters with residual traps are employed for state estimation, and generalized likelihood ratio tests for jet failure identification. Rigid body simulation results indicate identification times of less than 2 seconds for hard jet failures and less than 70 seconds for jet leaks.
Chaudhuri, Sanjay; Handcock, Mark S.; Rendall, Michael S.
2011-01-01
In many situations information from a sample of individuals can be supplemented by population level information on the relationship between a dependent variable and explanatory variables. Inclusion of the population level information can reduce bias and increase the efficiency of the parameter estimates. Population level information can be incorporated via constraints on functions of the model parameters. In general the constraints are nonlinear making the task of maximum likelihood estimation harder. In this paper we develop an alternative approach exploiting the notion of an empirical likelihood. It is shown that within the framework of generalised linear models, the population level information corresponds to linear constraints, which are comparatively easy to handle. We provide a two-step algorithm that produces parameter estimates using only unconstrained estimation. We also provide computable expressions for the standard errors. We give an application to demographic hazard modelling by combining panel survey data with birth registration data to estimate annual birth probabilities by parity. PMID:22740776
Maximum-Likelihood Phylogenetic Inference with Selection on Protein Folding Stability.
Arenas, Miguel; Sánchez-Cobos, Agustin; Bastolla, Ugo
2015-08-01
Despite intense work, incorporating constraints on protein native structures into the mathematical models of molecular evolution remains difficult, because most models and programs assume that protein sites evolve independently, whereas protein stability is maintained by interactions between sites. Here, we address this problem by developing a new mean-field substitution model that generates independent site-specific amino acid distributions with constraints on the stability of the native state against both unfolding and misfolding. The model depends on a background distribution of amino acids and one selection parameter that we fix maximizing the likelihood of the observed protein sequence. The analytic solution of the model shows that the main determinant of the site-specific distributions is the number of native contacts of the site and that the most variable sites are those with an intermediate number of native contacts. The mean-field models obtained, taking into account misfolded conformations, yield larger likelihood than models that only consider the native state, because their average hydrophobicity is more realistic, and they produce on the average stable sequences for most proteins. We evaluated the mean-field model with respect to empirical substitution models on 12 test data sets of different protein families. In all cases, the observed site-specific sequence profiles presented smaller Kullback-Leibler divergence from the mean-field distributions than from the empirical substitution model. Next, we obtained substitution rates combining the mean-field frequencies with an empirical substitution model. The resulting mean-field substitution model assigns larger likelihood than the empirical model to all studied families when we consider sequences with identity larger than 0.35, plausibly a condition that enforces conservation of the native structure across the family. We found that the mean-field model performs better than other structurally constrained
1984-10-01
and second Fr~ chet derivatives of 3(v) 1 n L(v) are given by (Tapia, 1971) n d I n(xi) n (1- d )I X I iv MxZ) ’-t)dt -2 < v,rn and n d 2. (X-n j~i (v)i...8217 first APLE; SurvivaZ e.t..a- tion; Random censor-hip; Nonparaet"c density estimation; Reliability. AB STRACT D Based on arbitrarily right-censored...functional 0: H(n) -I R. Given the arbitrarily right-censored sample (xi,dt), i11,2,... ,n, the #-penalized likelihood of v c H(n) is defined by %I n d
Maximum likelihood methods for investigating reporting rates of rings on hunter-shot birds
Conroy, M.J.; Morgan, B.J.T.; North, P.M.
1985-01-01
It is well known that hunters do not report 100% of the rings that they find on shot birds. Reward studies can be used to estimate what this reporting rate is, by comparison of recoveries of rings offering a monetary reward, to ordinary rings. A reward study of American Black Ducks (Anas rubripes) is used to illustrate the design, and to motivate the development of statistical models for estimation and for testing hypotheses of temporal and geographic variation in reporting rates. The method involves indexing the data (recoveries) and parameters (reporting, harvest, and solicitation rates) by geographic and temporal strata. Estimates are obtained under unconstrained (e.g., allowing temporal variability in reporting rates) and constrained (e.g., constant reporting rates) models, and hypotheses are tested by likelihood ratio. A FORTRAN program, available from the author, is used to perform the computations.
A Maximum Likelihood Method for Reconstruction of the Evolution of Eukaryotic Gene Structure
Carmel, Liran; Rogozin, Igor B.; Wolf, Yuri I.; Koonin, Eugene V.
2012-01-01
Spliceosomal introns are one of the principal distinctive features of eukaryotes. Nevertheless, different large-scale studies disagree about even the most basic features of their evolution. In order to come up with a more reliable reconstruction of intron evolution, we developed a model that is far more comprehensive than previous ones. This model is rich in parameters, and estimating them accurately is infeasible by straightforward likelihood maximization. Thus, we have developed an expectation-maximization algorithm that allows for efficient maximization. Here, we outline the model and describe the expectation-maximization algorithm in detail. Since the method works with intron presence–absence maps, it is expected to be instrumental for the analysis of the evolution of other binary characters as well. PMID:19381540
Nagy, László G; Urban, Alexander; Orstadius, Leif; Papp, Tamás; Larsson, Ellen; Vágvölgyi, Csaba
2010-12-01
Recently developed comparative phylogenetic methods offer a wide spectrum of applications in evolutionary biology, although it is generally accepted that their statistical properties are incompletely known. Here, we examine and compare the statistical power of the ML and Bayesian methods with regard to selection of best-fit models of fruiting-body evolution and hypothesis testing of ancestral states on a real-life data set of a physiological trait (autodigestion) in the family Psathyrellaceae. Our phylogenies are based on the first multigene data set generated for the family. Two different coding regimes (binary and multistate) and two data sets differing in taxon sampling density are examined. The Bayesian method outperformed Maximum Likelihood with regard to statistical power in all analyses. This is particularly evident if the signal in the data is weak, i.e. in cases when the ML approach does not provide support to choose among competing hypotheses. Results based on binary and multistate coding differed only modestly, although it was evident that multistate analyses were less conclusive in all cases. It seems that increased taxon sampling density has favourable effects on inference of ancestral states, while model parameters are influenced to a smaller extent. The model best fitting our data implies that the rate of losses of deliquescence equals zero, although model selection in ML does not provide proper support to reject three of the four candidate models. The results also support the hypothesis that non-deliquescence (lack of autodigestion) has been ancestral in Psathyrellaceae, and that deliquescent fruiting bodies represent the preferred state, having evolved independently several times during evolution.
Lemaire, H.; Barat, E.; Carrel, F.; Dautremer, T.; Dubos, S.; Limousin, O.; Montagu, T.; Normand, S.; Schoepff, V.; Amgarou, K.; Menaa, N.; Angelique, J.-C.; Patoz, A.
2015-07-01
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)
NASA Technical Reports Server (NTRS)
Parrish, R. V.; Steinmetz, G. G.
1972-01-01
A method of parameter extraction for stability and control derivatives of aircraft from flight test data, implementing maximum likelihood estimation, has been developed and successfully applied to actual lateral flight test data from a modern sophisticated jet fighter. This application demonstrates the important role played by the analyst in combining engineering judgment and estimator statistics to yield meaningful results. During the analysis, the problems of uniqueness of the extracted set of parameters and of longitudinal coupling effects were encountered and resolved. The results for all flight runs are presented in tabular form and as time history comparisons between the estimated states and the actual flight test data.
Lubnau, D G
1977-01-01
The equation for the maximum likelihood estimate of target angle is derived for a conical scan tracking system when the target produces speckle and Gaussian noise is present. Operation with a direct detection receiver is assumed with the average photon flux large enough so that the discrete nature of photoelectric events may be ignored. For large average SNRs, the estimate is shown to be unbiased and the variance of the estimate limited by both the average SNR and the number of degrees of freedom of the detected field.
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.
Rao, D C; Vogler, G P; McGue, M; Russell, J M
1987-01-01
A general method for maximum-likelihood estimation of familial correlations from pedigree data is presented. The method is applicable to any type of data structure, including pedigrees in which variable numbers of individuals are present within classes of relatives, data in which multiple phenotypic measures are obtained on each individual, and multiple group analyses in which some correlations are equated across groups. The method is applied to data on high-density lipoprotein cholesterol and total cholesterol levels obtained from participants in the Swedish Twin Family Study. Results indicate that there is strong familial resemblance for both traits but little cross-trait resemblance. PMID:3687943
Wang, Huai-Chun; Susko, Edward; Roger, Andrew J
2009-01-01
Background The covarion hypothesis of molecular evolution holds that selective pressures on a given amino acid or nucleotide site are dependent on the identity of other sites in the molecule that change throughout time, resulting in changes of evolutionary rates of sites along the branches of a phylogenetic tree. At the sequence level, covarion-like evolution at a site manifests as conservation of nucleotide or amino acid states among some homologs where the states are not conserved in other homologs (or groups of homologs). Covarion-like evolution has been shown to relate to changes in functions at sites in different clades, and, if ignored, can adversely affect the accuracy of phylogenetic inference. Results PROCOV (protein covarion analysis) is a software tool that implements a number of previously proposed covarion models of protein evolution for phylogenetic inference in a maximum likelihood framework. Several algorithmic and implementation improvements in this tool over previous versions make computationally expensive tree searches with covarion models more efficient and analyses of large phylogenomic data sets tractable. PROCOV can be used to identify covarion sites by comparing the site likelihoods under the covarion process to the corresponding site likelihoods under a rates-across-sites (RAS) process. Those sites with the greatest log-likelihood difference between a 'covarion' and an RAS process were found to be of functional or structural significance in a dataset of bacterial and eukaryotic elongation factors. Conclusion Covarion models implemented in PROCOV may be especially useful for phylogenetic estimation when ancient divergences between sequences have occurred and rates of evolution at sites are likely to have changed over the tree. It can also be used to study lineage-specific functional shifts in protein families that result in changes in the patterns of site variability among subtrees. PMID:19737395
Campbell, D A; Chkrebtii, O
2013-12-01
Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories.
NASA Astrophysics Data System (ADS)
Zhang, Yong; Wang, Yulong
2016-04-01
Although decision-aided (DA) maximum likelihood (ML) phase estimation (PE) algorithm has been investigated intensively, block length effect impacts system performance and leads to the increasing of hardware complexity. In this paper, a flexible DA-ML algorithm is proposed in hybrid QPSK/OOK coherent optical wavelength division multiplexed (WDM) systems. We present a general cross phase modulation (XPM) model based on Volterra series transfer function (VSTF) method to describe XPM effects induced by OOK channels at the end of dispersion management (DM) fiber links. Based on our model, the weighted factors obtained from maximum likelihood method are introduced to eliminate the block length effect. We derive the analytical expression of phase error variance for the performance prediction of coherent receiver with the flexible DA-ML algorithm. Bit error ratio (BER) performance is evaluated and compared through both theoretical derivation and Monte Carlo (MC) simulation. The results show that our flexible DA-ML algorithm has significant improvement in performance compared with the conventional DA-ML algorithm as block length is a fixed value. Compared with the conventional DA-ML with optimum block length, our flexible DA-ML can obtain better system performance. It means our flexible DA-ML algorithm is more effective for mitigating phase noise than conventional DA-ML algorithm.
NASA Technical Reports Server (NTRS)
Lin, Shu; Fossorier, Marc
1998-01-01
The Viterbi algorithm is indeed a very simple and efficient method of implementing the maximum likelihood decoding. However, if we take advantage of the structural properties in a trellis section, other efficient trellis-based decoding algorithms can be devised. Recently, an efficient trellis-based recursive maximum likelihood decoding (RMLD) algorithm for linear block codes has been proposed. This algorithm is more efficient than the conventional Viterbi algorithm in both computation and hardware requirements. Most importantly, the implementation of this algorithm does not require the construction of the entire code trellis, only some special one-section trellises of relatively small state and branch complexities are needed for constructing path (or branch) metric tables recursively. At the end, there is only one table which contains only the most likely code-word and its metric for a given received sequence r = (r(sub 1), r(sub 2),...,r(sub n)). This algorithm basically uses the divide and conquer strategy. Furthermore, it allows parallel/pipeline processing of received sequences to speed up decoding.
Dynamical maximum entropy approach to flocking
NASA Astrophysics Data System (ADS)
Cavagna, Andrea; Giardina, Irene; Ginelli, Francesco; Mora, Thierry; Piovani, Duccio; Tavarone, Raffaele; Walczak, Aleksandra M.
2014-04-01
We derive a new method to infer from data the out-of-equilibrium alignment dynamics of collectively moving animal groups, by considering the maximum entropy model distribution consistent with temporal and spatial correlations of flight direction. When bird neighborhoods evolve rapidly, this dynamical inference correctly learns the parameters of the model, while a static one relying only on the spatial correlations fails. When neighbors change slowly and the detailed balance is satisfied, we recover the static procedure. We demonstrate the validity of the method on simulated data. The approach is applicable to other systems of active matter.
Important factors in the maximum likelihood analysis of flight test maneuvers
NASA Technical Reports Server (NTRS)
Iliff, K. W.; Maine, R. E.; Montgomery, T. D.
1979-01-01
The information presented is based on the experience in the past 12 years at the NASA Dryden Flight Research Center of estimating stability and control derivatives from over 3500 maneuvers from 32 aircraft. The overall approach to the analysis of dynamic flight test data is outlined. General requirements for data and instrumentation are discussed and several examples of the types of problems that may be encountered are presented.
NASA Astrophysics Data System (ADS)
Simons, F. J.; Eggers, G. L.; Lewis, K. W.; Olhede, S. C.
2015-12-01
What numbers "capture" topography? If stationary, white, and Gaussian: mean and variance. But "whiteness" is strong; we are led to a "baseline" over which to compute means and variances. We then have subscribed to topography as a correlated process, and to the estimation (noisy, afftected by edge effects) of the parameters of a spatial or spectral covariance function. What if the covariance function or the point process itself aren't Gaussian? What if the region under study isn't regularly shaped or sampled? How can results from differently sized patches be compared robustly? We present a spectral-domain "Whittle" maximum-likelihood procedure that circumvents these difficulties and answers the above questions. The key is the Matern form, whose parameters (variance, range, differentiability) define the shape of the covariance function (Gaussian, exponential, ..., are all special cases). We treat edge effects in simulation and in estimation. Data tapering allows for the irregular regions. We determine the estimation variance of all parameters. And the "best" estimate may not be "good enough": we test whether the "model" itself warrants rejection. We illustrate our methodology on geologically mapped patches of Venus. Surprisingly few numbers capture planetary topography. We derive them, with uncertainty bounds, we simulate "new" realizations of patches that look to the geologists exactly as if they were derived from similar processes. Our approach holds in 1, 2, and 3 spatial dimensions, and generalizes to multiple variables, e.g. when topography and gravity are being considered jointly (perhaps linked by flexural rigidity, erosion, or other surface and sub-surface modifying processes). Our results have widespread implications for the study of planetary topography in the Solar System, and are interpreted in the light of trying to derive "process" from "parameters", the end goal to assign likely formation histories for the patches under consideration. Our results
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…
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
NASA Technical Reports Server (NTRS)
Iliff, K. W.; Maine, R. E.
1976-01-01
A maximum likelihood estimation method was applied to flight data and procedures to facilitate the routine analysis of a large amount of flight data were described. Techniques that can be used to obtain stability and control derivatives from aircraft maneuvers that are less than ideal for this purpose are described. The techniques involve detecting and correcting the effects of dependent or nearly dependent variables, structural vibration, data drift, inadequate instrumentation, and difficulties with the data acquisition system and the mathematical model. The use of uncertainty levels and multiple maneuver analysis also proved to be useful in improving the quality of the estimated coefficients. The procedures used for editing the data and for overall analysis are also discussed.
NASA Astrophysics Data System (ADS)
Phien, Huynh Ngoc; Fang, Tsu-Shang Emma
1989-01-01
The General Extreme Value (GEV) distribution has become increasingly popular, as has the use of historic information, in flood frequency analysis during recent years. Both call for a systematic investigation of the properties of the maximum likelihood (ML) estimators obtained from censored samples. In this study, such an investigation was made for the type-1 censoring believed to be more frequently encountered in practical situations. All the mathematical equations needed for obtaining the ML estimators of the parameters and the quantiles (represented by the T- year event) were derived and Monte Carlo experiments were carried out to determine their sampling properties. It was found that censoring may reduce the bias of the parameter estimators but does not necessarily increase the variances. It was also found that the variances-covariances of the parameter estimators, and hence the variance of the T- year event, are better approximated by using the observed rather than the Fisher information matrix.
NASA Technical Reports Server (NTRS)
Tom, C. H.; Miller, L. D.
1984-01-01
The Bayesian maximum likelihood parametric classifier has been tested against the data-based formulation designated 'linear discrimination analysis', using the 'GLIKE' decision and "CLASSIFY' classification algorithms in the Landsat Mapping System. Identical supervised training sets, USGS land use/land cover classes, and various combinations of Landsat image and ancilliary geodata variables, were used to compare the algorithms' thematic mapping accuracy on a single-date summer subscene, with a cellularized USGS land use map of the same time frame furnishing the ground truth reference. CLASSIFY, which accepts a priori class probabilities, is found to be more accurate than GLIKE, which assumes equal class occurrences, for all three mapping variable sets and both levels of detail. These results may be generalized to direct accuracy, time, cost, and flexibility advantages of linear discriminant analysis over Bayesian methods.
NASA Astrophysics Data System (ADS)
Kakade, Rohan; Walker, John G.; Phillips, Andrew J.
2016-08-01
Confocal fluorescence microscopy (CFM) is widely used in biological sciences because of its enhanced 3D resolution that allows image sectioning and removal of out-of-focus blur. This is achieved by rejection of the light outside a detection pinhole in a plane confocal with the illuminated object. In this paper, an alternative detection arrangement is examined in which the entire detection/image plane is recorded using an array detector rather than a pinhole detector. Using this recorded data an attempt is then made to recover the object from the whole set of recorded photon array data; in this paper maximum-likelihood estimation has been applied. The recovered object estimates are shown (through computer simulation) to have good resolution, image sectioning and signal-to-noise ratio compared with conventional pinhole CFM images.
NASA Technical Reports Server (NTRS)
Vilnrotter, V. A.; Rodemich, E. R.
1990-01-01
A real-time digital signal combining system for use with Ka-band feed arrays is proposed. The combining system attempts to compensate for signal-to-noise ratio (SNR) loss resulting from antenna deformations induced by gravitational and atmospheric effects. The combining weights are obtained directly from the observed samples by using a sliding-window implementation of a vector maximum-likelihood parameter estimator. It is shown that with averaging times of about 0.1 second, combining loss for a seven-element array can be limited to about 0.1 dB in a realistic operational environment. This result suggests that the real-time combining system proposed here is capable of recovering virtually all of the signal power captured by the feed array, even in the presence of severe wind gusts and similar disturbances.
NASA Technical Reports Server (NTRS)
Johnson, T. J.; Harding, A. K.; Venter, C.
2012-01-01
Pulsed gamma rays have been detected with the Fermi Large Area Telescope (LAT) from more than 20 millisecond pulsars (MSPs), some of which were discovered in radio observations of bright, unassociated LAT sources. We have fit the radio and gamma-ray light curves of 19 LAT-detected MSPs in the context of geometric, outermagnetospheric emission models assuming the retarded vacuum dipole magnetic field using a Markov chain Monte Carlo maximum likelihood technique. We find that, in many cases, the models are able to reproduce the observed light curves well and provide constraints on the viewing geometries that are in agreement with those from radio polarization measurements. Additionally, for some MSPs we constrain the altitudes of both the gamma-ray and radio emission regions. The best-fit magnetic inclination angles are found to cover a broader range than those of non-recycled gamma-ray pulsars.
Galili, Tal; Meilijson, Isaac
2016-01-01
The Rao–Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a “better” one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao–Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao–Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.] PMID:27499547
Galili, Tal; Meilijson, Isaac
2016-01-02
The Rao-Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a "better" one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao-Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao-Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.].
Approach trajectory planning system for maximum concealment
NASA Technical Reports Server (NTRS)
Warner, David N., Jr.
1986-01-01
A computer-simulation study was undertaken to investigate a maximum concealment guidance technique (pop-up maneuver), which military aircraft may use to capture a glide path from masked, low-altitude flight typical of terrain following/terrain avoidance flight enroute. The guidance system applied to this problem is the Fuel Conservative Guidance System. Previous studies using this system have concentrated on the saving of fuel in basically conventional land and ship-based operations. Because this system is based on energy-management concepts, it also has direct application to the pop-up approach which exploits aircraft performance. Although the algorithm was initially designed to reduce fuel consumption, the commanded deceleration is at its upper limit during the pop-up and, therefore, is a good approximation of a minimum-time solution. Using the model of a powered-lift aircraft, the results of the study demonstrated that guidance commands generated by the system are well within the capability of an automatic flight-control system. Results for several initial approach conditions are presented.
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 to 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.
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
NASA Astrophysics Data System (ADS)
Eggers, G. L.; Lewis, K. W.; Simons, F. J.; Olhede, S.
2013-12-01
Venus does not possess a plate-tectonic system like that observed on Earth, and many surface features--such as tesserae and coronae--lack terrestrial equivalents. To understand Venus' tectonics is to understand its lithosphere, requiring a study of topography and gravity, and how they relate. Past studies of topography dealt with mapping and classification of visually observed features, and studies of gravity dealt with inverting the relation between topography and gravity anomalies to recover surface density and elastic thickness in either the space (correlation) or the spectral (admittance, coherence) domain. In the former case, geological features could be delineated but not classified quantitatively. In the latter case, rectangular or circular data windows were used, lacking geological definition. While the estimates of lithospheric strength on this basis were quantitative, they lacked robust error estimates. Here, we remapped the surface into 77 regions visually and qualitatively defined from a combination of Magellan topography, gravity, and radar images. We parameterize the spectral covariance of the observed topography, treating it as a Gaussian process assumed to be stationary over the mapped regions, using a three-parameter isotropic Matern model, and perform maximum-likelihood based inversions for the parameters. We discuss the parameter distribution across the Venusian surface and across terrain types such as coronoae, dorsae, tesserae, and their relation with mean elevation and latitudinal position. We find that the three-parameter model, while mathematically established and applicable to Venus topography, is overparameterized, and thus reduce the results to a two-parameter description of the peak spectral variance and the range-to-half-peak variance (in function of the wavenumber). With the reduction the clustering of geological region types in two-parameter space becomes promising. Finally, we perform inversions for the JOINT spectral variance of
NASA Astrophysics Data System (ADS)
Marra, M. J.; Smith, E. G. C.; Shulmeister, J.; Leschen, R.
2004-07-01
We present a new climatic reconstruction method appropriate for biological proxies where modern distributions are poorly defined and data sets are small. The technique uses a sine function in conjunction with maximum likelihood estimates of best high and best low values for the distribution of each species. To demonstrate the model we present temperature reconstructions for the Last Glacial Maximum (LGM) and Holocene from beetle fossil assemblages from the Awatere Valley, New Zealand. The temperature estimates are determined by the mutual overlap of the climate range for all the species in the assemblage. The overlap is then compared with modern physio-chemical conditions. For our example, we estimate the LGM summer (February) mean temperature was about 3.5-4°C cooler, and July (winter) mean daily minimum temperature was about 4-5°C cooler than present day temperatures. The maximum likelihood estimates broaden the reconstructed temperature ranges to 2.5-5°C cooler for February temperatures and 3.5-6.0°C cooler for mean minimum daily temperature of the coldest month (July). These estimates are consistent with LGM temperature estimates of 4-7°C from other climate proxy indicators. Estimates of Holocene temperatures are very similar to modern. Estimates are compared with results from the established mutual climatic range (MCR) technique and the results are compatible. MCR is less robust than the sine model approach for these data because it requires the pre-determination of the critical physio-chemical controls and assumes Gaussian distributions in climate space. The sine model is conceptually superior to traditional BIOCLIM modelling, with which it shares many features, because BIOCLIM also assumes Gaussian distributions and the sine model allows attribute testing of the data sets which are not possible with BIOCLIM.
Cuenca, José; Aleza, Pablo; Juárez, José; García-Lor, Andrés; Froelicher, Yann; Navarro, Luis; Ollitrault, Patrick
2015-01-01
Polyploidisation is a key source of diversification and speciation in plants. Most researchers consider sexual polyploidisation leading to unreduced gamete as its main origin. Unreduced gametes are useful in several crop breeding schemes. Their formation mechanism, i.e., First-Division Restitution (FDR) or Second-Division Restitution (SDR), greatly impacts the gametic and population structures and, therefore, the breeding efficiency. Previous methods to identify the underlying mechanism required the analysis of a large set of markers over large progeny. This work develops a new maximum-likelihood method to identify the unreduced gamete formation mechanism both at the population and individual levels using independent centromeric markers. Knowledge of marker-centromere distances greatly improves the statistical power of the comparison between the SDR and FDR hypotheses. Simulating data demonstrated the importance of selecting markers very close to the centromere to obtain significant conclusions at individual level. This new method was used to identify the meiotic restitution mechanism in nineteen mandarin genotypes used as female parents in triploid citrus breeding. SDR was identified for 85.3% of 543 triploid hybrids and FDR for 0.6%. No significant conclusions were obtained for 14.1% of the hybrids. At population level SDR was the predominant mechanisms for the 19 parental mandarins. PMID:25894579
Eberhard, Wynn L
2017-04-01
The maximum likelihood estimator (MLE) is derived for retrieving the extinction coefficient and zero-range intercept in the lidar slope method in the presence of random and independent Gaussian noise. Least-squares fitting, weighted by the inverse of the noise variance, is equivalent to the MLE. Monte Carlo simulations demonstrate that two traditional least-squares fitting schemes, which use different weights, are less accurate. Alternative fitting schemes that have some positive attributes are introduced and evaluated. The principal factors governing accuracy of all these schemes are elucidated. Applying these schemes to data with Poisson rather than Gaussian noise alters accuracy little, even when the signal-to-noise ratio is low. Methods to estimate optimum weighting factors in actual data are presented. Even when the weighting estimates are coarse, retrieval accuracy declines only modestly. Mathematical tools are described for predicting retrieval accuracy. Least-squares fitting with inverse variance weighting has optimum accuracy for retrieval of parameters from single-wavelength lidar measurements when noise, errors, and uncertainties are Gaussian distributed, or close to optimum when only approximately Gaussian.
Meyer, Philip D.; Ye, Ming; Neuman, Shlomo P.; Rockhold, Mark L.
2008-06-01
A methodology to systematically and quantitatively assess model predictive uncertainty was applied to saturated zone uranium transport at the 300 Area of the U.S. Department of Energy Hanford Site in Washington State, USA. The methodology extends Maximum Likelihood Bayesian Model Averaging (MLBMA) to account jointly for uncertainties due to the conceptual-mathematical basis of models, model parameters, and the scenarios to which the models are applied. Conceptual uncertainty was represented by postulating four alternative models of hydrogeology and uranium adsorption. Parameter uncertainties were represented by estimation covariances resulting from the joint calibration of each model to observed heads and uranium concentration. Posterior model probability was dominated by one model. Results demonstrated the role of model complexity and fidelity to observed system behavior in determining model probabilities, as well as the impact of prior information. Two scenarios representing alternative future behavior of the Columbia River adjacent to the site were considered. Predictive simulations carried out with the calibrated models illustrated the computation of model- and scenario-averaged predictions and how results can be displayed to clearly indicate the individual contributions to predictive uncertainty of the model, parameter, and scenario uncertainties. The application demonstrated the practicability of applying a comprehensive uncertainty assessment to large-scale, detailed groundwater flow and transport modelling.
NASA Astrophysics Data System (ADS)
Zhang, Yong; Wang, Yulong
2016-01-01
We propose a general model to entirely describe XPM effects induced by 16QAM channels in hybrid QPSK/16QAM wavelength division multiplexed (WDM) systems. A power spectral density (PSD) formula is presented to predict the statistical properties of XPM effects at the end of dispersion management (DM) fiber links. We derive the analytical expression of phase error variance for optimizing block length of QPSK channel coherent receiver with decision-aided (DA) maximum-likelihood (ML) phase estimation (PE). With our theoretical analysis, the optimum block length can be employed to improve the performance of coherent receiver. Bit error rate (BER) performance in QPSK channel is evaluated and compared through both theoretical derivation and Monte Carlo simulation. The results show that by using the DA-ML with optimum block length, bit signal-to-noise ratio (SNR) improvement over DA-ML with fixed block length of 10, 20 and 40 at BER of 10-3 is 0.18 dB, 0.46 dB and 0.65 dB, respectively, when in-line residual dispersion is 0 ps/nm.
NASA Astrophysics Data System (ADS)
Maleki, Mohammad Reza; Amiri, Amirhossein; Mousavi, Seyed Meysam
2015-07-01
In some statistical process control applications, the combination of both variable and attribute quality characteristics which are correlated represents the quality of the product or the process. In such processes, identification the time of manifesting the out-of-control states can help the quality engineers to eliminate the assignable causes through proper corrective actions. In this paper, first we use an artificial neural network (ANN)-based method in the literature for detecting the variance shifts as well as diagnosing the sources of variation in the multivariate-attribute processes. Then, based on the quality characteristics responsible for the out-of-control state, we propose a modular model based on the ANN for estimating the time of step change in the multivariate-attribute process variability. We also compare the performance of the ANN-based estimator with the estimator based on maximum likelihood method (MLE). A numerical example based on simulation study is used to evaluate the performance of the estimators in terms of the accuracy and precision criteria. The results of the simulation study show that the proposed ANN-based estimator outperforms the MLE estimator under different out-of-control scenarios where different shift magnitudes in the covariance matrix of multivariate-attribute quality characteristics are manifested.
Delsuc, Frédéric; Stanhope, Michael J; Douzery, Emmanuel J P
2003-08-01
The 30 living species of armadillos, anteaters, and sloths (Mammalia: Xenarthra) represent one of the three major clades of placentals. Armadillos (Cingulata: Dasypodidae) are the earliest and most speciose xenarthran lineage with 21 described species. The question of their tricky phylogeny was here studied by adding two mitochondrial genes (NADH dehydrogenase subunit 1 [ND1] and 12S ribosomal RNA [12S rRNA]) to the three protein-coding nuclear genes (alpha2B adrenergic receptor [ADRA2B], breast cancer susceptibility exon 11 [BRCA1], and von Willebrand factor exon 28 [VWF]) yielding a total of 6869 aligned nucleotide sites for thirteen xenarthran species. The two mitochondrial genes were characterized by marked excesses of transitions over transversions-with a strong bias toward CT transitions for the 12S rRNA-and exhibited two- to fivefold faster evolutionary rates than the fastest nuclear gene (ADRA2B). Maximum likelihood and Bayesian phylogenetic analyses supported the monophyly of Dasypodinae, Tolypeutinae, and Euphractinae, with the latter two armadillo subfamilies strongly clustering together. Conflicting branching points between individual genes involved relationships within the subfamilies Tolypeutinae and Euphractinae. Owing to a greater number of informative sites, the overall concatenation favored the mitochondrial topology with the classical grouping of Cabassous and Priodontes within Tolypeutinae, and a close relationship between Euphractus and Chaetophractus within Euphractinae. However, low statistical support values associated with almost equal distributions of apomorphies among alternatives suggested that two parallel events of rapid speciation occurred within these two armadillo subfamilies.
Bertsatos, Ioannis; Zanolin, Michele; Ratilal, Purnima; Chen, Tianrun; Makris, Nicholas C
2010-11-01
A method is provided for determining necessary conditions on sample size or signal to noise ratio (SNR) to obtain accurate parameter estimates from remote sensing measurements in fluctuating environments. These conditions are derived by expanding the bias and covariance of maximum likelihood estimates (MLEs) in inverse orders of sample size or SNR, where the first-order covariance term is the Cramer-Rao lower bound (CRLB). Necessary sample sizes or SNRs are determined by requiring that (i) the first-order bias and the second-order covariance are much smaller than the true parameter value and the CRLB, respectively, and (ii) the CRLB falls within desired error thresholds. An analytical expression is provided for the second-order covariance of MLEs obtained from general complex Gaussian data vectors, which can be used in many practical problems since (i) data distributions can often be assumed to be Gaussian by virtue of the central limit theorem, and (ii) it allows for both the mean and variance of the measurement to be functions of the estimation parameters. Here, conditions are derived to obtain accurate source localization estimates in a fluctuating ocean waveguide containing random internal waves, and the consequences of the loss of coherence on their accuracy are quantified.
Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang
2017-05-01
The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE1 and MLE2, respectively), and Greenwood approximation (MLEgw) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE1, the MLE2 and MLEgw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE2 and MLEgw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE2 and MLEgw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization.
Llacer, J.; Veklerov, E.; Nolan, D. ); Grafton, S.T.; Mazziotta, J.C.; Hawkins, R.A.; Hoh, C.K.; Hoffman, E.J. )
1990-10-01
This paper will report on the progress to date in carrying out Receiver Operating Characteristics (ROC) studies comparing Maximum Likelihood Estimator (MLE) and Filtered Backprojection (FBP) reconstructions of normal and abnormal human brain PET data in a clinical setting. A previous statistical study of reconstructions of the Hoffman brain phantom with real data indicated that the pixel-to-pixel standard deviation in feasible MLE images is approximately proportional to the square root of the number of counts in a region, as opposed to a standard deviation which is high and largely independent of the number of counts in FBP. A preliminary ROC study carried out with 10 non-medical observers performing a relatively simple detectability task indicates that, for the majority of observers, lower standard deviation translates itself into a statistically significant detectability advantage in MLE reconstructions. The initial results of ongoing tests with four experienced neurologists/nuclear medicine physicians are presented. Normal cases of {sup 18}F -- fluorodeoxyglucose (FDG) cerebral metabolism studies and abnormal cases in which a variety of lesions have been introduced into normal data sets have been evaluated. We report on the results of reading the reconstructions of 90 data sets, each corresponding to a single brain slice. It has become apparent that the design of the study based on reading single brain slices is too insensitive and we propose a variation based on reading three consecutive slices at a time, rating only the center slice. 9 refs., 2 figs., 1 tab.
Nikaido, M; Kawai, K; Cao, Y; Harada, M; Tomita, S; Okada, N; Hasegawa, M
2001-01-01
The complete mitochondrial genomes of two microbats, the horseshoe bat Rhinolophus pumilus, and the Japanese pipistrelle Pipistrellus abramus, and that of an insectivore, the long-clawed shrew Sorex unguiculatus, were sequenced and analyzed phylogenetically by a maximum likelihood method in an effort to enhance our understanding of mammalian evolution. Our analysis suggested that (1) a sister relationship exists between moles and shrews, which form an eulipotyphlan clade; (2) chiropterans have a sister-relationship with eulipotyphlans; and (3) the Eulipotyphla/Chiroptera clade is closely related to fereuungulates (Cetartiodactyla, Perissodactyla and Carnivora). Divergence times on the mammalian tree were estimated from consideration of a relaxed molecular clock, the amino acid sequences of 12 concatenated mitochondrial proteins and multiple reference criteria. Moles and shrews were estimated to have diverged approximately 48 MyrBP, and bats and eulipotyphlans to have diverged 68 MyrBP. Recent phylogenetic controversy over the polyphyly of microbats, the monophyly of rodents, and the position of hedgehogs is also examined.
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.
Cuenca, José; Aleza, Pablo; Juárez, José; García-Lor, Andrés; Froelicher, Yann; Navarro, Luis; Ollitrault, Patrick
2015-04-20
Polyploidisation is a key source of diversification and speciation in plants. Most researchers consider sexual polyploidisation leading to unreduced gamete as its main origin. Unreduced gametes are useful in several crop breeding schemes. Their formation mechanism, i.e., First-Division Restitution (FDR) or Second-Division Restitution (SDR), greatly impacts the gametic and population structures and, therefore, the breeding efficiency. Previous methods to identify the underlying mechanism required the analysis of a large set of markers over large progeny. This work develops a new maximum-likelihood method to identify the unreduced gamete formation mechanism both at the population and individual levels using independent centromeric markers. Knowledge of marker-centromere distances greatly improves the statistical power of the comparison between the SDR and FDR hypotheses. Simulating data demonstrated the importance of selecting markers very close to the centromere to obtain significant conclusions at individual level. This new method was used to identify the meiotic restitution mechanism in nineteen mandarin genotypes used as female parents in triploid citrus breeding. SDR was identified for 85.3% of 543 triploid hybrids and FDR for 0.6%. No significant conclusions were obtained for 14.1% of the hybrids. At population level SDR was the predominant mechanisms for the 19 parental mandarins.
Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong
2016-01-01
Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°. PMID:27322267
Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J
2016-03-01
Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an "internal" study while utilizing summary-level information, such as information on parameters for reduced models, from an "external" big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature.
NASA Astrophysics Data System (ADS)
Sage, J. P.; Mayles, W. P. M.; Mayles, H. M.; Syndikus, I.
2014-10-01
Maximum likelihood estimation (MLE) is presented as a statistical tool to evaluate the contribution of measurement error to any measurement series where the same quantity is measured using different independent methods. The technique was tested against artificial data sets; generated for values of underlying variation in the quantity and measurement error between 0.5 mm and 3 mm. In each case the simulation parameters were determined within 0.1 mm. The technique was applied to analyzing external random positioning errors from positional audit data for 112 pelvic radiotherapy patients. Patient position offsets were measured using portal imaging analysis and external body surface measures. Using MLE to analyze all methods in parallel it was possible to ascertain the measurement error for each method and the underlying positional variation. In the (AP / Lat / SI) directions the standard deviations of the measured patient position errors from portal imaging were (3.3 mm / 2.3 mm / 1.9 mm), arising from underlying variations of (2.7 mm / 1.5 mm / 1.4 mm) and measurement uncertainties of (1.8 mm / 1.8 mm / 1.3 mm), respectively. The measurement errors agree well with published studies. MLE used in this manner could be applied to any study in which the same quantity is measured using independent methods.
Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J.
2016-01-01
Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an “internal” study while utilizing summary-level information, such as information on parameters for reduced models, from an “external” big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature. PMID:27570323
Veklerov, E.; Llacer, J.; Hoffman, E.J.
1987-10-01
In order to study properties of the Maximum Likelihood Estimator (MLE) algorithm for image reconstruction in Positron Emission Tomographyy (PET), the algorithm is applied to data obtained by the ECAT-III tomograph from a brain phantom. The procedure for subtracting accidental coincidences from the data stream generated by this physical phantom is such that he resultant data are not Poisson distributed. This makes the present investigation different from other investigations based on computer-simulated phantoms. It is shown that the MLE algorithm is robust enough to yield comparatively good images, especially when the phantom is in the periphery of the field of view, even though the underlying assumption of the algorithm is violated. Two transition matrices are utilized. The first uses geometric considerations only. The second is derived by a Monte Carlo simulation which takes into account Compton scattering in the detectors, positron range, etc. in the detectors. It is demonstrated that the images obtained from the Monte Carlo matrix are superior in some specific ways. A stopping rule derived earlier and allowing the user to stop the iterative process before the images begin to deteriorate is tested. Since the rule is based on the Poisson assumption, it does not work well with the presently available data, although it is successful wit computer-simulated Poisson data.
NASA Astrophysics Data System (ADS)
Bargaoui, Zoubeida Kebaili; Bardossy, Andràs
2015-10-01
The paper aims to develop researches on the spatial variability of heavy rainfall events estimation using spatial copula analysis. To demonstrate the methodology, short time resolution rainfall time series from Stuttgart region are analyzed. They are constituted by rainfall observations on continuous 30 min time scale recorded over a network composed by 17 raingages for the period July 1989-July 2004. The analysis is performed aggregating the observations from 30 min up to 24 h. Two parametric bivariate extreme copula models, the Husler-Reiss model and the Gumbel model are investigated. Both involve a single parameter to be estimated. Thus, model fitting is operated for every pair of stations for a giving time resolution. A rainfall threshold value representing a fixed rainfall quantile is adopted for model inference. Generalized maximum pseudo-likelihood estimation is adopted with censoring by analogy with methods of univariate estimation combining historical and paleoflood information with systematic data. Only pairs of observations greater than the threshold are assumed as systematic data. Using the estimated copula parameter, a synthetic copula field is randomly generated and helps evaluating model adequacy which is achieved using Kolmogorov Smirnov distance test. In order to assess dependence or independence in the upper tail, the extremal coefficient which characterises the tail of the joint bivariate distribution is adopted. Hence, the extremal coefficient is reported as a function of the interdistance between stations. If it is less than 1.7, stations are interpreted as dependent in the extremes. The analysis of the fitted extremal coefficients with respect to stations inter distance highlights two regimes with different dependence structures: a short spatial extent regime linked to short duration intervals (from 30 min to 6 h) with an extent of about 8 km and a large spatial extent regime related to longer rainfall intervals (from 12 h to 24 h) with an
Matilainen, Kaarina; Mäntysaari, Esa A; Lidauer, Martin H; Strandén, Ismo; Thompson, Robin
2013-01-01
Estimation of variance components by Monte Carlo (MC) expectation maximization (EM) restricted maximum likelihood (REML) is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR), where the information matrix was generated via sampling; MC average information(AI), where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.
Ghammraoui, Bahaa; Badal, Andreu; Popescu, Lucretiu M
2016-04-21
Coherent scatter computed tomography (CSCT) is a reconstructive x-ray imaging technique that yields the spatially resolved coherent-scatter cross section of the investigated object revealing structural information of tissue under investigation. In the original CSCT proposals the reconstruction of images from coherently scattered x-rays is done at each scattering angle separately using analytic reconstruction. In this work we develop a maximum likelihood estimation of scatter components algorithm (ML-ESCA) that iteratively reconstructs images using a few material component basis functions from coherent scatter projection data. The proposed algorithm combines the measured scatter data at different angles into one reconstruction equation with only a few component images. Also, it accounts for data acquisition statistics and physics, modeling effects such as polychromatic energy spectrum and detector response function. We test the algorithm with simulated projection data obtained with a pencil beam setup using a new version of MC-GPU code, a Graphical Processing Unit version of PENELOPE Monte Carlo particle transport simulation code, that incorporates an improved model of x-ray coherent scattering using experimentally measured molecular interference functions. The results obtained for breast imaging phantoms using adipose and glandular tissue cross sections show that the new algorithm can separate imaging data into basic adipose and water components at radiation doses comparable with Breast Computed Tomography. Simulation results also show the potential for imaging microcalcifications. Overall, the component images obtained with ML-ESCA algorithm have a less noisy appearance than the images obtained with the conventional filtered back projection algorithm for each individual scattering angle. An optimization study for x-ray energy range selection for breast CSCT is also presented.
NASA Astrophysics Data System (ADS)
Ghammraoui, Bahaa; Badal, Andreu; Popescu, Lucretiu M.
2016-04-01
Coherent scatter computed tomography (CSCT) is a reconstructive x-ray imaging technique that yields the spatially resolved coherent-scatter cross section of the investigated object revealing structural information of tissue under investigation. In the original CSCT proposals the reconstruction of images from coherently scattered x-rays is done at each scattering angle separately using analytic reconstruction. In this work we develop a maximum likelihood estimation of scatter components algorithm (ML-ESCA) that iteratively reconstructs images using a few material component basis functions from coherent scatter projection data. The proposed algorithm combines the measured scatter data at different angles into one reconstruction equation with only a few component images. Also, it accounts for data acquisition statistics and physics, modeling effects such as polychromatic energy spectrum and detector response function. We test the algorithm with simulated projection data obtained with a pencil beam setup using a new version of MC-GPU code, a Graphical Processing Unit version of PENELOPE Monte Carlo particle transport simulation code, that incorporates an improved model of x-ray coherent scattering using experimentally measured molecular interference functions. The results obtained for breast imaging phantoms using adipose and glandular tissue cross sections show that the new algorithm can separate imaging data into basic adipose and water components at radiation doses comparable with Breast Computed Tomography. Simulation results also show the potential for imaging microcalcifications. Overall, the component images obtained with ML-ESCA algorithm have a less noisy appearance than the images obtained with the conventional filtered back projection algorithm for each individual scattering angle. An optimization study for x-ray energy range selection for breast CSCT is also presented.
NASA Astrophysics Data System (ADS)
Singh, Vimal; Tewfik, Ahmed H.
2011-03-01
Cardiac minimal invasive surgeries such as catheter based radio frequency ablation of atrial fibrillation requires high-precision tracking of inner cardiac surfaces in order to ascertain constant electrode-surface contact. Majority of cardiac motion tracking systems are either limited to outer surface or track limited slices/sectors of inner surface in echocardiography data which are unrealizable in MIS due to the varying resolution of ultrasound with depth and speckle effect. In this paper, a system for high accuracy real-time 3D tracking of both cardiac surfaces using sparse samples of outer-surface only is presented. This paper presents a novel approach to model cardiac inner surface deformations as simple functions of outer surface deformations in the spherical harmonic domain using multiple maximal-likelihood linear regressors. Tracking system uses subspace clustering to identify potential deformation spaces for outer surfaces and trains ML linear regressors using pre-operative MRI/CT scan based training set. During tracking, sparse-samples from outer surfaces are used to identify the active outer surface deformation space and reconstruct outer surfaces in real-time under least squares formulation. Inner surface is reconstructed using tracked outer surface with trained ML linear regressors. High-precision tracking and robustness of the proposed system are demonstrated through results obtained on a real patient dataset with tracking root mean square error <= (0.23 +/- 0.04)mm and <= (0.30 +/- 0.07)mm for outer & inner surfaces respectively.
ERIC Educational Resources Information Center
Samejima, Fumiko
1993-01-01
An approximation for the bias function of the maximum likelihood estimate of the latent trait or ability is developed for the general case where item responses are discrete, which includes the dichotomous response level, the graded response level, and the nominal response level. (SLD)
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…
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)
Wang, Ming; Flanders, W Dana; Bostick, Roberd M; Long, Qi
2012-12-20
Measurement error is common in epidemiological and biomedical studies. When biomarkers are measured in batches or groups, measurement error is potentially correlated within each batch or group. In regression analysis, most existing methods are not applicable in the presence of batch-specific measurement error in predictors. We propose a robust conditional likelihood approach to account for batch-specific error in predictors when batch effect is additive and the predominant source of error, which requires no assumptions on the distribution of measurement error. Although a regression model with batch as a categorical covariable yields the same parameter estimates as the proposed conditional likelihood approach for linear regression, this result does not hold in general for all generalized linear models, in particular, logistic regression. Our simulation studies show that the conditional likelihood approach achieves better finite sample performance than the regression calibration approach or a naive approach without adjustment for measurement error. In the case of logistic regression, our proposed approach is shown to also outperform the regression approach with batch as a categorical covariate. In addition, we also examine a 'hybrid' approach combining the conditional likelihood method and the regression calibration method, which is shown in simulations to achieve good performance in the presence of both batch-specific and measurement-specific errors. We illustrate our method by using data from a colorectal adenoma study.
NASA Astrophysics Data System (ADS)
Jaggi, Sandeep
1991-06-01
This paper describes a PC-based near-real time implementation of a two- channel maximum likelihood classifier. A prototype for the detection of ice formation on the External Tank (ET) of the Space Shuttle is being developed for NASA Science and Technology Laboratory by Lockheed Engineering and Sciences Company at Stennis Space Center, MS. Various studies have been conducted to obtain regions in the mid-infrared and the infrared part of the electromagnetic spectrum that show a difference in the reflectance characteristics of the ET surface when it is covered with ice, frost or water. These studies resulted in the selection of two channels of the spectrum for differentiating between various phases of water using imagery data. The objective is to be able to do an online classification of the ET images into distinct regions denoting ice, frost, wet or dry areas. The images are acquired with an infrared camera and digitized before being processed by a computer to yield a fast color-coded pattern, with each color representing a region. A two- monitor PC-based setup is used for image processing. Various techniques for classification, both supervised and unsupervised, are being investigated for developing a methodology. This paper discusses the implementation of a supervised classification technique. The statistical distribution of the reflectance characteristics of ice, frost, water formation on Spray-on-Foam-Insulation (SOFI), that covers the ET surface, are acquired. These statistics are later used for classification. The computer can be set in either a training mode or classifying mode. In the training mode, it learns the statistics of the various classes. In the classifying mode, it produced a color-coded image denoting the respective categories of classification. The results of the classifier are memory-mapped for efficiency. The speed of the classification process is only limited by the speed of the digital frame grabber and the software that interfaces the frame
NASA Astrophysics Data System (ADS)
Aartsen, M. G.; Abraham, K.; Ackermann, M.; Adams, J.; Aguilar, J. A.; Ahlers, M.; Ahrens, M.; Altmann, D.; Anderson, T.; Archinger, M.; Arguelles, C.; Arlen, T. C.; Auffenberg, J.; Bai, X.; Barwick, S. W.; Baum, V.; Bay, R.; Beatty, J. J.; Becker Tjus, J.; Becker, K.-H.; Beiser, E.; BenZvi, S.; Berghaus, P.; Berley, D.; Bernardini, E.; Bernhard, A.; Besson, D. Z.; Binder, G.; Bindig, D.; Bissok, M.; Blaufuss, E.; Blumenthal, J.; Boersma, D. J.; Bohm, C.; Börner, M.; Bos, F.; Bose, D.; Böser, S.; Botner, O.; Braun, J.; Brayeur, L.; Bretz, H.-P.; Brown, A. M.; Buzinsky, N.; Casey, J.; Casier, M.; Cheung, E.; Chirkin, D.; Christov, A.; Christy, B.; Clark, K.; Classen, L.; Coenders, S.; Cowen, D. F.; Cruz Silva, A. H.; Daughhetee, J.; Davis, J. C.; Day, M.; de André, J. P. A. M.; De Clercq, C.; Dembinski, H.; De Ridder, S.; Desiati, P.; de Vries, K. D.; de Wasseige, G.; de With, M.; DeYoung, T.; Díaz-Vélez, J. C.; Dumm, J. P.; Dunkman, M.; Eagan, R.; Eberhardt, B.; Ehrhardt, T.; Eichmann, B.; Euler, S.; Evenson, P. A.; Fadiran, O.; Fahey, S.; Fazely, A. R.; Fedynitch, A.; Feintzeig, J.; Felde, J.; Filimonov, K.; Finley, C.; Fischer-Wasels, T.; Flis, S.; Fuchs, T.; Gaisser, T. K.; Gaior, R.; Gallagher, J.; Gerhardt, L.; Ghorbani, K.; Gier, D.; Gladstone, L.; Glagla, M.; Glüsenkamp, T.; Goldschmidt, A.; Golup, G.; Gonzalez, J. G.; Goodman, J. A.; Góra, D.; Grant, D.; Gretskov, P.; Groh, J. C.; Gross, A.; Ha, C.; Haack, C.; Haj Ismail, A.; Hallgren, A.; Halzen, F.; Hansmann, B.; Hanson, K.; Hebecker, D.; Heereman, D.; Helbing, K.; Hellauer, R.; Hellwig, D.; Hickford, S.; Hignight, J.; Hill, G. C.; Hoffman, K. D.; Hoffmann, R.; Holzapfel, K.; Homeier, A.; Hoshina, K.; Huang, F.; Huber, M.; Huelsnitz, W.; Hulth, P. O.; Hultqvist, K.; In, S.; Ishihara, A.; Jacobi, E.; Japaridze, G. S.; Jero, K.; Jurkovic, M.; Kaminsky, B.; Kappes, A.; Karg, T.; Karle, A.; Kauer, M.; Keivani, A.; Kelley, J. L.; Kemp, J.; Kheirandish, A.; Kiryluk, J.; Kläs, J.; Klein, S. R.; Kohnen, G.; Kolanoski, H.; Konietz, R.; Koob, A.; Köpke, L.; Kopper, C.; Kopper, S.; Koskinen, D. J.; Kowalski, M.; Krings, K.; Kroll, G.; Kroll, M.; Kunnen, J.; Kurahashi, N.; Kuwabara, T.; Labare, M.; Lanfranchi, J. L.; Larson, M. J.; Lesiak-Bzdak, M.; Leuermann, M.; Leuner, J.; Lünemann, J.; Madsen, J.; Maggi, G.; Mahn, K. B. M.; Maruyama, R.; Mase, K.; Matis, H. S.; Maunu, R.; McNally, F.; Meagher, K.; Medici, M.; Meli, A.; Menne, T.; Merino, G.; Meures, T.; Miarecki, S.; Middell, E.; Middlemas, E.; Miller, J.; Mohrmann, L.; Montaruli, T.; Morse, R.; Nahnhauer, R.; Naumann, U.; Niederhausen, H.; Nowicki, S. C.; Nygren, D. R.; Obertacke, A.; Olivas, A.; Omairat, A.; O'Murchadha, A.; Palczewski, T.; Paul, L.; Pepper, J. A.; Pérez de los Heros, C.; Pfendner, C.; Pieloth, D.; Pinat, E.; Posselt, J.; Price, P. B.; Przybylski, G. T.; Pütz, J.; Quinnan, M.; Rädel, L.; Rameez, M.; Rawlins, K.; Redl, P.; Reimann, R.; Relich, M.; Resconi, E.; Rhode, W.; Richman, M.; Richter, S.; Riedel, B.; Robertson, S.; Rongen, M.; Rott, C.; Ruhe, T.; Ruzybayev, B.; Ryckbosch, D.; Saba, S. M.; Sabbatini, L.; Sander, H.-G.; Sandrock, A.; Sandroos, J.; Sarkar, S.; Schatto, K.; Scheriau, F.; Schimp, M.; Schmidt, T.; Schmitz, M.; Schoenen, S.; Schöneberg, S.; Schönwald, A.; Schukraft, A.; Schulte, L.; Seckel, D.; Seunarine, S.; Shanidze, R.; Smith, M. W. E.; Soldin, D.; Spiczak, G. M.; Spiering, C.; Stahlberg, M.; Stamatikos, M.; Stanev, T.; Stanisha, N. A.; Stasik, A.; Stezelberger, T.; Stokstad, R. G.; Stössl, A.; Strahler, E. A.; Ström, R.; Strotjohann, N. L.; Sullivan, G. W.; Sutherland, M.; Taavola, H.; Taboada, I.; Ter-Antonyan, S.; Terliuk, A.; Tešić, G.; Tilav, S.; Toale, P. A.; Tobin, M. N.; Tosi, D.; Tselengidou, M.; Unger, E.; Usner, M.; Vallecorsa, S.; Vandenbroucke, J.; van Eijndhoven, N.; Vanheule, S.; van Santen, J.; Veenkamp, J.; Vehring, M.; Voge, M.; Vraeghe, M.; Walck, C.; Wallace, A.; Wallraff, M.; Wandkowsky, N.; Weaver, Ch.; Wendt, C.; Westerhoff, S.; Whelan, B. J.; Whitehorn, N.; Wichary, C.; Wiebe, K.; Wiebusch, C. H.; Wille, L.; Williams, D. R.; Wissing, H.; Wolf, M.; Wood, T. R.; Woschnagg, K.; Xu, D. L.; Xu, X. W.; Xu, Y.; Yanez, J. P.; Yodh, G.; Yoshida, S.; Zarzhitsky, P.; Zoll, M.; IceCube Collaboration
2015-08-01
Evidence for an extraterrestrial flux of high-energy neutrinos has now been found in multiple searches with the IceCube detector. The first solid evidence was provided by a search for neutrino events with deposited energies ≳ 30 TeV and interaction vertices inside the instrumented volume. Recent analyses suggest that the extraterrestrial flux extends to lower energies and is also visible with throughgoing, νμ-induced tracks from the Northern Hemisphere. Here, we combine the results from six different IceCube searches for astrophysical neutrinos in a maximum-likelihood analysis. The combined event sample features high-statistics samples of shower-like and track-like events. The data are fit in up to three observables: energy, zenith angle, and event topology. Assuming the astrophysical neutrino flux to be isotropic and to consist of equal flavors at Earth, the all-flavor spectrum with neutrino energies between 25 TeV and 2.8 PeV is well described by an unbroken power law with best-fit spectral index -2.50 ± 0.09 and a flux at 100 TeV of ({6.7}-1.2+1.1)× {10}-18 {{GeV}}-1 {{{s}}}-1 {{sr}}-1 {{cm}}-2. Under the same assumptions, an unbroken power law with index -2 is disfavored with a significance of 3.8σ (p = 0.0066%) with respect to the best fit. This significance is reduced to 2.1σ (p = 1.7%) if instead we compare the best fit to a spectrum with index -2 that has an exponential cut-off at high energies. Allowing the electron-neutrino flux to deviate from the other two flavors, we find a νe fraction of 0.18 ± 0.11 at Earth. The sole production of electron neutrinos, which would be characteristic of neutron-decay-dominated sources, is rejected with a significance of 3.6σ (p = 0.014%).
Chen, Qingxia; Ibrahim, Joseph G
2014-07-01
Multiple Imputation, Maximum Likelihood and Fully Bayesian methods are the three most commonly used model-based approaches in missing data problems. Although it is easy to show that when the responses are missing at random (MAR), the complete case analysis is unbiased and efficient, the aforementioned methods are still commonly used in practice for this setting. To examine the performance of and relationships between these three methods in this setting, we derive and investigate small sample and asymptotic expressions of the estimates and standard errors, and fully examine how these estimates are related for the three approaches in the linear regression model when the responses are MAR. We show that when the responses are MAR in the linear model, the estimates of the regression coefficients using these three methods are asymptotically equivalent to the complete case estimates under general conditions. One simulation and a real data set from a liver cancer clinical trial are given to compare the properties of these methods when the responses are MAR.
ERIC Educational Resources Information Center
Andersen, Erling B.
A computer program for solving the conditional likelihood equations arising in the Rasch model for questionnaires is described. The estimation method and the computational problems involved are described in a previous research report by Andersen, but a summary of those results are given in two sections of this paper. A working example is also…
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.
NASA Astrophysics Data System (ADS)
Bousse, Alexandre; Bertolli, Ottavia; Atkinson, David; Arridge, Simon; Ourselin, Sébastien; Hutton, Brian F.; Thielemans, Kris
2016-02-01
This work is an extension of our recent work on joint activity reconstruction/motion estimation (JRM) from positron emission tomography (PET) data. We performed JRM by maximization of the penalized log-likelihood in which the probabilistic model assumes that the same motion field affects both the activity distribution and the attenuation map. Our previous results showed that JRM can successfully reconstruct the activity distribution when the attenuation map is misaligned with the PET data, but converges slowly due to the significant cross-talk in the likelihood. In this paper, we utilize time-of-flight PET for JRM and demonstrate that the convergence speed is significantly improved compared to JRM with conventional PET data.
Meng, L. J.; Li, Nan
2016-01-01
This paper presents a non-uniform object-space pixelation (NUOP) approach for image reconstruction using the penalized maximum likelihood methods. This method was developed for use with a single photon emission microscope (SPEM) system that offers an ultrahigh spatial resolution for a targeted local region inside mouse brain. In this approach, the object-space is divided with non-uniform pixel sizes, which are chosen adaptively based on object-dependent criteria. These include (a) some known characteristics of a target-region, (b) the associated Fisher Information that measures the weighted correlation between the responses of the system to gamma ray emissions occurred at different spatial locations, and (c) the linear distance from a given location to the target-region. In order to quantify the impact of this non-uniform pixelation approach on image quality, we used the Modified Uniform Cramer-Rao bound (MUCRB) to evaluate the local resolution-variance and bias-variance tradeoffs achievable with different pixelation strategies. As demonstrated in this paper, an efficient object-space pixelation could improve the speed of computation by 1–2 orders of magnitude, whilst maintaining an excellent reconstruction for the target-region. This improvement is crucial for making the SPEM system a practical imaging tool for mouse brain studies. The proposed method also allows rapid computation of the first and second order statistics of reconstructed images using analytical approximations, which is the key for the evaluation of several analytical system performance indices for system design and optimization.
Decker, Anna L; Hubbard, Alan; Crespi, Catherine M; Seto, Edmund Y W; Wang, May C
2014-03-01
While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated
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.
Li, Ruochen; Englehardt, James D; Li, Xiaoguang
2012-02-01
Multivariate probability distributions, such as may be used for mixture dose-response assessment, are typically highly parameterized and difficult to fit to available data. However, such distributions may be useful in analyzing the large electronic data sets becoming available, such as dose-response biomarker and genetic information. In this article, a new two-stage computational approach is introduced for estimating multivariate distributions and addressing parameter uncertainty. The proposed first stage comprises a gradient Markov chain Monte Carlo (GMCMC) technique to find Bayesian posterior mode estimates (PMEs) of parameters, equivalent to maximum likelihood estimates (MLEs) in the absence of subjective information. In the second stage, these estimates are used to initialize a Markov chain Monte Carlo (MCMC) simulation, replacing the conventional burn-in period to allow convergent simulation of the full joint Bayesian posterior distribution and the corresponding unconditional multivariate distribution (not conditional on uncertain parameter values). When the distribution of parameter uncertainty is such a Bayesian posterior, the unconditional distribution is termed predictive. The method is demonstrated by finding conditional and unconditional versions of the recently proposed emergent dose-response function (DRF). Results are shown for the five-parameter common-mode and seven-parameter dissimilar-mode models, based on published data for eight benzene-toluene dose pairs. The common mode conditional DRF is obtained with a 21-fold reduction in data requirement versus MCMC. Example common-mode unconditional DRFs are then found using synthetic data, showing a 71% reduction in required data. The approach is further demonstrated for a PCB 126-PCB 153 mixture. Applicability is analyzed and discussed. Matlab(®) computer programs are provided.
The Likelihood Function and Likelihood Statistics
NASA Astrophysics Data System (ADS)
Robinson, Edward L.
2016-01-01
The likelihood function is a necessary component of Bayesian statistics but not of frequentist statistics. The likelihood function can, however, serve as the foundation for an attractive variant of frequentist statistics sometimes called likelihood statistics. We will first discuss the definition and meaning of the likelihood function, giving some examples of its use and abuse - most notably in the so-called prosecutor's fallacy. Maximum likelihood estimation is the aspect of likelihood statistics familiar to most people. When data points are known to have Gaussian probability distributions, maximum likelihood parameter estimation leads directly to least-squares estimation. When the data points have non-Gaussian distributions, least-squares estimation is no longer appropriate. We will show how the maximum likelihood principle leads to logical alternatives to least squares estimation for non-Gaussian distributions, taking the Poisson distribution as an example.The likelihood ratio is the ratio of the likelihoods of, for example, two hypotheses or two parameters. Likelihood ratios can be treated much like un-normalized probability distributions, greatly extending the applicability and utility of likelihood statistics. Likelihood ratios are prone to the same complexities that afflict posterior probability distributions in Bayesian statistics. We will show how meaningful information can be extracted from likelihood ratios by the Laplace approximation, by marginalizing, or by Markov chain Monte Carlo sampling.
NASA Astrophysics Data System (ADS)
Christiansen, Bo
2015-04-01
Linear regression methods are without doubt the most used approaches to describe and predict data in the physical sciences. They are often good first order approximations and they are in general easier to apply and interpret than more advanced methods. However, even the properties of univariate regression can lead to debate over the appropriateness of various models as witnessed by the recent discussion about climate reconstruction methods. Before linear regression is applied important choices have to be made regarding the origins of the noise terms and regarding which of the two variables under consideration that should be treated as the independent variable. These decisions are often not easy to make but they may have a considerable impact on the results. We seek to give a unified probabilistic - Bayesian with flat priors - treatment of univariate linear regression and prediction by taking, as starting point, the general errors-in-variables model (Christiansen, J. Clim., 27, 2014-2031, 2014). Other versions of linear regression can be obtained as limits of this model. We derive the likelihood of the model parameters and predictands of the general errors-in-variables model by marginalizing over the nuisance parameters. The resulting likelihood is relatively simple and easy to analyze and calculate. The well known unidentifiability of the errors-in-variables model is manifested as the absence of a well-defined maximum in the likelihood. However, this does not mean that probabilistic inference can not be made; the marginal likelihoods of model parameters and the predictands have, in general, well-defined maxima. We also include a probabilistic version of classical calibration and show how it is related to the errors-in-variables model. The results are illustrated by an example from the coupling between the lower stratosphere and the troposphere in the Northern Hemisphere winter.
Andrews, Steven S.; Rutherford, Suzannah
2016-01-01
Experimental measurements require calibration to transform measured signals into physically meaningful values. The conventional approach has two steps: the experimenter deduces a conversion function using measurements on standards and then calibrates (or normalizes) measurements on unknown samples with this function. The deduction of the conversion function from only the standard measurements causes the results to be quite sensitive to experimental noise. It also implies that any data collected without reliable standards must be discarded. Here we show that a “1-step calibration method” reduces these problems for the common situation in which samples are measured in batches, where a batch could be an immunoblot (Western blot), an enzyme-linked immunosorbent assay (ELISA), a sequence of spectra, or a microarray, provided that some sample measurements are replicated across multiple batches. The 1-step method computes all calibration results iteratively from all measurements. It returns the most probable values for the sample compositions under the assumptions of a statistical model, making them the maximum likelihood predictors. It is less sensitive to measurement error on standards and enables use of some batches that do not include standards. In direct comparison of both real and simulated immunoblot data, the 1-step method consistently exhibited smaller errors than the conventional “2-step” method. These results suggest that the 1-step method is likely to be most useful for cases where experimenters want to analyze existing data that are missing some standard measurements and where experimenters want to extract the best results possible from their data. Open source software for both methods is available for download or on-line use. PMID:26908370
NASA Astrophysics Data System (ADS)
Islam, Fahima Fahmida
Sparse tomography is an efficient technique which saves time as well as minimizes cost. However, due to few angular data it implies the image reconstruction problem as ill-posed. In the ill posed problem, even with exact data constraints, the inversion cannot be uniquely performed. Therefore, selection of suitable method to optimize the reconstruction problems plays an important role in sparse data CT. Use of regularization function is a well-known method to control the artifacts in limited angle data acquisition. In this work, we propose directional total variation regularized ordered subset (OS) type image reconstruction method for neutron limited data CT. Total variation (TV) regularization works as edge preserving regularization which not only preserves the sharp edge but also reduces many of the artifacts that are very common in limited data CT. However TV itself is not direction dependent. Therefore, TV is not very suitable for images with a dominant direction. The images with dominant direction it is important to know the total variation at certain direction. Hence, here a directional TV is used as prior term. TV regularization assumes the constraint of piecewise smoothness. As the original image is not piece wise constant image, sparsifying transform is used to convert the image in to sparse image or piecewise constant image. Along with this regularized function (D TV) the likelihood function which is adapted as objective function. To optimize this objective function a OS type algorithm is used. Generally there are two methods available to make OS method convergent. This work proposes OS type directional TV regularized likelihood reconstruction method which yields fast convergence as well as good quality image. Initial iteration starts with the filtered back projection (FBP) reconstructed image. The indication of convergence is determined by the convergence index between two successive reconstructed images. The quality of the image is assessed by showing
NASA Technical Reports Server (NTRS)
Clark, R. T.; Mccallister, R. D.
1982-01-01
The particular coding option identified as providing the best level of coding gain performance in an LSI-efficient implementation was the optimal constraint length five, rate one-half convolutional code. To determine the specific set of design parameters which optimally matches this decoder to the LSI constraints, a breadboard MCD (maximum-likelihood convolutional decoder) was fabricated and used to generate detailed performance trade-off data. The extensive performance testing data gathered during this design tradeoff study are summarized, and the functional and physical MCD chip characteristics are presented.
NASA Technical Reports Server (NTRS)
Grove, R. D.; Mayhew, S. C.
1973-01-01
A computer program (Langley program C1123) has been developed for estimating aircraft stability and control parameters from flight test data. These parameters are estimated by the maximum likelihood estimation procedure implemented on a real-time digital simulation system, which uses the Control Data 6600 computer. This system allows the investigator to interact with the program in order to obtain satisfactory results. Part of this system, the control and display capabilities, is described for this program. This report also describes the computer program by presenting the program variables, subroutines, flow charts, listings, and operational features. Program usage is demonstrated with a test case using pseudo or simulated flight data.
Motaghian Nezam, S. M. R.; Joo, C; Tearney, G. J.; de Boer, J. F.
2009-01-01
Spectral-domain optical coherence phase microscopy (SD-OCPM) measures minute phase changes in transparent biological specimens using a common path interferometer and a spectrometer based optical coherence tomography system. The Fourier transform of the acquired interference spectrum in spectral-domain optical coherence tomography (SD-OCT) is complex and the phase is affected by contributions from inherent random noise. To reduce this phase noise, knowledge of the probability density function (PDF) of data becomes essential. In the present work, the intensity and phase PDFs of the complex interference signal are theoretically derived and the optical path length (OPL) PDF is experimentally validated. The full knowledge of the PDFs is exploited for optimal estimation (Maximum Likelihood estimation) of the intensity, phase, and signal-to-noise ratio (SNR) in SD-OCPM. Maximum likelihood (ML) estimates of the intensity, SNR, and OPL images are presented for two different scan modes using Bovine Pulmonary Artery Endothelial (BPAE) cells. To investigate the phase accuracy of SD-OCPM, we experimentally calculate and compare the cumulative distribution functions (CDFs) of the OPL standard deviation and the square root of the Cramér-Rao lower bound (1/2SNR) over 100 BPAE images for two different scan modes. The correction to the OPL measurement by applying ML estimation to SD-OCPM for BPAE cells is demonstrated. PMID:18957999
Bayesian penalized log-likelihood ratio approach for dose response clinical trial studies.
Tang, Yuanyuan; Cai, Chunyan; Sun, Liangrui; He, Jianghua
2017-02-13
In literature, there are a few unified approaches to test proof of concept and estimate a target dose, including the multiple comparison procedure using modeling approach, and the permutation approach proposed by Klingenberg. We discuss and compare the operating characteristics of these unified approaches and further develop an alternative approach in a Bayesian framework based on the posterior distribution of a penalized log-likelihood ratio test statistic. Our Bayesian approach is much more flexible to handle linear or nonlinear dose-response relationships and is more efficient than the permutation approach. The operating characteristics of our Bayesian approach are comparable to and sometimes better than both approaches in a wide range of dose-response relationships. It yields credible intervals as well as predictive distribution for the response rate at a specific dose level for the target dose estimation. Our Bayesian approach can be easily extended to continuous, categorical, and time-to-event responses. We illustrate the performance of our proposed method with extensive simulations and Phase II clinical trial data examples.
PNNL: A Supervised Maximum Entropy Approach to Word Sense Disambiguation
Tratz, Stephen C.; Sanfilippo, Antonio P.; Gregory, Michelle L.; Chappell, Alan R.; Posse, Christian; Whitney, Paul D.
2007-06-23
In this paper, we described the PNNL Word Sense Disambiguation system as applied to the English All-Word task in Se-mEval 2007. We use a supervised learning approach, employing a large number of features and using Information Gain for dimension reduction. Our Maximum Entropy approach combined with a rich set of features produced results that are significantly better than baseline and are the highest F-score for the fined-grained English All-Words subtask.
Elbouchikhi, Elhoussin; Choqueuse, Vincent; Benbouzid, Mohamed
2016-07-01
Condition monitoring of electric drives is of paramount importance since it contributes to enhance the system reliability and availability. Moreover, the knowledge about the fault mode behavior is extremely important in order to improve system protection and fault-tolerant control. Fault detection and diagnosis in squirrel cage induction machines based on motor current signature analysis (MCSA) has been widely investigated. Several high resolution spectral estimation techniques have been developed and used to detect induction machine abnormal operating conditions. This paper focuses on the application of MCSA for the detection of abnormal mechanical conditions that may lead to induction machines failure. In fact, this paper is devoted to the detection of single-point defects in bearings based on parametric spectral estimation. A multi-dimensional MUSIC (MD MUSIC) algorithm has been developed for bearing faults detection based on bearing faults characteristic frequencies. This method has been used to estimate the fundamental frequency and the fault related frequency. Then, an amplitude estimator of the fault characteristic frequencies has been proposed and fault indicator has been derived for fault severity measurement. The proposed bearing faults detection approach is assessed using simulated stator currents data, issued from a coupled electromagnetic circuits approach for air-gap eccentricity emulating bearing faults. Then, experimental data are used for validation purposes.
Martyna, Agnieszka; Zadora, Grzegorz; Neocleous, Tereza; Michalska, Aleksandra; Dean, Nema
2016-08-10
Many chemometric tools are invaluable and have proven effective in data mining and substantial dimensionality reduction of highly multivariate data. This becomes vital for interpreting various physicochemical data due to rapid development of advanced analytical techniques, delivering much information in a single measurement run. This concerns especially spectra, which are frequently used as the subject of comparative analysis in e.g. forensic sciences. In the presented study the microtraces collected from the scenarios of hit-and-run accidents were analysed. Plastic containers and automotive plastics (e.g. bumpers, headlamp lenses) were subjected to Fourier transform infrared spectrometry and car paints were analysed using Raman spectroscopy. In the forensic context analytical results must be interpreted and reported according to the standards of the interpretation schemes acknowledged in forensic sciences using the likelihood ratio approach. However, for proper construction of LR models for highly multivariate data, such as spectra, chemometric tools must be employed for substantial data compression. Conversion from classical feature representation to distance representation was proposed for revealing hidden data peculiarities and linear discriminant analysis was further applied for minimising the within-sample variability while maximising the between-sample variability. Both techniques enabled substantial reduction of data dimensionality. Univariate and multivariate likelihood ratio models were proposed for such data. It was shown that the combination of chemometric tools and the likelihood ratio approach is capable of solving the comparison problem of highly multivariate and correlated data after proper extraction of the most relevant features and variance information hidden in the data structure.
NASA Technical Reports Server (NTRS)
Maine, R. E.
1978-01-01
There are several practical problems in using current techniques with five degree of freedom equations to estimate the stability and control derivatives of oblique wing aircraft from flight data. A technique was developed to estimate these derivatives by separating the analysis of the longitudinal and lateral directional motion without neglecting cross coupling effects. Although previously applied to symmetrical aircraft, the technique was not expected to be adequate for oblique wing vehicles. The application of the technique to flight data from a remotely piloted oblique wing aircraft is described. The aircraft instrumentation and data processing were reviewed, with particular emphasis on the digital filtering of the data. A complete set of flight determined stability and control derivative estimates is presented and compared with predictions. The results demonstrated that the relatively simple approach developed was adequate to obtain high quality estimates of the aerodynamic derivatives of such aircraft.
Triadic conceptual structure of the maximum entropy approach to evolution.
Herrmann-Pillath, Carsten; Salthe, Stanley N
2011-03-01
Many problems in evolutionary theory are cast in dyadic terms, such as the polar oppositions of organism and environment. We argue that a triadic conceptual structure offers an alternative perspective under which the information generating role of evolution as a physical process can be analyzed, and propose a new diagrammatic approach. Peirce's natural philosophy was deeply influenced by his reception of both Darwin's theory and thermodynamics. Thus, we elaborate on a new synthesis which puts together his theory of signs and modern Maximum Entropy approaches to evolution in a process discourse. Following recent contributions to the naturalization of Peircean semiosis, pointing towards 'physiosemiosis' or 'pansemiosis', we show that triadic structures involve the conjunction of three different kinds of causality, efficient, formal and final. In this, we accommodate the state-centered thermodynamic framework to a process approach. We apply this on Ulanowicz's analysis of autocatalytic cycles as primordial patterns of life. This paves the way for a semiotic view of thermodynamics which is built on the idea that Peircean interpretants are systems of physical inference devices evolving under natural selection. In this view, the principles of Maximum Entropy, Maximum Power, and Maximum Entropy Production work together to drive the emergence of information carrying structures, which at the same time maximize information capacity as well as the gradients of energy flows, such that ultimately, contrary to Schrödinger's seminal contribution, the evolutionary process is seen to be a physical expression of the Second Law.
Approach to forecasting daily maximum ozone levels in St. Louis
NASA Technical Reports Server (NTRS)
Prior, E. J.; Schiess, J. R.; Mcdougal, D. S.
1981-01-01
Measurements taken in 1976 from the St. Louis Regional Air Pollution Study (RAPS) data base, conducted by EPA, were analyzed to determine an optimum set of air-quality and meteorological variables for predicting maximum ozone levels for each day in 1976. A 'leaps and bounds' regression analysis was used to identify the best subset of variables. Three particular variables, the 9 a.m. ozone level, the forecasted maximum temperature, and the 6-9 a.m. averaged wind speed, have useful forecasting utility. The trajectory history of air masses entering St. Louis was studied, and it was concluded that transport-related variables contribute to the appearance of very high ozone levels. The final empirical forecast model predicts the daily maximum ozone over 341 days with a standard deviation of 11 ppb, which approaches the estimated error.
Improved EDELWEISS-III sensitivity for low-mass WIMPs using a profile likelihood approach
NASA Astrophysics Data System (ADS)
Hehn, L.; Armengaud, E.; Arnaud, Q.; Augier, C.; Benoît, A.; Bergé, L.; Billard, J.; Blümer, J.; de Boissière, T.; Broniatowski, A.; Camus, P.; Cazes, A.; Chapellier, M.; Charlieux, F.; De Jésus, M.; Dumoulin, L.; Eitel, K.; Foerster, N.; Gascon, J.; Giuliani, A.; Gros, M.; Heuermann, G.; Jin, Y.; Juillard, A.; Kéfélian, C.; Kleifges, M.; Kozlov, V.; Kraus, H.; Kudryavtsev, V. A.; Le-Sueur, H.; Marnieros, S.; Navick, X.-F.; Nones, C.; Olivieri, E.; Pari, P.; Paul, B.; Piro, M.-C.; Poda, D.; Queguiner, E.; Rozov, S.; Sanglard, V.; Schmidt, B.; Scorza, S.; Siebenborn, B.; Tcherniakhovski, D.; Vagneron, L.; Weber, M.; Yakushev, E.
2016-10-01
We report on a dark matter search for a Weakly Interacting Massive Particle (WIMP) in the mass range m_{χ } in [4, 30] GeV/c^2 with the EDELWEISS-III experiment. A 2D profile likelihood analysis is performed on data from eight selected detectors with the lowest energy thresholds leading to a combined fiducial exposure of 496 kg-days. External backgrounds from γ - and β -radiation, recoils from ^{206}Pb and neutrons as well as detector intrinsic backgrounds were modelled from data outside the region of interest and constrained in the analysis. The basic data selection and most of the background models are the same as those used in a previously published analysis based on boosted decision trees (BDT) [1]. For the likelihood approach applied in the analysis presented here, a larger signal efficiency and a subtraction of the expected background lead to a higher sensitivity, especially for the lowest WIMP masses probed. No statistically significant signal was found and upper limits on the spin-independent WIMP-nucleon scattering cross section can be set with a hypothesis test based on the profile likelihood test statistics. The 90 % C.L. exclusion limit set for WIMPs with m_χ = 4 GeV/c^2 is 1.6 × 10^{-39} cm^2, which is an improvement of a factor of seven with respect to the BDT-based analysis. For WIMP masses above 15 GeV/c^2 the exclusion limits found with both analyses are in good agreement.
Markov chain Monte Carlo without likelihoods.
Marjoram, Paul; Molitor, John; Plagnol, Vincent; Tavare, Simon
2003-12-23
Many stochastic simulation approaches for generating observations from a posterior distribution depend on knowing a likelihood function. However, for many complex probability models, such likelihoods are either impossible or computationally prohibitive to obtain. Here we present a Markov chain Monte Carlo method for generating observations from a posterior distribution without the use of likelihoods. It can also be used in frequentist applications, in particular for maximum-likelihood estimation. The approach is illustrated by an example of ancestral inference in population genetics. A number of open problems are highlighted in the discussion.
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.
NASA Astrophysics Data System (ADS)
Kong, Gyuyeol; Choi, Sooyong
2012-08-01
A turbo equalization scheme for holographic data storage (HDS) systems is proposed. The proposed turbo equalization procedure is conducted between a one-dimensional (1D) partial response maximum likelihood (PRML) detector and the joint Viterbi decoder by exchanging a priori and extrinsic information. In the joint Viterbi decoder, the modulation and convolutional decoding is performed simultaneously by mapping a 2/4 modulation symbol onto the trellis of the convolutional code to reduce the complexity of the decoding procedure and improve the decoding capability for the iterative equalization and decoding. In addition, since the channel model is described as the two-dimensional convolution in HDS systems, the 1D PRML detector is performed in the vertical direction and the joint Viterbi decoder is performed in the horizontal direction to maximize the performance gains. The simulation result shows that the proposed turbo equalization scheme has the better bit error rate performances as the number of iterations increases.
Darnaude, Audrey M.
2016-01-01
Background Mixture models (MM) can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM), under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011), from four distinct nursery habitats. (Mediterranean lagoons) Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI) and uncertainty (SE) were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06) when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI < 0.13, SE < 0.29). Increasing
van Dam, Herman T; Borghi, Giacomo; Seifert, Stefan; Schaart, Dennis R
2013-05-21
Digital silicon photomultiplier (dSiPM) arrays have favorable characteristics for application in monolithic scintillator detectors for time-of-flight positron emission tomography (PET). To fully exploit these benefits, a maximum likelihood interaction time estimation (MLITE) method was developed to derive the time of interaction from the multiple time stamps obtained per scintillation event. MLITE was compared to several deterministic methods. Timing measurements were performed with monolithic scintillator detectors based on novel dSiPM arrays and LSO:Ce,0.2%Ca crystals of 16 × 16 × 10 mm(3), 16 × 16 × 20 mm(3), 24 × 24 × 10 mm(3), and 24 × 24 × 20 mm(3). The best coincidence resolving times (CRTs) for pairs of identical detectors were obtained with MLITE and measured 157 ps, 185 ps, 161 ps, and 184 ps full-width-at-half-maximum (FWHM), respectively. For comparison, a small reference detector, consisting of a 3 × 3 × 5 mm(3) LSO:Ce,0.2%Ca crystal coupled to a single pixel of a dSiPM array, was measured to have a CRT as low as 120 ps FWHM. The results of this work indicate that the influence of the optical transport of the scintillation photons on the timing performance of monolithic scintillator detectors can at least partially be corrected for by utilizing the information contained in the spatio-temporal distribution of the collection of time stamps registered per scintillation event.
Costa, Rui J.; Wilkinson-Herbots, Hilde
2017-01-01
The isolation-with-migration (IM) model is commonly used to make inferences about gene flow during speciation, using polymorphism data. However, it has been reported that the parameter estimates obtained by fitting the IM model are very sensitive to the model’s assumptions—including the assumption of constant gene flow until the present. This article is concerned with the isolation-with-initial-migration (IIM) model, which drops precisely this assumption. In the IIM model, one ancestral population divides into two descendant subpopulations, between which there is an initial period of gene flow and a subsequent period of isolation. We derive a very fast method of fitting an extended version of the IIM model, which also allows for asymmetric gene flow and unequal population sizes. This is a maximum-likelihood method, applicable to data on the number of segregating sites between pairs of DNA sequences from a large number of independent loci. In addition to obtaining parameter estimates, our method can also be used, by means of likelihood-ratio tests, to distinguish between alternative models representing the following divergence scenarios: (a) divergence with potentially asymmetric gene flow until the present, (b) divergence with potentially asymmetric gene flow until some point in the past and in isolation since then, and (c) divergence in complete isolation. We illustrate the procedure on pairs of Drosophila sequences from ∼30,000 loci. The computing time needed to fit the most complex version of the model to this data set is only a couple of minutes. The R code to fit the IIM model can be found in the supplementary files of this article. PMID:28193727
Likelihood ratio meta-analysis: New motivation and approach for an old method.
Dormuth, Colin R; Filion, Kristian B; Platt, Robert W
2016-03-01
A 95% confidence interval (CI) in an updated meta-analysis may not have the expected 95% coverage. If a meta-analysis is simply updated with additional data, then the resulting 95% CI will be wrong because it will not have accounted for the fact that the earlier meta-analysis failed or succeeded to exclude the null. This situation can be avoided by using the likelihood ratio (LR) as a measure of evidence that does not depend on type-1 error. We show how an LR-based approach, first advanced by Goodman, can be used in a meta-analysis to pool data from separate studies to quantitatively assess where the total evidence points. The method works by estimating the log-likelihood ratio (LogLR) function from each study. Those functions are then summed to obtain a combined function, which is then used to retrieve the total effect estimate, and a corresponding 'intrinsic' confidence interval. Using as illustrations the CAPRIE trial of clopidogrel versus aspirin in the prevention of ischemic events, and our own meta-analysis of higher potency statins and the risk of acute kidney injury, we show that the LR-based method yields the same point estimate as the traditional analysis, but with an intrinsic confidence interval that is appropriately wider than the traditional 95% CI. The LR-based method can be used to conduct both fixed effect and random effects meta-analyses, it can be applied to old and new meta-analyses alike, and results can be presented in a format that is familiar to a meta-analytic audience.
Santra, Kalyan; Smith, Emily A.; Petrich, Jacob W.; Song, Xueyu
2016-12-12
It is often convenient to know the minimum amount of data needed in order to obtain a result of desired accuracy and precision. It is a necessity in the case of subdiffraction-limited microscopies, such as stimulated emission depletion (STED) microscopy, owing to the limited sample volumes and the extreme sensitivity of the samples to photobleaching and photodamage. We present a detailed comparison of probability-based techniques (the maximum likelihood method and methods based on the binomial and the Poisson distributions) with residual minimization-based techniques for retrieving the fluorescence decay parameters for various two-fluorophore mixtures, as a function of the total number of photon counts, in time-correlated, single-photon counting experiments. The probability-based techniques proved to be the most robust (insensitive to initial values) in retrieving the target parameters and, in fact, performed equivalently to 2-3 significant figures. This is to be expected, as we demonstrate that the three methods are fundamentally related. Furthermore, methods based on the Poisson and binomial distributions have the desirable feature of providing a bin-by-bin analysis of a single fluorescence decay trace, which thus permits statistics to be acquired using only the one trace for not only the mean and median values of the fluorescence decay parameters but also for the associated standard deviations. Lastly, these probability-based methods lend themselves well to the analysis of the sparse data sets that are encountered in subdiffraction-limited microscopies.
NASA Astrophysics Data System (ADS)
Schoenecker, Steven; Willett, Peter; Bar-Shalom, Yaakov
2012-05-01
The Maximum Likelihood Probabilistic Data Association (ML-PDA) tracker is an algorithm that has been shown to work well against low-SNR targets in an active multistatic framework with multiple transmitters and multiple receivers. In this framework, measurements are usually received in time-bearing space. Prior work on ML-PDA implemented the algorithm in Cartesian measurement space - this involved converting the measurements and their associated covariances to (x, y) coordinates. The assumption was made that Gaussian measurement error distributions in time-bearing space could be reasonably approximated by transformed Gaussian error distributions in Cartesian space. However, for data with large measurement azimuthal uncertainties, this becomes a poor assumption. This work compares results from a previous study that applied ML-PDA in a Cartesian implementation to the Metron 2009 simulated dataset against ML-PDA applied to the same dataset but with the algorithm implemented in time-bearing space. In addition to the Metron dataset, a multistatic Monte Carlo simulator is used to create data with properties similar to that in the Metron dataset to statistically quantify the performance difference of ML-PDA operating in Cartesian measurement space against that of ML-PDA operating in time-bearing space.
NASA Astrophysics Data System (ADS)
Marques, G. O. L. C.
2011-01-01
This paper addresses the efficiency of the maximum likelihood ( ML) method in jointly estimating the fractional integration parameters ds and d, respectively associated with seasonal and non-seasonal long-memory components in discrete stochastic processes. The influence of the size of non-seasonal parameter over seasonal parameter estimation, and vice versa, was analyzed in the space d×ds∈(0,1)×(0,1) by using mean squared error statistics MSE(d) and MSE(dˆ). This study was based on Monte Carlo simulation experiments using the ML estimator with Whittle’s approximation in the frequency domain. Numerical results revealed that efficiency in jointly estimating each integration parameter is affected in different ways by their sizes: as ds and d increase simultaneously to 1, MSE(d) and MSE(dˆ) become larger; however, effects on MSE(d) are much stronger than the effects on MSE(dˆ). Moreover, as each parameter tends individually to 1, MSE(dˆ) becomes larger, but MSE(d) is barely influenced.
Ritter, André; Anton, Gisela; Weber, Thomas
2016-01-01
A maximum-likelihood reconstruction technique for X-ray Talbot-Lau tomography is presented. This technique allows the iterative simultaneous reconstruction of discrete distributions of absorption coefficient, refractive index and a dark-field scattering coefficient. This technique avoids prior phase retrieval in the tomographic projection images and thus in principle allows reconstruction from tomographic data with less than three phase steps per projection. A numerical phantom is defined which is used to evaluate convergence of the technique with regard to photon statistics and with regard to the number of projection angles and phase steps used. It is shown that the use of a random phase sampling pattern allows the reconstruction even for the extreme case of only one single phase step per projection. The technique is successfully applied to measured tomographic data of a mouse. In future, this reconstruction technique might also be used to implement enhanced imaging models for X-ray Talbot-Lau tomography. These enhancements might be suited to correct for example beam hardening and dispersion artifacts and improve overall image quality of X-ray Talbot-Lau tomography. PMID:27695126
NASA Astrophysics Data System (ADS)
Kong, Gyuyeol; Choi, Sooyong
2012-08-01
A sequential two-dimensional (2D) partial response maximum likelihood (PRML) detection scheme for holographic data storage (HDS) systems is proposed. We use two complexity reduction schemes, a reduced-state trellis and a constant-weight (CW) constraint. In the reduced-state trellis, the limited candidate bits surrounding the target bit are considered for the 2D PRML detector. In the CW constraint, the trellis transitions that violate the CW condition that each code-word block has only one white bit are eliminated. However, the 2D PRML detector using the complexity reduction schemes, which operates on 47 states and 169 branches, has performance degradation. To overcome performance degradation, a sequential detection algorithm uses the estimated a priori probability. By the sequential procedure, we mitigate 2D intersymbol interference with an enhanced reliability of the branch metric. Simulation results show that the proposed 2D PRML detection scheme yields about 3 dB gains over the one-dimensional PRML detection scheme.
NASA Astrophysics Data System (ADS)
Zhou, Rurui; Li, Yu; Lu, Di; Liu, Haixing; Zhou, Huicheng
2016-09-01
This paper investigates the use of an epsilon-dominance non-dominated sorted genetic algorithm II (ɛ-NSGAII) as a sampling approach with an aim to improving sampling efficiency for multiple metrics uncertainty analysis using Generalized Likelihood Uncertainty Estimation (GLUE). The effectiveness of ɛ-NSGAII based sampling is demonstrated compared with Latin hypercube sampling (LHS) through analyzing sampling efficiency, multiple metrics performance, parameter uncertainty and flood forecasting uncertainty with a case study of flood forecasting uncertainty evaluation based on Xinanjiang model (XAJ) for Qing River reservoir, China. Results obtained demonstrate the following advantages of the ɛ-NSGAII based sampling approach in comparison to LHS: (1) The former performs more effective and efficient than LHS, for example the simulation time required to generate 1000 behavioral parameter sets is shorter by 9 times; (2) The Pareto tradeoffs between metrics are demonstrated clearly with the solutions from ɛ-NSGAII based sampling, also their Pareto optimal values are better than those of LHS, which means better forecasting accuracy of ɛ-NSGAII parameter sets; (3) The parameter posterior distributions from ɛ-NSGAII based sampling are concentrated in the appropriate ranges rather than uniform, which accords with their physical significance, also parameter uncertainties are reduced significantly; (4) The forecasted floods are close to the observations as evaluated by three measures: the normalized total flow outside the uncertainty intervals (FOUI), average relative band-width (RB) and average deviation amplitude (D). The flood forecasting uncertainty is also reduced a lot with ɛ-NSGAII based sampling. This study provides a new sampling approach to improve multiple metrics uncertainty analysis under the framework of GLUE, and could be used to reveal the underlying mechanisms of parameter sets under multiple conflicting metrics in the uncertainty analysis process.
Shih, Weichung Joe; Li, Gang; Wang, Yining
2016-03-01
Sample size plays a crucial role in clinical trials. Flexible sample-size designs, as part of the more general category of adaptive designs that utilize interim data, have been a popular topic in recent years. In this paper, we give a comparative review of four related methods for such a design. The likelihood method uses the likelihood ratio test with an adjusted critical value. The weighted method adjusts the test statistic with given weights rather than the critical value. The dual test method requires both the likelihood ratio statistic and the weighted statistic to be greater than the unadjusted critical value. The promising zone approach uses the likelihood ratio statistic with the unadjusted value and other constraints. All four methods preserve the type-I error rate. In this paper we explore their properties and compare their relationships and merits. We show that the sample size rules for the dual test are in conflict with the rules of the promising zone approach. We delineate what is necessary to specify in the study protocol to ensure the validity of the statistical procedure and what can be kept implicit in the protocol so that more flexibility can be attained for confirmatory phase III trials in meeting regulatory requirements. We also prove that under mild conditions, the likelihood ratio test still preserves the type-I error rate when the actual sample size is larger than the re-calculated one.
NASA Technical Reports Server (NTRS)
Amtmann, E.; Kimura, T.; Oyama, J.; Doden, E.; Potulski, M.
1979-01-01
At the age of 30 days female Sprague-Dawley rats were placed on a 3.66 m radius centrifuge and subsequently exposed almost continuously for 810 days to either 2.76 or 4.15 G. An age-matched control group of rats was raised near the centrifuge facility at earth gravity. Three further control groups of rats were obtained from the animal colony and sacrificed at the age of 34, 72 and 102 days. A total of 16 variables were simultaneously factor analyzed by maximum-likelihood extraction routine and the factor loadings presented after-rotation to simple structure by a varimax rotation routine. The variables include the G-load, age, body mass, femoral length and cross-sectional area, inner and outer radii, density and strength at the mid-length of the femur, dry weight of gluteus medius, semimenbranosus and triceps surae muscles. Factor analyses on A) all controls, B) all controls and the 2.76 G group, and C) all controls and centrifuged animals, produced highly similar loading structures of three common factors which accounted for 74%, 68% and 68%. respectively, of the total variance. The 3 factors were interpreted as: 1. An age and size factor which stimulates the growth in length and diameter and increases the density and strength of the femur. This factor is positively correlated with G-load but is also active in the control animals living at earth gravity. 2. A growth inhibition factor which acts on body size, femoral length and on both the outer and inner radius at mid-length of the femur. This factor is intensified by centrifugation.
Karan, Shivesh Kishore; Samadder, Sukha Ranjan
2016-08-01
One objective of the present study was to evaluate the performance of support vector machine (SVM)-based image classification technique with the maximum likelihood classification (MLC) technique for a rapidly changing landscape of an open-cast mine. The other objective was to assess the change in land use pattern due to coal mining from 2006 to 2016. Assessing the change in land use pattern accurately is important for the development and monitoring of coalfields in conjunction with sustainable development. For the present study, Landsat 5 Thematic Mapper (TM) data of 2006 and Landsat 8 Operational Land Imager (OLI)/Thermal Infrared Sensor (TIRS) data of 2016 of a part of Jharia Coalfield, Dhanbad, India, were used. The SVM classification technique provided greater overall classification accuracy when compared to the MLC technique in classifying heterogeneous landscape with limited training dataset. SVM exceeded MLC in handling a difficult challenge of classifying features having near similar reflectance on the mean signature plot, an improvement of over 11 % was observed in classification of built-up area, and an improvement of 24 % was observed in classification of surface water using SVM; similarly, the SVM technique improved the overall land use classification accuracy by almost 6 and 3 % for Landsat 5 and Landsat 8 images, respectively. Results indicated that land degradation increased significantly from 2006 to 2016 in the study area. This study will help in quantifying the changes and can also serve as a basis for further decision support system studies aiding a variety of purposes such as planning and management of mines and environmental impact assessment.
NASA Astrophysics Data System (ADS)
Olivares, G.; Teferle, F. N.
2013-12-01
Geodetic time series provide information which helps to constrain theoretical models of geophysical processes. It is well established that such time series, for example from GPS, superconducting gravity or mean sea level (MSL), contain time-correlated noise which is usually assumed to be a combination of a long-term stochastic process (characterized by a power-law spectrum) and random noise. Therefore, when fitting a model to geodetic time series it is essential to also estimate the stochastic parameters beside the deterministic ones. Often the stochastic parameters include the power amplitudes of both time-correlated and random noise, as well as, the spectral index of the power-law process. To date, the most widely used method for obtaining these parameter estimates is based on maximum likelihood estimation (MLE). We present an integration method, the Bayesian Monte Carlo Markov Chain (MCMC) method, which, by using Markov chains, provides a sample of the posteriori distribution of all parameters and, thereby, using Monte Carlo integration, all parameters and their uncertainties are estimated simultaneously. This algorithm automatically optimizes the Markov chain step size and estimates the convergence state by spectral analysis of the chain. We assess the MCMC method through comparison with MLE, using the recently released GPS position time series from JPL and apply it also to the MSL time series from the Revised Local Reference data base of the PSMSL. Although the parameter estimates for both methods are fairly equivalent, they suggest that the MCMC method has some advantages over MLE, for example, without further computations it provides the spectral index uncertainty, is computationally stable and detects multimodality.
NASA Astrophysics Data System (ADS)
Inaniwa, Taku; Kohno, Toshiyuki; Tomitani, Takehiro
2005-12-01
In radiation therapy with hadron beams, conformal irradiation to a tumour can be achieved by using the properties of incident ions such as the high dose concentration around the Bragg peak. For the effective utilization of such properties, it is necessary to evaluate the volume irradiated with hadron beams and the deposited dose distribution in a patient's body. Several methods have been proposed for this purpose, one of which uses the positron emitters generated through fragmentation reactions between incident ions and target nuclei. In the previous paper, we showed that the maximum likelihood estimation (MLE) method could be applicable to the estimation of beam end-point from the measured positron emitting activity distribution for mono-energetic beam irradiations. In a practical treatment, a spread-out Bragg peak (SOBP) beam is used to achieve a uniform biological dose distribution in the whole target volume. Therefore, in the present paper, we proposed to extend the MLE method to estimations of the position of the distal and proximal edges of the SOBP from the detected annihilation gamma ray distribution. We confirmed the effectiveness of the method by means of simulations. Although polyethylene was adopted as a substitute for a soft tissue target in validating the method, the proposed method is equally applicable to general cases, provided that the reaction cross sections between the incident ions and the target nuclei are known. The relative advantage of incident beam species to determine the position of the distal and the proximal edges was compared. Furthermore, we ascertained the validity of applying the MLE method to determinations of the position of the distal and the proximal edges of an SOBP by simulations and we gave a physical explanation of the distal and the proximal information.
Santra, Kalyan; Smith, Emily A.; Petrich, Jacob W.; ...
2016-12-12
It is often convenient to know the minimum amount of data needed in order to obtain a result of desired accuracy and precision. It is a necessity in the case of subdiffraction-limited microscopies, such as stimulated emission depletion (STED) microscopy, owing to the limited sample volumes and the extreme sensitivity of the samples to photobleaching and photodamage. We present a detailed comparison of probability-based techniques (the maximum likelihood method and methods based on the binomial and the Poisson distributions) with residual minimization-based techniques for retrieving the fluorescence decay parameters for various two-fluorophore mixtures, as a function of the total numbermore » of photon counts, in time-correlated, single-photon counting experiments. The probability-based techniques proved to be the most robust (insensitive to initial values) in retrieving the target parameters and, in fact, performed equivalently to 2-3 significant figures. This is to be expected, as we demonstrate that the three methods are fundamentally related. Furthermore, methods based on the Poisson and binomial distributions have the desirable feature of providing a bin-by-bin analysis of a single fluorescence decay trace, which thus permits statistics to be acquired using only the one trace for not only the mean and median values of the fluorescence decay parameters but also for the associated standard deviations. Lastly, these probability-based methods lend themselves well to the analysis of the sparse data sets that are encountered in subdiffraction-limited microscopies.« less
Schnitzer, Mireille E; Moodie, Erica EM; van der Laan, Mark J; Platt, Robert W; Klein, Marina B
2013-01-01
Summary Despite modern effective HIV treatment, hepatitis C virus (HCV) co-infection is associated with a high risk of progression to end-stage liver disease (ESLD) which has emerged as the primary cause of death in this population. Clinical interest lies in determining the impact of clearance of HCV on risk for ESLD. In this case study, we examine whether HCV clearance affects risk of ESLD using data from the multicenter Canadian Co-infection Cohort Study. Complications in this survival analysis arise from the time-dependent nature of the data, the presence of baseline confounders, loss to follow-up, and confounders that change over time, all of which can obscure the causal effect of interest. Additional challenges included non-censoring variable missingness and event sparsity. In order to efficiently estimate the ESLD-free survival probabilities under a specific history of HCV clearance, we demonstrate the doubly-robust and semiparametric efficient method of Targeted Maximum Likelihood Estimation (TMLE). Marginal structural models (MSM) can be used to model the effect of viral clearance (expressed as a hazard ratio) on ESLD-free survival and we demonstrate a way to estimate the parameters of a logistic model for the hazard function with TMLE. We show the theoretical derivation of the efficient influence curves for the parameters of two different MSMs and how they can be used to produce variance approximations for parameter estimates. Finally, the data analysis evaluating the impact of HCV on ESLD was undertaken using multiple imputations to account for the non-monotone missing data. PMID:24571372
Yu, Changyuan; Zhang, Shaoliang; Kam, Pooi Yuen; Chen, Jian
2010-06-07
The bit-error rate (BER) expressions of 16- phase-shift keying (PSK) and 16- quadrature amplitude modulation (QAM) are analytically obtained in the presence of a phase error. By averaging over the statistics of the phase error, the performance penalty can be analytically examined as a function of the phase error variance. The phase error variances leading to a 1-dB signal-to-noise ratio per bit penalty at BER=10(-4) have been found to be 8.7 x 10(-2) rad(2), 1.2 x 10(-2) rad(2), 2.4 x 10(-3) rad(2), 6.0 x 10(-4) rad(2) and 2.3 x 10(-3) rad(2) for binary, quadrature, 8-, and 16-PSK and 16QAM, respectively. With the knowledge of the allowable phase error variance, the corresponding laser linewidth tolerance can be predicted. We extend the phase error variance analysis of decision-aided maximum likelihood carrier phase estimation in M-ary PSK to 16QAM, and successfully predict the laser linewidth tolerance in different modulation formats, which agrees well with the Monte Carlo simulations. Finally, approximate BER expressions for different modulation formats are introduced to allow a quick estimation of the BER performance as a function of the phase error variance. Further, the BER approximations give a lower bound on the laser linewidth requirements in M-ary PSK and 16QAM. It is shown that as far as laser linewidth tolerance is concerned, 16QAM outperforms 16PSK which has the same spectral efficiency (SE), and has nearly the same performance as 8PSK which has lower SE. Thus, 16-QAM is a promising modulation format for high SE coherent optical communications.
Sasaki, Tomohiko; Kondo, Osamu
2016-09-01
Recent theoretical progress potentially refutes past claims that paleodemographic estimations are flawed by statistical problems, including age mimicry and sample bias due to differential preservation. The life expectancy at age 15 of the Jomon period prehistoric populace in Japan was initially estimated to have been ∼16 years while a more recent analysis suggested 31.5 years. In this study, we provide alternative results based on a new methodology. The material comprises 234 mandibular canines from Jomon period skeletal remains and a reference sample of 363 mandibular canines of recent-modern Japanese. Dental pulp reduction is used as the age-indicator, which because of tooth durability is presumed to minimize the effect of differential preservation. Maximum likelihood estimation, which theoretically avoids age mimicry, was applied. Our methods also adjusted for the known pulp volume reduction rate among recent-modern Japanese to provide a better fit for observations in the Jomon period sample. Without adjustment for the known rate in pulp volume reduction, estimates of Jomon life expectancy at age 15 were dubiously long. However, when the rate was adjusted, the estimate results in a value that falls within the range of modern hunter-gatherers, with significantly better fit to the observations. The rate-adjusted result of 32.2 years more likely represents the true life expectancy of the Jomon people at age 15, than the result without adjustment. Considering ∼7% rate of antemortem loss of the mandibular canine observed in our Jomon period sample, actual life expectancy at age 15 may have been as high as ∼35.3 years.
A Likelihood Approach for Real-Time Calibration of Stochastic Compartmental Epidemic Models
Zimmer, Christoph; Cohen, Ted
2017-01-01
Stochastic transmission dynamic models are especially useful for studying the early emergence of novel pathogens given the importance of chance events when the number of infectious individuals is small. However, methods for parameter estimation and prediction for these types of stochastic models remain limited. In this manuscript, we describe a calibration and prediction framework for stochastic compartmental transmission models of epidemics. The proposed method, Multiple Shooting for Stochastic systems (MSS), applies a linear noise approximation to describe the size of the fluctuations, and uses each new surveillance observation to update the belief about the true epidemic state. Using simulated outbreaks of a novel viral pathogen, we evaluate the accuracy of MSS for real-time parameter estimation and prediction during epidemics. We assume that weekly counts for the number of new diagnosed cases are available and serve as an imperfect proxy of incidence. We show that MSS produces accurate estimates of key epidemic parameters (i.e. mean duration of infectiousness, R0, and Reff) and can provide an accurate estimate of the unobserved number of infectious individuals during the course of an epidemic. MSS also allows for accurate prediction of the number and timing of future hospitalizations and the overall attack rate. We compare the performance of MSS to three state-of-the-art benchmark methods: 1) a likelihood approximation with an assumption of independent Poisson observations; 2) a particle filtering method; and 3) an ensemble Kalman filter method. We find that MSS significantly outperforms each of these three benchmark methods in the majority of epidemic scenarios tested. In summary, MSS is a promising method that may improve on current approaches for calibration and prediction using stochastic models of epidemics. PMID:28095403
A Likelihood Approach for Real-Time Calibration of Stochastic Compartmental Epidemic Models.
Zimmer, Christoph; Yaesoubi, Reza; Cohen, Ted
2017-01-01
Stochastic transmission dynamic models are especially useful for studying the early emergence of novel pathogens given the importance of chance events when the number of infectious individuals is small. However, methods for parameter estimation and prediction for these types of stochastic models remain limited. In this manuscript, we describe a calibration and prediction framework for stochastic compartmental transmission models of epidemics. The proposed method, Multiple Shooting for Stochastic systems (MSS), applies a linear noise approximation to describe the size of the fluctuations, and uses each new surveillance observation to update the belief about the true epidemic state. Using simulated outbreaks of a novel viral pathogen, we evaluate the accuracy of MSS for real-time parameter estimation and prediction during epidemics. We assume that weekly counts for the number of new diagnosed cases are available and serve as an imperfect proxy of incidence. We show that MSS produces accurate estimates of key epidemic parameters (i.e. mean duration of infectiousness, R0, and Reff) and can provide an accurate estimate of the unobserved number of infectious individuals during the course of an epidemic. MSS also allows for accurate prediction of the number and timing of future hospitalizations and the overall attack rate. We compare the performance of MSS to three state-of-the-art benchmark methods: 1) a likelihood approximation with an assumption of independent Poisson observations; 2) a particle filtering method; and 3) an ensemble Kalman filter method. We find that MSS significantly outperforms each of these three benchmark methods in the majority of epidemic scenarios tested. In summary, MSS is a promising method that may improve on current approaches for calibration and prediction using stochastic models of epidemics.
ERIC Educational Resources Information Center
Molenaar, Peter C. M.; Nesselroade, John R.
1998-01-01
Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…
Driscoll, Donald D
2004-05-01
of a beta-eliminating cut based on a maximum-likelihood characterization described above.
Numerical likelihood analysis of cosmic ray anisotropies
Carlos Hojvat et al.
2003-07-02
A numerical likelihood approach to the determination of cosmic ray anisotropies is presented which offers many advantages over other approaches. It allows a wide range of statistically meaningful hypotheses to be compared even when full sky coverage is unavailable, can be readily extended in order to include measurement errors, and makes maximum unbiased use of all available information.
A sampling approach to estimate the log determinant used in spatial likelihood problems
NASA Astrophysics Data System (ADS)
Pace, R. Kelley; Lesage, James P.
2009-09-01
Likelihood-based methods for modeling multivariate Gaussian spatial data have desirable statistical characteristics, but the practicality of these methods for massive georeferenced data sets is often questioned. A sampling algorithm is proposed that exploits a relationship involving log-pivots arising from matrix decompositions used to compute the log determinant term that appears in the model likelihood. We demonstrate that the method can be used to successfully estimate log-determinants for large numbers of observations. Specifically, we produce an log-determinant estimate for a 3,954,400 by 3,954,400 matrix in less than two minutes on a desktop computer. The proposed method involves computations that are independent, making it amenable to out-of-core computation as well as to coarse-grained parallel or distributed processing. The proposed technique yields an estimated log-determinant and associated confidence interval.
Hu, Kaifeng; Ellinger, James J; Chylla, Roger A; Markley, John L
2011-12-15
Time-zero 2D (13)C HSQC (HSQC(0)) spectroscopy offers advantages over traditional 2D NMR for quantitative analysis of solutions containing a mixture of compounds because the signal intensities are directly proportional to the concentrations of the constituents. The HSQC(0) spectrum is derived from a series of spectra collected with increasing repetition times within the basic HSQC block by extrapolating the repetition time to zero. Here we present an alternative approach to data collection, gradient-selective time-zero (1)H-(13)C HSQC(0) in combination with fast maximum likelihood reconstruction (FMLR) data analysis and the use of two concentration references for absolute concentration determination. Gradient-selective data acquisition results in cleaner spectra, and NMR data can be acquired in both constant-time and non-constant-time mode. Semiautomatic data analysis is supported by the FMLR approach, which is used to deconvolute the spectra and extract peak volumes. The peak volumes obtained from this analysis are converted to absolute concentrations by reference to the peak volumes of two internal reference compounds of known concentration: DSS (4,4-dimethyl-4-silapentane-1-sulfonic acid) at the low concentration limit (which also serves as chemical shift reference) and MES (2-(N-morpholino)ethanesulfonic acid) at the high concentration limit. The linear relationship between peak volumes and concentration is better defined with two references than with one, and the measured absolute concentrations of individual compounds in the mixture are more accurate. We compare results from semiautomated gsHSQC(0) with those obtained by the original manual phase-cycled HSQC(0) approach. The new approach is suitable for automatic metabolite profiling by simultaneous quantification of multiple metabolites in a complex mixture.
Norström, Madelaine; Kristoffersen, Anja Bråthen; Görlach, Franziska Sophie; Nygård, Karin; Hopp, Petter
2015-01-01
In order to facilitate foodborne outbreak investigations there is a need to improve the methods for identifying the food products that should be sampled for laboratory analysis. The aim of this study was to examine the applicability of a likelihood ratio approach previously developed on simulated data, to real outbreak data. We used human case and food product distribution data from the Norwegian enterohaemorrhagic Escherichia coli outbreak in 2006. The approach was adjusted to include time, space smoothing and to handle missing or misclassified information. The performance of the adjusted likelihood ratio approach on the data originating from the HUS outbreak and control data indicates that the adjusted approach is promising and indicates that the adjusted approach could be a useful tool to assist and facilitate the investigation of food borne outbreaks in the future if good traceability are available and implemented in the distribution chain. However, the approach needs to be further validated on other outbreak data and also including other food products than meat products in order to make a more general conclusion of the applicability of the developed approach. PMID:26237468
NASA Astrophysics Data System (ADS)
Park, Ryeojin
This dissertation aims to investigate two different applications in optics using maximum-likelihood (ML) estimation. The first application of ML estimation is used in optical metrology. For this application, an innovative iterative search method called the synthetic phase-shifting (SPS) algorithm is proposed. This search algorithm is used for estimation of a wavefront that is described by a finite set of Zernike Fringe (ZF) polynomials. In this work, we estimate the ZF coefficient, or parameter values of the wavefront using a single interferogram obtained from a point-diffraction interferometer (PDI). In order to find the estimates, we first calculate the squared-difference between the measured and simulated interferograms. Under certain assumptions, this squared-difference image can be treated as an interferogram showing the phase difference between the true wavefront deviation and simulated wavefront deviation. The wavefront deviation is defined as the difference between the reference and the test wavefronts. We calculate the phase difference using a traditional phase-shifting technique without physical phase-shifters. We present a detailed forward model for the PDI interferogram, including the effect of the nite size of a detector pixel. The algorithm was validated with computational studies and its performance and constraints are discussed. A prototype PDI was built and the algorithm was also experimentally validated. A large wavefront deviation was successfully estimated without using null optics or physical phase-shifters. The experimental result shows that the proposed algorithm has great potential to provide an accurate tool for non-null testing. The second application of ML estimation is used in nuclear medical imaging. A high-resolution positron tomography scanner called BazookaPET is proposed. We have designed and developed a novel proof-of-concept detector element for a PET system called BazookaPET. In order to complete the PET configuration, at least
Vinuesa, Pablo; Silva, Claudia; Lorite, María José; Izaguirre-Mayoral, María Luisa; Bedmar, Eulogio J; Martínez-Romero, Esperanza
2005-10-01
A well-resolved rhizobial species phylogeny with 51 haplotypes was inferred from a combined atpD + recA data set using Bayesian inference with best-fit, gene-specific substitution models. Relatively dense taxon sampling for the genera Rhizobium and Mesorhizobium was achieved by generating atpD and recA sequences for six type and 24 reference strains not previously available in GenBank. This phylogeny was used to classify nine nodule isolates from Sesbania exasperata, S. punicea and S. sericea plants native to seasonally flooded areas of Venezuela, and compared with a PCR-RFLP analysis of rrs plus rrl genes and large maximum likelihood rrs and nifH phylogenies. We show that rrs phylogenies are particularly sensitive to strain choice due to the high levels of sequence mosaicism found at this locus. All analyses consistently identified the Sesbania isolates as Mesorhizobium plurifarium or Rhizobium huautlense. Host range experiments on ten legume species coupled with plasmid profiling uncovered potential novel biovarieties of both species. This study demonstrates the wide geographic and environmental distribution of M. plurifarium, that R. galegae and R. huautlense are sister lineages, and the synonymy of R. gallicum, R. mongolense and R. yanglingense. Complex and diverse phylogeographic, inheritance and host-association patterns were found for the symbiotic nifH locus. The results and the analytical approaches used herein are discussed in the context of rhizobial taxonomy and molecular systematics.
Maximum entropy approach to statistical inference for an ocean acoustic waveguide.
Knobles, D P; Sagers, J D; Koch, R A
2012-02-01
A conditional probability distribution suitable for estimating the statistical properties of ocean seabed parameter values inferred from acoustic measurements is derived from a maximum entropy principle. The specification of the expectation value for an error function constrains the maximization of an entropy functional. This constraint determines the sensitivity factor (β) to the error function of the resulting probability distribution, which is a canonical form that provides a conservative estimate of the uncertainty of the parameter values. From the conditional distribution, marginal distributions for individual parameters can be determined from integration over the other parameters. The approach is an alternative to obtaining the posterior probability distribution without an intermediary determination of the likelihood function followed by an application of Bayes' rule. In this paper the expectation value that specifies the constraint is determined from the values of the error function for the model solutions obtained from a sparse number of data samples. The method is applied to ocean acoustic measurements taken on the New Jersey continental shelf. The marginal probability distribution for the values of the sound speed ratio at the surface of the seabed and the source levels of a towed source are examined for different geoacoustic model representations.
Lin, Nan Xuan; Henley, William Edward
2016-12-10
Observational studies provide a rich source of information for assessing effectiveness of treatment interventions in many situations where it is not ethical or practical to perform randomized controlled trials. However, such studies are prone to bias from hidden (unmeasured) confounding. A promising approach to identifying and reducing the impact of unmeasured confounding is prior event rate ratio (PERR) adjustment, a quasi-experimental analytic method proposed in the context of electronic medical record database studies. In this paper, we present a statistical framework for using a pairwise approach to PERR adjustment that removes bias inherent in the original PERR method. A flexible pairwise Cox likelihood function is derived and used to demonstrate the consistency of the simple and convenient alternative PERR (PERR-ALT) estimator. We show how to estimate standard errors and confidence intervals for treatment effect estimates based on the observed information and provide R code to illustrate how to implement the method. Assumptions required for the pairwise approach (as well as PERR) are clarified, and the consequences of model misspecification are explored. Our results confirm the need for researchers to consider carefully the suitability of the method in the context of each problem. Extensions of the pairwise likelihood to more complex designs involving time-varying covariates or more than two periods are considered. We illustrate the application of the method using data from a longitudinal cohort study of enzyme replacement therapy for lysosomal storage disorders. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Lui, Kung-Jong
2015-07-15
A random effects logistic regression model is proposed for an incomplete block crossover trial comparing three treatments when the underlying patient response is dichotomous. On the basis of the conditional distributions, the conditional maximum likelihood estimator for the relative effect between treatments and its estimated asymptotic standard error are derived. Asymptotic interval estimator and exact interval estimator are also developed. Monte Carlo simulation is used to evaluate the performance of these estimators. Both asymptotic and exact interval estimators are found to perform well in a variety of situations. When the number of patients is small, the exact interval estimator with assuring the coverage probability larger than or equal to the desired confidence level can be especially of use. The data taken from a crossover trial comparing the low and high doses of an analgesic with a placebo for the relief of pain in primary dysmenorrhea are used to illustrate the use of estimators and the potential usefulness of the incomplete block crossover design.
Assessing evidentiary value in fire debris analysis by chemometric and likelihood ratio approaches.
Sigman, Michael E; Williams, Mary R
2016-07-01
Results are presented from support vector machine (SVM), linear and quadratic discriminant analysis (LDA and QDA) and k-nearest neighbors (kNN) methods of binary classification of fire debris samples as positive or negative for ignitable liquid residue. Training samples were prepared by computationally mixing data from ignitable liquid and substrate pyrolysis databases. Validation was performed on an unseen set of computationally mixed (in silico) data and on fire debris from large-scale research burns. The probabilities of class membership were calculated using an uninformative (equal) prior and a likelihood ratio was calculated from the resulting class membership probabilities. The SVM method demonstrated a high discrimination, low error rate and good calibration for the in silico validation data; however, the performance decreased significantly for the fire debris validation data, as indicated by a significant increase in the error rate and decrease in the calibration. The QDA and kNN methods showed similar performance trends. The LDA method gave poorer discrimination, higher error rates and slightly poorer calibration for the in silico validation data; however the performance did not deteriorate for the fire debris validation data.
Computationally Efficient Composite Likelihood Statistics for Demographic Inference.
Coffman, Alec J; Hsieh, Ping Hsun; Gravel, Simon; Gutenkunst, Ryan N
2016-02-01
Many population genetics tools employ composite likelihoods, because fully modeling genomic linkage is challenging. But traditional approaches to estimating parameter uncertainties and performing model selection require full likelihoods, so these tools have relied on computationally expensive maximum-likelihood estimation (MLE) on bootstrapped data. Here, we demonstrate that statistical theory can be applied to adjust composite likelihoods and perform robust computationally efficient statistical inference in two demographic inference tools: ∂a∂i and TRACTS. On both simulated and real data, the adjustments perform comparably to MLE bootstrapping while using orders of magnitude less computational time.
Muehlethaler, Cyril; Massonnet, Geneviève; Hicks, Tacha
2016-03-01
Depending on the forensic disciplines and on the analytical techniques used, Bayesian methods of evaluation have been applied both as a two-step approach (first comparison, then evaluation) and as a continuous approach (comparison and evaluation in one step). However in order to use the continuous approach, the measurements have to be reliably summarized as a numerical value linked to the property of interest, which occurrence can be determined (e.g., refractive index measurement of glass samples). For paint traces analyzed by Fourier transform infrared spectroscopy (FTIR) however, the statistical comparison of the spectra is generally done by a similarity measure (e.g., Pearson correlation, Euclidean distance). Although useful, these measures cannot be directly associated to frequencies of occurrence of the chemical composition (binders, extenders, pigments). The continuous approach as described above is not possible, and a two-step evaluation, 1) comparison of the spectra and 2) evaluation of the results, is therefore the common practice reported in most of the laboratories. Derived from a practical question that arose during casework, a way of integrating the similarity measure between spectra into a continuous likelihood ratio formula was explored. This article proposes the use of a likelihood ratio approach with the similarity measure of infrared spectra of spray paints based on distributions of sub-populations given by the color and composition of spray paint cans. Taking into account not only the rarity of paint composition, but also the "quality" of the analytical match provides a more balanced evaluation given source or activity level propositions. We will demonstrate also that a joint statistical-expertal methodology allows for a more transparent evaluation of the results and makes a better use of current knowledge.
Balliu, Brunilda; Tsonaka, Roula; Boehringer, Stefan; Houwing-Duistermaat, Jeanine
2015-03-01
Integrative omics, the joint analysis of outcome and multiple types of omics data, such as genomics, epigenomics, and transcriptomics data, constitute a promising approach for powerful and biologically relevant association studies. These studies often employ a case-control design, and often include nonomics covariates, such as age and gender, that may modify the underlying omics risk factors. An open question is how to best integrate multiple omics and nonomics information to maximize statistical power in case-control studies that ascertain individuals based on the phenotype. Recent work on integrative omics have used prospective approaches, modeling case-control status conditional on omics, and nonomics risk factors. Compared to univariate approaches, jointly analyzing multiple risk factors with a prospective approach increases power in nonascertained cohorts. However, these prospective approaches often lose power in case-control studies. In this article, we propose a novel statistical method for integrating multiple omics and nonomics factors in case-control association studies. Our method is based on a retrospective likelihood function that models the joint distribution of omics and nonomics factors conditional on case-control status. The new method provides accurate control of Type I error rate and has increased efficiency over prospective approaches in both simulated and real data.
Berthier, Pierre; Beaumont, Mark A; Cornuet, Jean-Marie; Luikart, Gordon
2002-01-01
A new genetic estimator of the effective population size (N(e)) is introduced. This likelihood-based (LB) estimator uses two temporally spaced genetic samples of individuals from a population. We compared its performance to that of the classical F-statistic-based N(e) estimator (N(eFk)) by using data from simulated populations with known N(e) and real populations. The new likelihood-based estimator (N(eLB)) showed narrower credible intervals and greater accuracy than (N(eFk)) when genetic drift was strong, but performed only slightly better when genetic drift was relatively weak. When drift was strong (e.g., N(e) = 20 for five generations), as few as approximately 10 loci (heterozygosity of 0.6; samples of 30 individuals) are sufficient to consistently achieve credible intervals with an upper limit <50 using the LB method. In contrast, approximately 20 loci are required for the same precision when using the classical F-statistic approach. The N(eLB) estimator is much improved over the classical method when there are many rare alleles. It will be especially useful in conservation biology because it less often overestimates N(e) than does N(eLB) and thus is less likely to erroneously suggest that a population is large and has a low extinction risk. PMID:11861575
1990-05-01
49.83442 78.07336 187 20-150 Gr 660721 49.73667 78.09703 170 ង QP Gr = Granite, OP = Quartz Porphyrite, Po = Porphyrite, OS = Quartz Syenite [from...OS = Quartz Syenite [from Bocharov et al. (1989) and Vergino (1989)] .42- mb-Yield Calibration Curves Table 6A. Nuclear Explosions at Degelen...Porphyrite. Po = Porphyrite, OS = Quartz Syenite [from Bocharov et al. (1989) and Vergino (1989)] -43- mb-Yield Calibration Curves Table 6B. Reported mb of
De March, I; Sironi, E; Taroni, F
2016-09-01
Analysis of marks recovered from different crime scenes can be useful to detect a linkage between criminal cases, even though a putative source for the recovered traces is not available. This particular circumstance is often encountered in the early stage of investigations and thus, the evaluation of evidence association may provide useful information for the investigators. This association is evaluated here from a probabilistic point of view: a likelihood ratio based approach is suggested in order to quantify the strength of the evidence of trace association in the light of two mutually exclusive propositions, namely that the n traces come from a common source or from an unspecified number of sources. To deal with this kind of problem, probabilistic graphical models are used, in form of Bayesian networks and object-oriented Bayesian networks, allowing users to intuitively handle with uncertainty related to the inferential problem.
NASA Technical Reports Server (NTRS)
Pierson, W. J.
1982-01-01
The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.
NASA Astrophysics Data System (ADS)
Suh, Youngjoo; Kim, Hoirin
2014-12-01
In this paper, a new discriminative likelihood score weighting technique is proposed for speaker identification. The proposed method employs a discriminative weighting of frame-level log-likelihood scores with acoustic-phonetic classification in the Gaussian mixture model (GMM)-based speaker identification. Experiments performed on the Aurora noise-corrupted TIMIT database showed that the proposed approach provides meaningful performance improvement with an overall relative error reduction of 15.8% over the maximum likelihood-based baseline GMM approach.
Maximum margin Bayesian network classifiers.
Pernkopf, Franz; Wohlmayr, Michael; Tschiatschek, Sebastian
2012-03-01
We present a maximum margin parameter learning algorithm for Bayesian network classifiers using a conjugate gradient (CG) method for optimization. In contrast to previous approaches, we maintain the normalization constraints on the parameters of the Bayesian network during optimization, i.e., the probabilistic interpretation of the model is not lost. This enables us to handle missing features in discriminatively optimized Bayesian networks. In experiments, we compare the classification performance of maximum margin parameter learning to conditional likelihood and maximum likelihood learning approaches. Discriminative parameter learning significantly outperforms generative maximum likelihood estimation for naive Bayes and tree augmented naive Bayes structures on all considered data sets. Furthermore, maximizing the margin dominates the conditional likelihood approach in terms of classification performance in most cases. We provide results for a recently proposed maximum margin optimization approach based on convex relaxation. While the classification results are highly similar, our CG-based optimization is computationally up to orders of magnitude faster. Margin-optimized Bayesian network classifiers achieve classification performance comparable to support vector machines (SVMs) using fewer parameters. Moreover, we show that unanticipated missing feature values during classification can be easily processed by discriminatively optimized Bayesian network classifiers, a case where discriminative classifiers usually require mechanisms to complete unknown feature values in the data first.
Posada, David; Buckley, Thomas R
2004-10-01
Model selection is a topic of special relevance in molecular phylogenetics that affects many, if not all, stages of phylogenetic inference. Here we discuss some fundamental concepts and techniques of model selection in the context of phylogenetics. We start by reviewing different aspects of the selection of substitution models in phylogenetics from a theoretical, philosophical and practical point of view, and summarize this comparison in table format. We argue that the most commonly implemented model selection approach, the hierarchical likelihood ratio test, is not the optimal strategy for model selection in phylogenetics, and that approaches like the Akaike Information Criterion (AIC) and Bayesian methods offer important advantages. In particular, the latter two methods are able to simultaneously compare multiple nested or nonnested models, assess model selection uncertainty, and allow for the estimation of phylogenies and model parameters using all available models (model-averaged inference or multimodel inference). We also describe how the relative importance of the different parameters included in substitution models can be depicted. To illustrate some of these points, we have applied AIC-based model averaging to 37 mitochondrial DNA sequences from the subgenus Ohomopterus(genus Carabus) ground beetles described by Sota and Vogler (2001).
Myers, Steven P; Timken, Mark D; Piucci, Matthew L; Sims, Gary A; Greenwald, Michael A; Weigand, James J; Konzak, Kenneth C; Buoncristiani, Martin R
2011-11-01
A validation study was performed to measure the effectiveness of using a likelihood ratio-based approach to search for possible first-degree familial relationships (full-sibling and parent-child) by comparing an evidence autosomal short tandem repeat (STR) profile to California's ∼1,000,000-profile State DNA Index System (SDIS) database. Test searches used autosomal STR and Y-STR profiles generated for 100 artificial test families. When the test sample and the first-degree relative in the database were characterized at the 15 Identifiler(®) (Applied Biosystems(®), Foster City, CA) STR loci, the search procedure included 96% of the fathers and 72% of the full-siblings. When the relative profile was limited to the 13 Combined DNA Index System (CODIS) core loci, the search procedure included 93% of the fathers and 61% of the full-siblings. These results, combined with those of functional tests using three real families, support the effectiveness of this tool. Based upon these results, the validated approach was implemented as a key, pragmatic and demonstrably practical component of the California Department of Justice's Familial Search Program. An investigative lead created through this process recently led to an arrest in the Los Angeles Grim Sleeper serial murders.
Esfahani, Mohammad Shahrokh; Knight, Jason; Zollanvari, Amin; Yoon, Byung-Jun; Dougherty, Edward R
2013-10-01
Contemporary high-throughput technologies provide measurements of very large numbers of variables but often with very small sample sizes. This paper proposes an optimization-based paradigm for utilizing prior knowledge to design better performing classifiers when sample sizes are limited. We derive approximate expressions for the first and second moments of the true error rate of the proposed classifier under the assumption of two widely-used models for the uncertainty classes; ε-contamination and p-point classes. The applicability of the approximate expressions is discussed by defining the problem of finding optimal regularization parameters through minimizing the expected true error. Simulation results using the Zipf model show that the proposed paradigm yields improved classifiers that outperform traditional classifiers that use only training data. Our application of interest involves discrete gene regulatory networks possessing labeled steady-state distributions. Given prior operational knowledge of the process, our goal is to build a classifier that can accurately label future observations obtained in the steady state by utilizing both the available prior knowledge and the training data. We examine the proposed paradigm on networks containing NF-κB pathways, where it shows significant improvement in classifier performance over the classical data-only approach to classifier design. Companion website: http://gsp.tamu.edu/Publications/supplementary/shahrokh12a.
Franklin, Joel; Koehl, Patrice; Doniach, Sebastian; Delarue, Marc
2007-07-01
The non-linear problem of simulating the structural transition between two known forms of a macromolecule still remains a challenge in structural biology. The problem is usually addressed in an approximate way using 'morphing' techniques, which are linear interpolations of either the Cartesian or the internal coordinates between the initial and end states, followed by energy minimization. Here we describe a web tool that implements a new method to calculate the most probable trajectory that is exact for harmonic potentials; as an illustration of the method, the classical Calpha-based Elastic Network Model (ENM) is used both for the initial and the final states but other variants of the ENM are also possible. The Langevin equation under this potential is solved analytically using the Onsager and Machlup action minimization formalism on each side of the transition, thus replacing the original non-linear problem by a pair of linear differential equations joined by a non-linear boundary matching condition. The crossover between the two multidimensional energy curves around each state is found numerically using an iterative approach, producing the most probable trajectory and fully characterizing the transition state and its energy. Jobs calculating such trajectories can be submitted on-line at: http://lorentz.dynstr.pasteur.fr/joel/index.php.
Alladio, Eugenio; Martyna, Agnieszka; Salomone, Alberto; Pirro, Valentina; Vincenti, Marco; Zadora, Grzegorz
2017-02-01
The detection of direct ethanol metabolites, such as ethyl glucuronide (EtG) and fatty acid ethyl esters (FAEEs), in scalp hair is considered the optimal strategy to effectively recognize chronic alcohol misuses by means of specific cut-offs suggested by the Society of Hair Testing. However, several factors (e.g. hair treatments) may alter the correlation between alcohol intake and biomarkers concentrations, possibly introducing bias in the interpretative process and conclusions. 125 subjects with various drinking habits were subjected to blood and hair sampling to determine indirect (e.g. CDT) and direct alcohol biomarkers. The overall data were investigated using several multivariate statistical methods. A likelihood ratio (LR) approach was used for the first time to provide predictive models for the diagnosis of alcohol abuse, based on different combinations of direct and indirect alcohol biomarkers. LR strategies provide a more robust outcome than the plain comparison with cut-off values, where tiny changes in the analytical results can lead to dramatic divergence in the way they are interpreted. An LR model combining EtG and FAEEs hair concentrations proved to discriminate non-chronic from chronic consumers with ideal correct classification rates, whereas the contribution of indirect biomarkers proved to be negligible. Optimal results were observed using a novel approach that associates LR methods with multivariate statistics. In particular, the combination of LR approach with either Principal Component Analysis (PCA) or Linear Discriminant Analysis (LDA) proved successful in discriminating chronic from non-chronic alcohol drinkers. These LR models were subsequently tested on an independent dataset of 43 individuals, which confirmed their high efficiency. These models proved to be less prone to bias than EtG and FAEEs independently considered. In conclusion, LR models may represent an efficient strategy to sustain the diagnosis of chronic alcohol consumption
Lemons, Patrick R.; Marshall, T.C.; McCloskey, Sarah E.; Sethi, S.A.; Schmutz, Joel A.; Sedinger, James S.
2015-01-01
Genotypes are frequently used to assess alternative reproductive strategies such as extra-pair paternity and conspecific brood parasitism in wild populations. However, such analyses are vulnerable to genotyping error or molecular artifacts that can bias results. For example, when using multilocus microsatellite data, a mismatch at a single locus, suggesting the offspring was not directly related to its putative parents, can occur quite commonly even when the offspring is truly related. Some recent studies have advocated an ad-hoc rule that offspring must differ at more than one locus in order to conclude that they are not directly related. While this reduces the frequency with which true offspring are identified as not directly related young, it also introduces bias in the opposite direction, wherein not directly related young are categorized as true offspring. More importantly, it ignores the additional information on allele frequencies which would reduce overall bias. In this study, we present a novel technique for assessing extra-pair paternity and conspecific brood parasitism using a likelihood-based approach in a new version of program cervus. We test the suitability of the technique by applying it to a simulated data set and then present an example to demonstrate its influence on the estimation of alternative reproductive strategies.
Likelihood maximization for list-mode emission tomographic image reconstruction.
Byrne, C
2001-10-01
The maximum a posteriori (MAP) Bayesian iterative algorithm using priors that are gamma distributed, due to Lange, Bahn and Little, is extended to include parameter choices that fall outside the gamma distribution model. Special cases of the resulting iterative method include the expectation maximization maximum likelihood (EMML) method based on the Poisson model in emission tomography, as well as algorithms obtained by Parra and Barrett and by Huesman et al. that converge to maximum likelihood and maximum conditional likelihood estimates of radionuclide intensities for list-mode emission tomography. The approach taken here is optimization-theoretic and does not rely on the usual expectation maximization (EM) formalism. Block-iterative variants of the algorithms are presented. A self-contained, elementary proof of convergence of the algorithm is included.
Maximum Likelihood Combining of Stochastic Maps
2011-09-01
M. Csobra, “A solution to the simultaneous localisation and mapping (SLAM) problem,” IEEE Transactions on Robotics and Automation, Vol. 17, No. 3, pp... IEEE Transactions on Robotics and Automation, Vol. 17, No. 6, pp. 890–897, 2001. [7] Y. Bar-Shalom and T. Fortman, Tracking and data association
Nonlinear Statistical Estimation with Numerical Maximum Likelihood
1974-10-01
8217^ ■ -mpw. ""l<m jiii^iHJl*!!".ii J,,-^ I WtWJaM«-« wv.^^,.-. B, INTRODUCTION TO STATISTICAL ESTIMATION THEORY A classical area of intense interest...information about the nature of the error, e. This technique is known as regression. One example of such a model is classical linear regression...the only reasonable estimation alternative. Also, for the classic linear normal model, the M.L.E. provides the L.S. solution. For small samples
Speech processing using maximum likelihood continuity mapping
Hogden, J.E.
2000-04-18
Speech processing is obtained that, given a probabilistic mapping between static speech sounds and pseudo-articulator positions, allows sequences of speech sounds to be mapped to smooth sequences of pseudo-articulator positions. In addition, a method for learning a probabilistic mapping between static speech sounds and pseudo-articulator position is described. The method for learning the mapping between static speech sounds and pseudo-articulator position uses a set of training data composed only of speech sounds. The said speech processing can be applied to various speech analysis tasks, including speech recognition, speaker recognition, speech coding, speech synthesis, and voice mimicry.
NON-REGULAR MAXIMUM LIKELIHOOD ESTIMATION
Even though a body of data on the environmental occurrence of medicinal, government-approved ("ethical") pharmaceuticals has been growing over the last two decades (the subject of this book), nearly nothing is known about the disposition of illicit (illegal) drugs in th...
Maximum Likelihood Program for Sequential Testing Documentation
1983-03-01
Research Laboratory AREA 6 WORK UNIT NUMBERS ,ATITN: DRDAR-BLB Aberdeen Proving Ground. MD 21005 RDT&E 1L162618AH80 It. CONTROLLING OFFICE No,,4E...Availability Codes ist~ Special,-----vail and/or Jo I. INTRODUCTION The Army has used sensitivity testing for many years, especially in the areas of...response distribucion when the data do not meet the requirements for the DiDonato and Jarnagin procedure. Examples are provided for each of these
Speech processing using maximum likelihood continuity mapping
Hogden, John E.
2000-01-01
Speech processing is obtained that, given a probabilistic mapping between static speech sounds and pseudo-articulator positions, allows sequences of speech sounds to be mapped to smooth sequences of pseudo-articulator positions. In addition, a method for learning a probabilistic mapping between static speech sounds and pseudo-articulator position is described. The method for learning the mapping between static speech sounds and pseudo-articulator position uses a set of training data composed only of speech sounds. The said speech processing can be applied to various speech analysis tasks, including speech recognition, speaker recognition, speech coding, speech synthesis, and voice mimicry.
Comparison of candidate solar array maximum power utilization approaches. [for spacecraft propulsion
NASA Technical Reports Server (NTRS)
Costogue, E. N.; Lindena, S.
1976-01-01
A study was made of five potential approaches that can be utilized to detect the maximum power point of a solar array while sustaining operations at or near maximum power and without endangering stability or causing array voltage collapse. The approaches studied included: (1) dynamic impedance comparator, (2) reference array measurement, (3) onset of solar array voltage collapse detection, (4) parallel tracker, and (5) direct measurement. The study analyzed the feasibility and adaptability of these approaches to a future solar electric propulsion (SEP) mission, and, specifically, to a comet rendezvous mission. Such missions presented the most challenging requirements to a spacecraft power subsystem in terms of power management over large solar intensity ranges of 1.0 to 3.5 AU. The dynamic impedance approach was found to have the highest figure of merit, and the reference array approach followed closely behind. The results are applicable to terrestrial solar power systems as well as to other than SEP space missions.
Wang, Zuoheng; McPeek, Mary Sara
2009-09-01
We propose an incomplete-data, quasi-likelihood framework, for estimation and score tests, which accommodates both dependent and partially-observed data. The motivation comes from genetic association studies, where we address the problems of estimating haplotype frequencies and testing association between a disease and haplotypes of multiple tightly-linked genetic markers, using case-control samples containing related individuals. We consider a more general setting in which the complete data are dependent with marginal distributions following a generalized linear model. We form a vector Z whose elements are conditional expectations of the elements of the complete-data vector, given selected functions of the incomplete data. Assuming that the covariance matrix of Z is available, we form an optimal linear estimating function based on Z, which we solve by an iterative method. This approach addresses key difficulties in the haplotype frequency estimation and testing problems in related individuals: (1) dependence that is known but can be complicated; (2) data that are incomplete for structural reasons, as well as possibly missing, with different amounts of information for different observations; (3) the need for computational speed in order to analyze large numbers of markers; (4) a well-established null model, but an alternative model that is unknown and is problematic to fully specify in related individuals. For haplotype analysis, we give sufficient conditions for consistency and asymptotic normality of the estimator and asymptotic χ(2) null distribution of the score test. We apply the method to test for association of haplotypes with alcoholism in the GAW 14 COGA data set.
Stepwise Signal Extraction via Marginal Likelihood
Du, Chao; Kao, Chu-Lan Michael
2015-01-01
This paper studies the estimation of stepwise signal. To determine the number and locations of change-points of the stepwise signal, we formulate a maximum marginal likelihood estimator, which can be computed with a quadratic cost using dynamic programming. We carry out extensive investigation on the choice of the prior distribution and study the asymptotic properties of the maximum marginal likelihood estimator. We propose to treat each possible set of change-points equally and adopt an empirical Bayes approach to specify the prior distribution of segment parameters. Detailed simulation study is performed to compare the effectiveness of this method with other existing methods. We demonstrate our method on single-molecule enzyme reaction data and on DNA array CGH data. Our study shows that this method is applicable to a wide range of models and offers appealing results in practice. PMID:27212739
Molenaar, P C; Nesselroade, J R
1998-07-01
The study of intraindividual variability pervades empirical inquiry in virtually all subdisciplines of psychology. The statistical analysis of multivariate time-series data - a central product of intraindividual investigations -requires special modeling techniques. The dynamic factor model (DFM), which is a generalization of the traditional common factor model, has been proposed by Molenaar (1985) for systematically extracting information from multivariate time- series via latent variable modeling. Implementation of the DFM model has taken several forms, one of which involves specifying it as a covariance-structure model and estimating its parameters from a block-Toeplitz matrix derived from the multivariate time-ser~es. We compare two methods for estimating DFM parameters within a covariance-structure framework - pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation - by means of a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates of comparable precision, but only the ADF method gives standard errors and chi-square statistics that appear to be consistent. The relative ordering of the values of all estimates appears to be very similar across methods. When the manifest time-series is relatively short, the two methods appear to perform about equally well.
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.
Profile Likelihood and Incomplete Data.
Zhang, Zhiwei
2010-04-01
According to the law of likelihood, statistical evidence is represented by likelihood functions and its strength measured by likelihood ratios. This point of view has led to a likelihood paradigm for interpreting statistical evidence, which carefully distinguishes evidence about a parameter from error probabilities and personal belief. Like other paradigms of statistics, the likelihood paradigm faces challenges when data are observed incompletely, due to non-response or censoring, for instance. Standard methods to generate likelihood functions in such circumstances generally require assumptions about the mechanism that governs the incomplete observation of data, assumptions that usually rely on external information and cannot be validated with the observed data. Without reliable external information, the use of untestable assumptions driven by convenience could potentially compromise the interpretability of the resulting likelihood as an objective representation of the observed evidence. This paper proposes a profile likelihood approach for representing and interpreting statistical evidence with incomplete data without imposing untestable assumptions. The proposed approach is based on partial identification and is illustrated with several statistical problems involving missing data or censored data. Numerical examples based on real data are presented to demonstrate the feasibility of the approach.
Protein side-chain packing problem: a maximum edge-weight clique algorithmic approach.
Dukka Bahadur, K C; Tomita, Etsuji; Suzuki, Jun'ichi; Akutsu, Tatsuya
2005-02-01
"Protein Side-chain Packing" has an ever-increasing application in the field of bio-informatics, dating from the early methods of homology modeling to protein design and to the protein docking. However, this problem is computationally known to be NP-hard. In this regard, we have developed a novel approach to solve this problem using the notion of a maximum edge-weight clique. Our approach is based on efficient reduction of protein side-chain packing problem to a graph and then solving the reduced graph to find the maximum clique by applying an efficient clique finding algorithm developed by our co-authors. Since our approach is based on deterministic algorithms in contrast to the various existing algorithms based on heuristic approaches, our algorithm guarantees of finding an optimal solution. We have tested this approach to predict the side-chain conformations of a set of proteins and have compared the results with other existing methods. We have found that our results are favorably comparable or better than the results produced by the existing methods. As our test set contains a protein of 494 residues, we have obtained considerable improvement in terms of size of the proteins and in terms of the efficiency and the accuracy of prediction.
A Maximum-Entropy approach for accurate document annotation in the biomedical domain
2012-01-01
The increasing number of scientific literature on the Web and the absence of efficient tools used for classifying and searching the documents are the two most important factors that influence the speed of the search and the quality of the results. Previous studies have shown that the usage of ontologies makes it possible to process document and query information at the semantic level, which greatly improves the search for the relevant information and makes one step further towards the Semantic Web. A fundamental step in these approaches is the annotation of documents with ontology concepts, which can also be seen as a classification task. In this paper we address this issue for the biomedical domain and present a new automated and robust method, based on a Maximum Entropy approach, for annotating biomedical literature documents with terms from the Medical Subject Headings (MeSH). The experimental evaluation shows that the suggested Maximum Entropy approach for annotating biomedical documents with MeSH terms is highly accurate, robust to the ambiguity of terms, and can provide very good performance even when a very small number of training documents is used. More precisely, we show that the proposed algorithm obtained an average F-measure of 92.4% (precision 99.41%, recall 86.77%) for the full range of the explored terms (4,078 MeSH terms), and that the algorithm’s performance is resilient to terms’ ambiguity, achieving an average F-measure of 92.42% (precision 99.32%, recall 86.87%) in the explored MeSH terms which were found to be ambiguous according to the Unified Medical Language System (UMLS) thesaurus. Finally, we compared the results of the suggested methodology with a Naive Bayes and a Decision Trees classification approach, and we show that the Maximum Entropy based approach performed with higher F-Measure in both ambiguous and monosemous MeSH terms. PMID:22541593
A Maximum-Entropy approach for accurate document annotation in the biomedical domain.
Tsatsaronis, George; Macari, Natalia; Torge, Sunna; Dietze, Heiko; Schroeder, Michael
2012-04-24
The increasing number of scientific literature on the Web and the absence of efficient tools used for classifying and searching the documents are the two most important factors that influence the speed of the search and the quality of the results. Previous studies have shown that the usage of ontologies makes it possible to process document and query information at the semantic level, which greatly improves the search for the relevant information and makes one step further towards the Semantic Web. A fundamental step in these approaches is the annotation of documents with ontology concepts, which can also be seen as a classification task. In this paper we address this issue for the biomedical domain and present a new automated and robust method, based on a Maximum Entropy approach, for annotating biomedical literature documents with terms from the Medical Subject Headings (MeSH).The experimental evaluation shows that the suggested Maximum Entropy approach for annotating biomedical documents with MeSH terms is highly accurate, robust to the ambiguity of terms, and can provide very good performance even when a very small number of training documents is used. More precisely, we show that the proposed algorithm obtained an average F-measure of 92.4% (precision 99.41%, recall 86.77%) for the full range of the explored terms (4,078 MeSH terms), and that the algorithm's performance is resilient to terms' ambiguity, achieving an average F-measure of 92.42% (precision 99.32%, recall 86.87%) in the explored MeSH terms which were found to be ambiguous according to the Unified Medical Language System (UMLS) thesaurus. Finally, we compared the results of the suggested methodology with a Naive Bayes and a Decision Trees classification approach, and we show that the Maximum Entropy based approach performed with higher F-Measure in both ambiguous and monosemous MeSH terms.
Apalit, Nathan
2010-01-01
The world of musculoskeletal disorders (MSDs) is complicated and fuzzy. Fuzzy logic provides a precise framework for complex problems characterized by uncertainty, vagueness and imprecision. Although fuzzy logic would appear to be an ideal modeling language to help address the complexity of MSDs, little research has been done in this regard. The Work Ratio is a novel mathematical model that uses fuzzy logic to provide a numerical and linguistic valuation of the likelihood of return to work and remaining at work. It can be used for a worker with any MSD at any point in time. Basic mathematical concepts from set theory and fuzzy logic are reviewed. A case study is then used to illustrate the use of the Work Ratio. Its potential strengths and limitations are discussed. Further research of its use with a variety of MSDs, settings and multidisciplinary teams is needed to confirm its universal value.
Maximum entropy image reconstruction - A practical non-information-theoretic approach
NASA Astrophysics Data System (ADS)
Nityananda, R.; Narayan, R.
1982-12-01
An alternative motivation for the maximum entropy method (MEM) is given and its practical implementation discussed. The need for nonlinear restoration methods in general is considered, arguing in favor of nonclassical techniques such as MEM. Earlier work on MEM is summarized and the present approach is introduced. The whole family of restoration methods based on maximizing the integral of some function of the brightness is addressed. Criteria for the choice of the function are given and their properties are discussed. A parameter for measuring the resolution of the restored map is identified, and a scheme for controlling it by adding a constant to the zero-spacing correlation is introduced. Numerical schemes for implementing MEM are discussed and restorations obtained with various choices of the brightness function are compared. Data noise is discussed, showing that the standard least squares approach leads to a bias in the restoration.
Frequency-domain localization of alpha rhythm in humans via a maximum entropy approach
NASA Astrophysics Data System (ADS)
Patel, Pankaj; Khosla, Deepak; Al-Dayeh, Louai; Singh, Manbir
1997-05-01
Generators of spontaneous human brain activity such as alpha rhythm may be easier and more accurate to localize in frequency-domain than in time-domain since these generators are characterized by a specific frequency range. We carried out a frequency-domain analysis of synchronous alpha sources by generating equivalent potential maps using the Fourier transform of each channel of electro-encephalographic (EEG) recordings. SInce the alpha rhythm recorded by EEG scalp measurements is probably produced by several independent generators, a distributed source imaging approach was considered more appropriate than a model based on a single equivalent current dipole. We used an imaging approach based on a Bayesian maximum entropy technique. Reconstructed sources were superposed on corresponding anatomy form magnetic resonance imaging. Results from human studies suggest that reconstructed sources responsible for alpha rhythm are mainly located in the occipital and parieto- occipital lobes.
Generalized maximum entropy approach to quasistationary states in long-range systems
NASA Astrophysics Data System (ADS)
Martelloni, Gabriele; Martelloni, Gianluca; de Buyl, Pierre; Fanelli, Duccio
2016-02-01
Systems with long-range interactions display a short-time relaxation towards quasistationary states (QSSs) whose lifetime increases with the system size. In the paradigmatic Hamiltonian mean-field model (HMF) out-of-equilibrium phase transitions are predicted and numerically detected which separate homogeneous (zero magnetization) and inhomogeneous (nonzero magnetization) QSSs. In the former regime, the velocity distribution presents (at least) two large, symmetric bumps, which cannot be self-consistently explained by resorting to the conventional Lynden-Bell maximum entropy approach. We propose a generalized maximum entropy scheme which accounts for the pseudoconservation of additional charges, the even momenta of the single-particle distribution. These latter are set to the asymptotic values, as estimated by direct integration of the underlying Vlasov equation, which formally holds in the thermodynamic limit. Methodologically, we operate in the framework of a generalized Gibbs ensemble, as sometimes defined in statistical quantum mechanics, which contains an infinite number of conserved charges. The agreement between theory and simulations is satisfying, both above and below the out-of-equilibrium transition threshold. A previously unaccessible feature of the QSSs, the multiple bumps in the velocity profile, is resolved by our approach.
Bhutada, Nilesh S; Rollins, Brent L; Perri, Matthew
2017-04-01
A randomized, posttest-only online survey study of adult U.S. consumers determined the advertising effectiveness (attitude toward ad, brand, company, spokes-characters, attention paid to the ad, drug inquiry intention, and perceived product risk) of animated spokes-characters in print direct-to-consumer (DTC) advertising of prescription drugs and the moderating effects of consumers' involvement. Consumers' responses (n = 490) were recorded for animated versus nonanimated (human) spokes-characters in a fictitious DTC ad. Guided by the elaboration likelihood model, data were analyzed using a 2 (spokes-character type: animated/human) × 2 (involvement: high/low) factorial multivariate analysis of covariance (MANCOVA). The MANCOVA indicated significant main effects of spokes-character type and involvement on the dependent variables after controlling for covariate effects. Of the several ad effectiveness variables, consumers only differed on their attitude toward the spokes-characters between the two spokes-character types (specifically, more favorable attitudes toward the human spokes-character). Apart from perceived product risk, high-involvement consumers reacted more favorably to the remaining ad effectiveness variables compared to the low-involvement consumers, and exhibited significantly stronger drug inquiry intentions during their next doctor visit. Further, the moderating effect of consumers' involvement was not observed (nonsignificant interaction effect between spokes-character type and involvement).
Loturco, Irineu; Kobal, Ronaldo; Moraes, José E; Kitamura, Katia; Cal Abad, César C; Pereira, Lucas A; Nakamura, Fábio Y
2017-04-01
Loturco, I, Kobal, R, Moraes, JE, Kitamura, K, Cal Abad, CC, Pereira, LA, and Nakamura, FY. Predicting the maximum dynamic strength in bench press: the high precision of the bar velocity approach. J Strength Cond Res 31(4): 1127-1131, 2017-The aim of this study was to determine the force-velocity relationship and test the possibility of determining the 1 repetition maximum (1RM) in "free weight" and Smith machine bench presses. Thirty-six male top-level athletes from 3 different sports were submitted to a standardized 1RM bench press assessment (free weight or Smith machine, in randomized order), following standard procedures encompassing lifts performed at 40-100% of 1RM. The mean propulsive velocity (MPV) was measured in all attempts. A linear regression was performed to establish the relationships between bar velocities and 1RM percentages. The actual and predicted 1RM for each exercise were compared using a paired t-test. Although the Smith machine 1RM was higher (10% difference) than the free weight 1RM, in both cases the actual and predicted values did not differ. In addition, the linear relationship between MPV and percentage of 1RM (coefficient of determination ≥95%) allow determination of training intensity based on the bar velocity. The linear relationships between the MPVs and the relative percentages of 1RM throughout the entire range of loads enable coaches to use the MPV to accurately monitor their athletes on a daily basis and accurately determine their actual 1RM without the need to perform standard maximum dynamic strength assessments.
Chen, Rui; Hyrien, Ollivier; Noble, Mark; Mayer-Pröschel, Margot
2011-01-01
A recurrent statistical problem in cell biology is to draw inference about cell kinetics from observations collected at discrete time points. We investigate this problem when multiple cell clones are observed longitudinally over time. The theory of age-dependent branching processes provides an appealing framework for the quantitative analysis of such data. Likelihood inference being difficult in this context, we propose an alternative composite likelihood approach, where the estimation function is defined from the marginal or conditional distributions of the number of cells of each observable cell type. These distributions have generally no closed-form expressions but they can be approximated using simulations. We construct a bias-corrected version of the estimating function, which also offers computational advantages. Two algorithms are discussed to compute parameter estimates. Large sample properties of the estimator are presented. The performance of the proposed method in finite samples is investigated in simulation studies. An application to the analysis of the generation of oligodendrocytes from oligodendrocyte type-2 astrocyte progenitor cells cultured in vitro reveals the effect of neurothrophin-3 on these cells. Our work demonstrates also that the proposed approach outperforms the existing ones. PMID:20732974
NASA Astrophysics Data System (ADS)
Mat Jan, Nur Amalina; Shabri, Ani
2017-01-01
TL-moments approach has been used in an analysis to identify the best-fitting distributions to represent the annual series of maximum streamflow data over seven stations in Johor, Malaysia. The TL-moments with different trimming values are used to estimate the parameter of the selected distributions namely: Three-parameter lognormal (LN3) and Pearson Type III (P3) distribution. The main objective of this study is to derive the TL-moments ( t 1,0), t 1 = 1,2,3,4 methods for LN3 and P3 distributions. The performance of TL-moments ( t 1,0), t 1 = 1,2,3,4 was compared with L-moments through Monte Carlo simulation and streamflow data over a station in Johor, Malaysia. The absolute error is used to test the influence of TL-moments methods on estimated probability distribution functions. From the cases in this study, the results show that TL-moments with four trimmed smallest values from the conceptual sample (TL-moments [4, 0]) of LN3 distribution was the most appropriate in most of the stations of the annual maximum streamflow series in Johor, Malaysia.
NASA Astrophysics Data System (ADS)
Xiong, Wei; Tsai, Ching Tsorng; Yang, Ching Wen; Chang, Chein-I.
2010-08-01
Estimating the number of spectral signal sources, denoted by p, in hyperspectral imagery is very challenging due to the fact that many unknown material substances can be uncovered by very high spectral resolution hyperspectral sensors. This paper investigates a recent approach, called maximum orthogonal complement algorithm (MOCA), for this purpose. The MOCA was originally developed by Kuybeda et al. for estimating the rank of a rare vector space in a highdimensional noisy data space. Interestingly, the idea of the MOCA is essentially derived from the automatic target generation process (ATGP) developed by Ren and Chang. By appropriately interpreting the MOCA in context of the ATGP a potentially useful technique, called maximum orthogonal subspace projection (MOSP) can be further developed where determining a stopping rule for the ATGP turns out to be equivalent to estimating the rank of a rare vector space by the MOCA and the number of targets determined by the stopping rule for the ATGP to generate is the desired value of the parameter p. Furthermore, a Neyman-Pearson detector version of MOCA, NPD-MOCA can be also derived by the MOSP as opposed to the MOCA considered as a Bayes detector. Surprisingly, the MOCA-NPD has very similar design rationale to that of a technique referred to as Harsanyi-Farrand-Chang method that was developed to estimate the virtual dimensionality (VD) which is defined as the p.
Lopiano, Kenneth K; Young, Linda J; Gotway, Carol A
2014-09-01
Spatially referenced datasets arising from multiple sources are routinely combined to assess relationships among various outcomes and covariates. The geographical units associated with the data, such as the geographical coordinates or areal-level administrative units, are often spatially misaligned, that is, observed at different locations or aggregated over different geographical units. As a result, the covariate is often predicted at the locations where the response is observed. The method used to align disparate datasets must be accounted for when subsequently modeling the aligned data. Here we consider the case where kriging is used to align datasets in point-to-point and point-to-areal misalignment problems when the response variable is non-normally distributed. If the relationship is modeled using generalized linear models, the additional uncertainty induced from using the kriging mean as a covariate introduces a Berkson error structure. In this article, we develop a pseudo-penalized quasi-likelihood algorithm to account for the additional uncertainty when estimating regression parameters and associated measures of uncertainty. The method is applied to a point-to-point example assessing the relationship between low-birth weights and PM2.5 levels after the onset of the largest wildfire in Florida history, the Bugaboo scrub fire. A point-to-areal misalignment problem is presented where the relationship between asthma events in Florida's counties and PM2.5 levels after the onset of the fire is assessed. Finally, the method is evaluated using a simulation study. Our results indicate the method performs well in terms of coverage for 95% confidence intervals and naive methods that ignore the additional uncertainty tend to underestimate the variability associated with parameter estimates. The underestimation is most profound in Poisson regression models.
Gul, Sehrish; Zou, Xiang; Hassan, Che Hashim; Azam, Muhammad; Zaman, Khalid
2015-12-01
This study investigates the relationship between energy consumption and carbon dioxide emission in the causal framework, as the direction of causality remains has a significant policy implication for developed and developing countries. The study employed maximum entropy bootstrap (Meboot) approach to examine the causal nexus between energy consumption and carbon dioxide emission using bivariate as well as multivariate framework for Malaysia, over a period of 1975-2013. This is a unified approach without requiring the use of conventional techniques based on asymptotical theory such as testing for possible unit root and cointegration. In addition, it can be applied in the presence of non-stationary of any type including structural breaks without any type of data transformation to achieve stationary. Thus, it provides more reliable and robust inferences which are insensitive to time span as well as lag length used. The empirical results show that there is a unidirectional causality running from energy consumption to carbon emission both in the bivariate model and multivariate framework, while controlling for broad money supply and population density. The results indicate that Malaysia is an energy-dependent country and hence energy is stimulus to carbon emissions.
NASA Astrophysics Data System (ADS)
Reppert, Michael; Tokmakoff, Andrei
The structural characterization of intrinsically disordered peptides (IDPs) presents a challenging biophysical problem. Extreme heterogeneity and rapid conformational interconversion make traditional methods difficult to interpret. Due to its ultrafast (ps) shutter speed, Amide I vibrational spectroscopy has received considerable interest as a novel technique to probe IDP structure and dynamics. Historically, Amide I spectroscopy has been limited to delivering global secondary structural information. More recently, however, the method has been adapted to study structure at the local level through incorporation of isotope labels into the protein backbone at specific amide bonds. Thanks to the acute sensitivity of Amide I frequencies to local electrostatic interactions-particularly hydrogen bonds-spectroscopic data on isotope labeled residues directly reports on local peptide conformation. Quantitative information can be extracted using electrostatic frequency maps which translate molecular dynamics trajectories into Amide I spectra for comparison with experiment. Here we present our recent efforts in the development of a rigorous approach to incorporating Amide I spectroscopic restraints into refined molecular dynamics structural ensembles using maximum entropy and related approaches. By combining force field predictions with experimental spectroscopic data, we construct refined structural ensembles for a family of short, strongly disordered, elastin-like peptides in aqueous solution.
NASA Astrophysics Data System (ADS)
Hanel, Rudolf; Corominas-Murtra, Bernat; Thurner, Stefan
2017-03-01
Path-dependent stochastic processes are often non-ergodic and observables can no longer be computed within the ensemble picture. The resulting mathematical difficulties pose severe limits to the analytical understanding of path-dependent processes. Their statistics is typically non-multinomial in the sense that the multiplicities of the occurrence of states is not a multinomial factor. The maximum entropy principle is tightly related to multinomial processes, non-interacting systems, and to the ensemble picture; it loses its meaning for path-dependent processes. Here we show that an equivalent to the ensemble picture exists for path-dependent processes, such that the non-multinomial statistics of the underlying dynamical process, by construction, is captured correctly in a functional that plays the role of a relative entropy. We demonstrate this for self-reinforcing Pólya urn processes, which explicitly generalize multinomial statistics. We demonstrate the adequacy of this constructive approach towards non-multinomial entropies by computing frequency and rank distributions of Pólya urn processes. We show how microscopic update rules of a path-dependent process allow us to explicitly construct a non-multinomial entropy functional, that, when maximized, predicts the time-dependent distribution function.
Toxicological approach to setting spacecraft maximum allowable concentrations for carbon monoxide
NASA Technical Reports Server (NTRS)
Wong, K. L.; Limero, T. F.; James, J. T.
1992-01-01
The Spacecraft Maximum Allowable Concentrations (SMACs) are exposure limits for airborne chemicals used by NASA in spacecraft. The aim of these SMACs is to protect the spacecrew against adverse health effects and performance decrements that would interfere with mission objectives. Because of the 1 and 24 hr SMACs are set for contingencies, minor reversible toxic effects that do not affect mission objectives are acceptable. The 7, 30, or 180 day SMACs are aimed at nominal operations, so they are established at levels that would not cause noncarcinogenic toxic effects and more than one case of tumor per 1000 exposed individuals over the background. The process used to set the SMACs for carbon monoxide (CO) is described to illustrate the approach used by NASA. After the toxicological literature on CO was reviewed, the data were summarized and separated into acute, subchronic, and chronic toxicity data. CO's toxicity depends on the formation of carboxyhemoglobin (COHb) in the blood, reducing the blood's oxygen carrying capacity. The initial task was to estimate the COHb levels that would not produce toxic effects in the brain and heart.
Martyna, Agnieszka; Michalska, Aleksandra; Zadora, Grzegorz
2015-05-01
The problem of interpretation of common provenance of the samples within the infrared spectra database of polypropylene samples from car body parts and plastic containers as well as Raman spectra databases of blue solid and metallic automotive paints was under investigation. The research involved statistical tools such as likelihood ratio (LR) approach for expressing the evidential value of observed similarities and differences in the recorded spectra. Since the LR models can be easily proposed for databases described by a few variables, research focused on the problem of spectra dimensionality reduction characterised by more than a thousand variables. The objective of the studies was to combine the chemometric tools easily dealing with multidimensionality with an LR approach. The final variables used for LR models' construction were derived from the discrete wavelet transform (DWT) as a data dimensionality reduction technique supported by methods for variance analysis and corresponded with chemical information, i.e. typical absorption bands for polypropylene and peaks associated with pigments present in the car paints. Univariate and multivariate LR models were proposed, aiming at obtaining more information about the chemical structure of the samples. Their performance was controlled by estimating the levels of false positive and false negative answers and using the empirical cross entropy approach. The results for most of the LR models were satisfactory and enabled solving the stated comparison problems. The results prove that the variables generated from DWT preserve signal characteristic, being a sparse representation of the original signal by keeping its shape and relevant chemical information.
An ecological function and services approach to total maximum daily load (TMDL) prioritization.
Hall, Robert K; Guiliano, David; Swanson, Sherman; Philbin, Michael J; Lin, John; Aron, Joan L; Schafer, Robin J; Heggem, Daniel T
2014-04-01
Prioritizing total maximum daily load (TMDL) development starts by considering the scope and severity of water pollution and risks to public health and aquatic life. Methodology using quantitative assessments of in-stream water quality is appropriate and effective for point source (PS) dominated discharge, but less so in watersheds with mostly nonpoint source (NPS) related impairments. For NPSs, prioritization in TMDL development and implementation of associated best management practices should focus on restoration of ecosystem physical functions, including how restoration effectiveness depends on design, maintenance and placement within the watershed. To refine the approach to TMDL development, regulators and stakeholders must first ask if the watershed, or ecosystem, is at risk of losing riparian or other ecologically based physical attributes and processes. If so, the next step is an assessment of the spatial arrangement of functionality with a focus on the at-risk areas that could be lost, or could, with some help, regain functions. Evaluating stream and wetland riparian function has advantages over the traditional means of water quality and biological assessments for NPS TMDL development. Understanding how an ecosystem functions enables stakeholders and regulators to determine the severity of problem(s), identify source(s) of impairment, and predict and avoid a decline in water quality. The Upper Reese River, Nevada, provides an example of water quality impairment caused by NPS pollution. In this river basin, stream and wetland riparian proper functioning condition (PFC) protocol, water quality data, and remote sensing imagery were used to identify sediment sources, transport, distribution, and its impact on water quality and aquatic resources. This study found that assessments of ecological function could be used to generate leading (early) indicators of water quality degradation for targeting pollution control measures, while traditional in-stream water
NASA Technical Reports Server (NTRS)
Lowell, H. H.
1953-01-01
When a closed body or a duct envelope moves through the atmosphere, air pressure and temperature rises occur ahead of the body or, under ram conditions, within the duct. If cloud water droplets are encountered, droplet evaporation will result because of the air-temperature rise and the relative velocity between the droplet and stagnating air. It is shown that the solution of the steady-state psychrometric equation provides evaporation rates which are the maximum possible when droplets are entrained in air moving along stagnation lines under such conditions. Calculations are made for a wide variety of water droplet diameters, ambient conditions, and flight Mach numbers. Droplet diameter, body size, and Mach number effects are found to predominate, whereas wide variation in ambient conditions are of relatively small significance in the determination of evaporation rates. The results are essentially exact for the case of movement of droplets having diameters smaller than about 30 microns along relatively long ducts (length at least several feet) or toward large obstacles (wings), since disequilibrium effects are then of little significance. Mass losses in the case of movement within ducts will often be significant fractions (one-fifth to one-half) of original droplet masses, while very small droplets within ducts will often disappear even though the entraining air is not fully stagnated. Wing-approach evaporation losses will usually be of the order of several percent of original droplet masses. Two numerical examples are given of the determination of local evaporation rates and total mass losses in cases involving cloud droplets approaching circular cylinders along stagnation lines. The cylinders chosen were of 3.95-inch (10.0+ cm) diameter and 39.5-inch 100+ cm) diameter. The smaller is representative of icing-rate measurement cylinders, while with the larger will be associated an air-flow field similar to that ahead of an airfoil having a leading-edge radius
Constraint likelihood analysis for a network of gravitational wave detectors
Klimenko, S.; Rakhmanov, M.; Mitselmakher, G.; Mohanty, S.
2005-12-15
We propose a coherent method for detection and reconstruction of gravitational wave signals with a network of interferometric detectors. The method is derived by using the likelihood ratio functional for unknown signal waveforms. In the likelihood analysis, the global maximum of the likelihood ratio over the space of waveforms is used as the detection statistic. We identify a problem with this approach. In the case of an aligned pair of detectors, the detection statistic depends on the cross correlation between the detectors as expected, but this dependence disappears even for infinitesimally small misalignments. We solve the problem by applying constraints on the likelihood functional and obtain a new class of statistics. The resulting method can be applied to data from a network consisting of any number of detectors with arbitrary detector orientations. The method allows us reconstruction of the source coordinates and the waveforms of two polarization components of a gravitational wave. We study the performance of the method with numerical simulations and find the reconstruction of the source coordinates to be more accurate than in the standard likelihood method.
1985-02-01
Energy Analysis , a branch of dynamic modal analysis developed for analyzing acoustic vibration problems, its present stage of development embodies a...Maximum Entropy Stochastic Modelling and Reduced-Order Design Synthesis is a rigorous new approach to this class of problems. Inspired by Statistical
Augmented Likelihood Image Reconstruction.
Stille, Maik; Kleine, Matthias; Hägele, Julian; Barkhausen, Jörg; Buzug, Thorsten M
2016-01-01
The presence of high-density objects remains an open problem in medical CT imaging. Data of projections passing through objects of high density, such as metal implants, are dominated by noise and are highly affected by beam hardening and scatter. Reconstructed images become less diagnostically conclusive because of pronounced artifacts that manifest as dark and bright streaks. A new reconstruction algorithm is proposed with the aim to reduce these artifacts by incorporating information about shape and known attenuation coefficients of a metal implant. Image reconstruction is considered as a variational optimization problem. The afore-mentioned prior knowledge is introduced in terms of equality constraints. An augmented Lagrangian approach is adapted in order to minimize the associated log-likelihood function for transmission CT. During iterations, temporally appearing artifacts are reduced with a bilateral filter and new projection values are calculated, which are used later on for the reconstruction. A detailed evaluation in cooperation with radiologists is performed on software and hardware phantoms, as well as on clinically relevant patient data of subjects with various metal implants. Results show that the proposed reconstruction algorithm is able to outperform contemporary metal artifact reduction methods such as normalized metal artifact reduction.
Paltrinieri, Saverio; Saverio, Paltrinieri; Giordano, Alessia; Alessia, Giordano; Tranquillo, Vito; Vito, Tranquillo; Guazzetti, Stefano; Stefano, Guazzetti
2007-05-01
Alpha-1-acid glycoprotein (AGP) increases in the blood of cats with feline infectious peritonitis (FIP), a lethal disease caused by feline coronavirus (FCoV). However, the diagnostic potential of AGP might be limited because AGP also increases in pathophysiological conditions other than FIP. In this retrospective study, the diagnostic potential of serum AGP concentration was evaluated on the basis of the pretest probability of disease, according to the Bayesian approach. Serum AGP levels from cats with FIP (group 1; n = 58) and without FIP (group 2; n = 104) were evaluated. Non-FIP cats were further subgrouped as follows: 2a) inflammation (n = 26), 2b) asymptomatic FCoV infection (n = 49), 2c) injection-site sarcoma (n = 19), 2d) postvaccination (n = 7), and 2e) specific pathogen free (n = 3). Standard descriptive analyses by group and empirical receiver-operating characteristic (ROC) curve estimation were performed. Ordinary logistic regression analysis was performed to derive an estimate of the continuous likelihood ratio to produce the posttest probability of disease for any combination of pretest probability and serum AGP value. The comparison of serum AGP levels in the different groups and the analysis of the ROC curve confirmed that serum AGP is a powerful discriminating marker for FIP. The Bayesian approach demonstrated that when the pretest probability of FIP is high, based on history and clinical signs (groups 1 or 2a), moderate serum AGP levels (1.5-2 mg/ml) can discriminate cats with FIP from others, while only high serum AGP levels (>3 mg/ml) can support a diagnosis of FIP in cats with a low pretest probability of disease (groups 2b to 2e).
The phylogenetic likelihood library.
Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A
2015-03-01
We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL).
NASA Astrophysics Data System (ADS)
Guiraldello, Rafael T.; Martins, Marcelo L.; Mancera, Paulo F. A.
2016-08-01
We present a mathematical model based on partial differential equations that is applied to understand tumor development and its response to chemotherapy. Our primary aim is to evaluate comparatively the efficacies of two chemotherapeutic protocols, Maximum Tolerated Dose (MTD) and metronomic, as well as two methods of drug delivery. Concerning therapeutic outcomes, the metronomic protocol proves more effective in prolonging the patient's life than MTD. Moreover, a uniform drug delivery method combined with the metronomic protocol is the most efficient strategy to reduce tumor density.
Reply to ``Comment on `Mobility spectrum computational analysis using a maximum entropy approach' ''
NASA Astrophysics Data System (ADS)
Mironov, O. A.; Myronov, M.; Kiatgamolchai, S.; Kantser, V. G.
2004-03-01
In their Comment [J. Antoszewski, D. D. Redfern, L. Faraone, J. R. Meyer, I. Vurgaftman, and J. Lindemuth, Phys. Rev. E 69, 038701 (2004)] on our paper [S. Kiatgamolchai, M. Myronov, O. A. Mironov, V. G. Kantser, E. H. C. Parker, and T. E. Whall, Phys. Rev. E 66, 036705 (2002)] the authors present computational results obtained with the improved quantitative mobility spectrum analysis technique implemented in the commercial software of Lake Shore Cryotronics. We suggest that this is just information additional to the mobility spectrum analysis (MSA) in general without any direct relation to our maximum entropy MSA (ME-MSA) algorithm.
Maximum Margin Correlation Filter: a new approach for localization and classification.
Rodriguez, Andres; Boddeti, Vishnu Naresh; Kumar, B V K Vijaya; Mahalanobis, Abhijit
2013-02-01
Support vector machine (SVM) classifiers are popular in many computer vision tasks. In most of them, the SVM classifier assumes that the object to be classified is centered in the query image, which might not always be valid, e.g., when locating and classifying a particular class of vehicles in a large scene. In this paper, we introduce a new classifier called Maximum Margin Correlation Filter (MMCF), which, while exhibiting the good generalization capabilities of SVM classifiers, is also capable of localizing objects of interest, thereby avoiding the need for image centering as is usually required in SVM classifiers. In other words, MMCF can simultaneously localize and classify objects of interest. We test the efficacy of the proposed classifier on three different tasks: vehicle recognition, eye localization, and face classification. We demonstrate that MMCF outperforms SVM classifiers as well as well known correlation filters.
Continuity of the maximum-entropy inference: Convex geometry and numerical ranges approach
Rodman, Leiba; Spitkovsky, Ilya M. E-mail: ilya@math.wm.edu; Szkoła, Arleta Weis, Stephan
2016-01-15
We study the continuity of an abstract generalization of the maximum-entropy inference—a maximizer. It is defined as a right-inverse of a linear map restricted to a convex body which uniquely maximizes on each fiber of the linear map a continuous function on the convex body. Using convex geometry we prove, amongst others, the existence of discontinuities of the maximizer at limits of extremal points not being extremal points themselves and apply the result to quantum correlations. Further, we use numerical range methods in the case of quantum inference which refers to two observables. One result is a complete characterization of points of discontinuity for 3 × 3 matrices.
Dufour, Ariane; Wetzler, Sandrine; Touvier, Mathilde; Lioret, Sandrine; Gioda, Jennifer; Lafay, Lionel; Dubuisson, Carine; Calamassi-Tran, Gloria; Kalonji, Esther; Margaritis, Irène; Volatier, Jean-Luc
2010-12-01
Different European institutions have developed mathematical models to propose maximum safe levels either for fortified foods or for dietary supplements. The objective of the present study was to compare and check the safety of these different maximum safe levels (MSL) by using a probabilistic risk assessment approach. The potential maximum nutritional intakes were estimated by taking into account all sources of intakes (base diet, fortified foods and dietary supplements) and compared with the tolerable upper intake levels for vitamins and minerals. This approach simulated the consequences of both food fortification and supplementation in terms of food safety. Different scenarios were tested. They are the result of the combination of several MSL obtained using the previous models. The study was based on the second French Individual and National Study on Food Consumption performed in 2006-7, matched with the French food nutritional composition database. The analyses were based on a sample of 1918 adults aged 18-79 years. Some MSL in fortified foods and dietary supplements obtained independently were protective enough, although some others could lead to nutritional intakes above the tolerable upper intake levels. The simulation showed that it is crucial to consider the inter-individual variability of fortified food intakes when setting MSL for foods and supplements. The risk assessment approach developed here by integrating the MSL for fortified foods and dietary supplements is useful for ensuring consumer protection. It may be subsequently used to test any other MSL for vitamins and minerals proposed in the future.
Santra, Kalyan; Zhan, Jinchun; Song, Xueyu; ...
2016-02-10
The need for measuring fluorescence lifetimes of species in subdiffraction-limited volumes in, for example, stimulated emission depletion (STED) microscopy, entails the dual challenge of probing a small number of fluorophores and fitting the concomitant sparse data set to the appropriate excited-state decay function. This need has stimulated a further investigation into the relative merits of two fitting techniques commonly referred to as “residual minimization” (RM) and “maximum likelihood” (ML). Fluorescence decays of the well-characterized standard, rose bengal in methanol at room temperature (530 ± 10 ps), were acquired in a set of five experiments in which the total number ofmore » “photon counts” was approximately 20, 200, 1000, 3000, and 6000 and there were about 2–200 counts at the maxima of the respective decays. Each set of experiments was repeated 50 times to generate the appropriate statistics. Each of the 250 data sets was analyzed by ML and two different RM methods (differing in the weighting of residuals) using in-house routines and compared with a frequently used commercial RM routine. Convolution with a real instrument response function was always included in the fitting. While RM using Pearson’s weighting of residuals can recover the correct mean result with a total number of counts of 1000 or more, ML distinguishes itself by yielding, in all cases, the same mean lifetime within 2% of the accepted value. For 200 total counts and greater, ML always provides a standard deviation of <10% of the mean lifetime, and even at 20 total counts there is only 20% error in the mean lifetime. Here, the robustness of ML advocates its use for sparse data sets such as those acquired in some subdiffraction-limited microscopies, such as STED, and, more importantly, provides greater motivation for exploiting the time-resolved capacities of this technique to acquire and analyze fluorescence lifetime data.« less
Santra, Kalyan; Zhan, Jinchun; Song, Xueyu; Smith, Emily A.; Vaswani, Namrata; Petrich, Jacob W.
2016-02-10
The need for measuring fluorescence lifetimes of species in subdiffraction-limited volumes in, for example, stimulated emission depletion (STED) microscopy, entails the dual challenge of probing a small number of fluorophores and fitting the concomitant sparse data set to the appropriate excited-state decay function. This need has stimulated a further investigation into the relative merits of two fitting techniques commonly referred to as “residual minimization” (RM) and “maximum likelihood” (ML). Fluorescence decays of the well-characterized standard, rose bengal in methanol at room temperature (530 ± 10 ps), were acquired in a set of five experiments in which the total number of “photon counts” was approximately 20, 200, 1000, 3000, and 6000 and there were about 2–200 counts at the maxima of the respective decays. Each set of experiments was repeated 50 times to generate the appropriate statistics. Each of the 250 data sets was analyzed by ML and two different RM methods (differing in the weighting of residuals) using in-house routines and compared with a frequently used commercial RM routine. Convolution with a real instrument response function was always included in the fitting. While RM using Pearson’s weighting of residuals can recover the correct mean result with a total number of counts of 1000 or more, ML distinguishes itself by yielding, in all cases, the same mean lifetime within 2% of the accepted value. For 200 total counts and greater, ML always provides a standard deviation of <10% of the mean lifetime, and even at 20 total counts there is only 20% error in the mean lifetime. Here, the robustness of ML advocates its use for sparse data sets such as those acquired in some subdiffraction-limited microscopies, such as STED, and, more importantly, provides greater motivation for exploiting the time-resolved capacities of this technique to acquire and analyze fluorescence lifetime data.
Fast Maximum Entropy Moment Closure Approach to Solving the Boltzmann Equation
NASA Astrophysics Data System (ADS)
Summy, Dustin; Pullin, Dale
2015-11-01
We describe a method for a moment-based solution of the Boltzmann Equation (BE). This is applicable to an arbitrary set of velocity moments whose transport is governed by partial-differential equations (PDEs) derived from the BE. The equations are unclosed, containing both higher-order moments and molecular-collision terms. These are evaluated using a maximum-entropy reconstruction of the velocity distribution function f (c , x , t) , from the known moments, within a finite-box domain of single-particle velocity (c) space. Use of a finite-domain alleviates known problems (Junk and Unterreiter, Continuum Mech. Thermodyn., 2002) concerning existence and uniqueness of the reconstruction. Unclosed moments are evaluated with quadrature while collision terms are calculated using any desired method. This allows integration of the moment PDEs in time. The high computational cost of the general method is greatly reduced by careful choice of the velocity moments, allowing the necessary integrals to be reduced from three- to one-dimensional in the case of strictly 1D flows. A method to extend this enhancement to fully 3D flows is discussed. Comparison with relaxation and shock-wave problems using the DSMC method will be presented. Partially supported by NSF grant DMS-1418903.
Global nannoplankton dynamics across the Paleocene-Eocene Thermal Maximum: A statistical approach
NASA Astrophysics Data System (ADS)
Schneider, L. J.; Bralower, T. J.; Patzkowsky, M.; Kump, L.
2012-12-01
Global warming during the Paleocene-Eocene Thermal Maximum (PETM; 55.8 Ma) had a profound effect on life on land and in the ocean. With global temperatures rising 5°C over ~20 kyr, the PETM is considered to be the most analogous interval to modern day climate change. Calcareous nannoplankton, a group of calcifying marine phytoplankton, have been extensively studied across this event. Results from these studies indicate nannoplankton assemblages responded to changing surface water temperatures and nutrient availability. Together, these records can provide a global picture of nannofossil assemblage dynamics during this critical interval. Issues such as the timing and nature of assemblage change on a global scale, the rate of assemblage change, and how assemblage shifts differ regionally can be further resolved. Here we use an ordination technique (detrended correspondence analysis; DCA), which condenses complex assemblage data and displays it in a simple, interpretable way. We applied the DCA to previously published nannofossil abundance data from 7 globally distributed sites and compared these results to published benthic and bulk δ13C records across the PETM. Our initial results show that changes in the nannofossil assemblage, as displayed through DCA 1, closely follow the trends of the δ13C curves at each site. This suggests that the organisms are closely linked to the carbon cycle in some way during this time period. From this study we will have a better understanding of how global nannoplankton populations responded to rapid climate change and when environmental alterations began to take place.
Yu, Hwa-Lung; Wang, Chih-Hsin
2013-02-05
Understanding the daily changes in ambient air quality concentrations is important to the assessing human exposure and environmental health. However, the fine temporal scales (e.g., hourly) involved in this assessment often lead to high variability in air quality concentrations. This is because of the complex short-term physical and chemical mechanisms among the pollutants. Consequently, high heterogeneity is usually present in not only the averaged pollution levels, but also the intraday variance levels of the daily observations of ambient concentration across space and time. This characteristic decreases the estimation performance of common techniques. This study proposes a novel quantile-based Bayesian maximum entropy (QBME) method to account for the nonstationary and nonhomogeneous characteristics of ambient air pollution dynamics. The QBME method characterizes the spatiotemporal dependence among the ambient air quality levels based on their location-specific quantiles and accounts for spatiotemporal variations using a local weighted smoothing technique. The epistemic framework of the QBME method can allow researchers to further consider the uncertainty of space-time observations. This study presents the spatiotemporal modeling of daily CO and PM10 concentrations across Taiwan from 1998 to 2009 using the QBME method. Results show that the QBME method can effectively improve estimation accuracy in terms of lower mean absolute errors and standard deviations over space and time, especially for pollutants with strong nonhomogeneous variances across space. In addition, the epistemic framework can allow researchers to assimilate the site-specific secondary information where the observations are absent because of the common preferential sampling issues of environmental data. The proposed QBME method provides a practical and powerful framework for the spatiotemporal modeling of ambient pollutants.
A maximum entropy approach to detect close-in giant planets around active stars
NASA Astrophysics Data System (ADS)
Petit, P.; Donati, J.-F.; Hébrard, E.; Morin, J.; Folsom, C. P.; Böhm, T.; Boisse, I.; Borgniet, S.; Bouvier, J.; Delfosse, X.; Hussain, G.; Jeffers, S. V.; Marsden, S. C.; Barnes, J. R.
2015-12-01
Context. The high spot coverage of young active stars is responsible for distortions of spectral lines that hamper the detection of close-in planets through radial velocity methods. Aims: We aim to progress towards more efficient exoplanet detection around active stars by optimizing the use of Doppler imaging in radial velocity measurements. Methods: We propose a simple method to simultaneously extract a brightness map and a set of orbital parameters through a tomographic inversion technique derived from classical Doppler mapping. Based on the maximum entropy principle, the underlying idea is to determine the set of orbital parameters that minimizes the information content of the resulting Doppler map. We carry out a set of numerical simulations to perform a preliminary assessment of the robustness of our method, using an actual Doppler map of the very active star HR 1099 to produce a realistic synthetic data set for various sets of orbital parameters of a single planet in a circular orbit. Results: Using a simulated time series of 50 line profiles affected by a peak-to-peak activity jitter of 2.5 km s-1, in most cases we are able to recover the radial velocity amplitude, orbital phase, and orbital period of an artificial planet down to a radial velocity semi-amplitude of the order of the radial velocity scatter due to the photon noise alone (about 50 m s-1 in our case). One noticeable exception occurs when the planetary orbit is close to co-rotation, in which case significant biases are observed in the reconstructed radial velocity amplitude, while the orbital period and phase remain robustly recovered. Conclusions: The present method constitutes a very simple way to extract orbital parameters from heavily distorted line profiles of active stars, when more classical radial velocity detection methods generally fail. It is easily adaptable to most existing Doppler imaging codes, paving the way towards a systematic search for close-in planets orbiting young, rapidly
Maximum shortening velocity of lymphatic muscle approaches that of striated muscle.
Zhang, Rongzhen; Taucer, Anne I; Gashev, Anatoliy A; Muthuchamy, Mariappan; Zawieja, David C; Davis, Michael J
2013-11-15
Lymphatic muscle (LM) is widely considered to be a type of vascular smooth muscle, even though LM cells uniquely express contractile proteins from both smooth muscle and cardiac muscle. We tested the hypothesis that LM exhibits an unloaded maximum shortening velocity (Vmax) intermediate between that of smooth muscle and cardiac muscle. Single lymphatic vessels were dissected from the rat mesentery, mounted in a servo-controlled wire myograph, and subjected to isotonic quick release protocols during spontaneous or agonist-evoked contractions. After maximal activation, isotonic quick releases were performed at both the peak and plateau phases of contraction. Vmax was 0.48 ± 0.04 lengths (L)/s at the peak: 2.3 times higher than that of mesenteric arteries and 11.4 times higher than mesenteric veins. In cannulated, pressurized lymphatic vessels, shortening velocity was determined from the maximal rate of constriction [rate of change in internal diameter (-dD/dt)] during spontaneous contractions at optimal preload and minimal afterload; peak -dD/dt exceeded that obtained during any of the isotonic quick release protocols (2.14 ± 0.30 L/s). Peak -dD/dt declined with pressure elevation or activation using substance P. Thus, isotonic methods yielded Vmax values for LM in the mid to high end (0.48 L/s) of those the recorded for phasic smooth muscle (0.05-0.5 L/s), whereas isobaric measurements yielded values (>2.0 L/s) that overlapped the midrange of values for cardiac muscle (0.6-3.3 L/s). Our results challenge the dogma that LM is classical vascular smooth muscle, and its unusually high Vmax is consistent with the expression of cardiac muscle contractile proteins in the lymphatic vessel wall.
Rahat, Alma A M; Everson, Richard M; Fieldsend, Jonathan E
2015-01-01
Mesh network topologies are becoming increasingly popular in battery-powered wireless sensor networks, primarily because of the extension of network range. However, multihop mesh networks suffer from higher energy costs, and the routing strategy employed directly affects the lifetime of nodes with limited energy resources. Hence when planning routes there are trade-offs to be considered between individual and system-wide battery lifetimes. We present a multiobjective routing optimisation approach using hybrid evolutionary algorithms to approximate the optimal trade-off between the minimum lifetime and the average lifetime of nodes in the network. In order to accomplish this combinatorial optimisation rapidly, our approach prunes the search space using k-shortest path pruning and a graph reduction method that finds candidate routes promoting long minimum lifetimes. When arbitrarily many routes from a node to the base station are permitted, optimal routes may be found as the solution to a well-known linear program. We present an evolutionary algorithm that finds good routes when each node is allowed only a small number of paths to the base station. On a real network deployed in the Victoria & Albert Museum, London, these solutions, using only three paths per node, are able to achieve minimum lifetimes of over 99% of the optimum linear program solution's time to first sensor battery failure.
Scalable pumping approach for extracting the maximum TEM(00) solar laser power.
Liang, Dawei; Almeida, Joana; Vistas, Cláudia R
2014-10-20
A scalable TEM(00) solar laser pumping approach is composed of four pairs of first-stage Fresnel lens-folding mirror collectors, four fused-silica secondary concentrators with light guides of rectangular cross-section for radiation homogenization, four hollow two-dimensional compound parabolic concentrators for further concentration of uniform radiations from the light guides to a 3 mm diameter, 76 mm length Nd:YAG rod within four V-shaped pumping cavities. An asymmetric resonator ensures an efficient large-mode matching between pump light and oscillating laser light. Laser power of 59.1 W TEM(00) is calculated by ZEMAX and LASCAD numerical analysis, revealing 20 times improvement in brightness figure of merit.
Nichols, J M; Waterman, J R
2017-03-01
This work documents the performance of a recently proposed generalized likelihood ratio test (GLRT) algorithm in detecting thermal point-source targets against a sky background. A calibrated source is placed above the horizon at various ranges and then imaged using a mid-wave infrared camera. The proposed algorithm combines a so-called "shrinkage" estimator of the background covariance matrix and an iterative maximum likelihood estimator of the point-source parameters to produce the GLRT statistic. It is clearly shown that the proposed approach results in better detection performance than either standard energy detection or previous implementations of the GLRT detector.
Likelihood-free simulation-based optimal design with an application to spatial extremes.
Hainy, Markus; Müller, Werner G; Wagner, Helga
In this paper we employ a novel method to find the optimal design for problems where the likelihood is not available analytically, but simulation from the likelihood is feasible. To approximate the expected utility we make use of approximate Bayesian computation methods. We detail the approach for a model on spatial extremes, where the goal is to find the optimal design for efficiently estimating the parameters determining the dependence structure. The method is applied to determine the optimal design of weather stations for modeling maximum annual summer temperatures.
Barrett, Harrison H.; White, Timothy; Parra, Lucas C.
2010-01-01
As photon-counting imaging systems become more complex, there is a trend toward measuring more attributes of each individual event. In various imaging systems the attributes can include several position variables, time variables, and energies. If more than about four attributes are measured for each event, it is not practical to record the data in an image matrix. Instead it is more efficient to use a simple list where every attribute is stored for every event. It is the purpose of this paper to discuss the concept of likelihood for such list-mode data. We present expressions for list-mode likelihood with an arbitrary number of attributes per photon and for both preset counts and preset time. Maximization of this likelihood can lead to a practical reconstruction algorithm with list-mode data, but that aspect is covered in a separate paper [IEEE Trans. Med. Imaging (to be published)]. An expression for lesion detectability for list-mode data is also derived and compared with the corresponding expression for conventional binned data. PMID:9379247
Implementing Restricted Maximum Likelihood Estimation in Structural Equation Models
ERIC Educational Resources Information Center
Cheung, Mike W.-L.
2013-01-01
Structural equation modeling (SEM) is now a generic modeling framework for many multivariate techniques applied in the social and behavioral sciences. Many statistical models can be considered either as special cases of SEM or as part of the latent variable modeling framework. One popular extension is the use of SEM to conduct linear mixed-effects…
Reconstruction of 3-D Positron Emission with Maximum Likelihood
1988-11-01
rMedical Command Nashinton. DC 20372-5210 89 36 UNCLASSIFIED SEC.-RIT CLASSFCATION OF "HIS PAGE REPORT DOCUMENTATION PAGE Ia . REPORT SECURITY CLASSIFICATION...complex :image identified by their simulated anato )rc location: shoulder (top) and lung (bottom). 27 0.! COMPLEX OBJECT VARIABILITY SHOULDER 7B BOXES 2- 1.5
Maximum Likelihood Estimation in Meta-Analytic Structural Equation Modeling
ERIC Educational Resources Information Center
Oort, Frans J.; Jak, Suzanne
2016-01-01
Meta-analytic structural equation modeling (MASEM) involves fitting models to a common population correlation matrix that is estimated on the basis of correlation coefficients that are reported by a number of independent studies. MASEM typically consist of two stages. The method that has been found to perform best in terms of statistical…
Maximum Likelihood Estimation of Multivariate Autoregressive-Moving Average Models.
1977-02-01
maximizing the same have been proposed i) in time domain by Box and Jenkins [41. Astrom [3J, Wilson [23 1, and Phadke [161, and ii) in frequency domain by...moving average residuals and other convariance matrices with linear structure ”, Anna/s of Staustics, 3. 3. Astrom , K. J. (1970), Introduction to
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…
MLgsc: A Maximum-Likelihood General Sequence Classifier
Junier, Thomas; Hervé, Vincent; Wunderlin, Tina; Junier, Pilar
2015-01-01
We present software package for classifying protein or nucleotide sequences to user-specified sets of reference sequences. The software trains a model using a multiple sequence alignment and a phylogenetic tree, both supplied by the user. The latter is used to guide model construction and as a decision tree to speed up the classification process. The software was evaluated on all the 16S rRNA gene sequences of the reference dataset found in the GreenGenes database. On this dataset, the software was shown to achieve an error rate of around 1% at genus level. Examples of applications based on the nitrogenase subunit NifH gene and a protein-coding gene found in endospore-forming Firmicutes is also presented. The programs in the package have a simple, straightforward command-line interface for the Unix shell, and are free and open-source. The package has minimal dependencies and thus can be easily integrated in command-line based classification pipelines. PMID:26148002
Maximum Likelihood Reconstruction for Ising Models with Asynchronous Updates
NASA Astrophysics Data System (ADS)
Zeng, Hong-Li; Alava, Mikko; Aurell, Erik; Hertz, John; Roudi, Yasser
2013-05-01
We describe how the couplings in an asynchronous kinetic Ising model can be inferred. We consider two cases: one in which we know both the spin history and the update times and one in which we know only the spin history. For the first case, we show that one can average over all possible choices of update times to obtain a learning rule that depends only on spin correlations and can also be derived from the equations of motion for the correlations. For the second case, the same rule can be derived within a further decoupling approximation. We study all methods numerically for fully asymmetric Sherrington-Kirkpatrick models, varying the data length, system size, temperature, and external field. Good convergence is observed in accordance with the theoretical expectations.
Maximum-Likelihood Estimation and Scoring Under Parametric Constraints
2006-05-01
be a point θ∗ satisfying the following Karush-Kuhn-Tucker ( KKT ) necessary conditions (18, p.243): ∇TµL(θ∗,µ∗,ν∗) = f(θ∗) = 0 (20) g(θ∗) ≤ 0 (21) ν...constraint gi is active. Either ν ∗ i or gi(θ ∗) is zero, exclusively, so 4A commonly used alternative optimality condition for convex sets is discussed...Θ to be optimal in the convex set Θ provided ∇Tθ log p(x; θ∗)(θ∗)(θ − θ∗) ≤ 0 (A.1) for all θ ∈ Θ. The Lagrange method is optimal given the KKT
Maximum Likelihood and Bayesian Parameter Estimation in Item Response Theory.
1984-08-01
OR0 UNIT NUNUE-RS Educational Testing Service NR 150-520 Princeton, NJ 08541 I. CONTROLLING OPFrICE NAME AND ADDRESS t. REPORT DATE Personnel and...Bejar Office of Personnel Managesent Educational Testing Service 1900 E Street NW Princeton, N! 08450 Washington, DC 20415 I Dr. Merucha Birenbaue I
Constrained maximum likelihood modal parameter identification applied to structural dynamics
NASA Astrophysics Data System (ADS)
El-Kafafy, Mahmoud; Peeters, Bart; Guillaume, Patrick; De Troyer, Tim
2016-05-01
A new modal parameter estimation method to directly establish modal models of structural dynamic systems satisfying two physically motivated constraints will be presented. The constraints imposed in the identified modal model are the reciprocity of the frequency response functions (FRFs) and the estimation of normal (real) modes. The motivation behind the first constraint (i.e. reciprocity) comes from the fact that modal analysis theory shows that the FRF matrix and therefore the residue matrices are symmetric for non-gyroscopic, non-circulatory, and passive mechanical systems. In other words, such types of systems are expected to obey Maxwell-Betti's reciprocity principle. The second constraint (i.e. real mode shapes) is motivated by the fact that analytical models of structures are assumed to either be undamped or proportional damped. Therefore, normal (real) modes are needed for comparison with these analytical models. The work done in this paper is a further development of a recently introduced modal parameter identification method called ML-MM that enables us to establish modal model that satisfies such motivated constraints. The proposed constrained ML-MM method is applied to two real experimental datasets measured on fully trimmed cars. This type of data is still considered as a significant challenge in modal analysis. The results clearly demonstrate the applicability of the method to real structures with significant non-proportional damping and high modal densities.