Sample records for maximum likelihood optimization

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

    NASA Technical Reports Server (NTRS)

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

    1975-01-01

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

  2. 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.

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

    NASA Technical Reports Server (NTRS)

    Walker, H. F.

    1976-01-01

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

  4. 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.

  5. A Maximum-Likelihood Approach to Force-Field Calibration.

    PubMed

    Zaborowski, Bartłomiej; Jagieła, Dawid; Czaplewski, Cezary; Hałabis, Anna; Lewandowska, Agnieszka; Żmudzińska, Wioletta; Ołdziej, Stanisław; Karczyńska, Agnieszka; Omieczynski, Christian; Wirecki, Tomasz; Liwo, Adam

    2015-09-28

    A new approach to the calibration of the force fields is proposed, in which the force-field parameters are obtained by maximum-likelihood fitting of the calculated conformational ensembles to the experimental ensembles of training system(s). The maximum-likelihood function is composed of logarithms of the Boltzmann probabilities of the experimental conformations, calculated with the current energy function. Because the theoretical distribution is given in the form of the simulated conformations only, the contributions from all of the simulated conformations, with Gaussian weights in the distances from a given experimental conformation, are added to give the contribution to the target function from this conformation. In contrast to earlier methods for force-field calibration, the approach does not suffer from the arbitrariness of dividing the decoy set into native-like and non-native structures; however, if such a division is made instead of using Gaussian weights, application of the maximum-likelihood method results in the well-known energy-gap maximization. The computational procedure consists of cycles of decoy generation and maximum-likelihood-function optimization, which are iterated until convergence is reached. The method was tested with Gaussian distributions and then applied to the physics-based coarse-grained UNRES force field for proteins. The NMR structures of the tryptophan cage, a small α-helical protein, determined at three temperatures (T = 280, 305, and 313 K) by Hałabis et al. ( J. Phys. Chem. B 2012 , 116 , 6898 - 6907 ), were used. Multiplexed replica-exchange molecular dynamics was used to generate the decoys. The iterative procedure exhibited steady convergence. Three variants of optimization were tried: optimization of the energy-term weights alone and use of the experimental ensemble of the folded protein only at T = 280 K (run 1); optimization of the energy-term weights and use of experimental ensembles at all three temperatures (run 2); and optimization of the energy-term weights and the coefficients of the torsional and multibody energy terms and use of experimental ensembles at all three temperatures (run 3). The force fields were subsequently tested with a set of 14 α-helical and two α + β proteins. Optimization run 1 resulted in better agreement with the experimental ensemble at T = 280 K compared with optimization run 2 and in comparable performance on the test set but poorer agreement of the calculated folding temperature with the experimental folding temperature. Optimization run 3 resulted in the best fit of the calculated ensembles to the experimental ones for the tryptophan cage but in much poorer performance on the training set, suggesting that use of a small α-helical protein for extensive force-field calibration resulted in overfitting of the data for this protein at the expense of transferability. The optimized force field resulting from run 2 was found to fold 13 of the 14 tested α-helical proteins and one small α + β protein with the correct topologies; the average structures of 10 of them were predicted with accuracies of about 5 Å C(α) root-mean-square deviation or better. Test simulations with an additional set of 12 α-helical proteins demonstrated that this force field performed better on α-helical proteins than the previous parametrizations of UNRES. The proposed approach is applicable to any problem of maximum-likelihood parameter estimation when the contributions to the maximum-likelihood function cannot be evaluated at the experimental points and the dimension of the configurational space is too high to construct histograms of the experimental distributions.

  6. Bayesian image reconstruction - The pixon and optimal image modeling

    NASA Technical Reports Server (NTRS)

    Pina, R. K.; Puetter, R. C.

    1993-01-01

    In this paper we describe the optimal image model, maximum residual likelihood method (OptMRL) for image reconstruction. OptMRL is a Bayesian image reconstruction technique for removing point-spread function blurring. OptMRL uses both a goodness-of-fit criterion (GOF) and an 'image prior', i.e., a function which quantifies the a priori probability of the image. Unlike standard maximum entropy methods, which typically reconstruct the image on the data pixel grid, OptMRL varies the image model in order to find the optimal functional basis with which to represent the image. We show how an optimal basis for image representation can be selected and in doing so, develop the concept of the 'pixon' which is a generalized image cell from which this basis is constructed. By allowing both the image and the image representation to be variable, the OptMRL method greatly increases the volume of solution space over which the image is optimized. Hence the likelihood of the final reconstructed image is greatly increased. For the goodness-of-fit criterion, OptMRL uses the maximum residual likelihood probability distribution introduced previously by Pina and Puetter (1992). This GOF probability distribution, which is based on the spatial autocorrelation of the residuals, has the advantage that it ensures spatially uncorrelated image reconstruction residuals.

  7. Development of an LSI maximum-likelihood convolutional decoder for advanced forward error correction capability on the NASA 30/20 GHz program

    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.

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

    NASA Technical Reports Server (NTRS)

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

    1978-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1976-01-01

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

  10. Maximum-Likelihood Methods for Processing Signals From Gamma-Ray Detectors

    PubMed Central

    Barrett, Harrison H.; Hunter, William C. J.; Miller, Brian William; Moore, Stephen K.; Chen, Yichun; Furenlid, Lars R.

    2009-01-01

    In any gamma-ray detector, each event produces electrical signals on one or more circuit elements. From these signals, we may wish to determine the presence of an interaction; whether multiple interactions occurred; the spatial coordinates in two or three dimensions of at least the primary interaction; or the total energy deposited in that interaction. We may also want to compute listmode probabilities for tomographic reconstruction. Maximum-likelihood methods provide a rigorous and in some senses optimal approach to extracting this information, and the associated Fisher information matrix provides a way of quantifying and optimizing the information conveyed by the detector. This paper will review the principles of likelihood methods as applied to gamma-ray detectors and illustrate their power with recent results from the Center for Gamma-ray Imaging. PMID:20107527

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

    NASA Technical Reports Server (NTRS)

    Paola, Justin D.; Schowengerdt, Robert A.

    1994-01-01

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

  12. DECONV-TOOL: An IDL based deconvolution software package

    NASA Technical Reports Server (NTRS)

    Varosi, F.; Landsman, W. B.

    1992-01-01

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

  13. optBINS: Optimal Binning for histograms

    NASA Astrophysics Data System (ADS)

    Knuth, Kevin H.

    2018-03-01

    optBINS (optimal binning) determines the optimal number of bins in a uniform bin-width histogram by deriving the posterior probability for the number of bins in a piecewise-constant density model after assigning a multinomial likelihood and a non-informative prior. The maximum of the posterior probability occurs at a point where the prior probability and the the joint likelihood are balanced. The interplay between these opposing factors effectively implements Occam's razor by selecting the most simple model that best describes the data.

  14. Optimization of a Nucleic Acids united-RESidue 2-Point model (NARES-2P) with a maximum-likelihood approach

    NASA Astrophysics Data System (ADS)

    He, Yi; Liwo, Adam; Scheraga, Harold A.

    2015-12-01

    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.

  15. Estimating cellular parameters through optimization procedures: elementary principles and applications.

    PubMed

    Kimura, Akatsuki; Celani, Antonio; Nagao, Hiromichi; Stasevich, Timothy; Nakamura, Kazuyuki

    2015-01-01

    Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE) in a prediction or to maximize likelihood. A (local) maximum of likelihood or (local) minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.

  16. Optimal designs based on the maximum quasi-likelihood estimator

    PubMed Central

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

    2016-01-01

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

  17. Superfast maximum-likelihood reconstruction for quantum tomography

    NASA Astrophysics Data System (ADS)

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

    2017-06-01

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

  18. Estimation Methods for Non-Homogeneous Regression - Minimum CRPS vs Maximum Likelihood

    NASA Astrophysics Data System (ADS)

    Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg J.; Zeileis, Achim

    2017-04-01

    Non-homogeneous regression models are widely used to statistically post-process numerical weather prediction models. Such regression models correct for errors in mean and variance and are capable to forecast a full probability distribution. In order to estimate the corresponding regression coefficients, CRPS minimization is performed in many meteorological post-processing studies since the last decade. In contrast to maximum likelihood estimation, CRPS minimization is claimed to yield more calibrated forecasts. Theoretically, both scoring rules used as an optimization score should be able to locate a similar and unknown optimum. Discrepancies might result from a wrong distributional assumption of the observed quantity. To address this theoretical concept, this study compares maximum likelihood and minimum CRPS estimation for different distributional assumptions. First, a synthetic case study shows that, for an appropriate distributional assumption, both estimation methods yield to similar regression coefficients. The log-likelihood estimator is slightly more efficient. A real world case study for surface temperature forecasts at different sites in Europe confirms these results but shows that surface temperature does not always follow the classical assumption of a Gaussian distribution. KEYWORDS: ensemble post-processing, maximum likelihood estimation, CRPS minimization, probabilistic temperature forecasting, distributional regression models

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

    NASA Astrophysics Data System (ADS)

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

    2017-11-01

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

  20. Spatial Prediction and Optimized Sampling Design for Sodium Concentration in Groundwater

    PubMed Central

    Shabbir, Javid; M. AbdEl-Salam, Nasser; Hussain, Tajammal

    2016-01-01

    Sodium is an integral part of water, and its excessive amount in drinking water causes high blood pressure and hypertension. In the present paper, spatial distribution of sodium concentration in drinking water is modeled and optimized sampling designs for selecting sampling locations is calculated for three divisions in Punjab, Pakistan. Universal kriging and Bayesian universal kriging are used to predict the sodium concentrations. Spatial simulated annealing is used to generate optimized sampling designs. Different estimation methods (i.e., maximum likelihood, restricted maximum likelihood, ordinary least squares, and weighted least squares) are used to estimate the parameters of the variogram model (i.e, exponential, Gaussian, spherical and cubic). It is concluded that Bayesian universal kriging fits better than universal kriging. It is also observed that the universal kriging predictor provides minimum mean universal kriging variance for both adding and deleting locations during sampling design. PMID:27683016

  1. A maximum likelihood convolutional decoder model vs experimental data comparison

    NASA Technical Reports Server (NTRS)

    Chen, R. Y.

    1979-01-01

    This article describes the comparison of a maximum likelihood convolutional decoder (MCD) prediction model and the actual performance of the MCD at the Madrid Deep Space Station. The MCD prediction model is used to develop a subroutine that has been utilized by the Telemetry Analysis Program (TAP) to compute the MCD bit error rate for a given signal-to-noise ratio. The results indicate that that the TAP can predict quite well compared to the experimental measurements. An optimal modulation index also can be found through TAP.

  2. Approximated mutual information training for speech recognition using myoelectric signals.

    PubMed

    Guo, Hua J; Chan, A D C

    2006-01-01

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

  3. THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures

    PubMed Central

    Theobald, Douglas L.; Wuttke, Deborah S.

    2008-01-01

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

  4. Gyre and gimble: a maximum-likelihood replacement for Patterson correlation refinement.

    PubMed

    McCoy, Airlie J; Oeffner, Robert D; Millán, Claudia; Sammito, Massimo; Usón, Isabel; Read, Randy J

    2018-04-01

    Descriptions are given of the maximum-likelihood gyre method implemented in Phaser for optimizing the orientation and relative position of rigid-body fragments of a model after the orientation of the model has been identified, but before the model has been positioned in the unit cell, and also the related gimble method for the refinement of rigid-body fragments of the model after positioning. Gyre refinement helps to lower the root-mean-square atomic displacements between model and target molecular-replacement solutions for the test case of antibody Fab(26-10) and improves structure solution with ARCIMBOLDO_SHREDDER.

  5. Efficient logistic regression designs under an imperfect population identifier.

    PubMed

    Albert, Paul S; Liu, Aiyi; Nansel, Tonja

    2014-03-01

    Motivated by actual study designs, this article considers efficient logistic regression designs where the population is identified with a binary test that is subject to diagnostic error. We consider the case where the imperfect test is obtained on all participants, while the gold standard test is measured on a small chosen subsample. Under maximum-likelihood estimation, we evaluate the optimal design in terms of sample selection as well as verification. We show that there may be substantial efficiency gains by choosing a small percentage of individuals who test negative on the imperfect test for inclusion in the sample (e.g., verifying 90% test-positive cases). We also show that a two-stage design may be a good practical alternative to a fixed design in some situations. Under optimal and nearly optimal designs, we compare maximum-likelihood and semi-parametric efficient estimators under correct and misspecified models with simulations. The methodology is illustrated with an analysis from a diabetes behavioral intervention trial. © 2013, The International Biometric Society.

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

    PubMed Central

    Meyer, Karin

    2016-01-01

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

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

    PubMed

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

    2010-12-01

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

  8. Using optimal transport theory to estimate transition probabilities in metapopulation dynamics

    USGS Publications Warehouse

    Nichols, Jonathan M.; Spendelow, Jeffrey A.; Nichols, James D.

    2017-01-01

    This work considers the estimation of transition probabilities associated with populations moving among multiple spatial locations based on numbers of individuals at each location at two points in time. The problem is generally underdetermined as there exists an extremely large number of ways in which individuals can move from one set of locations to another. A unique solution therefore requires a constraint. The theory of optimal transport provides such a constraint in the form of a cost function, to be minimized in expectation over the space of possible transition matrices. We demonstrate the optimal transport approach on marked bird data and compare to the probabilities obtained via maximum likelihood estimation based on marked individuals. It is shown that by choosing the squared Euclidean distance as the cost, the estimated transition probabilities compare favorably to those obtained via maximum likelihood with marked individuals. Other implications of this cost are discussed, including the ability to accurately interpolate the population's spatial distribution at unobserved points in time and the more general relationship between the cost and minimum transport energy.

  9. Nonparametric probability density estimation by optimization theoretic techniques

    NASA Technical Reports Server (NTRS)

    Scott, D. W.

    1976-01-01

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

  10. Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence

    NASA Technical Reports Server (NTRS)

    Mark, W. D.

    1981-01-01

    A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.

  11. Deterministic quantum annealing expectation-maximization algorithm

    NASA Astrophysics Data System (ADS)

    Miyahara, Hideyuki; Tsumura, Koji; Sughiyama, Yuki

    2017-11-01

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

  12. THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.

    PubMed

    Theobald, Douglas L; Wuttke, Deborah S

    2006-09-01

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

  13. Modelling of extreme rainfall events in Peninsular Malaysia based on annual maximum and partial duration series

    NASA Astrophysics Data System (ADS)

    Zin, Wan Zawiah Wan; Shinyie, Wendy Ling; Jemain, Abdul Aziz

    2015-02-01

    In this study, two series of data for extreme rainfall events are generated based on Annual Maximum and Partial Duration Methods, derived from 102 rain-gauge stations in Peninsular from 1982-2012. To determine the optimal threshold for each station, several requirements must be satisfied and Adapted Hill estimator is employed for this purpose. A semi-parametric bootstrap is then used to estimate the mean square error (MSE) of the estimator at each threshold and the optimal threshold is selected based on the smallest MSE. The mean annual frequency is also checked to ensure that it lies in the range of one to five and the resulting data is also de-clustered to ensure independence. The two data series are then fitted to Generalized Extreme Value and Generalized Pareto distributions for annual maximum and partial duration series, respectively. The parameter estimation methods used are the Maximum Likelihood and the L-moment methods. Two goodness of fit tests are then used to evaluate the best-fitted distribution. The results showed that the Partial Duration series with Generalized Pareto distribution and Maximum Likelihood parameter estimation provides the best representation for extreme rainfall events in Peninsular Malaysia for majority of the stations studied. Based on these findings, several return values are also derived and spatial mapping are constructed to identify the distribution characteristic of extreme rainfall in Peninsular Malaysia.

  14. SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

    PubMed

    Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

    2017-03-01

    We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).

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

    PubMed

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

    2016-06-10

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

  16. Statistically optimal analysis of state-discretized trajectory data from multiple thermodynamic states

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

    Wu, Hao; Mey, Antonia S. J. S.; Noé, Frank

    2014-12-07

    We propose a discrete transition-based reweighting analysis method (dTRAM) for analyzing configuration-space-discretized simulation trajectories produced at different thermodynamic states (temperatures, Hamiltonians, etc.) dTRAM provides maximum-likelihood estimates of stationary quantities (probabilities, free energies, expectation values) at any thermodynamic state. In contrast to the weighted histogram analysis method (WHAM), dTRAM does not require data to be sampled from global equilibrium, and can thus produce superior estimates for enhanced sampling data such as parallel/simulated tempering, replica exchange, umbrella sampling, or metadynamics. In addition, dTRAM provides optimal estimates of Markov state models (MSMs) from the discretized state-space trajectories at all thermodynamic states. Under suitablemore » conditions, these MSMs can be used to calculate kinetic quantities (e.g., rates, timescales). In the limit of a single thermodynamic state, dTRAM estimates a maximum likelihood reversible MSM, while in the limit of uncorrelated sampling data, dTRAM is identical to WHAM. dTRAM is thus a generalization to both estimators.« less

  17. Molecular systematics of terraranas (Anura: Brachycephaloidea) with an assessment of the effects of alignment and optimality criteria.

    PubMed

    Padial, José M; Grant, Taran; Frost, Darrel R

    2014-06-26

    Brachycephaloidea is a monophyletic group of frogs with more than 1000 species distributed throughout the New World tropics, subtropics, and Andean regions. Recently, the group has been the target of multiple molecular phylogenetic analyses, resulting in extensive changes in its taxonomy. Here, we test previous hypotheses of phylogenetic relationships for the group by combining available molecular evidence (sequences of 22 genes representing 431 ingroup and 25 outgroup terminals) and performing a tree-alignment analysis under the parsimony optimality criterion using the program POY. To elucidate the effects of alignment and optimality criterion on phylogenetic inferences, we also used the program MAFFT to obtain a similarity-alignment for analysis under both parsimony and maximum likelihood using the programs TNT and GARLI, respectively. Although all three analytical approaches agreed on numerous points, there was also extensive disagreement. Tree-alignment under parsimony supported the monophyly of the ingroup and the sister group relationship of the monophyletic marsupial frogs (Hemiphractidae), while maximum likelihood and parsimony analyses of the MAFFT similarity-alignment did not. All three methods differed with respect to the position of Ceuthomantis smaragdinus (Ceuthomantidae), with tree-alignment using parsimony recovering this species as the sister of Pristimantis + Yunganastes. All analyses rejected the monophyly of Strabomantidae and Strabomantinae as originally defined, and the tree-alignment analysis under parsimony further rejected the recently redefined Craugastoridae and Pristimantinae. Despite the greater emphasis in the systematics literature placed on the choice of optimality criterion for evaluating trees than on the choice of method for aligning DNA sequences, we found that the topological differences attributable to the alignment method were as great as those caused by the optimality criterion. Further, the optimal tree-alignment indicates that insertions and deletions occurred in twice as many aligned positions as implied by the optimal similarity-alignment, confirming previous findings that sequence turnover through insertion and deletion events plays a greater role in molecular evolution than indicated by similarity-alignments. Our results also provide a clear empirical demonstration of the different effects of wildcard taxa produced by missing data in parsimony and maximum likelihood analyses. Specifically, maximum likelihood analyses consistently (81% bootstrap frequency) provided spurious resolution despite a lack of evidence, whereas parsimony correctly depicted the ambiguity due to missing data by collapsing unsupported nodes. We provide a new taxonomy for the group that retains previously recognized Linnaean taxa except for Ceuthomantidae, Strabomantidae, and Strabomantinae. A phenotypically diagnosable superfamily is recognized formally as Brachycephaloidea, with the informal, unranked name terrarana retained as the standard common name for these frogs. We recognize three families within Brachycephaloidea that are currently diagnosable solely on molecular grounds (Brachycephalidae, Craugastoridae, and Eleutherodactylidae), as well as five subfamilies (Craugastorinae, Eleutherodactylinae, Holoadeninae, Phyzelaphryninae, and Pristimantinae) corresponding in large part to previous families and subfamilies. Our analyses upheld the monophyly of all tested genera, but we found numerous subgeneric taxa to be non-monophyletic and modified the taxonomy accordingly.

  18. Three-class ROC analysis--the equal error utility assumption and the optimality of three-class ROC surface using the ideal observer.

    PubMed

    He, Xin; Frey, Eric C

    2006-08-01

    Previously, we have developed a decision model for three-class receiver operating characteristic (ROC) analysis based on decision theory. The proposed decision model maximizes the expected decision utility under the assumption that incorrect decisions have equal utilities under the same hypothesis (equal error utility assumption). This assumption reduced the dimensionality of the "general" three-class ROC analysis and provided a practical figure-of-merit to evaluate the three-class task performance. However, it also limits the generality of the resulting model because the equal error utility assumption will not apply for all clinical three-class decision tasks. The goal of this study was to investigate the optimality of the proposed three-class decision model with respect to several other decision criteria. In particular, besides the maximum expected utility (MEU) criterion used in the previous study, we investigated the maximum-correctness (MC) (or minimum-error), maximum likelihood (ML), and Nyman-Pearson (N-P) criteria. We found that by making assumptions for both MEU and N-P criteria, all decision criteria lead to the previously-proposed three-class decision model. As a result, this model maximizes the expected utility under the equal error utility assumption, maximizes the probability of making correct decisions, satisfies the N-P criterion in the sense that it maximizes the sensitivity of one class given the sensitivities of the other two classes, and the resulting ROC surface contains the maximum likelihood decision operating point. While the proposed three-class ROC analysis model is not optimal in the general sense due to the use of the equal error utility assumption, the range of criteria for which it is optimal increases its applicability for evaluating and comparing a range of diagnostic systems.

  19. Maximum likelihood identification and optimal input design for identifying aircraft stability and control derivatives

    NASA Technical Reports Server (NTRS)

    Stepner, D. E.; Mehra, R. K.

    1973-01-01

    A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.

  20. PROBABILISTIC CROSS-IDENTIFICATION IN CROWDED FIELDS AS AN ASSIGNMENT PROBLEM

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

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

    2016-10-01

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

  1. Probabilistic Cross-identification in Crowded Fields as an Assignment Problem

    NASA Astrophysics Data System (ADS)

    Budavári, Tamás; Basu, Amitabh

    2016-10-01

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

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

    PubMed

    Stamatakis, Alexandros

    2006-11-01

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

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

    PubMed

    Depaoli, Sarah

    2013-06-01

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

  4. Phylogeny of marattioid ferns (Marattiaceae): inferring a root in the absence of a closely related outgroup.

    PubMed

    Murdock, Andrew G

    2008-05-01

    Closely related outgroups are optimal for rooting phylogenetic trees; however, such ideal outgroups are not always available. A phylogeny of the marattioid ferns (Marattiaceae), an ancient lineage with no close relatives, was reconstructed using nucleotide sequences of multiple chloroplast regions (rps4 + rps4-trnS spacer, trnS-trnG spacer + trnG intron, rbcL, atpB), from 88 collections, selected to cover the broadest possible range of morphologies and geographic distributions within the extant taxa. Because marattioid ferns are phylogenetically isolated from other lineages, and internal branches are relatively short, rooting was problematic. Root placement was strongly affected by long-branch attraction under maximum parsimony and by model choice under maximum likelihood. A multifaceted approach to rooting was employed to isolate the sources of bias and produce a consensus root position. In a statistical comparison of all possible root positions with three different outgroups, most root positions were not significantly less optimal than the maximum likelihood root position, including the consensus root position. This phylogeny has several important taxonomic implications for marattioid ferns: Marattia in the broad sense is paraphyletic; the Hawaiian endemic Marattia douglasii is most closely related to tropical American taxa; and Angiopteris is monophyletic only if Archangiopteris and Macroglossum are included.

  5. Optimal design and use of retry in fault tolerant real-time computer systems

    NASA Technical Reports Server (NTRS)

    Lee, Y. H.; Shin, K. G.

    1983-01-01

    A new method to determin an optimal retry policy and for use in retry of fault characterization is presented. An optimal retry policy for a given fault characteristic, which determines the maximum allowable retry durations to minimize the total task completion time was derived. The combined fault characterization and retry decision, in which the characteristics of fault are estimated simultaneously with the determination of the optimal retry policy were carried out. Two solution approaches were developed, one based on the point estimation and the other on the Bayes sequential decision. The maximum likelihood estimators are used for the first approach, and the backward induction for testing hypotheses in the second approach. Numerical examples in which all the durations associated with faults have monotone hazard functions, e.g., exponential, Weibull and gamma distributions are presented. These are standard distributions commonly used for modeling analysis and faults.

  6. Estimation After a Group Sequential Trial.

    PubMed

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

    2015-10-01

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

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

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

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

    2015-03-10

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

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

    NASA Technical Reports Server (NTRS)

    1979-01-01

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

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

    PubMed

    Galili, Tal; Meilijson, Isaac

    2016-01-02

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

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

    USGS Publications Warehouse

    Vecchia, A.V.

    1985-01-01

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

  11. Optimal estimates of free energies from multistate nonequilibrium work data.

    PubMed

    Maragakis, Paul; Spichty, Martin; Karplus, Martin

    2006-03-17

    We derive the optimal estimates of the free energies of an arbitrary number of thermodynamic states from nonequilibrium work measurements; the work data are collected from forward and reverse switching processes and obey a fluctuation theorem. The maximum likelihood formulation properly reweights all pathways contributing to a free energy difference and is directly applicable to simulations and experiments. We demonstrate dramatic gains in efficiency by combining the analysis with parallel tempering simulations for alchemical mutations of model amino acids.

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

    NASA Technical Reports Server (NTRS)

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

    1979-01-01

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

  13. Optimal and Most Exact Confidence Intervals for Person Parameters in Item Response Theory Models

    ERIC Educational Resources Information Center

    Doebler, Anna; Doebler, Philipp; Holling, Heinz

    2013-01-01

    The common way to calculate confidence intervals for item response theory models is to assume that the standardized maximum likelihood estimator for the person parameter [theta] is normally distributed. However, this approximation is often inadequate for short and medium test lengths. As a result, the coverage probabilities fall below the given…

  14. Optimal allocation of invasive species surveillance with the maximum expected coverage concept

    Treesearch

    Denys Yemshanov; Robert G. Haight; Frank H. Koch; Bo Lu; Robert Venette; D. Barry Lyons; Taylor Scarr; Krista Ryall; Brian. Leung

    2015-01-01

    We address the problem of geographically allocating scarce survey resources to detect pests in their pathways of introduction given information about their likelihood of movement between origins and destinations. We introduce a model for selecting destination sites for survey that departs from the aim of reducing propagule pressure (PP) in pest destinations and instead...

  15. Free-form Airfoil Shape Optimization Under Uncertainty Using Maximum Expected Value and Second-order Second-moment Strategies

    NASA Technical Reports Server (NTRS)

    Huyse, Luc; Bushnell, Dennis M. (Technical Monitor)

    2001-01-01

    Free-form shape optimization of airfoils poses unexpected difficulties. Practical experience has indicated that a deterministic optimization for discrete operating conditions can result in dramatically inferior performance when the actual operating conditions are different from the - somewhat arbitrary - design values used for the optimization. Extensions to multi-point optimization have proven unable to adequately remedy this problem of "localized optimization" near the sampled operating conditions. This paper presents an intrinsically statistical approach and demonstrates how the shortcomings of multi-point optimization with respect to "localized optimization" can be overcome. The practical examples also reveal how the relative likelihood of each of the operating conditions is automatically taken into consideration during the optimization process. This is a key advantage over the use of multipoint methods.

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

    PubMed Central

    Rukhin, Andrew L.

    2011-01-01

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

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

    PubMed

    Rukhin, Andrew L

    2011-01-01

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

  18. Upper bounds on sequential decoding performance parameters

    NASA Technical Reports Server (NTRS)

    Jelinek, F.

    1974-01-01

    This paper presents the best obtainable random coding and expurgated upper bounds on the probabilities of undetectable error, of t-order failure (advance to depth t into an incorrect subset), and of likelihood rise in the incorrect subset, applicable to sequential decoding when the metric bias G is arbitrary. Upper bounds on the Pareto exponent are also presented. The G-values optimizing each of the parameters of interest are determined, and are shown to lie in intervals that in general have nonzero widths. The G-optimal expurgated bound on undetectable error is shown to agree with that for maximum likelihood decoding of convolutional codes, and that on failure agrees with the block code expurgated bound. Included are curves evaluating the bounds for interesting choices of G and SNR for a binary-input quantized-output Gaussian additive noise channel.

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

    DTIC Science & Technology

    2010-06-01

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

  20. MXLKID: a maximum likelihood parameter identifier. [In LRLTRAN for CDC 7600

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

    Gavel, D.T.

    MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables.

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

    NASA Technical Reports Server (NTRS)

    Walker, H. F.

    1976-01-01

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

  2. 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.

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

    DOE PAGES

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

    2016-01-11

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

  4. A LANDSAT study of ephemeral and perennial rangeland vegetation and soils

    NASA Technical Reports Server (NTRS)

    Bentley, R. G., Jr. (Principal Investigator); Salmon-Drexler, B. C.; Bonner, W. J.; Vincent, R. K.

    1976-01-01

    The author has identified the following significant results. Several methods of computer processing were applied to LANDSAT data for mapping vegetation characteristics of perennial rangeland in Montana and ephemeral rangeland in Arizona. The choice of optimal processing technique was dependent on prescribed mapping and site condition. Single channel level slicing and ratioing of channels were used for simple enhancement. Predictive models for mapping percent vegetation cover based on data from field spectra and LANDSAT data were generated by multiple linear regression of six unique LANDSAT spectral ratios. Ratio gating logic and maximum likelihood classification were applied successfully to recognize plant communities in Montana. Maximum likelihood classification did little to improve recognition of terrain features when compared to a single channel density slice in sparsely vegetated Arizona. LANDSAT was found to be more sensitive to differences between plant communities based on percentages of vigorous vegetation than to actual physical or spectral differences among plant species.

  5. Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting

    PubMed Central

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

    2017-01-01

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

  6. Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.

    PubMed

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

    2016-08-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-09-01

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

  8. Determining the accuracy of maximum likelihood parameter estimates with colored residuals

    NASA Technical Reports Server (NTRS)

    Morelli, Eugene A.; Klein, Vladislav

    1994-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2016-03-01

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

  10. A comparative review of methods for comparing means using partially paired data.

    PubMed

    Guo, Beibei; Yuan, Ying

    2017-06-01

    In medical experiments with the objective of testing the equality of two means, data are often partially paired by design or because of missing data. The partially paired data represent a combination of paired and unpaired observations. In this article, we review and compare nine methods for analyzing partially paired data, including the two-sample t-test, paired t-test, corrected z-test, weighted t-test, pooled t-test, optimal pooled t-test, multiple imputation method, mixed model approach, and the test based on a modified maximum likelihood estimate. We compare the performance of these methods through extensive simulation studies that cover a wide range of scenarios with different effect sizes, sample sizes, and correlations between the paired variables, as well as true underlying distributions. The simulation results suggest that when the sample size is moderate, the test based on the modified maximum likelihood estimator is generally superior to the other approaches when the data is normally distributed and the optimal pooled t-test performs the best when the data is not normally distributed, with well-controlled type I error rates and high statistical power; when the sample size is small, the optimal pooled t-test is to be recommended when both variables have missing data and the paired t-test is to be recommended when only one variable has missing data.

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

    NASA Astrophysics Data System (ADS)

    Weerathunga, Thilina Shihan

    2017-08-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1975-01-01

    A general iterative procedure is given for determining the consistent maximum likelihood estimates of normal distributions. In addition, a local maximum of the log-likelihood function, Newtons's method, a method of scoring, and modifications of these procedures are discussed.

  13. Hybrid Stochastic Models for Remaining Lifetime Prognosis

    DTIC Science & Technology

    2004-08-01

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

  14. Ensemble Learning Method for Hidden Markov Models

    DTIC Science & Technology

    2014-12-01

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

  15. 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…

  16. Maximum likelihood solution for inclination-only data in paleomagnetism

    NASA Astrophysics Data System (ADS)

    Arason, P.; Levi, S.

    2010-08-01

    We have developed a new robust maximum likelihood method for estimating the unbiased mean inclination from inclination-only data. In paleomagnetic analysis, the arithmetic mean of inclination-only data is known to introduce a shallowing bias. Several methods have been introduced to estimate the unbiased mean inclination of inclination-only data together with measures of the dispersion. Some inclination-only methods were designed to maximize the likelihood function of the marginal Fisher distribution. However, the exact analytical form of the maximum likelihood function is fairly complicated, and all the methods require various assumptions and approximations that are often inappropriate. For some steep and dispersed data sets, these methods provide estimates that are significantly displaced from the peak of the likelihood function to systematically shallower inclination. The problem locating the maximum of the likelihood function is partly due to difficulties in accurately evaluating the function for all values of interest, because some elements of the likelihood function increase exponentially as precision parameters increase, leading to numerical instabilities. In this study, we succeeded in analytically cancelling exponential elements from the log-likelihood function, and we are now able to calculate its value anywhere in the parameter space and for any inclination-only data set. Furthermore, we can now calculate the partial derivatives of the log-likelihood function with desired accuracy, and locate the maximum likelihood without the assumptions required by previous methods. To assess the reliability and accuracy of our method, we generated large numbers of random Fisher-distributed data sets, for which we calculated mean inclinations and precision parameters. The comparisons show that our new robust Arason-Levi maximum likelihood method is the most reliable, and the mean inclination estimates are the least biased towards shallow values.

  17. 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.

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

    PubMed

    McCoy, Airlie J

    2002-10-01

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

  19. On the existence of maximum likelihood estimates for presence-only data

    USGS Publications Warehouse

    Hefley, Trevor J.; Hooten, Mevin B.

    2015-01-01

    It is important to identify conditions for which maximum likelihood estimates are unlikely to be identifiable from presence-only data. In data sets where the maximum likelihood estimates do not exist, penalized likelihood and Bayesian methods will produce coefficient estimates, but these are sensitive to the choice of estimation procedure and prior or penalty term. When sample size is small or it is thought that habitat preferences are strong, we propose a suite of estimation procedures researchers can consider using.

  20. Estimating Function Approaches for Spatial Point Processes

    NASA Astrophysics Data System (ADS)

    Deng, Chong

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

  1. Maximum likelihood inference implies a high, not a low, ancestral haploid chromosome number in Araceae, with a critique of the bias introduced by ‘x’

    PubMed Central

    Cusimano, Natalie; Sousa, Aretuza; Renner, Susanne S.

    2012-01-01

    Background and Aims For 84 years, botanists have relied on calculating the highest common factor for series of haploid chromosome numbers to arrive at a so-called basic number, x. This was done without consistent (reproducible) reference to species relationships and frequencies of different numbers in a clade. Likelihood models that treat polyploidy, chromosome fusion and fission as events with particular probabilities now allow reconstruction of ancestral chromosome numbers in an explicit framework. We have used a modelling approach to reconstruct chromosome number change in the large monocot family Araceae and to test earlier hypotheses about basic numbers in the family. Methods Using a maximum likelihood approach and chromosome counts for 26 % of the 3300 species of Araceae and representative numbers for each of the other 13 families of Alismatales, polyploidization events and single chromosome changes were inferred on a genus-level phylogenetic tree for 113 of the 117 genera of Araceae. Key Results The previously inferred basic numbers x = 14 and x = 7 are rejected. Instead, maximum likelihood optimization revealed an ancestral haploid chromosome number of n = 16, Bayesian inference of n = 18. Chromosome fusion (loss) is the predominant inferred event, whereas polyploidization events occurred less frequently and mainly towards the tips of the tree. Conclusions The bias towards low basic numbers (x) introduced by the algebraic approach to inferring chromosome number changes, prevalent among botanists, may have contributed to an unrealistic picture of ancestral chromosome numbers in many plant clades. The availability of robust quantitative methods for reconstructing ancestral chromosome numbers on molecular phylogenetic trees (with or without branch length information), with confidence statistics, makes the calculation of x an obsolete approach, at least when applied to large clades. PMID:22210850

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

    PubMed

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

    2007-01-01

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

  3. Bayesian Monte Carlo and Maximum Likelihood Approach for ...

    EPA Pesticide Factsheets

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

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

    NASA Astrophysics Data System (ADS)

    Zuhdi, Shaifudin; Saputro, Dewi Retno Sari

    2017-03-01

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

  5. Computation of nonparametric convex hazard estimators via profile methods.

    PubMed

    Jankowski, Hanna K; Wellner, Jon A

    2009-05-01

    This paper proposes a profile likelihood algorithm to compute the nonparametric maximum likelihood estimator of a convex hazard function. The maximisation is performed in two steps: First the support reduction algorithm is used to maximise the likelihood over all hazard functions with a given point of minimum (or antimode). Then it is shown that the profile (or partially maximised) likelihood is quasi-concave as a function of the antimode, so that a bisection algorithm can be applied to find the maximum of the profile likelihood, and hence also the global maximum. The new algorithm is illustrated using both artificial and real data, including lifetime data for Canadian males and females.

  6. Application and performance of an ML-EM algorithm in NEXT

    NASA Astrophysics Data System (ADS)

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

    2017-08-01

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

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

    NASA Astrophysics Data System (ADS)

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

    1994-06-01

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

  8. A maximum likelihood map of chromosome 1.

    PubMed Central

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

    1979-01-01

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

  9. Variance Difference between Maximum Likelihood Estimation Method and Expected A Posteriori Estimation Method Viewed from Number of Test Items

    ERIC Educational Resources Information Center

    Mahmud, Jumailiyah; Sutikno, Muzayanah; Naga, Dali S.

    2016-01-01

    The aim of this study is to determine variance difference between maximum likelihood and expected A posteriori estimation methods viewed from number of test items of aptitude test. The variance presents an accuracy generated by both maximum likelihood and Bayes estimation methods. The test consists of three subtests, each with 40 multiple-choice…

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

    NASA Technical Reports Server (NTRS)

    Kalson, S.; Dolinar, S. J.

    1986-01-01

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

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

    Treesearch

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

    1999-01-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2014-08-01

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

  13. Fast automated analysis of strong gravitational lenses with convolutional neural networks.

    PubMed

    Hezaveh, Yashar D; Levasseur, Laurence Perreault; Marshall, Philip J

    2017-08-30

    Quantifying image distortions caused by strong gravitational lensing-the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures-and estimating the corresponding matter distribution of these structures (the 'gravitational lens') has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the 'singular isothermal ellipsoid' density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.

  14. Optimal thresholds for the estimation of area rain-rate moments by the threshold method

    NASA Technical Reports Server (NTRS)

    Short, David A.; Shimizu, Kunio; Kedem, Benjamin

    1993-01-01

    Optimization of the threshold method, achieved by determination of the threshold that maximizes the correlation between an area-average rain-rate moment and the area coverage of rain rates exceeding the threshold, is demonstrated empirically and theoretically. Empirical results for a sequence of GATE radar snapshots show optimal thresholds of 5 and 27 mm/h for the first and second moments, respectively. Theoretical optimization of the threshold method by the maximum-likelihood approach of Kedem and Pavlopoulos (1991) predicts optimal thresholds near 5 and 26 mm/h for lognormally distributed rain rates with GATE-like parameters. The agreement between theory and observations suggests that the optimal threshold can be understood as arising due to sampling variations, from snapshot to snapshot, of a parent rain-rate distribution. Optimal thresholds for gamma and inverse Gaussian distributions are also derived and compared.

  15. Maximum likelihood estimation of finite mixture model for economic data

    NASA Astrophysics Data System (ADS)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-06-01

    Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.

  16. Spatial Statistics of Large Astronomical Databases: An Algorithmic Approach

    NASA Technical Reports Server (NTRS)

    Szapudi, Istvan

    2004-01-01

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

  17. Efficient Bayesian experimental design for contaminant source identification

    NASA Astrophysics Data System (ADS)

    Zhang, J.; Zeng, L.

    2013-12-01

    In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameter identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from indirect concentration measurements in identifying unknown source parameters such as the release time, strength and location. In this approach, the sampling location that gives the maximum relative entropy is selected as the optimal one. Once the sampling location is determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown source parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. Compared with the traditional optimal design, which is based on the Gaussian linear assumption, the method developed in this study can cope with arbitrary nonlinearity. It can be used to assist in groundwater monitor network design and identification of unknown contaminant sources. Contours of the expected information gain. The optimal observing location corresponds to the maximum value. Posterior marginal probability densities of unknown parameters, the thick solid black lines are for the designed location. For comparison, other 7 lines are for randomly chosen locations. The true values are denoted by vertical lines. It is obvious that the unknown parameters are estimated better with the desinged location.

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

    NASA Technical Reports Server (NTRS)

    Hoffbeck, Joseph P.; Landgrebe, David A.

    1994-01-01

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

  19. Modeling the distribution of extreme share return in Malaysia using Generalized Extreme Value (GEV) distribution

    NASA Astrophysics Data System (ADS)

    Hasan, Husna; Radi, Noor Fadhilah Ahmad; Kassim, Suraiya

    2012-05-01

    Extreme share return in Malaysia is studied. The monthly, quarterly, half yearly and yearly maximum returns are fitted to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are performed to test for stationarity, while Mann-Kendall (MK) test is for the presence of monotonic trend. Maximum Likelihood Estimation (MLE) is used to estimate the parameter while L-moments estimate (LMOM) is used to initialize the MLE optimization routine for the stationary model. Likelihood ratio test is performed to determine the best model. Sherman's goodness of fit test is used to assess the quality of convergence of the GEV distribution by these monthly, quarterly, half yearly and yearly maximum. Returns levels are then estimated for prediction and planning purposes. The results show all maximum returns for all selection periods are stationary. The Mann-Kendall test indicates the existence of trend. Thus, we ought to model for non-stationary model too. Model 2, where the location parameter is increasing with time is the best for all selection intervals. Sherman's goodness of fit test shows that monthly, quarterly, half yearly and yearly maximum converge to the GEV distribution. From the results, it seems reasonable to conclude that yearly maximum is better for the convergence to the GEV distribution especially if longer records are available. Return level estimates, which is the return level (in this study return amount) that is expected to be exceeded, an average, once every t time periods starts to appear in the confidence interval of T = 50 for quarterly, half yearly and yearly maximum.

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

    USGS Publications Warehouse

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

    2013-01-01

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

  1. Framework for adaptive multiscale analysis of nonhomogeneous point processes.

    PubMed

    Helgason, Hannes; Bartroff, Jay; Abry, Patrice

    2011-01-01

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

  2. SubspaceEM: A Fast Maximum-a-posteriori Algorithm for Cryo-EM Single Particle Reconstruction

    PubMed Central

    Dvornek, Nicha C.; Sigworth, Fred J.; Tagare, Hemant D.

    2015-01-01

    Single particle reconstruction methods based on the maximum-likelihood principle and the expectation-maximization (E–M) algorithm are popular because of their ability to produce high resolution structures. However, these algorithms are computationally very expensive, requiring a network of computational servers. To overcome this computational bottleneck, we propose a new mathematical framework for accelerating maximum-likelihood reconstructions. The speedup is by orders of magnitude and the proposed algorithm produces similar quality reconstructions compared to the standard maximum-likelihood formulation. Our approach uses subspace approximations of the cryo-electron microscopy (cryo-EM) data and projection images, greatly reducing the number of image transformations and comparisons that are computed. Experiments using simulated and actual cryo-EM data show that speedup in overall execution time compared to traditional maximum-likelihood reconstruction reaches factors of over 300. PMID:25839831

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

    NASA Technical Reports Server (NTRS)

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

    1979-01-01

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

  4. Using MOEA with Redistribution and Consensus Branches to Infer Phylogenies.

    PubMed

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

    2017-12-26

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

  5. Weak value amplification considered harmful

    NASA Astrophysics Data System (ADS)

    Ferrie, Christopher; Combes, Joshua

    2014-03-01

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

  6. 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.

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

    DTIC Science & Technology

    1990-11-01

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

  8. Statistical modeling of ecosystem respiration using eddy covariance data: Maximum likelihood parameter estimation, and Monte Carlo simulation of model and parameter uncertainty, applied to three simple models

    Treesearch

    Andrew D. Richardson; David Y. Hollinger; David Y. Hollinger

    2005-01-01

    Whether the goal is to fill gaps in the flux record, or to extract physiological parameters from eddy covariance data, researchers are frequently interested in fitting simple models of ecosystem physiology to measured data. Presently, there is no consensus on the best models to use, or the ideal optimization criteria. We demonstrate that, given our estimates of the...

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

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

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

  10. An optimal algorithm for reconstructing images from binary measurements

    NASA Astrophysics Data System (ADS)

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

    2010-01-01

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

  11. Stochastic control system parameter identifiability

    NASA Technical Reports Server (NTRS)

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

    1975-01-01

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

  12. Fast automated analysis of strong gravitational lenses with convolutional neural networks

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

    Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.

    Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less

  13. Fast automated analysis of strong gravitational lenses with convolutional neural networks

    DOE PAGES

    Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.

    2017-08-30

    Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less

  14. Fast automated analysis of strong gravitational lenses with convolutional neural networks

    NASA Astrophysics Data System (ADS)

    Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.

    2017-08-01

    Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.

  15. A general methodology for maximum likelihood inference from band-recovery data

    USGS Publications Warehouse

    Conroy, M.J.; Williams, B.K.

    1984-01-01

    A numerical procedure is described for obtaining maximum likelihood estimates and associated maximum likelihood inference from band- recovery data. The method is used to illustrate previously developed one-age-class band-recovery models, and is extended to new models, including the analysis with a covariate for survival rates and variable-time-period recovery models. Extensions to R-age-class band- recovery, mark-recapture models, and twice-yearly marking are discussed. A FORTRAN program provides computations for these models.

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

    ERIC Educational Resources Information Center

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

    2011-01-01

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

  17. Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

    PubMed

    Xie, Yanmei; Zhang, Biao

    2017-04-20

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

  18. Dynamic Histogram Analysis To Determine Free Energies and Rates from Biased Simulations.

    PubMed

    Stelzl, Lukas S; Kells, Adam; Rosta, Edina; Hummer, Gerhard

    2017-12-12

    We present an algorithm to calculate free energies and rates from molecular simulations on biased potential energy surfaces. As input, it uses the accumulated times spent in each state or bin of a histogram and counts of transitions between them. Optimal unbiased equilibrium free energies for each of the states/bins are then obtained by maximizing the likelihood of a master equation (i.e., first-order kinetic rate model). The resulting free energies also determine the optimal rate coefficients for transitions between the states or bins on the biased potentials. Unbiased rates can be estimated, e.g., by imposing a linear free energy condition in the likelihood maximization. The resulting "dynamic histogram analysis method extended to detailed balance" (DHAMed) builds on the DHAM method. It is also closely related to the transition-based reweighting analysis method (TRAM) and the discrete TRAM (dTRAM). However, in the continuous-time formulation of DHAMed, the detailed balance constraints are more easily accounted for, resulting in compact expressions amenable to efficient numerical treatment. DHAMed produces accurate free energies in cases where the common weighted-histogram analysis method (WHAM) for umbrella sampling fails because of slow dynamics within the windows. Even in the limit of completely uncorrelated data, where WHAM is optimal in the maximum-likelihood sense, DHAMed results are nearly indistinguishable. We illustrate DHAMed with applications to ion channel conduction, RNA duplex formation, α-helix folding, and rate calculations from accelerated molecular dynamics. DHAMed can also be used to construct Markov state models from biased or replica-exchange molecular dynamics simulations. By using binless WHAM formulated as a numerical minimization problem, the bias factors for the individual states can be determined efficiently in a preprocessing step and, if needed, optimized globally afterward.

  19. Constrained Maximum Likelihood Estimation of Relative Abundances of Protein Conformation in a Heterogeneous Mixture from Small Angle X-Ray Scattering Intensity Measurements

    PubMed Central

    Onuk, A. Emre; Akcakaya, Murat; Bardhan, Jaydeep P.; Erdogmus, Deniz; Brooks, Dana H.; Makowski, Lee

    2015-01-01

    In this paper, we describe a model for maximum likelihood estimation (MLE) of the relative abundances of different conformations of a protein in a heterogeneous mixture from small angle X-ray scattering (SAXS) intensities. To consider cases where the solution includes intermediate or unknown conformations, we develop a subset selection method based on k-means clustering and the Cramér-Rao bound on the mixture coefficient estimation error to find a sparse basis set that represents the space spanned by the measured SAXS intensities of the known conformations of a protein. Then, using the selected basis set and the assumptions on the model for the intensity measurements, we show that the MLE model can be expressed as a constrained convex optimization problem. Employing the adenylate kinase (ADK) protein and its known conformations as an example, and using Monte Carlo simulations, we demonstrate the performance of the proposed estimation scheme. Here, although we use 45 crystallographically determined experimental structures and we could generate many more using, for instance, molecular dynamics calculations, the clustering technique indicates that the data cannot support the determination of relative abundances for more than 5 conformations. The estimation of this maximum number of conformations is intrinsic to the methodology we have used here. PMID:26924916

  20. Modeling of 2D diffusion processes based on microscopy data: parameter estimation and practical identifiability analysis.

    PubMed

    Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J

    2013-01-01

    Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.

  1. Fitting and Modeling in the ASC Data Analysis Environment

    NASA Astrophysics Data System (ADS)

    Doe, S.; Siemiginowska, A.; Joye, W.; McDowell, J.

    As part of the AXAF Science Center (ASC) Data Analysis Environment, we will provide to the astronomical community a Fitting Application. We present a design of the application in this paper. Our design goal is to give the user the flexibility to use a variety of optimization techniques (Levenberg-Marquardt, maximum entropy, Monte Carlo, Powell, downhill simplex, CERN-Minuit, and simulated annealing) and fit statistics (chi (2) , Cash, variance, and maximum likelihood); our modular design allows the user easily to add their own optimization techniques and/or fit statistics. We also present a comparison of the optimization techniques to be provided by the Application. The high spatial and spectral resolutions that will be obtained with AXAF instruments require a sophisticated data modeling capability. We will provide not only a suite of astronomical spatial and spectral source models, but also the capability of combining these models into source models of up to four data dimensions (i.e., into source functions f(E,x,y,t)). We will also provide tools to create instrument response models appropriate for each observation.

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

    PubMed

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

    2018-01-01

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

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

    ERIC Educational Resources Information Center

    Jones, Douglas H.

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

  4. Bias Correction for the Maximum Likelihood Estimate of Ability. Research Report. ETS RR-05-15

    ERIC Educational Resources Information Center

    Zhang, Jinming

    2005-01-01

    Lord's bias function and the weighted likelihood estimation method are effective in reducing the bias of the maximum likelihood estimate of an examinee's ability under the assumption that the true item parameters are known. This paper presents simulation studies to determine the effectiveness of these two methods in reducing the bias when the item…

  5. Selection of the Maximum Spatial Cluster Size of the Spatial Scan Statistic by Using the Maximum Clustering Set-Proportion Statistic.

    PubMed

    Ma, Yue; Yin, Fei; Zhang, Tao; Zhou, Xiaohua Andrew; Li, Xiaosong

    2016-01-01

    Spatial scan statistics are widely used in various fields. The performance of these statistics is influenced by parameters, such as maximum spatial cluster size, and can be improved by parameter selection using performance measures. Current performance measures are based on the presence of clusters and are thus inapplicable to data sets without known clusters. In this work, we propose a novel overall performance measure called maximum clustering set-proportion (MCS-P), which is based on the likelihood of the union of detected clusters and the applied dataset. MCS-P was compared with existing performance measures in a simulation study to select the maximum spatial cluster size. Results of other performance measures, such as sensitivity and misclassification, suggest that the spatial scan statistic achieves accurate results in most scenarios with the maximum spatial cluster sizes selected using MCS-P. Given that previously known clusters are not required in the proposed strategy, selection of the optimal maximum cluster size with MCS-P can improve the performance of the scan statistic in applications without identified clusters.

  6. Selection of the Maximum Spatial Cluster Size of the Spatial Scan Statistic by Using the Maximum Clustering Set-Proportion Statistic

    PubMed Central

    Ma, Yue; Yin, Fei; Zhang, Tao; Zhou, Xiaohua Andrew; Li, Xiaosong

    2016-01-01

    Spatial scan statistics are widely used in various fields. The performance of these statistics is influenced by parameters, such as maximum spatial cluster size, and can be improved by parameter selection using performance measures. Current performance measures are based on the presence of clusters and are thus inapplicable to data sets without known clusters. In this work, we propose a novel overall performance measure called maximum clustering set–proportion (MCS-P), which is based on the likelihood of the union of detected clusters and the applied dataset. MCS-P was compared with existing performance measures in a simulation study to select the maximum spatial cluster size. Results of other performance measures, such as sensitivity and misclassification, suggest that the spatial scan statistic achieves accurate results in most scenarios with the maximum spatial cluster sizes selected using MCS-P. Given that previously known clusters are not required in the proposed strategy, selection of the optimal maximum cluster size with MCS-P can improve the performance of the scan statistic in applications without identified clusters. PMID:26820646

  7. Estimating parameter of Rayleigh distribution by using Maximum Likelihood method and Bayes method

    NASA Astrophysics Data System (ADS)

    Ardianti, Fitri; Sutarman

    2018-01-01

    In this paper, we use Maximum Likelihood estimation and Bayes method under some risk function to estimate parameter of Rayleigh distribution to know the best method. The prior knowledge which used in Bayes method is Jeffrey’s non-informative prior. Maximum likelihood estimation and Bayes method under precautionary loss function, entropy loss function, loss function-L 1 will be compared. We compare these methods by bias and MSE value using R program. After that, the result will be displayed in tables to facilitate the comparisons.

  8. Efficient Bayesian experimental design for contaminant source identification

    NASA Astrophysics Data System (ADS)

    Zhang, Jiangjiang; Zeng, Lingzao; Chen, Cheng; Chen, Dingjiang; Wu, Laosheng

    2015-01-01

    In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameters identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from concentration measurements in identifying unknown parameters. In this approach, the sampling locations that give the maximum expected relative entropy are selected as the optimal design. After the sampling locations are determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport equation. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. It is shown that the methods can be used to assist in both single sampling location and monitoring network design for contaminant source identifications in groundwater.

  9. Closed-loop carrier phase synchronization techniques motivated by likelihood functions

    NASA Technical Reports Server (NTRS)

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

    1994-01-01

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

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

    PubMed Central

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

    2017-01-01

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

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

    PubMed

    Wu, Xiaowei; Zhu, Hongxiao

    2015-02-07

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

  12. Low-complexity approximations to maximum likelihood MPSK modulation classification

    NASA Technical Reports Server (NTRS)

    Hamkins, Jon

    2004-01-01

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

  13. Optimized Kernel Entropy Components.

    PubMed

    Izquierdo-Verdiguier, Emma; Laparra, Valero; Jenssen, Robert; Gomez-Chova, Luis; Camps-Valls, Gustau

    2017-06-01

    This brief addresses two main issues of the standard kernel entropy component analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of variance, as in the kernel principal components analysis. In this brief, we propose an extension of the KECA method, named optimized KECA (OKECA), that directly extracts the optimal features retaining most of the data entropy by means of compacting the information in very few features (often in just one or two). The proposed method produces features which have higher expressive power. In particular, it is based on the independent component analysis framework, and introduces an extra rotation to the eigen decomposition, which is optimized via gradient-ascent search. This maximum entropy preservation suggests that OKECA features are more efficient than KECA features for density estimation. In addition, a critical issue in both the methods is the selection of the kernel parameter, since it critically affects the resulting performance. Here, we analyze the most common kernel length-scale selection criteria. The results of both the methods are illustrated in different synthetic and real problems. Results show that OKECA returns projections with more expressive power than KECA, the most successful rule for estimating the kernel parameter is based on maximum likelihood, and OKECA is more robust to the selection of the length-scale parameter in kernel density estimation.

  14. An application of the Krylov-FSP-SSA method to parameter fitting with maximum likelihood

    NASA Astrophysics Data System (ADS)

    Dinh, Khanh N.; Sidje, Roger B.

    2017-12-01

    Monte Carlo methods such as the stochastic simulation algorithm (SSA) have traditionally been employed in gene regulation problems. However, there has been increasing interest to directly obtain the probability distribution of the molecules involved by solving the chemical master equation (CME). This requires addressing the curse of dimensionality that is inherent in most gene regulation problems. The finite state projection (FSP) seeks to address the challenge and there have been variants that further reduce the size of the projection or that accelerate the resulting matrix exponential. The Krylov-FSP-SSA variant has proved numerically efficient by combining, on one hand, the SSA to adaptively drive the FSP, and on the other hand, adaptive Krylov techniques to evaluate the matrix exponential. Here we apply this Krylov-FSP-SSA to a mutual inhibitory gene network synthetically engineered in Saccharomyces cerevisiae, in which bimodality arises. We show numerically that the approach can efficiently approximate the transient probability distribution, and this has important implications for parameter fitting, where the CME has to be solved for many different parameter sets. The fitting scheme amounts to an optimization problem of finding the parameter set so that the transient probability distributions fit the observations with maximum likelihood. We compare five optimization schemes for this difficult problem, thereby providing further insights into this approach of parameter estimation that is often applied to models in systems biology where there is a need to calibrate free parameters. Work supported by NSF grant DMS-1320849.

  15. Maximum likelihood decoding analysis of accumulate-repeat-accumulate codes

    NASA Technical Reports Server (NTRS)

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

    2004-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Thadani, S. G.

    1977-01-01

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

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

    PubMed

    Bing, Li; Bai, Baoming

    2014-01-01

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

  18. Maximum likelihood clustering with dependent feature trees

    NASA Technical Reports Server (NTRS)

    Chittineni, C. B. (Principal Investigator)

    1981-01-01

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

  19. Inference of the sparse kinetic Ising model using the decimation method

    NASA Astrophysics Data System (ADS)

    Decelle, Aurélien; Zhang, Pan

    2015-05-01

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

  20. An Iterative Maximum a Posteriori Estimation of Proficiency Level to Detect Multiple Local Likelihood Maxima

    ERIC Educational Resources Information Center

    Magis, David; Raiche, Gilles

    2010-01-01

    In this article the authors focus on the issue of the nonuniqueness of the maximum likelihood (ML) estimator of proficiency level in item response theory (with special attention to logistic models). The usual maximum a posteriori (MAP) method offers a good alternative within that framework; however, this article highlights some drawbacks of its…

  1. SPOTting model parameters using a ready-made Python package

    NASA Astrophysics Data System (ADS)

    Houska, Tobias; Kraft, Philipp; Breuer, Lutz

    2015-04-01

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

  2. Cosmic shear measurement with maximum likelihood and maximum a posteriori inference

    NASA Astrophysics Data System (ADS)

    Hall, Alex; Taylor, Andy

    2017-06-01

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

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

    ERIC Educational Resources Information Center

    Ramsay, J. O.

    1980-01-01

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

  4. ATAC Autocuer Modeling Analysis.

    DTIC Science & Technology

    1981-01-01

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

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

    PubMed

    Campos-Filho, N; Franco, E L

    1989-02-01

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

  6. The Maximum Likelihood Solution for Inclination-only Data

    NASA Astrophysics Data System (ADS)

    Arason, P.; Levi, S.

    2006-12-01

    The arithmetic means of inclination-only data are known to introduce a shallowing bias. Several methods have been proposed to estimate unbiased means of the inclination along with measures of the precision. Most of the inclination-only methods were designed to maximize the likelihood function of the marginal Fisher distribution. However, the exact analytical form of the maximum likelihood function is fairly complicated, and all these methods require various assumptions and approximations that are inappropriate for many data sets. For some steep and dispersed data sets, the estimates provided by these methods are significantly displaced from the peak of the likelihood function to systematically shallower inclinations. The problem in locating the maximum of the likelihood function is partly due to difficulties in accurately evaluating the function for all values of interest. This is because some elements of the log-likelihood function increase exponentially as precision parameters increase, leading to numerical instabilities. In this study we succeeded in analytically cancelling exponential elements from the likelihood function, and we are now able to calculate its value for any location in the parameter space and for any inclination-only data set, with full accuracy. Furtermore, we can now calculate the partial derivatives of the likelihood function with desired accuracy. Locating the maximum likelihood without the assumptions required by previous methods is now straight forward. The information to separate the mean inclination from the precision parameter will be lost for very steep and dispersed data sets. It is worth noting that the likelihood function always has a maximum value. However, for some dispersed and steep data sets with few samples, the likelihood function takes its highest value on the boundary of the parameter space, i.e. at inclinations of +/- 90 degrees, but with relatively well defined dispersion. Our simulations indicate that this occurs quite frequently for certain data sets, and relatively small perturbations in the data will drive the maxima to the boundary. We interpret this to indicate that, for such data sets, the information needed to separate the mean inclination and the precision parameter is permanently lost. To assess the reliability and accuracy of our method we generated large number of random Fisher-distributed data sets and used seven methods to estimate the mean inclination and precision paramenter. These comparisons are described by Levi and Arason at the 2006 AGU Fall meeting. The results of the various methods is very favourable to our new robust maximum likelihood method, which, on average, is the most reliable, and the mean inclination estimates are the least biased toward shallow values. Further information on our inclination-only analysis can be obtained from: http://www.vedur.is/~arason/paleomag

  7. Modularity-like objective function in annotated networks

    NASA Astrophysics Data System (ADS)

    Xie, Jia-Rong; Wang, Bing-Hong

    2017-12-01

    We ascertain the modularity-like objective function whose optimization is equivalent to the maximum likelihood in annotated networks. We demonstrate that the modularity-like objective function is a linear combination of modularity and conditional entropy. In contrast with statistical inference methods, in our method, the influence of the metadata is adjustable; when its influence is strong enough, the metadata can be recovered. Conversely, when it is weak, the detection may correspond to another partition. Between the two, there is a transition. This paper provides a concept for expanding the scope of modularity methods.

  8. Bias correction for estimated QTL effects using the penalized maximum likelihood method.

    PubMed

    Zhang, J; Yue, C; Zhang, Y-M

    2012-04-01

    A penalized maximum likelihood method has been proposed as an important approach to the detection of epistatic quantitative trait loci (QTL). However, this approach is not optimal in two special situations: (1) closely linked QTL with effects in opposite directions and (2) small-effect QTL, because the method produces downwardly biased estimates of QTL effects. The present study aims to correct the bias by using correction coefficients and shifting from the use of a uniform prior on the variance parameter of a QTL effect to that of a scaled inverse chi-square prior. The results of Monte Carlo simulation experiments show that the improved method increases the power from 25 to 88% in the detection of two closely linked QTL of equal size in opposite directions and from 60 to 80% in the identification of QTL with small effects (0.5% of the total phenotypic variance). We used the improved method to detect QTL responsible for the barley kernel weight trait using 145 doubled haploid lines developed in the North American Barley Genome Mapping Project. Application of the proposed method to other shrinkage estimation of QTL effects is discussed.

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

    NASA Technical Reports Server (NTRS)

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

    2002-01-01

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

  10. Algorithms of maximum likelihood data clustering with applications

    NASA Astrophysics Data System (ADS)

    Giada, Lorenzo; Marsili, Matteo

    2002-12-01

    We address the problem of data clustering by introducing an unsupervised, parameter-free approach based on maximum likelihood principle. Starting from the observation that data sets belonging to the same cluster share a common information, we construct an expression for the likelihood of any possible cluster structure. The likelihood in turn depends only on the Pearson's coefficient of the data. We discuss clustering algorithms that provide a fast and reliable approximation to maximum likelihood configurations. Compared to standard clustering methods, our approach has the advantages that (i) it is parameter free, (ii) the number of clusters need not be fixed in advance and (iii) the interpretation of the results is transparent. In order to test our approach and compare it with standard clustering algorithms, we analyze two very different data sets: time series of financial market returns and gene expression data. We find that different maximization algorithms produce similar cluster structures whereas the outcome of standard algorithms has a much wider variability.

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

    NASA Technical Reports Server (NTRS)

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

    1981-01-01

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

  12. PAMLX: a graphical user interface for PAML.

    PubMed

    Xu, Bo; Yang, Ziheng

    2013-12-01

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

  13. Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

    ERIC Educational Resources Information Center

    Lee, Sik-Yum; Zhu, Hong-Tu

    2002-01-01

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

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

    ERIC Educational Resources Information Center

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

    2003-01-01

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

  15. Maximum likelihood phase-retrieval algorithm: applications.

    PubMed

    Nahrstedt, D A; Southwell, W H

    1984-12-01

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

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

    NASA Astrophysics Data System (ADS)

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

    2012-01-01

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

  17. Coalescent-based species tree inference from gene tree topologies under incomplete lineage sorting by maximum likelihood.

    PubMed

    Wu, Yufeng

    2012-03-01

    Incomplete lineage sorting can cause incongruence between the phylogenetic history of genes (the gene tree) and that of the species (the species tree), which can complicate the inference of phylogenies. In this article, I present a new coalescent-based algorithm for species tree inference with maximum likelihood. I first describe an improved method for computing the probability of a gene tree topology given a species tree, which is much faster than an existing algorithm by Degnan and Salter (2005). Based on this method, I develop a practical algorithm that takes a set of gene tree topologies and infers species trees with maximum likelihood. This algorithm searches for the best species tree by starting from initial species trees and performing heuristic search to obtain better trees with higher likelihood. This algorithm, called STELLS (which stands for Species Tree InfErence with Likelihood for Lineage Sorting), has been implemented in a program that is downloadable from the author's web page. The simulation results show that the STELLS algorithm is more accurate than an existing maximum likelihood method for many datasets, especially when there is noise in gene trees. I also show that the STELLS algorithm is efficient and can be applied to real biological datasets. © 2011 The Author. Evolution© 2011 The Society for the Study of Evolution.

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

    PubMed

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

    2018-04-19

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

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

    ERIC Educational Resources Information Center

    Yuan, Ke-Hai; Hayashi, Kentaro

    2005-01-01

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

  20. 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…

  1. 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…

  2. Consistency of Rasch Model Parameter Estimation: A Simulation Study.

    ERIC Educational Resources Information Center

    van den Wollenberg, Arnold L.; And Others

    1988-01-01

    The unconditional--simultaneous--maximum likelihood (UML) estimation procedure for the one-parameter logistic model produces biased estimators. The UML method is inconsistent and is not a good alternative to conditional maximum likelihood method, at least with small numbers of items. The minimum Chi-square estimation procedure produces unbiased…

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

    EPA Science Inventory

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

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

    ERIC Educational Resources Information Center

    Casabianca, Jodi M.; Lewis, Charles

    2015-01-01

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

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

    ERIC Educational Resources Information Center

    Mayberry, Paul W.

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

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

    ERIC Educational Resources Information Center

    Baldwin, Beatrice

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

  7. 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…

  8. Stasis and convergence characterize morphological evolution in eupolypod II ferns.

    PubMed

    Sundue, Michael A; Rothfels, Carl J

    2014-01-01

    Patterns of morphological evolution at levels above family rank remain underexplored in the ferns. The present study seeks to address this gap through analysis of 79 morphological characters for 81 taxa, including representatives of all ten families of eupolypod II ferns. Recent molecular phylogenetic studies demonstrate that the evolution of the large eupolypod II clade (which includes nearly one-third of extant fern species) features unexpected patterns. The traditional 'athyrioid' ferns are scattered across the phylogeny despite their apparent morphological cohesiveness, and mixed among these seemingly conservative taxa are morphologically dissimilar groups that lack any obvious features uniting them with their relatives. Maximum-likelihood and maximum-parsimony character optimizations are used to determine characters that unite the seemingly disparate groups, and to test whether the polyphyly of the traditional athyrioid ferns is due to evolutionary stasis (symplesiomorphy) or convergent evolution. The major events in eupolypod II character evolution are reviewed, and character and character state concepts are reappraised, as a basis for further inquiries into fern morphology. Characters were scored from the literature, live plants and herbarium specimens, and optimized using maximum-parsimony and maximum-likelihood, onto a highly supported topology derived from maximum-likelihood and Bayesian analysis of molecular data. Phylogenetic signal of characters were tested for using randomization methods and fitdiscrete. The majority of character state changes within the eupolypod II phylogeny occur at the family level or above. Relative branch lengths for the morphological data resemble those from molecular data and fit an ancient rapid radiation model (long branches subtended by very short backbone internodes), with few characters uniting the morphologically disparate clades. The traditional athyrioid ferns were circumscribed based upon a combination of symplesiomorphic and homoplastic characters. Petiole vasculature consisting of two bundles is ancestral for eupolypods II and a synapomorphy for eupolypods II under deltran optimization. Sori restricted to one side of the vein defines the recently recognized clade comprising Rhachidosoraceae through Aspleniaceae, and sori present on both sides of the vein is a synapomorphy for the Athyriaceae sensu stricto. The results indicate that a chromosome base number of x =41 is synapomorphic for all eupolypods, a clade that includes over two-thirds of extant fern species. The integrated approach synthesizes morphological studies with current phylogenetic hypotheses and provides explicit statements of character evolution in the eupolypod II fern families. Strong character support is found for previously recognized clades, whereas few characters support previously unrecognized clades. Sorus position appears to be less complicated than previously hypothesized, and linear sori restricted to one side of the vein support the clade comprising Aspleniaceae, Diplaziopsidaceae, Hemidictyaceae and Rachidosoraceae - a lineage only recently identified. Despite x =41 being a frequent number among extant species, to our knowledge it has not previously been demonstrated as the ancestral state. This is the first synapomorphy proposed for the eupolypod clade, a lineage comprising 67 % of extant fern species. This study provides some of the first hypotheses of character evolution at the family level and above in light of recent phylogenetic results, and promotes further study in an area that remains open for original observation.

  9. Stasis and convergence characterize morphological evolution in eupolypod II ferns

    PubMed Central

    Sundue, Michael A.; Rothfels, Carl J.

    2014-01-01

    Background and Aims Patterns of morphological evolution at levels above family rank remain underexplored in the ferns. The present study seeks to address this gap through analysis of 79 morphological characters for 81 taxa, including representatives of all ten families of eupolypod II ferns. Recent molecular phylogenetic studies demonstrate that the evolution of the large eupolypod II clade (which includes nearly one-third of extant fern species) features unexpected patterns. The traditional ‘athyrioid’ ferns are scattered across the phylogeny despite their apparent morphological cohesiveness, and mixed among these seemingly conservative taxa are morphologically dissimilar groups that lack any obvious features uniting them with their relatives. Maximum-likelihood and maximum-parsimony character optimizations are used to determine characters that unite the seemingly disparate groups, and to test whether the polyphyly of the traditional athyrioid ferns is due to evolutionary stasis (symplesiomorphy) or convergent evolution. The major events in eupolypod II character evolution are reviewed, and character and character state concepts are reappraised, as a basis for further inquiries into fern morphology. Methods Characters were scored from the literature, live plants and herbarium specimens, and optimized using maximum-parsimony and maximum-likelihood, onto a highly supported topology derived from maximum-likelihood and Bayesian analysis of molecular data. Phylogenetic signal of characters were tested for using randomization methods and fitdiscrete. Key Results The majority of character state changes within the eupolypod II phylogeny occur at the family level or above. Relative branch lengths for the morphological data resemble those from molecular data and fit an ancient rapid radiation model (long branches subtended by very short backbone internodes), with few characters uniting the morphologically disparate clades. The traditional athyrioid ferns were circumscribed based upon a combination of symplesiomorphic and homoplastic characters. Petiole vasculature consisting of two bundles is ancestral for eupolypods II and a synapomorphy for eupolypods II under deltran optimization. Sori restricted to one side of the vein defines the recently recognized clade comprising Rhachidosoraceae through Aspleniaceae, and sori present on both sides of the vein is a synapomorphy for the Athyriaceae sensu stricto. The results indicate that a chromosome base number of x =41 is synapomorphic for all eupolypods, a clade that includes over two-thirds of extant fern species. Conclusions The integrated approach synthesizes morphological studies with current phylogenetic hypotheses and provides explicit statements of character evolution in the eupolypod II fern families. Strong character support is found for previously recognized clades, whereas few characters support previously unrecognized clades. Sorus position appears to be less complicated than previously hypothesized, and linear sori restricted to one side of the vein support the clade comprising Aspleniaceae, Diplaziopsidaceae, Hemidictyaceae and Rachidosoraceae – a lineage only recently identified. Despite x =41 being a frequent number among extant species, to our knowledge it has not previously been demonstrated as the ancestral state. This is the first synapomorphy proposed for the eupolypod clade, a lineage comprising 67 % of extant fern species. This study provides some of the first hypotheses of character evolution at the family level and above in light of recent phylogenetic results, and promotes further study in an area that remains open for original observation. PMID:24197753

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

    NASA Technical Reports Server (NTRS)

    1979-01-01

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

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

    McMillan, Kyle; Marleau, Peter; Brubaker, Erik

    In coded aperture imaging, one of the most important factors determining the quality of reconstructed images is the choice of mask/aperture pattern. In many applications, uniformly redundant arrays (URAs) are widely accepted as the optimal mask pattern. Under ideal conditions, thin and highly opaque masks, URA patterns are mathematically constructed to provide artifact-free reconstruction however, the number of URAs for a chosen number of mask elements is limited and when highly penetrating particles such as fast neutrons and high-energy gamma-rays are being imaged, the optimum is seldom achieved. In this case more robust mask patterns that provide better reconstructed imagemore » quality may exist. Through the use of heuristic optimization methods and maximum likelihood expectation maximization (MLEM) image reconstruction, we show that for both point and extended neutron sources a random mask pattern can be optimized to provide better image quality than that of a URA.« less

  12. Less-Complex Method of Classifying MPSK

    NASA Technical Reports Server (NTRS)

    Hamkins, Jon

    2006-01-01

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

  13. An evaluation of percentile and maximum likelihood estimators of weibull paremeters

    Treesearch

    Stanley J. Zarnoch; Tommy R. Dell

    1985-01-01

    Two methods of estimating the three-parameter Weibull distribution were evaluated by computer simulation and field data comparison. Maximum likelihood estimators (MLB) with bias correction were calculated with the computer routine FITTER (Bailey 1974); percentile estimators (PCT) were those proposed by Zanakis (1979). The MLB estimators had superior smaller bias and...

  14. Quasi-Maximum Likelihood Estimation of Structural Equation Models with Multiple Interaction and Quadratic Effects

    ERIC Educational Resources Information Center

    Klein, Andreas G.; Muthen, Bengt O.

    2007-01-01

    In this article, a nonlinear structural equation model is introduced and a quasi-maximum likelihood method for simultaneous estimation and testing of multiple nonlinear effects is developed. The focus of the new methodology lies on efficiency, robustness, and computational practicability. Monte-Carlo studies indicate that the method is highly…

  15. Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables

    ERIC Educational Resources Information Center

    Song, Xin-Yuan; Lee, Sik-Yum

    2005-01-01

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

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

    DTIC Science & Technology

    1990-12-31

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

  17. Expected versus Observed Information in SEM with Incomplete Normal and Nonnormal Data

    ERIC Educational Resources Information Center

    Savalei, Victoria

    2010-01-01

    Maximum likelihood is the most common estimation method in structural equation modeling. Standard errors for maximum likelihood estimates are obtained from the associated information matrix, which can be estimated from the sample using either expected or observed information. It is known that, with complete data, estimates based on observed or…

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

    ERIC Educational Resources Information Center

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

    2006-01-01

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

  19. 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,…

  20. Five Methods for Estimating Angoff Cut Scores with IRT

    ERIC Educational Resources Information Center

    Wyse, Adam E.

    2017-01-01

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

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

    ERIC Educational Resources Information Center

    Cai, Li

    2010-01-01

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

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

    Treesearch

    John Hogland; Nedret Billor; Nathaniel Anderson

    2013-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1972-01-01

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

  4. Collinear Latent Variables in Multilevel Confirmatory Factor Analysis: A Comparison of Maximum Likelihood and Bayesian Estimations.

    PubMed

    Can, Seda; van de Schoot, Rens; Hox, Joop

    2015-06-01

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

  5. 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.

  6. Efficient Convex Optimization for Energy-Based Acoustic Sensor Self-Localization and Source Localization in Sensor Networks.

    PubMed

    Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan

    2018-05-21

    The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods.

  7. Estimating linear-nonlinear models using Rényi divergences

    PubMed Central

    Kouh, Minjoon; Sharpee, Tatyana O.

    2009-01-01

    This paper compares a family of methods for characterizing neural feature selectivity using natural stimuli in the framework of the linear-nonlinear model. In this model, the spike probability depends in a nonlinear way on a small number of stimulus dimensions. The relevant stimulus dimensions can be found by optimizing a Rényi divergence that quantifies a change in the stimulus distribution associated with the arrival of single spikes. Generally, good reconstructions can be obtained based on optimization of Rényi divergence of any order, even in the limit of small numbers of spikes. However, the smallest error is obtained when the Rényi divergence of order 1 is optimized. This type of optimization is equivalent to information maximization, and is shown to saturate the Cramér-Rao bound describing the smallest error allowed for any unbiased method. We also discuss conditions under which information maximization provides a convenient way to perform maximum likelihood estimation of linear-nonlinear models from neural data. PMID:19568981

  8. Estimating linear-nonlinear models using Renyi divergences.

    PubMed

    Kouh, Minjoon; Sharpee, Tatyana O

    2009-01-01

    This article compares a family of methods for characterizing neural feature selectivity using natural stimuli in the framework of the linear-nonlinear model. In this model, the spike probability depends in a nonlinear way on a small number of stimulus dimensions. The relevant stimulus dimensions can be found by optimizing a Rényi divergence that quantifies a change in the stimulus distribution associated with the arrival of single spikes. Generally, good reconstructions can be obtained based on optimization of Rényi divergence of any order, even in the limit of small numbers of spikes. However, the smallest error is obtained when the Rényi divergence of order 1 is optimized. This type of optimization is equivalent to information maximization, and is shown to saturate the Cramer-Rao bound describing the smallest error allowed for any unbiased method. We also discuss conditions under which information maximization provides a convenient way to perform maximum likelihood estimation of linear-nonlinear models from neural data.

  9. Efficient Convex Optimization for Energy-Based Acoustic Sensor Self-Localization and Source Localization in Sensor Networks

    PubMed Central

    Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan

    2018-01-01

    The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods. PMID:29883410

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

    NASA Technical Reports Server (NTRS)

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

    2008-01-01

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

  11. Optimal estimates of the diffusion coefficient of a single Brownian trajectory.

    PubMed

    Boyer, Denis; Dean, David S; Mejía-Monasterio, Carlos; Oshanin, Gleb

    2012-03-01

    Modern developments in microscopy and image processing are revolutionizing areas of physics, chemistry, and biology as nanoscale objects can be tracked with unprecedented accuracy. The goal of single-particle tracking is to determine the interaction between the particle and its environment. The price paid for having a direct visualization of a single particle is a consequent lack of statistics. Here we address the optimal way to extract diffusion constants from single trajectories for pure Brownian motion. It is shown that the maximum likelihood estimator is much more efficient than the commonly used least-squares estimate. Furthermore, we investigate the effect of disorder on the distribution of estimated diffusion constants and show that it increases the probability of observing estimates much smaller than the true (average) value.

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

    PubMed

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

    2013-10-01

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

  13. Approximated maximum likelihood estimation in multifractal random walks

    NASA Astrophysics Data System (ADS)

    Løvsletten, O.; Rypdal, M.

    2012-04-01

    We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry , Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.64.026103 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the dependency structure for the latent volatility. The procedure is implemented as a package in the r computer language. Its performance is tested on synthetic data and compared to an inference approach based on the generalized method of moments. The method is applied to estimate parameters for various financial stock indices.

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

    ERIC Educational Resources Information Center

    Lee, Sik-Yum; Song, Xin-Yuan

    2005-01-01

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

  15. 12-mode OFDM transmission using reduced-complexity maximum likelihood detection.

    PubMed

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

    2015-02-01

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

  16. Impact of Violation of the Missing-at-Random Assumption on Full-Information Maximum Likelihood Method in Multidimensional Adaptive Testing

    ERIC Educational Resources Information Center

    Han, Kyung T.; Guo, Fanmin

    2014-01-01

    The full-information maximum likelihood (FIML) method makes it possible to estimate and analyze structural equation models (SEM) even when data are partially missing, enabling incomplete data to contribute to model estimation. The cornerstone of FIML is the missing-at-random (MAR) assumption. In (unidimensional) computerized adaptive testing…

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

    ERIC Educational Resources Information Center

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

    2011-01-01

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

  18. 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…

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

    ERIC Educational Resources Information Center

    Kelderman, Henk

    1992-01-01

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

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

    ERIC Educational Resources Information Center

    Penfield, Randall D.; Bergeron, Jennifer M.

    2005-01-01

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

  1. Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

    ERIC Educational Resources Information Center

    Kieftenbeld, Vincent; Natesan, Prathiba

    2012-01-01

    Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

  2. 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…

  3. Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

    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.

  4. Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

    NASA Astrophysics Data System (ADS)

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

    2017-10-01

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

  5. An ERTS-1 investigation for Lake Ontario and its basin

    NASA Technical Reports Server (NTRS)

    Polcyn, F. C.; Falconer, A. (Principal Investigator); Wagner, T. W.; Rebel, D. L.

    1975-01-01

    The author has identified the following significant results. Methods of manual, semi-automatic, and automatic (computer) data processing were evaluated, as were the requirements for spatial physiographic and limnological information. The coupling of specially processed ERTS data with simulation models of the watershed precipitation/runoff process provides potential for water resources management. Optimal and full use of the data requires a mix of data processing and analysis techniques, including single band editing, two band ratios, and multiband combinations. A combination of maximum likelihood ratio and near-IR/red band ratio processing was found to be particularly useful.

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

    PubMed

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

    2014-10-01

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

  7. Design of neural networks for classification of remotely sensed imagery

    NASA Technical Reports Server (NTRS)

    Chettri, Samir R.; Cromp, Robert F.; Birmingham, Mark

    1992-01-01

    Classification accuracies of a backpropagation neural network are discussed and compared with a maximum likelihood classifier (MLC) with multivariate normal class models. We have found that, because of its nonparametric nature, the neural network outperforms the MLC in this area. In addition, we discuss techniques for constructing optimal neural nets on parallel hardware like the MasPar MP-1 currently at GSFC. Other important discussions are centered around training and classification times of the two methods, and sensitivity to the training data. Finally, we discuss future work in the area of classification and neural nets.

  8. Local neighborhood transition probability estimation and its use in contextual classification

    NASA Technical Reports Server (NTRS)

    Chittineni, C. B.

    1979-01-01

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

  9. Design and analysis of three-arm trials with negative binomially distributed endpoints.

    PubMed

    Mütze, Tobias; Munk, Axel; Friede, Tim

    2016-02-20

    A three-arm clinical trial design with an experimental treatment, an active control, and a placebo control, commonly referred to as the gold standard design, enables testing of non-inferiority or superiority of the experimental treatment compared with the active control. In this paper, we propose methods for designing and analyzing three-arm trials with negative binomially distributed endpoints. In particular, we develop a Wald-type test with a restricted maximum-likelihood variance estimator for testing non-inferiority or superiority. For this test, sample size and power formulas as well as optimal sample size allocations will be derived. The performance of the proposed test will be assessed in an extensive simulation study with regard to type I error rate, power, sample size, and sample size allocation. For the purpose of comparison, Wald-type statistics with a sample variance estimator and an unrestricted maximum-likelihood estimator are included in the simulation study. We found that the proposed Wald-type test with a restricted variance estimator performed well across the considered scenarios and is therefore recommended for application in clinical trials. The methods proposed are motivated and illustrated by a recent clinical trial in multiple sclerosis. The R package ThreeArmedTrials, which implements the methods discussed in this paper, is available on CRAN. Copyright © 2015 John Wiley & Sons, Ltd.

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

    NASA Astrophysics Data System (ADS)

    Tsou, Haiping; Yan, Tsun-Yee

    1999-04-01

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

  11. Measuring galaxy cluster masses with CMB lensing using a Maximum Likelihood estimator: statistical and systematic error budgets for future experiments

    NASA Astrophysics Data System (ADS)

    Raghunathan, Srinivasan; Patil, Sanjaykumar; Baxter, Eric J.; Bianchini, Federico; Bleem, Lindsey E.; Crawford, Thomas M.; Holder, Gilbert P.; Manzotti, Alessandro; Reichardt, Christian L.

    2017-08-01

    We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, we examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment's beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.

  12. Maximum mutual information estimation of a simplified hidden MRF for offline handwritten Chinese character recognition

    NASA Astrophysics Data System (ADS)

    Xiong, Yan; Reichenbach, Stephen E.

    1999-01-01

    Understanding of hand-written Chinese characters is at such a primitive stage that models include some assumptions about hand-written Chinese characters that are simply false. So Maximum Likelihood Estimation (MLE) may not be an optimal method for hand-written Chinese characters recognition. This concern motivates the research effort to consider alternative criteria. Maximum Mutual Information Estimation (MMIE) is an alternative method for parameter estimation that does not derive its rationale from presumed model correctness, but instead examines the pattern-modeling problem in automatic recognition system from an information- theoretic point of view. The objective of MMIE is to find a set of parameters in such that the resultant model allows the system to derive from the observed data as much information as possible about the class. We consider MMIE for recognition of hand-written Chinese characters using on a simplified hidden Markov Random Field. MMIE provides improved performance improvement over MLE in this application.

  13. Mass and Volume Optimization of Space Flight Medical Kits

    NASA Technical Reports Server (NTRS)

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

    2014-01-01

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

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

    PubMed

    Scheike, Thomas H; Juul, Anders

    2004-04-01

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

  15. 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…

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

    NASA Technical Reports Server (NTRS)

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

    1976-01-01

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

  17. Recovery of Item Parameters in the Nominal Response Model: A Comparison of Marginal Maximum Likelihood Estimation and Markov Chain Monte Carlo Estimation.

    ERIC Educational Resources Information Center

    Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun

    2002-01-01

    Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)

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

    ERIC Educational Resources Information Center

    Khattab, Ali-Maher; And Others

    1982-01-01

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

  19. Mortality table construction

    NASA Astrophysics Data System (ADS)

    Sutawanir

    2015-12-01

    Mortality tables play important role in actuarial studies such as life annuities, premium determination, premium reserve, valuation pension plan, pension funding. Some known mortality tables are CSO mortality table, Indonesian Mortality Table, Bowers mortality table, Japan Mortality table. For actuary applications some tables are constructed with different environment such as single decrement, double decrement, and multiple decrement. There exist two approaches in mortality table construction : mathematics approach and statistical approach. Distribution model and estimation theory are the statistical concepts that are used in mortality table construction. This article aims to discuss the statistical approach in mortality table construction. The distributional assumptions are uniform death distribution (UDD) and constant force (exponential). Moment estimation and maximum likelihood are used to estimate the mortality parameter. Moment estimation methods are easier to manipulate compared to maximum likelihood estimation (mle). However, the complete mortality data are not used in moment estimation method. Maximum likelihood exploited all available information in mortality estimation. Some mle equations are complicated and solved using numerical methods. The article focus on single decrement estimation using moment and maximum likelihood estimation. Some extension to double decrement will introduced. Simple dataset will be used to illustrated the mortality estimation, and mortality table.

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

    PubMed Central

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

    2008-01-01

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

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

    PubMed

    Prentice, R L

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

  2. Bayesian logistic regression approaches to predict incorrect DRG assignment.

    PubMed

    Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural

    2018-05-07

    Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.

  3. Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

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

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

    2017-10-20

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

  4. 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.

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

    PubMed

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

    2004-10-01

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

  6. SU-C-207A-01: A Novel Maximum Likelihood Method for High-Resolution Proton Radiography/proton CT

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

    Collins-Fekete, C; Centre Hospitalier University de Quebec, Quebec, QC; Mass General Hospital

    2016-06-15

    Purpose: Multiple Coulomb scattering is the largest contributor to blurring in proton imaging. Here we tested a maximum likelihood least squares estimator (MLLSE) to improve the spatial resolution of proton radiography (pRad) and proton computed tomography (pCT). Methods: The object is discretized into voxels and the average relative stopping power through voxel columns defined from the source to the detector pixels is optimized such that it maximizes the likelihood of the proton energy loss. The length spent by individual protons in each column is calculated through an optimized cubic spline estimate. pRad images were first produced using Geant4 simulations. Anmore » anthropomorphic head phantom and the Catphan line-pair module for 3-D spatial resolution were studied and resulting images were analyzed. Both parallel and conical beam have been investigated for simulated pRad acquisition. Then, experimental data of a pediatric head phantom (CIRS) were acquired using a recently completed experimental pCT scanner. Specific filters were applied on proton angle and energy loss data to remove proton histories that underwent nuclear interactions. The MTF10% (lp/mm) was used to evaluate and compare spatial resolution. Results: Numerical simulations showed improvement in the pRad spatial resolution for the parallel (2.75 to 6.71 lp/cm) and conical beam (3.08 to 5.83 lp/cm) reconstructed with the MLLSE compared to averaging detector pixel signals. For full tomographic reconstruction, the improved pRad were used as input into a simultaneous algebraic reconstruction algorithm. The Catphan pCT reconstruction based on the MLLSE-enhanced projection showed spatial resolution improvement for the parallel (2.83 to 5.86 lp/cm) and conical beam (3.03 to 5.15 lp/cm). The anthropomorphic head pCT displayed important contrast gains in high-gradient regions. Experimental results also demonstrated significant improvement in spatial resolution of the pediatric head radiography. Conclusion: The proposed MLLSE shows promising potential to increase the spatial resolution (up to 244%) in proton imaging.« less

  7. A maximum likelihood method for high resolution proton radiography/proton CT.

    PubMed

    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.

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

    PubMed

    Stringham, H M; Boehnke, M

    2001-07-01

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

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

    ERIC Educational Resources Information Center

    Bertoli-Barsotti, Lucio

    2005-01-01

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

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

    ERIC Educational Resources Information Center

    Paek, Insu; Wilson, Mark

    2011-01-01

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

  11. Non-convex Statistical Optimization for Sparse Tensor Graphical Model

    PubMed Central

    Sun, Wei; Wang, Zhaoran; Liu, Han; Cheng, Guang

    2016-01-01

    We consider the estimation of sparse graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. The penalized maximum likelihood estimation of this model involves minimizing a non-convex objective function. In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with the optimal statistical rate of convergence as well as consistent graph recovery. Notably, such an estimator achieves estimation consistency with only one tensor sample, which is unobserved in previous work. Our theoretical results are backed by thorough numerical studies. PMID:28316459

  12. Minimization for conditional simulation: Relationship to optimal transport

    NASA Astrophysics Data System (ADS)

    Oliver, Dean S.

    2014-05-01

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

  13. Adaptive time-sequential binary sensing for high dynamic range imaging

    NASA Astrophysics Data System (ADS)

    Hu, Chenhui; Lu, Yue M.

    2012-06-01

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

  14. A simple, remote, video based breathing monitor.

    PubMed

    Regev, Nir; Wulich, Dov

    2017-07-01

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

  15. Failure dynamics of the global risk network.

    PubMed

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

    2015-06-18

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

  16. Bayesian image reconstruction for improving detection performance of muon tomography.

    PubMed

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

    2009-05-01

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

  17. Comparison of wheat classification accuracy using different classifiers of the image-100 system

    NASA Technical Reports Server (NTRS)

    Dejesusparada, N. (Principal Investigator); Chen, S. C.; Moreira, M. A.; Delima, A. M.

    1981-01-01

    Classification results using single-cell and multi-cell signature acquisition options, a point-by-point Gaussian maximum-likelihood classifier, and K-means clustering of the Image-100 system are presented. Conclusions reached are that: a better indication of correct classification can be provided by using a test area which contains various cover types of the study area; classification accuracy should be evaluated considering both the percentages of correct classification and error of commission; supervised classification approaches are better than K-means clustering; Gaussian distribution maximum likelihood classifier is better than Single-cell and Multi-cell Signature Acquisition Options of the Image-100 system; and in order to obtain a high classification accuracy in a large and heterogeneous crop area, using Gaussian maximum-likelihood classifier, homogeneous spectral subclasses of the study crop should be created to derive training statistics.

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

    USGS Publications Warehouse

    Donato, David I.

    2012-01-01

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

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

    PubMed

    Nagelkerke, Nico; Fidler, Vaclav

    2015-01-01

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

  20. Optimally resolving Lambertian surface orientation

    NASA Astrophysics Data System (ADS)

    Bertsatos, Ioannis; Makris, Nicholas C.

    2003-10-01

    Sonar images of remote surfaces are typically corrupted by signal-dependent noise known as speckle. Relative motion between source, surface, and receiver causes the received field to fluctuate over time with circular complex Gaussian random (CCGR) statistics. In many cases of practical importance, Lambert's law is appropriate to model radiant intensity from the surface. In a previous paper, maximum likelihood estimators (MLE) for Lambertian surface orientation have been derived based on CCGR measurements [N. C. Makris, SACLANT Conference Proceedings Series CP-45, 1997, pp. 339-346]. A Lambertian surface needs to be observed from more than one illumination direction for its orientation to be properly constrained. It is found, however, that MLE performance varies significantly with illumination direction due to the inherently nonlinear nature of this problem. It is shown that a large number of samples is often required to optimally resolve surface orientation using the optimality criteria of the MLE derived in Naftali and Makris [J. Acoust. Soc. Am. 110, 1917-1930 (2001)].

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

    ERIC Educational Resources Information Center

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

    1998-01-01

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

  2. Statistical Bias in Maximum Likelihood Estimators of Item Parameters.

    DTIC Science & Technology

    1982-04-01

    34 a> E r’r~e r ,C Ie I# ne,..,.rVi rnd Id.,flfv b1 - bindk numb.r) I; ,t-i i-cd I ’ tiie bias in the maximum likelihood ,st i- i;, ’ t iIeiIrs in...NTC, IL 60088 Psychometric Laboratory University of North Carolina I ERIC Facility-Acquisitions Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC

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

    ERIC Educational Resources Information Center

    Beauducel, Andre; Herzberg, Philipp Yorck

    2006-01-01

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

  4. Bias correction of risk estimates in vaccine safety studies with rare adverse events using a self-controlled case series design.

    PubMed

    Zeng, Chan; Newcomer, Sophia R; Glanz, Jason M; Shoup, Jo Ann; Daley, Matthew F; Hambidge, Simon J; Xu, Stanley

    2013-12-15

    The self-controlled case series (SCCS) method is often used to examine the temporal association between vaccination and adverse events using only data from patients who experienced such events. Conditional Poisson regression models are used to estimate incidence rate ratios, and these models perform well with large or medium-sized case samples. However, in some vaccine safety studies, the adverse events studied are rare and the maximum likelihood estimates may be biased. Several bias correction methods have been examined in case-control studies using conditional logistic regression, but none of these methods have been evaluated in studies using the SCCS design. In this study, we used simulations to evaluate 2 bias correction approaches-the Firth penalized maximum likelihood method and Cordeiro and McCullagh's bias reduction after maximum likelihood estimation-with small sample sizes in studies using the SCCS design. The simulations showed that the bias under the SCCS design with a small number of cases can be large and is also sensitive to a short risk period. The Firth correction method provides finite and less biased estimates than the maximum likelihood method and Cordeiro and McCullagh's method. However, limitations still exist when the risk period in the SCCS design is short relative to the entire observation period.

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

    La Russa, D

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

  6. Asteroid models from photometry and complementary data sources

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

    Kaasalainen, Mikko

    I discuss inversion methods for asteroid shape and spin reconstruction with photometry (lightcurves) and complementary data sources such as adaptive optics or other images, occultation timings, interferometry, and range-Doppler radar data. These are essentially different sampling modes (generalized projections) of plane-of-sky images. An important concept in this approach is the optimal weighting of the various data modes. The maximum compatibility estimate, a multi-modal generalization of the maximum likelihood estimate, can be used for this purpose. I discuss the fundamental properties of lightcurve inversion by examining the two-dimensional case that, though not usable in our three-dimensional world, is simple to analyze,more » and it shares essentially the same uniqueness and stability properties as the 3-D case. After this, I review the main aspects of 3-D shape representations, lightcurve inversion, and the inclusion of complementary data.« less

  7. Quaternion Averaging

    NASA Technical Reports Server (NTRS)

    Markley, F. Landis; Cheng, Yang; Crassidis, John L.; Oshman, Yaakov

    2007-01-01

    Many applications require an algorithm that averages quaternions in an optimal manner. For example, when combining the quaternion outputs of multiple star trackers having this output capability, it is desirable to properly average the quaternions without recomputing the attitude from the the raw star tracker data. Other applications requiring some sort of optimal quaternion averaging include particle filtering and multiple-model adaptive estimation, where weighted quaternions are used to determine the quaternion estimate. For spacecraft attitude estimation applications, derives an optimal averaging scheme to compute the average of a set of weighted attitude matrices using the singular value decomposition method. Focusing on a 4-dimensional quaternion Gaussian distribution on the unit hypersphere, provides an approach to computing the average quaternion by minimizing a quaternion cost function that is equivalent to the attitude matrix cost function Motivated by and extending its results, this Note derives an algorithm that deterniines an optimal average quaternion from a set of scalar- or matrix-weighted quaternions. Rirthermore, a sufficient condition for the uniqueness of the average quaternion, and the equivalence of the mininiization problem, stated herein, to maximum likelihood estimation, are shown.

  8. Optimal estimation of diffusion coefficients from single-particle trajectories

    NASA Astrophysics Data System (ADS)

    Vestergaard, Christian L.; Blainey, Paul C.; Flyvbjerg, Henrik

    2014-02-01

    How does one optimally determine the diffusion coefficient of a diffusing particle from a single-time-lapse recorded trajectory of the particle? We answer this question with an explicit, unbiased, and practically optimal covariance-based estimator (CVE). This estimator is regression-free and is far superior to commonly used methods based on measured mean squared displacements. In experimentally relevant parameter ranges, it also outperforms the analytically intractable and computationally more demanding maximum likelihood estimator (MLE). For the case of diffusion on a flexible and fluctuating substrate, the CVE is biased by substrate motion. However, given some long time series and a substrate under some tension, an extended MLE can separate particle diffusion on the substrate from substrate motion in the laboratory frame. This provides benchmarks that allow removal of bias caused by substrate fluctuations in CVE. The resulting unbiased CVE is optimal also for short time series on a fluctuating substrate. We have applied our estimators to human 8-oxoguanine DNA glycolase proteins diffusing on flow-stretched DNA, a fluctuating substrate, and found that diffusion coefficients are severely overestimated if substrate fluctuations are not accounted for.

  9. Diversity-optimal power loading for intensity modulated MIMO optical wireless communications.

    PubMed

    Zhang, Yan-Yu; Yu, Hong-Yi; Zhang, Jian-Kang; Zhu, Yi-Jun

    2016-04-18

    In this paper, we consider the design of space code for an intensity modulated direct detection multi-input-multi-output optical wireless communication (IM/DD MIMO-OWC) system, in which channel coefficients are independent and non-identically log-normal distributed, with variances and means known at the transmitter and channel state information available at the receiver. Utilizing the existing space code design criterion for IM/DD MIMO-OWC with a maximum likelihood (ML) detector, we design a diversity-optimal space code (DOSC) that maximizes both large-scale diversity and small-scale diversity gains and prove that the spatial repetition code (RC) with a diversity-optimized power allocation is diversity-optimal among all the high dimensional nonnegative space code schemes under a commonly used optical power constraint. In addition, we show that one of significant advantages of the DOSC is to allow low-complexity ML detection. Simulation results indicate that in high signal-to-noise ratio (SNR) regimes, our proposed DOSC significantly outperforms RC, which is the best space code currently available for such system.

  10. Optimism and spontaneous self-affirmation are associated with lower likelihood of cognitive impairment and greater positive affect among cancer survivors

    PubMed Central

    Taber, Jennifer M.; Klein, William M. P.; Ferrer, Rebecca A.; Kent, Erin E.; Harris, Peter R.

    2016-01-01

    Background Optimism and self-affirmation promote adaptive coping, goal achievement, and better health. Purpose To examine the associations of optimism and spontaneous self-affirmation (SSA) with physical, mental, and cognitive health and information seeking among cancer survivors. Methods Cancer survivors (n=326) completed the Health Information National Trends Survey 2013, a national survey of U.S. adults. Participants reported optimism, SSA, cognitive and physical impairment, affect, health status, and information seeking. Results Participants higher in optimism reported better health on nearly all indices examined, even when controlling for SSA. Participants higher in SSA reported lower likelihood of cognitive impairment, greater happiness and hopefulness, and greater likelihood of cancer information seeking. SSA remained significantly associated with greater hopefulness and cancer information seeking when controlling for optimism. Conclusions Optimism and SSA may be associated with beneficial health-related outcomes among cancer survivors. Given the demonstrated malleability of self-affirmation, these findings represent important avenues for future research. PMID:26497697

  11. Optimism and Spontaneous Self-affirmation are Associated with Lower Likelihood of Cognitive Impairment and Greater Positive Affect among Cancer Survivors.

    PubMed

    Taber, Jennifer M; Klein, William M P; Ferrer, Rebecca A; Kent, Erin E; Harris, Peter R

    2016-04-01

    Optimism and self-affirmation promote adaptive coping, goal achievement, and better health. The aim of this study is to examine the associations of optimism and spontaneous self-affirmation (SSA) with physical, mental, and cognitive health and information seeking among cancer survivors. Cancer survivors (n = 326) completed the Health Information National Trends Survey 2013, a national survey of US adults. Participants reported optimism, SSA, cognitive and physical impairment, affect, health status, and information seeking. Participants higher in optimism reported better health on nearly all indices examined, even when controlling for SSA. Participants higher in SSA reported lower likelihood of cognitive impairment, greater happiness and hopefulness, and greater likelihood of cancer information seeking. SSA remained significantly associated with greater hopefulness and cancer information seeking when controlling for optimism. Optimism and SSA may be associated with beneficial health-related outcomes among cancer survivors. Given the demonstrated malleability of self-affirmation, these findings represent important avenues for future research.

  12. Composite Partial Likelihood Estimation Under Length-Biased Sampling, With Application to a Prevalent Cohort Study of Dementia

    PubMed Central

    Huang, Chiung-Yu; Qin, Jing

    2013-01-01

    The Canadian Study of Health and Aging (CSHA) employed a prevalent cohort design to study survival after onset of dementia, where patients with dementia were sampled and the onset time of dementia was determined retrospectively. The prevalent cohort sampling scheme favors individuals who survive longer. Thus, the observed survival times are subject to length bias. In recent years, there has been a rising interest in developing estimation procedures for prevalent cohort survival data that not only account for length bias but also actually exploit the incidence distribution of the disease to improve efficiency. This article considers semiparametric estimation of the Cox model for the time from dementia onset to death under a stationarity assumption with respect to the disease incidence. Under the stationarity condition, the semiparametric maximum likelihood estimation is expected to be fully efficient yet difficult to perform for statistical practitioners, as the likelihood depends on the baseline hazard function in a complicated way. Moreover, the asymptotic properties of the semiparametric maximum likelihood estimator are not well-studied. Motivated by the composite likelihood method (Besag 1974), we develop a composite partial likelihood method that retains the simplicity of the popular partial likelihood estimator and can be easily performed using standard statistical software. When applied to the CSHA data, the proposed method estimates a significant difference in survival between the vascular dementia group and the possible Alzheimer’s disease group, while the partial likelihood method for left-truncated and right-censored data yields a greater standard error and a 95% confidence interval covering 0, thus highlighting the practical value of employing a more efficient methodology. To check the assumption of stable disease for the CSHA data, we also present new graphical and numerical tests in the article. The R code used to obtain the maximum composite partial likelihood estimator for the CSHA data is available in the online Supplementary Material, posted on the journal web site. PMID:24000265

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

    PubMed

    Elad, M; Feuer, A

    1997-01-01

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

  14. Long-range wind monitoring in real time with optimized coherent lidar

    NASA Astrophysics Data System (ADS)

    Dolfi-Bouteyre, Agnes; Canat, Guillaume; Lombard, Laurent; Valla, Matthieu; Durécu, Anne; Besson, Claudine

    2017-03-01

    Two important enabling technologies for pulsed coherent detection wind lidar are the laser and real-time signal processing. In particular, fiber laser is limited in peak power by nonlinear effects, such as stimulated Brillouin scattering (SBS). We report on various technologies that have been developed to mitigate SBS and increase peak power in 1.5-μm fiber lasers, such as special large mode area fiber designs or strain management. Range-resolved wind profiles up to a record range of 16 km within 0.1-s averaging time have been obtained thanks to those high-peak power fiber lasers. At long range, the lidar signal gets much weaker than the noise and special care is required to extract the Doppler peak from the spectral noise. To optimize real-time processing for weak carrier-to-noise ratio signal, we have studied various Doppler mean frequency estimators (MFE) and the influence of data accumulation on outliers occurrence. Five real-time MFEs (maximum, centroid, matched filter, maximum likelihood, and polynomial fit) have been compared in terms of error and processing time using lidar experimental data. MFE errors and data accumulation limits are established using a spectral method.

  15. Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes

    PubMed Central

    Chen, Rui; Hyrien, Ollivier

    2011-01-01

    This article deals with quasi- and pseudo-likelihood estimation in a class of continuous-time multi-type Markov branching processes observed at discrete points in time. “Conventional” and conditional estimation are discussed for both approaches. We compare their properties and identify situations where they lead to asymptotically equivalent estimators. Both approaches possess robustness properties, and coincide with maximum likelihood estimation in some cases. Quasi-likelihood functions involving only linear combinations of the data may be unable to estimate all model parameters. Remedial measures exist, including the resort either to non-linear functions of the data or to conditioning the moments on appropriate sigma-algebras. The method of pseudo-likelihood may also resolve this issue. We investigate the properties of these approaches in three examples: the pure birth process, the linear birth-and-death process, and a two-type process that generalizes the previous two examples. Simulations studies are conducted to evaluate performance in finite samples. PMID:21552356

  16. A Solution to Separation and Multicollinearity in Multiple Logistic Regression

    PubMed Central

    Shen, Jianzhao; Gao, Sujuan

    2010-01-01

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

  17. A Solution to Separation and Multicollinearity in Multiple Logistic Regression.

    PubMed

    Shen, Jianzhao; Gao, Sujuan

    2008-10-01

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

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

    PubMed

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

    1992-08-01

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

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

    ERIC Educational Resources Information Center

    Kelderman, Henk

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

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

    PubMed Central

    Batchelder, William H.

    2014-01-01

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

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

    NASA Technical Reports Server (NTRS)

    Chittineni, C. B.

    1979-01-01

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

  2. Bayesian structural equation modeling in sport and exercise psychology.

    PubMed

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

    2015-08-01

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

  3. A comparison of maximum likelihood and other estimators of eigenvalues from several correlated Monte Carlo samples

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

    Beer, M.

    1980-12-01

    The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that themore » use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates.« less

  4. A Maximum Likelihood Approach to Functional Mapping of Longitudinal Binary Traits

    PubMed Central

    Wang, Chenguang; Li, Hongying; Wang, Zhong; Wang, Yaqun; Wang, Ningtao; Wang, Zuoheng; Wu, Rongling

    2013-01-01

    Despite their importance in biology and biomedicine, genetic mapping of binary traits that change over time has not been well explored. In this article, we develop a statistical model for mapping quantitative trait loci (QTLs) that govern longitudinal responses of binary traits. The model is constructed within the maximum likelihood framework by which the association between binary responses is modeled in terms of conditional log odds-ratios. With this parameterization, the maximum likelihood estimates (MLEs) of marginal mean parameters are robust to the misspecification of time dependence. We implement an iterative procedures to obtain the MLEs of QTL genotype-specific parameters that define longitudinal binary responses. The usefulness of the model was validated by analyzing a real example in rice. Simulation studies were performed to investigate the statistical properties of the model, showing that the model has power to identify and map specific QTLs responsible for the temporal pattern of binary traits. PMID:23183762

  5. A Gateway for Phylogenetic Analysis Powered by Grid Computing Featuring GARLI 2.0

    PubMed Central

    Bazinet, Adam L.; Zwickl, Derrick J.; Cummings, Michael P.

    2014-01-01

    We introduce molecularevolution.org, a publicly available gateway for high-throughput, maximum-likelihood phylogenetic analysis powered by grid computing. The gateway features a garli 2.0 web service that enables a user to quickly and easily submit thousands of maximum likelihood tree searches or bootstrap searches that are executed in parallel on distributed computing resources. The garli web service allows one to easily specify partitioned substitution models using a graphical interface, and it performs sophisticated post-processing of phylogenetic results. Although the garli web service has been used by the research community for over three years, here we formally announce the availability of the service, describe its capabilities, highlight new features and recent improvements, and provide details about how the grid system efficiently delivers high-quality phylogenetic results. [garli, gateway, grid computing, maximum likelihood, molecular evolution portal, phylogenetics, web service.] PMID:24789072

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

    PubMed Central

    2013-01-01

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

  7. Examining social support, rumination, and optimism in relation to binge eating among Caucasian and African-American college women.

    PubMed

    Mason, Tyler B; Lewis, Robin J

    2017-12-01

    Binge eating is a significant concern among college age women-both Caucasian and African-American women. Research has shown that social support, coping, and optimism are associated with engaging in fewer negative health behaviors including binge eating among college students. However, the impact of sources of social support (i.e., support from family, friends, and a special person), rumination, and optimism on binge eating as a function of race/ethnicity has received less attention. The purpose of this study was to examine the association between social support, rumination, and optimism and binge eating among Caucasian and American-American women, separately. Caucasian (n = 100) and African-American (n = 84) women from a university in the Mid-Atlantic US completed an online survey about eating behaviors and psychosocial health. Social support from friends was associated with less likelihood of binge eating among Caucasian women. Social support from family was associated with less likelihood of binge eating among African-American women, but greater likelihood of binge eating among Caucasian women. Rumination was associated with greater likelihood of binge eating among Caucasian and African-American women. Optimism was associated with less likelihood of binge eating among African-American women. These results demonstrate similarities and differences in correlates of binge eating as a function of race/ethnicity.

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

    PubMed

    Yang, Li; Wang, Guobao; Qi, Jinyi

    2016-04-01

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

  9. Measuring galaxy cluster masses with CMB lensing using a Maximum Likelihood estimator: statistical and systematic error budgets for future experiments

    DOE PAGES

    Raghunathan, Srinivasan; Patil, Sanjaykumar; Baxter, Eric J.; ...

    2017-08-25

    We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, wemore » examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment’s beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.« less

  10. Measuring galaxy cluster masses with CMB lensing using a Maximum Likelihood estimator: statistical and systematic error budgets for future experiments

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

    Raghunathan, Srinivasan; Patil, Sanjaykumar; Baxter, Eric J.

    We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, wemore » examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment’s beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.« less

  11. Measuring galaxy cluster masses with CMB lensing using a Maximum Likelihood estimator: statistical and systematic error budgets for future experiments

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

    Raghunathan, Srinivasan; Patil, Sanjaykumar; Bianchini, Federico

    We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, wemore » examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment's beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.« less

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

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  13. 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…

  14. On the log-normality of historical magnetic-storm intensity statistics: implications for extreme-event probabilities

    USGS Publications Warehouse

    Love, Jeffrey J.; Rigler, E. Joshua; Pulkkinen, Antti; Riley, Pete

    2015-01-01

    An examination is made of the hypothesis that the statistics of magnetic-storm-maximum intensities are the realization of a log-normal stochastic process. Weighted least-squares and maximum-likelihood methods are used to fit log-normal functions to −Dst storm-time maxima for years 1957-2012; bootstrap analysis is used to established confidence limits on forecasts. Both methods provide fits that are reasonably consistent with the data; both methods also provide fits that are superior to those that can be made with a power-law function. In general, the maximum-likelihood method provides forecasts having tighter confidence intervals than those provided by weighted least-squares. From extrapolation of maximum-likelihood fits: a magnetic storm with intensity exceeding that of the 1859 Carrington event, −Dst≥850 nT, occurs about 1.13 times per century and a wide 95% confidence interval of [0.42,2.41] times per century; a 100-yr magnetic storm is identified as having a −Dst≥880 nT (greater than Carrington) but a wide 95% confidence interval of [490,1187] nT.

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

    NASA Astrophysics Data System (ADS)

    Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

    2018-07-01

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

  16. Maximum likelihood convolutional decoding (MCD) performance due to system losses

    NASA Technical Reports Server (NTRS)

    Webster, L.

    1976-01-01

    A model for predicting the computational performance of a maximum likelihood convolutional decoder (MCD) operating in a noisy carrier reference environment is described. This model is used to develop a subroutine that will be utilized by the Telemetry Analysis Program to compute the MCD bit error rate. When this computational model is averaged over noisy reference phase errors using a high-rate interpolation scheme, the results are found to agree quite favorably with experimental measurements.

  17. 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.

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

    NASA Astrophysics Data System (ADS)

    Jiang, Siyuan; Kececioglu, Dimitri

    1992-06-01

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

  19. BAO from Angular Clustering: Optimization and Mitigation of Theoretical Systematics

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

    Crocce, M.; et al.

    We study the theoretical systematics and optimize the methodology in Baryon Acoustic Oscillations (BAO) detections using the angular correlation function with tomographic bins. We calibrate and optimize the pipeline for the Dark Energy Survey Year 1 dataset using 1800 mocks. We compare the BAO fitting results obtained with three estimators: the Maximum Likelihood Estimator (MLE), Profile Likelihood, and Markov Chain Monte Carlo. The MLE method yields the least bias in the fit results (bias/spreadmore » $$\\sim 0.02$$) and the error bar derived is the closest to the Gaussian results (1% from 68% Gaussian expectation). When there is mismatch between the template and the data either due to incorrect fiducial cosmology or photo-$z$ error, the MLE again gives the least-biased results. The BAO angular shift that is estimated based on the sound horizon and the angular diameter distance agree with the numerical fit. Various analysis choices are further tested: the number of redshift bins, cross-correlations, and angular binning. We propose two methods to correct the mock covariance when the final sample properties are slightly different from those used to create the mock. We show that the sample changes can be accommodated with the help of the Gaussian covariance matrix or more effectively using the eigenmode expansion of the mock covariance. The eigenmode expansion is significantly less susceptible to statistical fluctuations relative to the direct measurements of the covariance matrix because the number of free parameters is substantially reduced [$p$ parameters versus $p(p+1)/2$ from direct measurement].« less

  20. Maximum Likelihood Estimations and EM Algorithms with Length-biased Data

    PubMed Central

    Qin, Jing; Ning, Jing; Liu, Hao; Shen, Yu

    2012-01-01

    SUMMARY Length-biased sampling has been well recognized in economics, industrial reliability, etiology applications, epidemiological, genetic and cancer screening studies. Length-biased right-censored data have a unique data structure different from traditional survival data. The nonparametric and semiparametric estimations and inference methods for traditional survival data are not directly applicable for length-biased right-censored data. We propose new expectation-maximization algorithms for estimations based on full likelihoods involving infinite dimensional parameters under three settings for length-biased data: estimating nonparametric distribution function, estimating nonparametric hazard function under an increasing failure rate constraint, and jointly estimating baseline hazards function and the covariate coefficients under the Cox proportional hazards model. Extensive empirical simulation studies show that the maximum likelihood estimators perform well with moderate sample sizes and lead to more efficient estimators compared to the estimating equation approaches. The proposed estimates are also more robust to various right-censoring mechanisms. We prove the strong consistency properties of the estimators, and establish the asymptotic normality of the semi-parametric maximum likelihood estimators under the Cox model using modern empirical processes theory. We apply the proposed methods to a prevalent cohort medical study. Supplemental materials are available online. PMID:22323840

  1. Models and analysis for multivariate failure time data

    NASA Astrophysics Data System (ADS)

    Shih, Joanna Huang

    The goal of this research is to develop and investigate models and analytic methods for multivariate failure time data. We compare models in terms of direct modeling of the margins, flexibility of dependency structure, local vs. global measures of association, and ease of implementation. In particular, we study copula models, and models produced by right neutral cumulative hazard functions and right neutral hazard functions. We examine the changes of association over time for families of bivariate distributions induced from these models by displaying their density contour plots, conditional density plots, correlation curves of Doksum et al, and local cross ratios of Oakes. We know that bivariate distributions with same margins might exhibit quite different dependency structures. In addition to modeling, we study estimation procedures. For copula models, we investigate three estimation procedures. the first procedure is full maximum likelihood. The second procedure is two-stage maximum likelihood. At stage 1, we estimate the parameters in the margins by maximizing the marginal likelihood. At stage 2, we estimate the dependency structure by fixing the margins at the estimated ones. The third procedure is two-stage partially parametric maximum likelihood. It is similar to the second procedure, but we estimate the margins by the Kaplan-Meier estimate. We derive asymptotic properties for these three estimation procedures and compare their efficiency by Monte-Carlo simulations and direct computations. For models produced by right neutral cumulative hazards and right neutral hazards, we derive the likelihood and investigate the properties of the maximum likelihood estimates. Finally, we develop goodness of fit tests for the dependency structure in the copula models. We derive a test statistic and its asymptotic properties based on the test of homogeneity of Zelterman and Chen (1988), and a graphical diagnostic procedure based on the empirical Bayes approach. We study the performance of these two methods using actual and computer generated data.

  2. An evaluation of the emerging interventions against Respiratory Syncytial Virus (RSV)-associated acute lower respiratory infections in children.

    PubMed

    Nair, Harish; Verma, Vasundhara R; Theodoratou, Evropi; Zgaga, Lina; Huda, Tanvir; Simões, Eric A F; Wright, Peter F; Rudan, Igor; Campbell, Harry

    2011-04-13

    Respiratory Syncytial Virus (RSV) is the leading cause of acute lower respiratory infections (ALRI) in children. It is estimated to cause approximately 33.8 million new episodes of ALRI in children annually, 96% of these occurring in developing countries. It is also estimated to result in about 53,000 to 199,000 deaths annually in young children. Currently there are several vaccine and immunoprophylaxis candidates against RSV in the developmental phase targeting active and passive immunization. We used a modified CHNRI methodology for setting priorities in health research investments. This was done in two stages. In Stage I, we systematically reviewed the literature related to emerging vaccines against RSV relevant to 12 criteria of interest. In Stage II, we conducted an expert opinion exercise by inviting 20 experts (leading basic scientists, international public health researchers, international policy makers and representatives of pharmaceutical companies). The policy makers and industry representatives accepted our invitation on the condition of anonymity, due to the sensitive nature of their involvement in such exercises. They answered questions from the CHNRI framework and their "collective optimism" towards each criterion was documented on a scale from 0 to 100%. In the case of candidate vaccines for active immunization of infants against RSV, the experts expressed very low levels of optimism for low product cost, affordability and low cost of development; moderate levels of optimism regarding the criteria of answerability, likelihood of efficacy, deliverability, sustainability and acceptance to end users for the interventions; and high levels of optimism regarding impact on equity and acceptance to health workers. While considering the candidate vaccines targeting pregnant women, the panel expressed low levels of optimism for low product cost, affordability, answerability and low development cost; moderate levels of optimism for likelihood of efficacy, deliverability, sustainability and impact on equity; high levels of optimism regarding acceptance to end users and health workers. The group also evaluated immunoprophylaxis against RSV using monoclonal antibodies and expressed no optimism towards low product cost; very low levels of optimism regarding deliverability, affordability, sustainability, low implementation cost and impact on equity; moderate levels of optimism against the criteria of answerability, likelihood of efficacy, acceptance to end-users and health workers; and high levels of optimism regarding low development cost. They felt that either of these vaccines would have a high impact on reducing burden of childhood ALRI due to RSV and reduce the overall childhood ALRI burden by a maximum of about 10%. Although monoclonal antibodies have proven to be effective in providing protection to high-risk infants, their introduction in resource poor settings might be limited by high cost associated with them. Candidate vaccines for active immunization of infants against RSV hold greatest promise. Introduction of a low cost vaccine against RSV would reduce the inequitable distribution of burden due to childhood ALRI and will most likely have a high impact on morbidity and mortality due to severe ALRI.

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

    PubMed

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

    2009-09-01

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

  4. Optimal time points sampling in pathway modelling.

    PubMed

    Hu, Shiyan

    2004-01-01

    Modelling cellular dynamics based on experimental data is at the heart of system biology. Considerable progress has been made to dynamic pathway modelling as well as the related parameter estimation. However, few of them gives consideration for the issue of optimal sampling time selection for parameter estimation. Time course experiments in molecular biology rarely produce large and accurate data sets and the experiments involved are usually time consuming and expensive. Therefore, to approximate parameters for models with only few available sampling data is of significant practical value. For signal transduction, the sampling intervals are usually not evenly distributed and are based on heuristics. In the paper, we investigate an approach to guide the process of selecting time points in an optimal way to minimize the variance of parameter estimates. In the method, we first formulate the problem to a nonlinear constrained optimization problem by maximum likelihood estimation. We then modify and apply a quantum-inspired evolutionary algorithm, which combines the advantages of both quantum computing and evolutionary computing, to solve the optimization problem. The new algorithm does not suffer from the morass of selecting good initial values and being stuck into local optimum as usually accompanied with the conventional numerical optimization techniques. The simulation results indicate the soundness of the new method.

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

    NASA Astrophysics Data System (ADS)

    Becker, Brian L.

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

  6. Revisiting Quasi-periodic Modulation in γ -Ray Blazar PKS 2155-304 with Fermi Pass 8 Data

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

    Zhang, Peng-fei; Liao, Neng-hui; Yan, Da-hai

    We examine the gamma-ray quasi-periodic variability of PKS 2155-304 with the latest publicly available Fermi -LAT Pass 8 data, which covers the years from 2008 August to 2016 October. We produce the light curves in two ways: the exposure-weighted aperture photometry and the maximum likelihood optimization. The light curves are then analyzed by using Lomb-Scargle Periodogram (LSP) and Weighted Wavelet Z-transform, and the results reveal a significant quasi-periodicity with a period of 1.74±0.13 years and a significance of ∼4.9 σ . The constraint of multifrequencies quasi-periodic variabilities on blazar emission model is discussed.

  7. Low Altitude AVIRIS Data for Mapping Land Cover in Yellowstone National Park: Use of Isodata Clustering Techniques

    NASA Technical Reports Server (NTRS)

    Spruce, Joe

    2001-01-01

    Yellowstone National Park (YNP) contains a diversity of land cover. YNP managers need site-specific land cover maps, which may be produced more effectively using high-resolution hyperspectral imagery. ISODATA clustering techniques have aided operational multispectral image classification and may benefit certain hyperspectral data applications if optimally applied. In response, a study was performed for an area in northeast YNP using 11 select bands of low-altitude AVIRIS data calibrated to ground reflectance. These data were subjected to ISODATA clustering and Maximum Likelihood Classification techniques to produce a moderately detailed land cover map. The latter has good apparent overall agreement with field surveys and aerial photo interpretation.

  8. 10.7 Gb/s uncompensated transmission over a 470 km hybrid fiber link with in-line SOAs using MLSE and duobinary signals.

    PubMed

    Downie, John D; Hurley, Jason; Mauro, Yihong

    2008-09-29

    We experimentally demonstrate uncompensated 8-channel wavelength division multiplexing (WDM) and single channel transmission at 10.7 Gb/s over a 470 km hybrid fiber link with in-line semiconductor optical amplifiers (SOAs). Two different forms of the duobinary modulation format are investigated and compared. Maximum Likelihood Sequence Estimation (MLSE) receiver technology is found to significantly mitigate nonlinear effects from the SOAs and to enable the long transmission, especially for optical duobinary signals derived from differential phase shift keying (DPSK) signals directly detected after narrowband optical filter demodulation. The MLSE also helps to compensate for a non-optimal Fabry-Perot optical filter demodulator.

  9. Vector Antenna and Maximum Likelihood Imaging for Radio Astronomy

    DTIC Science & Technology

    2016-03-05

    Maximum Likelihood Imaging for Radio Astronomy Mary Knapp1, Frank Robey2, Ryan Volz3, Frank Lind3, Alan Fenn2, Alex Morris2, Mark Silver2, Sarah Klein2...haystack.mit.edu Abstract1— Radio astronomy using frequencies less than ~100 MHz provides a window into non-thermal processes in objects ranging from planets...observational astronomy . Ground-based observatories including LOFAR [1], LWA [2], [3], MWA [4], and the proposed SKA-Low [5], [6] are improving access to

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

    PubMed Central

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

    2012-01-01

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

  11. The effect of lossy image compression on image classification

    NASA Technical Reports Server (NTRS)

    Paola, Justin D.; Schowengerdt, Robert A.

    1995-01-01

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

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

    NASA Astrophysics Data System (ADS)

    Khorram, Soheil; Sameti, Hossein; King, Simon

    2015-12-01

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

  13. 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.

  14. 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.

  15. A maximum likelihood algorithm for genome mapping of cytogenetic loci from meiotic configuration data.

    PubMed Central

    Reyes-Valdés, M H; Stelly, D M

    1995-01-01

    Frequencies of meiotic configurations in cytogenetic stocks are dependent on chiasma frequencies in segments defined by centromeres, breakpoints, and telomeres. The expectation maximization algorithm is proposed as a general method to perform maximum likelihood estimations of the chiasma frequencies in the intervals between such locations. The estimates can be translated via mapping functions into genetic maps of cytogenetic landmarks. One set of observational data was analyzed to exemplify application of these methods, results of which were largely concordant with other comparable data. The method was also tested by Monte Carlo simulation of frequencies of meiotic configurations from a monotelodisomic translocation heterozygote, assuming six different sample sizes. The estimate averages were always close to the values given initially to the parameters. The maximum likelihood estimation procedures can be extended readily to other kinds of cytogenetic stocks and allow the pooling of diverse cytogenetic data to collectively estimate lengths of segments, arms, and chromosomes. Images Fig. 1 PMID:7568226

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

    PubMed

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

    2016-08-01

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

  17. Methods for estimating drought streamflow probabilities for Virginia streams

    USGS Publications Warehouse

    Austin, Samuel H.

    2014-01-01

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

  18. F-8C adaptive flight control laws

    NASA Technical Reports Server (NTRS)

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

    1977-01-01

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

  19. Application of maximum likelihood methods to laser Thomson scattering measurements of low density plasmas

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

    Washeleski, Robert L.; Meyer, Edmond J. IV; King, Lyon B.

    2013-10-15

    Laser Thomson scattering (LTS) is an established plasma diagnostic technique that has seen recent application to low density plasmas. It is difficult to perform LTS measurements when the scattered signal is weak as a result of low electron number density, poor optical access to the plasma, or both. Photon counting methods are often implemented in order to perform measurements in these low signal conditions. However, photon counting measurements performed with photo-multiplier tubes are time consuming and multi-photon arrivals are incorrectly recorded. In order to overcome these shortcomings a new data analysis method based on maximum likelihood estimation was developed. Themore » key feature of this new data processing method is the inclusion of non-arrival events in determining the scattered Thomson signal. Maximum likelihood estimation and its application to Thomson scattering at low signal levels is presented and application of the new processing method to LTS measurements performed in the plume of a 2-kW Hall-effect thruster is discussed.« less

  20. Application of maximum likelihood methods to laser Thomson scattering measurements of low density plasmas.

    PubMed

    Washeleski, Robert L; Meyer, Edmond J; King, Lyon B

    2013-10-01

    Laser Thomson scattering (LTS) is an established plasma diagnostic technique that has seen recent application to low density plasmas. It is difficult to perform LTS measurements when the scattered signal is weak as a result of low electron number density, poor optical access to the plasma, or both. Photon counting methods are often implemented in order to perform measurements in these low signal conditions. However, photon counting measurements performed with photo-multiplier tubes are time consuming and multi-photon arrivals are incorrectly recorded. In order to overcome these shortcomings a new data analysis method based on maximum likelihood estimation was developed. The key feature of this new data processing method is the inclusion of non-arrival events in determining the scattered Thomson signal. Maximum likelihood estimation and its application to Thomson scattering at low signal levels is presented and application of the new processing method to LTS measurements performed in the plume of a 2-kW Hall-effect thruster is discussed.

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

    PubMed

    Wynant, Willy; Abrahamowicz, Michal

    2016-11-01

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

  2. Generalized Full-Information Item Bifactor Analysis

    PubMed Central

    Cai, Li; Yang, Ji Seung; Hansen, Mark

    2011-01-01

    Full-information item bifactor analysis is an important statistical method in psychological and educational measurement. Current methods are limited to single group analysis and inflexible in the types of item response models supported. We propose a flexible multiple-group item bifactor analysis framework that supports a variety of multidimensional item response theory models for an arbitrary mixing of dichotomous, ordinal, and nominal items. The extended item bifactor model also enables the estimation of latent variable means and variances when data from more than one group are present. Generalized user-defined parameter restrictions are permitted within or across groups. We derive an efficient full-information maximum marginal likelihood estimator. Our estimation method achieves substantial computational savings by extending Gibbons and Hedeker’s (1992) bifactor dimension reduction method so that the optimization of the marginal log-likelihood only requires two-dimensional integration regardless of the dimensionality of the latent variables. We use simulation studies to demonstrate the flexibility and accuracy of the proposed methods. We apply the model to study cross-country differences, including differential item functioning, using data from a large international education survey on mathematics literacy. PMID:21534682

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

    NASA Technical Reports Server (NTRS)

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

    1986-01-01

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

  4. Likelihood testing of seismicity-based rate forecasts of induced earthquakes in Oklahoma and Kansas

    USGS Publications Warehouse

    Moschetti, Morgan P.; Hoover, Susan M.; Mueller, Charles

    2016-01-01

    Likelihood testing of induced earthquakes in Oklahoma and Kansas has identified the parameters that optimize the forecasting ability of smoothed seismicity models and quantified the recent temporal stability of the spatial seismicity patterns. Use of the most recent 1-year period of earthquake data and use of 10–20-km smoothing distances produced the greatest likelihood. The likelihood that the locations of January–June 2015 earthquakes were consistent with optimized forecasts decayed with increasing elapsed time between the catalogs used for model development and testing. Likelihood tests with two additional sets of earthquakes from 2014 exhibit a strong sensitivity of the rate of decay to the smoothing distance. Marked reductions in likelihood are caused by the nonstationarity of the induced earthquake locations. Our results indicate a multiple-fold benefit from smoothed seismicity models in developing short-term earthquake rate forecasts for induced earthquakes in Oklahoma and Kansas, relative to the use of seismic source zones.

  5. Using Differential Evolution to Optimize Learning from Signals and Enhance Network Security

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

    Harmer, Paul K; Temple, Michael A; Buckner, Mark A

    2011-01-01

    Computer and communication network attacks are commonly orchestrated through Wireless Access Points (WAPs). This paper summarizes proof-of-concept research activity aimed at developing a physical layer Radio Frequency (RF) air monitoring capability to limit unauthorizedWAP access and mprove network security. This is done using Differential Evolution (DE) to optimize the performance of a Learning from Signals (LFS) classifier implemented with RF Distinct Native Attribute (RF-DNA) fingerprints. Performance of the resultant DE-optimized LFS classifier is demonstrated using 802.11a WiFi devices under the most challenging conditions of intra-manufacturer classification, i.e., using emissions of like-model devices that only differ in serial number. Using identicalmore » classifier input features, performance of the DE-optimized LFS classifier is assessed relative to a Multiple Discriminant Analysis / Maximum Likelihood (MDA/ML) classifier that has been used for previous demonstrations. The comparative assessment is made using both Time Domain (TD) and Spectral Domain (SD) fingerprint features. For all combinations of classifier type, feature type, and signal-to-noise ratio considered, results show that the DEoptimized LFS classifier with TD features is uperior and provides up to 20% improvement in classification accuracy with proper selection of DE parameters.« less

  6. A Maximum Likelihood Approach to Determine Sensor Radiometric Response Coefficients for NPP VIIRS Reflective Solar Bands

    NASA Technical Reports Server (NTRS)

    Lei, Ning; Chiang, Kwo-Fu; Oudrari, Hassan; Xiong, Xiaoxiong

    2011-01-01

    Optical sensors aboard Earth orbiting satellites such as the next generation Visible/Infrared Imager/Radiometer Suite (VIIRS) assume that the sensors radiometric response in the Reflective Solar Bands (RSB) is described by a quadratic polynomial, in relating the aperture spectral radiance to the sensor Digital Number (DN) readout. For VIIRS Flight Unit 1, the coefficients are to be determined before launch by an attenuation method, although the linear coefficient will be further determined on-orbit through observing the Solar Diffuser. In determining the quadratic polynomial coefficients by the attenuation method, a Maximum Likelihood approach is applied in carrying out the least-squares procedure. Crucial to the Maximum Likelihood least-squares procedure is the computation of the weight. The weight not only has a contribution from the noise of the sensor s digital count, with an important contribution from digitization error, but also is affected heavily by the mathematical expression used to predict the value of the dependent variable, because both the independent and the dependent variables contain random noise. In addition, model errors have a major impact on the uncertainties of the coefficients. The Maximum Likelihood approach demonstrates the inadequacy of the attenuation method model with a quadratic polynomial for the retrieved spectral radiance. We show that using the inadequate model dramatically increases the uncertainties of the coefficients. We compute the coefficient values and their uncertainties, considering both measurement and model errors.

  7. Inferring Phylogenetic Networks Using PhyloNet.

    PubMed

    Wen, Dingqiao; Yu, Yun; Zhu, Jiafan; Nakhleh, Luay

    2018-07-01

    PhyloNet was released in 2008 as a software package for representing and analyzing phylogenetic networks. At the time of its release, the main functionalities in PhyloNet consisted of measures for comparing network topologies and a single heuristic for reconciling gene trees with a species tree. Since then, PhyloNet has grown significantly. The software package now includes a wide array of methods for inferring phylogenetic networks from data sets of unlinked loci while accounting for both reticulation (e.g., hybridization) and incomplete lineage sorting. In particular, PhyloNet now allows for maximum parsimony, maximum likelihood, and Bayesian inference of phylogenetic networks from gene tree estimates. Furthermore, Bayesian inference directly from sequence data (sequence alignments or biallelic markers) is implemented. Maximum parsimony is based on an extension of the "minimizing deep coalescences" criterion to phylogenetic networks, whereas maximum likelihood and Bayesian inference are based on the multispecies network coalescent. All methods allow for multiple individuals per species. As computing the likelihood of a phylogenetic network is computationally hard, PhyloNet allows for evaluation and inference of networks using a pseudolikelihood measure. PhyloNet summarizes the results of the various analyzes and generates phylogenetic networks in the extended Newick format that is readily viewable by existing visualization software.

  8. Regression estimators for generic health-related quality of life and quality-adjusted life years.

    PubMed

    Basu, Anirban; Manca, Andrea

    2012-01-01

    To develop regression models for outcomes with truncated supports, such as health-related quality of life (HRQoL) data, and account for features typical of such data such as a skewed distribution, spikes at 1 or 0, and heteroskedasticity. Regression estimators based on features of the Beta distribution. First, both a single equation and a 2-part model are presented, along with estimation algorithms based on maximum-likelihood, quasi-likelihood, and Bayesian Markov-chain Monte Carlo methods. A novel Bayesian quasi-likelihood estimator is proposed. Second, a simulation exercise is presented to assess the performance of the proposed estimators against ordinary least squares (OLS) regression for a variety of HRQoL distributions that are encountered in practice. Finally, the performance of the proposed estimators is assessed by using them to quantify the treatment effect on QALYs in the EVALUATE hysterectomy trial. Overall model fit is studied using several goodness-of-fit tests such as Pearson's correlation test, link and reset tests, and a modified Hosmer-Lemeshow test. The simulation results indicate that the proposed methods are more robust in estimating covariate effects than OLS, especially when the effects are large or the HRQoL distribution has a large spike at 1. Quasi-likelihood techniques are more robust than maximum likelihood estimators. When applied to the EVALUATE trial, all but the maximum likelihood estimators produce unbiased estimates of the treatment effect. One and 2-part Beta regression models provide flexible approaches to regress the outcomes with truncated supports, such as HRQoL, on covariates, after accounting for many idiosyncratic features of the outcomes distribution. This work will provide applied researchers with a practical set of tools to model outcomes in cost-effectiveness analysis.

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

    PubMed Central

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

    2012-01-01

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

  10. Characterizing the phylogenetic tree-search problem.

    PubMed

    Money, Daniel; Whelan, Simon

    2012-03-01

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

  11. Probabilistic models in human sensorimotor control

    PubMed Central

    Wolpert, Daniel M.

    2009-01-01

    Sensory and motor uncertainty form a fundamental constraint on human sensorimotor control. Bayesian decision theory (BDT) has emerged as a unifying framework to understand how the central nervous system performs optimal estimation and control in the face of such uncertainty. BDT has two components: Bayesian statistics and decision theory. Here we review Bayesian statistics and show how it applies to estimating the state of the world and our own body. Recent results suggest that when learning novel tasks we are able to learn the statistical properties of both the world and our own sensory apparatus so as to perform estimation using Bayesian statistics. We review studies which suggest that humans can combine multiple sources of information to form maximum likelihood estimates, can incorporate prior beliefs about possible states of the world so as to generate maximum a posteriori estimates and can use Kalman filter-based processes to estimate time-varying states. Finally, we review Bayesian decision theory in motor control and how the central nervous system processes errors to determine loss functions and optimal actions. We review results that suggest we plan movements based on statistics of our actions that result from signal-dependent noise on our motor outputs. Taken together these studies provide a statistical framework for how the motor system performs in the presence of uncertainty. PMID:17628731

  12. Rapid radiation events in the family Ursidae indicated by likelihood phylogenetic estimation from multiple fragments of mtDNA.

    PubMed

    Waits, L P; Sullivan, J; O'Brien, S J; Ward, R H

    1999-10-01

    The bear family (Ursidae) presents a number of phylogenetic ambiguities as the evolutionary relationships of the six youngest members (ursine bears) are largely unresolved. Recent mitochondrial DNA analyses have produced conflicting results with respect to the phylogeny of ursine bears. In an attempt to resolve these issues, we obtained 1916 nucleotides of mitochondrial DNA sequence data from six gene segments for all eight bear species and conducted maximum likelihood and maximum parsimony analyses on all fragments separately and combined. All six single-region gene trees gave different phylogenetic estimates; however, only for control region data was this significantly incongruent with the results from the combined data. The optimal phylogeny for the combined data set suggests that the giant panda is most basal followed by the spectacled bear. The sloth bear is the basal ursine bear, and there is weak support for a sister taxon relationship of the American and Asiatic black bears. The sun bear is sister taxon to the youngest clade containing brown bears and polar bears. Statistical analyses of alternate hypotheses revealed a lack of strong support for many of the relationships. We suggest that the difficulties surrounding the resolution of the evolutionary relationships of the Ursidae are linked to the existence of sequential rapid radiation events in bear evolution. Thus, unresolved branching orders during these time periods may represent an accurate representation of the evolutionary history of bear species. Copyright 1999 Academic Press.

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

    NASA Astrophysics Data System (ADS)

    Aioanei, Daniel; Samorì, Bruno; Brucale, Marco

    2009-12-01

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

  14. Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.

    PubMed

    Han, Lei; Zhang, Yu; Zhang, Tong

    2016-08-01

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

  15. Phylogenetic relationships within anuran clade Terrarana, with emphasis on the placement of Brazilian Atlantic rainforest frogs genus Ischnocnema (Anura: Brachycephalidae).

    PubMed

    Canedo, Clarissa; Haddad, Célio F B

    2012-11-01

    We present a phylogenetic hypothesis of the anuran clade Terrarana based on partial sequences of nuclear (Tyr and RAG1) and mitochondrial (12S, tRNA-Val, and 16S) genes, testing the monophyly of Ischnocnema and its species series. We performed maximum parsimony, maximum likelihood, and Bayesian inference analyses on 364 terminals: 11 outgroup terminals and 353 ingroup Terrarana terminals, including 139 Ischnocnema terminals (accounting for 29 of the 35 named Ischnocnema species) and 214 other Terrarana terminals within the families Brachycephalidae, Ceuthomantidae, Craugastoridae, and Eleutherodactylidae. Different optimality criteria produced similar results and mostly recovered the currently accepted families and genera. According to these topologies, Ischnocnema is not a monophyletic group. We propose new combinations for three species, relocating them to Pristimantis, and render Eleutherodactylus bilineatus Bokermann, 1975 incertae sedis status within Holoadeninae. The rearrangements in Ischnocnema place it outside the northernmost Brazilian Atlantic rainforest, where the fauna of Terrarana comprises typical Amazonian genera. Copyright © 2012 Elsevier Inc. All rights reserved.

  16. Accurate Structural Correlations from Maximum Likelihood Superpositions

    PubMed Central

    Theobald, Douglas L; Wuttke, Deborah S

    2008-01-01

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

  17. Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics.

    PubMed

    Li, Dongming; Sun, Changming; Yang, Jinhua; Liu, Huan; Peng, Jiaqi; Zhang, Lijuan

    2017-04-06

    An adaptive optics (AO) system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods.

  18. Robust Multi-Frame Adaptive Optics Image Restoration Algorithm Using Maximum Likelihood Estimation with Poisson Statistics

    PubMed Central

    Li, Dongming; Sun, Changming; Yang, Jinhua; Liu, Huan; Peng, Jiaqi; Zhang, Lijuan

    2017-01-01

    An adaptive optics (AO) system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods. PMID:28383503

  19. AUC-Maximized Deep Convolutional Neural Fields for Protein Sequence Labeling.

    PubMed

    Wang, Sheng; Sun, Siqi; Xu, Jinbo

    2016-09-01

    Deep Convolutional Neural Networks (DCNN) has shown excellent performance in a variety of machine learning tasks. This paper presents Deep Convolutional Neural Fields (DeepCNF), an integration of DCNN with Conditional Random Field (CRF), for sequence labeling with an imbalanced label distribution. The widely-used training methods, such as maximum-likelihood and maximum labelwise accuracy, do not work well on imbalanced data. To handle this, we present a new training algorithm called maximum-AUC for DeepCNF. That is, we train DeepCNF by directly maximizing the empirical Area Under the ROC Curve (AUC), which is an unbiased measurement for imbalanced data. To fulfill this, we formulate AUC in a pairwise ranking framework, approximate it by a polynomial function and then apply a gradient-based procedure to optimize it. Our experimental results confirm that maximum-AUC greatly outperforms the other two training methods on 8-state secondary structure prediction and disorder prediction since their label distributions are highly imbalanced and also has similar performance as the other two training methods on solvent accessibility prediction, which has three equally-distributed labels. Furthermore, our experimental results show that our AUC-trained DeepCNF models greatly outperform existing popular predictors of these three tasks. The data and software related to this paper are available at https://github.com/realbigws/DeepCNF_AUC.

  20. AUC-Maximized Deep Convolutional Neural Fields for Protein Sequence Labeling

    PubMed Central

    Wang, Sheng; Sun, Siqi

    2017-01-01

    Deep Convolutional Neural Networks (DCNN) has shown excellent performance in a variety of machine learning tasks. This paper presents Deep Convolutional Neural Fields (DeepCNF), an integration of DCNN with Conditional Random Field (CRF), for sequence labeling with an imbalanced label distribution. The widely-used training methods, such as maximum-likelihood and maximum labelwise accuracy, do not work well on imbalanced data. To handle this, we present a new training algorithm called maximum-AUC for DeepCNF. That is, we train DeepCNF by directly maximizing the empirical Area Under the ROC Curve (AUC), which is an unbiased measurement for imbalanced data. To fulfill this, we formulate AUC in a pairwise ranking framework, approximate it by a polynomial function and then apply a gradient-based procedure to optimize it. Our experimental results confirm that maximum-AUC greatly outperforms the other two training methods on 8-state secondary structure prediction and disorder prediction since their label distributions are highly imbalanced and also has similar performance as the other two training methods on solvent accessibility prediction, which has three equally-distributed labels. Furthermore, our experimental results show that our AUC-trained DeepCNF models greatly outperform existing popular predictors of these three tasks. The data and software related to this paper are available at https://github.com/realbigws/DeepCNF_AUC. PMID:28884168

  1. A general formula for computing maximum proportion correct scores in various psychophysical paradigms with arbitrary probability distributions of stimulus observations.

    PubMed

    Dai, Huanping; Micheyl, Christophe

    2015-05-01

    Proportion correct (Pc) is a fundamental measure of task performance in psychophysics. The maximum Pc score that can be achieved by an optimal (maximum-likelihood) observer in a given task is of both theoretical and practical importance, because it sets an upper limit on human performance. Within the framework of signal detection theory, analytical solutions for computing the maximum Pc score have been established for several common experimental paradigms under the assumption of Gaussian additive internal noise. However, as the scope of applications of psychophysical signal detection theory expands, the need is growing for psychophysicists to compute maximum Pc scores for situations involving non-Gaussian (internal or stimulus-induced) noise. In this article, we provide a general formula for computing the maximum Pc in various psychophysical experimental paradigms for arbitrary probability distributions of sensory activity. Moreover, easy-to-use MATLAB code implementing the formula is provided. Practical applications of the formula are illustrated, and its accuracy is evaluated, for two paradigms and two types of probability distributions (uniform and Gaussian). The results demonstrate that Pc scores computed using the formula remain accurate even for continuous probability distributions, as long as the conversion from continuous probability density functions to discrete probability mass functions is supported by a sufficiently high sampling resolution. We hope that the exposition in this article, and the freely available MATLAB code, facilitates calculations of maximum performance for a wider range of experimental situations, as well as explorations of the impact of different assumptions concerning internal-noise distributions on maximum performance in psychophysical experiments.

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

    PubMed

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

    2015-03-01

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

  3. Analysis of crackling noise using the maximum-likelihood method: Power-law mixing and exponential damping.

    PubMed

    Salje, Ekhard K H; Planes, Antoni; Vives, Eduard

    2017-10-01

    Crackling noise can be initiated by competing or coexisting mechanisms. These mechanisms can combine to generate an approximate scale invariant distribution that contains two or more contributions. The overall distribution function can be analyzed, to a good approximation, using maximum-likelihood methods and assuming that it follows a power law although with nonuniversal exponents depending on a varying lower cutoff. We propose that such distributions are rather common and originate from a simple superposition of crackling noise distributions or exponential damping.

  4. Likelihood-based modification of experimental crystal structure electron density maps

    DOEpatents

    Terwilliger, Thomas C [Sante Fe, NM

    2005-04-16

    A maximum-likelihood method for improves an electron density map of an experimental crystal structure. A likelihood of a set of structure factors {F.sub.h } is formed for the experimental crystal structure as (1) the likelihood of having obtained an observed set of structure factors {F.sub.h.sup.OBS } if structure factor set {F.sub.h } was correct, and (2) the likelihood that an electron density map resulting from {F.sub.h } is consistent with selected prior knowledge about the experimental crystal structure. The set of structure factors {F.sub.h } is then adjusted to maximize the likelihood of {F.sub.h } for the experimental crystal structure. An improved electron density map is constructed with the maximized structure factors.

  5. Evaluation of properties over phylogenetic trees using stochastic logics.

    PubMed

    Requeno, José Ignacio; Colom, José Manuel

    2016-06-14

    Model checking has been recently introduced as an integrated framework for extracting information of the phylogenetic trees using temporal logics as a querying language, an extension of modal logics that imposes restrictions of a boolean formula along a path of events. The phylogenetic tree is considered a transition system modeling the evolution as a sequence of genomic mutations (we understand mutation as different ways that DNA can be changed), while this kind of logics are suitable for traversing it in a strict and exhaustive way. Given a biological property that we desire to inspect over the phylogeny, the verifier returns true if the specification is satisfied or a counterexample that falsifies it. However, this approach has been only considered over qualitative aspects of the phylogeny. In this paper, we repair the limitations of the previous framework for including and handling quantitative information such as explicit time or probability. To this end, we apply current probabilistic continuous-time extensions of model checking to phylogenetics. We reinterpret a catalog of qualitative properties in a numerical way, and we also present new properties that couldn't be analyzed before. For instance, we obtain the likelihood of a tree topology according to a mutation model. As case of study, we analyze several phylogenies in order to obtain the maximum likelihood with the model checking tool PRISM. In addition, we have adapted the software for optimizing the computation of maximum likelihoods. We have shown that probabilistic model checking is a competitive framework for describing and analyzing quantitative properties over phylogenetic trees. This formalism adds soundness and readability to the definition of models and specifications. Besides, the existence of model checking tools hides the underlying technology, omitting the extension, upgrade, debugging and maintenance of a software tool to the biologists. A set of benchmarks justify the feasibility of our approach.

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

    PubMed

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

    2012-01-01

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

  7. Estimating Phenomenological Parameters in Multi-Assets Markets

    NASA Astrophysics Data System (ADS)

    Raffaelli, Giacomo; Marsili, Matteo

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

  8. Quantum State Tomography via Linear Regression Estimation

    PubMed Central

    Qi, Bo; Hou, Zhibo; Li, Li; Dong, Daoyi; Xiang, Guoyong; Guo, Guangcan

    2013-01-01

    A simple yet efficient state reconstruction algorithm of linear regression estimation (LRE) is presented for quantum state tomography. In this method, quantum state reconstruction is converted into a parameter estimation problem of a linear regression model and the least-squares method is employed to estimate the unknown parameters. An asymptotic mean squared error (MSE) upper bound for all possible states to be estimated is given analytically, which depends explicitly upon the involved measurement bases. This analytical MSE upper bound can guide one to choose optimal measurement sets. The computational complexity of LRE is O(d4) where d is the dimension of the quantum state. Numerical examples show that LRE is much faster than maximum-likelihood estimation for quantum state tomography. PMID:24336519

  9. A Parametric k-Means Algorithm

    PubMed Central

    Tarpey, Thaddeus

    2007-01-01

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

  10. Search for the appearance of atmospheric tau neutrinos in Super-Kamiokande

    NASA Astrophysics Data System (ADS)

    Li, Zepeng; Super-Kamiokande Collaboration

    2016-03-01

    Super-K is a 50 kiloton Water Cherenkov detector with 22.5 kiloton of fiducial volume located at a depth of 2700 meters water equivalent. The large target mass in the fiducial volume offers an opportunity to search for rare tau neutrino appearance from oscillations of atmospheric neutrinos. Events after reduction are classified by a particle identification, based on a neural network (Multilayer Perceptrons), that is optimized to distinguish tau leptons produced by charged-current tau neutrino interactions from electron and muon neutrino interactions in the detector. Super-K atmospheric neutrino data are fit with an unbinned maximum likelihood method to search for tau neutrino appearance. The talk presented results with data taken between 1996 and 2014, comprising 4582 days of live time.

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

    NASA Technical Reports Server (NTRS)

    Abshire, James B.; Mcgarry, Jan F.

    1987-01-01

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

  12. Using known map category marginal frequencies to improve estimates of thematic map accuracy

    NASA Technical Reports Server (NTRS)

    Card, D. H.

    1982-01-01

    By means of two simple sampling plans suggested in the accuracy-assessment literature, it is shown how one can use knowledge of map-category relative sizes to improve estimates of various probabilities. The fact that maximum likelihood estimates of cell probabilities for the simple random sampling and map category-stratified sampling were identical has permitted a unified treatment of the contingency-table analysis. A rigorous analysis of the effect of sampling independently within map categories is made possible by results for the stratified case. It is noted that such matters as optimal sample size selection for the achievement of a desired level of precision in various estimators are irrelevant, since the estimators derived are valid irrespective of how sample sizes are chosen.

  13. Phylogenetic place of guinea pigs: no support of the rodent-polyphyly hypothesis from maximum-likelihood analyses of multiple protein sequences.

    PubMed

    Cao, Y; Adachi, J; Yano, T; Hasegawa, M

    1994-07-01

    Graur et al.'s (1991) hypothesis that the guinea pig-like rodents have an evolutionary origin within mammals that is separate from that of other rodents (the rodent-polyphyly hypothesis) was reexamined by the maximum-likelihood method for protein phylogeny, as well as by the maximum-parsimony and neighbor-joining methods. The overall evidence does not support Graur et al.'s hypothesis, which radically contradicts the traditional view of rodent monophyly. This work demonstrates that we must be careful in choosing a proper method for phylogenetic inference and that an argument based on a small data set (with respect to the length of the sequence and especially the number of species) may be unstable.

  14. Task Performance with List-Mode Data

    NASA Astrophysics Data System (ADS)

    Caucci, Luca

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

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

    NASA Astrophysics Data System (ADS)

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

    1998-07-01

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

  16. State estimation bias induced by optimization under uncertainty and error cost asymmetry is likely reflected in perception.

    PubMed

    Shimansky, Y P

    2011-05-01

    It is well known from numerous studies that perception can be significantly affected by intended action in many everyday situations, indicating that perception and related decision-making is not a simple, one-way sequence, but a complex iterative cognitive process. However, the underlying functional mechanisms are yet unclear. Based on an optimality approach, a quantitative computational model of one such mechanism has been developed in this study. It is assumed in the model that significant uncertainty about task-related parameters of the environment results in parameter estimation errors and an optimal control system should minimize the cost of such errors in terms of the optimality criterion. It is demonstrated that, if the cost of a parameter estimation error is significantly asymmetrical with respect to error direction, the tendency to minimize error cost creates a systematic deviation of the optimal parameter estimate from its maximum likelihood value. Consequently, optimization of parameter estimate and optimization of control action cannot be performed separately from each other under parameter uncertainty combined with asymmetry of estimation error cost, thus making the certainty equivalence principle non-applicable under those conditions. A hypothesis that not only the action, but also perception itself is biased by the above deviation of parameter estimate is supported by ample experimental evidence. The results provide important insights into the cognitive mechanisms of interaction between sensory perception and planning an action under realistic conditions. Implications for understanding related functional mechanisms of optimal control in the CNS are discussed.

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

    NASA Technical Reports Server (NTRS)

    Lin, Shu; Fossorier, Marc

    1998-01-01

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

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

    PubMed

    Hong, Xia

    2006-07-01

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

  19. Advanced complex trait analysis.

    PubMed

    Gray, A; Stewart, I; Tenesa, A

    2012-12-01

    The Genome-wide Complex Trait Analysis (GCTA) software package can quantify the contribution of genetic variation to phenotypic variation for complex traits. However, as those datasets of interest continue to increase in size, GCTA becomes increasingly computationally prohibitive. We present an adapted version, Advanced Complex Trait Analysis (ACTA), demonstrating dramatically improved performance. We restructure the genetic relationship matrix (GRM) estimation phase of the code and introduce the highly optimized parallel Basic Linear Algebra Subprograms (BLAS) library combined with manual parallelization and optimization. We introduce the Linear Algebra PACKage (LAPACK) library into the restricted maximum likelihood (REML) analysis stage. For a test case with 8999 individuals and 279,435 single nucleotide polymorphisms (SNPs), we reduce the total runtime, using a compute node with two multi-core Intel Nehalem CPUs, from ∼17 h to ∼11 min. The source code is fully available under the GNU Public License, along with Linux binaries. For more information see http://www.epcc.ed.ac.uk/software-products/acta. a.gray@ed.ac.uk Supplementary data are available at Bioinformatics online.

  20. Trellises and Trellis-Based Decoding Algorithms for Linear Block Codes. Part 3; A Recursive Maximum Likelihood Decoding

    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.

  1. Testing students' e-learning via Facebook through Bayesian structural equation modeling.

    PubMed

    Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad

    2017-01-01

    Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.

  2. Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

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

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

    1996-06-01

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

  3. Land cover mapping after the tsunami event over Nanggroe Aceh Darussalam (NAD) province, Indonesia

    NASA Astrophysics Data System (ADS)

    Lim, H. S.; MatJafri, M. Z.; Abdullah, K.; Alias, A. N.; Mohd. Saleh, N.; Wong, C. J.; Surbakti, M. S.

    2008-03-01

    Remote sensing offers an important means of detecting and analyzing temporal changes occurring in our landscape. This research used remote sensing to quantify land use/land cover changes at the Nanggroe Aceh Darussalam (Nad) province, Indonesia on a regional scale. The objective of this paper is to assess the changed produced from the analysis of Landsat TM data. A Landsat TM image was used to develop land cover classification map for the 27 March 2005. Four supervised classifications techniques (Maximum Likelihood, Minimum Distance-to- Mean, Parallelepiped and Parallelepiped with Maximum Likelihood Classifier Tiebreaker classifier) were performed to the satellite image. Training sites and accuracy assessment were needed for supervised classification techniques. The training sites were established using polygons based on the colour image. High detection accuracy (>80%) and overall Kappa (>0.80) were achieved by the Parallelepiped with Maximum Likelihood Classifier Tiebreaker classifier in this study. This preliminary study has produced a promising result. This indicates that land cover mapping can be carried out using remote sensing classification method of the satellite digital imagery.

  4. Evidence of seasonal variation in longitudinal growth of height in a sample of boys from Stuttgart Carlsschule, 1771-1793, using combined principal component analysis and maximum likelihood principle.

    PubMed

    Lehmann, A; Scheffler, Ch; Hermanussen, M

    2010-02-01

    Recent progress in modelling individual growth has been achieved by combining the principal component analysis and the maximum likelihood principle. This combination models growth even in incomplete sets of data and in data obtained at irregular intervals. We re-analysed late 18th century longitudinal growth of German boys from the boarding school Carlsschule in Stuttgart. The boys, aged 6-23 years, were measured at irregular 3-12 monthly intervals during the period 1771-1793. At the age of 18 years, mean height was 1652 mm, but height variation was large. The shortest boy reached 1474 mm, the tallest 1826 mm. Measured height closely paralleled modelled height, with mean difference of 4 mm, SD 7 mm. Seasonal height variation was found. Low growth rates occurred in spring and high growth rates in summer and autumn. The present study demonstrates that combining the principal component analysis and the maximum likelihood principle enables growth modelling in historic height data also. Copyright (c) 2009 Elsevier GmbH. All rights reserved.

  5. Collinear Latent Variables in Multilevel Confirmatory Factor Analysis

    PubMed Central

    van de Schoot, Rens; Hox, Joop

    2014-01-01

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

  6. Testing students’ e-learning via Facebook through Bayesian structural equation modeling

    PubMed Central

    Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad

    2017-01-01

    Learning is an intentional activity, with several factors affecting students’ intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods’ results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated. PMID:28886019

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

    NASA Astrophysics Data System (ADS)

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

    2017-05-01

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

  8. On the Log-Normality of Historical Magnetic-Storm Intensity Statistics: Implications for Extreme-Event Probabilities

    NASA Astrophysics Data System (ADS)

    Love, J. J.; Rigler, E. J.; Pulkkinen, A. A.; Riley, P.

    2015-12-01

    An examination is made of the hypothesis that the statistics of magnetic-storm-maximum intensities are the realization of a log-normal stochastic process. Weighted least-squares and maximum-likelihood methods are used to fit log-normal functions to -Dst storm-time maxima for years 1957-2012; bootstrap analysis is used to established confidence limits on forecasts. Both methods provide fits that are reasonably consistent with the data; both methods also provide fits that are superior to those that can be made with a power-law function. In general, the maximum-likelihood method provides forecasts having tighter confidence intervals than those provided by weighted least-squares. From extrapolation of maximum-likelihood fits: a magnetic storm with intensity exceeding that of the 1859 Carrington event, -Dst > 850 nT, occurs about 1.13 times per century and a wide 95% confidence interval of [0.42, 2.41] times per century; a 100-yr magnetic storm is identified as having a -Dst > 880 nT (greater than Carrington) but a wide 95% confidence interval of [490, 1187] nT. This work is partially motivated by United States National Science and Technology Council and Committee on Space Research and International Living with a Star priorities and strategic plans for the assessment and mitigation of space-weather hazards.

  9. Minimizing pre- and post-defibrillation pauses increases the likelihood of return of spontaneous circulation (ROSC).

    PubMed

    Sell, Rebecca E; Sarno, Renee; Lawrence, Brenna; Castillo, Edward M; Fisher, Roger; Brainard, Criss; Dunford, James V; Davis, Daniel P

    2010-07-01

    The three-phase model of ventricular fibrillation (VF) arrest suggests a period of compressions to "prime" the heart prior to defibrillation attempts. In addition, post-shock compressions may increase the likelihood of return of spontaneous circulation (ROSC). The optimal intervals for shock delivery following cessation of compressions (pre-shock interval) and resumption of compressions following a shock (post-shock interval) remain unclear. To define optimal pre- and post-defibrillation compression pauses for out-of-hospital cardiac arrest (OOHCA). All patients suffering OOHCA from VF were identified over a 1-month period. Defibrillator data were abstracted and analyzed using the combination of ECG, impedance, and audio recording. Receiver-operator curve (ROC) analysis was used to define the optimal pre- and post-shock compression intervals. Multiple logistic regression analysis was used to quantify the relationship between these intervals and ROSC. Covariates included cumulative number of defibrillation attempts, intubation status, and administration of epinephrine in the immediate pre-shock compression cycle. Cluster adjustment was performed due to the possibility of multiple defibrillation attempts for each patient. A total of 36 patients with 96 defibrillation attempts were included. The ROC analysis identified an optimal pre-shock interval of <3s and an optimal post-shock interval of <6s. Increased likelihood of ROSC was observed with a pre-shock interval <3s (adjusted OR 6.7, 95% CI 2.0-22.3, p=0.002) and a post-shock interval of <6s (adjusted OR 10.7, 95% CI 2.8-41.4, p=0.001). Likelihood of ROSC was substantially increased with the optimization of both pre- and post-shock intervals (adjusted OR 13.1, 95% CI 3.4-49.9, p<0.001). Decreasing pre- and post-shock compression intervals increases the likelihood of ROSC in OOHCA from VF.

  10. 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,

  11. 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.

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

    PubMed Central

    Richards, V. M.; Dai, W.

    2014-01-01

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

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

    PubMed

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

    2010-03-01

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

  14. 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.

  15. The epoch state navigation filter. [for maximum likelihood estimates of position and velocity vectors

    NASA Technical Reports Server (NTRS)

    Battin, R. H.; Croopnick, S. R.; Edwards, J. A.

    1977-01-01

    The formulation of a recursive maximum likelihood navigation system employing reference position and velocity vectors as state variables is presented. Convenient forms of the required variational equations of motion are developed together with an explicit form of the associated state transition matrix needed to refer measurement data from the measurement time to the epoch time. Computational advantages accrue from this design in that the usual forward extrapolation of the covariance matrix of estimation errors can be avoided without incurring unacceptable system errors. Simulation data for earth orbiting satellites are provided to substantiate this assertion.

  16. A 3D approximate maximum likelihood localization solver

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

    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.

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

    PubMed Central

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

    2015-01-01

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

  18. Search for Point Sources of Ultra-High-Energy Cosmic Rays above 4.0 × 1019 eV Using a Maximum Likelihood Ratio Test

    NASA Astrophysics Data System (ADS)

    Abbasi, R. U.; Abu-Zayyad, T.; Amann, J. F.; Archbold, G.; Atkins, R.; Bellido, J. A.; Belov, K.; Belz, J. W.; Ben-Zvi, S. Y.; Bergman, D. R.; Boyer, J. H.; Burt, G. W.; Cao, Z.; Clay, R. W.; Connolly, B. M.; Dawson, B. R.; Deng, W.; Farrar, G. R.; Fedorova, Y.; Findlay, J.; Finley, C. B.; Hanlon, W. F.; Hoffman, C. M.; Holzscheiter, M. H.; Hughes, G. A.; Hüntemeyer, P.; Jui, C. C. H.; Kim, K.; Kirn, M. A.; Knapp, B. C.; Loh, E. C.; Maestas, M. M.; Manago, N.; Mannel, E. J.; Marek, L. J.; Martens, K.; Matthews, J. A. J.; Matthews, J. N.; O'Neill, A.; Painter, C. A.; Perera, L.; Reil, K.; Riehle, R.; Roberts, M. D.; Sasaki, M.; Schnetzer, S. R.; Seman, M.; Simpson, K. M.; Sinnis, G.; Smith, J. D.; Snow, R.; Sokolsky, P.; Song, C.; Springer, R. W.; Stokes, B. T.; Thomas, J. R.; Thomas, S. B.; Thomson, G. B.; Tupa, D.; Westerhoff, S.; Wiencke, L. R.; Zech, A.

    2005-04-01

    We present the results of a search for cosmic-ray point sources at energies in excess of 4.0×1019 eV in the combined data sets recorded by the Akeno Giant Air Shower Array and High Resolution Fly's Eye stereo experiments. The analysis is based on a maximum likelihood ratio test using the probability density function for each event rather than requiring an a priori choice of a fixed angular bin size. No statistically significant clustering of events consistent with a point source is found.

  19. Exponential series approaches for nonparametric graphical models

    NASA Astrophysics Data System (ADS)

    Janofsky, Eric

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

  20. The Equivalence of Two Methods of Parameter Estimation for the Rasch Model.

    ERIC Educational Resources Information Center

    Blackwood, Larry G.; Bradley, Edwin L.

    1989-01-01

    Two methods of estimating parameters in the Rasch model are compared. The equivalence of likelihood estimations from the model of G. J. Mellenbergh and P. Vijn (1981) and from usual unconditional maximum likelihood (UML) estimation is demonstrated. Mellenbergh and Vijn's model is a convenient method of calculating UML estimates. (SLD)

  1. Using the β-binomial distribution to characterize forest health

    Treesearch

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

    1995-01-01

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

  2. Power and Sample Size Calculations for Logistic Regression Tests for Differential Item Functioning

    ERIC Educational Resources Information Center

    Li, Zhushan

    2014-01-01

    Logistic regression is a popular method for detecting uniform and nonuniform differential item functioning (DIF) effects. Theoretical formulas for the power and sample size calculations are derived for likelihood ratio tests and Wald tests based on the asymptotic distribution of the maximum likelihood estimators for the logistic regression model.…

  3. A Note on Three Statistical Tests in the Logistic Regression DIF Procedure

    ERIC Educational Resources Information Center

    Paek, Insu

    2012-01-01

    Although logistic regression became one of the well-known methods in detecting differential item functioning (DIF), its three statistical tests, the Wald, likelihood ratio (LR), and score tests, which are readily available under the maximum likelihood, do not seem to be consistently distinguished in DIF literature. This paper provides a clarifying…

  4. Contributions to the Underlying Bivariate Normal Method for Factor Analyzing Ordinal Data

    ERIC Educational Resources Information Center

    Xi, Nuo; Browne, Michael W.

    2014-01-01

    A promising "underlying bivariate normal" approach was proposed by Jöreskog and Moustaki for use in the factor analysis of ordinal data. This was a limited information approach that involved the maximization of a composite likelihood function. Its advantage over full-information maximum likelihood was that very much less computation was…

  5. Investigating the Impact of Uncertainty about Item Parameters on Ability Estimation

    ERIC Educational Resources Information Center

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

    2011-01-01

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

  6. Estimation of Complex Generalized Linear Mixed Models for Measurement and Growth

    ERIC Educational Resources Information Center

    Jeon, Minjeong

    2012-01-01

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

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

    EPA Science Inventory

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

  8. A maximum likelihood approach to diffeomorphic speckle tracking for 3D strain estimation in echocardiography.

    PubMed

    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 accurate method to measure the motion and strain with an average median motion error of 0.42 mm and a median strain error of 2.0 ± 0.9%, 2.1 ± 1.3% and 7.1 ± 4.9% for circumferential, longitudinal and radial strain respectively. It also showed its capability to identify abnormal segments with reduced cardiac function and timing differences for the dyssynchrony cases. These results indicate that the proposed diffeomorphic speckle tracking method provides robust and accurate motion and strain estimation. Copyright © 2015. Published by Elsevier B.V.

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

    PubMed Central

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

    2016-01-01

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

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

    PubMed

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

    2016-09-02

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

  11. Parameter Estimation of a Spiking Silicon Neuron

    PubMed Central

    Russell, Alexander; Mazurek, Kevin; Mihalaş, Stefan; Niebur, Ernst; Etienne-Cummings, Ralph

    2012-01-01

    Spiking neuron models are used in a multitude of tasks ranging from understanding neural behavior at its most basic level to neuroprosthetics. Parameter estimation of a single neuron model, such that the model’s output matches that of a biological neuron is an extremely important task. Hand tuning of parameters to obtain such behaviors is a difficult and time consuming process. This is further complicated when the neuron is instantiated in silicon (an attractive medium in which to implement these models) as fabrication imperfections make the task of parameter configuration more complex. In this paper we show two methods to automate the configuration of a silicon (hardware) neuron’s parameters. First, we show how a Maximum Likelihood method can be applied to a leaky integrate and fire silicon neuron with spike induced currents to fit the neuron’s output to desired spike times. We then show how a distance based method which approximates the negative log likelihood of the lognormal distribution can also be used to tune the neuron’s parameters. We conclude that the distance based method is better suited for parameter configuration of silicon neurons due to its superior optimization speed. PMID:23852978

  12. Evolution at the tips: Asclepias phylogenomics and new perspectives on leaf surfaces.

    PubMed

    Fishbein, Mark; Straub, Shannon C K; Boutte, Julien; Hansen, Kimberly; Cronn, Richard C; Liston, Aaron

    2018-03-01

    Leaf surface traits, such as trichome density and wax production, mediate important ecological processes such as anti-herbivory defense and water-use efficiency. We present a phylogenetic analysis of Asclepias plastomes as a framework for analyzing the evolution of trichome density and presence of epicuticular waxes. We produced a maximum-likelihood phylogeny using plastomes of 103 species of Asclepias. We reconstructed ancestral states and used model comparisons in a likelihood framework to analyze character evolution across Asclepias. We resolved the backbone of Asclepias, placing the Sonoran Desert clade and Incarnatae clade as successive sisters to the remaining species. We present novel findings about leaf surface evolution of Asclepias-the ancestor is reconstructed as waxless and sparsely hairy, a macroevolutionary optimal trichome density is supported, and the rate of evolution of trichome density has accelerated. Increased sampling and selection of best-fitting models of evolution provide more resolved and robust estimates of phylogeny and character evolution than obtained in previous studies. Evolutionary inferences are more sensitive to character coding than model selection. © 2018 The Authors. American Journal of Botany is published by Wiley Periodicals, Inc. on behalf of the Botanical Society of America.

  13. How much to trust the senses: Likelihood learning

    PubMed Central

    Sato, Yoshiyuki; Kording, Konrad P.

    2014-01-01

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

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

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

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

    2014-12-01

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

  15. Reliability-Weighted Integration of Audiovisual Signals Can Be Modulated by Top-down Attention

    PubMed Central

    Noppeney, Uta

    2018-01-01

    Abstract Behaviorally, it is well established that human observers integrate signals near-optimally weighted in proportion to their reliabilities as predicted by maximum likelihood estimation. Yet, despite abundant behavioral evidence, it is unclear how the human brain accomplishes this feat. In a spatial ventriloquist paradigm, participants were presented with auditory, visual, and audiovisual signals and reported the location of the auditory or the visual signal. Combining psychophysics, multivariate functional MRI (fMRI) decoding, and models of maximum likelihood estimation (MLE), we characterized the computational operations underlying audiovisual integration at distinct cortical levels. We estimated observers’ behavioral weights by fitting psychometric functions to participants’ localization responses. Likewise, we estimated the neural weights by fitting neurometric functions to spatial locations decoded from regional fMRI activation patterns. Our results demonstrate that low-level auditory and visual areas encode predominantly the spatial location of the signal component of a region’s preferred auditory (or visual) modality. By contrast, intraparietal sulcus forms spatial representations by integrating auditory and visual signals weighted by their reliabilities. Critically, the neural and behavioral weights and the variance of the spatial representations depended not only on the sensory reliabilities as predicted by the MLE model but also on participants’ modality-specific attention and report (i.e., visual vs. auditory). These results suggest that audiovisual integration is not exclusively determined by bottom-up sensory reliabilities. Instead, modality-specific attention and report can flexibly modulate how intraparietal sulcus integrates sensory signals into spatial representations to guide behavioral responses (e.g., localization and orienting). PMID:29527567

  16. Predicting bulk permeability using outcrop fracture attributes: The benefits of a Maximum Likelihood Estimator

    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.

  17. Fragment assignment in the cloud with eXpress-D

    PubMed Central

    2013-01-01

    Background Probabilistic assignment of ambiguously mapped fragments produced by high-throughput sequencing experiments has been demonstrated to greatly improve accuracy in the analysis of RNA-Seq and ChIP-Seq, and is an essential step in many other sequence census experiments. A maximum likelihood method using the expectation-maximization (EM) algorithm for optimization is commonly used to solve this problem. However, batch EM-based approaches do not scale well with the size of sequencing datasets, which have been increasing dramatically over the past few years. Thus, current approaches to fragment assignment rely on heuristics or approximations for tractability. Results We present an implementation of a distributed EM solution to the fragment assignment problem using Spark, a data analytics framework that can scale by leveraging compute clusters within datacenters–“the cloud”. We demonstrate that our implementation easily scales to billions of sequenced fragments, while providing the exact maximum likelihood assignment of ambiguous fragments. The accuracy of the method is shown to be an improvement over the most widely used tools available and can be run in a constant amount of time when cluster resources are scaled linearly with the amount of input data. Conclusions The cloud offers one solution for the difficulties faced in the analysis of massive high-thoughput sequencing data, which continue to grow rapidly. Researchers in bioinformatics must follow developments in distributed systems–such as new frameworks like Spark–for ways to port existing methods to the cloud and help them scale to the datasets of the future. Our software, eXpress-D, is freely available at: http://github.com/adarob/express-d. PMID:24314033

  18. Marginal Maximum A Posteriori Item Parameter Estimation for the Generalized Graded Unfolding Model

    ERIC Educational Resources Information Center

    Roberts, James S.; Thompson, Vanessa M.

    2011-01-01

    A marginal maximum a posteriori (MMAP) procedure was implemented to estimate item parameters in the generalized graded unfolding model (GGUM). Estimates from the MMAP method were compared with those derived from marginal maximum likelihood (MML) and Markov chain Monte Carlo (MCMC) procedures in a recovery simulation that varied sample size,…

  19. Simulation-Based Evaluation of Hybridization Network Reconstruction Methods in the Presence of Incomplete Lineage Sorting

    PubMed Central

    Kamneva, Olga K; Rosenberg, Noah A

    2017-01-01

    Hybridization events generate reticulate species relationships, giving rise to species networks rather than species trees. We report a comparative study of consensus, maximum parsimony, and maximum likelihood methods of species network reconstruction using gene trees simulated assuming a known species history. We evaluate the role of the divergence time between species involved in a hybridization event, the relative contributions of the hybridizing species, and the error in gene tree estimation. When gene tree discordance is mostly due to hybridization and not due to incomplete lineage sorting (ILS), most of the methods can detect even highly skewed hybridization events between highly divergent species. For recent divergences between hybridizing species, when the influence of ILS is sufficiently high, likelihood methods outperform parsimony and consensus methods, which erroneously identify extra hybridizations. The more sophisticated likelihood methods, however, are affected by gene tree errors to a greater extent than are consensus and parsimony. PMID:28469378

  20. Free energy reconstruction from steered dynamics without post-processing

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

    Athenes, Manuel, E-mail: Manuel.Athenes@cea.f; Condensed Matter and Materials Division, Physics and Life Sciences Directorate, LLNL, Livermore, CA 94551; Marinica, Mihai-Cosmin

    2010-09-20

    Various methods achieving importance sampling in ensembles of nonequilibrium trajectories enable one to estimate free energy differences and, by maximum-likelihood post-processing, to reconstruct free energy landscapes. Here, based on Bayes theorem, we propose a more direct method in which a posterior likelihood function is used both to construct the steered dynamics and to infer the contribution to equilibrium of all the sampled states. The method is implemented with two steering schedules. First, using non-autonomous steering, we calculate the migration barrier of the vacancy in Fe-{alpha}. Second, using an autonomous scheduling related to metadynamics and equivalent to temperature-accelerated molecular dynamics, wemore » accurately reconstruct the two-dimensional free energy landscape of the 38-atom Lennard-Jones cluster as a function of an orientational bond-order parameter and energy, down to the solid-solid structural transition temperature of the cluster and without maximum-likelihood post-processing.« less

  1. Master teachers' responses to twenty literacy and science/mathematics practices in deaf education.

    PubMed

    Easterbrooks, Susan R; Stephenson, Brenda; Mertens, Donna

    2006-01-01

    Under a grant to improve outcomes for students who are deaf or hard of hearing awarded to the Association of College Educators--Deaf/Hard of Hearing, a team identified content that all teachers of students who are deaf and hard of hearing must understand and be able to teach. Also identified were 20 practices associated with content standards (10 each, literacy and science/mathematics). Thirty-seven master teachers identified by grant agents rated the practices on a Likert-type scale indicating the maximum benefit of each practice and maximum likelihood that they would use the practice, yielding a likelihood-impact analysis. The teachers showed strong agreement on the benefits and likelihood of use of the rated practices. Concerns about implementation of many of the practices related to time constraints and mixed-ability classrooms were themes of the reviews. Actions for teacher preparation programs were recommended.

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

    NASA Astrophysics Data System (ADS)

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

    2018-04-01

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

  3. Maintained Individual Data Distributed Likelihood Estimation (MIDDLE)

    PubMed Central

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

    2015-01-01

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

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

    PubMed

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

    2010-05-01

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

  5. Unbiased contaminant removal for 3D galaxy power spectrum measurements

    NASA Astrophysics Data System (ADS)

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

    2016-11-01

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

  6. Feedforward Inhibition and Synaptic Scaling – Two Sides of the Same Coin?

    PubMed Central

    Lücke, Jörg

    2012-01-01

    Feedforward inhibition and synaptic scaling are important adaptive processes that control the total input a neuron can receive from its afferents. While often studied in isolation, the two have been reported to co-occur in various brain regions. The functional implications of their interactions remain unclear, however. Based on a probabilistic modeling approach, we show here that fast feedforward inhibition and synaptic scaling interact synergistically during unsupervised learning. In technical terms, we model the input to a neural circuit using a normalized mixture model with Poisson noise. We demonstrate analytically and numerically that, in the presence of lateral inhibition introducing competition between different neurons, Hebbian plasticity and synaptic scaling approximate the optimal maximum likelihood solutions for this model. Our results suggest that, beyond its conventional use as a mechanism to remove undesired pattern variations, input normalization can make typical neural interaction and learning rules optimal on the stimulus subspace defined through feedforward inhibition. Furthermore, learning within this subspace is more efficient in practice, as it helps avoid locally optimal solutions. Our results suggest a close connection between feedforward inhibition and synaptic scaling which may have important functional implications for general cortical processing. PMID:22457610

  7. Feedforward inhibition and synaptic scaling--two sides of the same coin?

    PubMed

    Keck, Christian; Savin, Cristina; Lücke, Jörg

    2012-01-01

    Feedforward inhibition and synaptic scaling are important adaptive processes that control the total input a neuron can receive from its afferents. While often studied in isolation, the two have been reported to co-occur in various brain regions. The functional implications of their interactions remain unclear, however. Based on a probabilistic modeling approach, we show here that fast feedforward inhibition and synaptic scaling interact synergistically during unsupervised learning. In technical terms, we model the input to a neural circuit using a normalized mixture model with Poisson noise. We demonstrate analytically and numerically that, in the presence of lateral inhibition introducing competition between different neurons, Hebbian plasticity and synaptic scaling approximate the optimal maximum likelihood solutions for this model. Our results suggest that, beyond its conventional use as a mechanism to remove undesired pattern variations, input normalization can make typical neural interaction and learning rules optimal on the stimulus subspace defined through feedforward inhibition. Furthermore, learning within this subspace is more efficient in practice, as it helps avoid locally optimal solutions. Our results suggest a close connection between feedforward inhibition and synaptic scaling which may have important functional implications for general cortical processing.

  8. Maximum-likelihood estimation of parameterized wavefronts from multifocal data

    PubMed Central

    Sakamoto, Julia A.; Barrett, Harrison H.

    2012-01-01

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

  9. A phylogeny of robber flies (Diptera: Asilidae) at the subfamilial level: molecular evidence.

    PubMed

    Bybee, Seth M; Taylor, Sean D; Riley Nelson, C; Whiting, Michael F

    2004-03-01

    We present the first formal analysis of phylogenetic relationships among the Asilidae, based on four genes: 16S rDNA, 18S rDNA, 28S rDNA, and cytochrome oxidase II. Twenty-six ingroup taxa representing 11 of the 12 described subfamilies were selected to produce a phylogenetic estimate of asilid subfamilial relationships via optimization alignment, parsimony, and maximum likelihood techniques. Phylogenetic analyses support the monophyly of Asilidae with Leptogastrinae as the most basal robber fly lineage. Apocleinae+(Asilinae+Ommatiinae) is supported as monophyletic. The laphriinae-group (Laphriinae+Laphystiinae) and the dasypogoninae-group (Dasypogoninae+Stenopogoninae+Stichopogoninae+ Trigonomiminae) are paraphyletic. These results suggest that current subfamilial classification only partially reflects robber fly phylogeny, indicating the need for further phylogenetic investigation of this group.

  10. Identification of dynamic systems, theory and formulation

    NASA Technical Reports Server (NTRS)

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

    1985-01-01

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

  11. FEC decoder design optimization for mobile satellite communications

    NASA Technical Reports Server (NTRS)

    Roy, Ashim; Lewi, Leng

    1990-01-01

    A new telecommunications service for location determination via satellite is being proposed for the continental USA and Europe, which provides users with the capability to find the location of, and communicate from, a moving vehicle to a central hub and vice versa. This communications system is expected to operate in an extremely noisy channel in the presence of fading. In order to achieve high levels of data integrity, it is essential to employ forward error correcting (FEC) encoding and decoding techniques in such mobile satellite systems. A constraint length k = 7 FEC decoder has been implemented in a single chip for such systems. The single chip implementation of the maximum likelihood decoder helps to minimize the cost, size, and power consumption, and improves the bit error rate (BER) performance of the mobile earth terminal (MET).

  12. Comparison of 2- and 10-micron coherent Doppler lidar performance

    NASA Technical Reports Server (NTRS)

    Frehlich, Rod

    1995-01-01

    The performance of 2- and 10-micron coherent Doppler lidar is presented in terms of the statistical distribution of the maximum-likelihood velocity estimator from simulations for fixed range resolution and fixed velocity search space as a function of the number of coherent photoelectrons per estimate. The wavelength dependence of the aerosol backscatter coefficient, the detector quantum efficiency, and the atmospheric extinction produce a simple shift of the performance curves. Results are presented for a typical boundary layer measurement and a space-based measurement for two regimes: the pulse-dominated regime where the signal statistics are determined by the transmitted pulse, and the atmospheric-dominated regime where the signal statistics are determined by the velocity fluctuations over the range gate. The optimal choice of wavelength depends on the problem under consideration.

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

    PubMed

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

    2003-11-01

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

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

    PubMed

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

    2018-05-26

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

  15. DSN telemetry system performance using a maximum likelihood convolutional decoder

    NASA Technical Reports Server (NTRS)

    Benjauthrit, B.; Kemp, R. P.

    1977-01-01

    Results are described of telemetry system performance testing using DSN equipment and a Maximum Likelihood Convolutional Decoder (MCD) for code rates 1/2 and 1/3, constraint length 7 and special test software. The test results confirm the superiority of the rate 1/3 over that of the rate 1/2. The overall system performance losses determined at the output of the Symbol Synchronizer Assembly are less than 0.5 db for both code rates. Comparison of the performance is also made with existing mathematical models. Error statistics of the decoded data are examined. The MCD operational threshold is found to be about 1.96 db.

  16. Multifrequency InSAR height reconstruction through maximum likelihood estimation of local planes parameters.

    PubMed

    Pascazio, Vito; Schirinzi, Gilda

    2002-01-01

    In this paper, a technique that is able to reconstruct highly sloped and discontinuous terrain height profiles, starting from multifrequency wrapped phase acquired by interferometric synthetic aperture radar (SAR) systems, is presented. We propose an innovative unwrapping method, based on a maximum likelihood estimation technique, which uses multifrequency independent phase data, obtained by filtering the interferometric SAR raw data pair through nonoverlapping band-pass filters, and approximating the unknown surface by means of local planes. Since the method does not exploit the phase gradient, it assures the uniqueness of the solution, even in the case of highly sloped or piecewise continuous elevation patterns with strong discontinuities.

  17. Soft decoding a self-dual (48, 24; 12) code

    NASA Technical Reports Server (NTRS)

    Solomon, G.

    1993-01-01

    A self-dual (48,24;12) code comes from restricting a binary cyclic (63,18;36) code to a 6 x 7 matrix, adding an eighth all-zero column, and then adjoining six dimensions to this extended 6 x 8 matrix. These six dimensions are generated by linear combinations of row permutations of a 6 x 8 matrix of weight 12, whose sums of rows and columns add to one. A soft decoding using these properties and approximating maximum likelihood is presented here. This is preliminary to a possible soft decoding of the box (72,36;15) code that promises a 7.7-dB theoretical coding under maximum likelihood.

  18. Effects of time-shifted data on flight determined stability and control derivatives

    NASA Technical Reports Server (NTRS)

    Steers, S. T.; Iliff, K. W.

    1975-01-01

    Flight data were shifted in time by various increments to assess the effects of time shifts on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there was a considerable time shift in the data. Time shifts degraded the estimates of the derivatives, but the degradation was in a consistent rather than a random pattern. Time shifts in the control variables caused the most degradation, and the lateral-directional rotary derivatives were affected the most by time shifts in any variable.

  19. Minimum distance classification in remote sensing

    NASA Technical Reports Server (NTRS)

    Wacker, A. G.; Landgrebe, D. A.

    1972-01-01

    The utilization of minimum distance classification methods in remote sensing problems, such as crop species identification, is considered. Literature concerning both minimum distance classification problems and distance measures is reviewed. Experimental results are presented for several examples. The objective of these examples is to: (a) compare the sample classification accuracy of a minimum distance classifier, with the vector classification accuracy of a maximum likelihood classifier, and (b) compare the accuracy of a parametric minimum distance classifier with that of a nonparametric one. Results show the minimum distance classifier performance is 5% to 10% better than that of the maximum likelihood classifier. The nonparametric classifier is only slightly better than the parametric version.

  20. Maximum likelihood conjoint measurement of lightness and chroma.

    PubMed

    Rogers, Marie; Knoblauch, Kenneth; Franklin, Anna

    2016-03-01

    Color varies along dimensions of lightness, hue, and chroma. We used maximum likelihood conjoint measurement to investigate how lightness and chroma influence color judgments. Observers judged lightness and chroma of stimuli that varied in both dimensions in a paired-comparison task. We modeled how changes in one dimension influenced judgment of the other. An additive model best fit the data in all conditions except for judgment of red chroma where there was a small but significant interaction. Lightness negatively contributed to perception of chroma for red, blue, and green hues but not for yellow. The method permits quantification of lightness and chroma contributions to color appearance.

  1. Case-Deletion Diagnostics for Maximum Likelihood Multipoint Quantitative Trait Locus Linkage Analysis

    PubMed Central

    Mendoza, Maria C.B.; Burns, Trudy L.; Jones, Michael P.

    2009-01-01

    Objectives Case-deletion diagnostic methods are tools that allow identification of influential observations that may affect parameter estimates and model fitting conclusions. The goal of this paper was to develop two case-deletion diagnostics, the exact case deletion (ECD) and the empirical influence function (EIF), for detecting outliers that can affect results of sib-pair maximum likelihood quantitative trait locus (QTL) linkage analysis. Methods Subroutines to compute the ECD and EIF were incorporated into the maximum likelihood QTL variance estimation components of the linkage analysis program MAPMAKER/SIBS. Performance of the diagnostics was compared in simulation studies that evaluated the proportion of outliers correctly identified (sensitivity), and the proportion of non-outliers correctly identified (specificity). Results Simulations involving nuclear family data sets with one outlier showed EIF sensitivities approximated ECD sensitivities well for outlier-affected parameters. Sensitivities were high, indicating the outlier was identified a high proportion of the time. Simulations also showed the enormous computational time advantage of the EIF. Diagnostics applied to body mass index in nuclear families detected observations influential on the lod score and model parameter estimates. Conclusions The EIF is a practical diagnostic tool that has the advantages of high sensitivity and quick computation. PMID:19172086

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

    PubMed

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

    2013-01-01

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

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

    PubMed Central

    Savalei, Victoria; Rhemtulla, Mijke

    2017-01-01

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

  4. Determining crop residue type and class using satellite acquired data. M.S. Thesis Progress Report, Jun. 1990

    NASA Technical Reports Server (NTRS)

    Zhuang, Xin

    1990-01-01

    LANDSAT Thematic Mapper (TM) data for March 23, 1987 with accompanying ground truth data for the study area in Miami County, IN were used to determine crop residue type and class. Principle components and spectral ratioing transformations were applied to the LANDSAT TM data. One graphic information system (GIS) layer of land ownership was added to each original image as the eighth band of data in an attempt to improve classification. Maximum likelihood, minimum distance, and neural networks were used to classify the original, transformed, and GIS-enhanced remotely sensed data. Crop residues could be separated from one another and from bare soil and other biomass. Two types of crop residue and four classes were identified from each LANDSAT TM image. The maximum likelihood classifier performed the best classification for each original image without need of any transformation. The neural network classifier was able to improve the classification by incorporating a GIS-layer of land ownership as an eighth band of data. The maximum likelihood classifier was unable to consider this eighth band of data and thus, its results could not be improved by its consideration.

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

    PubMed

    Savalei, Victoria; Rhemtulla, Mijke

    2017-08-01

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

  6. Maximum-Entropy Inference with a Programmable Annealer

    PubMed Central

    Chancellor, Nicholas; Szoke, Szilard; Vinci, Walter; Aeppli, Gabriel; Warburton, Paul A.

    2016-01-01

    Optimisation problems typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this maximises the likelihood that the solution is correct. The maximum entropy solution on the other hand takes the form of a Boltzmann distribution over the ground and excited states of the cost function to correct for noise. Here we use a programmable annealer for the information decoding problem which we simulate as a random Ising model in a field. We show experimentally that finite temperature maximum entropy decoding can give slightly better bit-error-rates than the maximum likelihood approach, confirming that useful information can be extracted from the excited states of the annealer. Furthermore we introduce a bit-by-bit analytical method which is agnostic to the specific application and use it to show that the annealer samples from a highly Boltzmann-like distribution. Machines of this kind are therefore candidates for use in a variety of machine learning applications which exploit maximum entropy inference, including language processing and image recognition. PMID:26936311

  7. Optimal visual-haptic integration with articulated tools.

    PubMed

    Takahashi, Chie; Watt, Simon J

    2017-05-01

    When we feel and see an object, the nervous system integrates visual and haptic information optimally, exploiting the redundancy in multiple signals to estimate properties more precisely than is possible from either signal alone. We examined whether optimal integration is similarly achieved when using articulated tools. Such tools (tongs, pliers, etc) are a defining characteristic of human hand function, but complicate the classical sensory 'correspondence problem' underlying multisensory integration. Optimal integration requires establishing the relationship between signals acquired by different sensors (hand and eye) and, therefore, in fundamentally unrelated units. The system must also determine when signals refer to the same property of the world-seeing and feeling the same thing-and only integrate those that do. This could be achieved by comparing the pattern of current visual and haptic input to known statistics of their normal relationship. Articulated tools disrupt this relationship, however, by altering the geometrical relationship between object properties and hand posture (the haptic signal). We examined whether different tool configurations are taken into account in visual-haptic integration. We indexed integration by measuring the precision of size estimates, and compared our results to optimal predictions from a maximum-likelihood integrator. Integration was near optimal, independent of tool configuration/hand posture, provided that visual and haptic signals referred to the same object in the world. Thus, sensory correspondence was determined correctly (trial-by-trial), taking tool configuration into account. This reveals highly flexible multisensory integration underlying tool use, consistent with the brain constructing internal models of tools' properties.

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

    USDA-ARS?s Scientific Manuscript database

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

  9. Determining the linkage of disease-resistance genes to molecular markers: the LOD-SCORE method revisited with regard to necessary sample sizes.

    PubMed

    Hühn, M

    1995-05-01

    Some approaches to molecular marker-assisted linkage detection for a dominant disease-resistance trait based on a segregating F2 population are discussed. Analysis of two-point linkage is carried out by the traditional measure of maximum lod score. It depends on (1) the maximum-likelihood estimate of the recombination fraction between the marker and the disease-resistance gene locus, (2) the observed absolute frequencies, and (3) the unknown number of tested individuals. If one replaces the absolute frequencies by expressions depending on the unknown sample size and the maximum-likelihood estimate of recombination value, the conventional rule for significant linkage (maximum lod score exceeds a given linkage threshold) can be resolved for the sample size. For each sub-population used for linkage analysis [susceptible (= recessive) individuals, resistant (= dominant) individuals, complete F2] this approach gives a lower bound for the necessary number of individuals required for the detection of significant two-point linkage by the lod-score method.

  10. Program for Weibull Analysis of Fatigue Data

    NASA Technical Reports Server (NTRS)

    Krantz, Timothy L.

    2005-01-01

    A Fortran computer program has been written for performing statistical analyses of fatigue-test data that are assumed to be adequately represented by a two-parameter Weibull distribution. This program calculates the following: (1) Maximum-likelihood estimates of the Weibull distribution; (2) Data for contour plots of relative likelihood for two parameters; (3) Data for contour plots of joint confidence regions; (4) Data for the profile likelihood of the Weibull-distribution parameters; (5) Data for the profile likelihood of any percentile of the distribution; and (6) Likelihood-based confidence intervals for parameters and/or percentiles of the distribution. The program can account for tests that are suspended without failure (the statistical term for such suspension of tests is "censoring"). The analytical approach followed in this program for the software is valid for type-I censoring, which is the removal of unfailed units at pre-specified times. Confidence regions and intervals are calculated by use of the likelihood-ratio method.

  11. Inferring HIV-1 Transmission Dynamics in Germany From Recently Transmitted Viruses.

    PubMed

    Pouran Yousef, Kaveh; Meixenberger, Karolin; Smith, Maureen R; Somogyi, Sybille; Gromöller, Silvana; Schmidt, Daniel; Gunsenheimer-Bartmeyer, Barbara; Hamouda, Osamah; Kücherer, Claudia; von Kleist, Max

    2016-11-01

    Although HIV continues to spread globally, novel intervention strategies such as treatment as prevention (TasP) may bring the epidemic to a halt. However, their effective implementation requires a profound understanding of the underlying transmission dynamics. We analyzed parameters of the German HIV epidemic based on phylogenetic clustering of viral sequences from recently infected seroconverters with known infection dates. Viral baseline and follow-up pol sequences (n = 1943) from 1159 drug-naïve individuals were selected from a nationwide long-term observational study initiated in 1997. Putative transmission clusters were computed based on a maximum likelihood phylogeny. Using individual follow-up sequences, we optimized our clustering threshold to maximize the likelihood of co-clustering individuals connected by direct transmission. The sizes of putative transmission clusters scaled inversely with their abundance and their distribution exhibited a heavy tail. Clusters based on the optimal clustering threshold were significantly more likely to contain members of the same or bordering German federal states. Interinfection times between co-clustered individuals were significantly shorter (26 weeks; interquartile range: 13-83) than in a null model. Viral intraindividual evolution may be used to select criteria that maximize co-clustering of transmission pairs in the absence of strong adaptive selection pressure. Interinfection times of co-clustered individuals may then be an indicator of the typical time to onward transmission. Our analysis suggests that onward transmission may have occurred early after infection, when individuals are typically unaware of their serological status. The latter argues that TasP should be combined with HIV testing campaigns to reduce the possibility of transmission before TasP initiation.

  12. Maximum parsimony, substitution model, and probability phylogenetic trees.

    PubMed

    Weng, J F; Thomas, D A; Mareels, I

    2011-01-01

    The problem of inferring phylogenies (phylogenetic trees) is one of the main problems in computational biology. There are three main methods for inferring phylogenies-Maximum Parsimony (MP), Distance Matrix (DM) and Maximum Likelihood (ML), of which the MP method is the most well-studied and popular method. In the MP method the optimization criterion is the number of substitutions of the nucleotides computed by the differences in the investigated nucleotide sequences. However, the MP method is often criticized as it only counts the substitutions observable at the current time and all the unobservable substitutions that really occur in the evolutionary history are omitted. In order to take into account the unobservable substitutions, some substitution models have been established and they are now widely used in the DM and ML methods but these substitution models cannot be used within the classical MP method. Recently the authors proposed a probability representation model for phylogenetic trees and the reconstructed trees in this model are called probability phylogenetic trees. One of the advantages of the probability representation model is that it can include a substitution model to infer phylogenetic trees based on the MP principle. In this paper we explain how to use a substitution model in the reconstruction of probability phylogenetic trees and show the advantage of this approach with examples.

  13. Poisson point process modeling for polyphonic music transcription.

    PubMed

    Peeling, Paul; Li, Chung-fai; Godsill, Simon

    2007-04-01

    Peaks detected in the frequency domain spectrum of a musical chord are modeled as realizations of a nonhomogeneous Poisson point process. When several notes are superimposed to make a chord, the processes for individual notes combine to give another Poisson process, whose likelihood is easily computable. This avoids a data association step linking individual harmonics explicitly with detected peaks in the spectrum. The likelihood function is ideal for Bayesian inference about the unknown note frequencies in a chord. Here, maximum likelihood estimation of fundamental frequencies shows very promising performance on real polyphonic piano music recordings.

  14. Maximum-likelihood techniques for joint segmentation-classification of multispectral chromosome images.

    PubMed

    Schwartzkopf, Wade C; Bovik, Alan C; Evans, Brian L

    2005-12-01

    Traditional chromosome imaging has been limited to grayscale images, but recently a 5-fluorophore combinatorial labeling technique (M-FISH) was developed wherein each class of chromosomes binds with a different combination of fluorophores. This results in a multispectral image, where each class of chromosomes has distinct spectral components. In this paper, we develop new methods for automatic chromosome identification by exploiting the multispectral information in M-FISH chromosome images and by jointly performing chromosome segmentation and classification. We (1) develop a maximum-likelihood hypothesis test that uses multispectral information, together with conventional criteria, to select the best segmentation possibility; (2) use this likelihood function to combine chromosome segmentation and classification into a robust chromosome identification system; and (3) show that the proposed likelihood function can also be used as a reliable indicator of errors in segmentation, errors in classification, and chromosome anomalies, which can be indicators of radiation damage, cancer, and a wide variety of inherited diseases. We show that the proposed multispectral joint segmentation-classification method outperforms past grayscale segmentation methods when decomposing touching chromosomes. We also show that it outperforms past M-FISH classification techniques that do not use segmentation information.

  15. Simulating the effect of non-linear mode coupling in cosmological parameter estimation

    NASA Astrophysics Data System (ADS)

    Kiessling, A.; Taylor, A. N.; Heavens, A. F.

    2011-09-01

    Fisher Information Matrix methods are commonly used in cosmology to estimate the accuracy that cosmological parameters can be measured with a given experiment and to optimize the design of experiments. However, the standard approach usually assumes both data and parameter estimates are Gaussian-distributed. Further, for survey forecasts and optimization it is usually assumed that the power-spectrum covariance matrix is diagonal in Fourier space. However, in the low-redshift Universe, non-linear mode coupling will tend to correlate small-scale power, moving information from lower to higher order moments of the field. This movement of information will change the predictions of cosmological parameter accuracy. In this paper we quantify this loss of information by comparing naïve Gaussian Fisher matrix forecasts with a maximum likelihood parameter estimation analysis of a suite of mock weak lensing catalogues derived from N-body simulations, based on the SUNGLASS pipeline, for a 2D and tomographic shear analysis of a Euclid-like survey. In both cases, we find that the 68 per cent confidence area of the Ωm-σ8 plane increases by a factor of 5. However, the marginal errors increase by just 20-40 per cent. We propose a new method to model the effects of non-linear shear-power mode coupling in the Fisher matrix by approximating the shear-power distribution as a multivariate Gaussian with a covariance matrix derived from the mock weak lensing survey. We find that this approximation can reproduce the 68 per cent confidence regions of the full maximum likelihood analysis in the Ωm-σ8 plane to high accuracy for both 2D and tomographic weak lensing surveys. Finally, we perform a multiparameter analysis of Ωm, σ8, h, ns, w0 and wa to compare the Gaussian and non-linear mode-coupled Fisher matrix contours. The 6D volume of the 1σ error contours for the non-linear Fisher analysis is a factor of 3 larger than for the Gaussian case, and the shape of the 68 per cent confidence volume is modified. We propose that future Fisher matrix estimates of cosmological parameter accuracies should include mode-coupling effects.

  16. Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

    PubMed

    Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

    2016-02-01

    Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

  17. Isolation, screening and molecular identification of novel bacterial strain removing methylene blue from water solutions

    NASA Astrophysics Data System (ADS)

    Kilany, Mona

    2017-11-01

    The potentially deleterious effects of methylene blue (MB) on human health drove the interest in its removal promptly. Bioremediation is an effective and eco friendly for removing MB. Soil bacteria were isolated and examined for their potential to remove MB. The most potent bacterial candidate was characterized and identified using 16S rRNA sequence technique. The evolutionary history of the isolate was conducted by maximum likelihood method. Some physiochemical parameters were optimized for maximum decolorization. Decolorization mechanism and microbial toxicity study of MB (100 mg/l) and by-products were investigated. Participation of heat killed bacteria in color adsorption have been investigated too. The bacterial isolate was identified as Stenotrophomonas maltophilia strain Kilany_MB 16S ribosomal RNA gene with 99% sequence similarity. The sequence was submitted to NCBI (Accession number = KU533726). Phylogeny depicted the phylogenetic relationships between 16S ribosomal RNA gene, partial sequence (1442 bp), of the isolated strain and other strains related to Stenotrophomonas maltophilia in the GenBank database. The optimal conditions were investigated to be pH 5 at 30 °C, after 24 h using 5 mg/l MB showing optimum decolorization percentage (61.3%). Microbial toxicity study demonstrated relative reduction in the toxicity of MB decolorized products on test bacteria. Mechanism of color removal was proved by both biosorption and biodegradation, where heat-killed and live cells showed 43 and 52% of decolorization, respectively, as a maximum value after 24-h incubation. It was demonstrated that the mechanism of color removal is by adsorption. Therefore, good performance of S maltophilia in MB color removal reinforces the exploitation of these bacteria in environmental clean-up and restoration of the ecosystem.

  18. Exploiting Non-sequence Data in Dynamic Model Learning

    DTIC Science & Technology

    2013-10-01

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

  19. Optimizing support vector machine learning for semi-arid vegetation mapping by using clustering analysis

    NASA Astrophysics Data System (ADS)

    Su, Lihong

    In remote sensing communities, support vector machine (SVM) learning has recently received increasing attention. SVM learning usually requires large memory and enormous amounts of computation time on large training sets. According to SVM algorithms, the SVM classification decision function is fully determined by support vectors, which compose a subset of the training sets. In this regard, a solution to optimize SVM learning is to efficiently reduce training sets. In this paper, a data reduction method based on agglomerative hierarchical clustering is proposed to obtain smaller training sets for SVM learning. Using a multiple angle remote sensing dataset of a semi-arid region, the effectiveness of the proposed method is evaluated by classification experiments with a series of reduced training sets. The experiments show that there is no loss of SVM accuracy when the original training set is reduced to 34% using the proposed approach. Maximum likelihood classification (MLC) also is applied on the reduced training sets. The results show that MLC can also maintain the classification accuracy. This implies that the most informative data instances can be retained by this approach.

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

    NASA Technical Reports Server (NTRS)

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

    1972-01-01

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

  1. Effect of sampling rate and record length on the determination of stability and control derivatives

    NASA Technical Reports Server (NTRS)

    Brenner, M. J.; Iliff, K. W.; Whitman, R. K.

    1978-01-01

    Flight data from five aircraft were used to assess the effects of sampling rate and record length reductions on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there were considerable reductions in sampling rate and/or record length. Small amplitude pulse maneuvers showed greater degradation of the derivative maneuvers than large amplitude pulse maneuvers when these reductions were made. Reducing the sampling rate was found to be more desirable than reducing the record length as a method of lessening the total computation time required without greatly degrading the quantity of the estimates.

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

    NASA Astrophysics Data System (ADS)

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

    2018-02-01

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

  3. 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.

  4. 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.

  5. The amplitude and spectral index of the large angular scale anisotropy in the cosmic microwave background radiation

    NASA Technical Reports Server (NTRS)

    Ganga, Ken; Page, Lyman; Cheng, Edward; Meyer, Stephan

    1994-01-01

    In many cosmological models, the large angular scale anisotropy in the cosmic microwave background is parameterized by a spectral index, n, and a quadrupolar amplitude, Q. For a Harrison-Peebles-Zel'dovich spectrum, n = 1. Using data from the Far Infrared Survey (FIRS) and a new statistical measure, a contour plot of the likelihood for cosmological models for which -1 less than n less than 3 and 0 equal to or less than Q equal to or less than 50 micro K is obtained. Depending upon the details of the analysis, the maximum likelihood occurs at n between 0.8 and 1.4 and Q between 18 and 21 micro K. Regardless of Q, the likelihood is always less than half its maximum for n less than -0.4 and for n greater than 2.2, as it is for Q less than 8 micro K and Q greater than 44 micro K.

  6. Combatting nonlinear phase noise in coherent optical systems with an optimized decision processor based on machine learning

    NASA Astrophysics Data System (ADS)

    Wang, Danshi; Zhang, Min; Cai, Zhongle; Cui, Yue; Li, Ze; Han, Huanhuan; Fu, Meixia; Luo, Bin

    2016-06-01

    An effective machine learning algorithm, the support vector machine (SVM), is presented in the context of a coherent optical transmission system. As a classifier, the SVM can create nonlinear decision boundaries to mitigate the distortions caused by nonlinear phase noise (NLPN). Without any prior information or heuristic assumptions, the SVM can learn and capture the link properties from only a few training data. Compared with the maximum likelihood estimation (MLE) algorithm, a lower bit-error rate (BER) is achieved by the SVM for a given launch power; moreover, the launch power dynamic range (LPDR) is increased by 3.3 dBm for 8 phase-shift keying (8 PSK), 1.2 dBm for QPSK, and 0.3 dBm for BPSK. The maximum transmission distance corresponding to a BER of 1 ×10-3 is increased by 480 km for the case of 8 PSK. The larger launch power range and longer transmission distance improve the tolerance to amplitude and phase noise, which demonstrates the feasibility of the SVM in digital signal processing for M-PSK formats. Meanwhile, in order to apply the SVM method to 16 quadratic amplitude modulation (16 QAM) detection, we propose a parameter optimization scheme. By utilizing a cross-validation and grid-search techniques, the optimal parameters of SVM can be selected, thus leading to the LPDR improvement by 2.8 dBm. Additionally, we demonstrate that the SVM is also effective in combating the laser phase noise combined with the inphase and quadrature (I/Q) modulator imperfections, but the improvement is insignificant for the linear noise and separate I/Q imbalance. The computational complexity of SVM is also discussed. The relatively low complexity makes it possible for SVM to implement the real-time processing.

  7. Max-margin weight learning for medical knowledge network.

    PubMed

    Jiang, Jingchi; Xie, Jing; Zhao, Chao; Su, Jia; Guan, Yi; Yu, Qiubin

    2018-03-01

    The application of medical knowledge strongly affects the performance of intelligent diagnosis, and method of learning the weights of medical knowledge plays a substantial role in probabilistic graphical models (PGMs). The purpose of this study is to investigate a discriminative weight-learning method based on a medical knowledge network (MKN). We propose a training model called the maximum margin medical knowledge network (M 3 KN), which is strictly derived for calculating the weight of medical knowledge. Using the definition of a reasonable margin, the weight learning can be transformed into a margin optimization problem. To solve the optimization problem, we adopt a sequential minimal optimization (SMO) algorithm and the clique property of a Markov network. Ultimately, M 3 KN not only incorporates the inference ability of PGMs but also deals with high-dimensional logic knowledge. The experimental results indicate that M 3 KN obtains a higher F-measure score than the maximum likelihood learning algorithm of MKN for both Chinese Electronic Medical Records (CEMRs) and Blood Examination Records (BERs). Furthermore, the proposed approach is obviously superior to some classical machine learning algorithms for medical diagnosis. To adequately manifest the importance of domain knowledge, we numerically verify that the diagnostic accuracy of M 3 KN is gradually improved as the number of learned CEMRs increase, which contain important medical knowledge. Our experimental results show that the proposed method performs reliably for learning the weights of medical knowledge. M 3 KN outperforms other existing methods by achieving an F-measure of 0.731 for CEMRs and 0.4538 for BERs. This further illustrates that M 3 KN can facilitate the investigations of intelligent healthcare. Copyright © 2018 Elsevier B.V. All rights reserved.

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

    PubMed

    Helaers, Raphaël; Milinkovitch, Michel C

    2010-07-15

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

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

    PubMed Central

    2010-01-01

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

  10. Bayesian comparison of conceptual models of abrupt climate changes during the last glacial period

    NASA Astrophysics Data System (ADS)

    Boers, Niklas; Ghil, Michael; Rousseau, Denis-Didier

    2017-04-01

    Records of oxygen isotope ratios and dust concentrations from the North Greenland Ice Core Project (NGRIP) provide accurate proxies for the evolution of Arctic temperature and atmospheric circulation during the last glacial period (12ka to 100ka b2k) [1]. The most distinctive feature of these records are sudden transitions, called Dansgaard-Oeschger (DO) events, during which Arctic temperatures increased by up to 10 K within a few decades. These warming events are consistently followed by more gradual cooling in Antarctica [2]. The physical mechanisms responsible for these transitions and their out-of-phase relationship between the northern and southern hemisphere remain unclear. Substantial evidence hints at variations of the Atlantic Meridional Overturning Circulation as a key mechanism [2,3], but also other mechanisms, such as variations of sea ice extent [4] or ice shelf coverage [5] may play an important role. Here, we intend to shed more light on the relevance of the different mechanisms suggested to explain the abrupt climate changes and their inter-hemispheric coupling. For this purpose, several conceptual differential equation models are developed that represent the suggested physical mechanisms. Optimal parameters for each model candidate are then determined via maximum likelihood estimation with respect to the observed paleoclimatic data. Our approach is thus semi-empirical: While a model's general form is deduced from physical arguments about relevant climatic mechanisms — oceanic and atmospheric — its specific parameters are obtained by training the model on observed data. The distinct model candidates are evaluated by comparing statistical properties of time series simulated with these models to the observed statistics. In particular, Bayesian model selection criteria like Maximum Likelihood Ratio tests are used to obtain a hierarchy of the different candidates in terms of their likelihood, given the observed oxygen isotope and dust time series. [1] Kindler et al., Clim. Past (2014) [2] WAIS, Nature (2015) [3] Henry et al., Science (2016) [4] Gildor and Tziperman, Phil. Trans. R. Soc. (2003) [5] Petersen et al., Paleoceanography (2013)

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

    NASA Technical Reports Server (NTRS)

    Murphy, Patrick Charles

    1985-01-01

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

  12. Fast maximum likelihood estimation using continuous-time neural point process models.

    PubMed

    Lepage, Kyle Q; MacDonald, Christopher J

    2015-06-01

    A recent report estimates that the number of simultaneously recorded neurons is growing exponentially. A commonly employed statistical paradigm using discrete-time point process models of neural activity involves the computation of a maximum-likelihood estimate. The time to computate this estimate, per neuron, is proportional to the number of bins in a finely spaced discretization of time. By using continuous-time models of neural activity and the optimally efficient Gaussian quadrature, memory requirements and computation times are dramatically decreased in the commonly encountered situation where the number of parameters p is much less than the number of time-bins n. In this regime, with q equal to the quadrature order, memory requirements are decreased from O(np) to O(qp), and the number of floating-point operations are decreased from O(np(2)) to O(qp(2)). Accuracy of the proposed estimates is assessed based upon physiological consideration, error bounds, and mathematical results describing the relation between numerical integration error and numerical error affecting both parameter estimates and the observed Fisher information. A check is provided which is used to adapt the order of numerical integration. The procedure is verified in simulation and for hippocampal recordings. It is found that in 95 % of hippocampal recordings a q of 60 yields numerical error negligible with respect to parameter estimate standard error. Statistical inference using the proposed methodology is a fast and convenient alternative to statistical inference performed using a discrete-time point process model of neural activity. It enables the employment of the statistical methodology available with discrete-time inference, but is faster, uses less memory, and avoids any error due to discretization.

  13. Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

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

    Gopich, Irina V.

    2015-01-21

    Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when themore » FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.« less

  14. Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

    PubMed Central

    Gopich, Irina V.

    2015-01-01

    Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated. PMID:25612692

  15. Use of Binary Partition Tree and energy minimization for object-based classification of urban land cover

    NASA Astrophysics Data System (ADS)

    Li, Mengmeng; Bijker, Wietske; Stein, Alfred

    2015-04-01

    Two main challenges are faced when classifying urban land cover from very high resolution satellite images: obtaining an optimal image segmentation and distinguishing buildings from other man-made objects. For optimal segmentation, this work proposes a hierarchical representation of an image by means of a Binary Partition Tree (BPT) and an unsupervised evaluation of image segmentations by energy minimization. For building extraction, we apply fuzzy sets to create a fuzzy landscape of shadows which in turn involves a two-step procedure. The first step is a preliminarily image classification at a fine segmentation level to generate vegetation and shadow information. The second step models the directional relationship between building and shadow objects to extract building information at the optimal segmentation level. We conducted the experiments on two datasets of Pléiades images from Wuhan City, China. To demonstrate its performance, the proposed classification is compared at the optimal segmentation level with Maximum Likelihood Classification and Support Vector Machine classification. The results show that the proposed classification produced the highest overall accuracies and kappa coefficients, and the smallest over-classification and under-classification geometric errors. We conclude first that integrating BPT with energy minimization offers an effective means for image segmentation. Second, we conclude that the directional relationship between building and shadow objects represented by a fuzzy landscape is important for building extraction.

  16. A Computer Program for Solving a Set of Conditional Maximum Likelihood Equations Arising in the Rasch Model for Questionnaires.

    ERIC Educational Resources Information Center

    Andersen, Erling B.

    A computer program for solving the conditional likelihood equations arising in the Rasch model for questionnaires is described. The estimation method and the computational problems involved are described in a previous research report by Andersen, but a summary of those results are given in two sections of this paper. A working example is also…

  17. Uncertainty, learning, and the optimal management of wildlife

    USGS Publications Warehouse

    Williams, B.K.

    2001-01-01

    Wildlife management is limited by uncontrolled and often unrecognized environmental variation, by limited capabilities to observe and control animal populations, and by a lack of understanding about the biological processes driving population dynamics. In this paper I describe a comprehensive framework for management that includes multiple models and likelihood values to account for structural uncertainty, along with stochastic factors to account for environmental variation, random sampling, and partial controllability. Adaptive optimization is developed in terms of the optimal control of incompletely understood populations, with the expected value of perfect information measuring the potential for improving control through learning. The framework for optimal adaptive control is generalized by including partial observability and non-adaptive, sample-based updating of model likelihoods. Passive adaptive management is derived as a special case of constrained adaptive optimization, representing a potentially efficient suboptimal alternative that nonetheless accounts for structural uncertainty.

  18. WE-H-207A-06: Hypoxia Quantification in Static PET Images: The Signal in the Noise

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

    Keller, H; Yeung, I; Milosevic, M

    2016-06-15

    Purpose: Quantification of hypoxia from PET images is of considerable clinical interest. In the absence of dynamic PET imaging the hypoxic fraction (HF) of a tumor has to be estimated from voxel values of activity concentration of a radioactive hypoxia tracer. This work is part of an effort to standardize quantification of tumor hypoxic fraction from PET images. Methods: A simple hypoxia imaging model in the tumor was developed. The distribution of the tracer activity was described as the sum of two different probability distributions, one for the normoxic (and necrotic), the other for the hypoxic voxels. The widths ofmore » the distributions arise due to variability of the transport, tumor tissue inhomogeneity, tracer binding kinetics, and due to PET image noise. Quantification of HF was performed for various levels of variability using two different methodologies: a) classification thresholds between normoxic and hypoxic voxels based on a non-hypoxic surrogate (muscle), and b) estimation of the (posterior) probability distributions based on maximizing likelihood optimization that does not require a surrogate. Data from the hypoxia imaging model and from 27 cervical cancer patients enrolled in a FAZA PET study were analyzed. Results: In the model, where the true value of HF is known, thresholds usually underestimate the value for large variability. For the patients, a significant uncertainty of the HF values (an average intra-patient range of 17%) was caused by spatial non-uniformity of image noise which is a hallmark of all PET images. Maximum likelihood estimation (MLE) is able to directly optimize for the weights of both distributions, however, may suffer from poor optimization convergence. For some patients, MLE-based HF values showed significant differences to threshold-based HF-values. Conclusion: HF-values depend critically on the magnitude of the different sources of tracer uptake variability. A measure of confidence should also be reported.« less

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

    NASA Technical Reports Server (NTRS)

    Pierson, W. J.

    1982-01-01

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

  20. Variational Bayesian Parameter Estimation Techniques for the General Linear Model

    PubMed Central

    Starke, Ludger; Ostwald, Dirk

    2017-01-01

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

  1. Genetic distances and phylogenetic trees of different Awassi sheep populations based on DNA sequencing.

    PubMed

    Al-Atiyat, R M; Aljumaah, R S

    2014-08-27

    This study aimed to estimate evolutionary distances and to reconstruct phylogeny trees between different Awassi sheep populations. Thirty-two sheep individuals from three different geographical areas of Jordan and the Kingdom of Saudi Arabia (KSA) were randomly sampled. DNA was extracted from the tissue samples and sequenced using the T7 promoter universal primer. Different phylogenetic trees were reconstructed from 0.64-kb DNA sequences using the MEGA software with the best general time reverse distance model. Three methods of distance estimation were then used. The maximum composite likelihood test was considered for reconstructing maximum likelihood, neighbor-joining and UPGMA trees. The maximum likelihood tree indicated three major clusters separated by cytosine (C) and thymine (T). The greatest distance was shown between the South sheep and North sheep. On the other hand, the KSA sheep as an outgroup showed shorter evolutionary distance to the North sheep population than to the others. The neighbor-joining and UPGMA trees showed quite reliable clusters of evolutionary differentiation of Jordan sheep populations from the Saudi population. The overall results support geographical information and ecological types of the sheep populations studied. Summing up, the resulting phylogeny trees may contribute to the limited information about the genetic relatedness and phylogeny of Awassi sheep in nearby Arab countries.

  2. Empirical best linear unbiased prediction method for small areas with restricted maximum likelihood and bootstrap procedure to estimate the average of household expenditure per capita in Banjar Regency

    NASA Astrophysics Data System (ADS)

    Aminah, Agustin Siti; Pawitan, Gandhi; Tantular, Bertho

    2017-03-01

    So far, most of the data published by Statistics Indonesia (BPS) as data providers for national statistics are still limited to the district level. Less sufficient sample size for smaller area levels to make the measurement of poverty indicators with direct estimation produced high standard error. Therefore, the analysis based on it is unreliable. To solve this problem, the estimation method which can provide a better accuracy by combining survey data and other auxiliary data is required. One method often used for the estimation is the Small Area Estimation (SAE). There are many methods used in SAE, one of them is Empirical Best Linear Unbiased Prediction (EBLUP). EBLUP method of maximum likelihood (ML) procedures does not consider the loss of degrees of freedom due to estimating β with β ^. This drawback motivates the use of the restricted maximum likelihood (REML) procedure. This paper proposed EBLUP with REML procedure for estimating poverty indicators by modeling the average of household expenditures per capita and implemented bootstrap procedure to calculate MSE (Mean Square Error) to compare the accuracy EBLUP method with the direct estimation method. Results show that EBLUP method reduced MSE in small area estimation.

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

    PubMed

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

    2011-10-01

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

  4. Varied applications of a new maximum-likelihood code with complete covariance capability. [FERRET, for data adjustment

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

    Schmittroth, F.

    1978-01-01

    Applications of a new data-adjustment code are given. The method is based on a maximum-likelihood extension of generalized least-squares methods that allow complete covariance descriptions for the input data and the final adjusted data evaluations. The maximum-likelihood approach is used with a generalized log-normal distribution that provides a way to treat problems with large uncertainties and that circumvents the problem of negative values that can occur for physically positive quantities. The computer code, FERRET, is written to enable the user to apply it to a large variety of problems by modifying only the input subroutine. The following applications are discussed:more » A 75-group a priori damage function is adjusted by as much as a factor of two by use of 14 integral measurements in different reactor spectra. Reactor spectra and dosimeter cross sections are simultaneously adjusted on the basis of both integral measurements and experimental proton-recoil spectra. The simultaneous use of measured reaction rates, measured worths, microscopic measurements, and theoretical models are used to evaluate dosimeter and fission-product cross sections. Applications in the data reduction of neutron cross section measurements and in the evaluation of reactor after-heat are also considered. 6 figures.« less

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

    PubMed

    Holmes, T J; Liu, Y H

    1989-11-15

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

  6. Factoring handedness data: II. Geschwind's multidimensional hypothesis.

    PubMed

    Messinger, H B; Messinger, M I

    1996-06-01

    The challenge in this journal by Peters and Murphy to the validity of two published factor analyses of handedness data because of bimodality was dealt with in Part I by identifying measures to normalize the handedness item distributions. A new survey using Oldfield's questionnaire format had 38 bell-shaped (unimodal) handedness-item distributions and 11 that were only marginally bimodal out of the 55 items used in Geschwind's 1986 study. Yet they were still non-normal and the factor analysis was unsatisfactory; bimodality is not the only problem. By choosing a transformation for each item that was optimal as assessed by D'Agostino's K2 statistic, all but two items could be normalized. Seven factors were derived that showed high congruence between maximum likelihood and principal components extractions before and after varimax rotation. Geschwind's assertion that handedness is not unidimensional is therefore supported.

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

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

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

  8. TDRS orbit determination by radio interferometry

    NASA Technical Reports Server (NTRS)

    Pavloff, Michael S.

    1994-01-01

    In support of a NASA study on the application of radio interferometry to satellite orbit determination, MITRE developed a simulation tool for assessing interferometry tracking accuracy. The Orbit Determination Accuracy Estimator (ODAE) models the general batch maximum likelihood orbit determination algorithms of the Goddard Trajectory Determination System (GTDS) with the group and phase delay measurements from radio interferometry. ODAE models the statistical properties of tracking error sources, including inherent observable imprecision, atmospheric delays, clock offsets, station location uncertainty, and measurement biases, and through Monte Carlo simulation, ODAE calculates the statistical properties of errors in the predicted satellites state vector. This paper presents results from ODAE application to orbit determination of the Tracking and Data Relay Satellite (TDRS) by radio interferometry. Conclusions about optimal ground station locations for interferometric tracking of TDRS are presented, along with a discussion of operational advantages of radio interferometry.

  9. On the quirks of maximum parsimony and likelihood on phylogenetic networks.

    PubMed

    Bryant, Christopher; Fischer, Mareike; Linz, Simone; Semple, Charles

    2017-03-21

    Maximum parsimony is one of the most frequently-discussed tree reconstruction methods in phylogenetic estimation. However, in recent years it has become more and more apparent that phylogenetic trees are often not sufficient to describe evolution accurately. For instance, processes like hybridization or lateral gene transfer that are commonplace in many groups of organisms and result in mosaic patterns of relationships cannot be represented by a single phylogenetic tree. This is why phylogenetic networks, which can display such events, are becoming of more and more interest in phylogenetic research. It is therefore necessary to extend concepts like maximum parsimony from phylogenetic trees to networks. Several suggestions for possible extensions can be found in recent literature, for instance the softwired and the hardwired parsimony concepts. In this paper, we analyze the so-called big parsimony problem under these two concepts, i.e. we investigate maximum parsimonious networks and analyze their properties. In particular, we show that finding a softwired maximum parsimony network is possible in polynomial time. We also show that the set of maximum parsimony networks for the hardwired definition always contains at least one phylogenetic tree. Lastly, we investigate some parallels of parsimony to different likelihood concepts on phylogenetic networks. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

    USGS Publications Warehouse

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

    2001-01-01

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

  11. Missing data methods for dealing with missing items in quality of life questionnaires. A comparison by simulation of personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques applied to the SF-36 in the French 2003 decennial health survey.

    PubMed

    Peyre, Hugo; Leplège, Alain; Coste, Joël

    2011-03-01

    Missing items are common in quality of life (QoL) questionnaires and present a challenge for research in this field. It remains unclear which of the various methods proposed to deal with missing data performs best in this context. We compared personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques using various realistic simulation scenarios of item missingness in QoL questionnaires constructed within the framework of classical test theory. Samples of 300 and 1,000 subjects were randomly drawn from the 2003 INSEE Decennial Health Survey (of 23,018 subjects representative of the French population and having completed the SF-36) and various patterns of missing data were generated according to three different item non-response rates (3, 6, and 9%) and three types of missing data (Little and Rubin's "missing completely at random," "missing at random," and "missing not at random"). The missing data methods were evaluated in terms of accuracy and precision for the analysis of one descriptive and one association parameter for three different scales of the SF-36. For all item non-response rates and types of missing data, multiple imputation and full information maximum likelihood appeared superior to the personal mean score and especially to hot deck in terms of accuracy and precision; however, the use of personal mean score was associated with insignificant bias (relative bias <2%) in all studied situations. Whereas multiple imputation and full information maximum likelihood are confirmed as reference methods, the personal mean score appears nonetheless appropriate for dealing with items missing from completed SF-36 questionnaires in most situations of routine use. These results can reasonably be extended to other questionnaires constructed according to classical test theory.

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

    NASA Technical Reports Server (NTRS)

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

    1993-01-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1993-01-01

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

  14. Estimating overall exposure effects for the clustered and censored outcome using random effect Tobit regression models.

    PubMed

    Wang, Wei; Griswold, Michael E

    2016-11-30

    The random effect Tobit model is a regression model that accommodates both left- and/or right-censoring and within-cluster dependence of the outcome variable. Regression coefficients of random effect Tobit models have conditional interpretations on a constructed latent dependent variable and do not provide inference of overall exposure effects on the original outcome scale. Marginalized random effects model (MREM) permits likelihood-based estimation of marginal mean parameters for the clustered data. For random effect Tobit models, we extend the MREM to marginalize over both the random effects and the normal space and boundary components of the censored response to estimate overall exposure effects at population level. We also extend the 'Average Predicted Value' method to estimate the model-predicted marginal means for each person under different exposure status in a designated reference group by integrating over the random effects and then use the calculated difference to assess the overall exposure effect. The maximum likelihood estimation is proposed utilizing a quasi-Newton optimization algorithm with Gauss-Hermite quadrature to approximate the integration of the random effects. We use these methods to carefully analyze two real datasets. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  15. Optimal simultaneous superpositioning of multiple structures with missing data.

    PubMed

    Theobald, Douglas L; Steindel, Phillip A

    2012-08-01

    Superpositioning is an essential technique in structural biology that facilitates the comparison and analysis of conformational differences among topologically similar structures. Performing a superposition requires a one-to-one correspondence, or alignment, of the point sets in the different structures. However, in practice, some points are usually 'missing' from several structures, for example, when the alignment contains gaps. Current superposition methods deal with missing data simply by superpositioning a subset of points that are shared among all the structures. This practice is inefficient, as it ignores important data, and it fails to satisfy the common least-squares criterion. In the extreme, disregarding missing positions prohibits the calculation of a superposition altogether. Here, we present a general solution for determining an optimal superposition when some of the data are missing. We use the expectation-maximization algorithm, a classic statistical technique for dealing with incomplete data, to find both maximum-likelihood solutions and the optimal least-squares solution as a special case. The methods presented here are implemented in THESEUS 2.0, a program for superpositioning macromolecular structures. ANSI C source code and selected compiled binaries for various computing platforms are freely available under the GNU open source license from http://www.theseus3d.org. dtheobald@brandeis.edu Supplementary data are available at Bioinformatics online.

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

    PubMed

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

    2017-06-22

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

  17. Tests for detecting overdispersion in models with measurement error in covariates.

    PubMed

    Yang, Yingsi; Wong, Man Yu

    2015-11-30

    Measurement error in covariates can affect the accuracy in count data modeling and analysis. In overdispersion identification, the true mean-variance relationship can be obscured under the influence of measurement error in covariates. In this paper, we propose three tests for detecting overdispersion when covariates are measured with error: a modified score test and two score tests based on the proposed approximate likelihood and quasi-likelihood, respectively. The proposed approximate likelihood is derived under the classical measurement error model, and the resulting approximate maximum likelihood estimator is shown to have superior efficiency. Simulation results also show that the score test based on approximate likelihood outperforms the test based on quasi-likelihood and other alternatives in terms of empirical power. By analyzing a real dataset containing the health-related quality-of-life measurements of a particular group of patients, we demonstrate the importance of the proposed methods by showing that the analyses with and without measurement error correction yield significantly different results. Copyright © 2015 John Wiley & Sons, Ltd.

  18. Comparison of image deconvolution algorithms on simulated and laboratory infrared images

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

    Proctor, D.

    1994-11-15

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

  19. Testing deep reticulate evolution in Amaryllidaceae Tribe Hippeastreae (Asparagales) with ITS and chloroplast sequence data

    USDA-ARS?s Scientific Manuscript database

    The phylogeny of Amaryllidaceae tribe Hippeastreae was inferred using chloroplast (3’ycf1, ndhF, trnL-F) and nuclear (ITS rDNA) sequence data under maximum parsimony and maximum likelihood frameworks. Network analyses were applied to resolve conflicting signals among data sets and putative scenarios...

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

    USDA-ARS?s Scientific Manuscript database

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

  1. Soft-Decision Decoding of Binary Linear Block Codes Based on an Iterative Search Algorithm

    NASA Technical Reports Server (NTRS)

    Lin, Shu; Kasami, Tadao; Moorthy, H. T.

    1997-01-01

    This correspondence presents a suboptimum soft-decision decoding scheme for binary linear block codes based on an iterative search algorithm. The scheme uses an algebraic decoder to iteratively generate a sequence of candidate codewords one at a time using a set of test error patterns that are constructed based on the reliability information of the received symbols. When a candidate codeword is generated, it is tested based on an optimality condition. If it satisfies the optimality condition, then it is the most likely (ML) codeword and the decoding stops. If it fails the optimality test, a search for the ML codeword is conducted in a region which contains the ML codeword. The search region is determined by the current candidate codeword and the reliability of the received symbols. The search is conducted through a purged trellis diagram for the given code using the Viterbi algorithm. If the search fails to find the ML codeword, a new candidate is generated using a new test error pattern, and the optimality test and search are renewed. The process of testing and search continues until either the MEL codeword is found or all the test error patterns are exhausted and the decoding process is terminated. Numerical results show that the proposed decoding scheme achieves either practically optimal performance or a performance only a fraction of a decibel away from the optimal maximum-likelihood decoding with a significant reduction in decoding complexity compared with the Viterbi decoding based on the full trellis diagram of the codes.

  2. Multiple-hit parameter estimation in monolithic detectors.

    PubMed

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

    2013-02-01

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

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

    NASA Technical Reports Server (NTRS)

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

    1976-01-01

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

  4. Sparse representation and dictionary learning penalized image reconstruction for positron emission tomography.

    PubMed

    Chen, Shuhang; Liu, Huafeng; Shi, Pengcheng; Chen, Yunmei

    2015-01-21

    Accurate and robust reconstruction of the radioactivity concentration is of great importance in positron emission tomography (PET) imaging. Given the Poisson nature of photo-counting measurements, we present a reconstruction framework that integrates sparsity penalty on a dictionary into a maximum likelihood estimator. Patch-sparsity on a dictionary provides the regularization for our effort, and iterative procedures are used to solve the maximum likelihood function formulated on Poisson statistics. Specifically, in our formulation, a dictionary could be trained on CT images, to provide intrinsic anatomical structures for the reconstructed images, or adaptively learned from the noisy measurements of PET. Accuracy of the strategy with very promising application results from Monte-Carlo simulations, and real data are demonstrated.

  5. A maximum likelihood analysis of the CoGeNT public dataset

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

    Kelso, Chris, E-mail: ckelso@unf.edu

    The CoGeNT detector, located in the Soudan Underground Laboratory in Northern Minnesota, consists of a 475 grams (fiducial mass of 330 grams) target mass of p-type point contact germanium detector that measures the ionization charge created by nuclear recoils. This detector has searched for recoils created by dark matter since December of 2009. We analyze the public dataset from the CoGeNT experiment to search for evidence of dark matter interactions with the detector. We perform an unbinned maximum likelihood fit to the data and compare the significance of different WIMP hypotheses relative to each other and the null hypothesis ofmore » no WIMP interactions. This work presents the current status of the analysis.« less

  6. 2-Step Maximum Likelihood Channel Estimation for Multicode DS-CDMA with Frequency-Domain Equalization

    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.

  7. 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).

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

    NASA Technical Reports Server (NTRS)

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

    1973-01-01

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

  9. Model Based Targeting of IL-6-Induced Inflammatory Responses in Cultured Primary Hepatocytes to Improve Application of the JAK Inhibitor Ruxolitinib

    PubMed Central

    Sobotta, Svantje; Raue, Andreas; Huang, Xiaoyun; Vanlier, Joep; Jünger, Anja; Bohl, Sebastian; Albrecht, Ute; Hahnel, Maximilian J.; Wolf, Stephanie; Mueller, Nikola S.; D'Alessandro, Lorenza A.; Mueller-Bohl, Stephanie; Boehm, Martin E.; Lucarelli, Philippe; Bonefas, Sandra; Damm, Georg; Seehofer, Daniel; Lehmann, Wolf D.; Rose-John, Stefan; van der Hoeven, Frank; Gretz, Norbert; Theis, Fabian J.; Ehlting, Christian; Bode, Johannes G.; Timmer, Jens; Schilling, Marcel; Klingmüller, Ursula

    2017-01-01

    IL-6 is a central mediator of the immediate induction of hepatic acute phase proteins (APP) in the liver during infection and after injury, but increased IL-6 activity has been associated with multiple pathological conditions. In hepatocytes, IL-6 activates JAK1-STAT3 signaling that induces the negative feedback regulator SOCS3 and expression of APPs. While different inhibitors of IL-6-induced JAK1-STAT3-signaling have been developed, understanding their precise impact on signaling dynamics requires a systems biology approach. Here we present a mathematical model of IL-6-induced JAK1-STAT3 signaling that quantitatively links physiological IL-6 concentrations to the dynamics of IL-6-induced signal transduction and expression of target genes in hepatocytes. The mathematical model consists of coupled ordinary differential equations (ODE) and the model parameters were estimated by a maximum likelihood approach, whereas identifiability of the dynamic model parameters was ensured by the Profile Likelihood. Using model simulations coupled with experimental validation we could optimize the long-term impact of the JAK-inhibitor Ruxolitinib, a therapeutic compound that is quickly metabolized. Model-predicted doses and timing of treatments helps to improve the reduction of inflammatory APP gene expression in primary mouse hepatocytes close to levels observed during regenerative conditions. The concept of improved efficacy of the inhibitor through multiple treatments at optimized time intervals was confirmed in primary human hepatocytes. Thus, combining quantitative data generation with mathematical modeling suggests that repetitive treatment with Ruxolitinib is required to effectively target excessive inflammatory responses without exceeding doses recommended by the clinical guidelines. PMID:29062282

  10. Model Based Targeting of IL-6-Induced Inflammatory Responses in Cultured Primary Hepatocytes to Improve Application of the JAK Inhibitor Ruxolitinib.

    PubMed

    Sobotta, Svantje; Raue, Andreas; Huang, Xiaoyun; Vanlier, Joep; Jünger, Anja; Bohl, Sebastian; Albrecht, Ute; Hahnel, Maximilian J; Wolf, Stephanie; Mueller, Nikola S; D'Alessandro, Lorenza A; Mueller-Bohl, Stephanie; Boehm, Martin E; Lucarelli, Philippe; Bonefas, Sandra; Damm, Georg; Seehofer, Daniel; Lehmann, Wolf D; Rose-John, Stefan; van der Hoeven, Frank; Gretz, Norbert; Theis, Fabian J; Ehlting, Christian; Bode, Johannes G; Timmer, Jens; Schilling, Marcel; Klingmüller, Ursula

    2017-01-01

    IL-6 is a central mediator of the immediate induction of hepatic acute phase proteins (APP) in the liver during infection and after injury, but increased IL-6 activity has been associated with multiple pathological conditions. In hepatocytes, IL-6 activates JAK1-STAT3 signaling that induces the negative feedback regulator SOCS3 and expression of APPs. While different inhibitors of IL-6-induced JAK1-STAT3-signaling have been developed, understanding their precise impact on signaling dynamics requires a systems biology approach. Here we present a mathematical model of IL-6-induced JAK1-STAT3 signaling that quantitatively links physiological IL-6 concentrations to the dynamics of IL-6-induced signal transduction and expression of target genes in hepatocytes. The mathematical model consists of coupled ordinary differential equations (ODE) and the model parameters were estimated by a maximum likelihood approach, whereas identifiability of the dynamic model parameters was ensured by the Profile Likelihood. Using model simulations coupled with experimental validation we could optimize the long-term impact of the JAK-inhibitor Ruxolitinib, a therapeutic compound that is quickly metabolized. Model-predicted doses and timing of treatments helps to improve the reduction of inflammatory APP gene expression in primary mouse hepatocytes close to levels observed during regenerative conditions. The concept of improved efficacy of the inhibitor through multiple treatments at optimized time intervals was confirmed in primary human hepatocytes. Thus, combining quantitative data generation with mathematical modeling suggests that repetitive treatment with Ruxolitinib is required to effectively target excessive inflammatory responses without exceeding doses recommended by the clinical guidelines.

  11. When Goals Conflict But People Prosper: The Case of Dispositional Optimism

    PubMed Central

    Segerstrom, Suzanne C.; Nes, Lise Solberg

    2005-01-01

    Optimistic persistence in pursuing goals may have beneficial consequences such as protection against negative affect and greater likelihood of goal attainment, but persistence can also result in greater likelihood of goal conflict, which can have negative consequences. Two studies, one cross-sectional (N = 100) and one longitudinal (N = 77), found that optimism associated with higher goal conflict. However, objectively rated goal conflict did not significantly undermine adjustment, and when balance among goal value, expectancy, and conflict was considered, optimism associated with better balance. In turn, balance accounted for part of optimists’ better goal progress over the course of a semester. Although goal conflict may have costs, these costs appear to be offset by accompanying benefits, particularly for optimists. PMID:17016545

  12. Univariate and bivariate likelihood-based meta-analysis methods performed comparably when marginal sensitivity and specificity were the targets of inference.

    PubMed

    Dahabreh, Issa J; Trikalinos, Thomas A; Lau, Joseph; Schmid, Christopher H

    2017-03-01

    To compare statistical methods for meta-analysis of sensitivity and specificity of medical tests (e.g., diagnostic or screening tests). We constructed a database of PubMed-indexed meta-analyses of test performance from which 2 × 2 tables for each included study could be extracted. We reanalyzed the data using univariate and bivariate random effects models fit with inverse variance and maximum likelihood methods. Analyses were performed using both normal and binomial likelihoods to describe within-study variability. The bivariate model using the binomial likelihood was also fit using a fully Bayesian approach. We use two worked examples-thoracic computerized tomography to detect aortic injury and rapid prescreening of Papanicolaou smears to detect cytological abnormalities-to highlight that different meta-analysis approaches can produce different results. We also present results from reanalysis of 308 meta-analyses of sensitivity and specificity. Models using the normal approximation produced sensitivity and specificity estimates closer to 50% and smaller standard errors compared to models using the binomial likelihood; absolute differences of 5% or greater were observed in 12% and 5% of meta-analyses for sensitivity and specificity, respectively. Results from univariate and bivariate random effects models were similar, regardless of estimation method. Maximum likelihood and Bayesian methods produced almost identical summary estimates under the bivariate model; however, Bayesian analyses indicated greater uncertainty around those estimates. Bivariate models produced imprecise estimates of the between-study correlation of sensitivity and specificity. Differences between methods were larger with increasing proportion of studies that were small or required a continuity correction. The binomial likelihood should be used to model within-study variability. Univariate and bivariate models give similar estimates of the marginal distributions for sensitivity and specificity. Bayesian methods fully quantify uncertainty and their ability to incorporate external evidence may be useful for imprecisely estimated parameters. Copyright © 2017 Elsevier Inc. All rights reserved.

  13. Automatic Optimism: The Affective Basis of Judgments about the Likelihood of Future Events

    ERIC Educational Resources Information Center

    Lench, Heather C.

    2009-01-01

    People generally judge that the future will be consistent with their desires, but the reason for this desirability bias is unclear. This investigation examined whether affective reactions associated with future events are the mechanism through which desires influence likelihood judgments. In 4 studies, affective reactions were manipulated for…

  14. On defining a unique phylogenetic tree with homoplastic characters.

    PubMed

    Goloboff, Pablo A; Wilkinson, Mark

    2018-05-01

    This paper discusses the problem of whether creating a matrix with all the character state combinations that have a fixed number of steps (or extra steps) on a given tree T, produces the same tree T when analyzed with maximum parsimony or maximum likelihood. Exhaustive enumeration of cases up to 20 taxa for binary characters, and up to 12 taxa for 4-state characters, shows that the same tree is recovered (as unique most likely or most parsimonious tree) as long as the number of extra steps is within 1/4 of the number of taxa. This dependence, 1/4 of the number of taxa, is discussed with a general argumentation, in terms of the spread of the character changes on the tree used to select character state distributions. The present finding allows creating matrices which have as much homoplasy as possible for the most parsimonious or likely tree to be predictable, and examination of these matrices with hill-climbing search algorithms provides additional evidence on the (lack of a) necessary relationship between homoplasy and the ability of search methods to find optimal trees. Copyright © 2018 Elsevier Inc. All rights reserved.

  15. An Investigation of the Standard Errors of Expected A Posteriori Ability Estimates.

    ERIC Educational Resources Information Center

    De Ayala, R. J.; And Others

    Expected a posteriori has a number of advantages over maximum likelihood estimation or maximum a posteriori (MAP) estimation methods. These include ability estimates (thetas) for all response patterns, less regression towards the mean than MAP ability estimates, and a lower average squared error. R. D. Bock and R. J. Mislevy (1982) state that the…

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

    NASA Astrophysics Data System (ADS)

    Wang, Z.

    2015-12-01

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

  17. Maximum likelihood decoding of Reed Solomon Codes

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

    Sudan, M.

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

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

    PubMed

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

    2018-06-01

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

  19. Mapping grass communities based on multi-temporal Landsat TM imagery and environmental variables

    NASA Astrophysics Data System (ADS)

    Zeng, Yuandi; Liu, Yanfang; Liu, Yaolin; de Leeuw, Jan

    2007-06-01

    Information on the spatial distribution of grass communities in wetland is increasingly recognized as important for effective wetland management and biological conservation. Remote sensing techniques has been proved to be an effective alternative to intensive and costly ground surveys for mapping grass community. However, the mapping accuracy of grass communities in wetland is still not preferable. The aim of this paper is to develop an effective method to map grass communities in Poyang Lake Natural Reserve. Through statistic analysis, elevation is selected as an environmental variable for its high relationship with the distribution of grass communities; NDVI stacked from images of different months was used to generate Carex community map; the image in October was used to discriminate Miscanthus and Cynodon communities. Classifications were firstly performed with maximum likelihood classifier using single date satellite image with and without elevation; then layered classifications were performed using multi-temporal satellite imagery and elevation with maximum likelihood classifier, decision tree and artificial neural network separately. The results show that environmental variables can improve the mapping accuracy; and the classification with multitemporal imagery and elevation is significantly better than that with single date image and elevation (p=0.001). Besides, maximum likelihood (a=92.71%, k=0.90) and artificial neural network (a=94.79%, k=0.93) perform significantly better than decision tree (a=86.46%, k=0.83).

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

    PubMed

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

    2017-12-11

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

  1. Signal detection theory and vestibular perception: III. Estimating unbiased fit parameters for psychometric functions.

    PubMed

    Chaudhuri, Shomesh E; Merfeld, Daniel M

    2013-03-01

    Psychophysics generally relies on estimating a subject's ability to perform a specific task as a function of an observed stimulus. For threshold studies, the fitted functions are called psychometric functions. While fitting psychometric functions to data acquired using adaptive sampling procedures (e.g., "staircase" procedures), investigators have encountered a bias in the spread ("slope" or "threshold") parameter that has been attributed to the serial dependency of the adaptive data. Using simulations, we confirm this bias for cumulative Gaussian parametric maximum likelihood fits on data collected via adaptive sampling procedures, and then present a bias-reduced maximum likelihood fit that substantially reduces the bias without reducing the precision of the spread parameter estimate and without reducing the accuracy or precision of the other fit parameters. As a separate topic, we explain how to implement this bias reduction technique using generalized linear model fits as well as other numeric maximum likelihood techniques such as the Nelder-Mead simplex. We then provide a comparison of the iterative bootstrap and observed information matrix techniques for estimating parameter fit variance from adaptive sampling procedure data sets. The iterative bootstrap technique is shown to be slightly more accurate; however, the observed information technique executes in a small fraction (0.005 %) of the time required by the iterative bootstrap technique, which is an advantage when a real-time estimate of parameter fit variance is required.

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

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

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

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

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

    DOE PAGES

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

    2016-12-01

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

  4. Load estimator (LOADEST): a FORTRAN program for estimating constituent loads in streams and rivers

    USGS Publications Warehouse

    Runkel, Robert L.; Crawford, Charles G.; Cohn, Timothy A.

    2004-01-01

    LOAD ESTimator (LOADEST) is a FORTRAN program for estimating constituent loads in streams and rivers. Given a time series of streamflow, additional data variables, and constituent concentration, LOADEST assists the user in developing a regression model for the estimation of constituent load (calibration). Explanatory variables within the regression model include various functions of streamflow, decimal time, and additional user-specified data variables. The formulated regression model then is used to estimate loads over a user-specified time interval (estimation). Mean load estimates, standard errors, and 95 percent confidence intervals are developed on a monthly and(or) seasonal basis. The calibration and estimation procedures within LOADEST are based on three statistical estimation methods. The first two methods, Adjusted Maximum Likelihood Estimation (AMLE) and Maximum Likelihood Estimation (MLE), are appropriate when the calibration model errors (residuals) are normally distributed. Of the two, AMLE is the method of choice when the calibration data set (time series of streamflow, additional data variables, and concentration) contains censored data. The third method, Least Absolute Deviation (LAD), is an alternative to maximum likelihood estimation when the residuals are not normally distributed. LOADEST output includes diagnostic tests and warnings to assist the user in determining the appropriate estimation method and in interpreting the estimated loads. This report describes the development and application of LOADEST. Sections of the report describe estimation theory, input/output specifications, sample applications, and installation instructions.

  5. MultiPhyl: a high-throughput phylogenomics webserver using distributed computing

    PubMed Central

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

    2007-01-01

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

  6. Incorporating spatial context into statistical classification of multidimensional image data

    NASA Technical Reports Server (NTRS)

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

    1981-01-01

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

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

    PubMed

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

    2017-09-13

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

  8. Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

    PubMed

    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. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

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

    NASA Astrophysics Data System (ADS)

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

    2017-05-01

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

  10. Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations

    PubMed Central

    Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

    2015-01-01

    Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions. PMID:26089862

  11. Combining MLC and SVM Classifiers for Learning Based Decision Making: Analysis and Evaluations.

    PubMed

    Zhang, Yi; Ren, Jinchang; Jiang, Jianmin

    2015-01-01

    Maximum likelihood classifier (MLC) and support vector machines (SVM) are two commonly used approaches in machine learning. MLC is based on Bayesian theory in estimating parameters of a probabilistic model, whilst SVM is an optimization based nonparametric method in this context. Recently, it is found that SVM in some cases is equivalent to MLC in probabilistically modeling the learning process. In this paper, MLC and SVM are combined in learning and classification, which helps to yield probabilistic output for SVM and facilitate soft decision making. In total four groups of data are used for evaluations, covering sonar, vehicle, breast cancer, and DNA sequences. The data samples are characterized in terms of Gaussian/non-Gaussian distributed and balanced/unbalanced samples which are then further used for performance assessment in comparing the SVM and the combined SVM-MLC classifier. Interesting results are reported to indicate how the combined classifier may work under various conditions.

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

    NASA Astrophysics Data System (ADS)

    Wesemann, Stefan; Marzetta, Thomas L.

    2017-12-01

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

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

    PubMed Central

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

    2017-01-01

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

  14. Convergence optimization of parametric MLEM reconstruction for estimation of Patlak plot parameters.

    PubMed

    Angelis, Georgios I; Thielemans, Kris; Tziortzi, Andri C; Turkheimer, Federico E; Tsoumpas, Charalampos

    2011-07-01

    In dynamic positron emission tomography data many researchers have attempted to exploit kinetic models within reconstruction such that parametric images are estimated directly from measurements. This work studies a direct parametric maximum likelihood expectation maximization algorithm applied to [(18)F]DOPA data using reference-tissue input function. We use a modified version for direct reconstruction with a gradually descending scheme of subsets (i.e. 18-6-1) initialized with the FBP parametric image for faster convergence and higher accuracy. The results compared with analytic reconstructions show quantitative robustness (i.e. minimal bias) and clinical reproducibility within six human acquisitions in the region of clinical interest. Bland-Altman plots for all the studies showed sufficient quantitative agreement between the direct reconstructed parametric maps and the indirect FBP (--0.035x+0.48E--5). Copyright © 2011 Elsevier Ltd. All rights reserved.

  15. Finite-size analysis of continuous-variable measurement-device-independent quantum key distribution

    NASA Astrophysics Data System (ADS)

    Zhang, Xueying; Zhang, Yichen; Zhao, Yijia; Wang, Xiangyu; Yu, Song; Guo, Hong

    2017-10-01

    We study the impact of the finite-size effect on the continuous-variable measurement-device-independent quantum key distribution (CV-MDI QKD) protocol, mainly considering the finite-size effect on the parameter estimation procedure. The central-limit theorem and maximum likelihood estimation theorem are used to estimate the parameters. We also analyze the relationship between the number of exchanged signals and the optimal modulation variance in the protocol. It is proved that when Charlie's position is close to Bob, the CV-MDI QKD protocol has the farthest transmission distance in the finite-size scenario. Finally, we discuss the impact of finite-size effects related to the practical detection in the CV-MDI QKD protocol. The overall results indicate that the finite-size effect has a great influence on the secret-key rate of the CV-MDI QKD protocol and should not be ignored.

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

    NASA Astrophysics Data System (ADS)

    Makrakis, Dimitrios; Mathiopoulos, P. Takis

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

  17. Towards resolving the complete fern tree of life.

    PubMed

    Lehtonen, Samuli

    2011-01-01

    In the past two decades, molecular systematic studies have revolutionized our understanding of the evolutionary history of ferns. The availability of large molecular data sets together with efficient computer algorithms, now enables us to reconstruct evolutionary histories with previously unseen completeness. Here, the most comprehensive fern phylogeny to date, representing over one-fifth of the extant global fern diversity, is inferred based on four plastid genes. Parsimony and maximum-likelihood analyses provided a mostly congruent results and in general supported the prevailing view on the higher-level fern systematics. At a deep phylogenetic level, the position of horsetails depended on the optimality criteria chosen, with horsetails positioned as the sister group either of Marattiopsida-Polypodiopsida clade or of the Polypodiopsida. The analyses demonstrate the power of using a 'supermatrix' approach to resolve large-scale phylogenies and reveal questionable taxonomies. These results provide a valuable background for future research on fern systematics, ecology, biogeography and other evolutionary studies.

  18. Explaining the effect of event valence on unrealistic optimism.

    PubMed

    Gold, Ron S; Brown, Mark G

    2009-05-01

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

  19. Cosmological parameter estimation using Particle Swarm Optimization

    NASA Astrophysics Data System (ADS)

    Prasad, J.; Souradeep, T.

    2014-03-01

    Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

  20. Multiple-Hit Parameter Estimation in Monolithic Detectors

    PubMed Central

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

    2014-01-01

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

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