A matrix-based method of moments for fitting the multivariate random effects model for meta-analysis and meta-regression

PubMed Central

Jackson, Dan; White, Ian R; Riley, Richard D

2013-01-01

Multivariate meta-analysis is becoming more commonly used. Methods for fitting the multivariate random effects model include maximum likelihood, restricted maximum likelihood, Bayesian estimation and multivariate generalisations of the standard univariate method of moments. Here, we provide a new multivariate method of moments for estimating the between-study covariance matrix with the properties that (1) it allows for either complete or incomplete outcomes and (2) it allows for covariates through meta-regression. Further, for complete data, it is invariant to linear transformations. Our method reduces to the usual univariate method of moments, proposed by DerSimonian and Laird, in a single dimension. We illustrate our method and compare it with some of the alternatives using a simulation study and a real example. PMID:23401213

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

NASA Technical Reports Server (NTRS)

Batterson, James G.; Omara, Thomas M.

1989-01-01

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

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.

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

PubMed

Lin, Feng-Chang; Zhu, Jun

2012-01-01

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

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…

Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood

PubMed Central

Bondell, Howard D.; Stefanski, Leonard A.

2013-01-01

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

MIXOR: a computer program for mixed-effects ordinal regression analysis.

PubMed

Hedeker, D; Gibbons, R D

1996-03-01

MIXOR provides maximum marginal likelihood estimates for mixed-effects ordinal probit, logistic, and complementary log-log regression models. These models can be used for analysis of dichotomous and ordinal outcomes from either a clustered or longitudinal design. For clustered data, the mixed-effects model assumes that data within clusters are dependent. The degree of dependency is jointly estimated with the usual model parameters, thus adjusting for dependence resulting from clustering of the data. Similarly, for longitudinal data, the mixed-effects approach can allow for individual-varying intercepts and slopes across time, and can estimate the degree to which these time-related effects vary in the population of individuals. MIXOR uses marginal maximum likelihood estimation, utilizing a Fisher-scoring solution. For the scoring solution, the Cholesky factor of the random-effects variance-covariance matrix is estimated, along with the effects of model covariates. Examples illustrating usage and features of MIXOR are provided.

Logistic regression for circular data

NASA Astrophysics Data System (ADS)

Al-Daffaie, Kadhem; Khan, Shahjahan

2017-05-01

This paper considers the relationship between a binary response and a circular predictor. It develops the logistic regression model by employing the linear-circular regression approach. The maximum likelihood method is used to estimate the parameters. The Newton-Raphson numerical method is used to find the estimated values of the parameters. A data set from weather records of Toowoomba city is analysed by the proposed methods. Moreover, a simulation study is considered. The R software is used for all computations and simulations.

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

PubMed

Yang, Miao; Yuan, Ke-Hai

2016-01-01

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

Testing Multivariate Adaptive Regression Splines (MARS) as a Method of Land Cover Classification of TERRA-ASTER Satellite Images.

PubMed

Quirós, Elia; Felicísimo, Angel M; Cuartero, Aurora

2009-01-01

This work proposes a new method to classify multi-spectral satellite images based on multivariate adaptive regression splines (MARS) and compares this classification system with the more common parallelepiped and maximum likelihood (ML) methods. We apply the classification methods to the land cover classification of a test zone located in southwestern Spain. The basis of the MARS method and its associated procedures are explained in detail, and the area under the ROC curve (AUC) is compared for the three methods. The results show that the MARS method provides better results than the parallelepiped method in all cases, and it provides better results than the maximum likelihood method in 13 cases out of 17. These results demonstrate that the MARS method can be used in isolation or in combination with other methods to improve the accuracy of soil cover classification. The improvement is statistically significant according to the Wilcoxon signed rank test.

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.

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

PubMed Central

Rosenblum, Michael; van der Laan, Mark J.

2010-01-01

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

Performance and separation occurrence of binary probit regression estimator using maximum likelihood method and Firths approach under different sample size

NASA Astrophysics Data System (ADS)

Lusiana, Evellin Dewi

2017-12-01

The parameters of binary probit regression model are commonly estimated by using Maximum Likelihood Estimation (MLE) method. However, MLE method has limitation if the binary data contains separation. Separation is the condition where there are one or several independent variables that exactly grouped the categories in binary response. It will result the estimators of MLE method become non-convergent, so that they cannot be used in modeling. One of the effort to resolve the separation is using Firths approach instead. This research has two aims. First, to identify the chance of separation occurrence in binary probit regression model between MLE method and Firths approach. Second, to compare the performance of binary probit regression model estimator that obtained by MLE method and Firths approach using RMSE criteria. Those are performed using simulation method and under different sample size. The results showed that the chance of separation occurrence in MLE method for small sample size is higher than Firths approach. On the other hand, for larger sample size, the probability decreased and relatively identic between MLE method and Firths approach. Meanwhile, Firths estimators have smaller RMSE than MLEs especially for smaller sample sizes. But for larger sample sizes, the RMSEs are not much different. It means that Firths estimators outperformed MLE estimator.

New robust statistical procedures for the polytomous logistic regression models.

PubMed

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

2018-05-17

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

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).

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.

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

Multidimensional stochastic approximation using locally contractive functions

NASA Technical Reports Server (NTRS)

Lawton, W. M.

1975-01-01

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

ASURV: Astronomical SURVival Statistics

NASA Astrophysics Data System (ADS)

Feigelson, E. D.; Nelson, P. I.; Isobe, T.; LaValley, M.

2014-06-01

ASURV (Astronomical SURVival Statistics) provides astronomy survival analysis for right- and left-censored data including the maximum-likelihood Kaplan-Meier estimator and several univariate two-sample tests, bivariate correlation measures, and linear regressions. ASURV is written in FORTRAN 77, and is stand-alone and does not call any specialized libraries.

Effects of Employing Ridge Regression in Structural Equation Models.

ERIC Educational Resources Information Center

McQuitty, Shaun

1997-01-01

LISREL 8 invokes a ridge option when maximum likelihood or generalized least squares are used to estimate a structural equation model with a nonpositive definite covariance or correlation matrix. Implications of the ridge option for model fit, parameter estimates, and standard errors are explored through two examples. (SLD)

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

PubMed

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

2008-09-30

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

A Better Lemon Squeezer? Maximum-Likelihood Regression with Beta-Distributed Dependent Variables

ERIC Educational Resources Information Center

Smithson, Michael; Verkuilen, Jay

2006-01-01

Uncorrectable skew and heteroscedasticity are among the "lemons" of psychological data, yet many important variables naturally exhibit these properties. For scales with a lower and upper bound, a suitable candidate for models is the beta distribution, which is very flexible and models skew quite well. The authors present…

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

ERIC Educational Resources Information Center

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

2015-01-01

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

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

PubMed Central

Savalei, Victoria; Rhemtulla, Mijke

2017-01-01

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

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

PubMed

Savalei, Victoria; Rhemtulla, Mijke

2017-08-01

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

A Regional Analysis of Non-Methane Hydrocarbons And Meteorology of The Rural Southeast United States

DTIC Science & Technology

1996-01-01

Zt is an ARIMA time series. This is a typical regression model , except that it allows for autocorrelation in the error term Z. In this work, an ARMA...data=folder; var residual; run; II Statistical output of 1992 regression model on 1993 ozone data ARIMA Procedure Maximum Likelihood Estimation Approx...at each of the sites, and to show the effect of synoptic meteorology on high ozone by examining NOAA daily weather maps and climatic data

Human Language Technology: Opportunities and Challenges

DTIC Science & Technology

2005-01-01

because of the connections to and reliance on signal processing. Audio diarization critically includes indexing of speakers [12], since speaker ...to reduce inter- speaker variability in training. Standard techniques include vocal-tract length normalization, adaptation of acoustic models using...maximum likelihood linear regression (MLLR), and speaker -adaptive training based on MLLR. The acoustic models are mixtures of Gaussians, typically with

Comparing Forest/Nonforest Classifications of Landsat TM Imagery for Stratifying FIA Estimates of Forest Land Area

Treesearch

Mark D. Nelson; Ronald E. McRoberts; Greg C. Liknes; Geoffrey R. Holden

2005-01-01

Landsat Thematic Mapper (TM) satellite imagery and Forest Inventory and Analysis (FIA) plot data were used to construct forest/nonforest maps of Mapping Zone 41, National Land Cover Dataset 2000 (NLCD 2000). Stratification approaches resulting from Maximum Likelihood, Fuzzy Convolution, Logistic Regression, and k-Nearest Neighbors classification/prediction methods were...

The Effect of Missing Data Handling Methods on Goodness of Fit Indices in Confirmatory Factor Analysis

ERIC Educational Resources Information Center

Köse, Alper

2014-01-01

The primary objective of this study was to examine the effect of missing data on goodness of fit statistics in confirmatory factor analysis (CFA). For this aim, four missing data handling methods; listwise deletion, full information maximum likelihood, regression imputation and expectation maximization (EM) imputation were examined in terms of…

Computational tools for exact conditional logistic regression.

PubMed

Corcoran, C; Mehta, C; Patel, N; Senchaudhuri, P

Logistic regression analyses are often challenged by the inability of unconditional likelihood-based approximations to yield consistent, valid estimates and p-values for model parameters. This can be due to sparseness or separability in the data. Conditional logistic regression, though useful in such situations, can also be computationally unfeasible when the sample size or number of explanatory covariates is large. We review recent developments that allow efficient approximate conditional inference, including Monte Carlo sampling and saddlepoint approximations. We demonstrate through real examples that these methods enable the analysis of significantly larger and more complex data sets. We find in this investigation that for these moderately large data sets Monte Carlo seems a better alternative, as it provides unbiased estimates of the exact results and can be executed in less CPU time than can the single saddlepoint approximation. Moreover, the double saddlepoint approximation, while computationally the easiest to obtain, offers little practical advantage. It produces unreliable results and cannot be computed when a maximum likelihood solution does not exist. Copyright 2001 John Wiley & Sons, Ltd.

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

PubMed

Kesselmeier, Miriam; Lorenzo Bermejo, Justo

2017-11-01

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

Survival Data and Regression Models

NASA Astrophysics Data System (ADS)

Grégoire, G.

2014-12-01

We start this chapter by introducing some basic elements for the analysis of censored survival data. Then we focus on right censored data and develop two types of regression models. The first one concerns the so-called accelerated failure time models (AFT), which are parametric models where a function of a parameter depends linearly on the covariables. The second one is a semiparametric model, where the covariables enter in a multiplicative form in the expression of the hazard rate function. The main statistical tool for analysing these regression models is the maximum likelihood methodology and, in spite we recall some essential results about the ML theory, we refer to the chapter "Logistic Regression" for a more detailed presentation.

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

PubMed Central

Mao, Lu; Lin, D. Y.

2016-01-01

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

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.

Impact of Uncertainties in Exposure Assessment on Thyroid Cancer Risk among Persons in Belarus Exposed as Children or Adolescents Due to the Chernobyl Accident.

PubMed

Little, Mark P; Kwon, Deukwoo; Zablotska, Lydia B; Brenner, Alina V; Cahoon, Elizabeth K; Rozhko, Alexander V; Polyanskaya, Olga N; Minenko, Victor F; Golovanov, Ivan; Bouville, André; Drozdovitch, Vladimir

2015-01-01

The excess incidence of thyroid cancer in Ukraine and Belarus observed a few years after the Chernobyl accident is considered to be largely the result of 131I released from the reactor. Although the Belarus thyroid cancer prevalence data has been previously analyzed, no account was taken of dose measurement error. We examined dose-response patterns in a thyroid screening prevalence cohort of 11,732 persons aged under 18 at the time of the accident, diagnosed during 1996-2004, who had direct thyroid 131I activity measurement, and were resident in the most radio-actively contaminated regions of Belarus. Three methods of dose-error correction (regression calibration, Monte Carlo maximum likelihood, Bayesian Markov Chain Monte Carlo) were applied. There was a statistically significant (p<0.001) increasing dose-response for prevalent thyroid cancer, irrespective of regression-adjustment method used. Without adjustment for dose errors the excess odds ratio was 1.51 Gy- (95% CI 0.53, 3.86), which was reduced by 13% when regression-calibration adjustment was used, 1.31 Gy- (95% CI 0.47, 3.31). A Monte Carlo maximum likelihood method yielded an excess odds ratio of 1.48 Gy- (95% CI 0.53, 3.87), about 2% lower than the unadjusted analysis. The Bayesian method yielded a maximum posterior excess odds ratio of 1.16 Gy- (95% BCI 0.20, 4.32), 23% lower than the unadjusted analysis. There were borderline significant (p = 0.053-0.078) indications of downward curvature in the dose response, depending on the adjustment methods used. There were also borderline significant (p = 0.102) modifying effects of gender on the radiation dose trend, but no significant modifying effects of age at time of accident, or age at screening as modifiers of dose response (p>0.2). In summary, the relatively small contribution of unshared classical dose error in the current study results in comparatively modest effects on the regression parameters.

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

PubMed Central

Meyer, Karin; Kirkpatrick, Mark

2005-01-01

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

Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies

PubMed Central

Rukhin, Andrew L.

2011-01-01

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

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

PubMed

Rukhin, Andrew L

2011-01-01

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

Constrained Maximum Likelihood Estimation for Model Calibration Using Summary-level Information from External Big Data Sources

PubMed Central

Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J.

2016-01-01

Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an “internal” study while utilizing summary-level information, such as information on parameters for reduced models, from an “external” big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature. PMID:27570323

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

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.

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.

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

PubMed

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

2016-12-20

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

Negotiating Multicollinearity with Spike-and-Slab Priors.

PubMed

Ročková, Veronika; George, Edward I

2014-08-01

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

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.

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.

Estimating Interaction Effects With Incomplete Predictor Variables

PubMed Central

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

2014-01-01

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

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

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.

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.

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

PubMed

Liu, Jia; Gasbarra, Dario; Railavo, Juha

2016-01-15

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

Influence diagnostics in meta-regression model.

PubMed

Shi, Lei; Zuo, ShanShan; Yu, Dalei; Zhou, Xiaohua

2017-09-01

This paper studies the influence diagnostics in meta-regression model including case deletion diagnostic and local influence analysis. We derive the subset deletion formulae for the estimation of regression coefficient and heterogeneity variance and obtain the corresponding influence measures. The DerSimonian and Laird estimation and maximum likelihood estimation methods in meta-regression are considered, respectively, to derive the results. Internal and external residual and leverage measure are defined. The local influence analysis based on case-weights perturbation scheme, responses perturbation scheme, covariate perturbation scheme, and within-variance perturbation scheme are explored. We introduce a method by simultaneous perturbing responses, covariate, and within-variance to obtain the local influence measure, which has an advantage of capable to compare the influence magnitude of influential studies from different perturbations. An example is used to illustrate the proposed methodology. Copyright © 2017 John Wiley & Sons, Ltd.

Robust inference in the negative binomial regression model with an application to falls data.

PubMed

Aeberhard, William H; Cantoni, Eva; Heritier, Stephane

2014-12-01

A popular way to model overdispersed count data, such as the number of falls reported during intervention studies, is by means of the negative binomial (NB) distribution. Classical estimating methods are well-known to be sensitive to model misspecifications, taking the form of patients falling much more than expected in such intervention studies where the NB regression model is used. We extend in this article two approaches for building robust M-estimators of the regression parameters in the class of generalized linear models to the NB distribution. The first approach achieves robustness in the response by applying a bounded function on the Pearson residuals arising in the maximum likelihood estimating equations, while the second approach achieves robustness by bounding the unscaled deviance components. For both approaches, we explore different choices for the bounding functions. Through a unified notation, we show how close these approaches may actually be as long as the bounding functions are chosen and tuned appropriately, and provide the asymptotic distributions of the resulting estimators. Moreover, we introduce a robust weighted maximum likelihood estimator for the overdispersion parameter, specific to the NB distribution. Simulations under various settings show that redescending bounding functions yield estimates with smaller biases under contamination while keeping high efficiency at the assumed model, and this for both approaches. We present an application to a recent randomized controlled trial measuring the effectiveness of an exercise program at reducing the number of falls among people suffering from Parkinsons disease to illustrate the diagnostic use of such robust procedures and their need for reliable inference. © 2014, The International Biometric Society.

SEPARABLE FACTOR ANALYSIS WITH APPLICATIONS TO MORTALITY DATA

PubMed Central

Fosdick, Bailey K.; Hoff, Peter D.

2014-01-01

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume an independent error distribution or an error model that allows for dependence along at most one or two dimensions of the data array. However, failing to account for other dependencies can lead to inefficient estimates of regression parameters, inaccurate standard errors and poor predictions. An alternative to assuming independent errors is to allow for dependence along each dimension of the array using a separable covariance model. However, the number of parameters in this model increases rapidly with the dimensions of the array and, for many arrays, maximum likelihood estimates of the covariance parameters do not exist. In this paper, we propose a submodel of the separable covariance model that estimates the covariance matrix for each dimension as having factor analytic structure. This model can be viewed as an extension of factor analysis to array-valued data, as it uses a factor model to estimate the covariance along each dimension of the array. We discuss properties of this model as they relate to ordinary factor analysis, describe maximum likelihood and Bayesian estimation methods, and provide a likelihood ratio testing procedure for selecting the factor model ranks. We apply this methodology to the analysis of data from the Human Mortality Database, and show in a cross-validation experiment how it outperforms simpler methods. Additionally, we use this model to impute mortality rates for countries that have no mortality data for several years. Unlike other approaches, our methodology is able to estimate similarities between the mortality rates of countries, time periods and sexes, and use this information to assist with the imputations. PMID:25489353

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…

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.

Simpson's paradox - aggregating and partitioning populations in health disparities of lung cancer patients.

PubMed

Fu, P; Panneerselvam, A; Clifford, B; Dowlati, A; Ma, P C; Zeng, G; Halmos, B; Leidner, R S

2015-12-01

It is well known that non-small cell lung cancer (NSCLC) is a heterogeneous group of diseases. Previous studies have demonstrated genetic variation among different ethnic groups in the epidermal growth factor receptor (EGFR) in NSCLC. Research by our group and others has recently shown a lower frequency of EGFR mutations in African Americans with NSCLC, as compared to their White counterparts. In this study, we use our original study data of EGFR pathway genetics in African American NSCLC as an example to illustrate that univariate analyses based on aggregation versus partition of data leads to contradictory results, in order to emphasize the importance of controlling statistical confounding. We further investigate analytic approaches in logistic regression for data with separation, as is the case in our example data set, and apply appropriate methods to identify predictors of EGFR mutation. Our simulation shows that with separated or nearly separated data, penalized maximum likelihood (PML) produces estimates with smallest bias and approximately maintains the nominal value with statistical power equal to or better than that from maximum likelihood and exact conditional likelihood methods. Application of the PML method in our example data set shows that race and EGFR-FISH are independently significant predictors of EGFR mutation. © The Author(s) 2011.

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.

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.

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.

Robust and efficient estimation with weighted composite quantile regression

NASA Astrophysics Data System (ADS)

Jiang, Xuejun; Li, Jingzhi; Xia, Tian; Yan, Wanfeng

2016-09-01

In this paper we introduce a weighted composite quantile regression (CQR) estimation approach and study its application in nonlinear models such as exponential models and ARCH-type models. The weighted CQR is augmented by using a data-driven weighting scheme. With the error distribution unspecified, the proposed estimators share robustness from quantile regression and achieve nearly the same efficiency as the oracle maximum likelihood estimator (MLE) for a variety of error distributions including the normal, mixed-normal, Student's t, Cauchy distributions, etc. We also suggest an algorithm for the fast implementation of the proposed methodology. Simulations are carried out to compare the performance of different estimators, and the proposed approach is used to analyze the daily S&P 500 Composite index, which verifies the effectiveness and efficiency of our theoretical results.

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.

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.

Regression analysis of informative current status data with the additive hazards model.

PubMed

Zhao, Shishun; Hu, Tao; Ma, Ling; Wang, Peijie; Sun, Jianguo

2015-04-01

This paper discusses regression analysis of current status failure time data arising from the additive hazards model in the presence of informative censoring. Many methods have been developed for regression analysis of current status data under various regression models if the censoring is noninformative, and also there exists a large literature on parametric analysis of informative current status data in the context of tumorgenicity experiments. In this paper, a semiparametric maximum likelihood estimation procedure is presented and in the method, the copula model is employed to describe the relationship between the failure time of interest and the censoring time. Furthermore, I-splines are used to approximate the nonparametric functions involved and the asymptotic consistency and normality of the proposed estimators are established. A simulation study is conducted and indicates that the proposed approach works well for practical situations. An illustrative example is also provided.

Mining pharmacovigilance data using Bayesian logistic regression with James-Stein type shrinkage estimation.

PubMed

An, Lihua; Fung, Karen Y; Krewski, Daniel

2010-09-01

Spontaneous adverse event reporting systems are widely used to identify adverse reactions to drugs following their introduction into the marketplace. In this article, a James-Stein type shrinkage estimation strategy was developed in a Bayesian logistic regression model to analyze pharmacovigilance data. This method is effective in detecting signals as it combines information and borrows strength across medically related adverse events. Computer simulation demonstrated that the shrinkage estimator is uniformly better than the maximum likelihood estimator in terms of mean squared error. This method was used to investigate the possible association of a series of diabetic drugs and the risk of cardiovascular events using data from the Canada Vigilance Online Database.

Negotiating Multicollinearity with Spike-and-Slab Priors

PubMed Central

Ročková, Veronika

2014-01-01

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

A maximum likelihood map of chromosome 1.

PubMed Central

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

1979-01-01

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

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

ERIC Educational Resources Information Center

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

2016-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

Molusis, J. A.

1982-01-01

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

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

USGS Publications Warehouse

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

2007-01-01

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

Maximum likelihood estimation of between and within variations in energy and protein intakes from infancy to adolescence for the Philippines.

PubMed

Bhargava, A; Bouis, H

1992-02-28

The assessment of subjects' 'usual' intake of nutrients is important in assessing relationships between diet and disease and in identifying malnourished sub-groups of the populations. Estimation of the variation in intakes within subjects over time ('within variation') has importance in epidemiologic research; estimation of the between subject variation in the sample has use in defining the recommended dietary allowances that take into account the inter-individual differences. This paper estimates the between and within variances in the energy and protein intakes of 1189 Filipino children, based on 4 rounds of 24-hour recall data within a dynamic framework by means of maximum likelihood. The main findings are that the proportion of variation due to the within variance is higher for children from poorer households. Also, from the estimates of dynamic regression models for nutrient intakes of children and adults, it appears that school programmes that provide subsidized foods with good sources of protein to the poorest among school attendees will be cost effective.

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

PubMed

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

2009-07-01

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

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.

Synthesizing Regression Results: A Factored Likelihood Method

ERIC Educational Resources Information Center

Wu, Meng-Jia; Becker, Betsy Jane

2013-01-01

Regression methods are widely used by researchers in many fields, yet methods for synthesizing regression results are scarce. This study proposes using a factored likelihood method, originally developed to handle missing data, to appropriately synthesize regression models involving different predictors. This method uses the correlations reported…

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.

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.

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.

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

NASA Astrophysics Data System (ADS)

Moeltner, Klaus

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

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

Selected aspects of prior and likelihood information for a Bayesian classifier in a road safety analysis.

PubMed

Nowakowska, Marzena

2017-04-01

The development of the Bayesian logistic regression model classifying the road accident severity is discussed. The already exploited informative priors (method of moments, maximum likelihood estimation, and two-stage Bayesian updating), along with the original idea of a Boot prior proposal, are investigated when no expert opinion has been available. In addition, two possible approaches to updating the priors, in the form of unbalanced and balanced training data sets, are presented. The obtained logistic Bayesian models are assessed on the basis of a deviance information criterion (DIC), highest probability density (HPD) intervals, and coefficients of variation estimated for the model parameters. The verification of the model accuracy has been based on sensitivity, specificity and the harmonic mean of sensitivity and specificity, all calculated from a test data set. The models obtained from the balanced training data set have a better classification quality than the ones obtained from the unbalanced training data set. The two-stage Bayesian updating prior model and the Boot prior model, both identified with the use of the balanced training data set, outperform the non-informative, method of moments, and maximum likelihood estimation prior models. It is important to note that one should be careful when interpreting the parameters since different priors can lead to different models. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

PubMed

Liu, Fang; Eugenio, Evercita C

2018-04-01

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

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.

Maximum-Likelihood Detection Of Noncoherent CPM

NASA Technical Reports Server (NTRS)

Divsalar, Dariush; Simon, Marvin K.

1993-01-01

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

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

DTIC Science & Technology

1990-11-01

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

Stochastic control system parameter identifiability

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

USGS Publications Warehouse

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

1984-01-01

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

Local Intrinsic Dimension Estimation by Generalized Linear Modeling.

PubMed

Hino, Hideitsu; Fujiki, Jun; Akaho, Shotaro; Murata, Noboru

2017-07-01

We propose a method for intrinsic dimension estimation. By fitting the power of distance from an inspection point and the number of samples included inside a ball with a radius equal to the distance, to a regression model, we estimate the goodness of fit. Then, by using the maximum likelihood method, we estimate the local intrinsic dimension around the inspection point. The proposed method is shown to be comparable to conventional methods in global intrinsic dimension estimation experiments. Furthermore, we experimentally show that the proposed method outperforms a conventional local dimension estimation method.

Some New Estimation Methods for Weighted Regression When There are Possible Outliers.

DTIC Science & Technology

1985-01-01

about influential points, and to add to our understanding of the structure of the data In Section 2 we show, by considering the influence function , why... influence function lampel; 1968, 1974) for the maximum likelihood esti- mator is proportional to (EP-l)h(x), where £= (y-x’B)exp[-h’(x)e], and is thus...unbounded. Since the influence function for the MLE is quadratic in the residual c, in theory a point with a sufficiently large residual can have an

Genetic modelling of test day records in dairy sheep using orthogonal Legendre polynomials.

PubMed

Kominakis, A; Volanis, M; Rogdakis, E

2001-03-01

Test day milk yields of three lactations in Sfakia sheep were analyzed fitting a random regression (RR) model, regressing on orthogonal polynomials of the stage of the lactation period, i.e. days in milk. Univariate (UV) and multivariate (MV) analyses were also performed for four stages of the lactation period, represented by average days in milk, i.e. 15, 45, 70 and 105 days, to compare estimates obtained from RR models with estimates from UV and MV analyses. The total number of test day records were 790, 1314 and 1041 obtained from 214, 342 and 303 ewes in the first, second and third lactation, respectively. Error variances and covariances between regression coefficients were estimated by restricted maximum likelihood. Models were compared using likelihood ratio tests (LRTs). Log likelihoods were not significantly reduced when the rank of the orthogonal Legendre polynomials (LPs) of lactation stage was reduced from 4 to 2 and homogenous variances for lactation stages within lactations were considered. Mean weighted heritability estimates with RR models were 0.19, 0.09 and 0.08 for first, second and third lactation, respectively. The respective estimates obtained from UV analyses were 0.14, 0.12 and 0.08, respectively. Mean permanent environmental variance, as a proportion of the total, was high at all stages and lactations ranging from 0.54 to 0.71. Within lactations, genetic and permanent environmental correlations between lactation stages were in the range from 0.36 to 0.99 and 0.76 to 0.99, respectively. Genetic parameters for additive genetic and permanent environmental effects obtained from RR models were different from those obtained from UV and MV analyses.

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

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

ERIC Educational Resources Information Center

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

2011-01-01

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

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

ERIC Educational Resources Information Center

Jones, Douglas H.

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

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

ERIC Educational Resources Information Center

Zhang, Jinming

2005-01-01

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

Analysis of Sequence Data Under Multivariate Trait-Dependent Sampling.

PubMed

Tao, Ran; Zeng, Donglin; Franceschini, Nora; North, Kari E; Boerwinkle, Eric; Lin, Dan-Yu

2015-06-01

High-throughput DNA sequencing allows for the genotyping of common and rare variants for genetic association studies. At the present time and for the foreseeable future, it is not economically feasible to sequence all individuals in a large cohort. A cost-effective strategy is to sequence those individuals with extreme values of a quantitative trait. We consider the design under which the sampling depends on multiple quantitative traits. Under such trait-dependent sampling, standard linear regression analysis can result in bias of parameter estimation, inflation of type I error, and loss of power. We construct a likelihood function that properly reflects the sampling mechanism and utilizes all available data. We implement a computationally efficient EM algorithm and establish the theoretical properties of the resulting maximum likelihood estimators. Our methods can be used to perform separate inference on each trait or simultaneous inference on multiple traits. We pay special attention to gene-level association tests for rare variants. We demonstrate the superiority of the proposed methods over standard linear regression through extensive simulation studies. We provide applications to the Cohorts for Heart and Aging Research in Genomic Epidemiology Targeted Sequencing Study and the National Heart, Lung, and Blood Institute Exome Sequencing Project.

An EM-based semi-parametric mixture model approach to the regression analysis of competing-risks data.

PubMed

Ng, S K; McLachlan, G J

2003-04-15

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright 2003 John Wiley & Sons, Ltd.

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.

A class of semiparametric cure models with current status data.

PubMed

Diao, Guoqing; Yuan, Ao

2018-02-08

Current status data occur in many biomedical studies where we only know whether the event of interest occurs before or after a particular time point. In practice, some subjects may never experience the event of interest, i.e., a certain fraction of the population is cured or is not susceptible to the event of interest. We consider a class of semiparametric transformation cure models for current status data with a survival fraction. This class includes both the proportional hazards and the proportional odds cure models as two special cases. We develop efficient likelihood-based estimation and inference procedures. We show that the maximum likelihood estimators for the regression coefficients are consistent, asymptotically normal, and asymptotically efficient. Simulation studies demonstrate that the proposed methods perform well in finite samples. For illustration, we provide an application of the models to a study on the calcification of the hydrogel intraocular lenses.

Marginalized zero-inflated negative binomial regression with application to dental caries

PubMed Central

Preisser, John S.; Das, Kalyan; Long, D. Leann; Divaris, Kimon

2015-01-01

The zero-inflated negative binomial regression model (ZINB) is often employed in diverse fields such as dentistry, health care utilization, highway safety, and medicine to examine relationships between exposures of interest and overdispersed count outcomes exhibiting many zeros. The regression coefficients of ZINB have latent class interpretations for a susceptible subpopulation at risk for the disease/condition under study with counts generated from a negative binomial distribution and for a non-susceptible subpopulation that provides only zero counts. The ZINB parameters, however, are not well-suited for estimating overall exposure effects, specifically, in quantifying the effect of an explanatory variable in the overall mixture population. In this paper, a marginalized zero-inflated negative binomial regression (MZINB) model for independent responses is proposed to model the population marginal mean count directly, providing straightforward inference for overall exposure effects based on maximum likelihood estimation. Through simulation studies, the finite sample performance of MZINB is compared to marginalized zero-inflated Poisson, Poisson, and negative binomial regression. The MZINB model is applied in the evaluation of a school-based fluoride mouthrinse program on dental caries in 677 children. PMID:26568034

Modeling abundance effects in distance sampling

USGS Publications Warehouse

Royle, J. Andrew; Dawson, D.K.; Bates, S.

2004-01-01

Distance-sampling methods are commonly used in studies of animal populations to estimate population density. A common objective of such studies is to evaluate the relationship between abundance or density and covariates that describe animal habitat or other environmental influences. However, little attention has been focused on methods of modeling abundance covariate effects in conventional distance-sampling models. In this paper we propose a distance-sampling model that accommodates covariate effects on abundance. The model is based on specification of the distance-sampling likelihood at the level of the sample unit in terms of local abundance (for each sampling unit). This model is augmented with a Poisson regression model for local abundance that is parameterized in terms of available covariates. Maximum-likelihood estimation of detection and density parameters is based on the integrated likelihood, wherein local abundance is removed from the likelihood by integration. We provide an example using avian point-transect data of Ovenbirds (Seiurus aurocapillus) collected using a distance-sampling protocol and two measures of habitat structure (understory cover and basal area of overstory trees). The model yields a sensible description (positive effect of understory cover, negative effect on basal area) of the relationship between habitat and Ovenbird density that can be used to evaluate the effects of habitat management on Ovenbird populations.

Closed-loop carrier phase synchronization techniques motivated by likelihood functions

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

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

PubMed

Wu, Xiaowei; Zhu, Hongxiao

2015-02-07

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

Low-complexity approximations to maximum likelihood MPSK modulation classification

NASA Technical Reports Server (NTRS)

Hamkins, Jon

2004-01-01

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

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.

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.

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.

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

PubMed

Bing, Li; Bai, Baoming

2014-01-01

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

Maximum likelihood clustering with dependent feature trees

NASA Technical Reports Server (NTRS)

Chittineni, C. B. (Principal Investigator)

1981-01-01

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

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…

Robust inference under the beta regression model with application to health care studies.

PubMed

Ghosh, Abhik

2017-01-01

Data on rates, percentages, or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology, and several others. In this paper, we develop a robust inference procedure for the beta regression model, which is used to describe such response variables taking values in (0, 1) through some related explanatory variables. In relation to the beta regression model, the issue of robustness has been largely ignored in the literature so far. The existing maximum likelihood-based inference has serious lack of robustness against outliers in data and generate drastically different (erroneous) inference in the presence of data contamination. Here, we develop the robust minimum density power divergence estimator and a class of robust Wald-type tests for the beta regression model along with several applications. We derive their asymptotic properties and describe their robustness theoretically through the influence function analyses. Finite sample performances of the proposed estimators and tests are examined through suitable simulation studies and real data applications in the context of health care and psychology. Although we primarily focus on the beta regression models with a fixed dispersion parameter, some indications are also provided for extension to the variable dispersion beta regression models with an application.

SPSS macros to compare any two fitted values from a regression model.

PubMed

Weaver, Bruce; Dubois, Sacha

2012-12-01

In regression models with first-order terms only, the coefficient for a given variable is typically interpreted as the change in the fitted value of Y for a one-unit increase in that variable, with all other variables held constant. Therefore, each regression coefficient represents the difference between two fitted values of Y. But the coefficients represent only a fraction of the possible fitted value comparisons that might be of interest to researchers. For many fitted value comparisons that are not captured by any of the regression coefficients, common statistical software packages do not provide the standard errors needed to compute confidence intervals or carry out statistical tests-particularly in more complex models that include interactions, polynomial terms, or regression splines. We describe two SPSS macros that implement a matrix algebra method for comparing any two fitted values from a regression model. The !OLScomp and !MLEcomp macros are for use with models fitted via ordinary least squares and maximum likelihood estimation, respectively. The output from the macros includes the standard error of the difference between the two fitted values, a 95% confidence interval for the difference, and a corresponding statistical test with its p-value.

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.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

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

ERIC Educational Resources Information Center

Ramsay, J. O.

1980-01-01

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

ATAC Autocuer Modeling Analysis.

DTIC Science & Technology

1981-01-01

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

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

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".

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.

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

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

PAMLX: a graphical user interface for PAML.

PubMed

Xu, Bo; Yang, Ziheng

2013-12-01

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

The application of parameter estimation to flight measurements to obtain lateral-directional stability derivatives of an augmented jet-flap STOL airplane

NASA Technical Reports Server (NTRS)

Stephenson, J. D.

1983-01-01

Flight experiments with an augmented jet flap STOL aircraft provided data from which the lateral directional stability and control derivatives were calculated by applying a linear regression parameter estimation procedure. The tests, which were conducted with the jet flaps set at a 65 deg deflection, covered a large range of angles of attack and engine power settings. The effect of changing the angle of the jet thrust vector was also investigated. Test results are compared with stability derivatives that had been predicted. The roll damping derived from the tests was significantly larger than had been predicted, whereas the other derivatives were generally in agreement with the predictions. Results obtained using a maximum likelihood estimation procedure are compared with those from the linear regression solutions.

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)

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)

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.

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.

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.

Bayesian correction for covariate measurement error: A frequentist evaluation and comparison with regression calibration.

PubMed

Bartlett, Jonathan W; Keogh, Ruth H

2018-06-01

Bayesian approaches for handling covariate measurement error are well established and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper, we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration, arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to regression calibration and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next, we describe the closely related maximum likelihood and multiple imputation approaches and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of regression calibration and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey.

Matched samples logistic regression in case-control studies with missing values: when to break the matches.

PubMed

Hansson, Lisbeth; Khamis, Harry J

2008-12-01

Simulated data sets are used to evaluate conditional and unconditional maximum likelihood estimation in an individual case-control design with continuous covariates when there are different rates of excluded cases and different levels of other design parameters. The effectiveness of the estimation procedures is measured by method bias, variance of the estimators, root mean square error (RMSE) for logistic regression and the percentage of explained variation. Conditional estimation leads to higher RMSE than unconditional estimation in the presence of missing observations, especially for 1:1 matching. The RMSE is higher for the smaller stratum size, especially for the 1:1 matching. The percentage of explained variation appears to be insensitive to missing data, but is generally higher for the conditional estimation than for the unconditional estimation. It is particularly good for the 1:2 matching design. For minimizing RMSE, a high matching ratio is recommended; in this case, conditional and unconditional logistic regression models yield comparable levels of effectiveness. For maximizing the percentage of explained variation, the 1:2 matching design with the conditional logistic regression model is recommended.

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

Robust regression and posterior predictive simulation increase power to detect early bursts of trait evolution.

PubMed

Slater, Graham J; Pennell, Matthew W

2014-05-01

A central prediction of much theory on adaptive radiations is that traits should evolve rapidly during the early stages of a clade's history and subsequently slowdown in rate as niches become saturated--a so-called "Early Burst." Although a common pattern in the fossil record, evidence for early bursts of trait evolution in phylogenetic comparative data has been equivocal at best. We show here that this may not necessarily be due to the absence of this pattern in nature. Rather, commonly used methods to infer its presence perform poorly when when the strength of the burst--the rate at which phenotypic evolution declines--is small, and when some morphological convergence is present within the clade. We present two modifications to existing comparative methods that allow greater power to detect early bursts in simulated datasets. First, we develop posterior predictive simulation approaches and show that they outperform maximum likelihood approaches at identifying early bursts at moderate strength. Second, we use a robust regression procedure that allows for the identification and down-weighting of convergent taxa, leading to moderate increases in method performance. We demonstrate the utility and power of these approach by investigating the evolution of body size in cetaceans. Model fitting using maximum likelihood is equivocal with regards the mode of cetacean body size evolution. However, posterior predictive simulation combined with a robust node height test return low support for Brownian motion or rate shift models, but not the early burst model. While the jury is still out on whether early bursts are actually common in nature, our approach will hopefully facilitate more robust testing of this hypothesis. We advocate the adoption of similar posterior predictive approaches to improve the fit and to assess the adequacy of macroevolutionary models in general.

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.

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

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Hayashi, Kentaro

2005-01-01

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

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

ERIC Educational Resources Information Center

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

2003-01-01

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

Mixture Rasch Models with Joint Maximum Likelihood Estimation

ERIC Educational Resources Information Center

Willse, John T.

2011-01-01

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

Consistency of Rasch Model Parameter Estimation: A Simulation Study.

ERIC Educational Resources Information Center

van den Wollenberg, Arnold L.; And Others

1988-01-01

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

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

EPA Science Inventory

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

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…

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

ERIC Educational Resources Information Center

Mayberry, Paul W.

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

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

ERIC Educational Resources Information Center

Baldwin, Beatrice

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

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…

The admixture maximum likelihood test to test for association between rare variants and disease phenotypes.

PubMed

Tyrer, Jonathan P; Guo, Qi; Easton, Douglas F; Pharoah, Paul D P

2013-06-06

The development of genotyping arrays containing hundreds of thousands of rare variants across the genome and advances in high-throughput sequencing technologies have made feasible empirical genetic association studies to search for rare disease susceptibility alleles. As single variant testing is underpowered to detect associations, the development of statistical methods to combine analysis across variants - so-called "burden tests" - is an area of active research interest. We previously developed a method, the admixture maximum likelihood test, to test multiple, common variants for association with a trait of interest. We have extended this method, called the rare admixture maximum likelihood test (RAML), for the analysis of rare variants. In this paper we compare the performance of RAML with six other burden tests designed to test for association of rare variants. We used simulation testing over a range of scenarios to test the power of RAML compared to the other rare variant association testing methods. These scenarios modelled differences in effect variability, the average direction of effect and the proportion of associated variants. We evaluated the power for all the different scenarios. RAML tended to have the greatest power for most scenarios where the proportion of associated variants was small, whereas SKAT-O performed a little better for the scenarios with a higher proportion of associated variants. The RAML method makes no assumptions about the proportion of variants that are associated with the phenotype of interest or the magnitude and direction of their effect. The method is flexible and can be applied to both dichotomous and quantitative traits and allows for the inclusion of covariates in the underlying regression model. The RAML method performed well compared to the other methods over a wide range of scenarios. Generally power was moderate in most of the scenarios, underlying the need for large sample sizes in any form of association testing.

Updated logistic regression equations for the calculation of post-fire debris-flow likelihood in the western United States

USGS Publications Warehouse

Staley, Dennis M.; Negri, Jacquelyn A.; Kean, Jason W.; Laber, Jayme L.; Tillery, Anne C.; Youberg, Ann M.

2016-06-30

Wildfire can significantly alter the hydrologic response of a watershed to the extent that even modest rainstorms can generate dangerous flash floods and debris flows. To reduce public exposure to hazard, the U.S. Geological Survey produces post-fire debris-flow hazard assessments for select fires in the western United States. We use publicly available geospatial data describing basin morphology, burn severity, soil properties, and rainfall characteristics to estimate the statistical likelihood that debris flows will occur in response to a storm of a given rainfall intensity. Using an empirical database and refined geospatial analysis methods, we defined new equations for the prediction of debris-flow likelihood using logistic regression methods. We showed that the new logistic regression model outperformed previous models used to predict debris-flow likelihood.

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

PubMed

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

2009-01-01

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

Censored Hurdle Negative Binomial Regression (Case Study: Neonatorum Tetanus Case in Indonesia)

NASA Astrophysics Data System (ADS)

Yuli Rusdiana, Riza; Zain, Ismaini; Wulan Purnami, Santi

2017-06-01

Hurdle negative binomial model regression is a method that can be used for discreate dependent variable, excess zero and under- and overdispersion. It uses two parts approach. The first part estimates zero elements from dependent variable is zero hurdle model and the second part estimates not zero elements (non-negative integer) from dependent variable is called truncated negative binomial models. The discrete dependent variable in such cases is censored for some values. The type of censor that will be studied in this research is right censored. This study aims to obtain the parameter estimator hurdle negative binomial regression for right censored dependent variable. In the assessment of parameter estimation methods used Maximum Likelihood Estimator (MLE). Hurdle negative binomial model regression for right censored dependent variable is applied on the number of neonatorum tetanus cases in Indonesia. The type data is count data which contains zero values in some observations and other variety value. This study also aims to obtain the parameter estimator and test statistic censored hurdle negative binomial model. Based on the regression results, the factors that influence neonatorum tetanus case in Indonesia is the percentage of baby health care coverage and neonatal visits.

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.

Moderation analysis using a two-level regression model.

PubMed

Yuan, Ke-Hai; Cheng, Ying; Maxwell, Scott

2014-10-01

Moderation analysis is widely used in social and behavioral research. The most commonly used model for moderation analysis is moderated multiple regression (MMR) in which the explanatory variables of the regression model include product terms, and the model is typically estimated by least squares (LS). This paper argues for a two-level regression model in which the regression coefficients of a criterion variable on predictors are further regressed on moderator variables. An algorithm for estimating the parameters of the two-level model by normal-distribution-based maximum likelihood (NML) is developed. Formulas for the standard errors (SEs) of the parameter estimates are provided and studied. Results indicate that, when heteroscedasticity exists, NML with the two-level model gives more efficient and more accurate parameter estimates than the LS analysis of the MMR model. When error variances are homoscedastic, NML with the two-level model leads to essentially the same results as LS with the MMR model. Most importantly, the two-level regression model permits estimating the percentage of variance of each regression coefficient that is due to moderator variables. When applied to data from General Social Surveys 1991, NML with the two-level model identified a significant moderation effect of race on the regression of job prestige on years of education while LS with the MMR model did not. An R package is also developed and documented to facilitate the application of the two-level model.

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.

An evaluation of percentile and maximum likelihood estimators of weibull paremeters

Treesearch

Stanley J. Zarnoch; Tommy R. Dell

1985-01-01

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

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

ERIC Educational Resources Information Center

Klein, Andreas G.; Muthen, Bengt O.

2007-01-01

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

Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2005-01-01

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

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

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

ERIC Educational Resources Information Center

Savalei, Victoria

2010-01-01

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

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

ERIC Educational Resources Information Center

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

2006-01-01

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

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

ERIC Educational Resources Information Center

Zhong, Xiaoling; Yuan, Ke-Hai

2011-01-01

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

Five Methods for Estimating Angoff Cut Scores with IRT

ERIC Educational Resources Information Center

Wyse, Adam E.

2017-01-01

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

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…

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.

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

PubMed

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

2015-06-01

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

Maximum Likelihood Estimation with Emphasis on Aircraft Flight Data

NASA Technical Reports Server (NTRS)

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

1985-01-01

Accurate modeling of flexible space structures is an important field that is currently under investigation. Parameter estimation, using methods such as maximum likelihood, is one of the ways that the model can be improved. The maximum likelihood estimator has been used to extract stability and control derivatives from flight data for many years. Most of the literature on aircraft estimation concentrates on new developments and applications, assuming familiarity with basic estimation concepts. Some of these basic concepts are presented. The maximum likelihood estimator and the aircraft equations of motion that the estimator uses are briefly discussed. The basic concepts of minimization and estimation are examined for a simple computed aircraft example. The cost functions that are to be minimized during estimation are defined and discussed. Graphic representations of the cost functions are given to help illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Specific examples of estimation of structural dynamics are included. Some of the major conclusions for the computed example are also developed for the analysis of flight data.

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

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

Rupšys, P.

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

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

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

Penalized spline estimation for functional coefficient regression models.

PubMed

Cao, Yanrong; Lin, Haiqun; Wu, Tracy Z; Yu, Yan

2010-04-01

The functional coefficient regression models assume that the regression coefficients vary with some "threshold" variable, providing appreciable flexibility in capturing the underlying dynamics in data and avoiding the so-called "curse of dimensionality" in multivariate nonparametric estimation. We first investigate the estimation, inference, and forecasting for the functional coefficient regression models with dependent observations via penalized splines. The P-spline approach, as a direct ridge regression shrinkage type global smoothing method, is computationally efficient and stable. With established fixed-knot asymptotics, inference is readily available. Exact inference can be obtained for fixed smoothing parameter λ, which is most appealing for finite samples. Our penalized spline approach gives an explicit model expression, which also enables multi-step-ahead forecasting via simulations. Furthermore, we examine different methods of choosing the important smoothing parameter λ: modified multi-fold cross-validation (MCV), generalized cross-validation (GCV), and an extension of empirical bias bandwidth selection (EBBS) to P-splines. In addition, we implement smoothing parameter selection using mixed model framework through restricted maximum likelihood (REML) for P-spline functional coefficient regression models with independent observations. The P-spline approach also easily allows different smoothness for different functional coefficients, which is enabled by assigning different penalty λ accordingly. We demonstrate the proposed approach by both simulation examples and a real data application.

Detecting Anomalies in Process Control Networks

NASA Astrophysics Data System (ADS)

Rrushi, Julian; Kang, Kyoung-Don

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

Multi crop area estimation in Idaho using EDITOR

NASA Technical Reports Server (NTRS)

Sheffner, E. J.

1984-01-01

The use of LANDSAT multispectral scanner digital data for multi-crop acreage estimation in the central Snake River Plain of Idaho was examined. Two acquisitions of LANDSAT data covering ground sample units selected from a U.S. Department of Agriculture sampling frame in a four country study site were used to train a maximum likelihood classifier which, subsequently, classified all picture elements in the study site. Acreage estimates for six major crops, by county and for the four counties combined, were generated from the classification using the Battesse-Fuller model for estimation by regression in small areas. Results from the regression analysis were compared to those obtained by direct expansion of the ground data. Using the LANDSAT data significantly decreased the errors associated with the estimates for the three largest acreage crops. The late date of the second LANDSAT acquisition may have contributed to the poor results for three summer crops.

Three methods to construct predictive models using logistic regression and likelihood ratios to facilitate adjustment for pretest probability give similar results.

PubMed

Chan, Siew Foong; Deeks, Jonathan J; Macaskill, Petra; Irwig, Les

2008-01-01

To compare three predictive models based on logistic regression to estimate adjusted likelihood ratios allowing for interdependency between diagnostic variables (tests). This study was a review of the theoretical basis, assumptions, and limitations of published models; and a statistical extension of methods and application to a case study of the diagnosis of obstructive airways disease based on history and clinical examination. Albert's method includes an offset term to estimate an adjusted likelihood ratio for combinations of tests. Spiegelhalter and Knill-Jones method uses the unadjusted likelihood ratio for each test as a predictor and computes shrinkage factors to allow for interdependence. Knottnerus' method differs from the other methods because it requires sequencing of tests, which limits its application to situations where there are few tests and substantial data. Although parameter estimates differed between the models, predicted "posttest" probabilities were generally similar. Construction of predictive models using logistic regression is preferred to the independence Bayes' approach when it is important to adjust for dependency of tests errors. Methods to estimate adjusted likelihood ratios from predictive models should be considered in preference to a standard logistic regression model to facilitate ease of interpretation and application. Albert's method provides the most straightforward approach.

Comparison of IRT Likelihood Ratio Test and Logistic Regression DIF Detection Procedures

ERIC Educational Resources Information Center

Atar, Burcu; Kamata, Akihito

2011-01-01

The Type I error rates and the power of IRT likelihood ratio test and cumulative logit ordinal logistic regression procedures in detecting differential item functioning (DIF) for polytomously scored items were investigated in this Monte Carlo simulation study. For this purpose, 54 simulation conditions (combinations of 3 sample sizes, 2 sample…

Approximated maximum likelihood estimation in multifractal random walks

NASA Astrophysics Data System (ADS)

Løvsletten, O.; Rypdal, M.

2012-04-01

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

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

ERIC Educational Resources Information Center

Lee, Sik-Yum; Song, Xin-Yuan

2005-01-01

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

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

PubMed

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

2015-02-01

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

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

ERIC Educational Resources Information Center

Han, Kyung T.; Guo, Fanmin

2014-01-01

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

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

ERIC Educational Resources Information Center

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

2011-01-01

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

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

ERIC Educational Resources Information Center

France, Stephen L.; Batchelder, William H.

2015-01-01

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

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…

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…

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

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

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

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

ERIC Educational Resources Information Center

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

2012-01-01

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

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.

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.

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

Bayesian Inference for the Stereotype Regression Model: Application to a Case-control Study of Prostate Cancer

PubMed Central

Ahn, Jaeil; Mukherjee, Bhramar; Banerjee, Mousumi; Cooney, Kathleen A.

2011-01-01

Summary The stereotype regression model for categorical outcomes, proposed by Anderson (1984) is nested between the baseline category logits and adjacent category logits model with proportional odds structure. The stereotype model is more parsimonious than the ordinary baseline-category (or multinomial logistic) model due to a product representation of the log odds-ratios in terms of a common parameter corresponding to each predictor and category specific scores. The model could be used for both ordered and unordered outcomes. For ordered outcomes, the stereotype model allows more flexibility than the popular proportional odds model in capturing highly subjective ordinal scaling which does not result from categorization of a single latent variable, but are inherently multidimensional in nature. As pointed out by Greenland (1994), an additional advantage of the stereotype model is that it provides unbiased and valid inference under outcome-stratified sampling as in case-control studies. In addition, for matched case-control studies, the stereotype model is amenable to classical conditional likelihood principle, whereas there is no reduction due to sufficiency under the proportional odds model. In spite of these attractive features, the model has been applied less, as there are issues with maximum likelihood estimation and likelihood based testing approaches due to non-linearity and lack of identifiability of the parameters. We present comprehensive Bayesian inference and model comparison procedure for this class of models as an alternative to the classical frequentist approach. We illustrate our methodology by analyzing data from The Flint Men’s Health Study, a case-control study of prostate cancer in African-American men aged 40 to 79 years. We use clinical staging of prostate cancer in terms of Tumors, Nodes and Metastatsis (TNM) as the categorical response of interest. PMID:19731262

Determinants of adolescent suicidal ideation: rural versus urban.

PubMed

Murphy, Sean M

2014-01-01

The existing literature on disparities between rural and urban adolescents as they pertain to suicidal behavior is limited; identifying these distinctions could be pivotal in the decision of how to efficiently allocate scarce resources to reduce youth suicide rates. This study aimed to identify dissimilarities in predictors of suicidal ideation across the rural/urban threshold, as ideation is one of the most important predictors of suicide. Given that substance abuse is generally considered one of the strongest risk factors for suicidal behavior, a secondary aim was the isolation of the differences in usage of particular substances between rural and urban adolescents, and their effects on the likelihood of suicidal ideation, which is something that previous studies have had difficulty addressing. A global test determined that individual predictors of suicidal ideation differed across rural and urban adolescents, and simply including a rural/urban indicator in a multiple regression would result in biased estimates. Therefore, this paper assessed rural/urban differences among a comprehensive list of traditionally perceived risk and protective factors via bivariate analyses and separate multiple full-information-maximum-likelihood regressions, which account for missing data. Somewhat contrary to the extant literature, the findings indicate important differences among predictors of suicidal ideation for rural and urban youths. These differences should be taken into consideration when developing plans to combat adolescent suicide. The results further indicate that analyzing potential predictors of suicidal ideation for rural and urban adolescents via bivariate analyses alone, or a rural/urban indicator in a multiple regression, is not sufficient. © 2013 National Rural Health Association.

Stochastic modelling of the monthly average maximum and minimum temperature patterns in India 1981-2015

NASA Astrophysics Data System (ADS)

Narasimha Murthy, K. V.; Saravana, R.; Vijaya Kumar, K.

2018-04-01

The paper investigates the stochastic modelling and forecasting of monthly average maximum and minimum temperature patterns through suitable seasonal auto regressive integrated moving average (SARIMA) model for the period 1981-2015 in India. The variations and distributions of monthly maximum and minimum temperatures are analyzed through Box plots and cumulative distribution functions. The time series plot indicates that the maximum temperature series contain sharp peaks in almost all the years, while it is not true for the minimum temperature series, so both the series are modelled separately. The possible SARIMA model has been chosen based on observing autocorrelation function (ACF), partial autocorrelation function (PACF), and inverse autocorrelation function (IACF) of the logarithmic transformed temperature series. The SARIMA (1, 0, 0) × (0, 1, 1)12 model is selected for monthly average maximum and minimum temperature series based on minimum Bayesian information criteria. The model parameters are obtained using maximum-likelihood method with the help of standard error of residuals. The adequacy of the selected model is determined using correlation diagnostic checking through ACF, PACF, IACF, and p values of Ljung-Box test statistic of residuals and using normal diagnostic checking through the kernel and normal density curves of histogram and Q-Q plot. Finally, the forecasting of monthly maximum and minimum temperature patterns of India for the next 3 years has been noticed with the help of selected model.

Identification of transplanting stage of rice using Sentinel-1 data

NASA Astrophysics Data System (ADS)

Hongo, C.; Tosa, T.; Tamura, E.; Sigit, G.; Barus, B.

2017-12-01

As the adaptation of climate change, the Government of Indonesia has launched agricultural insurance program for damage of rice by drought, flood and pest and disease. For assessment of the damage ratio and calculation of indemnity, extraction of paddy field and identification of transplanting stage are key issues. In this research, we conducted identification of rice transplanting stage in dry season of 2015, using data from Sentinel-1, for paddy in Cianjur, West Java, Indonesia. As the first step, time series order of backscattering coefficient was analyzed about paddy, forest, villages and fish farming ponds with use of Sentinel-1 data acquired on April 1, April 13, April 25, May 7, May 19, June 24, July 18 and August 11. The result shows that the backscattering coefficient of paddy substantially decreased from data on May 7 and reached minimum value and then after increased toward June. A paddy area showing this change was almost the same area where rice was at harvesting stage and we did field investigation work from August 11 to 13. Considering a growth period of rice in our research site was about 110 days, so the result supported the fact that transplantation of rice was done around May 7. On the other hand, backscattering coefficient of forest, villages and fish farming ponds was constant and showed clear difference from the coefficient of paddy. As the next step, minimum and maximum value of backscattering coefficient were extracted from the data of May 7, May 19 and June 24, respectively. Then increase amount was calculated by deducting the minimum value from the maximum. Finally, using the minimum value of backscattering coefficient and the increased amount, a classification of image was made to identify transplanting stage through maximum likelihood method, decision tree method and threshold setting method (regression analysis by 3σ-rule). As the result, the maximum likelihood method made the most accurate distinguishment about transplanting stage while the decision tree method showed tendency to underestimate a paddy area already planted. As to the threshold setting method (regression analysis by 3σ-rule), its distinguishment accuracy was better than those of other methods about a paddy area adjacent to forest and villages of which backscattering coefficient was influenced by other sources' coefficients.

Use and interpretation of logistic regression in habitat-selection studies

USGS Publications Warehouse

Keating, Kim A.; Cherry, Steve

2004-01-01

 Logistic regression is an important tool for wildlife habitat-selection studies, but the method frequently has been misapplied due to an inadequate understanding of the logistic model, its interpretation, and the influence of sampling design. To promote better use of this method, we review its application and interpretation under 3 sampling designs: random, case-control, and use-availability. Logistic regression is appropriate for habitat use-nonuse studies employing random sampling and can be used to directly model the conditional probability of use in such cases. Logistic regression also is appropriate for studies employing case-control sampling designs, but careful attention is required to interpret results correctly. Unless bias can be estimated or probability of use is small for all habitats, results of case-control studies should be interpreted as odds ratios, rather than probability of use or relative probability of use. When data are gathered under a use-availability design, logistic regression can be used to estimate approximate odds ratios if probability of use is small, at least on average. More generally, however, logistic regression is inappropriate for modeling habitat selection in use-availability studies. In particular, using logistic regression to fit the exponential model of Manly et al. (2002:100) does not guarantee maximum-likelihood estimates, valid probabilities, or valid likelihoods. We show that the resource selection function (RSF) commonly used for the exponential model is proportional to a logistic discriminant function. Thus, it may be used to rank habitats with respect to probability of use and to identify important habitat characteristics or their surrogates, but it is not guaranteed to be proportional to probability of use. Other problems associated with the exponential model also are discussed. We describe an alternative model based on Lancaster and Imbens (1996) that offers a method for estimating conditional probability of use in use-availability studies. Although promising, this model fails to converge to a unique solution in some important situations. Further work is needed to obtain a robust method that is broadly applicable to use-availability studies.

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

ERIC Educational Resources Information Center

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

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

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

ERIC Educational Resources Information Center

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

2002-01-01

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

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

ERIC Educational Resources Information Center

Khattab, Ali-Maher; And Others

1982-01-01

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

Mortality table construction

NASA Astrophysics Data System (ADS)

Sutawanir

2015-12-01

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

Estimation of rank correlation for clustered data.

PubMed

Rosner, Bernard; Glynn, Robert J

2017-06-30

It is well known that the sample correlation coefficient (R xy ) is the maximum likelihood estimator of the Pearson correlation (ρ xy ) for independent and identically distributed (i.i.d.) bivariate normal data. However, this is not true for ophthalmologic data where X (e.g., visual acuity) and Y (e.g., visual field) are available for each eye and there is positive intraclass correlation for both X and Y in fellow eyes. In this paper, we provide a regression-based approach for obtaining the maximum likelihood estimator of ρ xy for clustered data, which can be implemented using standard mixed effects model software. This method is also extended to allow for estimation of partial correlation by controlling both X and Y for a vector U_ of other covariates. In addition, these methods can be extended to allow for estimation of rank correlation for clustered data by (i) converting ranks of both X and Y to the probit scale, (ii) estimating the Pearson correlation between probit scores for X and Y, and (iii) using the relationship between Pearson and rank correlation for bivariate normally distributed data. The validity of the methods in finite-sized samples is supported by simulation studies. Finally, two examples from ophthalmology and analgesic abuse are used to illustrate the methods. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

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

USGS Publications Warehouse

Antweiler, Ronald C.; Taylor, Howard E.

2008-01-01

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

The Educational Consequences of Teen Childbearing

PubMed Central

Kane, Jennifer B.; Morgan, S. Philip; Harris, Kathleen Mullan; Guilkey, David K.

2013-01-01

A huge literature shows that teen mothers face a variety of detriments across the life course, including truncated educational attainment. To what extent is this association causal? The estimated effects of teen motherhood on schooling vary widely, ranging from no discernible difference to 2.6 fewer years among teen mothers. The magnitude of educational consequences is therefore uncertain, despite voluminous policy and prevention efforts that rest on the assumption of a negative and presumably causal effect. This study adjudicates between two potential sources of inconsistency in the literature—methodological differences or cohort differences—by using a single, high-quality data source: namely, The National Longitudinal Study of Adolescent Health. We replicate analyses across four different statistical strategies: ordinary least squares regression; propensity score matching; and parametric and semiparametric maximum likelihood estimation. Results demonstrate educational consequences of teen childbearing, with estimated effects between 0.7 and 1.9 fewer years of schooling among teen mothers. We select our preferred estimate (0.7), derived from semiparametric maximum likelihood estimation, on the basis of weighing the strengths and limitations of each approach. Based on the range of estimated effects observed in our study, we speculate that variable statistical methods are the likely source of inconsistency in the past. We conclude by discussing implications for future research and policy, and recommend that future studies employ a similar multimethod approach to evaluate findings. PMID:24078155

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

PubMed Central

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

2008-01-01

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

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

PubMed

Prentice, R L

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

ORACLE INEQUALITIES FOR THE LASSO IN THE COX MODEL

PubMed Central

Huang, Jian; Sun, Tingni; Ying, Zhiliang; Yu, Yi; Zhang, Cun-Hui

2013-01-01

We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish oracle inequalities based on natural extensions of the compatibility and cone invertibility factors of the Hessian matrix at the true regression coefficients. Similar results based on an extension of the restricted eigenvalue can be also proved by our method. However, the presented oracle inequalities are sharper since the compatibility and cone invertibility factors are always greater than the corresponding restricted eigenvalue. In the Cox regression model, the Hessian matrix is based on time-dependent covariates in censored risk sets, so that the compatibility and cone invertibility factors, and the restricted eigenvalue as well, are random variables even when they are evaluated for the Hessian at the true regression coefficients. Under mild conditions, we prove that these quantities are bounded from below by positive constants for time-dependent covariates, including cases where the number of covariates is of greater order than the sample size. Consequently, the compatibility and cone invertibility factors can be treated as positive constants in our oracle inequalities. PMID:24086091

ORACLE INEQUALITIES FOR THE LASSO IN THE COX MODEL.

PubMed

Huang, Jian; Sun, Tingni; Ying, Zhiliang; Yu, Yi; Zhang, Cun-Hui

2013-06-01

We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish oracle inequalities based on natural extensions of the compatibility and cone invertibility factors of the Hessian matrix at the true regression coefficients. Similar results based on an extension of the restricted eigenvalue can be also proved by our method. However, the presented oracle inequalities are sharper since the compatibility and cone invertibility factors are always greater than the corresponding restricted eigenvalue. In the Cox regression model, the Hessian matrix is based on time-dependent covariates in censored risk sets, so that the compatibility and cone invertibility factors, and the restricted eigenvalue as well, are random variables even when they are evaluated for the Hessian at the true regression coefficients. Under mild conditions, we prove that these quantities are bounded from below by positive constants for time-dependent covariates, including cases where the number of covariates is of greater order than the sample size. Consequently, the compatibility and cone invertibility factors can be treated as positive constants in our oracle inequalities.

Regression modeling and prediction of road sweeping brush load characteristics from finite element analysis and experimental results.

PubMed

Wang, Chong; Sun, Qun; Wahab, Magd Abdel; Zhang, Xingyu; Xu, Limin

2015-09-01

Rotary cup brushes mounted on each side of a road sweeper undertake heavy debris removal tasks but the characteristics have not been well known until recently. A Finite Element (FE) model that can analyze brush deformation and predict brush characteristics have been developed to investigate the sweeping efficiency and to assist the controller design. However, the FE model requires large amount of CPU time to simulate each brush design and operating scenario, which may affect its applications in a real-time system. This study develops a mathematical regression model to summarize the FE modeled results. The complex brush load characteristic curves were statistically analyzed to quantify the effects of cross-section, length, mounting angle, displacement and rotational speed etc. The data were then fitted by a multiple variable regression model using the maximum likelihood method. The fitted results showed good agreement with the FE analysis results and experimental results, suggesting that the mathematical regression model may be directly used in a real-time system to predict characteristics of different brushes under varying operating conditions. The methodology may also be used in the design and optimization of rotary brush tools. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

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

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

Chen, Wei-Chen; Maitra, Ranjan

2011-01-01

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

Regression analysis of case K interval-censored failure time data in the presence of informative censoring.

PubMed

Wang, Peijie; Zhao, Hui; Sun, Jianguo

2016-12-01

Interval-censored failure time data occur in many fields such as demography, economics, medical research, and reliability and many inference procedures on them have been developed (Sun, 2006; Chen, Sun, and Peace, 2012). However, most of the existing approaches assume that the mechanism that yields interval censoring is independent of the failure time of interest and it is clear that this may not be true in practice (Zhang et al., 2007; Ma, Hu, and Sun, 2015). In this article, we consider regression analysis of case K interval-censored failure time data when the censoring mechanism may be related to the failure time of interest. For the problem, an estimated sieve maximum-likelihood approach is proposed for the data arising from the proportional hazards frailty model and for estimation, a two-step procedure is presented. In the addition, the asymptotic properties of the proposed estimators of regression parameters are established and an extensive simulation study suggests that the method works well. Finally, we apply the method to a set of real interval-censored data that motivated this study. © 2016, The International Biometric Society.

Replica analysis of overfitting in regression models for time-to-event data

NASA Astrophysics Data System (ADS)

Coolen, A. C. C.; Barrett, J. E.; Paga, P.; Perez-Vicente, C. J.

2017-09-01

Overfitting, which happens when the number of parameters in a model is too large compared to the number of data points available for determining these parameters, is a serious and growing problem in survival analysis. While modern medicine presents us with data of unprecedented dimensionality, these data cannot yet be used effectively for clinical outcome prediction. Standard error measures in maximum likelihood regression, such as p-values and z-scores, are blind to overfitting, and even for Cox’s proportional hazards model (the main tool of medical statisticians), one finds in literature only rules of thumb on the number of samples required to avoid overfitting. In this paper we present a mathematical theory of overfitting in regression models for time-to-event data, which aims to increase our quantitative understanding of the problem and provide practical tools with which to correct regression outcomes for the impact of overfitting. It is based on the replica method, a statistical mechanical technique for the analysis of heterogeneous many-variable systems that has been used successfully for several decades in physics, biology, and computer science, but not yet in medical statistics. We develop the theory initially for arbitrary regression models for time-to-event data, and verify its predictions in detail for the popular Cox model.

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.

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

ERIC Educational Resources Information Center

Bertoli-Barsotti, Lucio

2005-01-01

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

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

ERIC Educational Resources Information Center

Paek, Insu; Wilson, Mark

2011-01-01

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

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.

An appraisal of convergence failures in the application of logistic regression model in published manuscripts.

PubMed

Yusuf, O B; Bamgboye, E A; Afolabi, R F; Shodimu, M A

2014-09-01

Logistic regression model is widely used in health research for description and predictive purposes. Unfortunately, most researchers are sometimes not aware that the underlying principles of the techniques have failed when the algorithm for maximum likelihood does not converge. Young researchers particularly postgraduate students may not know why separation problem whether quasi or complete occurs, how to identify it and how to fix it. This study was designed to critically evaluate convergence issues in articles that employed logistic regression analysis published in an African Journal of Medicine and medical sciences between 2004 and 2013. Problems of quasi or complete separation were described and were illustrated with the National Demographic and Health Survey dataset. A critical evaluation of articles that employed logistic regression was conducted. A total of 581 articles was reviewed, of which 40 (6.9%) used binary logistic regression. Twenty-four (60.0%) stated the use of logistic regression model in the methodology while none of the articles assessed model fit. Only 3 (12.5%) properly described the procedures. Of the 40 that used the logistic regression model, the problem of convergence occurred in 6 (15.0%) of the articles. Logistic regression tends to be poorly reported in studies published between 2004 and 2013. Our findings showed that the procedure may not be well understood by researchers since very few described the process in their reports and may be totally unaware of the problem of convergence or how to deal with it.

No rationale for 1 variable per 10 events criterion for binary logistic regression analysis.

PubMed

van Smeden, Maarten; de Groot, Joris A H; Moons, Karel G M; Collins, Gary S; Altman, Douglas G; Eijkemans, Marinus J C; Reitsma, Johannes B

2016-11-24

Ten events per variable (EPV) is a widely advocated minimal criterion for sample size considerations in logistic regression analysis. Of three previous simulation studies that examined this minimal EPV criterion only one supports the use of a minimum of 10 EPV. In this paper, we examine the reasons for substantial differences between these extensive simulation studies. The current study uses Monte Carlo simulations to evaluate small sample bias, coverage of confidence intervals and mean square error of logit coefficients. Logistic regression models fitted by maximum likelihood and a modified estimation procedure, known as Firth's correction, are compared. The results show that besides EPV, the problems associated with low EPV depend on other factors such as the total sample size. It is also demonstrated that simulation results can be dominated by even a few simulated data sets for which the prediction of the outcome by the covariates is perfect ('separation'). We reveal that different approaches for identifying and handling separation leads to substantially different simulation results. We further show that Firth's correction can be used to improve the accuracy of regression coefficients and alleviate the problems associated with separation. The current evidence supporting EPV rules for binary logistic regression is weak. Given our findings, there is an urgent need for new research to provide guidance for supporting sample size considerations for binary logistic regression analysis.

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.

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.

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…

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

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…

Essays in the California electricity reserves markets

NASA Astrophysics Data System (ADS)

Metaxoglou, Konstantinos

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

Statistical Techniques to Analyze Pesticide Data Program Food Residue Observations.

PubMed

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

2018-06-26

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

Goal formulation and tracking in child mental health settings: when is it more likely and is it associated with satisfaction with care?

PubMed

Jacob, Jenna; De Francesco, Davide; Deighton, Jessica; Law, Duncan; Wolpert, Miranda; Edbrooke-Childs, Julian

2017-07-01

Goal formulation and tracking may support preference-based care. Little is known about the likelihood of goal formulation and tracking and associations with care satisfaction. Logistic and Poisson stepwise regressions were performed on clinical data for N = 3757 children from 32 services in the UK (M age  = 11; SD age  = 3.75; most common clinician-reported presenting problem was emotional problems = 55.6%). Regarding the likelihood of goal formulation, it was more likely for pre-schoolers, those with learning difficulties or those with both hyperactivity disorder and conduct disorder. Regarding the association between goal formulation and tracking and satisfaction with care, parents of children with goals information were more likely to report complete satisfaction by scoring at the maximum of the scale. Findings of the present research suggest that goal formulation and tracking may be an important part of patient satisfaction with care. Clinicians should be encouraged to consider goal formulation and tracking when it is clinically meaningful as a means of promoting collaborative practice.

Methods for estimation of radiation risk in epidemiological studies accounting for classical and Berkson errors in doses.

PubMed

Kukush, Alexander; Shklyar, Sergiy; Masiuk, Sergii; Likhtarov, Illya; Kovgan, Lina; Carroll, Raymond J; Bouville, Andre

2011-02-16

With a binary response Y, the dose-response model under consideration is logistic in flavor with pr(Y=1 | D) = R (1+R)(-1), R = λ(0) + EAR D, where λ(0) is the baseline incidence rate and EAR is the excess absolute risk per gray. The calculated thyroid dose of a person i is expressed as Dimes=fiQi(mes)/Mi(mes). Here, Qi(mes) is the measured content of radioiodine in the thyroid gland of person i at time t(mes), Mi(mes) is the estimate of the thyroid mass, and f(i) is the normalizing multiplier. The Q(i) and M(i) are measured with multiplicative errors Vi(Q) and ViM, so that Qi(mes)=Qi(tr)Vi(Q) (this is classical measurement error model) and Mi(tr)=Mi(mes)Vi(M) (this is Berkson measurement error model). Here, Qi(tr) is the true content of radioactivity in the thyroid gland, and Mi(tr) is the true value of the thyroid mass. The error in f(i) is much smaller than the errors in ( Qi(mes), Mi(mes)) and ignored in the analysis. By means of Parametric Full Maximum Likelihood and Regression Calibration (under the assumption that the data set of true doses has lognormal distribution), Nonparametric Full Maximum Likelihood, Nonparametric Regression Calibration, and by properly tuned SIMEX method we study the influence of measurement errors in thyroid dose on the estimates of λ(0) and EAR. The simulation study is presented based on a real sample from the epidemiological studies. The doses were reconstructed in the framework of the Ukrainian-American project on the investigation of Post-Chernobyl thyroid cancers in Ukraine, and the underlying subpolulation was artificially enlarged in order to increase the statistical power. The true risk parameters were given by the values to earlier epidemiological studies, and then the binary response was simulated according to the dose-response model.

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

PubMed Central

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

2015-01-01

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

Predicting Grade 3 Acute Diarrhea During Radiation Therapy for Rectal Cancer Using a Cutoff-Dose Logistic Regression Normal Tissue Complication Probability Model

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

Robertson, John M., E-mail: jrobertson@beaumont.ed; Soehn, Matthias; Yan Di

Purpose: Understanding the dose-volume relationship of small bowel irradiation and severe acute diarrhea may help reduce the incidence of this side effect during adjuvant treatment for rectal cancer. Methods and Materials: Consecutive patients treated curatively for rectal cancer were reviewed, and the maximum grade of acute diarrhea was determined. The small bowel was outlined on the treatment planning CT scan, and a dose-volume histogram was calculated for the initial pelvic treatment (45 Gy). Logistic regression models were fitted for varying cutoff-dose levels from 5 to 45 Gy in 5-Gy increments. The model with the highest LogLikelihood was used to developmore » a cutoff-dose normal tissue complication probability (NTCP) model. Results: There were a total of 152 patients (48% preoperative, 47% postoperative, 5% other), predominantly treated prone (95%) with a three-field technique (94%) and a protracted venous infusion of 5-fluorouracil (78%). Acute Grade 3 diarrhea occurred in 21%. The largest LogLikelihood was found for the cutoff-dose logistic regression model with 15 Gy as the cutoff-dose, although the models for 20 Gy and 25 Gy had similar significance. According to this model, highly significant correlations (p <0.001) between small bowel volumes receiving at least 15 Gy and toxicity exist in the considered patient population. Similar findings applied to both the preoperatively (p = 0.001) and postoperatively irradiated groups (p = 0.001). Conclusion: The incidence of Grade 3 diarrhea was significantly correlated with the volume of small bowel receiving at least 15 Gy using a cutoff-dose NTCP model.« less

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

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

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

PubMed

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

1992-08-01

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

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

ERIC Educational Resources Information Center

Kelderman, Henk

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

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

PubMed Central

Batchelder, William H.

2014-01-01

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

Maximum likelihood 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.

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.

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

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

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

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.

Radar modulation classification using time-frequency representation and nonlinear regression

NASA Astrophysics Data System (ADS)

De Luigi, Christophe; Arques, Pierre-Yves; Lopez, Jean-Marc; Moreau, Eric

1999-09-01

In naval electronic environment, pulses emitted by radars are collected by ESM receivers. For most of them the intrapulse signal is modulated by a particular law. To help the classical identification process, a classification and estimation of this modulation law is applied on the intrapulse signal measurements. To estimate with a good accuracy the time-varying frequency of a signal corrupted by an additive noise, one method has been chosen. This method consists on the Wigner distribution calculation, the instantaneous frequency is then estimated by the peak location of the distribution. Bias and variance of the estimator are performed by computed simulations. In a estimated sequence of frequencies, we assume the presence of false and good estimated ones, the hypothesis of Gaussian distribution is made on the errors. A robust non linear regression method, based on the Levenberg-Marquardt algorithm, is thus applied on these estimated frequencies using a Maximum Likelihood Estimator. The performances of the method are tested by using varied modulation laws and different signal to noise ratios.

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…

Reconstruction of far-field tsunami amplitude distributions from earthquake sources

USGS Publications Warehouse

Geist, Eric L.; Parsons, Thomas E.

2016-01-01

The probability distribution of far-field tsunami amplitudes is explained in relation to the distribution of seismic moment at subduction zones. Tsunami amplitude distributions at tide gauge stations follow a similar functional form, well described by a tapered Pareto distribution that is parameterized by a power-law exponent and a corner amplitude. Distribution parameters are first established for eight tide gauge stations in the Pacific, using maximum likelihood estimation. A procedure is then developed to reconstruct the tsunami amplitude distribution that consists of four steps: (1) define the distribution of seismic moment at subduction zones; (2) establish a source-station scaling relation from regression analysis; (3) transform the seismic moment distribution to a tsunami amplitude distribution for each subduction zone; and (4) mix the transformed distribution for all subduction zones to an aggregate tsunami amplitude distribution specific to the tide gauge station. The tsunami amplitude distribution is adequately reconstructed for four tide gauge stations using globally constant seismic moment distribution parameters established in previous studies. In comparisons to empirical tsunami amplitude distributions from maximum likelihood estimation, the reconstructed distributions consistently exhibit higher corner amplitude values, implying that in most cases, the empirical catalogs are too short to include the largest amplitudes. Because the reconstructed distribution is based on a catalog of earthquakes that is much larger than the tsunami catalog, it is less susceptible to the effects of record-breaking events and more indicative of the actual distribution of tsunami amplitudes.

SkyFACT: high-dimensional modeling of gamma-ray emission with adaptive templates and penalized likelihoods

NASA Astrophysics Data System (ADS)

Storm, Emma; Weniger, Christoph; Calore, Francesca

2017-08-01

We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (gtrsim 105) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that are motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |l|<90o and |b|<20o, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.

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.

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

NASA Astrophysics Data System (ADS)

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

2006-11-01

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

The use of auxiliary variables in capture-recapture and removal experiments

USGS Publications Warehouse

Pollock, K.H.; Hines, J.E.; Nichols, J.D.

1984-01-01

The dependence of animal capture probabilities on auxiliary variables is an important practical problem which has not been considered in the development of estimation procedures for capture-recapture and removal experiments. In this paper the linear logistic binary regression model is used to relate the probability of capture to continuous auxiliary variables. The auxiliary variables could be environmental quantities such as air or water temperature, or characteristics of individual animals, such as body length or weight. Maximum likelihood estimators of the population parameters are considered for a variety of models which all assume a closed population. Testing between models is also considered. The models can also be used when one auxiliary variable is a measure of the effort expended in obtaining the sample.

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.

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.

Maximum Likelihood Shift Estimation Using High Resolution Polarimetric SAR Clutter Model

NASA Astrophysics Data System (ADS)

Harant, Olivier; Bombrun, Lionel; Vasile, Gabriel; Ferro-Famil, Laurent; Gay, Michel

2011-03-01

This paper deals with a Maximum Likelihood (ML) shift estimation method in the context of High Resolution (HR) Polarimetric SAR (PolSAR) clutter. Texture modeling is exposed and the generalized ML texture tracking method is extended to the merging of various sensors. Some results on displacement estimation on the Argentiere glacier in the Mont Blanc massif using dual-pol TerraSAR-X (TSX) and quad-pol RADARSAT-2 (RS2) sensors are finally discussed.

Maximum likelihood 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.

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

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

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.

Marginal regression approach for additive hazards models with clustered current status data.

PubMed

Su, Pei-Fang; Chi, Yunchan

2014-01-15

Current status data arise naturally from tumorigenicity experiments, epidemiology studies, biomedicine, econometrics and demographic and sociology studies. Moreover, clustered current status data may occur with animals from the same litter in tumorigenicity experiments or with subjects from the same family in epidemiology studies. Because the only information extracted from current status data is whether the survival times are before or after the monitoring or censoring times, the nonparametric maximum likelihood estimator of survival function converges at a rate of n(1/3) to a complicated limiting distribution. Hence, semiparametric regression models such as the additive hazards model have been extended for independent current status data to derive the test statistics, whose distributions converge at a rate of n(1/2) , for testing the regression parameters. However, a straightforward application of these statistical methods to clustered current status data is not appropriate because intracluster correlation needs to be taken into account. Therefore, this paper proposes two estimating functions for estimating the parameters in the additive hazards model for clustered current status data. The comparative results from simulation studies are presented, and the application of the proposed estimating functions to one real data set is illustrated. Copyright © 2013 John Wiley & Sons, Ltd.

Inverse sampling regression for pooled data.

PubMed

Montesinos-López, Osval A; Montesinos-López, Abelardo; Eskridge, Kent; Crossa, José

2017-06-01

Because pools are tested instead of individuals in group testing, this technique is helpful for estimating prevalence in a population or for classifying a large number of individuals into two groups at a low cost. For this reason, group testing is a well-known means of saving costs and producing precise estimates. In this paper, we developed a mixed-effect group testing regression that is useful when the data-collecting process is performed using inverse sampling. This model allows including covariate information at the individual level to incorporate heterogeneity among individuals and identify which covariates are associated with positive individuals. We present an approach to fit this model using maximum likelihood and we performed a simulation study to evaluate the quality of the estimates. Based on the simulation study, we found that the proposed regression method for inverse sampling with group testing produces parameter estimates with low bias when the pre-specified number of positive pools (r) to stop the sampling process is at least 10 and the number of clusters in the sample is also at least 10. We performed an application with real data and we provide an NLMIXED code that researchers can use to implement this method.

Semiparametric regression analysis of interval-censored competing risks data.

PubMed

Mao, Lu; Lin, Dan-Yu; Zeng, Donglin

2017-09-01

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed directly but rather is known to lie in an interval between two examinations. We formulate the effects of possibly time-varying (external) covariates on the cumulative incidence or sub-distribution function of competing risks (i.e., the marginal probability of failure from a specific cause) through a broad class of semiparametric regression models that captures both proportional and non-proportional hazards structures for the sub-distribution. We allow each subject to have an arbitrary number of examinations and accommodate missing information on the cause of failure. We consider nonparametric maximum likelihood estimation and devise a fast and stable EM-type algorithm for its computation. We then establish the consistency, asymptotic normality, and semiparametric efficiency of the resulting estimators for the regression parameters by appealing to modern empirical process theory. In addition, we show through extensive simulation studies that the proposed methods perform well in realistic situations. Finally, we provide an application to a study on HIV-1 infection with different viral subtypes. © 2017, The International Biometric Society.

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

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

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.

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

Non-Asymptotic Oracle Inequalities for the High-Dimensional Cox Regression via Lasso.

PubMed

Kong, Shengchun; Nan, Bin

2014-01-01

We consider finite sample properties of the regularized high-dimensional Cox regression via lasso. Existing literature focuses on linear models or generalized linear models with Lipschitz loss functions, where the empirical risk functions are the summations of independent and identically distributed (iid) losses. The summands in the negative log partial likelihood function for censored survival data, however, are neither iid nor Lipschitz.We first approximate the negative log partial likelihood function by a sum of iid non-Lipschitz terms, then derive the non-asymptotic oracle inequalities for the lasso penalized Cox regression using pointwise arguments to tackle the difficulties caused by lacking iid Lipschitz losses.

Non-Asymptotic Oracle Inequalities for the High-Dimensional Cox Regression via Lasso

PubMed Central

Kong, Shengchun; Nan, Bin

2013-01-01

We consider finite sample properties of the regularized high-dimensional Cox regression via lasso. Existing literature focuses on linear models or generalized linear models with Lipschitz loss functions, where the empirical risk functions are the summations of independent and identically distributed (iid) losses. The summands in the negative log partial likelihood function for censored survival data, however, are neither iid nor Lipschitz.We first approximate the negative log partial likelihood function by a sum of iid non-Lipschitz terms, then derive the non-asymptotic oracle inequalities for the lasso penalized Cox regression using pointwise arguments to tackle the difficulties caused by lacking iid Lipschitz losses. PMID:24516328

Circular Regression in a Dual-Phase Lock-In Amplifier for Coherent Detection of Weak Signal

PubMed Central

Wang, Gaoxuan; Reboul, Serge; Fertein, Eric

2017-01-01

Lock-in amplification (LIA) is an effective approach for recovery of weak signal buried in noise. Determination of the input signal amplitude in a classical dual-phase LIA is based on incoherent detection which leads to a biased estimation at low signal-to-noise ratio. This article presents, for the first time to our knowledge, a new architecture of LIA involving phase estimation with a linear-circular regression for coherent detection. The proposed phase delay estimate, between the input signal and a reference, is defined as the maximum-likelihood of a set of observations distributed according to a von Mises distribution. In our implementation this maximum is obtained with a Newton Raphson algorithm. We show that the proposed LIA architecture provides an unbiased estimate of the input signal amplitude. Theoretical simulations with synthetic data demonstrate that the classical LIA estimates are biased for SNR of the input signal lower than −20 dB, while the proposed LIA is able to accurately recover the weak signal amplitude. The novel approach is applied to an optical sensor for accurate measurement of NO2 concentrations at the sub-ppbv level in the atmosphere. Side-by-side intercomparison measurements with a commercial LIA (SR830, Stanford Research Inc., Sunnyvale, CA, USA ) demonstrate that the proposed LIA has an identical performance in terms of measurement accuracy and precision but with simplified hardware architecture. PMID:29135951

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.

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

NASA Technical Reports Server (NTRS)

Tsou, Haiping; Yan, Tsun-Yee

2000-01-01

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

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

PubMed Central

Reyes-Valdés, M H; Stelly, D M

1995-01-01

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

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.

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.

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.

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.

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

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

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

2013-10-15

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

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

PubMed

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

2013-10-01

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

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.

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.

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

X-31 aerodynamic characteristics determined from flight data

NASA Technical Reports Server (NTRS)

Kokolios, Alex

1993-01-01

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

Content-specificity in verbal recall: a randomized controlled study.

PubMed

Zirk-Sadowski, Jan; Szucs, Denes; Holmes, Joni

2013-01-01

In this controlled experiment we examined whether there are content effects in verbal short-term memory and working memory for verbal stimuli. Thirty-seven participants completed forward and backward digit and letter recall tasks, which were constructed to control for distance effects between stimuli. A maximum-likelihood mixed-effects logistic regression revealed main effects of direction of recall (forward vs backward) and content (digits vs letters). There was an interaction between type of recall and content, in which the recall of digits was superior to the recall of letters in verbal short-term memory but not in verbal working memory. These results demonstrate that the recall of information from verbal short-term memory is content-specific, whilst the recall of information from verbal working memory is content-general.

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

NASA Technical Reports Server (NTRS)

Hess, R. A.

1986-01-01

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

Infant Mortality and Income in 4 World Cities: New York, London, Paris, and Tokyo

PubMed Central

Rodwin, Victor G.; Neuberg, Leland G.

2005-01-01

Objectives. We investigated the association between average income or deprivation and infant mortality rate across neighborhoods of 4 world cities. Methods. Using a maximum likelihood negative binomial regression model that controls for births, we analyzed data for 1988–1992 and 1993–1997. Results. In Manhattan, for both periods, we found an association (.05% significance level) between income and infant mortality. In Tokyo, for both periods, and in Paris and London for period 1, we found none (5% significance level). For period 2, the association just missed statistical significance for Paris, whereas for London it was significant (5% level). Conclusions. In stark contrast to Tokyo, Paris, and London, the association of income and infant mortality rate was strongly evident in Manhattan. PMID:15623865

A FORTRAN program for multivariate survival analysis on the personal computer.

PubMed

Mulder, P G

1988-01-01

In this paper a FORTRAN program is presented for multivariate survival or life table regression analysis in a competing risks' situation. The relevant failure rate (for example, a particular disease or mortality rate) is modelled as a log-linear function of a vector of (possibly time-dependent) explanatory variables. The explanatory variables may also include the variable time itself, which is useful for parameterizing piecewise exponential time-to-failure distributions in a Gompertz-like or Weibull-like way as a more efficient alternative to Cox's proportional hazards model. Maximum likelihood estimates of the coefficients of the log-linear relationship are obtained from the iterative Newton-Raphson method. The program runs on a personal computer under DOS; running time is quite acceptable, even for large samples.

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

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

PubMed

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

2017-04-06

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

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

PubMed Central

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

2017-01-01

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

Severe hyperkalemia can be detected immediately by quantitative electrocardiography and clinical history in patients with symptomatic or extreme bradycardia: a retrospective cross-sectional study.

PubMed

Chon, Sung-Bin; Kwak, Young Ho; Hwang, Seung-Sik; Oh, Won Sup; Bae, Jun-Ho

2013-12-01

Detecting severe hyperkalemia is challenging. We explored its prevalence in symptomatic or extreme bradycardia and devised a diagnostic rule. This retrospective cross-sectional study included patients with symptomatic (heart rate [HR] ≤ 50/min with dyspnea, chest pain, altered mentality, dizziness/syncope/presyncope, general weakness, oliguria, or shock) or extreme (HR ≤ 40/min) bradycardia at an emergency department for 46 months. Risk factors for severe hyperkalemia were chosen by multiple logistic regression analysis from history (sex, age, comorbidities, and medications), vital signs, and electrocardiography (ECG; maximum precordial T-wave amplitude, PR, and QRS intervals). The derived diagnostic index was validated using bootstrapping method. Among the 169 participants enrolled, 87 (51.5%) were female. The mean (SD) age was 71.2 (12.5) years. Thirty-six (21.3%) had severe hyperkalemia. The diagnostic summed "maximum precordial T ≥ 8.5 mV (2)," "atrial fibrillation/junctional bradycardia (1)," "HR ≤ 42/min (1)," "diltiazem medication (2)," and "diabetes mellitus (1)." The C-statistics were 0.86 (0.80-0.93) and were validated. For scores of 4 or higher, sensitivity was 0.50, specificity was 0.92, and positive likelihood ratio was 6.02. The "ECG-only index," which sums the 3 ECG findings, had a sensitivity of 0.50, specificity of 0.90, and likelihood ratio (+) of 5.10 for scores of 3 or higher. Severe hyperkalemia is prevalent in symptomatic or extreme bradycardia and detectable by quantitative electrocardiographic parameters and history. © 2013.

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

Empirical likelihood inference in randomized clinical trials.

PubMed

Zhang, Biao

2017-01-01

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

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

PubMed

Williams, Michael S; Ebel, Eric D

2012-07-02

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

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.

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.

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.

SkyFACT: high-dimensional modeling of gamma-ray emission with adaptive templates and penalized likelihoods

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

Storm, Emma; Weniger, Christoph; Calore, Francesca, E-mail: e.m.storm@uva.nl, E-mail: c.weniger@uva.nl, E-mail: francesca.calore@lapth.cnrs.fr

We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (∼> 10{sup 5}) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that aremore » motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |ℓ|<90{sup o} and | b |<20{sup o}, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.« less

A simulation study on Bayesian Ridge regression models for several collinearity levels

NASA Astrophysics Data System (ADS)

Efendi, Achmad; Effrihan

2017-12-01

When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Radiomorphometric analysis of frontal sinus for sex determination.

PubMed

Verma, Saumya; Mahima, V G; Patil, Karthikeya

2014-09-01

Sex determination of unknown individuals carries crucial significance in forensic research, in cases where fragments of skull persist with no likelihood of identification based on dental arch. In these instances sex determination becomes important to rule out certain number of possibilities instantly and helps in establishing a biological profile of human remains. The aim of the study is to evaluate a mathematical method based on logistic regression analysis capable of ascertaining the sex of individuals in the South Indian population. The study was conducted in the department of Oral Medicine and Radiology. The right and left areas, maximum height, width of frontal sinus were determined in 100 Caldwell views of 50 women and 50 men aged 20 years and above, with the help of Vernier callipers and a square grid with 1 square measuring 1mm(2) in area. Student's t-test, logistic regression analysis. The mean values of variables were greater in men, based on Student's t-test at 5% level of significance. The mathematical model based on logistic regression analysis gave percentage agreement of total area to correctly predict the female gender as 55.2%, of right area as 60.9% and of left area as 55.2%. The areas of the frontal sinus and the logistic regression proved to be unreliable in sex determination. (Logit = 0.924 - 0.00217 × right area).

PSHREG: A SAS macro for proportional and nonproportional subdistribution hazards regression

PubMed Central

Kohl, Maria; Plischke, Max; Leffondré, Karen; Heinze, Georg

2015-01-01

We present a new SAS macro %pshreg that can be used to fit a proportional subdistribution hazards model for survival data subject to competing risks. Our macro first modifies the input data set appropriately and then applies SAS's standard Cox regression procedure, PROC PHREG, using weights and counting-process style of specifying survival times to the modified data set. The modified data set can also be used to estimate cumulative incidence curves for the event of interest. The application of PROC PHREG has several advantages, e.g., it directly enables the user to apply the Firth correction, which has been proposed as a solution to the problem of undefined (infinite) maximum likelihood estimates in Cox regression, frequently encountered in small sample analyses. Deviation from proportional subdistribution hazards can be detected by both inspecting Schoenfeld-type residuals and testing correlation of these residuals with time, or by including interactions of covariates with functions of time. We illustrate application of these extended methods for competing risk regression using our macro, which is freely available at: http://cemsiis.meduniwien.ac.at/en/kb/science-research/software/statistical-software/pshreg, by means of analysis of a real chronic kidney disease study. We discuss differences in features and capabilities of %pshreg and the recent (January 2014) SAS PROC PHREG implementation of proportional subdistribution hazards modelling. PMID:25572709

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.

MIXREG: a computer program for mixed-effects regression analysis with autocorrelated errors.

PubMed

Hedeker, D; Gibbons, R D

1996-05-01

MIXREG is a program that provides estimates for a mixed-effects regression model (MRM) for normally-distributed response data including autocorrelated errors. This model can be used for analysis of unbalanced longitudinal data, where individuals may be measured at a different number of timepoints, or even at different timepoints. Autocorrelated errors of a general form or following an AR(1), MA(1), or ARMA(1,1) form are allowable. This model can also be used for analysis of clustered data, where the mixed-effects model assumes data within clusters are dependent. The degree of dependency is estimated jointly with estimates of the usual model parameters, thus adjusting for clustering. MIXREG uses maximum marginal likelihood estimation, utilizing both the EM algorithm and a Fisher-scoring solution. For the scoring solution, the covariance matrix of the random effects is expressed in its Gaussian decomposition, and the diagonal matrix reparameterized using the exponential transformation. Estimation of the individual random effects is accomplished using an empirical Bayes approach. Examples illustrating usage and features of MIXREG are provided.

Causal Methods for Observational Research: A Primer.

PubMed

Almasi-Hashiani, Amir; Nedjat, Saharnaz; Mansournia, Mohammad Ali

2018-04-01

The goal of many observational studies is to estimate the causal effect of an exposure on an outcome after adjustment for confounders, but there are still some serious errors in adjusting confounders in clinical journals. Standard regression modeling (e.g., ordinary logistic regression) fails to estimate the average effect of exposure in total population in the presence of interaction between exposure and covariates, and also cannot adjust for time-varying confounding appropriately. Moreover, stepwise algorithms of the selection of confounders based on P values may miss important confounders and lead to bias in effect estimates. Causal methods overcome these limitations. We illustrate three causal methods including inverse-probability-of-treatment-weighting (IPTW) and parametric g-formula, with an emphasis on a clever combination of these 2 methods: targeted maximum likelihood estimation (TMLE) which enjoys a double-robust property against bias. © 2018 The Author(s). This is an open-access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Fisher Scoring Method for Parameter Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

NASA Astrophysics Data System (ADS)

Widyaningsih, Purnami; Retno Sari Saputro, Dewi; Nugrahani Putri, Aulia

2017-06-01

GWOLR model combines geographically weighted regression (GWR) and (ordinal logistic reression) OLR models. Its parameter estimation employs maximum likelihood estimation. Such parameter estimation, however, yields difficult-to-solve system of nonlinear equations, and therefore numerical approximation approach is required. The iterative approximation approach, in general, uses Newton-Raphson (NR) method. The NR method has a disadvantage—its Hessian matrix is always the second derivatives of each iteration so it does not always produce converging results. With regard to this matter, NR model is modified by substituting its Hessian matrix into Fisher information matrix, which is termed Fisher scoring (FS). The present research seeks to determine GWOLR model parameter estimation using Fisher scoring method and apply the estimation on data of the level of vulnerability to Dengue Hemorrhagic Fever (DHF) in Semarang. The research concludes that health facilities give the greatest contribution to the probability of the number of DHF sufferers in both villages. Based on the number of the sufferers, IR category of DHF in both villages can be determined.

An evaluation of supervised classifiers for indirectly detecting salt-affected areas at irrigation scheme level

NASA Astrophysics Data System (ADS)

Muller, Sybrand Jacobus; van Niekerk, Adriaan

2016-07-01

Soil salinity often leads to reduced crop yield and quality and can render soils barren. Irrigated areas are particularly at risk due to intensive cultivation and secondary salinization caused by waterlogging. Regular monitoring of salt accumulation in irrigation schemes is needed to keep its negative effects under control. The dynamic spatial and temporal characteristics of remote sensing can provide a cost-effective solution for monitoring salt accumulation at irrigation scheme level. This study evaluated a range of pan-fused SPOT-5 derived features (spectral bands, vegetation indices, image textures and image transformations) for classifying salt-affected areas in two distinctly different irrigation schemes in South Africa, namely Vaalharts and Breede River. The relationship between the input features and electro conductivity measurements were investigated using regression modelling (stepwise linear regression, partial least squares regression, curve fit regression modelling) and supervised classification (maximum likelihood, nearest neighbour, decision tree analysis, support vector machine and random forests). Classification and regression trees and random forest were used to select the most important features for differentiating salt-affected and unaffected areas. The results showed that the regression analyses produced weak models (<0.4 R squared). Better results were achieved using the supervised classifiers, but the algorithms tend to over-estimate salt-affected areas. A key finding was that none of the feature sets or classification algorithms stood out as being superior for monitoring salt accumulation at irrigation scheme level. This was attributed to the large variations in the spectral responses of different crops types at different growing stages, coupled with their individual tolerances to saline conditions.

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.

BAYESIAN LARGE-SCALE MULTIPLE REGRESSION WITH SUMMARY STATISTICS FROM GENOME-WIDE ASSOCIATION STUDIES1

PubMed Central

Zhu, Xiang; Stephens, Matthew

2017-01-01

Bayesian methods for large-scale multiple regression provide attractive approaches to the analysis of genome-wide association studies (GWAS). For example, they can estimate heritability of complex traits, allowing for both polygenic and sparse models; and by incorporating external genomic data into the priors, they can increase power and yield new biological insights. However, these methods require access to individual genotypes and phenotypes, which are often not easily available. Here we provide a framework for performing these analyses without individual-level data. Specifically, we introduce a “Regression with Summary Statistics” (RSS) likelihood, which relates the multiple regression coefficients to univariate regression results that are often easily available. The RSS likelihood requires estimates of correlations among covariates (SNPs), which also can be obtained from public databases. We perform Bayesian multiple regression analysis by combining the RSS likelihood with previously proposed prior distributions, sampling posteriors by Markov chain Monte Carlo. In a wide range of simulations RSS performs similarly to analyses using the individual data, both for estimating heritability and detecting associations. We apply RSS to a GWAS of human height that contains 253,288 individuals typed at 1.06 million SNPs, for which analyses of individual-level data are practically impossible. Estimates of heritability (52%) are consistent with, but more precise, than previous results using subsets of these data. We also identify many previously unreported loci that show evidence for association with height in our analyses. Software is available at https://github.com/stephenslab/rss. PMID:29399241

Evaluation of weighted regression and sample size in developing a taper model for loblolly pine

Treesearch

Kenneth L. Cormier; Robin M. Reich; Raymond L. Czaplewski; William A. Bechtold

1992-01-01

A stem profile model, fit using pseudo-likelihood weighted regression, was used to estimate merchantable volume of loblolly pine (Pinus taeda L.) in the southeast. The weighted regression increased model fit marginally, but did not substantially increase model performance. In all cases, the unweighted regression models performed as well as the...

Limnological Conditions and Occurrence of Taste-and-Odor Compounds in Lake William C. Bowen and Municipal Reservoir #1, Spartanburg County, South Carolina, 2006-2009

USGS Publications Warehouse

Journey, Celeste A.; Arrington, Jane M.; Beaulieu, Karen M.; Graham, Jennifer L.; Bradley, Paul M.

2011-01-01

Limnological conditions and the occurrence of taste-and-odor compounds were studied in two reservoirs in Spartanburg County, South Carolina, from May 2006 to June 2009. Lake William C. Bowen and Municipal Reservoir #1 are relatively shallow, meso-eutrophic, warm monomictic, cascading impoundments on the South Pacolet River. Overall, water-quality conditions and phytoplankton community assemblages were similar between the two reservoirs but differed seasonally. Median dissolved geosmin concentrations in the reservoirs ranged from 0.004 to 0.006 microgram per liter. Annual maximum dissolved geosmin concentrations tended to occur between March and May. In this study, peak dissolved geosmin production occurred in April and May 2008, ranging from 0.050 to 0.100 microgram per liter at the deeper reservoir sites. Peak dissolved geosmin production was not concurrent with maximum cyanobacterial biovolumes, which tended to occur in the summer (July to August), but was concurrent with a peak in the fraction of genera with known geosmin-producing strains in the cyanobacteria group. Nonetheless, annual maximum cyanobacterial biovolumes rarely resulted in cyanobacteria dominance of the phytoplankton community. In both reservoirs, elevated dissolved geosmin concentrations were correlated to environmental factors indicative of unstratified conditions and reduced algal productivity, but not to nutrient concentrations or ratios. With respect to potential geosmin sources, elevated geosmin concentrations were correlated to greater fractions of genera with known geosmin-producing strains in the cyanobacteria group and to biovolumes of a specific geosmin-producing cyanobacteria genus (Oscillatoria), but not to actinomycetes concentrations. Conversely, environmental factors that correlated with elevated cyanobacterial biovolumes were indicative of stable water columns (stratified conditions), warm water temperatures, reduced nitrogen concentrations, longer residence times, and high phosphorus concentrations in the hypolimnion. Biovolumes of Cylindrospermopsis, Planktolyngbya, Synechococcus, Synechocystis, and Aphanizomenon correlated with the greater cyanobacteria biovolumes and were the dominant taxa in the cyanobacteria group. Related environmental variables were selected as input into multiple logistic regression models to evaluate the likelihood that geosmin concentrations could exceed the threshold level for human detection. In Lake William C. Bowen, the likelihood that dissolved geosmin concentrations exceeded the human detection threshold was estimated by greater mixing zone depths and differences in the 30-day prior moving window averages of overflow and flowthrough at Lake Bowen dam and by lower total nitrogen concentrations. At the R.B. Simms Water Treatment Plant, the likelihood that total geosmin concentrations in the raw water exceeded the human detection threshold was estimated by greater outflow from Reservoir #1 and lower concentrations of dissolved inorganic nitrogen. Overall, both models indicated greater likelihood that geosmin could exceed the human detection threshold during periods of lower nitrogen concentrations and greater water movement in the reservoirs.

Task Performance with List-Mode Data

NASA Astrophysics Data System (ADS)

Caucci, Luca

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

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

NASA Astrophysics Data System (ADS)

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

1998-07-01

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

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.

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

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.

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.

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

Large signal-to-noise ratio quantification in MLE for ARARMAX models

NASA Astrophysics Data System (ADS)

Zou, Yiqun; Tang, Xiafei

2014-06-01

It has been shown that closed-loop linear system identification by indirect method can be generally transferred to open-loop ARARMAX (AutoRegressive AutoRegressive Moving Average with eXogenous input) estimation. For such models, the gradient-related optimisation with large enough signal-to-noise ratio (SNR) can avoid the potential local convergence in maximum likelihood estimation. To ease the application of this condition, the threshold SNR needs to be quantified. In this paper, we build the amplitude coefficient which is an equivalence to the SNR and prove the finiteness of the threshold amplitude coefficient within the stability region. The quantification of threshold is achieved by the minimisation of an elaborately designed multi-variable cost function which unifies all the restrictions on the amplitude coefficient. The corresponding algorithm based on two sets of physically realisable system input-output data details the minimisation and also points out how to use the gradient-related method to estimate ARARMAX parameters when local minimum is present as the SNR is small. Then, the algorithm is tested on a theoretical AutoRegressive Moving Average with eXogenous input model for the derivation of the threshold and a gas turbine engine real system for model identification, respectively. Finally, the graphical validation of threshold on a two-dimensional plot is discussed.

[Comparison of different methods in dealing with HIV viral load data with diversified missing value mechanism on HIV positive MSM].

PubMed

Jiang, Z; Dou, Z; Song, W L; Xu, J; Wu, Z Y

2017-11-10

Objective: To compare results of different methods: in organizing HIV viral load (VL) data with missing values mechanism. Methods We used software SPSS 17.0 to simulate complete and missing data with different missing value mechanism from HIV viral loading data collected from MSM in 16 cities in China in 2013. Maximum Likelihood Methods Using the Expectation and Maximization Algorithm (EM), regressive method, mean imputation, delete method, and Markov Chain Monte Carlo (MCMC) were used to supplement missing data respectively. The results: of different methods were compared according to distribution characteristics, accuracy and precision. Results HIV VL data could not be transferred into a normal distribution. All the methods showed good results in iterating data which is Missing Completely at Random Mechanism (MCAR). For the other types of missing data, regressive and MCMC methods were used to keep the main characteristic of the original data. The means of iterating database with different methods were all close to the original one. The EM, regressive method, mean imputation, and delete method under-estimate VL while MCMC overestimates it. Conclusion: MCMC can be used as the main imputation method for HIV virus loading missing data. The iterated data can be used as a reference for mean HIV VL estimation among the investigated population.

Regression analysis of mixed recurrent-event and panel-count data

PubMed Central

Zhu, Liang; Tong, Xinwei; Sun, Jianguo; Chen, Manhua; Srivastava, Deo Kumar; Leisenring, Wendy; Robison, Leslie L.

2014-01-01

In event history studies concerning recurrent events, two types of data have been extensively discussed. One is recurrent-event data (Cook and Lawless, 2007. The Analysis of Recurrent Event Data. New York: Springer), and the other is panel-count data (Zhao and others, 2010. Nonparametric inference based on panel-count data. Test 20, 1–42). In the former case, all study subjects are monitored continuously; thus, complete information is available for the underlying recurrent-event processes of interest. In the latter case, study subjects are monitored periodically; thus, only incomplete information is available for the processes of interest. In reality, however, a third type of data could occur in which some study subjects are monitored continuously, but others are monitored periodically. When this occurs, we have mixed recurrent-event and panel-count data. This paper discusses regression analysis of such mixed data and presents two estimation procedures for the problem. One is a maximum likelihood estimation procedure, and the other is an estimating equation procedure. The asymptotic properties of both resulting estimators of regression parameters are established. Also, the methods are applied to a set of mixed recurrent-event and panel-count data that arose from a Childhood Cancer Survivor Study and motivated this investigation. PMID:24648408

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.

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.

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,

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.

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.

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

PubMed Central

Richards, V. M.; Dai, W.

2014-01-01

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

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

PubMed

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

2010-03-01

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

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.

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.

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.

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

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.

Meta-Milgram: An Empirical Synthesis of the Obedience Experiments

PubMed Central

Haslam, Nick; Loughnan, Steve; Perry, Gina

2014-01-01

Milgram's famous experiment contained 23 small-sample conditions that elicited striking variations in obedient responding. A synthesis of these diverse conditions could clarify the factors that influence obedience in the Milgram paradigm. We assembled data from the 21 conditions (N = 740) in which obedience involved progression to maximum voltage (overall rate 43.6%) and coded these conditions on 14 properties pertaining to the learner, the teacher, the experimenter, the learner-teacher relation, the experimenter-teacher relation, and the experimental setting. Logistic regression analysis indicated that eight factors influenced the likelihood that teachers continued to the 450 volt shock: the experimenter's directiveness, legitimacy, and consistency; group pressure on the teacher to disobey; the indirectness, proximity, and intimacy of the relation between teacher and learner; and the distance between the teacher and the experimenter. Implications are discussed. PMID:24705407

For public service or money: understanding geographical imbalances in the health workforce.

PubMed

Serneels, Pieter; Lindelow, Magnus; Montalvo, Jose G; Barr, Abigail

2007-05-01

Geographical imbalances in the health workforce have been a consistent feature of nearly all health systems, and especially in developing countries. In this paper we investigate the willingness to work in a rural area among final year nursing and medical students in Ethiopia. Analysing data obtained from contingent valuation questions for final year students from three medical schools and eight nursing schools, we find that there is substantial heterogeneity in the willingness to serve in rural areas. Using both ordinary least squares and maximum likelihood regression analysis, we find that household consumption and the student's motivation to help the poor are the main determinants of willingness to work in a rural area. We carry out a simulation on how much it would cost to get a target proportion of health workers to take up a rural post.

A mathematical model for ethanol fermentation from oil palm trunk sap using Saccharomyces cerevisiae

NASA Astrophysics Data System (ADS)

Sultana, S.; Jamil, Norazaliza Mohd; Saleh, E. A. M.; Yousuf, A.; Faizal, Che Ku M.

2017-09-01

This paper presents a mathematical model and solution strategy of ethanol fermentation for oil palm trunk (OPT) sap by considering the effect of substrate limitation, substrate inhibition product inhibition and cell death. To investigate the effect of cell death rate on the fermentation process we extended and improved the current mathematical model. The kinetic parameters of the model were determined by nonlinear regression using maximum likelihood function. The temporal profiles of sugar, cell and ethanol concentrations were modelled by a set of ordinary differential equations, which were solved numerically by the 4th order Runge-Kutta method. The model was validated by the experimental data and the agreement between the model and experimental results demonstrates that the model is reasonable for prediction of the dynamic behaviour of the fermentation process.

seawaveQ: an R package providing a model and utilities for analyzing trends in chemical concentrations in streams with a seasonal wave (seawave) and adjustment for streamflow (Q) and other ancillary variables

USGS Publications Warehouse

Ryberg, Karen R.; Vecchia, Aldo V.

2013-01-01

The seawaveQ R package fits a parametric regression model (seawaveQ) to pesticide concentration data from streamwater samples to assess variability and trends. The model incorporates the strong seasonality and high degree of censoring common in pesticide data and users can incorporate numerous ancillary variables, such as streamflow anomalies. The model is fitted to pesticide data using maximum likelihood methods for censored data and is robust in terms of pesticide, stream location, and degree of censoring of the concentration data. This R package standardizes this methodology for trend analysis, documents the code, and provides help and tutorial information, as well as providing additional utility functions for plotting pesticide and other chemical concentration data.

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)

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...

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…

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.…

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…

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 ...

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.

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

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,…

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.

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

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

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.

Ensemble classification for identifying neighbourhood sources of fugitive dust and associations with observed PM10

NASA Astrophysics Data System (ADS)

Khuluse-Makhanya, Sibusisiwe; Stein, Alfred; Breytenbach, André; Gxumisa, Athi; Dudeni-Tlhone, Nontembeko; Debba, Pravesh

2017-10-01

In urban areas the deterioration of air quality as a result of fugitive dust receives less attention than the more prominent traffic and industrial emissions. We assessed whether fugitive dust emission sources in the neighbourhood of an air quality monitor are predictors of ambient PM10 concentrations on days characterized by strong local winds. An ensemble maximum likelihood method is developed for land cover mapping in the vicinity of an air quality station using SPOT 6 multi-spectral images. The ensemble maximum likelihood classifier is developed through multiple training iterations for improved accuracy of the bare soil class. Five primary land cover classes are considered, namely built-up areas, vegetation, bare soil, water and 'mixed bare soil' which denotes areas where soil is mixed with either vegetation or synthetic materials. Preliminary validation of the ensemble classifier for the bare soil class results in an accuracy range of 65-98%. Final validation of all classes results in an overall accuracy of 78%. Next, cluster analysis and a varying intercepts regression model are used to assess the statistical association between land cover, a fugitive dust emissions proxy and observed PM10. We found that land cover patterns in the neighbourhood of an air quality station are significant predictors of observed average PM10 concentrations on days when wind speeds are conducive for dust emissions. This study concludes that in the absence of an emissions inventory for ambient particulate matter, PM10 emitted from dust reservoirs can be statistically accounted for by land cover characteristics. This supports the use of land cover data for improved prediction of PM10 at locations without air quality monitoring stations.

Estimators for longitudinal latent exposure models: examining measurement model assumptions.

PubMed

Sánchez, Brisa N; Kim, Sehee; Sammel, Mary D

2017-06-15

Latent variable (LV) models are increasingly being used in environmental epidemiology as a way to summarize multiple environmental exposures and thus minimize statistical concerns that arise in multiple regression. LV models may be especially useful when multivariate exposures are collected repeatedly over time. LV models can accommodate a variety of assumptions but, at the same time, present the user with many choices for model specification particularly in the case of exposure data collected repeatedly over time. For instance, the user could assume conditional independence of observed exposure biomarkers given the latent exposure and, in the case of longitudinal latent exposure variables, time invariance of the measurement model. Choosing which assumptions to relax is not always straightforward. We were motivated by a study of prenatal lead exposure and mental development, where assumptions of the measurement model for the time-changing longitudinal exposure have appreciable impact on (maximum-likelihood) inferences about the health effects of lead exposure. Although we were not particularly interested in characterizing the change of the LV itself, imposing a longitudinal LV structure on the repeated multivariate exposure measures could result in high efficiency gains for the exposure-disease association. We examine the biases of maximum likelihood estimators when assumptions about the measurement model for the longitudinal latent exposure variable are violated. We adapt existing instrumental variable estimators to the case of longitudinal exposures and propose them as an alternative to estimate the health effects of a time-changing latent predictor. We show that instrumental variable estimators remain unbiased for a wide range of data generating models and have advantages in terms of mean squared error. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

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/.

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

Climate factors affecting fertility after cervical insemination during the first months of the breeding season in Rasa Aragonesa ewes

NASA Astrophysics Data System (ADS)

Santolaria, P.; Yániz, J.; Fantova, E.; Vicente-Fiel, S.; Palacín, I.

2014-09-01

This study was carried out to examine the impact of several climate variables on the pregnancy rate after cervical artificial insemination (AI) of Rasa Aragonesa ewes. Data were derived from 8,977 inseminations in 76 well-managed flocks performed during the first month of the breeding season (July to October). The following data were recorded for each animal: farm, year, month of AI, parity, lambing-treatment interval, inseminating ram, AI technician, and climatic variables such as mean, maximum and minimum temperature, mean and maximum relative humidity, rainfall, and mean and maximum temperature-humidity index (THI) for each day from day 12 before AI to day 14 post-AI. Means were furthermore calculated for the following periods around AI (day 0): -12 to 0, -2 to 0, AI day, 0 to 2, and 0 to 14. Logistic regression analysis indicated that the likelihood of pregnancy decreased when maximum temperature in the 2 days prior to AI was higher than 30 °C (by a factor of 0.81). Fertility was also lower for primiparous ewes and in multiparous ewes with more than five previous parturitions. Other factors with significant impact on fertility were flock, technician, inseminating ram, and a lambing-AI interval longer than 240 days. It was concluded that the 2 days prior to AI seems to be the period when heat stress had the greatest impact on pregnancy rate in Rasa Aragonesa ewes.

Haplotype-Based Association Analysis via Variance-Components Score Test

PubMed Central

Tzeng, Jung-Ying ; Zhang, Daowen 

2007-01-01

Haplotypes provide a more informative format of polymorphisms for genetic association analysis than do individual single-nucleotide polymorphisms. However, the practical efficacy of haplotype-based association analysis is challenged by a trade-off between the benefits of modeling abundant variation and the cost of the extra degrees of freedom. To reduce the degrees of freedom, several strategies have been considered in the literature. They include (1) clustering evolutionarily close haplotypes, (2) modeling the level of haplotype sharing, and (3) smoothing haplotype effects by introducing a correlation structure for haplotype effects and studying the variance components (VC) for association. Although the first two strategies enjoy a fair extent of power gain, empirical evidence showed that VC methods may exhibit only similar or less power than the standard haplotype regression method, even in cases of many haplotypes. In this study, we report possible reasons that cause the underpowered phenomenon and show how the power of the VC strategy can be improved. We construct a score test based on the restricted maximum likelihood or the marginal likelihood function of the VC and identify its nontypical limiting distribution. Through simulation, we demonstrate the validity of the test and investigate the power performance of the VC approach and that of the standard haplotype regression approach. With suitable choices for the correlation structure, the proposed method can be directly applied to unphased genotypic data. Our method is applicable to a wide-ranging class of models and is computationally efficient and easy to implement. The broad coverage and the fast and easy implementation of this method make the VC strategy an effective tool for haplotype analysis, even in modern genomewide association studies. PMID:17924336

Constrained inference in mixed-effects models for longitudinal data with application to hearing loss.

PubMed

Davidov, Ori; Rosen, Sophia

2011-04-01

In medical studies, endpoints are often measured for each patient longitudinally. The mixed-effects model has been a useful tool for the analysis of such data. There are situations in which the parameters of the model are subject to some restrictions or constraints. For example, in hearing loss studies, we expect hearing to deteriorate with time. This means that hearing thresholds which reflect hearing acuity will, on average, increase over time. Therefore, the regression coefficients associated with the mean effect of time on hearing ability will be constrained. Such constraints should be accounted for in the analysis. We propose maximum likelihood estimation procedures, based on the expectation-conditional maximization either algorithm, to estimate the parameters of the model while accounting for the constraints on them. The proposed methods improve, in terms of mean square error, on the unconstrained estimators. In some settings, the improvement may be substantial. Hypotheses testing procedures that incorporate the constraints are developed. Specifically, likelihood ratio, Wald, and score tests are proposed and investigated. Their empirical significance levels and power are studied using simulations. It is shown that incorporating the constraints improves the mean squared error of the estimates and the power of the tests. These improvements may be substantial. The methodology is used to analyze a hearing loss study.

Measuring missing heritability: Inferring the contribution of common variants

PubMed Central

Golan, David; Lander, Eric S.; Rosset, Saharon

2014-01-01

Genome-wide association studies (GWASs), also called common variant association studies (CVASs), have uncovered thousands of genetic variants associated with hundreds of diseases. However, the variants that reach statistical significance typically explain only a small fraction of the heritability. One explanation for the “missing heritability” is that there are many additional disease-associated common variants whose effects are too small to detect with current sample sizes. It therefore is useful to have methods to quantify the heritability due to common variation, without having to identify all causal variants. Recent studies applied restricted maximum likelihood (REML) estimation to case–control studies for diseases. Here, we show that REML considerably underestimates the fraction of heritability due to common variation in this setting. The degree of underestimation increases with the rarity of disease, the heritability of the disease, and the size of the sample. Instead, we develop a general framework for heritability estimation, called phenotype correlation–genotype correlation (PCGC) regression, which generalizes the well-known Haseman–Elston regression method. We show that PCGC regression yields unbiased estimates. Applying PCGC regression to six diseases, we estimate the proportion of the phenotypic variance due to common variants to range from 25% to 56% and the proportion of heritability due to common variants from 41% to 68% (mean 60%). These results suggest that common variants may explain at least half the heritability for many diseases. PCGC regression also is readily applicable to other settings, including analyzing extreme-phenotype studies and adjusting for covariates such as sex, age, and population structure. PMID:25422463

Use of empirical likelihood to calibrate auxiliary information in partly linear monotone regression models.

PubMed

Chen, Baojiang; Qin, Jing

2014-05-10

In statistical analysis, a regression model is needed if one is interested in finding the relationship between a response variable and covariates. When the response depends on the covariate, then it may also depend on the function of this covariate. If one has no knowledge of this functional form but expect for monotonic increasing or decreasing, then the isotonic regression model is preferable. Estimation of parameters for isotonic regression models is based on the pool-adjacent-violators algorithm (PAVA), where the monotonicity constraints are built in. With missing data, people often employ the augmented estimating method to improve estimation efficiency by incorporating auxiliary information through a working regression model. However, under the framework of the isotonic regression model, the PAVA does not work as the monotonicity constraints are violated. In this paper, we develop an empirical likelihood-based method for isotonic regression model to incorporate the auxiliary information. Because the monotonicity constraints still hold, the PAVA can be used for parameter estimation. Simulation studies demonstrate that the proposed method can yield more efficient estimates, and in some situations, the efficiency improvement is substantial. We apply this method to a dementia study. Copyright © 2013 John Wiley & Sons, Ltd.

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.

Predicting clicks of PubMed articles.

PubMed

Mao, Yuqing; Lu, Zhiyong

2013-01-01

Predicting the popularity or access usage of an article has the potential to improve the quality of PubMed searches. We can model the click trend of each article as its access changes over time by mining the PubMed query logs, which contain the previous access history for all articles. In this article, we examine the access patterns produced by PubMed users in two years (July 2009 to July 2011). We explore the time series of accesses for each article in the query logs, model the trends with regression approaches, and subsequently use the models for prediction. We show that the click trends of PubMed articles are best fitted with a log-normal regression model. This model allows the number of accesses an article receives and the time since it first becomes available in PubMed to be related via quadratic and logistic functions, with the model parameters to be estimated via maximum likelihood. Our experiments predicting the number of accesses for an article based on its past usage demonstrate that the mean absolute error and mean absolute percentage error of our model are 4.0% and 8.1% lower than the power-law regression model, respectively. The log-normal distribution is also shown to perform significantly better than a previous prediction method based on a human memory theory in cognitive science. This work warrants further investigation on the utility of such a log-normal regression approach towards improving information access in PubMed.

Predicting clicks of PubMed articles

PubMed Central

Mao, Yuqing; Lu, Zhiyong

2013-01-01

Predicting the popularity or access usage of an article has the potential to improve the quality of PubMed searches. We can model the click trend of each article as its access changes over time by mining the PubMed query logs, which contain the previous access history for all articles. In this article, we examine the access patterns produced by PubMed users in two years (July 2009 to July 2011). We explore the time series of accesses for each article in the query logs, model the trends with regression approaches, and subsequently use the models for prediction. We show that the click trends of PubMed articles are best fitted with a log-normal regression model. This model allows the number of accesses an article receives and the time since it first becomes available in PubMed to be related via quadratic and logistic functions, with the model parameters to be estimated via maximum likelihood. Our experiments predicting the number of accesses for an article based on its past usage demonstrate that the mean absolute error and mean absolute percentage error of our model are 4.0% and 8.1% lower than the power-law regression model, respectively. The log-normal distribution is also shown to perform significantly better than a previous prediction method based on a human memory theory in cognitive science. This work warrants further investigation on the utility of such a log-normal regression approach towards improving information access in PubMed. PMID:24551386

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.

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

PubMed

Wu, Yichao

2012-01-01

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

Accounting for informatively missing data in logistic regression by means of reassessment sampling.

PubMed

Lin, Ji; Lyles, Robert H

2015-05-20

We explore the 'reassessment' design in a logistic regression setting, where a second wave of sampling is applied to recover a portion of the missing data on a binary exposure and/or outcome variable. We construct a joint likelihood function based on the original model of interest and a model for the missing data mechanism, with emphasis on non-ignorable missingness. The estimation is carried out by numerical maximization of the joint likelihood function with close approximation of the accompanying Hessian matrix, using sharable programs that take advantage of general optimization routines in standard software. We show how likelihood ratio tests can be used for model selection and how they facilitate direct hypothesis testing for whether missingness is at random. Examples and simulations are presented to demonstrate the performance of the proposed method. Copyright © 2015 John Wiley & Sons, Ltd.

The logistic model for predicting the non-gonoactive Aedes aegypti females.

PubMed

Reyes-Villanueva, Filiberto; Rodríguez-Pérez, Mario A

2004-01-01

To estimate, using logistic regression, the likelihood of occurrence of a non-gonoactive Aedes aegypti female, previously fed human blood, with relation to body size and collection method. This study was conducted in Monterrey, Mexico, between 1994 and 1996. Ten samplings of 60 mosquitoes of Ae. aegypti females were carried out in three dengue endemic areas: six of biting females, two of emerging mosquitoes, and two of indoor resting females. Gravid females, as well as those with blood in the gut were removed. Mosquitoes were taken to the laboratory and engorged on human blood. After 48 hours, ovaries were dissected to register whether they were gonoactive or non-gonoactive. Wing-length in mm was an indicator for body size. The logistic regression model was used to assess the likelihood of non-gonoactivity, as a binary variable, in relation to wing-length and collection method. Of the 600 females, 164 (27%) remained non-gonoactive, with a wing-length range of 1.9-3.2 mm, almost equal to that of all females (1.8-3.3 mm). The logistic regression model showed a significant likelihood of a female remaining non-gonoactive (Y=1). The collection method did not influence the binary response, but there was an inverse relationship between non-gonoactivity and wing-length. Dengue vector populations from Monterrey, Mexico display a wide-range body size. Logistic regression was a useful tool to estimate the likelihood for an engorged female to remain non-gonoactive. The necessity for a second blood meal is present in any female, but small mosquitoes are more likely to bite again within a 2-day interval, in order to attain egg maturation. The English version of this paper is available too at: http://www.insp.mx/salud/index.html.

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.

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.

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.

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.

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.

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.

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

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.

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

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.

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

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...

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.

Treatment utilization and outcomes in elderly patients with locally advanced esophageal carcinoma: a review of the National Cancer Database.

PubMed

Vlacich, Gregory; Samson, Pamela P; Perkins, Stephanie M; Roach, Michael C; Parikh, Parag J; Bradley, Jeffrey D; Lockhart, A Craig; Puri, Varun; Meyers, Bryan F; Kozower, Benjamin; Robinson, Cliff G

2017-12-01

For elderly patients with locally advanced esophageal cancer, therapeutic approaches and outcomes in a modern cohort are not well characterized. Patients ≥70 years old with clinical stage II and III esophageal cancer diagnosed between 1998 and 2012 were identified from the National Cancer Database and stratified based on treatment type. Variables associated with treatment utilization were evaluated using logistic regression and survival evaluated using Cox proportional hazards analysis. Propensity matching (1:1) was performed to help account for selection bias. A total of 21,593 patients were identified. Median and maximum ages were 77 and 90, respectively. Treatment included palliative therapy (24.3%), chemoradiation (37.1%), trimodality therapy (10.0%), esophagectomy alone (5.6%), or no therapy (12.9%). Age ≥80 (OR 0.73), female gender (OR 0.81), Charlson-Deyo comorbidity score ≥2 (OR 0.82), and high-volume centers (OR 0.83) were associated with a decreased likelihood of palliative therapy versus no treatment. Age ≥80 (OR 0.79) and Clinical Stage III (OR 0.33) were associated with a decreased likelihood, while adenocarcinoma histology (OR 1.33) and nonacademic cancer centers (OR 3.9), an increased likelihood of esophagectomy alone compared to definitive chemoradiation. Age ≥80 (OR 0.15), female gender (OR 0.80), and non-Caucasian race (OR 0.63) were associated with a decreased likelihood, while adenocarcinoma histology (OR 2.10) and high-volume centers (OR 2.34), an increased likelihood of trimodality therapy compared to definitive chemoradiation. Each treatment type demonstrated improved survival compared to no therapy: palliative treatment (HR 0.49) to trimodality therapy (HR 0.25) with significance between all groups. Any therapy, including palliative care, was associated with improved survival; however, subsets of elderly patients with locally advanced esophageal cancer are less likely to receive aggressive therapy. Care should be taken to not unnecessarily deprive these individuals of treatment that may improve survival. © 2017 The Authors. Cancer Medicine published by John Wiley & Sons Ltd.

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.

An Evaluation of Statistical Strategies for Making Equating Function Selections. Research Report. ETS RR-08-60

ERIC Educational Resources Information Center

Moses, Tim

2008-01-01

Nine statistical strategies for selecting equating functions in an equivalent groups design were evaluated. The strategies of interest were likelihood ratio chi-square tests, regression tests, Kolmogorov-Smirnov tests, and significance tests for equated score differences. The most accurate strategies in the study were the likelihood ratio tests…

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.

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

PubMed

Austin, Peter C

2010-04-22

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

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

PubMed Central

Gascuel, Olivier

2017-01-01

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

Maximum ikelihood estimation for the double-count method with independent observers

USGS Publications Warehouse

Manly, Bryan F.J.; McDonald, Lyman L.; Garner, Gerald W.

1996-01-01

Data collected under a double-count protocol during line transect surveys were analyzed using new maximum likelihood methods combined with Akaike's information criterion to provide estimates of the abundance of polar bear (Ursus maritimus Phipps) in a pilot study off the coast of Alaska. Visibility biases were corrected by modeling the detection probabilities using logistic regression functions. Independent variables that influenced the detection probabilities included perpendicular distance of bear groups from the flight line and the number of individuals in the groups. A series of models were considered which vary from (1) the simplest, where the probability of detection was the same for both observers and was not affected by either distance from the flight line or group size, to (2) models where probability of detection is different for the two observers and depends on both distance from the transect and group size. Estimation procedures are developed for the case when additional variables may affect detection probabilities. The methods are illustrated using data from the pilot polar bear survey and some recommendations are given for design of a survey over the larger Chukchi Sea between Russia and the United States.

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.

Complementary nonparametric analysis of covariance for logistic regression in a randomized clinical trial setting.

PubMed

Tangen, C M; Koch, G G

1999-03-01

In the randomized clinical trial setting, controlling for covariates is expected to produce variance reduction for the treatment parameter estimate and to adjust for random imbalances of covariates between the treatment groups. However, for the logistic regression model, variance reduction is not obviously obtained. This can lead to concerns about the assumptions of the logistic model. We introduce a complementary nonparametric method for covariate adjustment. It provides results that are usually compatible with expectations for analysis of covariance. The only assumptions required are based on randomization and sampling arguments. The resulting treatment parameter is a (unconditional) population average log-odds ratio that has been adjusted for random imbalance of covariates. Data from a randomized clinical trial are used to compare results from the traditional maximum likelihood logistic method with those from the nonparametric logistic method. We examine treatment parameter estimates, corresponding standard errors, and significance levels in models with and without covariate adjustment. In addition, we discuss differences between unconditional population average treatment parameters and conditional subpopulation average treatment parameters. Additional features of the nonparametric method, including stratified (multicenter) and multivariate (multivisit) analyses, are illustrated. Extensions of this methodology to the proportional odds model are also made.

[Using fractional polynomials to estimate the safety threshold of fluoride in drinking water].

PubMed

Pan, Shenling; An, Wei; Li, Hongyan; Yang, Min

2014-01-01

To study the dose-response relationship between fluoride content in drinking water and prevalence of dental fluorosis on the national scale, then to determine the safety threshold of fluoride in drinking water. Meta-regression analysis was applied to the 2001-2002 national endemic fluorosis survey data of key wards. First, fractional polynomial (FP) was adopted to establish fixed effect model, determining the best FP structure, after that restricted maximum likelihood (REML) was adopted to estimate between-study variance, then the best random effect model was established. The best FP structure was first-order logarithmic transformation. Based on the best random effect model, the benchmark dose (BMD) of fluoride in drinking water and its lower limit (BMDL) was calculated as 0.98 mg/L and 0.78 mg/L. Fluoride in drinking water can only explain 35.8% of the variability of the prevalence, among other influencing factors, ward type was a significant factor, while temperature condition and altitude were not. Fractional polynomial-based meta-regression method is simple, practical and can provide good fitting effect, based on it, the safety threshold of fluoride in drinking water of our country is determined as 0.8 mg/L.

Locally Weighted Score Estimation for Quantile Classification in Binary Regression Models

PubMed Central

Rice, John D.; Taylor, Jeremy M. G.

2016-01-01

One common use of binary response regression methods is classification based on an arbitrary probability threshold dictated by the particular application. Since this is given to us a priori, it is sensible to incorporate the threshold into our estimation procedure. Specifically, for the linear logistic model, we solve a set of locally weighted score equations, using a kernel-like weight function centered at the threshold. The bandwidth for the weight function is selected by cross validation of a novel hybrid loss function that combines classification error and a continuous measure of divergence between observed and fitted values; other possible cross-validation functions based on more common binary classification metrics are also examined. This work has much in common with robust estimation, but diers from previous approaches in this area in its focus on prediction, specifically classification into high- and low-risk groups. Simulation results are given showing the reduction in error rates that can be obtained with this method when compared with maximum likelihood estimation, especially under certain forms of model misspecification. Analysis of a melanoma data set is presented to illustrate the use of the method in practice. PMID:28018492

Simulation program for estimating statistical power of Cox's proportional hazards model assuming no specific distribution for the survival time.

PubMed

Akazawa, K; Nakamura, T; Moriguchi, S; Shimada, M; Nose, Y

1991-07-01

Small sample properties of the maximum partial likelihood estimates for Cox's proportional hazards model depend on the sample size, the true values of regression coefficients, covariate structure, censoring pattern and possibly baseline hazard functions. Therefore, it would be difficult to construct a formula or table to calculate the exact power of a statistical test for the treatment effect in any specific clinical trial. The simulation program, written in SAS/IML, described in this paper uses Monte-Carlo methods to provide estimates of the exact power for Cox's proportional hazards model. For illustrative purposes, the program was applied to real data obtained from a clinical trial performed in Japan. Since the program does not assume any specific function for the baseline hazard, it is, in principle, applicable to any censored survival data as long as they follow Cox's proportional hazards model.

A mixed-effects regression model for longitudinal multivariate ordinal data.

PubMed

Liu, Li C; Hedeker, Donald

2006-03-01

A mixed-effects item response theory model that allows for three-level multivariate ordinal outcomes and accommodates multiple random subject effects is proposed for analysis of multivariate ordinal outcomes in longitudinal studies. This model allows for the estimation of different item factor loadings (item discrimination parameters) for the multiple outcomes. The covariates in the model do not have to follow the proportional odds assumption and can be at any level. Assuming either a probit or logistic response function, maximum marginal likelihood estimation is proposed utilizing multidimensional Gauss-Hermite quadrature for integration of the random effects. An iterative Fisher scoring solution, which provides standard errors for all model parameters, is used. An analysis of a longitudinal substance use data set, where four items of substance use behavior (cigarette use, alcohol use, marijuana use, and getting drunk or high) are repeatedly measured over time, is used to illustrate application of the proposed model.

Robust Foregrounds Removal for 21-cm Experiments

NASA Astrophysics Data System (ADS)

Mertens, F.; Ghosh, A.; Koopmans, L. V. E.

2018-05-01

Direct detection of the Epoch of Reionization via the redshifted 21-cm line will have unprecedented implications on the study of structure formation in the early Universe. To fulfill this promise current and future 21-cm experiments will need to detect the weak 21-cm signal over foregrounds several order of magnitude greater. This requires accurate modeling of the galactic and extragalactic emission and of its contaminants due to instrument chromaticity, ionosphere and imperfect calibration. To solve for this complex modeling, we propose a new method based on Gaussian Process Regression (GPR) which is able to cleanly separate the cosmological signal from most of the foregrounds contaminants. We also propose a new imaging method based on a maximum likelihood framework which solves for the interferometric equation directly on the sphere. Using this method, chromatic effects causing the so-called ``wedge'' are effectively eliminated (i.e. deconvolved) in the cylindrical (k⊥, k∥) power spectrum.

Resolving the percentage of component terrains within single resolution elements

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

Proportional exponentiated link transformed hazards (ELTH) models for discrete time survival data with application

PubMed Central

Joeng, Hee-Koung; Chen, Ming-Hui; Kang, Sangwook

2015-01-01

Discrete survival data are routinely encountered in many fields of study including behavior science, economics, epidemiology, medicine, and social science. In this paper, we develop a class of proportional exponentiated link transformed hazards (ELTH) models. We carry out a detailed examination of the role of links in fitting discrete survival data and estimating regression coefficients. Several interesting results are established regarding the choice of links and baseline hazards. We also characterize the conditions for improper survival functions and the conditions for existence of the maximum likelihood estimates under the proposed ELTH models. An extensive simulation study is conducted to examine the empirical performance of the parameter estimates under the Cox proportional hazards model by treating discrete survival times as continuous survival times, and the model comparison criteria, AIC and BIC, in determining links and baseline hazards. A SEER breast cancer dataset is analyzed in details to further demonstrate the proposed methodology. PMID:25772374

Exposure to pesticide mixtures and DNA damage among rice field workers.

PubMed

Varona-Uribe, Marcela Eugenia; Torres-Rey, Carlos H; Díaz-Criollo, Sonia; Palma-Parra, Ruth Marien; Narváez, Diana María; Carmona, Sandra Patricia; Briceño, Leonardo; Idrovo, Alvaro J

2016-01-01

This study describes the use of pesticides mixtures and their potential association with comet assay results in 223 rice field workers in Colombia. Thirty-one pesticides were quantified in blood, serum, and urine (15 organochlorines, 10 organophosphorus, 5 carbamates, and ethylenethiourea), and the comet assay was performed. Twenty-four (77.42%) pesticides were present in the workers. The use of the maximum-likelihood factor analysis identified 8 different mixtures. Afterwards, robust regressions were used to explore associations between the factors identified and the comet assay. Two groups of mixtures--α-benzene hexachloride (α-BHC), hexachlorobenzene (HCB), and β-BHC (β: 1.21, 95% confidence interval [CI]: 0.33-2.10) and pirimiphos-methyl, malathion, bromophos-methyl, and bromophos-ethyl (β: 11.97, 95% CI: 2.34-21.60)--were associated with a higher percentage of DNA damage and comet tail length, respectively. The findings suggest that exposure to pesticides varies greatly among rice field workers.

Joint Modeling Approach for Semicompeting Risks Data with Missing Nonterminal Event Status

PubMed Central

Hu, Chen; Tsodikov, Alex

2014-01-01

Semicompeting risks data, where a subject may experience sequential non-terminal and terminal events, and the terminal event may censor the non-terminal event but not vice versa, are widely available in many biomedical studies. We consider the situation when a proportion of subjects’ non-terminal events is missing, such that the observed data become a mixture of “true” semicompeting risks data and partially observed terminal event only data. An illness-death multistate model with proportional hazards assumptions is proposed to study the relationship between non-terminal and terminal events, and provide covariate-specific global and local association measures. Maximum likelihood estimation based on semiparametric regression analysis is used for statistical inference, and asymptotic properties of proposed estimators are studied using empirical process and martingale arguments. We illustrate the proposed method with simulation studies and data analysis of a follicular cell lymphoma study. PMID:24430204

Reference-Free Removal of EEG-fMRI Ballistocardiogram Artifacts with Harmonic Regression

PubMed Central

Krishnaswamy, Pavitra; Bonmassar, Giorgio; Poulsen, Catherine; Pierce, Eric T; Purdon, Patrick L.; Brown, Emery N.

2016-01-01

Combining electroencephalogram (EEG) recording and functional magnetic resonance imaging (fMRI) offers the potential for imaging brain activity with high spatial and temporal resolution. This potential remains limited by the significant ballistocardiogram (BCG) artifacts induced in the EEG by cardiac pulsation-related head movement within the magnetic field. We model the BCG artifact using a harmonic basis, pose the artifact removal problem as a local harmonic regression analysis, and develop an efficient maximum likelihood algorithm to estimate and remove BCG artifacts. Our analysis paradigm accounts for time-frequency overlap between the BCG artifacts and neurophysiologic EEG signals, and tracks the spatiotemporal variations in both the artifact and the signal. We evaluate performance on: simulated oscillatory and evoked responses constructed with realistic artifacts; actual anesthesia-induced oscillatory recordings; and actual visual evoked potential recordings. In each case, the local harmonic regression analysis effectively removes the BCG artifacts, and recovers the neurophysiologic EEG signals. We further show that our algorithm outperforms commonly used reference-based and component analysis techniques, particularly in low SNR conditions, the presence of significant time-frequency overlap between the artifact and the signal, and/or large spatiotemporal variations in the BCG. Because our algorithm does not require reference signals and has low computational complexity, it offers a practical tool for removing BCG artifacts from EEG data recorded in combination with fMRI. PMID:26151100

Regression analysis of mixed recurrent-event and panel-count data.

PubMed

Zhu, Liang; Tong, Xinwei; Sun, Jianguo; Chen, Manhua; Srivastava, Deo Kumar; Leisenring, Wendy; Robison, Leslie L

2014-07-01

In event history studies concerning recurrent events, two types of data have been extensively discussed. One is recurrent-event data (Cook and Lawless, 2007. The Analysis of Recurrent Event Data. New York: Springer), and the other is panel-count data (Zhao and others, 2010. Nonparametric inference based on panel-count data. Test 20: , 1-42). In the former case, all study subjects are monitored continuously; thus, complete information is available for the underlying recurrent-event processes of interest. In the latter case, study subjects are monitored periodically; thus, only incomplete information is available for the processes of interest. In reality, however, a third type of data could occur in which some study subjects are monitored continuously, but others are monitored periodically. When this occurs, we have mixed recurrent-event and panel-count data. This paper discusses regression analysis of such mixed data and presents two estimation procedures for the problem. One is a maximum likelihood estimation procedure, and the other is an estimating equation procedure. The asymptotic properties of both resulting estimators of regression parameters are established. Also, the methods are applied to a set of mixed recurrent-event and panel-count data that arose from a Childhood Cancer Survivor Study and motivated this investigation. © The Author 2014. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Planning an Innovative School: How to Reduce the Likelihood of Regression toward the Mean

ERIC Educational Resources Information Center

Tubin, Dorit

2009-01-01

Establishing an innovative school requires a great deal of planning effort, human power and resources. Nevertheless, many innovative schools suffer a process of regression toward the mean and lose their innovative zeal. Based on the life cycle approach, which claims that part of this trend of regression is embodied in the planning phase, and on…

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

Prediction of spatially explicit rainfall intensity-duration thresholds for post-fire debris-flow generation in the western United States

NASA Astrophysics Data System (ADS)

Staley, Dennis; Negri, Jacquelyn; Kean, Jason

2016-04-01

Population expansion into fire-prone steeplands has resulted in an increase in post-fire debris-flow risk in the western United States. Logistic regression methods for determining debris-flow likelihood and the calculation of empirical rainfall intensity-duration thresholds for debris-flow initiation represent two common approaches for characterizing hazard and reducing risk. Logistic regression models are currently being used to rapidly assess debris-flow hazard in response to design storms of known intensities (e.g. a 10-year recurrence interval rainstorm). Empirical rainfall intensity-duration thresholds comprise a major component of the United States Geological Survey (USGS) and the National Weather Service (NWS) debris-flow early warning system at a regional scale in southern California. However, these two modeling approaches remain independent, with each approach having limitations that do not allow for synergistic local-scale (e.g. drainage-basin scale) characterization of debris-flow hazard during intense rainfall. The current logistic regression equations consider rainfall a unique independent variable, which prevents the direct calculation of the relation between rainfall intensity and debris-flow likelihood. Regional (e.g. mountain range or physiographic province scale) rainfall intensity-duration thresholds fail to provide insight into the basin-scale variability of post-fire debris-flow hazard and require an extensive database of historical debris-flow occurrence and rainfall characteristics. Here, we present a new approach that combines traditional logistic regression and intensity-duration threshold methodologies. This method allows for local characterization of both the likelihood that a debris-flow will occur at a given rainfall intensity, the direct calculation of the rainfall rates that will result in a given likelihood, and the ability to calculate spatially explicit rainfall intensity-duration thresholds for debris-flow generation in recently burned areas. Our approach synthesizes the two methods by incorporating measured rainfall intensity into each model variable (based on measures of topographic steepness, burn severity and surface properties) within the logistic regression equation. This approach provides a more realistic representation of the relation between rainfall intensity and debris-flow likelihood, as likelihood values asymptotically approach zero when rainfall intensity approaches 0 mm/h, and increase with more intense rainfall. Model performance was evaluated by comparing predictions to several existing regional thresholds. The model, based upon training data collected in southern California, USA, has proven to accurately predict rainfall intensity-duration thresholds for other areas in the western United States not included in the original training dataset. In addition, the improved logistic regression model shows promise for emergency planning purposes and real-time, site-specific early warning. With further validation, this model may permit the prediction of spatially-explicit intensity-duration thresholds for debris-flow generation in areas where empirically derived regional thresholds do not exist. This improvement would permit the expansion of the early-warning system into other regions susceptible to post-fire debris flow.

Lung nodule malignancy prediction using multi-task convolutional neural network

NASA Astrophysics Data System (ADS)

Li, Xiuli; Kao, Yueying; Shen, Wei; Li, Xiang; Xie, Guotong

2017-03-01

In this paper, we investigated the problem of diagnostic lung nodule malignancy prediction using thoracic Computed Tomography (CT) screening. Unlike most existing studies classify the nodules into two types benign and malignancy, we interpreted the nodule malignancy prediction as a regression problem to predict continuous malignancy level. We proposed a joint multi-task learning algorithm using Convolutional Neural Network (CNN) to capture nodule heterogeneity by extracting discriminative features from alternatingly stacked layers. We trained a CNN regression model to predict the nodule malignancy, and designed a multi-task learning mechanism to simultaneously share knowledge among 9 different nodule characteristics (Subtlety, Calcification, Sphericity, Margin, Lobulation, Spiculation, Texture, Diameter and Malignancy), and improved the final prediction result. Each CNN would generate characteristic-specific feature representations, and then we applied multi-task learning on the features to predict the corresponding likelihood for that characteristic. We evaluated the proposed method on 2620 nodules CT scans from LIDC-IDRI dataset with the 5-fold cross validation strategy. The multitask CNN regression result for regression RMSE and mapped classification ACC were 0.830 and 83.03%, while the results for single task regression RMSE 0.894 and mapped classification ACC 74.9%. Experiments show that the proposed method could predict the lung nodule malignancy likelihood effectively and outperforms the state-of-the-art methods. The learning framework could easily be applied in other anomaly likelihood prediction problem, such as skin cancer and breast cancer. It demonstrated the possibility of our method facilitating the radiologists for nodule staging assessment and individual therapeutic planning.

Quantitative precipitation estimates for the northeastern Qinghai-Tibetan Plateau over the last 18,000 years

NASA Astrophysics Data System (ADS)

Li, Jianyong; Dodson, John; Yan, Hong; Cheng, Bo; Zhang, Xiaojian; Xu, Qinghai; Ni, Jian; Lu, Fengyan

2017-05-01

Quantitative information regarding the long-term variability of precipitation and vegetation during the period covering both the Late Glacial and the Holocene on the Qinghai-Tibetan Plateau (QTP) is scarce. Herein, we provide new and numerical reconstructions for annual mean precipitation (PANN) and vegetation history over the last 18,000 years using high-resolution pollen data from Lakes Dalianhai and Qinghai on the northeastern QTP. Hitherto, five calibration techniques including weighted averaging, weighted average-partial least squares regression, modern analogue technique, locally weighted weighted averaging regression, and maximum likelihood were first employed to construct robust inference models and to produce reliable PANN estimates on the QTP. The biomization method was applied for reconstructing the vegetation dynamics. The study area was dominated by steppe and characterized with a highly variable, relatively dry climate at 18,000-11,000 cal years B.P. PANN increased since the early Holocene, obtained a maximum at 8000-3000 cal years B.P. with coniferous-temperate mixed forest as the dominant biome, and thereafter declined to present. The PANN reconstructions are broadly consistent with other proxy-based paleoclimatic records from the northeastern QTP and the northern region of monsoonal China. The possible mechanisms behind the precipitation changes may be tentatively attributed to the internal feedback processes of higher latitude (e.g., North Atlantic) and lower latitude (e.g., subtropical monsoon) competing climatic regimes, which are primarily modulated by solar energy output as the external driving force. These findings may provide important insights into understanding the future Asian precipitation dynamics under the projected global warming.

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Effect of sampling rate and record length on the determination of stability and control derivatives

NASA Technical Reports Server (NTRS)

Brenner, M. J.; Iliff, K. W.; Whitman, R. K.

1978-01-01

Flight data from five aircraft were used to assess the effects of sampling rate and record length reductions on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there were considerable reductions in sampling rate and/or record length. Small amplitude pulse maneuvers showed greater degradation of the derivative maneuvers than large amplitude pulse maneuvers when these reductions were made. Reducing the sampling rate was found to be more desirable than reducing the record length as a method of lessening the total computation time required without greatly degrading the quantity of the estimates.

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.

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.

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.

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.

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.

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.

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.

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

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

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…

[Formula: see text]Parental ratings of daily behavior and child cognitive test performance after pediatric mild traumatic brain injury.

PubMed

Donders, Jacobus; DeWit, Christin

2017-07-01

This study aimed to evaluate the degree to which the Behavior Rating Inventory of Executive Function (BRIEF) and Child Behavior Checklist (CBCL) measure overlapping vs. distinct constructs in pediatric patients with mild traumatic brain injury (TBI), and to examine the demographic and injury correlates of such constructs as well as those of cognitive test performance. A total of 100 parents completed the BRIEF and the CBCL within 1 to 12 months after the injury of their child. Groups were contrasted based on the presence vs. absence of impairment on, respectively, the BRIEF and the CBCL. Exploratory maximum likelihood factor analysis was used to evaluate latent constructs. Correlates of the various factor scores were evaluated through regression analysis and contrasted with those of a test of verbal learning and memory.The results revealed that the BRIEF and the CBCL disagree about the presence vs. absence of impairment in about one quarter of cases. A prior history of attention deficit/hyperactivity disorder (ADHD) was associated with an increased likelihood of impairment on both the BRIEF and the CBCL, whereas prior outpatient psychiatric treatment was associated with the increased likelihood of selective impairment on the CBCL. Latent constructs manifested themselves along cognitive regulation, emotional adjustment and behavioral regulation factors. Whereas premorbid characteristics were the exclusive correlates of these factors, performance on a test of verbal learning and memory was negatively affected by intracranial lesions on neuroimaging.It is concluded that the BRIEF and the CBCL offer complementary and non-redundant information about daily functioning after pediatric mild TBI. The correlates of cognitive test performance and parental behavior ratings after such injuries are different and reflect a divergence between premorbid and injury-related influences.

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.

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

NASA Technical Reports Server (NTRS)

Pierson, W. J.

1982-01-01

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

Variational Bayesian Parameter Estimation Techniques for the General Linear Model

PubMed Central

Starke, Ludger; Ostwald, Dirk

2017-01-01

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

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.

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.

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/

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.

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

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.

Improving regression-model-based streamwater constituent load estimates derived from serially correlated data

USGS Publications Warehouse

Aulenbach, Brent T.

2013-01-01

A regression-model based approach is a commonly used, efficient method for estimating streamwater constituent load when there is a relationship between streamwater constituent concentration and continuous variables such as streamwater discharge, season and time. A subsetting experiment using a 30-year dataset of daily suspended sediment observations from the Mississippi River at Thebes, Illinois, was performed to determine optimal sampling frequency, model calibration period length, and regression model methodology, as well as to determine the effect of serial correlation of model residuals on load estimate precision. Two regression-based methods were used to estimate streamwater loads, the Adjusted Maximum Likelihood Estimator (AMLE), and the composite method, a hybrid load estimation approach. While both methods accurately and precisely estimated loads at the model’s calibration period time scale, precisions were progressively worse at shorter reporting periods, from annually to monthly. Serial correlation in model residuals resulted in observed AMLE precision to be significantly worse than the model calculated standard errors of prediction. The composite method effectively improved upon AMLE loads for shorter reporting periods, but required a sampling interval of at least 15-days or shorter, when the serial correlations in the observed load residuals were greater than 0.15. AMLE precision was better at shorter sampling intervals and when using the shortest model calibration periods, such that the regression models better fit the temporal changes in the concentration–discharge relationship. The models with the largest errors typically had poor high flow sampling coverage resulting in unrepresentative models. Increasing sampling frequency and/or targeted high flow sampling are more efficient approaches to ensure sufficient sampling and to avoid poorly performing models, than increasing calibration period length.

Postmolar gestational trophoblastic neoplasia: beyond the traditional risk factors.

PubMed

Bakhtiyari, Mahmood; Mirzamoradi, Masoumeh; Kimyaiee, Parichehr; Aghaie, Abbas; Mansournia, Mohammd Ali; Ashrafi-Vand, Sepideh; Sarfjoo, Fatemeh Sadat

2015-09-01

To investigate the slope of linear regression of postevacuation serum hCG as an independent risk factor for postmolar gestational trophoblastic neoplasia (GTN). Multicenter retrospective cohort study. Academic referral health care centers. All subjects with confirmed hydatidiform mole and at least four measurements of β-hCG titer. None. Type and magnitude of the relationship between the slope of linear regression of β-hCG as a new risk factor and GTN using Bayesian logistic regression with penalized log-likelihood estimation. Among the high-risk and low-risk molar pregnancy cases, 11 (18.6%) and 19 cases (13.3%) had GTN, respectively. No significant relationship was found between the components of a high-risk pregnancy and GTN. The β-hCG return slope was higher in the spontaneous cure group. However, the initial level of this hormone in the first measurement was higher in the GTN group compared with in the spontaneous recovery group. The average time for diagnosing GTN in the high-risk molar pregnancy group was 2 weeks less than that of the low-risk molar pregnancy group. In addition to slope of linear regression of β-hCG (odds ratio [OR], 12.74, confidence interval [CI], 5.42-29.2), abortion history (OR, 2.53; 95% CI, 1.27-5.04) and large uterine height for gestational age (OR, 1.26; CI, 1.04-1.54) had the maximum effects on GTN outcome, respectively. The slope of linear regression of β-hCG was introduced as an independent risk factor, which could be used for clinical decision making based on records of β-hCG titer and subsequent prevention program. Copyright © 2015 American Society for Reproductive Medicine. Published by Elsevier Inc. All rights reserved.

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.

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.

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.

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

PubMed Central

Wu, Yichao

2012-01-01

For least squares regression, Efron et al. (2004) proposed an efficient solution path algorithm, the least angle regression (LAR). They showed that a slight modification of the LAR leads to the whole LASSO solution path. Both the LAR and LASSO solution paths are piecewise linear. Recently Wu (2011) extended the LAR to generalized linear models and the quasi-likelihood method. In this work we extend the LAR further to handle Cox’s proportional hazards model. The goal is to develop a solution path algorithm for the elastic net penalty (Zou and Hastie (2005)) in Cox’s proportional hazards model. This goal is achieved in two steps. First we extend the LAR to optimizing the log partial likelihood plus a fixed small ridge term. Then we define a path modification, which leads to the solution path of the elastic net regularized log partial likelihood. Our solution path is exact and piecewise determined by ordinary differential equation systems. PMID:23226932

Probabilistic Modeling of the Renal Stone Formation Module

NASA Technical Reports Server (NTRS)

Best, Lauren M.; Myers, Jerry G.; Goodenow, Debra A.; McRae, Michael P.; Jackson, Travis C.

2013-01-01

The Integrated Medical Model (IMM) is a probabilistic tool, used in mission planning decision making and medical systems risk assessments. The IMM project maintains a database of over 80 medical conditions that could occur during a spaceflight, documenting an incidence rate and end case scenarios for each. In some cases, where observational data are insufficient to adequately define the inflight medical risk, the IMM utilizes external probabilistic modules to model and estimate the event likelihoods. One such medical event of interest is an unpassed renal stone. Due to a high salt diet and high concentrations of calcium in the blood (due to bone depletion caused by unloading in the microgravity environment) astronauts are at a considerable elevated risk for developing renal calculi (nephrolithiasis) while in space. Lack of observed incidences of nephrolithiasis has led HRP to initiate the development of the Renal Stone Formation Module (RSFM) to create a probabilistic simulator capable of estimating the likelihood of symptomatic renal stone presentation in astronauts on exploration missions. The model consists of two major parts. The first is the probabilistic component, which utilizes probability distributions to assess the range of urine electrolyte parameters and a multivariate regression to transform estimated crystal density and size distributions to the likelihood of the presentation of nephrolithiasis symptoms. The second is a deterministic physical and chemical model of renal stone growth in the kidney developed by Kassemi et al. The probabilistic component of the renal stone model couples the input probability distributions describing the urine chemistry, astronaut physiology, and system parameters with the physical and chemical outputs and inputs to the deterministic stone growth model. These two parts of the model are necessary to capture the uncertainty in the likelihood estimate. The model will be driven by Monte Carlo simulations, continuously randomly sampling the probability distributions of the electrolyte concentrations and system parameters that are inputs into the deterministic model. The total urine chemistry concentrations are used to determine the urine chemistry activity using the Joint Expert Speciation System (JESS), a biochemistry model. Information used from JESS is then fed into the deterministic growth model. Outputs from JESS and the deterministic model are passed back to the probabilistic model where a multivariate regression is used to assess the likelihood of a stone forming and the likelihood of a stone requiring clinical intervention. The parameters used to determine to quantify these risks include: relative supersaturation (RS) of calcium oxalate, citrate/calcium ratio, crystal number density, total urine volume, pH, magnesium excretion, maximum stone width, and ureteral location. Methods and Validation: The RSFM is designed to perform a Monte Carlo simulation to generate probability distributions of clinically significant renal stones, as well as provide an associated uncertainty in the estimate. Initially, early versions will be used to test integration of the components and assess component validation and verification (V&V), with later versions used to address questions regarding design reference mission scenarios. Once integrated with the deterministic component, the credibility assessment of the integrated model will follow NASA STD 7009 requirements.

Bayesian Methods for the Physical Sciences. Learning from Examples in Astronomy and Physics.

NASA Astrophysics Data System (ADS)

Andreon, Stefano; Weaver, Brian

2015-05-01

Chapter 1: This chapter presents some basic steps for performing a good statistical analysis, all summarized in about one page. Chapter 2: This short chapter introduces the basics of probability theory inan intuitive fashion using simple examples. It also illustrates, again with examples, how to propagate errors and the difference between marginal and profile likelihoods. Chapter 3: This chapter introduces the computational tools and methods that we use for sampling from the posterior distribution. Since all numerical computations, and Bayesian ones are no exception, may end in errors, we also provide a few tips to check that the numerical computation is sampling from the posterior distribution. Chapter 4: Many of the concepts of building, running, and summarizing the resultsof a Bayesian analysis are described with this step-by-step guide using a basic (Gaussian) model. The chapter also introduces examples using Poisson and Binomial likelihoods, and how to combine repeated independent measurements. Chapter 5: All statistical analyses make assumptions, and Bayesian analyses are no exception. This chapter emphasizes that results depend on data and priors (assumptions). We illustrate this concept with examples where the prior plays greatly different roles, from major to negligible. We also provide some advice on how to look for information useful for sculpting the prior. Chapter 6: In this chapter we consider examples for which we want to estimate more than a single parameter. These common problems include estimating location and spread. We also consider examples that require the modeling of two populations (one we are interested in and a nuisance population) or averaging incompatible measurements. We also introduce quite complex examples dealing with upper limits and with a larger-than-expected scatter. Chapter 7: Rarely is a sample randomly selected from the population we wish to study. Often, samples are affected by selection effects, e.g., easier-to-collect events or objects are over-represented in samples and difficult-to-collect are under-represented if not missing altogether. In this chapter we show how to account for non-random data collection to infer the properties of the population from the studied sample. Chapter 8: In this chapter we introduce regression models, i.e., how to fit (regress) one, or more quantities, against each other through a functional relationship and estimate any unknown parameters that dictate this relationship. Questions of interest include: how to deal with samples affected by selection effects? How does a rich data structure influence the fitted parameters? And what about non-linear multiple-predictor fits, upper/lower limits, measurements errors of different amplitudes and an intrinsic variety in the studied populations or an extra source of variability? A number of examples illustrate how to answer these questions and how to predict the value of an unavailable quantity by exploiting the existence of a trend with another, available, quantity. Chapter 9: This chapter provides some advice on how the careful scientist should perform model checking and sensitivity analysis, i.e., how to answer the following questions: is the considered model at odds with the current available data (the fitted data), for example because it is over-simplified compared to some specific complexity pointed out by the data? Furthermore, are the data informative about the quantity being measured or are results sensibly dependent on details of the fitted model? And, finally, what about if assumptions are uncertain? A number of examples illustrate how to answer these questions. Chapter 10: This chapter compares the performance of Bayesian methods against simple, non-Bayesian alternatives, such as maximum likelihood, minimal chi square, ordinary and weighted least square, bivariate correlated errors and intrinsic scatter, and robust estimates of location and scale. Performances are evaluated in terms of quality of the prediction, accuracy of the estimates, and fairness and noisiness of the quoted errors. We also focus on three failures of maximum likelihood methods occurring with small samples, with mixtures, and with regressions with errors in the predictor quantity.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Assessing landslide susceptibility by statistical data analysis and GIS: the case of Daunia (Apulian Apennines, Italy)

NASA Astrophysics Data System (ADS)

Ceppi, C.; Mancini, F.; Ritrovato, G.

2009-04-01

This study aim at the landslide susceptibility mapping within an area of the Daunia (Apulian Apennines, Italy) by a multivariate statistical method and data manipulation in a Geographical Information System (GIS) environment. Among the variety of existing statistical data analysis techniques, the logistic regression was chosen to produce a susceptibility map all over an area where small settlements are historically threatened by landslide phenomena. By logistic regression a best fitting between the presence or absence of landslide (dependent variable) and the set of independent variables is performed on the basis of a maximum likelihood criterion, bringing to the estimation of regression coefficients. The reliability of such analysis is therefore due to the ability to quantify the proneness to landslide occurrences by the probability level produced by the analysis. The inventory of dependent and independent variables were managed in a GIS, where geometric properties and attributes have been translated into raster cells in order to proceed with the logistic regression by means of SPSS (Statistical Package for the Social Sciences) package. A landslide inventory was used to produce the bivariate dependent variable whereas the independent set of variable concerned with slope, aspect, elevation, curvature, drained area, lithology and land use after their reductions to dummy variables. The effect of independent parameters on landslide occurrence was assessed by the corresponding coefficient in the logistic regression function, highlighting a major role played by the land use variable in determining occurrence and distribution of phenomena. Once the outcomes of the logistic regression are determined, data are re-introduced in the GIS to produce a map reporting the proneness to landslide as predicted level of probability. As validation of results and regression model a cell-by-cell comparison between the susceptibility map and the initial inventory of landslide events was performed and an agreement at 75% level achieved.

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.

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.

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...

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 (...

The effects of preoperative cardiology consultation prior to elective abdominal aortic aneurysm repair on patient morbidity.

PubMed

Boniakowski, Anna E; Davis, Frank M; Phillips, Amanda R; Robinson, Adina B; Coleman, Dawn M; Henke, Peter K

2017-08-01

Objectives The relationship between preoperative medical consultations and postoperative complications has not been extensively studied. Thus, we investigated the impact of preoperative consultation on postoperative morbidity following elective abdominal aortic aneurysm repair. Methods A retrospective review was conducted on 469 patients (mean age 72 years, 20% female) who underwent elective abdominal aortic aneurysm repair from June 2007 to July 2014. Data elements included detailed medical history, preoperative cardiology consultation, and postoperative complications. Primary outcomes included 30-day morbidity, consult-specific morbidity, and mortality. A bivariate probit regression model accounting for the endogeneity of binary preoperative medical consult and patient variability was estimated with a maximum likelihood function. Results Eighty patients had preoperative medical consults (85% cardiology); thus, our analysis focuses on the effect of cardiac-related preoperative consults. Hyperlipidemia, increased aneurysm size, and increased revised cardiac risk index increased likelihood of referral to cardiology preoperatively. Surgery type (endovascular versus open repair) was not significant in development of postoperative complications when controlling for revised cardiac risk index ( p = 0.295). After controlling for patient comorbidities, there was no difference in postoperative cardiac-related complications between patients who did and did not undergo cardiology consultation preoperatively ( p = 0.386). Conclusions When controlling for patient disease severity using revised cardiac risk index risk stratification, preoperative cardiology consultation is not associated with postoperative cardiac morbidity.

Outcome-Dependent Sampling with Interval-Censored Failure Time Data

PubMed Central

Zhou, Qingning; Cai, Jianwen; Zhou, Haibo

2017-01-01

Summary Epidemiologic studies and disease prevention trials often seek to relate an exposure variable to a failure time that suffers from interval-censoring. When the failure rate is low and the time intervals are wide, a large cohort is often required so as to yield reliable precision on the exposure-failure-time relationship. However, large cohort studies with simple random sampling could be prohibitive for investigators with a limited budget, especially when the exposure variables are expensive to obtain. Alternative cost-effective sampling designs and inference procedures are therefore desirable. We propose an outcome-dependent sampling (ODS) design with interval-censored failure time data, where we enrich the observed sample by selectively including certain more informative failure subjects. We develop a novel sieve semiparametric maximum empirical likelihood approach for fitting the proportional hazards model to data from the proposed interval-censoring ODS design. This approach employs the empirical likelihood and sieve methods to deal with the infinite-dimensional nuisance parameters, which greatly reduces the dimensionality of the estimation problem and eases the computation difficulty. The consistency and asymptotic normality of the resulting regression parameter estimator are established. The results from our extensive simulation study show that the proposed design and method works well for practical situations and is more efficient than the alternative designs and competing approaches. An example from the Atherosclerosis Risk in Communities (ARIC) study is provided for illustration. PMID:28771664

Analysis of threats to research validity introduced by audio recording clinic visits: Selection bias, Hawthorne effect, both, or neither?

PubMed Central

Henry, Stephen G.; Jerant, Anthony; Iosif, Ana-Maria; Feldman, Mitchell D.; Cipri, Camille; Kravitz, Richard L.

2015-01-01

Objective To identify factors associated with participant consent to record visits; to estimate effects of recording on patient-clinician interactions Methods Secondary analysis of data from a randomized trial studying communication about depression; participants were asked for optional consent to audio record study visits. Multiple logistic regression was used to model likelihood of patient and clinician consent. Multivariable regression and propensity score analyses were used to estimate effects of audio recording on 6 dependent variables: discussion of depressive symptoms, preventive health, and depression diagnosis; depression treatment recommendations; visit length; visit difficulty. Results Of 867 visits involving 135 primary care clinicians, 39% were recorded. For clinicians, only working in academic settings (P=0.003) and having worked longer at their current practice (P=0.02) were associated with increased likelihood of consent. For patients, white race (P=0.002) and diabetes (P=0.03) were associated with increased likelihood of consent. Neither multivariable regression nor propensity score analyses revealed any significant effects of recording on the variables examined. Conclusion Few clinician or patient characteristics were significantly associated with consent. Audio recording had no significant effect on any dependent variables. Practice Implications Benefits of recording clinic visits likely outweigh the risks of bias in this setting. PMID:25837372

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.

Predicting tropical cyclone intensity using satellite measured equivalent blackbody temperatures of cloud tops. [regression analysis

NASA Technical Reports Server (NTRS)

Gentry, R. C.; Rodgers, E.; Steranka, J.; Shenk, W. E.

1978-01-01

A regression technique was developed to forecast 24 hour changes of the maximum winds for weak (maximum winds less than or equal to 65 Kt) and strong (maximum winds greater than 65 Kt) tropical cyclones by utilizing satellite measured equivalent blackbody temperatures around the storm alone and together with the changes in maximum winds during the preceding 24 hours and the current maximum winds. Independent testing of these regression equations shows that the mean errors made by the equations are lower than the errors in forecasts made by the peristence techniques.

Adjusting for overdispersion in piecewise exponential regression models to estimate excess mortality rate in population-based research.

PubMed

Luque-Fernandez, Miguel Angel; Belot, Aurélien; Quaresma, Manuela; Maringe, Camille; Coleman, Michel P; Rachet, Bernard

2016-10-01

In population-based cancer research, piecewise exponential regression models are used to derive adjusted estimates of excess mortality due to cancer using the Poisson generalized linear modelling framework. However, the assumption that the conditional mean and variance of the rate parameter given the set of covariates x i are equal is strong and may fail to account for overdispersion given the variability of the rate parameter (the variance exceeds the mean). Using an empirical example, we aimed to describe simple methods to test and correct for overdispersion. We used a regression-based score test for overdispersion under the relative survival framework and proposed different approaches to correct for overdispersion including a quasi-likelihood, robust standard errors estimation, negative binomial regression and flexible piecewise modelling. All piecewise exponential regression models showed the presence of significant inherent overdispersion (p-value <0.001). However, the flexible piecewise exponential model showed the smallest overdispersion parameter (3.2 versus 21.3) for non-flexible piecewise exponential models. We showed that there were no major differences between methods. However, using a flexible piecewise regression modelling, with either a quasi-likelihood or robust standard errors, was the best approach as it deals with both, overdispersion due to model misspecification and true or inherent overdispersion.

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.

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.

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

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.

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).

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.

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

PubMed

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

2018-04-01

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

Secondhand smoke exposure in the workplace.

PubMed

Skeer, Margie; Cheng, Debbie M; Rigotti, Nancy A; Siegel, Michael

2005-05-01

Currently, there is little understanding of the relationship between the strength of workplace smoking policies and the likelihood and duration, not just the likelihood, of exposure to secondhand smoke at work. This study assessed self-reported exposure to secondhand smoke at work in hours per week among a cross-sectional sample of 3650 Massachusetts adults who were employed primarily at a single worksite outside the home that was not mainly outdoors. The sample data were from a larger longitudinal study designed to examine the effect of community-based tobacco control interventions on adult and youth smoking behavior. Participants were identified through a random-digit-dialing telephone survey. Multiple logistic regression and zero-inflated negative binomial regression models were used to estimate the independent effect of workplace smoking policies on the likelihood and duration of exposure to secondhand smoke. Compared to employees whose workplace banned smoking completely, those whose workplace provided designated smoking areas had 2.9 times the odds of being exposed to secondhand smoke and 1.74 times the duration of exposure, while those with no restrictions had 10.27 times the odds of being exposed and 6.34 times the duration of exposure. Workplace smoking policies substantially reduce the likelihood of self-reported secondhand smoke exposure among employees in the workplace and also greatly affect the duration of exposure.

Univariate and bivariate likelihood-based meta-analysis methods performed comparably when marginal sensitivity and specificity were the targets of inference.

PubMed

Dahabreh, Issa J; Trikalinos, Thomas A; Lau, Joseph; Schmid, Christopher H

2017-03-01

To compare statistical methods for meta-analysis of sensitivity and specificity of medical tests (e.g., diagnostic or screening tests). We constructed a database of PubMed-indexed meta-analyses of test performance from which 2 × 2 tables for each included study could be extracted. We reanalyzed the data using univariate and bivariate random effects models fit with inverse variance and maximum likelihood methods. Analyses were performed using both normal and binomial likelihoods to describe within-study variability. The bivariate model using the binomial likelihood was also fit using a fully Bayesian approach. We use two worked examples-thoracic computerized tomography to detect aortic injury and rapid prescreening of Papanicolaou smears to detect cytological abnormalities-to highlight that different meta-analysis approaches can produce different results. We also present results from reanalysis of 308 meta-analyses of sensitivity and specificity. Models using the normal approximation produced sensitivity and specificity estimates closer to 50% and smaller standard errors compared to models using the binomial likelihood; absolute differences of 5% or greater were observed in 12% and 5% of meta-analyses for sensitivity and specificity, respectively. Results from univariate and bivariate random effects models were similar, regardless of estimation method. Maximum likelihood and Bayesian methods produced almost identical summary estimates under the bivariate model; however, Bayesian analyses indicated greater uncertainty around those estimates. Bivariate models produced imprecise estimates of the between-study correlation of sensitivity and specificity. Differences between methods were larger with increasing proportion of studies that were small or required a continuity correction. The binomial likelihood should be used to model within-study variability. Univariate and bivariate models give similar estimates of the marginal distributions for sensitivity and specificity. Bayesian methods fully quantify uncertainty and their ability to incorporate external evidence may be useful for imprecisely estimated parameters. Copyright © 2017 Elsevier Inc. All rights reserved.

Maximum likelihood 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

Incorporating real-time traffic and weather data to explore road accident likelihood and severity in urban arterials.

PubMed

Theofilatos, Athanasios

2017-06-01

The effective treatment of road accidents and thus the enhancement of road safety is a major concern to societies due to the losses in human lives and the economic and social costs. The investigation of road accident likelihood and severity by utilizing real-time traffic and weather data has recently received significant attention by researchers. However, collected data mainly stem from freeways and expressways. Consequently, the aim of the present paper is to add to the current knowledge by investigating accident likelihood and severity by exploiting real-time traffic and weather data collected from urban arterials in Athens, Greece. Random Forests (RF) are firstly applied for preliminary analysis purposes. More specifically, it is aimed to rank candidate variables according to their relevant importance and provide a first insight on the potential significant variables. Then, Bayesian logistic regression as well finite mixture and mixed effects logit models are applied to further explore factors associated with accident likelihood and severity respectively. Regarding accident likelihood, the Bayesian logistic regression showed that variations in traffic significantly influence accident occurrence. On the other hand, accident severity analysis revealed a generally mixed influence of traffic variations on accident severity, although international literature states that traffic variations increase severity. Lastly, weather parameters did not find to have a direct influence on accident likelihood or severity. The study added to the current knowledge by incorporating real-time traffic and weather data from urban arterials to investigate accident occurrence and accident severity mechanisms. The identification of risk factors can lead to the development of effective traffic management strategies to reduce accident occurrence and severity of injuries in urban arterials. Copyright © 2017 Elsevier Ltd and National Safety Council. All rights reserved.

Watershed Regressions for Pesticides (WARP) for Predicting Annual Maximum and Annual Maximum Moving-Average Concentrations of Atrazine in Streams

USGS Publications Warehouse

Stone, Wesley W.; Gilliom, Robert J.; Crawford, Charles G.

2008-01-01

Regression models were developed for predicting annual maximum and selected annual maximum moving-average concentrations of atrazine in streams using the Watershed Regressions for Pesticides (WARP) methodology developed by the National Water-Quality Assessment Program (NAWQA) of the U.S. Geological Survey (USGS). The current effort builds on the original WARP models, which were based on the annual mean and selected percentiles of the annual frequency distribution of atrazine concentrations. Estimates of annual maximum and annual maximum moving-average concentrations for selected durations are needed to characterize the levels of atrazine and other pesticides for comparison to specific water-quality benchmarks for evaluation of potential concerns regarding human health or aquatic life. Separate regression models were derived for the annual maximum and annual maximum 21-day, 60-day, and 90-day moving-average concentrations. Development of the regression models used the same explanatory variables, transformations, model development data, model validation data, and regression methods as those used in the original development of WARP. The models accounted for 72 to 75 percent of the variability in the concentration statistics among the 112 sampling sites used for model development. Predicted concentration statistics from the four models were within a factor of 10 of the observed concentration statistics for most of the model development and validation sites. Overall, performance of the models for the development and validation sites supports the application of the WARP models for predicting annual maximum and selected annual maximum moving-average atrazine concentration in streams and provides a framework to interpret the predictions in terms of uncertainty. For streams with inadequate direct measurements of atrazine concentrations, the WARP model predictions for the annual maximum and the annual maximum moving-average atrazine concentrations can be used to characterize the probable levels of atrazine for comparison to specific water-quality benchmarks. Sites with a high probability of exceeding a benchmark for human health or aquatic life can be prioritized for monitoring.

What are hierarchical models and how do we analyze them?

USGS Publications Warehouse

Royle, Andy

2016-01-01

In this chapter we provide a basic definition of hierarchical models and introduce the two canonical hierarchical models in this book: site occupancy and N-mixture models. The former is a hierarchical extension of logistic regression and the latter is a hierarchical extension of Poisson regression. We introduce basic concepts of probability modeling and statistical inference including likelihood and Bayesian perspectives. We go through the mechanics of maximizing the likelihood and characterizing the posterior distribution by Markov chain Monte Carlo (MCMC) methods. We give a general perspective on topics such as model selection and assessment of model fit, although we demonstrate these topics in practice in later chapters (especially Chapters 5, 6, 7, and 10 Chapter 5 Chapter 6 Chapter 7 Chapter 10)

Cox Regression Models with Functional Covariates for Survival Data.

PubMed

Gellar, Jonathan E; Colantuoni, Elizabeth; Needham, Dale M; Crainiceanu, Ciprian M

2015-06-01

We extend the Cox proportional hazards model to cases when the exposure is a densely sampled functional process, measured at baseline. The fundamental idea is to combine penalized signal regression with methods developed for mixed effects proportional hazards models. The model is fit by maximizing the penalized partial likelihood, with smoothing parameters estimated by a likelihood-based criterion such as AIC or EPIC. The model may be extended to allow for multiple functional predictors, time varying coefficients, and missing or unequally-spaced data. Methods were inspired by and applied to a study of the association between time to death after hospital discharge and daily measures of disease severity collected in the intensive care unit, among survivors of acute respiratory distress syndrome.

A stratification approach using logit-based models for confounder adjustment in the study of continuous outcomes.

PubMed

Tan, Chuen Seng; Støer, Nathalie C; Chen, Ying; Andersson, Marielle; Ning, Yilin; Wee, Hwee-Lin; Khoo, Eric Yin Hao; Tai, E-Shyong; Kao, Shih Ling; Reilly, Marie

2017-01-01

The control of confounding is an area of extensive epidemiological research, especially in the field of causal inference for observational studies. Matched cohort and case-control study designs are commonly implemented to control for confounding effects without specifying the functional form of the relationship between the outcome and confounders. This paper extends the commonly used regression models in matched designs for binary and survival outcomes (i.e. conditional logistic and stratified Cox proportional hazards) to studies of continuous outcomes through a novel interpretation and application of logit-based regression models from the econometrics and marketing research literature. We compare the performance of the maximum likelihood estimators using simulated data and propose a heuristic argument for obtaining the residuals for model diagnostics. We illustrate our proposed approach with two real data applications. Our simulation studies demonstrate that our stratification approach is robust to model misspecification and that the distribution of the estimated residuals provides a useful diagnostic when the strata are of moderate size. In our applications to real data, we demonstrate that parity and menopausal status are associated with percent mammographic density, and that the mean level and variability of inpatient blood glucose readings vary between medical and surgical wards within a national tertiary hospital. Our work highlights how the same class of regression models, available in most statistical software, can be used to adjust for confounding in the study of binary, time-to-event and continuous outcomes.

Assessing Hospital Performance After Percutaneous Coronary Intervention Using Big Data.

PubMed

Spertus, Jacob V; T Normand, Sharon-Lise; Wolf, Robert; Cioffi, Matt; Lovett, Ann; Rose, Sherri

2016-11-01

Although risk adjustment remains a cornerstone for comparing outcomes across hospitals, optimal strategies continue to evolve in the presence of many confounders. We compared conventional regression-based model to approaches particularly suited to leveraging big data. We assessed hospital all-cause 30-day excess mortality risk among 8952 adults undergoing percutaneous coronary intervention between October 1, 2011, and September 30, 2012, in 24 Massachusetts hospitals using clinical registry data linked with billing data. We compared conventional logistic regression models with augmented inverse probability weighted estimators and targeted maximum likelihood estimators to generate more efficient and unbiased estimates of hospital effects. We also compared a clinically informed and a machine-learning approach to confounder selection, using elastic net penalized regression in the latter case. Hospital excess risk estimates range from -1.4% to 2.0% across methods and confounder sets. Some hospitals were consistently classified as low or as high excess mortality outliers; others changed classification depending on the method and confounder set used. Switching from the clinically selected list of 11 confounders to a full set of 225 confounders increased the estimation uncertainty by an average of 62% across methods as measured by confidence interval length. Agreement among methods ranged from fair, with a κ statistic of 0.39 (SE: 0.16), to perfect, with a κ of 1 (SE: 0.0). Modern causal inference techniques should be more frequently adopted to leverage big data while minimizing bias in hospital performance assessments. © 2016 American Heart Association, Inc.

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

Impact of Lifestyle and Metformin Interventions on the Risk of Progression to Diabetes and Regression to Normal Glucose Regulation in Overweight or Obese People With Impaired Glucose Regulation.

PubMed

Herman, William H; Pan, Qing; Edelstein, Sharon L; Mather, Kieren J; Perreault, Leigh; Barrett-Connor, Elizabeth; Dabelea, Dana M; Horton, Edward; Kahn, Steven E; Knowler, William C; Lorenzo, Carlos; Pi-Sunyer, Xavier; Venditti, Elizabeth; Ye, Wen

2017-12-01

Both lifestyle and metformin interventions can delay or prevent progression to type 2 diabetes mellitus (DM) in people with impaired glucose regulation, but there is considerable interindividual variation in the likelihood of receiving benefit. Understanding an individual's 3-year risk of progressing to DM and regressing to normal glucose regulation (NGR) might facilitate benefit-based tailored treatment. We used the values of 19 clinical variables measured at the Diabetes Prevention Program (DPP) baseline evaluation and Cox proportional hazards models to assess the 3-year risk of progression to DM and regression to NGR separately for DPP lifestyle, metformin, and placebo participants who were adherent to the interventions. Lifestyle participants who lost ≥5% of their initial body weight at 6 months and metformin and placebo participants who reported taking ≥80% of their prescribed medication at the 6-month follow-up were defined as adherent. Eleven of 19 clinical variables measured at baseline predicted progression to DM, and 6 of 19 predicted regression to NGR. Compared with adherent placebo participants at lowest risk of developing diabetes, participants at lowest risk of developing diabetes who adhered to a lifestyle intervention had an 8% absolute risk reduction (ARR) of developing diabetes and a 35% greater absolute likelihood of reverting to NGR. Participants at lowest risk of developing diabetes who adhered to a metformin intervention had no reduction in their risk of developing diabetes and a 17% greater absolute likelihood of reverting to NGR. Participants at highest risk of developing DM who adhered to a lifestyle intervention had a 39% ARR of developing diabetes and a 24% greater absolute likelihood of reverting to NGR, whereas those who adhered to the metformin intervention had a 25% ARR of developing diabetes and an 11% greater absolute likelihood of reverting to NGR. Unlike our previous analyses that sought to explain population risk, these analyses evaluate individual risk. The models can be used by overweight and obese adults with fasting hyperglycemia and impaired glucose tolerance to facilitate personalized decision-making by allowing them to explicitly weigh the benefits and feasibility of the lifestyle and metformin interventions. © 2017 by the American Diabetes Association.

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).

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.

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.

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

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

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

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

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

DOE PAGES

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

2016-12-01

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

MultiPhyl: a high-throughput phylogenomics webserver using distributed computing

PubMed Central

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

2007-01-01

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

Using SPARROW to Model Total Nitrogen Sources, and Transport in Rivers and Streams of California and Adjacent States, U.S.A

NASA Astrophysics Data System (ADS)

Saleh, D.; Domagalski, J. L.

2012-12-01

Sources and factors affecting the transport of total nitrogen are being evaluated for a study area that covers most of California and some areas in Oregon and Nevada, by using the SPARROW model (SPAtially Referenced Regression On Watershed attributes) developed by the U.S. Geological Survey. Mass loads of total nitrogen calculated for monitoring sites at stream gauging stations are regressed against land-use factors affecting nitrogen transport, including fertilizer use, recharge, atmospheric deposition, stream characteristics, and other factors to understand how total nitrogen is transported under average conditions. SPARROW models have been used successfully in other parts of the country to understand how nutrients are transported, and how management strategies can be formulated, such as with Total Maximum Daily Load (TMDL) assessments. Fertilizer use, atmospheric deposition, and climatic data were obtained for 2002, and loads for that year were calculated for monitored streams and point sources (mostly from wastewater treatment plants). The stream loads were calculated by using the adjusted maximum likelihood estimation method (AMLE). River discharge and nitrogen concentrations were de-trended in these calculations in order eliminate the effect of temporal changes on stream load. Effluent discharge information as well as total nitrogen concentrations from point sources were obtained from USEPA databases and from facility records. The model indicates that atmospheric deposition and fertilizer use account for a large percentage of the total nitrogen load in many of the larger watersheds throughout the study area. Point sources, on the other hand, are generally localized around large cities, are considered insignificant sources, and account for a small percentage of the total nitrogen loads throughout the study area.

Vulnerability to the impact of temperature variability on mortality in 31 major Chinese cities.

PubMed

Yang, Jun; Zhou, Maigeng; Li, Mengmeng; Liu, Xiaobo; Yin, Peng; Sun, Qinghua; Wang, Jun; Wu, Haixia; Wang, Boguang; Liu, Qiyong

2018-08-01

Few studies have analyzed the health effects of temperature variability (TV) accounting for both interday and intraday variations in ambient temperature. In this study, TV was defined as the standard deviations of the daily minimum and maximum temperature during different exposure days. Distributed lag non-linear Poisson regression model was used to examine the city-specific effect of TV on mortality in 31 Chinese municipalities and provincial capital cities. The national estimate was pooled through a meta-analysis based on the restricted maximum likelihood estimation. To assess effect modification on TV-mortality association by individual characteristics, stratified analyses were further fitted. Potential effect modification by city characteristics was performed through a meta-regression analysis. In total, 259 million permanent residents and 4,481,090 non-accidental deaths were covered in this study. The effect estimates of TV on mortality were generally increased by longer exposure days. A 1 °C increase in TV at 0-7 days' exposure was associated with a 0.60% (95% CI: 0.25-0.94%), 0.65% (0.24-1.05%), 0.82% (0.29-1.36%), 0.86% (0.42-1.31%), 0.98% (0.57-1.39%) and 0.54% (-0.11-1.20%) increase in non-accidental, cardiovascular, IHD, stroke, respiratory and COPD mortalities, respectively. Those with lower levels of educational attainment were significantly susceptible to TV. Cities with dense population, higher mean temperatures, and relative humidity and lower diurnal temperature ranges also had higher mortality risks caused by TV. This study demonstrated that TV had considerable health effects. An early warning system to alert residents about large temperature variations is recommended, which may have a significant impact on the community awareness and public health. Copyright © 2018 Elsevier Ltd. All rights reserved.

Spline-based procedures for dose-finding studies with active control

PubMed Central

Helms, Hans-Joachim; Benda, Norbert; Zinserling, Jörg; Kneib, Thomas; Friede, Tim

2015-01-01

In a dose-finding study with an active control, several doses of a new drug are compared with an established drug (the so-called active control). One goal of such studies is to characterize the dose–response relationship and to find the smallest target dose concentration d*, which leads to the same efficacy as the active control. For this purpose, the intersection point of the mean dose–response function with the expected efficacy of the active control has to be estimated. The focus of this paper is a cubic spline-based method for deriving an estimator of the target dose without assuming a specific dose–response function. Furthermore, the construction of a spline-based bootstrap CI is described. Estimator and CI are compared with other flexible and parametric methods such as linear spline interpolation as well as maximum likelihood regression in simulation studies motivated by a real clinical trial. Also, design considerations for the cubic spline approach with focus on bias minimization are presented. Although the spline-based point estimator can be biased, designs can be chosen to minimize and reasonably limit the maximum absolute bias. Furthermore, the coverage probability of the cubic spline approach is satisfactory, especially for bias minimal designs. © 2014 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. PMID:25319931

The Benefits of Maximum Likelihood Estimators in Predicting Bulk Permeability and Upscaling Fracture Networks

NASA Astrophysics Data System (ADS)

Emanuele Rizzo, Roberto; Healy, David; De Siena, Luca

2016-04-01

The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in fractured rock, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (lengths, apertures, orientations and densities) is fundamental to the estimation of permeability and fluid flow, which are of primary importance in a number of contexts including: hydrocarbon production from fractured reservoirs; geothermal energy extraction; and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. Our work links outcrop fracture data to modelled fracture networks in order to numerically predict bulk permeability. We collected outcrop data from a highly fractured upper Miocene biosiliceous mudstone formation, cropping out along the coastline north of Santa Cruz (California, USA). Using outcrop fracture networks as analogues for subsurface fracture systems has several advantages, because key fracture attributes such as spatial arrangements and lengths can be effectively measured only on outcrops [1]. However, a limitation when dealing with outcrop data is the relative sparseness of natural data due to the intrinsic finite size of the outcrops. We make use of a statistical approach for the overall workflow, starting from data collection with the Circular Windows Method [2]. Then we analyse the data statistically using Maximum Likelihood Estimators, which provide greater accuracy compared to the more commonly used Least Squares linear regression when investigating distribution of fracture attributes. Finally, we estimate the bulk permeability of the fractured rock mass using Oda's tensorial approach [3]. The higher quality of this statistical analysis is fundamental: better statistics of the fracture attributes means more accurate permeability estimation, since the fracture attributes feed directly into the permeability calculations. The application of Maximum Likelihood Estimators can have important consequences, especially when we aim to predict the tendency of fracture attributes towards smaller and larger scales than those observed, in order to build consistent, useable models from outcrop observations. The procedures presented here 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, which can then be easily up-scaled into larger areas or volumes. Gale et al. "Natural Fracture in shale: A review and new observations", AAPG Bulletin 98.11 (2014). Mauldon et al. "Circular scanlines and circular windows: new tools for characterizing the geometry of fracture traces", Journal of Structural Geology, 23 (2001). Oda "Permeability tensor for discontinuous rock masses", Geotechnique 35.4 (1985).

Revealing transient strain in geodetic data with Gaussian process regression

NASA Astrophysics Data System (ADS)

Hines, T. T.; Hetland, E. A.

2018-03-01

Transient strain derived from global navigation satellite system (GNSS) data can be used to detect and understand geophysical processes such as slow slip events and post-seismic deformation. Here we propose using Gaussian process regression (GPR) as a tool for estimating transient strain from GNSS data. GPR is a non-parametric, Bayesian method for interpolating scattered data. In our approach, we assume a stochastic prior model for transient displacements. The prior describes how much we expect transient displacements to covary spatially and temporally. A posterior estimate of transient strain is obtained by differentiating the posterior transient displacements, which are formed by conditioning the prior with the GNSS data. As a demonstration, we use GPR to detect transient strain resulting from slow slip events in the Pacific Northwest. Maximum likelihood methods are used to constrain a prior model for transient displacements in this region. The temporal covariance of our prior model is described by a compact Wendland covariance function, which significantly reduces the computational burden that can be associated with GPR. Our results reveal the spatial and temporal evolution of strain from slow slip events. We verify that the transient strain estimated with GPR is in fact geophysical signal by comparing it to the seismic tremor that is associated with Pacific Northwest slow slip events.

Global estimation of long-term persistence in annual river runoff

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Regression analysis for bivariate gap time with missing first gap time data.

PubMed

Huang, Chia-Hui; Chen, Yi-Hau

2017-01-01

We consider ordered bivariate gap time while data on the first gap time are unobservable. This study is motivated by the HIV infection and AIDS study, where the initial HIV contracting time is unavailable, but the diagnosis times for HIV and AIDS are available. We are interested in studying the risk factors for the gap time between initial HIV contraction and HIV diagnosis, and gap time between HIV and AIDS diagnoses. Besides, the association between the two gap times is also of interest. Accordingly, in the data analysis we are faced with two-fold complexity, namely data on the first gap time is completely missing, and the second gap time is subject to induced informative censoring due to dependence between the two gap times. We propose a modeling framework for regression analysis of bivariate gap time under the complexity of the data. The estimating equations for the covariate effects on, as well as the association between, the two gap times are derived through maximum likelihood and suitable counting processes. Large sample properties of the resulting estimators are developed by martingale theory. Simulations are performed to examine the performance of the proposed analysis procedure. An application of data from the HIV and AIDS study mentioned above is reported for illustration.

Genetic parameters for test day milk yields of first lactation Holstein cows by random regression models.

PubMed

de Melo, C M R; Packer, I U; Costa, C N; Machado, P F

2007-03-01

Covariance components for test day milk yield using 263 390 first lactation records of 32 448 Holstein cows were estimated using random regression animal models by restricted maximum likelihood. Three functions were used to adjust the lactation curve: the five-parameter logarithmic Ali and Schaeffer function (AS), the three-parameter exponential Wilmink function in its standard form (W) and in a modified form (W*), by reducing the range of covariate, and the combination of Legendre polynomial and W (LEG+W). Heterogeneous residual variance (RV) for different classes (4 and 29) of days in milk was considered in adjusting the functions. Estimates of RV were quite similar, rating from 4.15 to 5.29 kg2. Heritability estimates for AS (0.29 to 0.42), LEG+W (0.28 to 0.42) and W* (0.33 to 0.40) were similar, but heritability estimates used W (0.25 to 0.65) were highest than those estimated by the other functions, particularly at the end of lactation. Genetic correlations between milk yield on consecutive test days were close to unity, but decreased as the interval between test days increased. The AS function with homogeneous RV model had the best fit among those evaluated.

Self-Reported Ethnicity and Genetic Ancestry in Relation to Oral Cancer and Pre-Cancer in Puerto Rico

PubMed Central

Erdei, Esther; Sheng, Huiping; Maestas, Erika; Mackey, Amanda; White, Kirsten A.; Li, Lin; Dong, Yan; Taylor, Justin; Berwick, Marianne; Morse, Douglas E.

2011-01-01

Background Hispanics are known to be an extremely diverse and genetically admixed ethnic group. The lack of methodologies to control for ethnicity and the unknown admixture in complex study populations of Hispanics has left a gap in understanding certain cancer disparity issues. Incidence rates for oral and pharyngeal cancer (OPC) in Puerto Rico are among the highest in the Western Hemisphere. We conducted an epidemiological study to examine risk and protective factors, in addition to possible genetic susceptibility components, for oral cancer and precancer in Puerto Rico. Methodology/Principal Findings We recruited 310 Puerto Rico residents who had been diagnosed with either an incident oral squamous cell carcinoma, oral precancer, or benign oral condition. Participants completed an in-person interview and contributed buccal cells for DNA extraction. ABI Biosystem Taqman™ primer sets were used for genotyping 12 ancestry informative markers (AIMs). Ancestral group estimates were generated using maximum likelihood estimation software (LEADMIX), and additional principal component analysis was carried out to detect population substructures. We used unconditional logistic regression to assess the contribution of ancestry to the risk of being diagnosed with either an oral cancer or precancer while controlling for other potential confounders. The maximum likelihood estimates showed that study participants had a group average ancestry contribution of 69.9% European, 24.5% African, and 5.7% detectable Native American. The African and Indigenous American group estimates were significantly higher than anticipated. Neither self-identified ethnicity nor ancestry markers showed any significant associations with oral cancer/precancer risk in our study. Conclusions/Significance The application of ancestry informative markers (AIMs), specifically designed for Hispanics, suggests no hidden population substructure is present based on our sampling and provides a viable approach for the evaluation and control of ancestry in future studies involving Hispanic populations. PMID:21897864

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

Proportion estimation using prior cluster purities

NASA Technical Reports Server (NTRS)

Terrell, G. R. (Principal Investigator)

1980-01-01

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

Glutamate receptor-channel gating. Maximum likelihood analysis of gigaohm seal recordings from locust muscle.

PubMed Central

Bates, S E; Sansom, M S; Ball, F G; Ramsey, R L; Usherwood, P N

1990-01-01

Gigaohm recordings have been made from glutamate receptor channels in excised, outside-out patches of collagenase-treated locust muscle membrane. The channels in the excised patches exhibit the kinetic state switching first seen in megaohm recordings from intact muscle fibers. Analysis of channel dwell time distributions reveals that the gating mechanism contains at least four open states and at least four closed states. Dwell time autocorrelation function analysis shows that there are at least three gateways linking the open states of the channel with the closed states. A maximum likelihood procedure has been used to fit six different gating models to the single channel data. Of these models, a cooperative model yields the best fit, and accurately predicts most features of the observed channel gating kinetics. PMID:1696510

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.

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

PubMed

Gil, Manuel

2014-01-01

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

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

PubMed Central

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

Development of advanced techniques for rotorcraft state estimation and parameter identification

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

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.

A baseline-free procedure for transformation models under interval censorship.

PubMed

Gu, Ming Gao; Sun, Liuquan; Zuo, Guoxin

2005-12-01

An important property of Cox regression model is that the estimation of regression parameters using the partial likelihood procedure does not depend on its baseline survival function. We call such a procedure baseline-free. Using marginal likelihood, we show that an baseline-free procedure can be derived for a class of general transformation models under interval censoring framework. The baseline-free procedure results a simplified and stable computation algorithm for some complicated and important semiparametric models, such as frailty models and heteroscedastic hazard/rank regression models, where the estimation procedures so far available involve estimation of the infinite dimensional baseline function. A detailed computational algorithm using Markov Chain Monte Carlo stochastic approximation is presented. The proposed procedure is demonstrated through extensive simulation studies, showing the validity of asymptotic consistency and normality. We also illustrate the procedure with a real data set from a study of breast cancer. A heuristic argument showing that the score function is a mean zero martingale is provided.

Iterative Procedures for Exact Maximum Likelihood Estimation in the First-Order Gaussian Moving Average Model

DTIC Science & Technology

1990-11-01

1 = Q- 1 - 1 QlaaQ- 1.1 + a’Q-1a This is a simple case of a general formula called Woodbury’s formula by some authors; see, for example, Phadke and...1 2. The First-Order Moving Average Model ..... .................. 3. Some Approaches to the Iterative...the approximate likelihood function in some time series models. Useful suggestions have been the Cholesky decomposition of the covariance matrix and

Postincident Support for Healthcare Workers Experiencing Occupational Violence and Aggression.

PubMed

Shea, Tracey; Cooper, Brian; De Cieri, Helen; Sheehan, Cathy; Donohue, Ross; Lindsay, Sarah

2018-05-10

To investigate the relative contributions of workplace type, occupational violence and aggression (OVA) strategies and interventions along with perceptions of the occupational health and safety (OHS) environment on the likelihood of receiving postincident support following the experience of OVA. We used a cross-sectional study design with an online survey to collect data from employees in nursing and midwifery in Victoria, Australia. Survey data collected from 3,072 members of the Australian Nursing and Midwifery Federation (Victorian branch) were analyzed using logistic regression. Of the 3,072 respondents who had experienced OVA in the preceding 12 months, 1,287 (42%) reported that they had received postincident support. Hierarchical logistic regression revealed that the OHS environment was the dominant factor that predicted the likelihood of workers receiving postincident support. Working in a positive OHS environment characterized by higher levels of leading indicators of OHS, prioritization of OHS, supervisor support for safety, and team psychological safety was the stronger predictor of postincident support. Being employed in a workplace that offered training in the management and prevention of OVA also increased the likelihood of receiving postincident support. While training in the management and prevention of OVA contributed to the likelihood of receiving postincident support, a greater emphasis on the OHS environment was more important in predicting the likelihood that workers received support. This study identifies workplace practices that facilitate the provision of postincident support for healthcare workers. Facilitating effective postincident support could improve outcomes for workers, their patients and workplaces, and society in general. © 2018 Sigma Theta Tau International.

Estimating population diversity with CatchAll

PubMed Central

Bunge, John; Woodard, Linda; Böhning, Dankmar; Foster, James A.; Connolly, Sean; Allen, Heather K.

2012-01-01

Motivation: The massive data produced by next-generation sequencing require advanced statistical tools. We address estimating the total diversity or species richness in a population. To date, only relatively simple methods have been implemented in available software. There is a need for software employing modern, computationally intensive statistical analyses including error, goodness-of-fit and robustness assessments. Results: We present CatchAll, a fast, easy-to-use, platform-independent program that computes maximum likelihood estimates for finite-mixture models, weighted linear regression-based analyses and coverage-based non-parametric methods, along with outlier diagnostics. Given sample ‘frequency count’ data, CatchAll computes 12 different diversity estimates and applies a model-selection algorithm. CatchAll also derives discounted diversity estimates to adjust for possibly uncertain low-frequency counts. It is accompanied by an Excel-based graphics program. Availability: Free executable downloads for Linux, Windows and Mac OS, with manual and source code, at www.northeastern.edu/catchall. Contact: jab18@cornell.edu PMID:22333246

“Connectedness to Nature Scale”: Validity and Reliability in the French Context

PubMed Central

Navarro, Oscar; Olivos, Pablo; Fleury-Bahi, Ghozlane

2017-01-01

Connectedness to nature represents the relationship of the self with the natural environment and has been operationalized using different scales. One of the most systematically studied in the Anglo-Saxon context is the Connectedness to Nature Scale (CNS). In an attempt to study the psychometric properties of this instrument in a French-speaking context, three studies (Study 1 n = 204, Study 2 n = 153, and Study 3 n = 322) were carried out in France to provide evidence of the internal consistency of the CNS, as well as its convergent, discriminant, and predictive validity. Moreover, as anticipated, positive correlations between the CNS and the environmental identity and environmental concerns scales were observed. Based on factorial analyses of maximum likelihood and reliability, an improvement in the psychometric properties was identified by eliminating three items. Through confirmatory factor analysis, the factorial structure and the psychometric properties of the CNS French version were confirmed, as well as their significate regression prediction on eudaimonic wellbeing. PMID:29312052

Identification of internal properties of fibers and micro-swimmers

NASA Astrophysics Data System (ADS)

Plouraboue, Franck; Thiam, Ibrahima; Delmotte, Blaise; Climent, Eric; PSC Collaboration

2016-11-01

In this presentation we discuss the identifiability of constitutive parameters of passive or active micro-swimmers. We first present a general framework for describing fibers or micro-swimmers using a bead-model description. Using a kinematic constraint formulation to describe fibers, flagellum or cilia, we find explicit linear relationship between elastic constitutive parameters and generalised velocities from computing contact forces. This linear formulation then permits to address explicitly identifiability conditions and solve for parameter identification. We show that both active forcing and passive parameters are both identifiable independently but not simultaneously. We also provide unbiased estimators for elastic parameters as well as active ones in the presence of Langevin-like forcing with Gaussian noise using normal linear regression models and maximum likelihood method. These theoretical results are illustrated in various configurations of relaxed or actuated passives fibers, and active filament of known passive properties, showing the efficiency of the proposed approach for direct parameter identification. The convergence of the proposed estimators is successfully tested numerically.

Assessing performance and validating finite element simulations using probabilistic knowledge

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

Dolin, Ronald M.; Rodriguez, E. A.

Two probabilistic approaches for assessing performance are presented. The first approach assesses probability of failure by simultaneously modeling all likely events. The probability each event causes failure along with the event's likelihood of occurrence contribute to the overall probability of failure. The second assessment method is based on stochastic sampling using an influence diagram. Latin-hypercube sampling is used to stochastically assess events. The overall probability of failure is taken as the maximum probability of failure of all the events. The Likelihood of Occurrence simulation suggests failure does not occur while the Stochastic Sampling approach predicts failure. The Likelihood of Occurrencemore » results are used to validate finite element predictions.« less

Self-stigma of seeking treatment and being male predict an increased likelihood of having an undiagnosed eating disorder.

PubMed

Griffiths, Scott; Mond, Jonathan M; Li, Zhicheng; Gunatilake, Sanduni; Murray, Stuart B; Sheffield, Jeanie; Touyz, Stephen

2015-09-01

To examine whether self-stigma of seeking psychological help and being male would be associated with an increased likelihood of having an undiagnosed eating disorder. A multi-national sample of 360 individuals with diagnosed eating disorders and 125 individuals with undiagnosed eating disorders were recruited. Logistic regression was used to identify variables affecting the likelihood of having an undiagnosed eating disorder, including sex, self-stigma of seeking psychological help, and perceived stigma of having a mental illness, controlling for a broad range of covariates. Being male and reporting greater self-stigma of seeking psychological help was independently associated with an increased likelihood of being undiagnosed. Further, the association between self-stigma of seeking psychological help and increased likelihood of being undiagnosed was significantly stronger for males than for females. Perceived stigma associated with help-seeking may be a salient barrier to treatment for eating disorders-particularly among male sufferers. © 2015 Wiley Periodicals, Inc.