A Solution to Separation and Multicollinearity in Multiple Logistic Regression

PubMed Central

Shen, Jianzhao; Gao, Sujuan

2010-01-01

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

A Solution to Separation and Multicollinearity in Multiple Logistic Regression.

PubMed

Shen, Jianzhao; Gao, Sujuan

2008-10-01

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

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

PubMed

Basu, Anirban; Manca, Andrea

2012-01-01

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

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.

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.

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.

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.

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

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.

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.

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.

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.

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.

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.

A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior

DOE PAGES

Ye, Xin; Garikapati, Venu M.; You, Daehyun; ...

2017-11-08

Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less

A practical method to test the validity of the standard Gumbel distribution in logit-based multinomial choice models of travel behavior

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

Ye, Xin; Garikapati, Venu M.; You, Daehyun

Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less

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

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

NASA Astrophysics Data System (ADS)

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

2012-05-01

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

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 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

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...

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.

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.

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.

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.

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.

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.

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.

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.

Pearson-type goodness-of-fit test with bootstrap maximum likelihood estimation.

PubMed

Yin, Guosheng; Ma, Yanyuan

2013-01-01

The Pearson test statistic is constructed by partitioning the data into bins and computing the difference between the observed and expected counts in these bins. If the maximum likelihood estimator (MLE) of the original data is used, the statistic generally does not follow a chi-squared distribution or any explicit distribution. We propose a bootstrap-based modification of the Pearson test statistic to recover the chi-squared distribution. We compute the observed and expected counts in the partitioned bins by using the MLE obtained from a bootstrap sample. This bootstrap-sample MLE adjusts exactly the right amount of randomness to the test statistic, and recovers the chi-squared distribution. The bootstrap chi-squared test is easy to implement, as it only requires fitting exactly the same model to the bootstrap data to obtain the corresponding MLE, and then constructs the bin counts based on the original data. We examine the test size and power of the new model diagnostic procedure using simulation studies and illustrate it with a real data set.

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.

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

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.

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.

Estimation and Testing of Partial Covariances, Correlations, and Regression Weights Using Maximum Likelihood Factor Analysis.

ERIC Educational Resources Information Center

And Others; Werts, Charles E.

1979-01-01

It is shown how partial covariance, part and partial correlation, and regression weights can be estimated and tested for significance by means of a factor analytic model. Comparable partial covariance, correlations, and regression weights have identical significance tests. (Author)

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.

Zero-inflated Poisson model based likelihood ratio test for drug safety signal detection.

PubMed

Huang, Lan; Zheng, Dan; Zalkikar, Jyoti; Tiwari, Ram

2017-02-01

In recent decades, numerous methods have been developed for data mining of large drug safety databases, such as Food and Drug Administration's (FDA's) Adverse Event Reporting System, where data matrices are formed by drugs such as columns and adverse events as rows. Often, a large number of cells in these data matrices have zero cell counts and some of them are "true zeros" indicating that the drug-adverse event pairs cannot occur, and these zero counts are distinguished from the other zero counts that are modeled zero counts and simply indicate that the drug-adverse event pairs have not occurred yet or have not been reported yet. In this paper, a zero-inflated Poisson model based likelihood ratio test method is proposed to identify drug-adverse event pairs that have disproportionately high reporting rates, which are also called signals. The maximum likelihood estimates of the model parameters of zero-inflated Poisson model based likelihood ratio test are obtained using the expectation and maximization algorithm. The zero-inflated Poisson model based likelihood ratio test is also modified to handle the stratified analyses for binary and categorical covariates (e.g. gender and age) in the data. The proposed zero-inflated Poisson model based likelihood ratio test method is shown to asymptotically control the type I error and false discovery rate, and its finite sample performance for signal detection is evaluated through a simulation study. The simulation results show that the zero-inflated Poisson model based likelihood ratio test method performs similar to Poisson model based likelihood ratio test method when the estimated percentage of true zeros in the database is small. Both the zero-inflated Poisson model based likelihood ratio test and likelihood ratio test methods are applied to six selected drugs, from the 2006 to 2011 Adverse Event Reporting System database, with varying percentages of observed zero-count cells.

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.

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...

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.

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.

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

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.

EVALUATION OF A NEW MEAN SCALED AND MOMENT ADJUSTED TEST STATISTIC FOR SEM.

PubMed

Tong, Xiaoxiao; Bentler, Peter M

2013-01-01

Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and two well-known robust test statistics. A modification to the Satorra-Bentler scaled statistic is developed for the condition that sample size is smaller than degrees of freedom. The behavior of the four test statistics is evaluated with a Monte Carlo confirmatory factor analysis study that varies seven sample sizes and three distributional conditions obtained using Headrick's fifth-order transformation to nonnormality. The new statistic performs badly in most conditions except under the normal distribution. The goodness-of-fit χ(2) test based on maximum-likelihood estimation performed well under normal distributions as well as under a condition of asymptotic robustness. The Satorra-Bentler scaled test statistic performed best overall, while the mean scaled and variance adjusted test statistic outperformed the others at small and moderate sample sizes under certain distributional conditions.

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.

A Statistical Test for Comparing Nonnested Covariance Structure Models.

ERIC Educational Resources Information Center

Levy, Roy; Hancock, Gregory R.

While statistical procedures are well known for comparing hierarchically related (nested) covariance structure models, statistical tests for comparing nonhierarchically related (nonnested) models have proven more elusive. While isolated attempts have been made, none exists within the commonly used maximum likelihood estimation framework, thereby…

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.

PREDICTING CHRONIC LETHALITY OF CHEMICALS TO FISHES FROM ACUTE TOXICITY TEST DATA: THEORY OF ACCELERATED LIFE TESTING

EPA Science Inventory

A method for modeling aquatic toxicity date based on the theory of accelerated life testing and a procedure for maximum likelihood fitting the proposed model is presented. he procedure is computerized as software, which can predict chronic lethality of chemicals using data from a...

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.

A likelihood ratio test for evolutionary rate shifts and functional divergence among proteins

PubMed Central

Knudsen, Bjarne; Miyamoto, Michael M.

2001-01-01

Changes in protein function can lead to changes in the selection acting on specific residues. This can often be detected as evolutionary rate changes at the sites in question. A maximum-likelihood method for detecting evolutionary rate shifts at specific protein positions is presented. The method determines significance values of the rate differences to give a sound statistical foundation for the conclusions drawn from the analyses. A statistical test for detecting slowly evolving sites is also described. The methods are applied to a set of Myc proteins for the identification of both conserved sites and those with changing evolutionary rates. Those positions with conserved and changing rates are related to the structures and functions of their proteins. The results are compared with an earlier Bayesian method, thereby highlighting the advantages of the new likelihood ratio tests. PMID:11734650

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.

L.U.St: a tool for approximated maximum likelihood supertree reconstruction.

PubMed

Akanni, Wasiu A; Creevey, Christopher J; Wilkinson, Mark; Pisani, Davide

2014-06-12

Supertrees combine disparate, partially overlapping trees to generate a synthesis that provides a high level perspective that cannot be attained from the inspection of individual phylogenies. Supertrees can be seen as meta-analytical tools that can be used to make inferences based on results of previous scientific studies. Their meta-analytical application has increased in popularity since it was realised that the power of statistical tests for the study of evolutionary trends critically depends on the use of taxon-dense phylogenies. Further to that, supertrees have found applications in phylogenomics where they are used to combine gene trees and recover species phylogenies based on genome-scale data sets. Here, we present the L.U.St package, a python tool for approximate maximum likelihood supertree inference and illustrate its application using a genomic data set for the placental mammals. L.U.St allows the calculation of the approximate likelihood of a supertree, given a set of input trees, performs heuristic searches to look for the supertree of highest likelihood, and performs statistical tests of two or more supertrees. To this end, L.U.St implements a winning sites test allowing ranking of a collection of a-priori selected hypotheses, given as a collection of input supertree topologies. It also outputs a file of input-tree-wise likelihood scores that can be used as input to CONSEL for calculation of standard tests of two trees (e.g. Kishino-Hasegawa, Shimidoara-Hasegawa and Approximately Unbiased tests). This is the first fully parametric implementation of a supertree method, it has clearly understood properties, and provides several advantages over currently available supertree approaches. It is easy to implement and works on any platform that has python installed. bitBucket page - https://afro-juju@bitbucket.org/afro-juju/l.u.st.git. Davide.Pisani@bristol.ac.uk.

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

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

NASA Technical Reports Server (NTRS)

Kalson, S.; Dolinar, S. J.

1986-01-01

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

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

Treesearch

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

1999-01-01

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

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.

Univariate and Bivariate Loglinear Models for Discrete Test Score Distributions.

ERIC Educational Resources Information Center

Holland, Paul W.; Thayer, Dorothy T.

2000-01-01

Applied the theory of exponential families of distributions to the problem of fitting the univariate histograms and discrete bivariate frequency distributions that often arise in the analysis of test scores. Considers efficient computation of the maximum likelihood estimates of the parameters using Newton's Method and computationally efficient…

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.

The Use of Time Series Analysis and t Tests with Serially Correlated Data Tests.

ERIC Educational Resources Information Center

Nicolich, Mark J.; Weinstein, Carol S.

1981-01-01

Results of three methods of analysis applied to simulated autocorrelated data sets with an intervention point (varying in autocorrelation degree, variance of error term, and magnitude of intervention effect) are compared and presented. The three methods are: t tests; maximum likelihood Box-Jenkins (ARIMA); and Bayesian Box Jenkins. (Author/AEF)

Lord's Wald Test for Detecting Dif in Multidimensional Irt Models: A Comparison of Two Estimation Approaches

ERIC Educational Resources Information Center

Lee, Soo; Suh, Youngsuk

2018-01-01

Lord's Wald test for differential item functioning (DIF) has not been studied extensively in the context of the multidimensional item response theory (MIRT) framework. In this article, Lord's Wald test was implemented using two estimation approaches, marginal maximum likelihood estimation and Bayesian Markov chain Monte Carlo estimation, to detect…

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.

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.

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.

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.

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.

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

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.

A Bootstrap Generalization of Modified Parallel Analysis for IRT Dimensionality Assessment

ERIC Educational Resources Information Center

Finch, Holmes; Monahan, Patrick

2008-01-01

This article introduces a bootstrap generalization to the Modified Parallel Analysis (MPA) method of test dimensionality assessment using factor analysis. This methodology, based on the use of Marginal Maximum Likelihood nonlinear factor analysis, provides for the calculation of a test statistic based on a parametric bootstrap using the MPA…

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

NASA Technical Reports Server (NTRS)

Molusis, J. A.

1982-01-01

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

A Confirmatory Factor Analysis of the California Verbal Learning Test-Second Edition (CVLT-II) in the Standardization Sample

ERIC Educational Resources Information Center

Donders, Jacobus

2008-01-01

The purpose of this study is to determine the latent structure of the California Verbal Learning Test-Second Edition (CVLT-II; Delis, Kramer, Kaplan, & Ober, 2000) at three different age levels, using the standardization sample. Maximum likelihood confirmatory factor analyses are performed to test four competing hypothetical models for fit and…

Construct Validity of the California Verbal Learning Test--Children's Version (CVLT-C) after Pediatric Traumatic Brain Injury

ERIC Educational Resources Information Center

Mottram, Lisa; Donders, Jacobus

2005-01-01

The purpose of this study was to determine the latent structure of the California Verbal Learning Test--Children's Version (CVLT-C; D. Delis, J. Kramer, E.Kaplan, & B. Ober, 1994) in a sample of 175 children with traumatic brain injury (TBI). Maximum-likelihood confirmatory factor analyses were performed to test 6 competing hypothetical models…

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.

Psychometric Properties of IRT Proficiency Estimates

ERIC Educational Resources Information Center

Kolen, Michael J.; Tong, Ye

2010-01-01

Psychometric properties of item response theory proficiency estimates are considered in this paper. Proficiency estimators based on summed scores and pattern scores include non-Bayes maximum likelihood and test characteristic curve estimators and Bayesian estimators. The psychometric properties investigated include reliability, conditional…

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.

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.

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…

Effects of Content Balancing and Item Selection Method on Ability Estimation in Computerized Adaptive Tests

ERIC Educational Resources Information Center

Sahin, Alper; Ozbasi, Durmus

2017-01-01

Purpose: This study aims to reveal effects of content balancing and item selection method on ability estimation in computerized adaptive tests by comparing Fisher's maximum information (FMI) and likelihood weighted information (LWI) methods. Research Methods: Four groups of examinees (250, 500, 750, 1000) and a bank of 500 items with 10 different…

Evaluation of a New Mean Scaled and Moment Adjusted Test Statistic for SEM

ERIC Educational Resources Information Center

Tong, Xiaoxiao; Bentler, Peter M.

2013-01-01

Recently a new mean scaled and skewness adjusted test statistic was developed for evaluating structural equation models in small samples and with potentially nonnormal data, but this statistic has received only limited evaluation. The performance of this statistic is compared to normal theory maximum likelihood and 2 well-known robust test…

Joint maximum-likelihood magnitudes of presumed underground nuclear test explosions

NASA Astrophysics Data System (ADS)

Peacock, Sheila; Douglas, Alan; Bowers, David

2017-08-01

Body-wave magnitudes (mb) of 606 seismic disturbances caused by presumed underground nuclear test explosions at specific test sites between 1964 and 1996 have been derived from station amplitudes collected by the International Seismological Centre (ISC), by a joint inversion for mb and station-specific magnitude corrections. A maximum-likelihood method was used to reduce the upward bias of network mean magnitudes caused by data censoring, where arrivals at stations that do not report arrivals are assumed to be hidden by the ambient noise at the time. Threshold noise levels at each station were derived from the ISC amplitudes using the method of Kelly and Lacoss, which fits to the observed magnitude-frequency distribution a Gutenberg-Richter exponential decay truncated at low magnitudes by an error function representing the low-magnitude threshold of the station. The joint maximum-likelihood inversion is applied to arrivals from the sites: Semipalatinsk (Kazakhstan) and Novaya Zemlya, former Soviet Union; Singer (Lop Nor), China; Mururoa and Fangataufa, French Polynesia; and Nevada, USA. At sites where eight or more arrivals could be used to derive magnitudes and station terms for 25 or more explosions (Nevada, Semipalatinsk and Mururoa), the resulting magnitudes and station terms were fixed and a second inversion carried out to derive magnitudes for additional explosions with three or more arrivals. 93 more magnitudes were thus derived. During processing for station thresholds, many stations were rejected for sparsity of data, obvious errors in reported amplitude, or great departure of the reported amplitude-frequency distribution from the expected left-truncated exponential decay. Abrupt changes in monthly mean amplitude at a station apparently coincide with changes in recording equipment and/or analysis method at the station.

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…

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

PubMed

Guo, Beibei; Yuan, Ying

2017-06-01

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

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.

Programmer's manual for MMLE3, a general FORTRAN program for maximum likelihood parameter estimation

NASA Technical Reports Server (NTRS)

Maine, R. E.

1981-01-01

The MMLE3 is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program. The implementation of the program on specific computer systems is discussed. The structure of the program is diagrammed, and the function and operation of individual routines is described. Complete listings and reference maps of the routines are included on microfiche as a supplement. Four test cases are discussed; listings of the input cards and program output for the test cases are included on microfiche as a supplement.

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

NASA Astrophysics Data System (ADS)

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

2014-08-01

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

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.

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.

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

PubMed

Mütze, Tobias; Munk, Axel; Friede, Tim

2016-02-20

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

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.

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.

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…

Statistical inference based on the nonparametric maximum likelihood estimator under double-truncation.

PubMed

Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi

2015-07-01

Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.

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

NASA Technical Reports Server (NTRS)

1979-01-01

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

Maximum likelihood: Extracting unbiased information from complex networks

NASA Astrophysics Data System (ADS)

Garlaschelli, Diego; Loffredo, Maria I.

2008-07-01

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

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

PubMed

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

2017-03-01

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

Automation and Evaluation of the SOWH Test with SOWHAT.

PubMed

Church, Samuel H; Ryan, Joseph F; Dunn, Casey W

2015-11-01

The Swofford-Olsen-Waddell-Hillis (SOWH) test evaluates statistical support for incongruent phylogenetic topologies. It is commonly applied to determine if the maximum likelihood tree in a phylogenetic analysis is significantly different than an alternative hypothesis. The SOWH test compares the observed difference in log-likelihood between two topologies to a null distribution of differences in log-likelihood generated by parametric resampling. The test is a well-established phylogenetic method for topology testing, but it is sensitive to model misspecification, it is computationally burdensome to perform, and its implementation requires the investigator to make several decisions that each have the potential to affect the outcome of the test. We analyzed the effects of multiple factors using seven data sets to which the SOWH test was previously applied. These factors include a number of sample replicates, likelihood software, the introduction of gaps to simulated data, the use of distinct models of evolution for data simulation and likelihood inference, and a suggested test correction wherein an unresolved "zero-constrained" tree is used to simulate sequence data. To facilitate these analyses and future applications of the SOWH test, we wrote SOWHAT, a program that automates the SOWH test. We find that inadequate bootstrap sampling can change the outcome of the SOWH test. The results also show that using a zero-constrained tree for data simulation can result in a wider null distribution and higher p-values, but does not change the outcome of the SOWH test for most of the data sets tested here. These results will help others implement and evaluate the SOWH test and allow us to provide recommendations for future applications of the SOWH test. SOWHAT is available for download from https://github.com/josephryan/SOWHAT. © The Author(s) 2015. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

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

NASA Technical Reports Server (NTRS)

Mehra, Raman K.

1991-01-01

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

Estimating the Parameters of the Beta-Binomial Distribution.

ERIC Educational Resources Information Center

Wilcox, Rand R.

1979-01-01

For some situations the beta-binomial distribution might be used to describe the marginal distribution of test scores for a particular population of examinees. Several different methods of approximating the maximum likelihood estimate were investigated, and it was found that the Newton-Raphson method should be used when it yields admissable…

ATAC Autocuer Modeling Analysis.

DTIC Science & Technology

1981-01-01

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

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

PubMed

Campos-Filho, N; Franco, E L

1989-02-01

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

The Maximum Likelihood Solution for Inclination-only Data

NASA Astrophysics Data System (ADS)

Arason, P.; Levi, S.

2006-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

A 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.

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)

Recreating a functional ancestral archosaur visual pigment.

PubMed

Chang, Belinda S W; Jönsson, Karolina; Kazmi, Manija A; Donoghue, Michael J; Sakmar, Thomas P

2002-09-01

The ancestors of the archosaurs, a major branch of the diapsid reptiles, originated more than 240 MYA near the dawn of the Triassic Period. We used maximum likelihood phylogenetic ancestral reconstruction methods and explored different models of evolution for inferring the amino acid sequence of a putative ancestral archosaur visual pigment. Three different types of maximum likelihood models were used: nucleotide-based, amino acid-based, and codon-based models. Where possible, within each type of model, likelihood ratio tests were used to determine which model best fit the data. Ancestral reconstructions of the ancestral archosaur node using the best-fitting models of each type were found to be in agreement, except for three amino acid residues at which one reconstruction differed from the other two. To determine if these ancestral pigments would be functionally active, the corresponding genes were chemically synthesized and then expressed in a mammalian cell line in tissue culture. The expressed artificial genes were all found to bind to 11-cis-retinal to yield stable photoactive pigments with lambda(max) values of about 508 nm, which is slightly redshifted relative to that of extant vertebrate pigments. The ancestral archosaur pigments also activated the retinal G protein transducin, as measured in a fluorescence assay. Our results show that ancestral genes from ancient organisms can be reconstructed de novo and tested for function using a combination of phylogenetic and biochemical methods.

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.

Framework for adaptive multiscale analysis of nonhomogeneous point processes.

PubMed

Helgason, Hannes; Bartroff, Jay; Abry, Patrice

2011-01-01

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

Load estimator (LOADEST): a FORTRAN program for estimating constituent loads in streams and rivers

USGS Publications Warehouse

Runkel, Robert L.; Crawford, Charles G.; Cohn, Timothy A.

2004-01-01

LOAD ESTimator (LOADEST) is a FORTRAN program for estimating constituent loads in streams and rivers. Given a time series of streamflow, additional data variables, and constituent concentration, LOADEST assists the user in developing a regression model for the estimation of constituent load (calibration). Explanatory variables within the regression model include various functions of streamflow, decimal time, and additional user-specified data variables. The formulated regression model then is used to estimate loads over a user-specified time interval (estimation). Mean load estimates, standard errors, and 95 percent confidence intervals are developed on a monthly and(or) seasonal basis. The calibration and estimation procedures within LOADEST are based on three statistical estimation methods. The first two methods, Adjusted Maximum Likelihood Estimation (AMLE) and Maximum Likelihood Estimation (MLE), are appropriate when the calibration model errors (residuals) are normally distributed. Of the two, AMLE is the method of choice when the calibration data set (time series of streamflow, additional data variables, and concentration) contains censored data. The third method, Least Absolute Deviation (LAD), is an alternative to maximum likelihood estimation when the residuals are not normally distributed. LOADEST output includes diagnostic tests and warnings to assist the user in determining the appropriate estimation method and in interpreting the estimated loads. This report describes the development and application of LOADEST. Sections of the report describe estimation theory, input/output specifications, sample applications, and installation instructions.

[Implication of inverse-probability weighting method in the evaluation of diagnostic test with verification bias].

PubMed

Kang, Leni; Zhang, Shaokai; Zhao, Fanghui; Qiao, Youlin

2014-03-01

To evaluate and adjust the verification bias existed in the screening or diagnostic tests. Inverse-probability weighting method was used to adjust the sensitivity and specificity of the diagnostic tests, with an example of cervical cancer screening used to introduce the Compare Tests package in R software which could be implemented. Sensitivity and specificity calculated from the traditional method and maximum likelihood estimation method were compared to the results from Inverse-probability weighting method in the random-sampled example. The true sensitivity and specificity of the HPV self-sampling test were 83.53% (95%CI:74.23-89.93)and 85.86% (95%CI: 84.23-87.36). In the analysis of data with randomly missing verification by gold standard, the sensitivity and specificity calculated by traditional method were 90.48% (95%CI:80.74-95.56)and 71.96% (95%CI:68.71-75.00), respectively. The adjusted sensitivity and specificity under the use of Inverse-probability weighting method were 82.25% (95% CI:63.11-92.62) and 85.80% (95% CI: 85.09-86.47), respectively, whereas they were 80.13% (95%CI:66.81-93.46)and 85.80% (95%CI: 84.20-87.41) under the maximum likelihood estimation method. The inverse-probability weighting method could effectively adjust the sensitivity and specificity of a diagnostic test when verification bias existed, especially when complex sampling appeared.

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.

Group Comparisons in the Presence of Missing Data Using Latent Variable Modeling Techniques

ERIC Educational Resources Information Center

Raykov, Tenko; Marcoulides, George A.

2010-01-01

A latent variable modeling approach for examining population similarities and differences in observed variable relationship and mean indexes in incomplete data sets is discussed. The method is based on the full information maximum likelihood procedure of model fitting and parameter estimation. The procedure can be employed to test group identities…

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

ERIC Educational Resources Information Center

Magis, David; Beland, Sebastien; Raiche, Gilles

2011-01-01

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

The Asymptotic Distribution of Ability Estimates: Beyond Dichotomous Items and Unidimensional IRT Models

ERIC Educational Resources Information Center

Sinharay, Sandip

2015-01-01

The maximum likelihood estimate (MLE) of the ability parameter of an item response theory model with known item parameters was proved to be asymptotically normally distributed under a set of regularity conditions for tests involving dichotomous items and a unidimensional ability parameter (Klauer, 1990; Lord, 1983). This article first considers…

Logistic Achievement Test Scaling and Equating with Fixed versus Estimated Lower Asymptotes.

ERIC Educational Resources Information Center

Phillips, S. E.

This study compared the lower asymptotes estimated by the maximum likelihood procedures of the LOGIST computer program with those obtained via application of the Norton methodology. The study also compared the equating results from the three-parameter logistic model with those obtained from the equipercentile, Rasch, and conditional…

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…

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…

Stability and control flight test results of the space transportation system's orbiter

NASA Technical Reports Server (NTRS)

Culp, M. A.; Cooke, D. R.

1982-01-01

Flight testing of the Space Shuttle Orbiter is in progress and current results of the post-flight aerodynamic analyses are discussed. The purpose of these analyses is to reduce the pre-flight aerodynamic uncertainties, thereby leading to operational certification of the Orbiter flight envelope relative to the integrated airframe and flight control system. Primary data reduction is accomplished with a well documented maximum likelihood system identification techniques.

Model-Based Clustering and Data Transformations for Gene Expression Data

DTIC Science & Technology

2001-04-30

transformation parameters, e.g. Andrews, Gnanadesikan , and Warner (1973). Aitchison tests: Aitchison (1986) tested three aspects of the data for...N in the Box-Cox transformation in Equation (5) is estimated by maximum likelihood using the observa- tions (Andrews, Gnanadesikan , and Warner 1973...Compositional Data. Chapman and Hall. Andrews, D. F., R. Gnanadesikan , and J. L. Warner (1973). Methods for assessing multivari- ate normality. In P. R

Important factors in the maximum likelihood analysis of flight test maneuvers

NASA Technical Reports Server (NTRS)

Iliff, K. W.; Maine, R. E.; Montgomery, T. D.

1979-01-01

The information presented is based on the experience in the past 12 years at the NASA Dryden Flight Research Center of estimating stability and control derivatives from over 3500 maneuvers from 32 aircraft. The overall approach to the analysis of dynamic flight test data is outlined. General requirements for data and instrumentation are discussed and several examples of the types of problems that may be encountered are presented.

Modifying high-order aeroelastic math model of a jet transport using maximum likelihood estimation

NASA Technical Reports Server (NTRS)

Anissipour, Amir A.; Benson, Russell A.

1989-01-01

The design of control laws to damp flexible structural modes requires accurate math models. Unlike the design of control laws for rigid body motion (e.g., where robust control is used to compensate for modeling inaccuracies), structural mode damping usually employs narrow band notch filters. In order to obtain the required accuracy in the math model, maximum likelihood estimation technique is employed to improve the accuracy of the math model using flight data. Presented here are all phases of this methodology: (1) pre-flight analysis (i.e., optimal input signal design for flight test, sensor location determination, model reduction technique, etc.), (2) data collection and preprocessing, and (3) post-flight analysis (i.e., estimation technique and model verification). In addition, a discussion is presented of the software tools used and the need for future study in this field.

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

PubMed

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

2005-01-01

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

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

PubMed Central

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

2010-01-01

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

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

DOE PAGES

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

2016-01-11

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

GASP: Gapped Ancestral Sequence Prediction for proteins

PubMed Central

Edwards, Richard J; Shields, Denis C

2004-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1979-01-01

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

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.

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

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...

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…

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

Treesearch

John Hogland; Nedret Billor; Nathaniel Anderson

2013-01-01

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

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

PubMed

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

2015-01-01

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

Phylogenetic evidence for cladogenetic polyploidization in land plants.

PubMed

Zhan, Shing H; Drori, Michal; Goldberg, Emma E; Otto, Sarah P; Mayrose, Itay

2016-07-01

Polyploidization is a common and recurring phenomenon in plants and is often thought to be a mechanism of "instant speciation". Whether polyploidization is associated with the formation of new species (cladogenesis) or simply occurs over time within a lineage (anagenesis), however, has never been assessed systematically. We tested this hypothesis using phylogenetic and karyotypic information from 235 plant genera (mostly angiosperms). We first constructed a large database of combined sequence and chromosome number data sets using an automated procedure. We then applied likelihood models (ClaSSE) that estimate the degree of synchronization between polyploidization and speciation events in maximum likelihood and Bayesian frameworks. Our maximum likelihood analysis indicated that 35 genera supported a model that includes cladogenetic transitions over a model with only anagenetic transitions, whereas three genera supported a model that incorporates anagenetic transitions over one with only cladogenetic transitions. Furthermore, the Bayesian analysis supported a preponderance of cladogenetic change in four genera but did not support a preponderance of anagenetic change in any genus. Overall, these phylogenetic analyses provide the first broad confirmation that polyploidization is temporally associated with speciation events, suggesting that it is indeed a major speciation mechanism in plants, at least in some genera. © 2016 Botanical Society of America.

GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation

PubMed Central

Li, Hong; Lu, Mingquan

2017-01-01

Spoofing attacks are threatening the global navigation satellite system (GNSS). The maximum likelihood estimation (MLE)-based positioning technique is a direct positioning method originally developed for multipath rejection and weak signal processing. We find this method also has a potential ability for GNSS anti-spoofing since a spoofing attack that misleads the positioning and timing result will cause distortion to the MLE cost function. Based on the method, an estimation-cancellation approach is presented to detect spoofing attacks and recover the navigation solution. A statistic is derived for spoofing detection with the principle of the generalized likelihood ratio test (GLRT). Then, the MLE cost function is decomposed to further validate whether the navigation solution obtained by MLE-based positioning is formed by consistent signals. Both formulae and simulations are provided to evaluate the anti-spoofing performance. Experiments with recordings in real GNSS spoofing scenarios are also performed to validate the practicability of the approach. Results show that the method works even when the code phase differences between the spoofing and authentic signals are much less than one code chip, which can improve the availability of GNSS service greatly under spoofing attacks. PMID:28665318

GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation.

PubMed

Wang, Fei; Li, Hong; Lu, Mingquan

2017-06-30

Spoofing attacks are threatening the global navigation satellite system (GNSS). The maximum likelihood estimation (MLE)-based positioning technique is a direct positioning method originally developed for multipath rejection and weak signal processing. We find this method also has a potential ability for GNSS anti-spoofing since a spoofing attack that misleads the positioning and timing result will cause distortion to the MLE cost function. Based on the method, an estimation-cancellation approach is presented to detect spoofing attacks and recover the navigation solution. A statistic is derived for spoofing detection with the principle of the generalized likelihood ratio test (GLRT). Then, the MLE cost function is decomposed to further validate whether the navigation solution obtained by MLE-based positioning is formed by consistent signals. Both formulae and simulations are provided to evaluate the anti-spoofing performance. Experiments with recordings in real GNSS spoofing scenarios are also performed to validate the practicability of the approach. Results show that the method works even when the code phase differences between the spoofing and authentic signals are much less than one code chip, which can improve the availability of GNSS service greatly under spoofing attacks.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

PubMed

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

2015-06-01

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

Maximum Likelihood Estimation with Emphasis on Aircraft Flight Data

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

Methods of extending crop signatures from one area to another

NASA Technical Reports Server (NTRS)

Minter, T. C. (Principal Investigator)

1979-01-01

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

A Maximum Likelihood Based Offline Estimation of Student Capabilities and Question Difficulties with Guessing

ERIC Educational Resources Information Center

Moothedath, Shana; Chaporkar, Prasanna; Belur, Madhu N.

2016-01-01

In recent years, the computerised adaptive test (CAT) has gained popularity over conventional exams in evaluating student capabilities with desired accuracy. However, the key limitation of CAT is that it requires a large pool of pre-calibrated questions. In the absence of such a pre-calibrated question bank, offline exams with uncalibrated…

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

ERIC Educational Resources Information Center

Galindo-Garre, Francisca; Vermunt, Jeroen K.

2004-01-01

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

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

ERIC Educational Resources Information Center

Doebler, Anna; Doebler, Philipp; Holling, Heinz

2013-01-01

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

Markov Chain Monte Carlo Estimation of Item Parameters for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Stark, Stephen; Chernyshenko, Oleksandr S.

2006-01-01

The authors present a Markov Chain Monte Carlo (MCMC) parameter estimation procedure for the generalized graded unfolding model (GGUM) and compare it to the marginal maximum likelihood (MML) approach implemented in the GGUM2000 computer program, using simulated and real personality data. In the simulation study, test length, number of response…

DSN telemetry system performance with convolutionally code data

NASA Technical Reports Server (NTRS)

Mulhall, B. D. L.; Benjauthrit, B.; Greenhall, C. A.; Kuma, D. M.; Lam, J. K.; Wong, J. S.; Urech, J.; Vit, L. D.

1975-01-01

The results obtained to date and the plans for future experiments for the DSN telemetry system were presented. The performance of the DSN telemetry system in decoding convolutionally coded data by both sequential and maximum likelihood techniques is being determined by testing at various deep space stations. The evaluation of performance models is also an objective of this activity.

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.

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

NASA Astrophysics Data System (ADS)

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

2015-02-01

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

Two stochastic models useful in petroleum exploration

NASA Technical Reports Server (NTRS)

Kaufman, G. M.; Bradley, P. G.

1972-01-01

A model of the petroleum exploration process that tests empirically the hypothesis that at an early stage in the exploration of a basin, the process behaves like sampling without replacement is proposed along with a model of the spatial distribution of petroleum reserviors that conforms to observed facts. In developing the model of discovery, the following topics are discussed: probabilitistic proportionality, likelihood function, and maximum likelihood estimation. In addition, the spatial model is described, which is defined as a stochastic process generating values of a sequence or random variables in a way that simulates the frequency distribution of areal extent, the geographic location, and shape of oil deposits

Maximum likelihood estimation for periodic autoregressive moving average models

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

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

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.

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

ERIC Educational Resources Information Center

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

2011-01-01

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

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

ERIC Educational Resources Information Center

Kelderman, Henk

1992-01-01

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

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…

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.

Testing the causality of Hawkes processes with time reversal

NASA Astrophysics Data System (ADS)

Cordi, Marcus; Challet, Damien; Muni Toke, Ioane

2018-03-01

We show that univariate and symmetric multivariate Hawkes processes are only weakly causal: the true log-likelihoods of real and reversed event time vectors are almost equal, thus parameter estimation via maximum likelihood only weakly depends on the direction of the arrow of time. In ideal (synthetic) conditions, tests of goodness of parametric fit unambiguously reject backward event times, which implies that inferring kernels from time-symmetric quantities, such as the autocovariance of the event rate, only rarely produce statistically significant fits. Finally, we find that fitting financial data with many-parameter kernels may yield significant fits for both arrows of time for the same event time vector, sometimes favouring the backward time direction. This goes to show that a significant fit of Hawkes processes to real data with flexible kernels does not imply a definite arrow of time unless one tests it.

Gaussian statistics of the cosmic microwave background: Correlation of temperature extrema in the COBE DMR two-year sky maps

NASA Technical Reports Server (NTRS)

Kogut, A.; Banday, A. J.; Bennett, C. L.; Hinshaw, G.; Lubin, P. M.; Smoot, G. F.

1995-01-01

We use the two-point correlation function of the extrema points (peaks and valleys) in the Cosmic Background Explorer (COBE) Differential Microwave Radiometers (DMR) 2 year sky maps as a test for non-Gaussian temperature distribution in the cosmic microwave background anisotropy. A maximum-likelihood analysis compares the DMR data to n = 1 toy models whose random-phase spherical harmonic components a(sub lm) are drawn from either Gaussian, chi-square, or log-normal parent populations. The likelihood of the 53 GHz (A+B)/2 data is greatest for the exact Gaussian model. There is less than 10% chance that the non-Gaussian models tested describe the DMR data, limited primarily by type II errors in the statistical inference. The extrema correlation function is a stronger test for this class of non-Gaussian models than topological statistics such as the genus.

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

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

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

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.

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)

Mortality table construction

NASA Astrophysics Data System (ADS)

Sutawanir

2015-12-01

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

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

PubMed Central

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

2008-01-01

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

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

PubMed

Prentice, R L

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

A New Lifetime Distribution with Bathtube and Unimodal Hazard Function

NASA Astrophysics Data System (ADS)

Barriga, Gladys D. C.; Louzada-Neto, Francisco; Cancho, Vicente G.

2008-11-01

In this paper we propose a new lifetime distribution which accommodate bathtub-shaped, unimodal, increasing and decreasing hazard function. Some special particular cases are derived, including the standard Weibull distribution. Maximum likelihood estimation is considered for estimate the tree parameters present in the model. The methodology is illustrated in a real data set on industrial devices on a lite test.

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

ERIC Educational Resources Information Center

Tsutakawa, Robert K.

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

Toward reconstructing the hyper-diverse radiation of ditrysian Lepidoptera (Insecta): initial evidence from 123 exemplars and 5 protein-coding nuclear genes

USDA-ARS?s Scientific Manuscript database

In the mega-diverse insect order Lepidoptera (butterflies and moths; 165,000 species total), 98% of the species fall in the clade Ditrysia, relationships within which are little understood. As the first step in a long-term study of ditrysian phylogeny, we tested the ability of maximum likelihood ana...

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

NASA Technical Reports Server (NTRS)

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

1973-01-01

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

Correcting for sequencing error in maximum likelihood phylogeny inference.

PubMed

Kuhner, Mary K; McGill, James

2014-11-04

Accurate phylogenies are critical to taxonomy as well as studies of speciation processes and other evolutionary patterns. Accurate branch lengths in phylogenies are critical for dating and rate measurements. Such accuracy may be jeopardized by unacknowledged sequencing error. We use simulated data to test a correction for DNA sequencing error in maximum likelihood phylogeny inference. Over a wide range of data polymorphism and true error rate, we found that correcting for sequencing error improves recovery of the branch lengths, even if the assumed error rate is up to twice the true error rate. Low error rates have little effect on recovery of the topology. When error is high, correction improves topological inference; however, when error is extremely high, using an assumed error rate greater than the true error rate leads to poor recovery of both topology and branch lengths. The error correction approach tested here was proposed in 2004 but has not been widely used, perhaps because researchers do not want to commit to an estimate of the error rate. This study shows that correction with an approximate error rate is generally preferable to ignoring the issue. Copyright © 2014 Kuhner and McGill.

Estimating unbiased magnitudes for the announced DPRK nuclear tests, 2006-2016

NASA Astrophysics Data System (ADS)

Peacock, Sheila; Bowers, David

2017-04-01

The seismic disturbances generated from the five (2006-2016) announced nuclear test explosions by the Democratic People's Republic of Korea (DPRK) are of moderate magnitude (body-wave magnitude mb 4-5) by global earthquake standards. An upward bias of network mean mb of low- to moderate-magnitude events is long established, and is caused by the censoring of readings from stations where the signal was below noise level at the time of the predicted arrival. This sampling bias can be overcome by maximum-likelihood methods using station thresholds at detecting (and non-detecting) stations. Bias in the mean mb can also be introduced by differences in the network of stations recording each explosion - this bias can reduced by using station corrections. We apply a maximum-likelihood (JML) inversion that jointly estimates station corrections and unbiased network mb for the five DPRK explosions recorded by the CTBTO International Monitoring Network (IMS) of seismic stations. The thresholds can either be directly measured from the noise preceding the observed signal, or determined by statistical analysis of bulletin amplitudes. The network mb of the first and smallest explosion is reduced significantly relative to the mean mb (to < 4.0 mb) by removal of the censoring bias.

Bayesian logistic regression approaches to predict incorrect DRG assignment.

PubMed

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

2018-05-07

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

Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

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

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

2017-10-20

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

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.

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…

Demodulation of messages received with low signal to noise ratio

NASA Astrophysics Data System (ADS)

Marguinaud, A.; Quignon, T.; Romann, B.

The implementation of this all-digital demodulator is derived from maximum likelihood considerations applied to an analytical representation of the received signal. Traditional adapted filters and phase lock loops are replaced by minimum variance estimators and hypothesis tests. These statistical tests become very simple when working on phase signal. These methods, combined with rigorous control data representation allow significant computation savings as compared to conventional realizations. Nominal operation has been verified down to energetic signal over noise of -3 dB upon a QPSK demodulator.

Use of an automatic procedure for determination of classes of land use in the Teste Araras area of the peripheral Paulist depression

NASA Technical Reports Server (NTRS)

Dejesusparada, N. (Principal Investigator); Lombardo, M. A.; Valeriano, D. D.

1981-01-01

An evaluation of the multispectral image analyzer (system Image 1-100), using automatic classification, is presented. The region studied is situated. The automatic was carried out using the maximum likelihood (MAXVER) classification system. The following classes were established: urban area, bare soil, sugar cane, citrus culture (oranges), pastures, and reforestation. The classification matrix of the test sites indicate that the percentage of correct classification varied between 63% and 100%.

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.

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.

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

PubMed

Nagelkerke, Nico; Fidler, Vaclav

2015-01-01

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

Competing risk models in reliability systems, a weibull distribution model with bayesian analysis approach

NASA Astrophysics Data System (ADS)

Iskandar, Ismed; Satria Gondokaryono, Yudi

2016-02-01

In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range between the true value and the maximum likelihood estimated value lines.

Statistical Properties of SEE Rate Calculation in the Limits of Large and Small Event Counts

NASA Technical Reports Server (NTRS)

Ladbury, Ray

2007-01-01

This viewgraph presentation reviews the Statistical properties of Single Event Effects (SEE) rate calculations. The goal of SEE rate calculation is to bound the SEE rate, though the question is by how much. The presentation covers: (1) Understanding errors on SEE cross sections, (2) Methodology: Maximum Likelihood and confidence Contours, (3) Tests with Simulated data and (4) Applications.

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

ERIC Educational Resources Information Center

Savalei, Victoria

2008-01-01

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

Modeling annual extreme temperature using generalized extreme value distribution: A case study in Malaysia

NASA Astrophysics Data System (ADS)

Hasan, Husna; Salam, Norfatin; Kassim, Suraiya

2013-04-01

Extreme temperature of several stations in Malaysia is modeled by fitting the annual maximum to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are used to detect stochastic trends among the stations. The Mann-Kendall (MK) test suggests a non-stationary model. Three models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. The results show that Subang and Bayan Lepas stations favour a model which is linear for the location parameters while Kota Kinabalu and Sibu stations are suitable with a model in the logarithm of the scale parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.

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…

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

PubMed

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

2013-12-15

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

Maximum likelihood methods for investigating reporting rates of rings on hunter-shot birds

USGS Publications Warehouse

Conroy, M.J.; Morgan, B.J.T.; North, P.M.

1985-01-01

It is well known that hunters do not report 100% of the rings that they find on shot birds. Reward studies can be used to estimate what this reporting rate is, by comparison of recoveries of rings offering a monetary reward, to ordinary rings. A reward study of American Black Ducks (Anas rubripes) is used to illustrate the design, and to motivate the development of statistical models for estimation and for testing hypotheses of temporal and geographic variation in reporting rates. The method involves indexing the data (recoveries) and parameters (reporting, harvest, and solicitation rates) by geographic and temporal strata. Estimates are obtained under unconstrained (e.g., allowing temporal variability in reporting rates) and constrained (e.g., constant reporting rates) models, and hypotheses are tested by likelihood ratio. A FORTRAN program, available from the author, is used to perform the computations.

Multigene analysis of lophophorate and chaetognath phylogenetic relationships.

PubMed

Helmkampf, Martin; Bruchhaus, Iris; Hausdorf, Bernhard

2008-01-01

Maximum likelihood and Bayesian inference analyses of seven concatenated fragments of nuclear-encoded housekeeping genes indicate that Lophotrochozoa is monophyletic, i.e., the lophophorate groups Bryozoa, Brachiopoda and Phoronida are more closely related to molluscs and annelids than to Deuterostomia or Ecdysozoa. Lophophorates themselves, however, form a polyphyletic assemblage. The hypotheses that they are monophyletic and more closely allied to Deuterostomia than to Protostomia can be ruled out with both the approximately unbiased test and the expected likelihood weights test. The existence of Phoronozoa, a putative clade including Brachiopoda and Phoronida, has also been rejected. According to our analyses, phoronids instead share a more recent common ancestor with bryozoans than with brachiopods. Platyhelminthes is the sister group of Lophotrochozoa. Together these two constitute Spiralia. Although Chaetognatha appears as the sister group of Priapulida within Ecdysozoa in our analyses, alternative hypothesis concerning chaetognath relationships could not be rejected.

Prevalence of Visual Impairment among 4- to 6-years-old Children in Khon Kaen City Municipality, Thailand.

PubMed

Wongwai, Phanthipha; Anupongongarch, Pacharapan; Suwannaraj, Sirinya; Asawaphureekorn, Somkiat

2016-08-01

To evaluate the prevalence of visual impairment of children aged four to six years in Khon Kaen City Municipality, Thailand. The visual acuity test was performed on 1,286 children in kindergarten schools located in Khon Kaen Municipality. The first test of visual acuity was done by trained teachers and the second test by the pediatric ophthalmologist. The prevalence of visual impairment of both tests was recorded including sensitivity, specificity, likelihood ratio, and predictive value of the test by teachers. The causes of visual impairment were also recorded. There were 39 children with visual impairment from the test by the teacher and 12 children from the test by the ophthalmologist. Myopia is the single cause of visual impairment. Mean spherical equivalence is 1.375 diopters (SD = 0.53). Median spherical equivalence is 1.375 diopters (minimum = 0.5, maximum =4). The detection of visual impairment by trained teachers had a sensitivity of 1.00 (95% CI 0.76-1.00), specificity of 0.98 (95% CI 0.97-0.99), likelihood ratio for a positive test 44.58 (95% CI 30.32-65.54), likelihood ratio for a negative test 0.04 (95% CI 0.003-0.60), positive predictive value of 0.31 (95% CI 0.19-0.47), and negative predictive value of 1.00 (95% CI 0.99-1.00). The prevalence of visual impairment among children aged four to six year old is 0.9%. Trained teachers can be examiners for screening purpose.

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 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

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…

Computer Simulation of Maximum Likelihood Output for Standard Langlie Test, (N=12)

DTIC Science & Technology

1977-12-01

Ca co 2 N1M> UID12 D 0 c r i IN %CM mIm4i 4Z 44, , 744 3L x 0󈧎 0󈨞𔃺𔃺’ 0’ (’a𔃺’’ 7’ , 0’ 0’ ZI r- co 0 0’ co0 Y,’ 00 o, a a0𔃺, ,l , o 0’ 0

Decision-Tree Program

NASA Technical Reports Server (NTRS)

Buntine, Wray

1994-01-01

IND computer program introduces Bayesian and Markov/maximum-likelihood (MML) methods and more-sophisticated methods of searching in growing trees. Produces more-accurate class-probability estimates important in applications like diagnosis. Provides range of features and styles with convenience for casual user, fine-tuning for advanced user or for those interested in research. Consists of four basic kinds of routines: data-manipulation, tree-generation, tree-testing, and tree-display. Written in C language.

The early maximum likelihood estimation model of audiovisual integration in speech perception.

PubMed

Andersen, Tobias S

2015-05-01

Speech perception is facilitated by seeing the articulatory mouth movements of the talker. This is due to perceptual audiovisual integration, which also causes the McGurk-MacDonald illusion, and for which a comprehensive computational account is still lacking. Decades of research have largely focused on the fuzzy logical model of perception (FLMP), which provides excellent fits to experimental observations but also has been criticized for being too flexible, post hoc and difficult to interpret. The current study introduces the early maximum likelihood estimation (MLE) model of audiovisual integration to speech perception along with three model variations. In early MLE, integration is based on a continuous internal representation before categorization, which can make the model more parsimonious by imposing constraints that reflect experimental designs. The study also shows that cross-validation can evaluate models of audiovisual integration based on typical data sets taking both goodness-of-fit and model flexibility into account. All models were tested on a published data set previously used for testing the FLMP. Cross-validation favored the early MLE while more conventional error measures favored more complex models. This difference between conventional error measures and cross-validation was found to be indicative of over-fitting in more complex models such as the FLMP.

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

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

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

2015-03-10

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

Genetic mapping in the presence of genotyping errors.

PubMed

Cartwright, Dustin A; Troggio, Michela; Velasco, Riccardo; Gutin, Alexander

2007-08-01

Genetic maps are built using the genotypes of many related individuals. Genotyping errors in these data sets can distort genetic maps, especially by inflating the distances. We have extended the traditional likelihood model used for genetic mapping to include the possibility of genotyping errors. Each individual marker is assigned an error rate, which is inferred from the data, just as the genetic distances are. We have developed a software package, called TMAP, which uses this model to find maximum-likelihood maps for phase-known pedigrees. We have tested our methods using a data set in Vitis and on simulated data and confirmed that our method dramatically reduces the inflationary effect caused by increasing the number of markers and leads to more accurate orders.

Genetic Mapping in the Presence of Genotyping Errors

PubMed Central

Cartwright, Dustin A.; Troggio, Michela; Velasco, Riccardo; Gutin, Alexander

2007-01-01

Genetic maps are built using the genotypes of many related individuals. Genotyping errors in these data sets can distort genetic maps, especially by inflating the distances. We have extended the traditional likelihood model used for genetic mapping to include the possibility of genotyping errors. Each individual marker is assigned an error rate, which is inferred from the data, just as the genetic distances are. We have developed a software package, called TMAP, which uses this model to find maximum-likelihood maps for phase-known pedigrees. We have tested our methods using a data set in Vitis and on simulated data and confirmed that our method dramatically reduces the inflationary effect caused by increasing the number of markers and leads to more accurate orders. PMID:17277374

Optimum detection of tones transmitted by a spacecraft

NASA Technical Reports Server (NTRS)

Simon, M. K.; Shihabi, M. M.; Moon, T.

1995-01-01

The performance of a scheme proposed for automated routine monitoring of deep-space missions is presented. The scheme uses four different tones (sinusoids) transmitted from the spacecraft (S/C) to a ground station with the positive identification of each of them used to indicate different states of the S/C. Performance is measured in terms of detection probability versus false alarm probability with detection signal-to-noise ratio as a parameter. The cases where the phase of the received tone is unknown and where both the phase and frequency of the received tone are unknown are treated separately. The decision rules proposed for detecting the tones are formulated from average-likelihood ratio and maximum-likelihood ratio tests, the former resulting in optimum receiver structures.

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.

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.

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.

Assessing compatibility of direct detection data: halo-independent global likelihood analyses

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

Gelmini, Graciela B.; Huh, Ji-Haeng; Witte, Samuel J.

2016-10-18

We present two different halo-independent methods to assess the compatibility of several direct dark matter detection data sets for a given dark matter model using a global likelihood consisting of at least one extended likelihood and an arbitrary number of Gaussian or Poisson likelihoods. In the first method we find the global best fit halo function (we prove that it is a unique piecewise constant function with a number of down steps smaller than or equal to a maximum number that we compute) and construct a two-sided pointwise confidence band at any desired confidence level, which can then be comparedmore » with those derived from the extended likelihood alone to assess the joint compatibility of the data. In the second method we define a “constrained parameter goodness-of-fit” test statistic, whose p-value we then use to define a “plausibility region” (e.g. where p≥10%). For any halo function not entirely contained within the plausibility region, the level of compatibility of the data is very low (e.g. p<10%). We illustrate these methods by applying them to CDMS-II-Si and SuperCDMS data, assuming dark matter particles with elastic spin-independent isospin-conserving interactions or exothermic spin-independent isospin-violating interactions.« less

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.

Plate tectonics and biogeographical patterns of the Pseudophoxinus (Pisces: Cypriniformes) species complex of central Anatolia, Turkey.

PubMed

Hrbek, Tomas; Stölting, Kai N; Bardakci, Fevzi; Küçük, Fahrettin; Wildekamp, Rudolf H; Meyer, Axel

2004-07-01

We investigated the phylogenetic relationships of Pseudophoxinus (Cyprinidae: Leuciscinae) species from central Anatolia, Turkey to test the hypothesis of geographic speciation driven by early Pliocene orogenic events. We analyzed 1141 aligned base pairs of the complete cytochrome b mitochondrial gene. Phylogenetic relationships reconstructed by maximum likelihood, Bayesian likelihood, and maximum parsimony methods are identical, and generally well supported. Species and clades are restricted to geologically well-defined units, and are deeply divergent from each other. The basal diversification of central Anatolian Pseudophoxinus is estimated to have occurred approximately 15 million years ago. Our results are in agreement with a previous study of the Anatolian fish genus Aphanius that also shows a diversification pattern driven by the Pliocene orogenic events. The distribution of clades of Aphanius and Pseudophoxinus overlap, and areas of distribution comprise the same geological units. The geological history of Anatolia is likely to have had a major impact on the diversification history of many taxa occupying central Anatolia; many of these taxa are likely to be still unrecognized as distinct. Copyright 2004 Elsevier Inc.

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

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

NASA Astrophysics Data System (ADS)

Loaiciga, Hugo A.; MariñO, Miguel A.

1987-01-01

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

INFERRING THE ECCENTRICITY DISTRIBUTION

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

Hogg, David W.; Bovy, Jo; Myers, Adam D., E-mail: david.hogg@nyu.ed

2010-12-20

Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple histogram of estimated eccentricities is not a good estimate of the true eccentricity distribution. Here, we develop and test a hierarchical probabilistic method for performing the relevant meta-analysis, that is, inferring the true eccentricity distribution, taking as input the likelihood functions for the individual star eccentricities, or samplings of the posterior probability distributions for the eccentricities (under a given, uninformative prior). The method is a simple implementationmore » of a hierarchical Bayesian model; it can also be seen as a kind of heteroscedastic deconvolution. It can be applied to any quantity measured with finite precision-other orbital parameters, or indeed any astronomical measurements of any kind, including magnitudes, distances, or photometric redshifts-so long as the measurements have been communicated as a likelihood function or a posterior sampling.« less

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

Empirical likelihood method for non-ignorable missing data problems.

PubMed

Guan, Zhong; Qin, Jing

2017-01-01

Missing response problem is ubiquitous in survey sampling, medical, social science and epidemiology studies. It is well known that non-ignorable missing is the most difficult missing data problem where the missing of a response depends on its own value. In statistical literature, unlike the ignorable missing data problem, not many papers on non-ignorable missing data are available except for the full parametric model based approach. In this paper we study a semiparametric model for non-ignorable missing data in which the missing probability is known up to some parameters, but the underlying distributions are not specified. By employing Owen (1988)'s empirical likelihood method we can obtain the constrained maximum empirical likelihood estimators of the parameters in the missing probability and the mean response which are shown to be asymptotically normal. Moreover the likelihood ratio statistic can be used to test whether the missing of the responses is non-ignorable or completely at random. The theoretical results are confirmed by a simulation study. As an illustration, the analysis of a real AIDS trial data shows that the missing of CD4 counts around two years are non-ignorable and the sample mean based on observed data only is biased.

Using a network-based approach and targeted maximum likelihood estimation to evaluate the effect of adding pre-exposure prophylaxis to an ongoing test-and-treat trial.

PubMed

Balzer, Laura; Staples, Patrick; Onnela, Jukka-Pekka; DeGruttola, Victor

2017-04-01

Several cluster-randomized trials are underway to investigate the implementation and effectiveness of a universal test-and-treat strategy on the HIV epidemic in sub-Saharan Africa. We consider nesting studies of pre-exposure prophylaxis within these trials. Pre-exposure prophylaxis is a general strategy where high-risk HIV- persons take antiretrovirals daily to reduce their risk of infection from exposure to HIV. We address how to target pre-exposure prophylaxis to high-risk groups and how to maximize power to detect the individual and combined effects of universal test-and-treat and pre-exposure prophylaxis strategies. We simulated 1000 trials, each consisting of 32 villages with 200 individuals per village. At baseline, we randomized the universal test-and-treat strategy. Then, after 3 years of follow-up, we considered four strategies for targeting pre-exposure prophylaxis: (1) all HIV- individuals who self-identify as high risk, (2) all HIV- individuals who are identified by their HIV+ partner (serodiscordant couples), (3) highly connected HIV- individuals, and (4) the HIV- contacts of a newly diagnosed HIV+ individual (a ring-based strategy). We explored two possible trial designs, and all villages were followed for a total of 7 years. For each village in a trial, we used a stochastic block model to generate bipartite (male-female) networks and simulated an agent-based epidemic process on these networks. We estimated the individual and combined intervention effects with a novel targeted maximum likelihood estimator, which used cross-validation to data-adaptively select from a pre-specified library the candidate estimator that maximized the efficiency of the analysis. The universal test-and-treat strategy reduced the 3-year cumulative HIV incidence by 4.0% on average. The impact of each pre-exposure prophylaxis strategy on the 4-year cumulative HIV incidence varied by the coverage of the universal test-and-treat strategy with lower coverage resulting in a larger impact of pre-exposure prophylaxis. Offering pre-exposure prophylaxis to serodiscordant couples resulted in the largest reductions in HIV incidence (2% reduction), and the ring-based strategy had little impact (0% reduction). The joint effect was larger than either individual effect with reductions in the 7-year incidence ranging from 4.5% to 8.8%. Targeted maximum likelihood estimation, data-adaptively adjusting for baseline covariates, substantially improved power over the unadjusted analysis, while maintaining nominal confidence interval coverage. Our simulation study suggests that nesting a pre-exposure prophylaxis study within an ongoing trial can lead to combined intervention effects greater than those of universal test-and-treat alone and can provide information about the efficacy of pre-exposure prophylaxis in the presence of high coverage of treatment for HIV+ persons.

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.

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.

Methods for estimating drought streamflow probabilities for Virginia streams

USGS Publications Warehouse

Austin, Samuel H.

2014-01-01

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

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.

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.

Survivorship analysis when cure is a possibility: a Monte Carlo study.

PubMed

Goldman, A I

1984-01-01

Parametric survivorship analyses of clinical trials commonly involves the assumption of a hazard function constant with time. When the empirical curve obviously levels off, one can modify the hazard function model by use of a Gompertz or Weibull distribution with hazard decreasing over time. Some cancer treatments are thought to cure some patients within a short time of initiation. Then, instead of all patients having the same hazard, decreasing over time, a biologically more appropriate model assumes that an unknown proportion (1 - pi) have constant high risk whereas the remaining proportion (pi) have essentially no risk. This paper discusses the maximum likelihood estimation of pi and the power curves of the likelihood ratio test. Monte Carlo studies provide results for a variety of simulated trials; empirical data illustrate the methods.

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.

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

PubMed Central

2013-01-01

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

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

Robust, Adaptive Radar Detection and Estimation

DTIC Science & Technology

2015-07-21

cost function is not a convex function in R, we apply a transformation variables i.e., let X = σ2R−1 and S′ = 1 σ2 S. Then, the revised cost function in...1 viv H i . We apply this inverse covariance matrix in computing the SINR as well as estimator variance. • Rank Constrained Maximum Likelihood: Our...even as almost all available training samples are corrupted. Probability of Detection vs. SNR We apply three test statistics, the normalized matched

Comparison of the MPP with other supercomputers for LANDSAT data processing

NASA Technical Reports Server (NTRS)

Ozga, Martin

1987-01-01

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

Stochastic models for atomic clocks

NASA Technical Reports Server (NTRS)

Barnes, J. A.; Jones, R. H.; Tryon, P. V.; Allan, D. W.

1983-01-01

For the atomic clocks used in the National Bureau of Standards Time Scales, an adequate model is the superposition of white FM, random walk FM, and linear frequency drift for times longer than about one minute. The model was tested on several clocks using maximum likelihood techniques for parameter estimation and the residuals were acceptably random. Conventional diagnostics indicate that additional model elements contribute no significant improvement to the model even at the expense of the added model complexity.

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

Probabilistic properties of the date of maximum river flow, an approach based on circular statistics in lowland, highland and mountainous catchment

NASA Astrophysics Data System (ADS)

Rutkowska, Agnieszka; Kohnová, Silvia; Banasik, Kazimierz

2018-04-01

Probabilistic properties of dates of winter, summer and annual maximum flows were studied using circular statistics in three catchments differing in topographic conditions; a lowland, highland and mountainous catchment. The circular measures of location and dispersion were used in the long-term samples of dates of maxima. The mixture of von Mises distributions was assumed as the theoretical distribution function of the date of winter, summer and annual maximum flow. The number of components was selected on the basis of the corrected Akaike Information Criterion and the parameters were estimated by means of the Maximum Likelihood method. The goodness of fit was assessed using both the correlation between quantiles and a version of the Kuiper's and Watson's test. Results show that the number of components varied between catchments and it was different for seasonal and annual maxima. Differences between catchments in circular characteristics were explained using climatic factors such as precipitation and temperature. Further studies may include circular grouping catchments based on similarity between distribution functions and the linkage between dates of maximum precipitation and maximum flow.

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

Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution

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

Kane, V.E.

1982-01-01

A class of goodness-of-fit estimators is found to provide a useful alternative in certain situations to the standard maximum likelihood method which has some undesirable estimation characteristics for estimation from the three-parameter lognormal distribution. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Filliben tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Robustness of the procedures are examined and example data sets analyzed.

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.

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.

A step-up test procedure to find the minimum effective dose.

PubMed

Wang, Weizhen; Peng, Jianan

2015-01-01

It is of great interest to find the minimum effective dose (MED) in dose-response studies. A sequence of decreasing null hypotheses to find the MED is formulated under the assumption of nondecreasing dose response means. A step-up multiple test procedure that controls the familywise error rate (FWER) is constructed based on the maximum likelihood estimators for the monotone normal means. When the MED is equal to one, the proposed test is uniformly more powerful than Hsu and Berger's test (1999). Also, a simulation study shows a substantial power improvement for the proposed test over four competitors. Three R-codes are provided in Supplemental Materials for this article. Go to the publishers online edition of Journal of Biopharmaceutical Statistics to view the files.

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.

Identification of multiple leaks in pipeline: Linearized model, maximum likelihood, and super-resolution localization

NASA Astrophysics Data System (ADS)

Wang, Xun; Ghidaoui, Mohamed S.

2018-07-01

This paper considers the problem of identifying multiple leaks in a water-filled pipeline based on inverse transient wave theory. The analytical solution to this problem involves nonlinear interaction terms between the various leaks. This paper shows analytically and numerically that these nonlinear terms are of the order of the leak sizes to the power two and; thus, negligible. As a result of this simplification, a maximum likelihood (ML) scheme that identifies leak locations and leak sizes separately is formulated and tested. It is found that the ML estimation scheme is highly efficient and robust with respect to noise. In addition, the ML method is a super-resolution leak localization scheme because its resolvable leak distance (approximately 0.15λmin , where λmin is the minimum wavelength) is below the Nyquist-Shannon sampling theorem limit (0.5λmin). Moreover, the Cramér-Rao lower bound (CRLB) is derived and used to show the efficiency of the ML scheme estimates. The variance of the ML estimator approximates the CRLB proving that the ML scheme belongs to class of best unbiased estimator of leak localization methods.

Genetic variance of tolerance and the toxicant threshold model.

PubMed

Tanaka, Yoshinari; Mano, Hiroyuki; Tatsuta, Haruki

2012-04-01

A statistical genetics method is presented for estimating the genetic variance (heritability) of tolerance to pollutants on the basis of a standard acute toxicity test conducted on several isofemale lines of cladoceran species. To analyze the genetic variance of tolerance in the case when the response is measured as a few discrete states (quantal endpoints), the authors attempted to apply the threshold character model in quantitative genetics to the threshold model separately developed in ecotoxicology. The integrated threshold model (toxicant threshold model) assumes that the response of a particular individual occurs at a threshold toxicant concentration and that the individual tolerance characterized by the individual's threshold value is determined by genetic and environmental factors. As a case study, the heritability of tolerance to p-nonylphenol in the cladoceran species Daphnia galeata was estimated by using the maximum likelihood method and nested analysis of variance (ANOVA). Broad-sense heritability was estimated to be 0.199 ± 0.112 by the maximum likelihood method and 0.184 ± 0.089 by ANOVA; both results implied that the species examined had the potential to acquire tolerance to this substance by evolutionary change. Copyright © 2012 SETAC.

Probabilities and statistics for backscatter estimates obtained by a scatterometer with applications to new scatterometer design data

NASA Technical Reports Server (NTRS)

Pierson, Willard J., Jr.

1989-01-01

The values of the Normalized Radar Backscattering Cross Section (NRCS), sigma (o), obtained by a scatterometer are random variables whose variance is a known function of the expected value. The probability density function can be obtained from the normal distribution. Models for the expected value obtain it as a function of the properties of the waves on the ocean and the winds that generated the waves. Point estimates of the expected value were found from various statistics given the parameters that define the probability density function for each value. Random intervals were derived with a preassigned probability of containing that value. A statistical test to determine whether or not successive values of sigma (o) are truly independent was derived. The maximum likelihood estimates for wind speed and direction were found, given a model for backscatter as a function of the properties of the waves on the ocean. These estimates are biased as a result of the terms in the equation that involve natural logarithms, and calculations of the point estimates of the maximum likelihood values are used to show that the contributions of the logarithmic terms are negligible and that the terms can be omitted.

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.

Estimating residual fault hitting rates by recapture sampling

NASA Technical Reports Server (NTRS)

Lee, Larry; Gupta, Rajan

1988-01-01

For the recapture debugging design introduced by Nayak (1988) the problem of estimating the hitting rates of the faults remaining in the system is considered. In the context of a conditional likelihood, moment estimators are derived and are shown to be asymptotically normal and fully efficient. Fixed sample properties of the moment estimators are compared, through simulation, with those of the conditional maximum likelihood estimators. Properties of the conditional model are investigated such as the asymptotic distribution of linear functions of the fault hitting frequencies and a representation of the full data vector in terms of a sequence of independent random vectors. It is assumed that the residual hitting rates follow a log linear rate model and that the testing process is truncated when the gaps between the detection of new errors exceed a fixed amount of time.

Markov modulated Poisson process models incorporating covariates for rainfall intensity.

PubMed

Thayakaran, R; Ramesh, N I

2013-01-01

Time series of rainfall bucket tip times at the Beaufort Park station, Bracknell, in the UK are modelled by a class of Markov modulated Poisson processes (MMPP) which may be thought of as a generalization of the Poisson process. Our main focus in this paper is to investigate the effects of including covariate information into the MMPP model framework on statistical properties. In particular, we look at three types of time-varying covariates namely temperature, sea level pressure, and relative humidity that are thought to be affecting the rainfall arrival process. Maximum likelihood estimation is used to obtain the parameter estimates, and likelihood ratio tests are employed in model comparison. Simulated data from the fitted model are used to make statistical inferences about the accumulated rainfall in the discrete time interval. Variability of the daily Poisson arrival rates is studied.

Use of the Maximum Likelihood Method in the Analysis of Chamber Air Dives

DTIC Science & Technology

1988-01-01

the total gas pressure in compartment i, P0 is the current ambient pressure, 0 [ and A and B are constants (0.0026 min-’ -ATA- and 8.31 ATA...computer model (4), the Kidd- Stubbs 1971 decompression tables (11), and the current Defence and Civil Institute 20 of Environmental Medicine (DCIEM...it could be applied. Since the models are not suitable for this test, then within T ese no-deco current limits of statistical theory, the results can

Geological mapping in northwestern Saudi Arabia using LANDSAT multispectral techniques

NASA Technical Reports Server (NTRS)

Blodget, H. W.; Brown, G. F.; Moik, J. G.

1975-01-01

Various computer enhancement and data extraction systems using LANDSAT data were assessed and used to complement a continuing geologic mapping program. Interactive digital classification techniques using both the parallel-piped and maximum-likelihood statistical approaches achieve very limited success in areas of highly dissected terrain. Computer enhanced imagery developed by color compositing stretched MSS ratio data was constructed for a test site in northwestern Saudi Arabia. Initial results indicate that several igneous and sedimentary rock types can be discriminated.

Mapping soil types from multispectral scanner data.

NASA Technical Reports Server (NTRS)

Kristof, S. J.; Zachary, A. L.

1971-01-01

Multispectral remote sensing and computer-implemented pattern recognition techniques were used for automatic ?mapping' of soil types. This approach involves subjective selection of a set of reference samples from a gray-level display of spectral variations which was generated by a computer. Each resolution element is then classified using a maximum likelihood ratio. Output is a computer printout on which the researcher assigns a different symbol to each class. Four soil test areas in Indiana were experimentally examined using this approach, and partially successful results were obtained.

On the Evolutionary and Biogeographic History of Saxifraga sect. Trachyphyllum (Gaud.) Koch (Saxifragaceae Juss.)

PubMed Central

DeChaine, Eric G.; Anderson, Stacy A.; McNew, Jennifer M.; Wendling, Barry M.

2013-01-01

Arctic-alpine plants in the genus Saxifraga L. (Saxifragaceae Juss.) provide an excellent system for investigating the process of diversification in northern regions. Yet, sect. Trachyphyllum (Gaud.) Koch, which is comprised of about 8 to 26 species, has still not been explored by molecular systematists even though taxonomists concur that the section needs to be thoroughly re-examined. Our goals were to use chloroplast trnL-F and nuclear ITS DNA sequence data to circumscribe the section phylogenetically, test models of geographically-based population divergence, and assess the utility of morphological characters in estimating evolutionary relationships. To do so, we sequenced both genetic markers for 19 taxa within the section. The phylogenetic inferences of sect. Trachyphyllum using maximum likelihood and Bayesian analyses showed that the section is polyphyletic, with S. aspera L. and S bryoides L. falling outside the main clade. In addition, the analyses supported several taxonomic re-classifications to prior names. We used two approaches to test biogeographic hypotheses: i) a coalescent approach in Mesquite to test the fit of our reconstructed gene trees to geographically-based models of population divergence and ii) a maximum likelihood inference in Lagrange. These tests uncovered strong support for an origin of the clade in the Southern Rocky Mountains of North America followed by dispersal and divergence episodes across refugia. Finally we adopted a stochastic character mapping approach in SIMMAP to investigate the utility of morphological characters in estimating evolutionary relationships among taxa. We found that few morphological characters were phylogenetically informative and many were misleading. Our molecular analyses provide a foundation for the diversity and evolutionary relationships within sect. Trachyphyllum and hypotheses for better understanding the patterns and processes of divergence in this section, other saxifrages, and plants inhabiting the North Pacific Rim. PMID:23922810

Estimating population genetic parameters and comparing model goodness-of-fit using DNA sequences with error

PubMed Central

Liu, Xiaoming; Fu, Yun-Xin; Maxwell, Taylor J.; Boerwinkle, Eric

2010-01-01

It is known that sequencing error can bias estimation of evolutionary or population genetic parameters. This problem is more prominent in deep resequencing studies because of their large sample size n, and a higher probability of error at each nucleotide site. We propose a new method based on the composite likelihood of the observed SNP configurations to infer population mutation rate θ = 4Neμ, population exponential growth rate R, and error rate ɛ, simultaneously. Using simulation, we show the combined effects of the parameters, θ, n, ɛ, and R on the accuracy of parameter estimation. We compared our maximum composite likelihood estimator (MCLE) of θ with other θ estimators that take into account the error. The results show the MCLE performs well when the sample size is large or the error rate is high. Using parametric bootstrap, composite likelihood can also be used as a statistic for testing the model goodness-of-fit of the observed DNA sequences. The MCLE method is applied to sequence data on the ANGPTL4 gene in 1832 African American and 1045 European American individuals. PMID:19952140

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

Use of electrocardiographic-thallium exercise testing in clinical practice

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

Gitler, B.; Fishbach, M.; Steingart, R.M.

Although there is a great deal of data on the accuracy of combined electrocardiographic-thallium exercise testing, little is known about the use of these tests in clinical practice. A quantitative likelihood system was employed to characterize referral patterns for such testing, and the impact of test results on the likelihood of coronary artery disease was examined. Two hundred thirteen subjects consecutively referred for the purpose of establishing or excluding the presence of coronary artery disease were studied. No subject had a history of a prior myocardial infarction. By historical evaluation, 96 had a low likelihood of coronary disease (less thanmore » or equal to 0.20), 88 an intermediate likelihood (0.21 to 0.80) and 29 a high likelihood (greater than 0.80). As anticipated from theoretical analyses, testing produced the greatest shifts in disease likelihood in subjects with an intermediate pretest disease likelihood, and confirmed the historical evaluation in patients at the extremes of pretest disease likelihood. Therefore, although electrocardiographic-thallium stress testing is best suited for subjects with intermediate pretest disease likelihood, the majority of referrals had either a high or low likelihood. Clinicians appear to value confirmatory results in patients at the extremes of pretest disease likelihood. Electrocardiographic exercise testing would serve a similar purpose.« less

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

NASA Astrophysics Data System (ADS)

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

2017-05-01

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

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.

Layered classification techniques for remote sensing applications

NASA Technical Reports Server (NTRS)

Swain, P. H.; Wu, C. L.; Landgrebe, D. A.; Hauska, H.

1975-01-01

The single-stage method of pattern classification utilizes all available features in a single test which assigns the unknown to a category according to a specific decision strategy (such as the maximum likelihood strategy). The layered classifier classifies the unknown through a sequence of tests, each of which may be dependent on the outcome of previous tests. Although the layered classifier was originally investigated as a means of improving classification accuracy and efficiency, it was found that in the context of remote sensing data analysis, other advantages also accrue due to many of the special characteristics of both the data and the applications pursued. The layered classifier method and several of the diverse applications of this approach are discussed.

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

PubMed

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

2014-06-26

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

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,

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

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

PubMed

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

2003-01-01

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

[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.

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)

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 ...

Maximum likelihood resampling of noisy, spatially correlated data

NASA Astrophysics Data System (ADS)

Goff, J.; Jenkins, C.

2005-12-01

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

A goodness-of-fit test for capture-recapture model M(t) under closure

USGS Publications Warehouse

Stanley, T.R.; Burnham, K.P.

1999-01-01

A new, fully efficient goodness-of-fit test for the time-specific closed-population capture-recapture model M(t) is presented. This test is based on the residual distribution of the capture history data given the maximum likelihood parameter estimates under model M(t), is partitioned into informative components, and is based on chi-square statistics. Comparison of this test with Leslie's test (Leslie, 1958, Journal of Animal Ecology 27, 84- 86) for model M(t), using Monte Carlo simulations, shows the new test generally outperforms Leslie's test. The new test is frequently computable when Leslie's test is not, has Type I error rates that are closer to nominal error rates than Leslie's test, and is sensitive to behavioral variation and heterogeneity in capture probabilities. Leslie's test is not sensitive to behavioral variation in capture probabilities but, when computable, has greater power to detect heterogeneity than the new test.

High throughput nonparametric probability density estimation.

PubMed

Farmer, Jenny; Jacobs, Donald

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference.

High throughput nonparametric probability density estimation

PubMed Central

Farmer, Jenny

2018-01-01

In high throughput applications, such as those found in bioinformatics and finance, it is important to determine accurate probability distribution functions despite only minimal information about data characteristics, and without using human subjectivity. Such an automated process for univariate data is implemented to achieve this goal by merging the maximum entropy method with single order statistics and maximum likelihood. The only required properties of the random variables are that they are continuous and that they are, or can be approximated as, independent and identically distributed. A quasi-log-likelihood function based on single order statistics for sampled uniform random data is used to empirically construct a sample size invariant universal scoring function. Then a probability density estimate is determined by iteratively improving trial cumulative distribution functions, where better estimates are quantified by the scoring function that identifies atypical fluctuations. This criterion resists under and over fitting data as an alternative to employing the Bayesian or Akaike information criterion. Multiple estimates for the probability density reflect uncertainties due to statistical fluctuations in random samples. Scaled quantile residual plots are also introduced as an effective diagnostic to visualize the quality of the estimated probability densities. Benchmark tests show that estimates for the probability density function (PDF) converge to the true PDF as sample size increases on particularly difficult test probability densities that include cases with discontinuities, multi-resolution scales, heavy tails, and singularities. These results indicate the method has general applicability for high throughput statistical inference. PMID:29750803

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.

Contrast sensitivity perimetry data from adults free of eye disease.

PubMed

Swanson, William H; Dul, Mitchell W; Horner, Douglas G; Malinovsky, Victor E

2016-09-01

This data article contains data referenced in "Individual Differences in the Shape of the Nasal Visual Field" [1]. The data were gathered from volunteers free of eye disease ages 21-85 who were tested with Contrast Sensitivity Perimetry (CSP), which uses a stimulus resistant to effects of defocus and reduced retinal illumination. Some subjects were tested only once or a few times, and others were part of a longitudinal cohort with as many as 10 tests. Parameters from maximum likelihood estimation of psychophysical threshold at each tested location are included in the data file, along with the participant׳s sex, age at time of test, the center of their physiological blind spot, the duration of test, the time of day that the test was begun, and the starting contrast used for the psychophysical staircases.

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

PubMed

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

2017-05-01

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

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

Likelihood of Tree Topologies with Fossils and Diversification Rate Estimation.

PubMed

Didier, Gilles; Fau, Marine; Laurin, Michel

2017-11-01

Since the diversification process cannot be directly observed at the human scale, it has to be studied from the information available, namely the extant taxa and the fossil record. In this sense, phylogenetic trees including both extant taxa and fossils are the most complete representations of the diversification process that one can get. Such phylogenetic trees can be reconstructed from molecular and morphological data, to some extent. Among the temporal information of such phylogenetic trees, fossil ages are by far the most precisely known (divergence times are inferences calibrated mostly with fossils). We propose here a method to compute the likelihood of a phylogenetic tree with fossils in which the only considered time information is the fossil ages, and apply it to the estimation of the diversification rates from such data. Since it is required in our computation, we provide a method for determining the probability of a tree topology under the standard diversification model. Testing our approach on simulated data shows that the maximum likelihood rate estimates from the phylogenetic tree topology and the fossil dates are almost as accurate as those obtained by taking into account all the data, including the divergence times. Moreover, they are substantially more accurate than the estimates obtained only from the exact divergence times (without taking into account the fossil record). We also provide an empirical example composed of 50 Permo-Carboniferous eupelycosaur (early synapsid) taxa ranging in age from about 315 Ma (Late Carboniferous) to 270 Ma (shortly after the end of the Early Permian). Our analyses suggest a speciation (cladogenesis, or birth) rate of about 0.1 per lineage and per myr, a marginally lower extinction rate, and a considerable hidden paleobiodiversity of early synapsids. [Extinction rate; fossil ages; maximum likelihood estimation; speciation rate.]. © The Author(s) 2017. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Encircling the dark: constraining dark energy via cosmic density in spheres

NASA Astrophysics Data System (ADS)

Codis, S.; Pichon, C.; Bernardeau, F.; Uhlemann, C.; Prunet, S.

2016-08-01

The recently published analytic probability density function for the mildly non-linear cosmic density field within spherical cells is used to build a simple but accurate maximum likelihood estimate for the redshift evolution of the variance of the density, which, as expected, is shown to have smaller relative error than the sample variance. This estimator provides a competitive probe for the equation of state of dark energy, reaching a few per cent accuracy on wp and wa for a Euclid-like survey. The corresponding likelihood function can take into account the configuration of the cells via their relative separations. A code to compute one-cell-density probability density functions for arbitrary initial power spectrum, top-hat smoothing and various spherical-collapse dynamics is made available online, so as to provide straightforward means of testing the effect of alternative dark energy models and initial power spectra on the low-redshift matter distribution.

The conquering of North America: dated phylogenetic and biogeographic inference of migratory behavior in bee hummingbirds.

PubMed

Licona-Vera, Yuyini; Ornelas, Juan Francisco

2017-06-05

Geographical and temporal patterns of diversification in bee hummingbirds (Mellisugini) were assessed with respect to the evolution of migration, critical for colonization of North America. We generated a dated multilocus phylogeny of the Mellisugini based on a dense sampling using Bayesian inference, maximum-likelihood and maximum parsimony methods, and reconstructed the ancestral states of distributional areas in a Bayesian framework and migratory behavior using maximum parsimony, maximum-likelihood and re-rooting methods. All phylogenetic analyses confirmed monophyly of the Mellisugini and the inclusion of Atthis, Calothorax, Doricha, Eulidia, Mellisuga, Microstilbon, Myrmia, Tilmatura, and Thaumastura. Mellisugini consists of two clades: (1) South American species (including Tilmatura dupontii), and (2) species distributed in North and Central America and the Caribbean islands. The second clade consists of four subclades: Mexican (Calothorax, Doricha) and Caribbean (Archilochus, Calliphlox, Mellisuga) sheartails, Calypte, and Selasphorus (incl. Atthis). Coalescent-based dating places the origin of the Mellisugini in the mid-to-late Miocene, with crown ages of most subclades in the early Pliocene, and subsequent species splits in the Pleistocene. Bee hummingbirds reached western North America by the end of the Miocene and the ancestral mellisuginid (bee hummingbirds) was reconstructed as sedentary, with four independent gains of migratory behavior during the evolution of the Mellisugini. Early colonization of North America and subsequent evolution of migration best explained biogeographic and diversification patterns within the Mellisugini. The repeated evolution of long-distance migration by different lineages was critical for the colonization of North America, contributing to the radiation of bee hummingbirds. Comparative phylogeography is needed to test whether the repeated evolution of migration resulted from northward expansion of southern sedentary populations.

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.

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

PubMed

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

2000-09-08

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

Testing the non-unity of rate ratio under inverse sampling.

PubMed

Tang, Man-Lai; Liao, Yi Jie; Ng, Hong Keung Tony; Chan, Ping Shing

2007-08-01

Inverse sampling is considered to be a more appropriate sampling scheme than the usual binomial sampling scheme when subjects arrive sequentially, when the underlying response of interest is acute, and when maximum likelihood estimators of some epidemiologic indices are undefined. In this article, we study various statistics for testing non-unity rate ratios in case-control studies under inverse sampling. These include the Wald, unconditional score, likelihood ratio and conditional score statistics. Three methods (the asymptotic, conditional exact, and Mid-P methods) are adopted for P-value calculation. We evaluate the performance of different combinations of test statistics and P-value calculation methods in terms of their empirical sizes and powers via Monte Carlo simulation. In general, asymptotic score and conditional score tests are preferable for their actual type I error rates are well controlled around the pre-chosen nominal level, and their powers are comparatively the largest. The exact version of Wald test is recommended if one wants to control the actual type I error rate at or below the pre-chosen nominal level. If larger power is expected and fluctuation of sizes around the pre-chosen nominal level are allowed, then the Mid-P version of Wald test is a desirable alternative. We illustrate the methodologies with a real example from a heart disease study. (c) 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim

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.

Replicate phylogenies and post-glacial range expansion of the pitcher-plant mosquito, Wyeomyia smithii, in North America.

PubMed

Merz, Clayton; Catchen, Julian M; Hanson-Smith, Victor; Emerson, Kevin J; Bradshaw, William E; Holzapfel, Christina M

2013-01-01

Herein we tested the repeatability of phylogenetic inference based on high throughput sequencing by increased taxon sampling using our previously published techniques in the pitcher-plant mosquito, Wyeomyia smithii in North America. We sampled 25 natural populations drawn from different localities nearby 21 previous collection localities and used these new data to construct a second, independent phylogeny, expressly to test the reproducibility of phylogenetic patterns. Comparison of trees between the two data sets based on both maximum parsimony and maximum likelihood with Bayesian posterior probabilities showed close correspondence in the grouping of the most southern populations into clear clades. However, discrepancies emerged, particularly in the middle of W. smithii's current range near the previous maximum extent of the Laurentide Ice Sheet, especially concerning the most recent common ancestor to mountain and northern populations. Combining all 46 populations from both studies into a single maximum parsimony tree and taking into account the post-glacial historical biogeography of associated flora provided an improved picture of W. smithii's range expansion in North America. In a more general sense, we propose that extensive taxon sampling, especially in areas of known geological disruption is key to a comprehensive approach to phylogenetics that leads to biologically meaningful phylogenetic inference.

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.

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.

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

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

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.

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.

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

Solar Flare Physics

NASA Technical Reports Server (NTRS)

Schmahl, Edward J.; Kundu, Mukul R.

1998-01-01

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

Cleanroom certification model

NASA Technical Reports Server (NTRS)

Currit, P. A.

1983-01-01

The Cleanroom software development methodology is designed to take the gamble out of product releases for both suppliers and receivers of the software. The ingredients of this procedure are a life cycle of executable product increments, representative statistical testing, and a standard estimate of the MTTF (Mean Time To Failure) of the product at the time of its release. A statistical approach to software product testing using randomly selected samples of test cases is considered. A statistical model is defined for the certification process which uses the timing data recorded during test. A reasonableness argument for this model is provided that uses previously published data on software product execution. Also included is a derivation of the certification model estimators and a comparison of the proposed least squares technique with the more commonly used maximum likelihood estimators.

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...

Large Area Crop Inventory Experiment (LACIE). Development of procedure M for multicrop inventory, with tests of a spring-wheat configuration

NASA Technical Reports Server (NTRS)

Horvath, R. (Principal Investigator); Cicone, R.; Crist, E.; Kauth, R. J.; Lambeck, P.; Malila, W. A.; Richardson, W.

1979-01-01

The author has identified the following significant results. An outgrowth of research and development activities in support of LACIE was a multicrop area estimation procedure, Procedure M. This procedure was a flexible, modular system that could be operated within the LACIE framework. Its distinctive features were refined preprocessing (including spatially varying correction for atmospheric haze), definition of field like spatial features for labeling, spectral stratification, and unbiased selection of samples to label and crop area estimation without conventional maximum likelihood classification.

F-8C adaptive control law refinement and software development

NASA Technical Reports Server (NTRS)

Hartmann, G. L.; Stein, G.

1981-01-01

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

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Cycles till failure of silver-zinc cells with competing failure modes - Preliminary data analysis

NASA Technical Reports Server (NTRS)

Sidik, S. M.; Leibecki, H. F.; Bozek, J. M.

1980-01-01

The data analysis of cycles to failure of silver-zinc electrochemical cells with competing failure modes is presented. The test ran 129 cells through charge-discharge cycles until failure; preliminary data analysis consisted of response surface estimate of life. Batteries fail through low voltage condition and an internal shorting condition; a competing failure modes analysis was made using maximum likelihood estimation for the extreme value life distribution. Extensive residual plotting and probability plotting were used to verify data quality and selection of model.

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.

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

NASA Technical Reports Server (NTRS)

Gramenopoulos, N. (Principal Investigator)

1974-01-01

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

Maximum likelihood bolometric tomography for the determination of the uncertainties in the radiation emission on JET TOKAMAK

NASA Astrophysics Data System (ADS)

Craciunescu, Teddy; Peluso, Emmanuele; Murari, Andrea; Gelfusa, Michela; JET Contributors

2018-05-01

The total emission of radiation is a crucial quantity to calculate the power balances and to understand the physics of any Tokamak. Bolometric systems are the main tool to measure this important physical quantity through quite sophisticated tomographic inversion methods. On the Joint European Torus, the coverage of the bolometric diagnostic, due to the availability of basically only two projection angles, is quite limited, rendering the inversion a very ill-posed mathematical problem. A new approach, based on the maximum likelihood, has therefore been developed and implemented to alleviate one of the major weaknesses of traditional tomographic techniques: the difficulty to determine routinely the confidence intervals in the results. The method has been validated by numerical simulations with phantoms to assess the quality of the results and to optimise the configuration of the parameters for the main types of emissivity encountered experimentally. The typical levels of statistical errors, which may significantly influence the quality of the reconstructions, have been identified. The systematic tests with phantoms indicate that the errors in the reconstructions are quite limited and their effect on the total radiated power remains well below 10%. A comparison with other approaches to the inversion and to the regularization has also been performed.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

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.

Evidence and Clinical Trials.

NASA Astrophysics Data System (ADS)

Goodman, Steven N.

1989-11-01

This dissertation explores the use of a mathematical measure of statistical evidence, the log likelihood ratio, in clinical trials. The methods and thinking behind the use of an evidential measure are contrasted with traditional methods of analyzing data, which depend primarily on a p-value as an estimate of the statistical strength of an observed data pattern. It is contended that neither the behavioral dictates of Neyman-Pearson hypothesis testing methods, nor the coherency dictates of Bayesian methods are realistic models on which to base inference. The use of the likelihood alone is applied to four aspects of trial design or conduct: the calculation of sample size, the monitoring of data, testing for the equivalence of two treatments, and meta-analysis--the combining of results from different trials. Finally, a more general model of statistical inference, using belief functions, is used to see if it is possible to separate the assessment of evidence from our background knowledge. It is shown that traditional and Bayesian methods can be modeled as two ends of a continuum of structured background knowledge, methods which summarize evidence at the point of maximum likelihood assuming no structure, and Bayesian methods assuming complete knowledge. Both schools are seen to be missing a concept of ignorance- -uncommitted belief. This concept provides the key to understanding the problem of sampling to a foregone conclusion and the role of frequency properties in statistical inference. The conclusion is that statistical evidence cannot be defined independently of background knowledge, and that frequency properties of an estimator are an indirect measure of uncommitted belief. Several likelihood summaries need to be used in clinical trials, with the quantitative disparity between summaries being an indirect measure of our ignorance. This conclusion is linked with parallel ideas in the philosophy of science and cognitive psychology.

Modeling methodology for MLS range navigation system errors using flight test data

NASA Technical Reports Server (NTRS)

Karmali, M. S.; Phatak, A. V.

1982-01-01

Flight test data was used to develop a methodology for modeling MLS range navigation system errors. The data used corresponded to the constant velocity and glideslope approach segment of a helicopter landing trajectory. The MLS range measurement was assumed to consist of low frequency and random high frequency components. The random high frequency component was extracted from the MLS range measurements. This was done by appropriate filtering of the range residual generated from a linearization of the range profile for the final approach segment. This range navigation system error was then modeled as an autoregressive moving average (ARMA) process. Maximum likelihood techniques were used to identify the parameters of the ARMA process.

Modeling extreme PM10 concentration in Malaysia using generalized extreme value distribution

NASA Astrophysics Data System (ADS)

Hasan, Husna; Mansor, Nadiah; Salleh, Nur Hanim Mohd

2015-05-01

Extreme PM10 concentration from the Air Pollutant Index (API) at thirteen monitoring stations in Malaysia is modeled using the Generalized Extreme Value (GEV) distribution. The data is blocked into monthly selection period. The Mann-Kendall (MK) test suggests a non-stationary model so two models are considered for the stations with trend. The likelihood ratio test is used to determine the best fitted model and the result shows that only two stations favor the non-stationary model (Model 2) while the other eleven stations favor stationary model (Model 1). The return level of PM10 concentration that is expected to exceed the maximum once within a selected period is obtained.

PSYCHOACOUSTICS: a comprehensive MATLAB toolbox for auditory testing.

PubMed

Soranzo, Alessandro; Grassi, Massimo

2014-01-01

PSYCHOACOUSTICS is a new MATLAB toolbox which implements three classic adaptive procedures for auditory threshold estimation. The first includes those of the Staircase family (method of limits, simple up-down and transformed up-down); the second is the Parameter Estimation by Sequential Testing (PEST); and the third is the Maximum Likelihood Procedure (MLP). The toolbox comes with more than twenty built-in experiments each provided with the recommended (default) parameters. However, if desired, these parameters can be modified through an intuitive and user friendly graphical interface and stored for future use (no programming skills are required). Finally, PSYCHOACOUSTICS is very flexible as it comes with several signal generators and can be easily extended for any experiment.

PSYCHOACOUSTICS: a comprehensive MATLAB toolbox for auditory testing

PubMed Central

Soranzo, Alessandro; Grassi, Massimo

2014-01-01

PSYCHOACOUSTICS is a new MATLAB toolbox which implements three classic adaptive procedures for auditory threshold estimation. The first includes those of the Staircase family (method of limits, simple up-down and transformed up-down); the second is the Parameter Estimation by Sequential Testing (PEST); and the third is the Maximum Likelihood Procedure (MLP). The toolbox comes with more than twenty built-in experiments each provided with the recommended (default) parameters. However, if desired, these parameters can be modified through an intuitive and user friendly graphical interface and stored for future use (no programming skills are required). Finally, PSYCHOACOUSTICS is very flexible as it comes with several signal generators and can be easily extended for any experiment. PMID:25101013

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

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

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.

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.

Measuring the Nursing Work Environment in Mainland China: Further Development of the Chinese Nursing Work Environment Scale.

PubMed

Shao, Jing; Tang, Leiwen; Ye, Zhihong

For the stabilization of the nursing profession in mainland China, a valid and reliable nursing work environment instrument, grounded in China's context, should be developed to better provide rigorous evidence for policy makers. The purpose of the current research was to further develop a scale that could capture the characteristics of the nursing work environment in mainland China. A convenience sample of 542 nurses employed in a tertiary hospital of mainland China completed the 108-item Chinese Nursing Work Environment (C-NWE) Scale (1st ed.). Items that did not differentiate between respondents with the highest and lowest 27% of total scores and those that did not meet criteria for factor loadings were set aside. Exploratory factor analysis based on the maximum likelihood method was used to identify the structure of the scale. The chi-square test was used to evaluate model fit, and expert review was conducted to test content validity. Reliability was estimated using Cronbach's alpha coefficient. The revised C-NWE Scale, which consists of nine subscales and 47 items, is a simplified version of the C-NWE (1st ed.). Using exploratory maximum likelihood factor analysis, the normed chi-square fit index for a nine-factor solution was 1.97. The content validity index for the total scale was 0.93; Cronbach's alpha was .94. Initial evidence of the psychometric properties of C-NWE scores was presented. Further studies could be conducted in various settings to identify the C-NWE Scale's validity and reliability.

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

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

PubMed

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

2018-06-01

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

Testing the Potential of Vegetation Indices for Land Use/cover Classification Using High Resolution Data

NASA Astrophysics Data System (ADS)

Karakacan Kuzucu, A.; Bektas Balcik, F.

2017-11-01

Accurate and reliable land use/land cover (LULC) information obtained by remote sensing technology is necessary in many applications such as environmental monitoring, agricultural management, urban planning, hydrological applications, soil management, vegetation condition study and suitability analysis. But this information still remains a challenge especially in heterogeneous landscapes covering urban and rural areas due to spectrally similar LULC features. In parallel with technological developments, supplementary data such as satellite-derived spectral indices have begun to be used as additional bands in classification to produce data with high accuracy. The aim of this research is to test the potential of spectral vegetation indices combination with supervised classification methods and to extract reliable LULC information from SPOT 7 multispectral imagery. The Normalized Difference Vegetation Index (NDVI), the Ratio Vegetation Index (RATIO), the Soil Adjusted Vegetation Index (SAVI) were the three vegetation indices used in this study. The classical maximum likelihood classifier (MLC) and support vector machine (SVM) algorithm were applied to classify SPOT 7 image. Catalca is selected region located in the north west of the Istanbul in Turkey, which has complex landscape covering artificial surface, forest and natural area, agricultural field, quarry/mining area, pasture/scrubland and water body. Accuracy assessment of all classified images was performed through overall accuracy and kappa coefficient. The results indicated that the incorporation of these three different vegetation indices decrease the classification accuracy for the MLC and SVM classification. In addition, the maximum likelihood classification slightly outperformed the support vector machine classification approach in both overall accuracy and kappa statistics.

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.

Performance of commercially available serological diagnostic tests to detect Leishmania infantum infection on experimentally infected dogs.

PubMed

Rodríguez-Cortés, Alhelí; Ojeda, Ana; Todolí, Felicitat; Alberola, Jordi

2013-01-31

Leishmania infantum (syn. Leishmania chagasi) is the etiological agent of a widespread serious zoonotic disease that affects both humans and dogs. Prevalence and incidence of the canine infection are important parameters to determine the risk and the ways to control this reemergent zoonosis. Unfortunately, there is not a gold standard test for Leishmania infection. Our aim was to assess the operative validity of commercial tests used to detect antibodies to Leishmania in serum samples from experimental infections. Three ELISA tests (LEISCAN(®) Leishmania ELISA Test, INGEZIM(®) LEISHMANIA, and INGEZIM(®) LEISHMANIA VET), three immunochromatographic tests (INGEZIM(®) LEISHMACROM, SNAP(®) Leishmania, and WITNESS(®) Leishmania), and one IFAT were evaluated. LEISCAN(®) Leishmania ELISA test achieved the highest sensitivity and accuracy (both 0.98). Specificity was 1 for all tests except for IFAT. All tests but IFAT obtained a positive predictive value of 1, while the maximum negative predictive value was achieved by LEISCAN(®) Leishmania ELISA Test (0.93). The best positive likelihood ratio was obtained by INGEZIM(®) LEISHMANIA VET (30.26), while the best negative likelihood ratio was obtained by LEISCAN(®) Leishmania ELISA Test (0.02). The highest diagnostic odds ratio was achieved by LEISCAN(®) Leishmania ELISA Test (729.00). The largest area under the ROC curve was obtained by LEISCAN(®) Leishmania ELISA Test (0.981). Quantitative ELISA based tests performmed better than qualitative tests ("Rapid Tests"), and the test best suited to detect Leishmania in infected dogs and to provide clinically useful information was LEISCAN(®) Leishmania ELISA Test. This and other results point also to the need of revising the status of IFAT as a gold standard for the diagnosis of leishmaniasis. Copyright © 2012 Elsevier B.V. All rights reserved.

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

Likelihood Ratio Tests for Special Rasch Models

ERIC Educational Resources Information Center

Hessen, David J.

2010-01-01

In this article, a general class of special Rasch models for dichotomous item scores is considered. Although Andersen's likelihood ratio test can be used to test whether a Rasch model fits to the data, the test does not differentiate between special Rasch models. Therefore, in this article, new likelihood ratio tests are proposed for testing…

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…

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

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

Incidence of childhood leukaemia and non-Hodgkin's lymphoma in the vicinity of nuclear sites in Scotland, 1968-93.

PubMed Central

Sharp, L; Black, R J; Harkness, E F; McKinney, P A

1996-01-01

OBJECTIVES: The primary aims were to investigate the incidence of leukaemia and non-Hodgkin's lymphoma in children resident near seven nuclear sites in Scotland and to determine whether there was any evidence of a gradient in risk with distance of residence from a nuclear site. A secondary aim was to assess the power of statistical tests for increased risk of disease near a point source when applied in the context of census data for Scotland. METHODS: The study data set comprised 1287 cases of leukaemia and non-Hodgkin's lymphoma diagnosed in children aged under 15 years in the period 1968-93, validated for accuracy and completeness. A study zone around each nuclear site was constructed from enumeration districts within 25 km. Expected numbers were calculated, adjusting for sex, age, and indices of deprivation and urban-rural residence. Six statistical tests were evaluated. Stone's maximum likelihood ratio (unconditional application) was applied as the main test for general increased incidence across a study zone. The linear risk score based on enumeration districts (conditional application) was used as a secondary test for declining risk with distance from each site. RESULTS: More cases were observed (O) than expected (E) in the study zones around Rosyth naval base (O/E 1.02), Chapelcross electricity generating station (O/E 1.08), and Dounreay reprocessing plant (O/E 1.99). The maximum likelihood ratio test reached significance only for Dounreay (P = 0.030). The linear risk score test did not indicate a trend in risk with distance from any of the seven sites, including Dounreay. CONCLUSIONS: There was no evidence of a generally increased risk of childhood leukaemia and non-Hodgkin's lymphoma around nuclear sites in Scotland, nor any evidence of a trend of decreasing risk with distance from any of the sites. There was a significant excess risk in the zone around Dounreay, which was only partially accounted for by the sociodemographic characteristics of the area. The statistical power of tests for localised increased risk of disease around a point source should be assessed in each new setting in which they are applied. PMID:8994402

An analytic modeling and system identification study of rotor/fuselage dynamics at hover

NASA Technical Reports Server (NTRS)

Hong, Steven W.; Curtiss, H. C., Jr.

1993-01-01

A combination of analytic modeling and system identification methods have been used to develop an improved dynamic model describing the response of articulated rotor helicopters to control inputs. A high-order linearized model of coupled rotor/body dynamics including flap and lag degrees of freedom and inflow dynamics with literal coefficients is compared to flight test data from single rotor helicopters in the near hover trim condition. The identification problem was formulated using the maximum likelihood function in the time domain. The dynamic model with literal coefficients was used to generate the model states, and the model was parametrized in terms of physical constants of the aircraft rather than the stability derivatives resulting in a significant reduction in the number of quantities to be identified. The likelihood function was optimized using the genetic algorithm approach. This method proved highly effective in producing an estimated model from flight test data which included coupled fuselage/rotor dynamics. Using this approach it has been shown that blade flexibility is a significant contributing factor to the discrepancies between theory and experiment shown in previous studies. Addition of flexible modes, properly incorporating the constraint due to the lag dampers, results in excellent agreement between flight test and theory, especially in the high frequency range.

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.

An analytic modeling and system identification study of rotor/fuselage dynamics at hover

NASA Technical Reports Server (NTRS)

Hong, Steven W.; Curtiss, H. C., Jr.

1993-01-01

A combination of analytic modeling and system identification methods have been used to develop an improved dynamic model describing the response of articulated rotor helicopters to control inputs. A high-order linearized model of coupled rotor/body dynamics including flap and lag degrees of freedom and inflow dynamics with literal coefficients is compared to flight test data from single rotor helicopters in the near hover trim condition. The identification problem was formulated using the maximum likelihood function in the time domain. The dynamic model with literal coefficients was used to generate the model states, and the model was parametrized in terms of physical constants of the aircraft rather than the stability derivatives, resulting in a significant reduction in the number of quantities to be identified. The likelihood function was optimized using the genetic algorithm approach. This method proved highly effective in producing an estimated model from flight test data which included coupled fuselage/rotor dynamics. Using this approach it has been shown that blade flexibility is a significant contributing factor to the discrepancies between theory and experiment shown in previous studies. Addition of flexible modes, properly incorporating the constraint due to the lag dampers, results in excellent agreement between flight test and theory, especially in the high frequency range.

Population genetics of polymorphism and divergence for diploid selection models with arbitrary dominance.

PubMed

Williamson, Scott; Fledel-Alon, Adi; Bustamante, Carlos D

2004-09-01

We develop a Poisson random-field model of polymorphism and divergence that allows arbitrary dominance relations in a diploid context. This model provides a maximum-likelihood framework for estimating both selection and dominance parameters of new mutations using information on the frequency spectrum of sequence polymorphisms. This is the first DNA sequence-based estimator of the dominance parameter. Our model also leads to a likelihood-ratio test for distinguishing nongenic from genic selection; simulations indicate that this test is quite powerful when a large number of segregating sites are available. We also use simulations to explore the bias in selection parameter estimates caused by unacknowledged dominance relations. When inference is based on the frequency spectrum of polymorphisms, genic selection estimates of the selection parameter can be very strongly biased even for minor deviations from the genic selection model. Surprisingly, however, when inference is based on polymorphism and divergence (McDonald-Kreitman) data, genic selection estimates of the selection parameter are nearly unbiased, even for completely dominant or recessive mutations. Further, we find that weak overdominant selection can increase, rather than decrease, the substitution rate relative to levels of polymorphism. This nonintuitive result has major implications for the interpretation of several popular tests of neutrality.

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.

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

PubMed

Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

2017-03-01

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

Effect of Box-Cox transformation on power of Haseman-Elston and maximum-likelihood variance components tests to detect quantitative trait Loci.

PubMed

Etzel, C J; Shete, S; Beasley, T M; Fernandez, J R; Allison, D B; Amos, C I

2003-01-01

Non-normality of the phenotypic distribution can affect power to detect quantitative trait loci in sib pair studies. Previously, we observed that Winsorizing the sib pair phenotypes increased the power of quantitative trait locus (QTL) detection for both Haseman-Elston (HE) least-squares tests [Hum Hered 2002;53:59-67] and maximum likelihood-based variance components (MLVC) analysis [Behav Genet (in press)]. Winsorizing the phenotypes led to a slight increase in type 1 error in H-E tests and a slight decrease in type I error for MLVC analysis. Herein, we considered transforming the sib pair phenotypes using the Box-Cox family of transformations. Data were simulated for normal and non-normal (skewed and kurtic) distributions. Phenotypic values were replaced by Box-Cox transformed values. Twenty thousand replications were performed for three H-E tests of linkage and the likelihood ratio test (LRT), the Wald test and other robust versions based on the MLVC method. We calculated the relative nominal inflation rate as the ratio of observed empirical type 1 error divided by the set alpha level (5, 1 and 0.1% alpha levels). MLVC tests applied to non-normal data had inflated type I errors (rate ratio greater than 1.0), which were controlled best by Box-Cox transformation and to a lesser degree by Winsorizing. For example, for non-transformed, skewed phenotypes (derived from a chi2 distribution with 2 degrees of freedom), the rates of empirical type 1 error with respect to set alpha level=0.01 were 0.80, 4.35 and 7.33 for the original H-E test, LRT and Wald test, respectively. For the same alpha level=0.01, these rates were 1.12, 3.095 and 4.088 after Winsorizing and 0.723, 1.195 and 1.905 after Box-Cox transformation. Winsorizing reduced inflated error rates for the leptokurtic distribution (derived from a Laplace distribution with mean 0 and variance 8). Further, power (adjusted for empirical type 1 error) at the 0.01 alpha level ranged from 4.7 to 17.3% across all tests using the non-transformed, skewed phenotypes, from 7.5 to 20.1% after Winsorizing and from 12.6 to 33.2% after Box-Cox transformation. Likewise, power (adjusted for empirical type 1 error) using leptokurtic phenotypes at the 0.01 alpha level ranged from 4.4 to 12.5% across all tests with no transformation, from 7 to 19.2% after Winsorizing and from 4.5 to 13.8% after Box-Cox transformation. Thus the Box-Cox transformation apparently provided the best type 1 error control and maximal power among the procedures we considered for analyzing a non-normal, skewed distribution (chi2) while Winzorizing worked best for the non-normal, kurtic distribution (Laplace). We repeated the same simulations using a larger sample size (200 sib pairs) and found similar results. Copyright 2003 S. Karger AG, Basel

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.

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 (...

Two simple clinical tests for predicting onset of medial tibial stress syndrome: shin palpation test and shin oedema test.

PubMed

Newman, Phil; Adams, Roger; Waddington, Gordon

2012-09-01

To examine the relationship between two clinical test results and future diagnosis of (Medial Tibial Stress Syndrome) MTSS in personnel at a military trainee establishment. Data from a preparticipation musculoskeletal screening test performed on 384 Australian Defence Force Academy Officer Cadets were compared against 693 injuries reported by 326 of the Officer Cadets in the following 16 months. Data were held in an Injury Surveillance database and analysed using χ² and Fisher's Exact tests, and Receiver Operating Characteristic Curve analysis. Diagnosis of MTSS, confirmed by an independent blinded health practitioner. Both the palpation and oedema clinical tests were each found to be significant predictors for later onset of MTSS. Specifically: Shin palpation test OR 4.63, 95% CI 2.5 to 8.5, Positive Likelihood Ratio 3.38, Negative Likelihood Ratio 0.732, Pearson χ² p<0.001; Shin oedema test OR 76.1 95% CI 9.6 to 602.7, Positive Likelihood Ratio 7.26, Negative Likelihood Ratio 0.095, Fisher's Exact p<0.001; Combined Shin Palpation Test and Shin Oedema Test Positive Likelihood Ratio 7.94, Negative Likelihood Ratio <0.001, Fisher's Exact p<0.001. Female gender was found to be an independent risk factor (OR 2.97, 95% CI 1.66 to 5.31, Positive Likelihood Ratio 2.09, Negative Likelihood Ratio 0.703, Pearson χ² p<0.001) for developing MTSS. The tests for MTSS employed here are components of a normal clinical examination used to diagnose MTSS. This paper confirms that these tests and female gender can also be confidently applied in predicting those in an asymptomatic population who are at greater risk of developing MTSS symptoms with activity at some point in the future.

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.

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.

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

NASA Astrophysics Data System (ADS)

Becker, Brian L.

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

A product Pearson-type VII density distribution

NASA Astrophysics Data System (ADS)

Nadarajah, Saralees; Kotz, Samuel

2008-01-01

The Pearson-type VII distributions (containing the Student's t distributions) are becoming increasing prominent and are being considered as competitors to the normal distribution. Motivated by real examples in decision sciences, Bayesian statistics, probability theory and Physics, a new Pearson-type VII distribution is introduced by taking the product of two Pearson-type VII pdfs. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to a Bayesian testing problem is illustrated.

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

NASA Technical Reports Server (NTRS)

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

2009-01-01

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

Energy attenuation performance of impact protection worn by motorcyclists in real-world crashes.

PubMed

Albanese, Bianca; Gibson, Tom; Whyte, Tom; Meredith, Lauren; Savino, Giovanni; de Rome, Liz; Baldock, Matthew; Fitzharris, Michael; Brown, Julie

2017-05-29

Laboratory studies have demonstrated that impact protectors (IP) used in motorcycle clothing can reduce fracture severities. While crash studies have reported IP are associated with reduced likelihood of soft tissue injury, there is little evidence of their effectiveness in reducing fracture likelihood. This discrepancy might be related to IP quality. There are mandatory requirements for IP supplied with protective clothing in Europe, but not elsewhere. This study examines the energy attenuation performance of IP used by Australian riders. IP were harvested from clothing worn by crashed riders admitted to hospital. The IP were examined and energy attenuation properties were determined using EN 1621-1 test procedures. Impact injury was identified from medical records and defined as fractures, dislocations, and avulsions that occurred following impact to the rider's shoulders, elbows, hips, and/or knees. Fisher's exact test was used to examine the relationship between meeting the EN 1621-1 energy attenuation requirements and impact injury. The association between the average and maximum transmitted force, and impact injury was examined using generalized estimating equations. Motorcycle riders were recruited as part of an in-depth crash study through three hospitals in New South Wales, Australia, between 2012 and 2014. Riders were interviewed, and engineers conducted site, vehicle, and clothing inspections. Clothing was collected, or identical garments were purchased. Clothing was inspected for 62 riders. Of these, 19 wore clothing incorporating 76 IP. Twenty-six of these were impacted in the crash event. Almost all impacted IP (96%) were CE marked, and most (83%) met Level 1 energy attenuation requirements of EN 1621-1 when tested. Of the 26 impacted IP, four were associated with impact injuries, including midshaft and distal clavicle fractures and a scapula and olecranon fracture. No associations between meeting EN 1621-1 requirements and impact injury were found (p = 0.5). There was no association between average force transmitted and impact injury (95% CI: 0.91-1.24); however, as maximum force transmitted increased, the odds of impact injury increased (95% CI: 1.01-1.2). These results indicate a high probability of impact injury at 50 kN, the limit of maximum transmitted force specified in EN 1621-1. The allowable transmitted force of EN 1621-1 may be too high to effectively reduce the probability of impact injury. This is not surprising, given human tolerance levels that are reported in literature. Reducing the force limit below the reported fracture tolerance limits might be difficult with current technology. However, there is scope to reduce the EN 1621-1 maximum limit of 50 kN transmitted force. A reduction in the maximum force limit would improve rider protection and appears feasible, as 77% of tested IP recorded a maximum force <35 kN. This level of transmitted force is estimated to be associated with <20% probability of impact injury. While the performance of IP available to Australian riders is not regulated, most IP was CE marked. The results indicate a significant association between maximum transmitted force, tested according to EN 1621-1 procedures, and impact injury. Further investigation of the EN 1621-1 requirements may be warranted. This work will interest those targeting protective equipment for motorcyclists as a mechanism for reducing injury to these vulnerable road users.

Optimal Normalization Tests for Muscle Activation of the Levator Scapulae, Pectoralis Minor, and Rhomboid Major: An Electromyography Study Using Maximum Voluntary Isometric Contractions.

PubMed

Castelein, Birgit; Cagnie, Barbara; Parlevliet, Thierry; Danneels, Lieven; Cools, Ann

2015-10-01

To identify maximum voluntary isometric contraction (MVIC) test positions for the deeper-lying scapulothoracic muscles (ie, levator scapulae, pectoralis minor, rhomboid major), and to provide a standard set of a limited number of test positions that generate an MVIC in all scapulothoracic muscles. Cross-sectional study. Physical and rehabilitation medicine department. Healthy subjects (N=21). Not applicable. Mean peak electromyographic activity from levator scapulae, pectoralis minor, and rhomboid major (investigated with fine-wire electromyography) and from upper trapezius, middle trapezius, lower trapezius, and serratus anterior (investigated with surface electromyography) during the performance of 12 different MVICs. The results indicated that various test positions generated similar high mean electromyographic activity and that no single test generated maximum activity for a specific muscle in all subjects. The results of this study support using a series of test positions for normalization procedures rather than a single exercise to increase the likelihood of recruiting the highest activity in the scapulothoracic muscles. A standard set of 5 test positions was identified as being sufficient for generating an MVIC of all scapulothoracic muscles: seated T, seated U 135°, prone T-thumbs up, prone V-thumbs up, and supine V-thumbs up. A standard set of test positions for normalization of scapulothoracic electromyographic data that also incorporates the levator scapulae, pectoralis minor, and rhomboid major muscles is 1 step toward a more comprehensive understanding of normal and abnormal muscle function of these muscles and will help to standardize the presentation of scapulothoracic electromyographic muscle activity. Copyright © 2015 American Congress of Rehabilitation Medicine. Published by Elsevier Inc. All rights reserved.

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).

Lifetime assessment by intermittent inspection under the mixture Weibull power law model with application to XLPE cables.

PubMed

Hirose, H

1997-01-01

This paper proposes a new treatment for electrical insulation degradation. Some types of insulation which have been used under various circumstances are considered to degrade at various rates in accordance with their stress circumstances. The cross-linked polyethylene (XLPE) insulated cables inspected by major Japanese electric companies clearly indicate such phenomena. By assuming that the inspected specimen is sampled from one of the clustered groups, a mixed degradation model can be constructed. Since the degradation of the insulation under common circumstances is considered to follow a Weibull distribution, a mixture model and a Weibull power law can be combined. This is called The mixture Weibull power law model. By using the maximum likelihood estimation for the newly proposed model to Japanese 22 and 33 kV insulation class cables, they are clustered into a certain number of groups by using the AIC and the generalized likelihood ratio test method. The reliability of the cables at specified years are assessed.

A simple, remote, video based breathing monitor.

PubMed

Regev, Nir; Wulich, Dov

2017-07-01

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

Change-in-ratio estimators for populations with more than two subclasses

USGS Publications Warehouse

Udevitz, Mark S.; Pollock, Kenneth H.

1991-01-01

Change-in-ratio methods have been developed to estimate the size of populations with two or three population subclasses. Most of these methods require the often unreasonable assumption of equal sampling probabilities for individuals in all subclasses. This paper presents new models based on the weaker assumption that ratios of sampling probabilities are constant over time for populations with three or more subclasses. Estimation under these models requires that a value be assumed for one of these ratios when there are two samples. Explicit expressions are given for the maximum likelihood estimators under models for two samples with three or more subclasses and for three samples with two subclasses. A numerical method using readily available statistical software is described for obtaining the estimators and their standard errors under all of the models. Likelihood ratio tests that can be used in model selection are discussed. Emphasis is on the two-sample, three-subclass models for which Monte-Carlo simulation results and an illustrative example are presented.

Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling

NASA Astrophysics Data System (ADS)

Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.

2017-04-01

Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.

Sequential structural damage diagnosis algorithm using a change point detection method

NASA Astrophysics Data System (ADS)

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

2013-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2012-04-01

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

Ranking and combining multiple predictors without labeled data

PubMed Central

Parisi, Fabio; Strino, Francesco; Nadler, Boaz; Kluger, Yuval

2014-01-01

In a broad range of classification and decision-making problems, one is given the advice or predictions of several classifiers, of unknown reliability, over multiple questions or queries. This scenario is different from the standard supervised setting, where each classifier’s accuracy can be assessed using available labeled data, and raises two questions: Given only the predictions of several classifiers over a large set of unlabeled test data, is it possible to (i) reliably rank them and (ii) construct a metaclassifier more accurate than most classifiers in the ensemble? Here we present a spectral approach to address these questions. First, assuming conditional independence between classifiers, we show that the off-diagonal entries of their covariance matrix correspond to a rank-one matrix. Moreover, the classifiers can be ranked using the leading eigenvector of this covariance matrix, because its entries are proportional to their balanced accuracies. Second, via a linear approximation to the maximum likelihood estimator, we derive the Spectral Meta-Learner (SML), an unsupervised ensemble classifier whose weights are equal to these eigenvector entries. On both simulated and real data, SML typically achieves a higher accuracy than most classifiers in the ensemble and can provide a better starting point than majority voting for estimating the maximum likelihood solution. Furthermore, SML is robust to the presence of small malicious groups of classifiers designed to veer the ensemble prediction away from the (unknown) ground truth. PMID:24474744

Dynamic Financial Constraints: Distinguishing Mechanism Design from Exogenously Incomplete Regimes*

PubMed Central

Karaivanov, Alexander; Townsend, Robert M.

2014-01-01

We formulate and solve a range of dynamic models of constrained credit/insurance that allow for moral hazard and limited commitment. We compare them to full insurance and exogenously incomplete financial regimes (autarky, saving only, borrowing and lending in a single asset). We develop computational methods based on mechanism design, linear programming, and maximum likelihood to estimate, compare, and statistically test these alternative dynamic models with financial/information constraints. Our methods can use both cross-sectional and panel data and allow for measurement error and unobserved heterogeneity. We estimate the models using data on Thai households running small businesses from two separate samples. We find that in the rural sample, the exogenously incomplete saving only and borrowing regimes provide the best fit using data on consumption, business assets, investment, and income. Family and other networks help consumption smoothing there, as in a moral hazard constrained regime. In contrast, in urban areas, we find mechanism design financial/information regimes that are decidedly less constrained, with the moral hazard model fitting best combined business and consumption data. We perform numerous robustness checks in both the Thai data and in Monte Carlo simulations and compare our maximum likelihood criterion with results from other metrics and data not used in the estimation. A prototypical counterfactual policy evaluation exercise using the estimation results is also featured. PMID:25246710

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

DOE PAGES

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

2017-08-25

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

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

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

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

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

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

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

Raghunathan, Srinivasan; Patil, Sanjaykumar; Bianchini, Federico

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

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

PubMed

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

2017-07-04

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood

ERIC Educational Resources Information Center

Karabatsos, George

2017-01-01

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

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…

Chloroplast variation is incongruent with classification of the Australian bloodwood eucalypts (genus Corymbia, family Myrtaceae)

PubMed Central

Schuster, Tanja M.; Setaro, Sabrina D.; Tibbits, Josquin F. G.; Batty, Erin L.; Fowler, Rachael M.; McLay, Todd G. B.; Wilcox, Stephen; Ades, Peter K.

2018-01-01

Previous molecular phylogenetic analyses have resolved the Australian bloodwood eucalypt genus Corymbia (~100 species) as either monophyletic or paraphyletic with respect to Angophora (9–10 species). Here we assess relationships of Corymbia and Angophora using a large dataset of chloroplast DNA sequences (121,016 base pairs; from 90 accessions representing 55 Corymbia and 8 Angophora species, plus 33 accessions of related genera), skimmed from high throughput sequencing of genomic DNA, and compare results with new analyses of nuclear ITS sequences (119 accessions) from previous studies. Maximum likelihood and maximum parsimony analyses of cpDNA resolve well supported trees with most nodes having >95% bootstrap support. These trees strongly reject monophyly of Corymbia, its two subgenera (Corymbia and Blakella), most taxonomic sections (Abbreviatae, Maculatae, Naviculares, Septentrionales), and several species. ITS trees weakly indicate paraphyly of Corymbia (bootstrap support <50% for maximum likelihood, and 71% for parsimony), but are highly incongruent with the cpDNA analyses, in that they support monophyly of both subgenera and some taxonomic sections of Corymbia. The striking incongruence between cpDNA trees and both morphological taxonomy and ITS trees is attributed largely to chloroplast introgression between taxa, because of geographic sharing of chloroplast clades across taxonomic groups. Such introgression has been widely inferred in studies of the related genus Eucalyptus. This is the first report of its likely prevalence in Corymbia and Angophora, but this is consistent with previous morphological inferences of hybridisation between species. Our findings (based on continent-wide sampling) highlight a need for more focussed studies to assess the extent of hybridisation and introgression in the evolutionary history of these genera, and that critical testing of the classification of Corymbia and Angophora requires additional sequence data from nuclear genomes. PMID:29668710

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

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

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

NASA Technical Reports Server (NTRS)

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

1983-01-01

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

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.

Maximum likelihood estimation of linkage disequilibrium in half-sib families.

PubMed

Gomez-Raya, L

2012-05-01

Maximum likelihood methods for the estimation of linkage disequilibrium between biallelic DNA-markers in half-sib families (half-sib method) are developed for single and multifamily situations. Monte Carlo computer simulations were carried out for a variety of scenarios regarding sire genotypes, linkage disequilibrium, recombination fraction, family size, and number of families. A double heterozygote sire was simulated with recombination fraction of 0.00, linkage disequilibrium among dams of δ=0.10, and alleles at both markers segregating at intermediate frequencies for a family size of 500. The average estimates of δ were 0.17, 0.25, and 0.10 for Excoffier and Slatkin (1995), maternal informative haplotypes, and the half-sib method, respectively. A multifamily EM algorithm was tested at intermediate frequencies by computer simulation. The range of the absolute difference between estimated and simulated δ was between 0.000 and 0.008. A cattle half-sib family was genotyped with the Illumina 50K BeadChip. There were 314,730 SNP pairs for which the sire was a homo-heterozygote with average estimates of r2 of 0.115, 0.067, and 0.111 for half-sib, Excoffier and Slatkin (1995), and maternal informative haplotypes methods, respectively. There were 208,872 SNP pairs for which the sire was double heterozygote with average estimates of r2 across the genome of 0.100, 0.267, and 0.925 for half-sib, Excoffier and Slatkin (1995), and maternal informative haplotypes methods, respectively. Genome analyses for all possible sire genotypes with 829,042 tests showed that ignoring half-sib family structure leads to upward biased estimates of linkage disequilibrium. Published inferences on population structure and evolution of cattle should be revisited after accommodating existing half-sib family structure in the estimation of linkage disequilibrium.

Maximum Likelihood Estimation of Linkage Disequilibrium in Half-Sib Families

PubMed Central

Gomez-Raya, L.

2012-01-01

Maximum likelihood methods for the estimation of linkage disequilibrium between biallelic DNA-markers in half-sib families (half-sib method) are developed for single and multifamily situations. Monte Carlo computer simulations were carried out for a variety of scenarios regarding sire genotypes, linkage disequilibrium, recombination fraction, family size, and number of families. A double heterozygote sire was simulated with recombination fraction of 0.00, linkage disequilibrium among dams of δ = 0.10, and alleles at both markers segregating at intermediate frequencies for a family size of 500. The average estimates of δ were 0.17, 0.25, and 0.10 for Excoffier and Slatkin (1995), maternal informative haplotypes, and the half-sib method, respectively. A multifamily EM algorithm was tested at intermediate frequencies by computer simulation. The range of the absolute difference between estimated and simulated δ was between 0.000 and 0.008. A cattle half-sib family was genotyped with the Illumina 50K BeadChip. There were 314,730 SNP pairs for which the sire was a homo-heterozygote with average estimates of r2 of 0.115, 0.067, and 0.111 for half-sib, Excoffier and Slatkin (1995), and maternal informative haplotypes methods, respectively. There were 208,872 SNP pairs for which the sire was double heterozygote with average estimates of r2 across the genome of 0.100, 0.267, and 0.925 for half-sib, Excoffier and Slatkin (1995), and maternal informative haplotypes methods, respectively. Genome analyses for all possible sire genotypes with 829,042 tests showed that ignoring half-sib family structure leads to upward biased estimates of linkage disequilibrium. Published inferences on population structure and evolution of cattle should be revisited after accommodating existing half-sib family structure in the estimation of linkage disequilibrium. PMID:22377635

Statistical analyses support power law distributions found in neuronal avalanches.

PubMed

Klaus, Andreas; Yu, Shan; Plenz, Dietmar

2011-01-01

The size distribution of neuronal avalanches in cortical networks has been reported to follow a power law distribution with exponent close to -1.5, which is a reflection of long-range spatial correlations in spontaneous neuronal activity. However, identifying power law scaling in empirical data can be difficult and sometimes controversial. In the present study, we tested the power law hypothesis for neuronal avalanches by using more stringent statistical analyses. In particular, we performed the following steps: (i) analysis of finite-size scaling to identify scale-free dynamics in neuronal avalanches, (ii) model parameter estimation to determine the specific exponent of the power law, and (iii) comparison of the power law to alternative model distributions. Consistent with critical state dynamics, avalanche size distributions exhibited robust scaling behavior in which the maximum avalanche size was limited only by the spatial extent of sampling ("finite size" effect). This scale-free dynamics suggests the power law as a model for the distribution of avalanche sizes. Using both the Kolmogorov-Smirnov statistic and a maximum likelihood approach, we found the slope to be close to -1.5, which is in line with previous reports. Finally, the power law model for neuronal avalanches was compared to the exponential and to various heavy-tail distributions based on the Kolmogorov-Smirnov distance and by using a log-likelihood ratio test. Both the power law distribution without and with exponential cut-off provided significantly better fits to the cluster size distributions in neuronal avalanches than the exponential, the lognormal and the gamma distribution. In summary, our findings strongly support the power law scaling in neuronal avalanches, providing further evidence for critical state dynamics in superficial layers of cortex.

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.

Stasis and convergence characterize morphological evolution in eupolypod II ferns.

PubMed

Sundue, Michael A; Rothfels, Carl J

2014-01-01

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

Stasis and convergence characterize morphological evolution in eupolypod II ferns

PubMed Central

Sundue, Michael A.; Rothfels, Carl J.

2014-01-01

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

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

Leishmania Infection: Laboratory Diagnosing in the Absence of a “Gold Standard”

PubMed Central

Rodríguez-Cortés, Alhelí; Ojeda, Ana; Francino, Olga; López-Fuertes, Laura; Timón, Marcos; Alberola, Jordi

2010-01-01

There is no gold standard for diagnosing leishmaniases. Our aim was to assess the operative validity of tests used in detecting Leishmania infection using samples from experimental infections, a reliable equivalent to the classic definition of gold standard. Without statistical differences, the highest sensitivity was achieved by protein A (ProtA), immunoglobulin (Ig)G2, indirect fluorescenece antibody test (IFAT), lymphocyte proliferation assay, quantitative real-time polymerase chain reaction of bone marrow (qPCR-BM), qPCR-Blood, and IgG; and the highest specificity by IgG1, IgM, IgA, qPCR-Blood, IgG, IgG2, and qPCR-BM. Maximum positive predictive value was obtained simultaneously by IgG2, qPCR-Blood, and IgG; and maximum negative predictive value by qPCR-BM. Best positive and negative likelihood ratios were obtained by IgG2. The test having the greatest, statistically significant, area under the receiver operating characteristics curve was IgG2 enzyme-linked immunosorbent assay (ELISA). Thus, according to the gold standard used, IFAT and qPCR are far from fulfilling the requirements to be considered gold standards, and the test showing the highest potential to detect Leishmania infection is Leishmania-specific ELISA IgG2. PMID:20134001

Leishmania infection: laboratory diagnosing in the absence of a "gold standard".

PubMed

Rodríguez-Cortés, Alhelí; Ojeda, Ana; Francino, Olga; López-Fuertes, Laura; Timón, Marcos; Alberola, Jordi

2010-02-01

There is no gold standard for diagnosing leishmaniases. Our aim was to assess the operative validity of tests used in detecting Leishmania infection using samples from experimental infections, a reliable equivalent to the classic definition of gold standard. Without statistical differences, the highest sensitivity was achieved by protein A (ProtA), immunoglobulin (Ig)G2, indirect fluorescenece antibody test (IFAT), lymphocyte proliferation assay, quantitative real-time polymerase chain reaction of bone marrow (qPCR-BM), qPCR-Blood, and IgG; and the highest specificity by IgG1, IgM, IgA, qPCR-Blood, IgG, IgG2, and qPCR-BM. Maximum positive predictive value was obtained simultaneously by IgG2, qPCR-Blood, and IgG; and maximum negative predictive value by qPCR-BM. Best positive and negative likelihood ratios were obtained by IgG2. The test having the greatest, statistically significant, area under the receiver operating characteristics curve was IgG2 enzyme-linked immunosorbent assay (ELISA). Thus, according to the gold standard used, IFAT and qPCR are far from fulfilling the requirements to be considered gold standards, and the test showing the highest potential to detect Leishmania infection is Leishmania-specific ELISA IgG2.

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.

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

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 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.

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.

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

Density-based empirical likelihood procedures for testing symmetry of data distributions and K-sample comparisons.

PubMed

Vexler, Albert; Tanajian, Hovig; Hutson, Alan D

In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.

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

PubMed Central

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

2014-01-01

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

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.

Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations

NASA Astrophysics Data System (ADS)

Rypdal, Martin; Sirnes, Espen; Løvsletten, Ola; Rypdal, Kristoffer

2013-08-01

Maximum likelihood estimation techniques for multifractal processes are applied to high-frequency data in order to quantify intermittency in the fluctuations of asset prices. From time records as short as one month these methods permit extraction of a meaningful intermittency parameter λ characterising the degree of volatility clustering. We can therefore study the time evolution of volatility clustering and test the statistical significance of this variability. By analysing data from the Oslo Stock Exchange, and comparing the results with the investment grade spread, we find that the estimates of λ are lower at times of high market uncertainty.

An empirical Bayes approach for the Poisson life distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1973-01-01

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

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.

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

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

USGS Publications Warehouse

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

2016-01-01

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

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.

Fitting a three-parameter lognormal distribution with applications to hydrogeochemical data from the National Uranium Resource Evaluation Program

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

Kane, V.E.

1979-10-01

The standard maximum likelihood and moment estimation procedures are shown to have some undesirable characteristics for estimating the parameters in a three-parameter lognormal distribution. A class of goodness-of-fit estimators is found which provides a useful alternative to the standard methods. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Shapiro-Francia tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted-order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Bias and robustness of the procedures are examined and example data sets analyzed including geochemical datamore » from the National Uranium Resource Evaluation Program.« less

Effect of bending on the room-temperature tensile strengths of structural ceramics

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

Jenkins, M.G.

1992-01-01

Results for nearly fifty, room-temperature tensile tests conducted on two advanced, monolithic silicon nitride ceramics are evaluated for the effects of bending and application of various Weibull statistical analyses. Two specimen gripping systems (straight collet and tapered collet) were evaluated for both success in producing gage section failures and tendency to minimize bending at failure. Specimen fabrication and grinding technique consderations are briefly reviewed and related to their effects on successful tensile tests. Ultimate tensile strengths are related to the bending measured at specimen failure and the effects of the gripping system on bending are discussed. Finally, comparisons are mademore » between the use of censored and uncensored data sample sets for determining the maximum likelihood estimates of the Weibull parameters from the tensile strength distributions.« less

Effect of bending on the room-temperature tensile strengths of structural ceramics

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

Jenkins, M.G.

1992-07-01

Results for nearly fifty, room-temperature tensile tests conducted on two advanced, monolithic silicon nitride ceramics are evaluated for the effects of bending and application of various Weibull statistical analyses. Two specimen gripping systems (straight collet and tapered collet) were evaluated for both success in producing gage section failures and tendency to minimize bending at failure. Specimen fabrication and grinding technique consderations are briefly reviewed and related to their effects on successful tensile tests. Ultimate tensile strengths are related to the bending measured at specimen failure and the effects of the gripping system on bending are discussed. Finally, comparisons are mademore » between the use of censored and uncensored data sample sets for determining the maximum likelihood estimates of the Weibull parameters from the tensile strength distributions.« less

Effects of control inputs on the estimation of stability and control parameters of a light airplane

NASA Technical Reports Server (NTRS)

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

1977-01-01

The maximum likelihood parameter estimation technique was used to determine the values of stability and control derivatives from flight test data for a low-wing, single-engine, light airplane. Several input forms were used during the tests to investigate the consistency of parameter estimates as it relates to inputs. These consistencies were compared by using the ensemble variance and estimated Cramer-Rao lower bound. In addition, the relationship between inputs and parameter correlations was investigated. Results from the stabilator inputs are inconclusive but the sequence of rudder input followed by aileron input or aileron followed by rudder gave more consistent estimates than did rudder or ailerons individually. Also, square-wave inputs appeared to provide slightly improved consistency in the parameter estimates when compared to sine-wave inputs.

Radar cross section models for limited aspect angle windows

NASA Astrophysics Data System (ADS)

Robinson, Mark C.

1992-12-01

This thesis presents a method for building Radar Cross Section (RCS) models of aircraft based on static data taken from limited aspect angle windows. These models statistically characterize static RCS. This is done to show that a limited number of samples can be used to effectively characterize static aircraft RCS. The optimum models are determined by performing both a Kolmogorov and a Chi-Square goodness-of-fit test comparing the static RCS data with a variety of probability density functions (pdf) that are known to be effective at approximating the static RCS of aircraft. The optimum parameter estimator is also determined by the goodness of-fit tests if there is a difference in pdf parameters obtained by the Maximum Likelihood Estimator (MLE) and the Method of Moments (MoM) estimators.

Interim Scientific Report: AFOSR-81-0122.

DTIC Science & Technology

1983-05-05

Maximum likelihood. 2 Periton Lane, Mine-head, TA24 8AQ , England .... ...• .r- . ’ ’ "fl’ ’ ’ " .. ...... ’ ’"’ ’ - ’: , t i .a....,: Attachment 5

Phylogenetic analysis in Myrcia section Aulomyrcia and inferences on plant diversity in the Atlantic rainforest

PubMed Central

Staggemeier, Vanessa Graziele; Diniz-Filho, José Alexandre Felizola; Forest, Félix; Lucas, Eve

2015-01-01

Background and Aims Myrcia section Aulomyrcia includes ∼120 species that are endemic to the Neotropics and disjunctly distributed in the moist Amazon and Atlantic coastal forests of Brazil. This paper presents the first comprehensive phylogenetic study of this group and this phylogeny is used as a basis to evaluate recent classification systems and to test alternative hypotheses associated with the history of this clade. Methods Fifty-three taxa were sampled out of the 120 species currently recognized, plus 40 outgroup taxa, for one nuclear marker (ribosomal internal transcribed spacer) and four plastid markers (psbA-trnH, trnL-trnF, trnQ-rpS16 and ndhF). The relationships were reconstructed based on Bayesian and maximum likelihood analyses. Additionally, a likelihood approach, ‘geographic state speciation and extinction’, was used to estimate region- dependent rates of speciation, extinction and dispersal, comparing historically climatic stable areas (refugia) and unstable areas. Key Results Maximum likelihood and Bayesian inferences indicate that Myrcia and Marlierea are polyphyletic, and the internal groupings recovered are characterized by combinations of morphological characters. Phylogenetic relationships support a link between Amazonian and north-eastern species and between north-eastern and south-eastern species. Lower extinction rates within glacial refugia suggest that these areas were important in maintaining diversity in the Atlantic forest biodiversity hotspot. Conclusions This study provides a robust phylogenetic framework to address important ecological questions for Myrcia s.l. within an evolutionary context, and supports the need to unite taxonomically the two traditional genera Myrcia and Marlierea in an expanded Myrcia s.l. Furthermore, this study offers valuable insights into the diversification of plant species in the highly impacted Atlantic forest of South America; evidence is presented that the lowest extinction rates are found inside refugia and that range expansion from unstable areas contributes to the highest levels of plant diversity in the Bahian refugium. PMID:25757471

optBINS: Optimal Binning for histograms

NASA Astrophysics Data System (ADS)

Knuth, Kevin H.

2018-03-01

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

Evidence of host-associated divergence from coral-eating snails (genus Coralliophila) in the Coral Triangle

NASA Astrophysics Data System (ADS)

Simmonds, Sara E.; Chou, Vincent; Cheng, Samantha H.; Rachmawati, Rita; Calumpong, Hilconida P.; Ngurah Mahardika, G.; Barber, Paul H.

2018-06-01

We studied how host-associations and geography shape the genetic structure of sister species of marine snails Coralliophila radula (A. Adams, 1853) and C. violacea (Kiener, 1836). These obligate ectoparasites prey upon corals and are sympatric throughout much of their ranges in coral reefs of the tropical and subtropical Indo-Pacific. We tested for population genetic structure of snails in relation to geography and their host corals using mtDNA (COI) sequences in minimum spanning trees and AMOVAs. We also examined the evolutionary relationships of their Porites host coral species using maximum likelihood trees of RAD-seq (restriction site-associated DNA sequencing) loci mapped to a reference transcriptome. A maximum likelihood tree of host corals revealed three distinct clades. Coralliophila radula showed a pronounced genetic break across the Sunda Shelf ( Φ CT = 0.735) but exhibited no genetic structure with respect to host. C. violacea exhibited significant geographic structure ( Φ CT = 0.427), with divergence among Hawaiian populations, the Coral Triangle and the Indian Ocean. Notably, C. violacea showed evidence of ecological divergence; two lineages were associated with different groups of host coral species, one widespread found at all sites, and the other restricted to the Coral Triangle. Sympatric populations of C. violacea found on different suites of coral species were highly divergent ( Φ CT = 0.561, d = 5.13%), suggesting that symbiotic relationships may contribute to lineage diversification in the Coral Triangle.

Phylogenetic relationships of the endangered Shenandoah salamander (Plethodon shenandoah) and other salamanders of the Plethodon cinereus group (Caudata : Plethodontidae)

USGS Publications Warehouse

Sites, J.W.; Morando, M.; Highton, R.; Huber, F.; Jung, R.E.

2004-01-01

The Shenandoah salamander (Plethodon shenandoah), known from isolated talus slopes on three of the highest mountains in Shenandoah National Park, is listed as state-endangered in Virginia and federally endangered under the U.S. Endangered Species Act. A 1999 paper by G. R. Thurow described P. shenandoah-like salamanders from three localities further south in the Blue Ridge Physiographic Province, which, if confirmed, would represent a range extension for P. shenandoah of approximately 90 km from its nearest known locality. Samples collected from two of these three localities were included in a molecular phylogenetic study of the known populations of P. shenandoah, and all other recognized species in the Plethodon cinereus group, using a 792 bp region of the mitochondrial cytochrome-b gene. Phylogenetic estimates were based on Bayesian, maximum likelihood, and maximum parsimony methods and topologies examined for placement of the new P. shenandoah-like samples relative to all others. All topologies recovered all haplotypes of the P. shenandoah-like animals nested within P. cinereus, and a statistical comparison of the best likelihood tree topology with one with an enforced (Thurow + Shenandoah P. shenandoah) clade revealed that the unconstrained tree had a significantly lower -In L score (P < 0.05, using the Shimodaira-Hasegawa test) than the constraint tree. This result and other anecdotal information give us no solid reason to consider the Thurow report valid. The current recovery program for P. shenandoah should remain focused on populations in Shenandoah National Park.

Auto- and cross-power spectral analysis of dual trap optical tweezer experiments using Bayesian inference.

PubMed

von Hansen, Yann; Mehlich, Alexander; Pelz, Benjamin; Rief, Matthias; Netz, Roland R

2012-09-01

The thermal fluctuations of micron-sized beads in dual trap optical tweezer experiments contain complete dynamic information about the viscoelastic properties of the embedding medium and-if present-macromolecular constructs connecting the two beads. To quantitatively interpret the spectral properties of the measured signals, a detailed understanding of the instrumental characteristics is required. To this end, we present a theoretical description of the signal processing in a typical dual trap optical tweezer experiment accounting for polarization crosstalk and instrumental noise and discuss the effect of finite statistics. To infer the unknown parameters from experimental data, a maximum likelihood method based on the statistical properties of the stochastic signals is derived. In a first step, the method can be used for calibration purposes: We propose a scheme involving three consecutive measurements (both traps empty, first one occupied and second empty, and vice versa), by which all instrumental and physical parameters of the setup are determined. We test our approach for a simple model system, namely a pair of unconnected, but hydrodynamically interacting spheres. The comparison to theoretical predictions based on instantaneous as well as retarded hydrodynamics emphasizes the importance of hydrodynamic retardation effects due to vorticity diffusion in the fluid. For more complex experimental scenarios, where macromolecular constructs are tethered between the two beads, the same maximum likelihood method in conjunction with dynamic deconvolution theory will in a second step allow one to determine the viscoelastic properties of the tethered element connecting the two beads.

A New Maximum Likelihood Approach for Free Energy Profile Construction from Molecular Simulations

PubMed Central

Lee, Tai-Sung; Radak, Brian K.; Pabis, Anna; York, Darrin M.

2013-01-01

A novel variational method for construction of free energy profiles from molecular simulation data is presented. The variational free energy profile (VFEP) method uses the maximum likelihood principle applied to the global free energy profile based on the entire set of simulation data (e.g from multiple biased simulations) that spans the free energy surface. The new method addresses common obstacles in two major problems usually observed in traditional methods for estimating free energy surfaces: the need for overlap in the re-weighting procedure and the problem of data representation. Test cases demonstrate that VFEP outperforms other methods in terms of the amount and sparsity of the data needed to construct the overall free energy profiles. For typical chemical reactions, only ~5 windows and ~20-35 independent data points per window are sufficient to obtain an overall qualitatively correct free energy profile with sampling errors an order of magnitude smaller than the free energy barrier. The proposed approach thus provides a feasible mechanism to quickly construct the global free energy profile and identify free energy barriers and basins in free energy simulations via a robust, variational procedure that determines an analytic representation of the free energy profile without the requirement of numerically unstable histograms or binning procedures. It can serve as a new framework for biased simulations and is suitable to be used together with other methods to tackle with the free energy estimation problem. PMID:23457427