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

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/

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.

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 field estimators for multiscale simulations.

PubMed

Eapen, Jacob; Li, Ju; Yip, Sidney

2005-11-01

We present a systematic approach for generating smooth and accurate fields from particle simulation data using the notions of statistical inference. As an extension to a parametric representation based on the maximum likelihood technique previously developed for velocity and temperature fields, a nonparametric estimator based on the principle of maximum entropy is proposed for particle density and stress fields. Both estimators are applied to represent molecular dynamics data on shear-driven flow in an enclosure which exhibits a high degree of nonlinear characteristics. We show that the present density estimator is a significant improvement over ad hoc bin averaging and is also free of systematic boundary artifacts that appear in the method of smoothing kernel estimates. Similarly, the velocity fields generated by the maximum likelihood estimator do not show any edge effects that can be erroneously interpreted as slip at the wall. For low Reynolds numbers, the velocity fields and streamlines generated by the present estimator are benchmarked against Newtonian continuum calculations. For shear velocities that are a significant fraction of the thermal speed, we observe a form of shear localization that is induced by the confining boundary.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

A parametric method for determining the number of signals in narrow-band direction finding

NASA Astrophysics Data System (ADS)

Wu, Qiang; Fuhrmann, Daniel R.

1991-08-01

A novel and more accurate method to determine the number of signals in the multisource direction finding problem is developed. The information-theoretic criteria of Yin and Krishnaiah (1988) are applied to a set of quantities which are evaluated from the log-likelihood function. Based on proven asymptotic properties of the maximum likelihood estimation, these quantities have the properties required by the criteria. Since the information-theoretic criteria use these quantities instead of the eigenvalues of the estimated correlation matrix, this approach possesses the advantage of not requiring a subjective threshold, and also provides higher performance than when eigenvalues are used. Simulation results are presented and compared to those obtained from the nonparametric method given by Wax and Kailath (1985).

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

PubMed

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

2018-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

1994-06-01

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

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.

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

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.

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

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

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

2016-12-01

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

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.

Statistics of some atmospheric turbulence records relevant to aircraft response calculations

NASA Technical Reports Server (NTRS)

Mark, W. D.; Fischer, R. W.

1981-01-01

Methods for characterizing atmospheric turbulence are described. The methods illustrated include maximum likelihood estimation of the integral scale and intensity of records obeying the von Karman transverse power spectral form, constrained least-squares estimation of the parameters of a parametric representation of autocorrelation functions, estimation of the power spectra density of the instantaneous variance of a record with temporally fluctuating variance, and estimation of the probability density functions of various turbulence components. Descriptions of the computer programs used in the computations are given, and a full listing of these programs is included.

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

PubMed

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

2010-12-01

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

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

USGS Publications Warehouse

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

2007-01-01

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

Quantification of variability and uncertainty for air toxic emission inventories with censored emission factor data.

PubMed

Frey, H Christopher; Zhao, Yuchao

2004-11-15

Probabilistic emission inventories were developed for urban air toxic emissions of benzene, formaldehyde, chromium, and arsenic for the example of Houston. Variability and uncertainty in emission factors were quantified for 71-97% of total emissions, depending upon the pollutant and data availability. Parametric distributions for interunit variability were fit using maximum likelihood estimation (MLE), and uncertainty in mean emission factors was estimated using parametric bootstrap simulation. For data sets containing one or more nondetected values, empirical bootstrap simulation was used to randomly sample detection limits for nondetected values and observations for sample values, and parametric distributions for variability were fit using MLE estimators for censored data. The goodness-of-fit for censored data was evaluated by comparison of cumulative distributions of bootstrap confidence intervals and empirical data. The emission inventory 95% uncertainty ranges are as small as -25% to +42% for chromium to as large as -75% to +224% for arsenic with correlated surrogates. Uncertainty was dominated by only a few source categories. Recommendations are made for future improvements to the analysis.

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

The minimum distance approach to classification

NASA Technical Reports Server (NTRS)

Wacker, A. G.; Landgrebe, D. A.

1971-01-01

The work to advance the state-of-the-art of miminum distance classification is reportd. This is accomplished through a combination of theoretical and comprehensive experimental investigations based on multispectral scanner data. A survey of the literature for suitable distance measures was conducted and the results of this survey are presented. It is shown that minimum distance classification, using density estimators and Kullback-Leibler numbers as the distance measure, is equivalent to a form of maximum likelihood sample classification. It is also shown that for the parametric case, minimum distance classification is equivalent to nearest neighbor classification in the parameter space.

Estimation for coefficient of variation of an extension of the exponential distribution under type-II censoring scheme

NASA Astrophysics Data System (ADS)

Bakoban, Rana A.

2017-08-01

The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.

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.

A strategy for improved computational efficiency of the method of anchored distributions

NASA Astrophysics Data System (ADS)

Over, Matthew William; Yang, Yarong; Chen, Xingyuan; Rubin, Yoram

2013-06-01

This paper proposes a strategy for improving the computational efficiency of model inversion using the method of anchored distributions (MAD) by "bundling" similar model parametrizations in the likelihood function. Inferring the likelihood function typically requires a large number of forward model (FM) simulations for each possible model parametrization; as a result, the process is quite expensive. To ease this prohibitive cost, we present an approximation for the likelihood function called bundling that relaxes the requirement for high quantities of FM simulations. This approximation redefines the conditional statement of the likelihood function as the probability of a set of similar model parametrizations "bundle" replicating field measurements, which we show is neither a model reduction nor a sampling approach to improving the computational efficiency of model inversion. To evaluate the effectiveness of these modifications, we compare the quality of predictions and computational cost of bundling relative to a baseline MAD inversion of 3-D flow and transport model parameters. Additionally, to aid understanding of the implementation we provide a tutorial for bundling in the form of a sample data set and script for the R statistical computing language. For our synthetic experiment, bundling achieved a 35% reduction in overall computational cost and had a limited negative impact on predicted probability distributions of the model parameters. Strategies for minimizing error in the bundling approximation, for enforcing similarity among the sets of model parametrizations, and for identifying convergence of the likelihood function are also presented.

Estimating Function Approaches for Spatial Point Processes

NASA Astrophysics Data System (ADS)

Deng, Chong

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

Usual Physical Activity and Hip Fracture in Older Men: An Application of Semiparametric Methods to Observational Data

PubMed Central

Mackey, Dawn C.; Hubbard, Alan E.; Cawthon, Peggy M.; Cauley, Jane A.; Cummings, Steven R.; Tager, Ira B.

2011-01-01

Few studies have examined the relation between usual physical activity level and rate of hip fracture in older men or applied semiparametric methods from the causal inference literature that estimate associations without assuming a particular parametric model. Using the Physical Activity Scale for the Elderly, the authors measured usual physical activity level at baseline (2000–2002) in 5,682 US men ≥65 years of age who were enrolled in the Osteoporotic Fractures in Men Study. Physical activity levels were classified as low (bottom quartile of Physical Activity Scale for the Elderly score), moderate (middle quartiles), or high (top quartile). Hip fractures were confirmed by central review. Marginal associations between physical activity and hip fracture were estimated with 3 estimation methods: inverse probability-of-treatment weighting, G-computation, and doubly robust targeted maximum likelihood estimation. During 6.5 years of follow-up, 95 men (1.7%) experienced a hip fracture. The unadjusted risk of hip fracture was lower in men with a high physical activity level versus those with a low physical activity level (relative risk = 0.51, 95% confidence interval: 0.28, 0.92). In semiparametric analyses that controlled confounding, hip fracture risk was not lower with moderate (e.g., targeted maximum likelihood estimation relative risk = 0.92, 95% confidence interval: 0.62, 1.44) or high (e.g., targeted maximum likelihood estimation relative risk = 0.88, 95% confidence interval: 0.53, 2.03) physical activity relative to low. This study does not support a protective effect of usual physical activity on hip fracture in older men. PMID:21303805

Multilevel mixed effects parametric survival models using adaptive Gauss-Hermite quadrature with application to recurrent events and individual participant data meta-analysis.

PubMed

Crowther, Michael J; Look, Maxime P; Riley, Richard D

2014-09-28

Multilevel mixed effects survival models are used in the analysis of clustered survival data, such as repeated events, multicenter clinical trials, and individual participant data (IPD) meta-analyses, to investigate heterogeneity in baseline risk and covariate effects. In this paper, we extend parametric frailty models including the exponential, Weibull and Gompertz proportional hazards (PH) models and the log logistic, log normal, and generalized gamma accelerated failure time models to allow any number of normally distributed random effects. Furthermore, we extend the flexible parametric survival model of Royston and Parmar, modeled on the log-cumulative hazard scale using restricted cubic splines, to include random effects while also allowing for non-PH (time-dependent effects). Maximum likelihood is used to estimate the models utilizing adaptive or nonadaptive Gauss-Hermite quadrature. The methods are evaluated through simulation studies representing clinically plausible scenarios of a multicenter trial and IPD meta-analysis, showing good performance of the estimation method. The flexible parametric mixed effects model is illustrated using a dataset of patients with kidney disease and repeated times to infection and an IPD meta-analysis of prognostic factor studies in patients with breast cancer. User-friendly Stata software is provided to implement the methods. Copyright © 2014 John Wiley & Sons, Ltd.

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

PubMed

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

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.

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

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.

Parametric modelling of cost data in medical studies.

PubMed

Nixon, R M; Thompson, S G

2004-04-30

The cost of medical resources used is often recorded for each patient in clinical studies in order to inform decision-making. Although cost data are generally skewed to the right, interest is in making inferences about the population mean cost. Common methods for non-normal data, such as data transformation, assuming asymptotic normality of the sample mean or non-parametric bootstrapping, are not ideal. This paper describes possible parametric models for analysing cost data. Four example data sets are considered, which have different sample sizes and degrees of skewness. Normal, gamma, log-normal, and log-logistic distributions are fitted, together with three-parameter versions of the latter three distributions. Maximum likelihood estimates of the population mean are found; confidence intervals are derived by a parametric BC(a) bootstrap and checked by MCMC methods. Differences between model fits and inferences are explored.Skewed parametric distributions fit cost data better than the normal distribution, and should in principle be preferred for estimating the population mean cost. However for some data sets, we find that models that fit badly can give similar inferences to those that fit well. Conversely, particularly when sample sizes are not large, different parametric models that fit the data equally well can lead to substantially different inferences. We conclude that inferences are sensitive to choice of statistical model, which itself can remain uncertain unless there is enough data to model the tail of the distribution accurately. Investigating the sensitivity of conclusions to choice of model should thus be an essential component of analysing cost data in practice. Copyright 2004 John Wiley & Sons, Ltd.

Modelling road accident blackspots data with the discrete generalized Pareto distribution.

PubMed

Prieto, Faustino; Gómez-Déniz, Emilio; Sarabia, José María

2014-10-01

This study shows how road traffic networks events, in particular road accidents on blackspots, can be modelled with simple probabilistic distributions. We considered the number of crashes and the number of fatalities on Spanish blackspots in the period 2003-2007, from Spanish General Directorate of Traffic (DGT). We modelled those datasets, respectively, with the discrete generalized Pareto distribution (a discrete parametric model with three parameters) and with the discrete Lomax distribution (a discrete parametric model with two parameters, and particular case of the previous model). For that, we analyzed the basic properties of both parametric models: cumulative distribution, survival, probability mass, quantile and hazard functions, genesis and rth-order moments; applied two estimation methods of their parameters: the μ and (μ+1) frequency method and the maximum likelihood method; used two goodness-of-fit tests: Chi-square test and discrete Kolmogorov-Smirnov test based on bootstrap resampling; and compared them with the classical negative binomial distribution in terms of absolute probabilities and in models including covariates. We found that those probabilistic models can be useful to describe the road accident blackspots datasets analyzed. Copyright © 2014 Elsevier Ltd. All rights reserved.

Identifying the Basal Angiosperm Node in Chloroplast GenomePhylogenies: Sampling One's Way Out of the Felsenstein Zone

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

Leebens-Mack, Jim; Raubeson, Linda A.; Cui, Liying

2005-05-27

While there has been strong support for Amborella and Nymphaeales (water lilies) as branching from basal-most nodes in the angiosperm phylogeny, this hypothesis has recently been challenged by phylogenetic analyses of 61 protein-coding genes extracted from the chloroplast genome sequences of Amborella, Nymphaea and 12 other available land plant chloroplast genomes. These character-rich analyses placed the monocots, represented by three grasses (Poaceae), as sister to all other extant angiosperm lineages. We have extracted protein-coding regions from draft sequences for six additional chloroplast genomes to test whether this surprising result could be an artifact of long-branch attraction due to limited taxonmore » sampling. The added taxa include three monocots (Acorus, Yucca and Typha), a water lily (Nuphar), a ranunculid(Ranunculus), and a gymnosperm (Ginkgo). Phylogenetic analyses of the expanded DNA and protein datasets together with microstructural characters (indels) provided unambiguous support for Amborella and the Nymphaeales as branching from the basal-most nodes in the angiospermphylogeny. However, their relative positions proved to be dependent on method of analysis, with parsimony favoring Amborella as sister to all other angiosperms, and maximum likelihood and neighbor-joining methods favoring an Amborella + Nympheales clade as sister. The maximum likelihood phylogeny supported the later hypothesis, but the likelihood for the former hypothesis was not significantly different. Parametric bootstrap analysis, single gene phylogenies, estimated divergence dates and conflicting in del characters all help to illuminate the nature of the conflict in resolution of the most basal nodes in the angiospermphylogeny. Molecular dating analyses provided median age estimates of 161 mya for the most recent common ancestor of all extant angiosperms and 145 mya for the most recent common ancestor of monocots, magnoliids andeudicots. Whereas long sequences reduce variance in branch lengths and molecular dating estimates, the impact of improved taxon sampling on the rooting of the angiosperm phylogeny together with the results of parametric bootstrap analyses demonstrate how long-branch attraction can mislead genome-scale phylogenetic analyses.« less

The Equivalence of Information-Theoretic and Likelihood-Based Methods for Neural Dimensionality Reduction

PubMed Central

Williamson, Ross S.; Sahani, Maneesh; Pillow, Jonathan W.

2015-01-01

Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron’s probability of spiking. One popular method, known as maximally informative dimensions (MID), uses an information-theoretic quantity known as “single-spike information” to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP) model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex. PMID:25831448

Modeling gene expression measurement error: a quasi-likelihood approach

PubMed Central

Strimmer, Korbinian

2003-01-01

Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution) or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale). Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood). Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic) variance structure of the data. As the quasi-likelihood behaves (almost) like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye) effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also improved the power of tests to identify differential expression. PMID:12659637

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 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.

Inference for the effect of treatment on survival probability in randomized trials with noncompliance and administrative censoring.

PubMed

Nie, Hui; Cheng, Jing; Small, Dylan S

2011-12-01

In many clinical studies with a survival outcome, administrative censoring occurs when follow-up ends at a prespecified date and many subjects are still alive. An additional complication in some trials is that there is noncompliance with the assigned treatment. For this setting, we study the estimation of the causal effect of treatment on survival probability up to a given time point among those subjects who would comply with the assignment to both treatment and control. We first discuss the standard instrumental variable (IV) method for survival outcomes and parametric maximum likelihood methods, and then develop an efficient plug-in nonparametric empirical maximum likelihood estimation (PNEMLE) approach. The PNEMLE method does not make any assumptions on outcome distributions, and makes use of the mixture structure in the data to gain efficiency over the standard IV method. Theoretical results of the PNEMLE are derived and the method is illustrated by an analysis of data from a breast cancer screening trial. From our limited mortality analysis with administrative censoring times 10 years into the follow-up, we find a significant benefit of screening is present after 4 years (at the 5% level) and this persists at 10 years follow-up. © 2011, The International Biometric Society.

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

PubMed

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

2007-01-01

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

A modular approach for item response theory modeling with the R package flirt.

PubMed

Jeon, Minjeong; Rijmen, Frank

2016-06-01

The new R package flirt is introduced for flexible item response theory (IRT) modeling of psychological, educational, and behavior assessment data. flirt integrates a generalized linear and nonlinear mixed modeling framework with graphical model theory. The graphical model framework allows for efficient maximum likelihood estimation. The key feature of flirt is its modular approach to facilitate convenient and flexible model specifications. Researchers can construct customized IRT models by simply selecting various modeling modules, such as parametric forms, number of dimensions, item and person covariates, person groups, link functions, etc. In this paper, we describe major features of flirt and provide examples to illustrate how flirt works in practice.

Survival Data and Regression Models

NASA Astrophysics Data System (ADS)

Grégoire, G.

2014-12-01

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

Estimation of the sea surface's two-scale backscatter parameters

NASA Technical Reports Server (NTRS)

Wentz, F. J.

1978-01-01

The relationship between the sea-surface normalized radar cross section and the friction velocity vector is determined using a parametric two-scale scattering model. The model parameters are found from a nonlinear maximum likelihood estimation. The estimation is based on aircraft scatterometer measurements and the sea-surface anemometer measurements collected during the JONSWAP '75 experiment. The estimates of the ten model parameters converge to realistic values that are in good agreement with the available oceanographic data. The rms discrepancy between the model and the cross section measurements is 0.7 db, which is the rms sum of a 0.3 db average measurement error and a 0.6 db modeling error.

Statistical methods for astronomical data with upper limits. I - Univariate distributions

NASA Technical Reports Server (NTRS)

Feigelson, E. D.; Nelson, P. I.

1985-01-01

The statistical treatment of univariate censored data is discussed. A heuristic derivation of the Kaplan-Meier maximum-likelihood estimator from first principles is presented which results in an expression amenable to analytic error analysis. Methods for comparing two or more censored samples are given along with simple computational examples, stressing the fact that most astronomical problems involve upper limits while the standard mathematical methods require lower limits. The application of univariate survival analysis to six data sets in the recent astrophysical literature is described, and various aspects of the use of survival analysis in astronomy, such as the limitations of various two-sample tests and the role of parametric modelling, are discussed.

Parametric Imaging Of Digital Subtraction Angiography Studies For Renal Transplant Evaluation

NASA Astrophysics Data System (ADS)

Gallagher, Joe H.; Meaney, Thomas F.; Flechner, Stuart M.; Novick, Andrew C.; Buonocore, Edward

1981-11-01

A noninvasive method for diagnosing acute tubular necrosis and rejection would be an important tool for the management of renal transplant patients. From a sequence of digital subtraction angiographic images acquired after an intravenous injection of radiographic contrast material, the parametric images of the maximum contrast, the time when the maximum contrast is reached, and two times the time at which one half of the maximum contrast is reached are computed. The parametric images of the time when the maximum is reached clearly distinguish normal from abnormal renal function. However, it is the parametric image of two times the time when one half of the maximum is reached which provides some assistance in differentiating acute tubular necrosis from rejection.

Time-Varying Delay Estimation Applied to the Surface Electromyography Signals Using the Parametric Approach

NASA Astrophysics Data System (ADS)

Luu, Gia Thien; Boualem, Abdelbassit; Duy, Tran Trung; Ravier, Philippe; Butteli, Olivier

Muscle Fiber Conduction Velocity (MFCV) can be calculated from the time delay between the surface electromyographic (sEMG) signals recorded by electrodes aligned with the fiber direction. In order to take into account the non-stationarity during the dynamic contraction (the most daily life situation) of the data, the developed methods have to consider that the MFCV changes over time, which induces time-varying delays and the data is non-stationary (change of Power Spectral Density (PSD)). In this paper, the problem of TVD estimation is considered using a parametric method. First, the polynomial model of TVD has been proposed. Then, the TVD model parameters are estimated by using a maximum likelihood estimation (MLE) strategy solved by a deterministic optimization technique (Newton) and stochastic optimization technique, called simulated annealing (SA). The performance of the two techniques is also compared. We also derive two appropriate Cramer-Rao Lower Bounds (CRLB) for the estimated TVD model parameters and for the TVD waveforms. Monte-Carlo simulation results show that the estimation of both the model parameters and the TVD function is unbiased and that the variance obtained is close to the derived CRBs. A comparison with non-parametric approaches of the TVD estimation is also presented and shows the superiority of the method proposed.

PlanetPack: A radial-velocity time-series analysis tool facilitating exoplanets detection, characterization, and dynamical simulations

NASA Astrophysics Data System (ADS)

Baluev, Roman V.

2013-08-01

We present PlanetPack, a new software tool that we developed to facilitate and standardize the advanced analysis of radial velocity (RV) data for the goal of exoplanets detection, characterization, and basic dynamical N-body simulations. PlanetPack is a command-line interpreter, that can run either in an interactive mode or in a batch mode of automatic script interpretation. Its major abilities include: (i) advanced RV curve fitting with the proper maximum-likelihood treatment of unknown RV jitter; (ii) user-friendly multi-Keplerian as well as Newtonian N-body RV fits; (iii) use of more efficient maximum-likelihood periodograms that involve the full multi-planet fitting (sometimes called as “residual” or “recursive” periodograms); (iv) easily calculatable parametric 2D likelihood function level contours, reflecting the asymptotic confidence regions; (v) fitting under some useful functional constraints is user-friendly; (vi) basic tasks of short- and long-term planetary dynamical simulation using a fast Everhart-type integrator based on Gauss-Legendre spacings; (vii) fitting the data with red noise (auto-correlated errors); (viii) various analytical and numerical methods for the tasks of determining the statistical significance. It is planned that further functionality may be added to PlanetPack in the future. During the development of this software, a lot of effort was made to improve the calculational speed, especially for CPU-demanding tasks. PlanetPack was written in pure C++ (standard of 1998/2003), and is expected to be compilable and useable on a wide range of platforms.

Measurement of CIB power spectra with CAM-SPEC from Planck HFI maps

NASA Astrophysics Data System (ADS)

Mak, Suet Ying; Challinor, Anthony; Efstathiou, George; Lagache, Guilaine

2015-08-01

We present new measurements of the cosmic infrared background (CIB) anisotropies and its first likelihood using Planck HFI data at 353, 545, and 857 GHz. The measurements are based on cross-frequency power spectra and likelihood analysis using the CAM-SPEC package, rather than map based template removal of foregrounds as done in previous Planck CIB analysis. We construct the likelihood of the CIB temperature fluctuations, an extension of CAM-SPEC likelihood as used in CMB analysis to higher frequency, and use it to drive the best estimate of the CIB power spectrum over three decades in multiple moment, l, covering 50 ≤ l ≤ 2500. We adopt parametric models of the CIB and foreground contaminants (Galactic cirrus, infrared point sources, and cosmic microwave background anisotropies), and calibrate the dataset uniformly across frequencies with known Planck beam and noise properties in the likelihood construction. We validate our likelihood through simulations and extensive suite of consistency tests, and assess the impact of instrumental and data selection effects on the final CIB power spectrum constraints. Two approaches are developed for interpreting the CIB power spectrum. The first approach is based on simple parametric model which model the cross frequency power using amplitudes, correlation coefficients, and known multipole dependence. The second approach is based on the physical models for galaxy clustering and the evolution of infrared emission of galaxies. The new approaches fit all auto- and cross- power spectra very well, with the best fit of χ2ν = 1.04 (parametric model). Using the best foreground solution, we find that the cleaned CIB power spectra are in good agreement with previous Planck and Herschel measurements.

Fitting Item Response Theory Models to Two Personality Inventories: Issues and Insights.

PubMed

Chernyshenko, O S; Stark, S; Chan, K Y; Drasgow, F; Williams, B

2001-10-01

The present study compared the fit of several IRT models to two personality assessment instruments. Data from 13,059 individuals responding to the US-English version of the Fifth Edition of the Sixteen Personality Factor Questionnaire (16PF) and 1,770 individuals responding to Goldberg's 50 item Big Five Personality measure were analyzed. Various issues pertaining to the fit of the IRT models to personality data were considered. We examined two of the most popular parametric models designed for dichotomously scored items (i.e., the two- and three-parameter logistic models) and a parametric model for polytomous items (Samejima's graded response model). Also examined were Levine's nonparametric maximum likelihood formula scoring models for dichotomous and polytomous data, which were previously found to provide good fits to several cognitive ability tests (Drasgow, Levine, Tsien, Williams, & Mead, 1995). The two- and three-parameter logistic models fit some scales reasonably well but not others; the graded response model generally did not fit well. The nonparametric formula scoring models provided the best fit of the models considered. Several implications of these findings for personality measurement and personnel selection were described.

Parametric Cost Modeling of Space Missions Using the Develop New Projects (DMP) Implementation Process

NASA Technical Reports Server (NTRS)

Rosenberg, Leigh; Hihn, Jairus; Roust, Kevin; Warfield, Keith

2000-01-01

This paper presents an overview of a parametric cost model that has been built at JPL to estimate costs of future, deep space, robotic science missions. Due to the recent dramatic changes in JPL business practices brought about by an internal reengineering effort known as develop new products (DNP), high-level historic cost data is no longer considered analogous to future missions. Therefore, the historic data is of little value in forecasting costs for projects developed using the DNP process. This has lead to the development of an approach for obtaining expert opinion and also for combining actual data with expert opinion to provide a cost database for future missions. In addition, the DNP cost model has a maximum of objective cost drivers which reduces the likelihood of model input error. Version 2 is now under development which expands the model capabilities, links it more tightly with key design technical parameters, and is grounded in more rigorous statistical techniques. The challenges faced in building this model will be discussed, as well as it's background, development approach, status, validation, and future plans.

Multisite EPR oximetry from multiple quadrature harmonics.

PubMed

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

2012-01-01

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

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.

The Educational Consequences of Teen Childbearing

PubMed Central

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

2013-01-01

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

Nonparametric predictive inference for combining diagnostic tests with parametric copula

NASA Astrophysics Data System (ADS)

Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

2017-09-01

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

Determination of the appropriate quarantine period following smallpox exposure: an objective approach using the incubation period distribution.

PubMed

Nishiura, Hiroshi

2009-01-01

Determination of the most appropriate quarantine period for those exposed to smallpox is crucial to the construction of an effective preparedness program against a potential bioterrorist attack. This study reanalyzed data on the incubation period distribution of smallpox to allow the optimal quarantine period to be objectively calculated. In total, 131 cases of smallpox were examined; incubation periods were extracted from four different sets of historical data and only cases arising from exposure for a single day were considered. The mean (median and standard deviation (SD)) incubation period was 12.5 (12.0, 2.2) days. Assuming lognormal and gamma distributions for the incubation period, maximum likelihood estimates (and corresponding 95% confidence interval (CI)) of the 95th percentile were 16.4 (95% CI: 15.6, 17.9) and 16.2 (95% CI: 15.5, 17.4) days, respectively. Using a non-parametric method, the 95th percentile point was estimated as 16 (95% CI: 15, 17) days. The upper 95% CIs of the incubation periods at the 90th, 95th and 99th percentiles were shorter than 17, 18 and 23 days, respectively, using both parametric and non-parametric methods. These results suggest that quarantine measures can ensure non-infection among those exposed to smallpox with probabilities higher than 95-99%, if the exposed individuals are quarantined for 18-23 days after the date of contact tracing.

Age-dependent biochemical quantities: an approach for calculating reference intervals.

PubMed

Bjerner, J

2007-01-01

A parametric method is often preferred when calculating reference intervals for biochemical quantities, as non-parametric methods are less efficient and require more observations/study subjects. Parametric methods are complicated, however, because of three commonly encountered features. First, biochemical quantities seldom display a Gaussian distribution, and there must either be a transformation procedure to obtain such a distribution or a more complex distribution has to be used. Second, biochemical quantities are often dependent on a continuous covariate, exemplified by rising serum concentrations of MUC1 (episialin, CA15.3) with increasing age. Third, outliers often exert substantial influence on parametric estimations and therefore need to be excluded before calculations are made. The International Federation of Clinical Chemistry (IFCC) currently recommends that confidence intervals be calculated for the reference centiles obtained. However, common statistical packages allowing for the adjustment of a continuous covariate do not make this calculation. In the method described in the current study, Tukey's fence is used to eliminate outliers and two-stage transformations (modulus-exponential-normal) in order to render Gaussian distributions. Fractional polynomials are employed to model functions for mean and standard deviations dependent on a covariate, and the model is selected by maximum likelihood. Confidence intervals are calculated for the fitted centiles by combining parameter estimation and sampling uncertainties. Finally, the elimination of outliers was made dependent on covariates by reiteration. Though a good knowledge of statistical theory is needed when performing the analysis, the current method is rewarding because the results are of practical use in patient care.

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

PubMed

Böhning, Dankmar; Kuhnert, Ronny

2006-12-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

Determining the accuracy of maximum likelihood parameter estimates with colored residuals

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.; Klein, Vladislav

1994-01-01

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

PET image reconstruction using multi-parametric anato-functional priors

NASA Astrophysics Data System (ADS)

Mehranian, Abolfazl; Belzunce, Martin A.; Niccolini, Flavia; Politis, Marios; Prieto, Claudia; Turkheimer, Federico; Hammers, Alexander; Reader, Andrew J.

2017-08-01

In this study, we investigate the application of multi-parametric anato-functional (MR-PET) priors for the maximum a posteriori (MAP) reconstruction of brain PET data in order to address the limitations of the conventional anatomical priors in the presence of PET-MR mismatches. In addition to partial volume correction benefits, the suitability of these priors for reconstruction of low-count PET data is also introduced and demonstrated, comparing to standard maximum-likelihood (ML) reconstruction of high-count data. The conventional local Tikhonov and total variation (TV) priors and current state-of-the-art anatomical priors including the Kaipio, non-local Tikhonov prior with Bowsher and Gaussian similarity kernels are investigated and presented in a unified framework. The Gaussian kernels are calculated using both voxel- and patch-based feature vectors. To cope with PET and MR mismatches, the Bowsher and Gaussian priors are extended to multi-parametric priors. In addition, we propose a modified joint Burg entropy prior that by definition exploits all parametric information in the MAP reconstruction of PET data. The performance of the priors was extensively evaluated using 3D simulations and two clinical brain datasets of [18F]florbetaben and [18F]FDG radiotracers. For simulations, several anato-functional mismatches were intentionally introduced between the PET and MR images, and furthermore, for the FDG clinical dataset, two PET-unique active tumours were embedded in the PET data. Our simulation results showed that the joint Burg entropy prior far outperformed the conventional anatomical priors in terms of preserving PET unique lesions, while still reconstructing functional boundaries with corresponding MR boundaries. In addition, the multi-parametric extension of the Gaussian and Bowsher priors led to enhanced preservation of edge and PET unique features and also an improved bias-variance performance. In agreement with the simulation results, the clinical results also showed that the Gaussian prior with voxel-based feature vectors, the Bowsher and the joint Burg entropy priors were the best performing priors. However, for the FDG dataset with simulated tumours, the TV and proposed priors were capable of preserving the PET-unique tumours. Finally, an important outcome was the demonstration that the MAP reconstruction of a low-count FDG PET dataset using the proposed joint entropy prior can lead to comparable image quality to a conventional ML reconstruction with up to 5 times more counts. In conclusion, multi-parametric anato-functional priors provide a solution to address the pitfalls of the conventional priors and are therefore likely to increase the diagnostic confidence in MR-guided PET image reconstructions.

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

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

2014-01-01

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

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.

Development of probabilistic emission inventories of air toxics for Jacksonville, Florida, USA.

PubMed

Zhao, Yuchao; Frey, H Christopher

2004-11-01

Probabilistic emission inventories were developed for 1,3-butadiene, mercury (Hg), arsenic (As), benzene, formaldehyde, and lead for Jacksonville, FL. To quantify inter-unit variability in empirical emission factor data, the Maximum Likelihood Estimation (MLE) method or the Method of Matching Moments was used to fit parametric distributions. For data sets that contain nondetected measurements, a method based upon MLE was used for parameter estimation. To quantify the uncertainty in urban air toxic emission factors, parametric bootstrap simulation and empirical bootstrap simulation were applied to uncensored and censored data, respectively. The probabilistic emission inventories were developed based on the product of the uncertainties in the emission factors and in the activity factors. The uncertainties in the urban air toxics emission inventories range from as small as -25 to +30% for Hg to as large as -83 to +243% for As. The key sources of uncertainty in the emission inventory for each toxic are identified based upon sensitivity analysis. Typically, uncertainty in the inventory of a given pollutant can be attributed primarily to a small number of source categories. Priorities for improving the inventories and for refining the probabilistic analysis are discussed.

Detecting and correcting for publication bias in meta-analysis - A truncated normal distribution approach.

PubMed

Zhu, Qiaohao; Carriere, K C

2016-01-01

Publication bias can significantly limit the validity of meta-analysis when trying to draw conclusion about a research question from independent studies. Most research on detection and correction for publication bias in meta-analysis focus mainly on funnel plot-based methodologies or selection models. In this paper, we formulate publication bias as a truncated distribution problem, and propose new parametric solutions. We develop methodologies of estimating the underlying overall effect size and the severity of publication bias. We distinguish the two major situations, in which publication bias may be induced by: (1) small effect size or (2) large p-value. We consider both fixed and random effects models, and derive estimators for the overall mean and the truncation proportion. These estimators will be obtained using maximum likelihood estimation and method of moments under fixed- and random-effects models, respectively. We carried out extensive simulation studies to evaluate the performance of our methodology, and to compare with the non-parametric Trim and Fill method based on funnel plot. We find that our methods based on truncated normal distribution perform consistently well, both in detecting and correcting publication bias under various situations.

A Comparison of a Bayesian and a Maximum Likelihood Tailored Testing Procedure.

ERIC Educational Resources Information Center

McKinley, Robert L.; Reckase, Mark D.

A study was conducted to compare tailored testing procedures based on a Bayesian ability estimation technique and on a maximum likelihood ability estimation technique. The Bayesian tailored testing procedure selected items so as to minimize the posterior variance of the ability estimate distribution, while the maximum likelihood tailored testing…

Statistical Techniques to Analyze Pesticide Data Program Food Residue Observations.

PubMed

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

2018-06-26

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

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.

Statistical analysis of water-quality data containing multiple detection limits II: S-language software for nonparametric distribution modeling and hypothesis testing

USGS Publications Warehouse

Lee, L.; Helsel, D.

2007-01-01

Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.

A new approach to hierarchical data analysis: Targeted maximum likelihood estimation for the causal effect of a cluster-level exposure.

PubMed

Balzer, Laura B; Zheng, Wenjing; van der Laan, Mark J; Petersen, Maya L

2018-01-01

We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials are applied to learn about real-world implementation, sustainability, and population effects of interventions with proven individual-level efficacy. In these settings, individual-level outcomes are correlated due to shared cluster-level factors, including the exposure, as well as social or biological interactions between individuals. To flexibly and efficiently estimate the effect of a cluster-level exposure, we present two targeted maximum likelihood estimators (TMLEs). The first TMLE is developed under a non-parametric causal model, which allows for arbitrary interactions between individuals within a cluster. These interactions include direct transmission of the outcome (i.e. contagion) and influence of one individual's covariates on another's outcome (i.e. covariate interference). The second TMLE is developed under a causal sub-model assuming the cluster-level and individual-specific covariates are sufficient to control for confounding. Simulations compare the alternative estimators and illustrate the potential gains from pairing individual-level risk factors and outcomes during estimation, while avoiding unwarranted assumptions. Our results suggest that estimation under the sub-model can result in bias and misleading inference in an observational setting. Incorporating working assumptions during estimation is more robust than assuming they hold in the underlying causal model. We illustrate our approach with an application to HIV prevention and treatment.

The recursive maximum likelihood proportion estimator: User's guide and test results

NASA Technical Reports Server (NTRS)

Vanrooy, D. L.

1976-01-01

Implementation of the recursive maximum likelihood proportion estimator is described. A user's guide to programs as they currently exist on the IBM 360/67 at LARS, Purdue is included, and test results on LANDSAT data are described. On Hill County data, the algorithm yields results comparable to the standard maximum likelihood proportion estimator.

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

PubMed

McCoy, Airlie J

2002-10-01

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

Efficient design and inference for multistage randomized trials of individualized treatment policies.

PubMed

Dawson, Ree; Lavori, Philip W

2012-01-01

Clinical demand for individualized "adaptive" treatment policies in diverse fields has spawned development of clinical trial methodology for their experimental evaluation via multistage designs, building upon methods intended for the analysis of naturalistically observed strategies. Because often there is no need to parametrically smooth multistage trial data (in contrast to observational data for adaptive strategies), it is possible to establish direct connections among different methodological approaches. We show by algebraic proof that the maximum likelihood (ML) and optimal semiparametric (SP) estimators of the population mean of the outcome of a treatment policy and its standard error are equal under certain experimental conditions. This result is used to develop a unified and efficient approach to design and inference for multistage trials of policies that adapt treatment according to discrete responses. We derive a sample size formula expressed in terms of a parametric version of the optimal SP population variance. Nonparametric (sample-based) ML estimation performed well in simulation studies, in terms of achieved power, for scenarios most likely to occur in real studies, even though sample sizes were based on the parametric formula. ML outperformed the SP estimator; differences in achieved power predominately reflected differences in their estimates of the population mean (rather than estimated standard errors). Neither methodology could mitigate the potential for overestimated sample sizes when strong nonlinearity was purposely simulated for certain discrete outcomes; however, such departures from linearity may not be an issue for many clinical contexts that make evaluation of competitive treatment policies meaningful.

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.

A robust multi-kernel change detection framework for detecting leaf beetle defoliation using Landsat 7 ETM+ data

NASA Astrophysics Data System (ADS)

Anees, Asim; Aryal, Jagannath; O'Reilly, Małgorzata M.; Gale, Timothy J.; Wardlaw, Tim

2016-12-01

A robust non-parametric framework, based on multiple Radial Basic Function (RBF) kernels, is proposed in this study, for detecting land/forest cover changes using Landsat 7 ETM+ images. One of the widely used frameworks is to find change vectors (difference image) and use a supervised classifier to differentiate between change and no-change. The Bayesian Classifiers e.g. Maximum Likelihood Classifier (MLC), Naive Bayes (NB), are widely used probabilistic classifiers which assume parametric models, e.g. Gaussian function, for the class conditional distributions. However, their performance can be limited if the data set deviates from the assumed model. The proposed framework exploits the useful properties of Least Squares Probabilistic Classifier (LSPC) formulation i.e. non-parametric and probabilistic nature, to model class posterior probabilities of the difference image using a linear combination of a large number of Gaussian kernels. To this end, a simple technique, based on 10-fold cross-validation is also proposed for tuning model parameters automatically instead of selecting a (possibly) suboptimal combination from pre-specified lists of values. The proposed framework has been tested and compared with Support Vector Machine (SVM) and NB for detection of defoliation, caused by leaf beetles (Paropsisterna spp.) in Eucalyptus nitens and Eucalyptus globulus plantations of two test areas, in Tasmania, Australia, using raw bands and band combination indices of Landsat 7 ETM+. It was observed that due to multi-kernel non-parametric formulation and probabilistic nature, the LSPC outperforms parametric NB with Gaussian assumption in change detection framework, with Overall Accuracy (OA) ranging from 93.6% (κ = 0.87) to 97.4% (κ = 0.94) against 85.3% (κ = 0.69) to 93.4% (κ = 0.85), and is more robust to changing data distributions. Its performance was comparable to SVM, with added advantages of being probabilistic and capable of handling multi-class problems naturally with its original formulation.

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

NASA Astrophysics Data System (ADS)

Khorram, Soheil; Sameti, Hossein; King, Simon

2015-12-01

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

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.

Use of Bayes theorem to correct size-specific sampling bias in growth data.

PubMed

Troynikov, V S

1999-03-01

The bayesian decomposition of posterior distribution was used to develop a likelihood function to correct bias in the estimates of population parameters from data collected randomly with size-specific selectivity. Positive distributions with time as a parameter were used for parametrization of growth data. Numerical illustrations are provided. The alternative applications of the likelihood to estimate selectivity parameters are discussed.

Inference for finite-sample trajectories in dynamic multi-state site-occupancy models using hidden Markov model smoothing

USGS Publications Warehouse

Fiske, Ian J.; Royle, J. Andrew; Gross, Kevin

2014-01-01

Ecologists and wildlife biologists increasingly use latent variable models to study patterns of species occurrence when detection is imperfect. These models have recently been generalized to accommodate both a more expansive description of state than simple presence or absence, and Markovian dynamics in the latent state over successive sampling seasons. In this paper, we write these multi-season, multi-state models as hidden Markov models to find both maximum likelihood estimates of model parameters and finite-sample estimators of the trajectory of the latent state over time. These estimators are especially useful for characterizing population trends in species of conservation concern. We also develop parametric bootstrap procedures that allow formal inference about latent trend. We examine model behavior through simulation, and we apply the model to data from the North American Amphibian Monitoring Program.

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

USGS Publications Warehouse

Ryberg, Karen R.; Vecchia, Aldo V.

2013-01-01

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

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.

A maximum likelihood map of chromosome 1.

PubMed Central

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

1979-01-01

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

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

ERIC Educational Resources Information Center

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

2016-01-01

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

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

NASA Technical Reports Server (NTRS)

Kalson, S.; Dolinar, S. J.

1986-01-01

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

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

Treesearch

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

1999-01-01

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

Maximum likelihood estimation of finite mixture model for economic data

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-06-01

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

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.

A Non-parametric Cutout Index for Robust Evaluation of Identified Proteins*

PubMed Central

Serang, Oliver; Paulo, Joao; Steen, Hanno; Steen, Judith A.

2013-01-01

This paper proposes a novel, automated method for evaluating sets of proteins identified using mass spectrometry. The remaining peptide-spectrum match score distributions of protein sets are compared to an empirical absent peptide-spectrum match score distribution, and a Bayesian non-parametric method reminiscent of the Dirichlet process is presented to accurately perform this comparison. Thus, for a given protein set, the process computes the likelihood that the proteins identified are correctly identified. First, the method is used to evaluate protein sets chosen using different protein-level false discovery rate (FDR) thresholds, assigning each protein set a likelihood. The protein set assigned the highest likelihood is used to choose a non-arbitrary protein-level FDR threshold. Because the method can be used to evaluate any protein identification strategy (and is not limited to mere comparisons of different FDR thresholds), we subsequently use the method to compare and evaluate multiple simple methods for merging peptide evidence over replicate experiments. The general statistical approach can be applied to other types of data (e.g. RNA sequencing) and generalizes to multivariate problems. PMID:23292186

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.

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.

Reconstruction of interaction rate in holographic dark energy

NASA Astrophysics Data System (ADS)

Mukherjee, Ankan

2016-11-01

The present work is based on the holographic dark energy model with Hubble horizon as the infrared cut-off. The interaction rate between dark energy and dark matter has been reconstructed for three different parameterizations of the deceleration parameter. Observational constraints on the model parameters have been obtained by maximum likelihood analysis using the observational Hubble parameter data (OHD), type Ia supernovab data (SNe), baryon acoustic oscillation data (BAO) and the distance prior of cosmic microwave background (CMB) namely the CMB shift parameter data (CMBShift). The interaction rate obtained in the present work remains always positive and increases with expansion. It is very similar to the result obtained by Sen and Pavon [1] where the interaction rate has been reconstructed for a parametrization of the dark energy equation of state. Tighter constraints on the interaction rate have been obtained in the present work as it is based on larger data sets. The nature of the dark energy equation of state parameter has also been studied for the present models. Though the reconstruction is done from different parametrizations, the overall nature of the interaction rate is very similar in all the cases. Different information criteria and the Bayesian evidence, which have been invoked in the context of model selection, show that the these models are at close proximity of each other.

Modeling envelope statistics of blood and myocardium for segmentation of echocardiographic images.

PubMed

Nillesen, Maartje M; Lopata, Richard G P; Gerrits, Inge H; Kapusta, Livia; Thijssen, Johan M; de Korte, Chris L

2008-04-01

The objective of this study was to investigate the use of speckle statistics as a preprocessing step for segmentation of the myocardium in echocardiographic images. Three-dimensional (3D) and biplane image sequences of the left ventricle of two healthy children and one dog (beagle) were acquired. Pixel-based speckle statistics of manually segmented blood and myocardial regions were investigated by fitting various probability density functions (pdf). The statistics of heart muscle and blood could both be optimally modeled by a K-pdf or Gamma-pdf (Kolmogorov-Smirnov goodness-of-fit test). Scale and shape parameters of both distributions could differentiate between blood and myocardium. Local estimation of these parameters was used to obtain parametric images, where window size was related to speckle size (5 x 2 speckles). Moment-based and maximum-likelihood estimators were used. Scale parameters were still able to differentiate blood from myocardium; however, smoothing of edges of anatomical structures occurred. Estimation of the shape parameter required a larger window size, leading to unacceptable blurring. Using these parameters as an input for segmentation resulted in unreliable segmentation. Adaptive mean squares filtering was then introduced using the moment-based scale parameter (sigma(2)/mu) of the Gamma-pdf to automatically steer the two-dimensional (2D) local filtering process. This method adequately preserved sharpness of the edges. In conclusion, a trade-off between preservation of sharpness of edges and goodness-of-fit when estimating local shape and scale parameters is evident for parametric images. For this reason, adaptive filtering outperforms parametric imaging for the segmentation of echocardiographic images.

Gaussian copula as a likelihood function for environmental models

NASA Astrophysics Data System (ADS)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.

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

PubMed

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

2015-04-01

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

A computer program for multiple decrement life table analyses.

PubMed

Poole, W K; Cooley, P C

1977-06-01

Life table analysis has traditionally been the tool of choice in analyzing distribution of "survival" times when a parametric form for the survival curve could not be reasonably assumed. Chiang, in two papers [1,2] formalized the theory of life table analyses in a Markov chain framework and derived maximum likelihood estimates of the relevant parameters for the analyses. He also discussed how the techniques could be generalized to consider competing risks and follow-up studies. Although various computer programs exist for doing different types of life table analysis [3] to date, there has not been a generally available, well documented computer program to carry out multiple decrement analyses, either by Chiang's or any other method. This paper describes such a program developed by Research Triangle Institute. A user's manual is available at printing costs which supplements the contents of this paper with a discussion of the formula used in the program listing.

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

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.

A fiber-laser-pumped four-wavelength continuous-wave mid-infrared optical parametric oscillator

NASA Astrophysics Data System (ADS)

Wang, Peng; Shang, Yaping; Li, Xiao; Xu, Xiaojun

2017-10-01

In this paper, a four-wavelength continuous-wave mid-infrared optical parametric oscillator was demonstrated for the first time. The pump source was a home-built linearly polarized Yb-doped fiber laser and the maximum output power was 72.5 W. The pump source had three central wavelengths locating at 1060 nm, 1065 nm and 1080 nm. Four idler emissions with different wavelengths were generated which were 3132 nm, 3171 nm, 3310 nm and 3349 nm under the maximum pump power. The maximum idler output reached 8.7 W, indicating a 15% pump-to-idler slope efficiency. The signal wave generated in the experiment had two wavelengths which were 1595 nm and 1603 nm under the maximum pump power. It was analyzed that four nonlinear progresses occurred in the experiment, two of them being optical parametric oscillation and the rest two being intracavity difference frequency generation.

Stochastic control system parameter identifiability

NASA Technical Reports Server (NTRS)

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

1975-01-01

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

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

USGS Publications Warehouse

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

1984-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

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

ERIC Educational Resources Information Center

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

2011-01-01

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

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.

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.

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

PubMed Central

Wang, Jane-Ling

2018-01-01

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

Modeling personnel turnover in the parametric organization

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1991-01-01

A model is developed for simulating the dynamics of a newly formed organization, credible during all phases of organizational development. The model development process is broken down into the activities of determining the tasks required for parametric cost analysis (PCA), determining the skills required for each PCA task, determining the skills available in the applicant marketplace, determining the structure of the model, implementing the model, and testing it. The model, parameterized by the likelihood of job function transition, has demonstrated by the capability to represent the transition of personnel across functional boundaries within a parametric organization using a linear dynamical system, and the ability to predict required staffing profiles to meet functional needs at the desired time. The model can be extended by revisions of the state and transition structure to provide refinements in functional definition for the parametric and extended organization.

Comparing Pixel- and Object-Based Approaches in Effectively Classifying Wetland-Dominated Landscapes

PubMed Central

Berhane, Tedros M.; Lane, Charles R.; Wu, Qiusheng; Anenkhonov, Oleg A.; Chepinoga, Victor V.; Autrey, Bradley C.; Liu, Hongxing

2018-01-01

Wetland ecosystems straddle both terrestrial and aquatic habitats, performing many ecological functions directly and indirectly benefitting humans. However, global wetland losses are substantial. Satellite remote sensing and classification informs wise wetland management and monitoring. Both pixel- and object-based classification approaches using parametric and non-parametric algorithms may be effectively used in describing wetland structure and habitat, but which approach should one select? We conducted both pixel- and object-based image analyses (OBIA) using parametric (Iterative Self-Organizing Data Analysis Technique, ISODATA, and maximum likelihood, ML) and non-parametric (random forest, RF) approaches in the Barguzin Valley, a large wetland (~500 km2) in the Lake Baikal, Russia, drainage basin. Four Quickbird multispectral bands plus various spatial and spectral metrics (e.g., texture, Non-Differentiated Vegetation Index, slope, aspect, etc.) were analyzed using field-based regions of interest sampled to characterize an initial 18 ISODATA-based classes. Parsimoniously using a three-layer stack (Quickbird band 3, water ratio index (WRI), and mean texture) in the analyses resulted in the highest accuracy, 87.9% with pixel-based RF, followed by OBIA RF (segmentation scale 5, 84.6% overall accuracy), followed by pixel-based ML (83.9% overall accuracy). Increasing the predictors from three to five by adding Quickbird bands 2 and 4 decreased the pixel-based overall accuracy while increasing the OBIA RF accuracy to 90.4%. However, McNemar’s chi-square test confirmed no statistically significant difference in overall accuracy among the classifiers (pixel-based ML, RF, or object-based RF) for either the three- or five-layer analyses. Although potentially useful in some circumstances, the OBIA approach requires substantial resources and user input (such as segmentation scale selection—which was found to substantially affect overall accuracy). Hence, we conclude that pixel-based RF approaches are likely satisfactory for classifying wetland-dominated landscapes. PMID:29707381

Comparing Pixel- and Object-Based Approaches in Effectively Classifying Wetland-Dominated Landscapes.

PubMed

Berhane, Tedros M; Lane, Charles R; Wu, Qiusheng; Anenkhonov, Oleg A; Chepinoga, Victor V; Autrey, Bradley C; Liu, Hongxing

2018-01-01

Wetland ecosystems straddle both terrestrial and aquatic habitats, performing many ecological functions directly and indirectly benefitting humans. However, global wetland losses are substantial. Satellite remote sensing and classification informs wise wetland management and monitoring. Both pixel- and object-based classification approaches using parametric and non-parametric algorithms may be effectively used in describing wetland structure and habitat, but which approach should one select? We conducted both pixel- and object-based image analyses (OBIA) using parametric (Iterative Self-Organizing Data Analysis Technique, ISODATA, and maximum likelihood, ML) and non-parametric (random forest, RF) approaches in the Barguzin Valley, a large wetland (~500 km 2 ) in the Lake Baikal, Russia, drainage basin. Four Quickbird multispectral bands plus various spatial and spectral metrics (e.g., texture, Non-Differentiated Vegetation Index, slope, aspect, etc.) were analyzed using field-based regions of interest sampled to characterize an initial 18 ISODATA-based classes. Parsimoniously using a three-layer stack (Quickbird band 3, water ratio index (WRI), and mean texture) in the analyses resulted in the highest accuracy, 87.9% with pixel-based RF, followed by OBIA RF (segmentation scale 5, 84.6% overall accuracy), followed by pixel-based ML (83.9% overall accuracy). Increasing the predictors from three to five by adding Quickbird bands 2 and 4 decreased the pixel-based overall accuracy while increasing the OBIA RF accuracy to 90.4%. However, McNemar's chi-square test confirmed no statistically significant difference in overall accuracy among the classifiers (pixel-based ML, RF, or object-based RF) for either the three- or five-layer analyses. Although potentially useful in some circumstances, the OBIA approach requires substantial resources and user input (such as segmentation scale selection-which was found to substantially affect overall accuracy). Hence, we conclude that pixel-based RF approaches are likely satisfactory for classifying wetland-dominated landscapes.

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

ERIC Educational Resources Information Center

Jones, Douglas H.

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

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

ERIC Educational Resources Information Center

Zhang, Jinming

2005-01-01

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

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.

Closed-loop carrier phase synchronization techniques motivated by likelihood functions

NASA Technical Reports Server (NTRS)

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

1994-01-01

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

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

PubMed

Wu, Xiaowei; Zhu, Hongxiao

2015-02-07

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

Significance of parametric spectral ratio methods in detection and recognition of whispered speech

NASA Astrophysics Data System (ADS)

Mathur, Arpit; Reddy, Shankar M.; Hegde, Rajesh M.

2012-12-01

In this article the significance of a new parametric spectral ratio method that can be used to detect whispered speech segments within normally phonated speech is described. Adaptation methods based on the maximum likelihood linear regression (MLLR) are then used to realize a mismatched train-test style speech recognition system. This proposed parametric spectral ratio method computes a ratio spectrum of the linear prediction (LP) and the minimum variance distortion-less response (MVDR) methods. The smoothed ratio spectrum is then used to detect whispered segments of speech within neutral speech segments effectively. The proposed LP-MVDR ratio method exhibits robustness at different SNRs as indicated by the whisper diarization experiments conducted on the CHAINS and the cell phone whispered speech corpus. The proposed method also performs reasonably better than the conventional methods for whisper detection. In order to integrate the proposed whisper detection method into a conventional speech recognition engine with minimal changes, adaptation methods based on the MLLR are used herein. The hidden Markov models corresponding to neutral mode speech are adapted to the whispered mode speech data in the whispered regions as detected by the proposed ratio method. The performance of this method is first evaluated on whispered speech data from the CHAINS corpus. The second set of experiments are conducted on the cell phone corpus of whispered speech. This corpus is collected using a set up that is used commercially for handling public transactions. The proposed whisper speech recognition system exhibits reasonably better performance when compared to several conventional methods. The results shown indicate the possibility of a whispered speech recognition system for cell phone based transactions.

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.

Species richness in soil bacterial communities: a proposed approach to overcome sample size bias.

PubMed

Youssef, Noha H; Elshahed, Mostafa S

2008-09-01

Estimates of species richness based on 16S rRNA gene clone libraries are increasingly utilized to gauge the level of bacterial diversity within various ecosystems. However, previous studies have indicated that regardless of the utilized approach, species richness estimates obtained are dependent on the size of the analyzed clone libraries. We here propose an approach to overcome sample size bias in species richness estimates in complex microbial communities. Parametric (Maximum likelihood-based and rarefaction curve-based) and non-parametric approaches were used to estimate species richness in a library of 13,001 near full-length 16S rRNA clones derived from soil, as well as in multiple subsets of the original library. Species richness estimates obtained increased with the increase in library size. To obtain a sample size-unbiased estimate of species richness, we calculated the theoretical clone library sizes required to encounter the estimated species richness at various clone library sizes, used curve fitting to determine the theoretical clone library size required to encounter the "true" species richness, and subsequently determined the corresponding sample size-unbiased species richness value. Using this approach, sample size-unbiased estimates of 17,230, 15,571, and 33,912 were obtained for the ML-based, rarefaction curve-based, and ACE-1 estimators, respectively, compared to bias-uncorrected values of 15,009, 11,913, and 20,909.

Novel non-parametric models to estimate evolutionary rates and divergence times from heterochronous sequence data.

PubMed

Fourment, Mathieu; Holmes, Edward C

2014-07-24

Early methods for estimating divergence times from gene sequence data relied on the assumption of a molecular clock. More sophisticated methods were created to model rate variation and used auto-correlation of rates, local clocks, or the so called "uncorrelated relaxed clock" where substitution rates are assumed to be drawn from a parametric distribution. In the case of Bayesian inference methods the impact of the prior on branching times is not clearly understood, and if the amount of data is limited the posterior could be strongly influenced by the prior. We develop a maximum likelihood method--Physher--that uses local or discrete clocks to estimate evolutionary rates and divergence times from heterochronous sequence data. Using two empirical data sets we show that our discrete clock estimates are similar to those obtained by other methods, and that Physher outperformed some methods in the estimation of the root age of an influenza virus data set. A simulation analysis suggests that Physher can outperform a Bayesian method when the real topology contains two long branches below the root node, even when evolution is strongly clock-like. These results suggest it is advisable to use a variety of methods to estimate evolutionary rates and divergence times from heterochronous sequence data. Physher and the associated data sets used here are available online at http://code.google.com/p/physher/.

Keeping data continuous when analyzing the prognostic impact of a tumor marker: an example with cathepsin D in breast cancer.

PubMed

Bossard, N; Descotes, F; Bremond, A G; Bobin, Y; De Saint Hilaire, P; Golfier, F; Awada, A; Mathevet, P M; Berrerd, L; Barbier, Y; Estève, J

2003-11-01

The prognostic value of cathepsin D has been recently recognized, but as many quantitative tumor markers, its clinical use remains unclear partly because of methodological issues in defining cut-off values. Guidelines have been proposed for analyzing quantitative prognostic factors, underlining the need for keeping data continuous, instead of categorizing them. Flexible approaches, parametric and non-parametric, have been proposed in order to improve the knowledge of the functional form relating a continuous factor to the risk. We studied the prognostic value of cathepsin D in a retrospective hospital cohort of 771 patients with breast cancer, and focused our overall survival analysis, based on the Cox regression, on two flexible approaches: smoothing splines and fractional polynomials. We also determined a cut-off value from the maximum likelihood estimate of a threshold model. These different approaches complemented each other for (1) identifying the functional form relating cathepsin D to the risk, and obtaining a cut-off value and (2) optimizing the adjustment for complex covariate like age at diagnosis in the final multivariate Cox model. We found a significant increase in the death rate, reaching 70% with a doubling of the level of cathepsin D, after the threshold of 37.5 pmol mg(-1). The proper prognostic impact of this marker could be confirmed and a methodology providing appropriate ways to use markers in clinical practice was proposed.

Reconstruction of interaction rate in holographic dark energy

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

Mukherjee, Ankan, E-mail: ankan_ju@iiserkol.ac.in

2016-11-01

The present work is based on the holographic dark energy model with Hubble horizon as the infrared cut-off. The interaction rate between dark energy and dark matter has been reconstructed for three different parameterizations of the deceleration parameter. Observational constraints on the model parameters have been obtained by maximum likelihood analysis using the observational Hubble parameter data (OHD), type Ia supernovab data (SNe), baryon acoustic oscillation data (BAO) and the distance prior of cosmic microwave background (CMB) namely the CMB shift parameter data (CMBShift). The interaction rate obtained in the present work remains always positive and increases with expansion. Itmore » is very similar to the result obtained by Sen and Pavon [1] where the interaction rate has been reconstructed for a parametrization of the dark energy equation of state. Tighter constraints on the interaction rate have been obtained in the present work as it is based on larger data sets. The nature of the dark energy equation of state parameter has also been studied for the present models. Though the reconstruction is done from different parametrizations, the overall nature of the interaction rate is very similar in all the cases. Different information criteria and the Bayesian evidence, which have been invoked in the context of model selection, show that the these models are at close proximity of each other.« less

Towards the Optimal Pixel Size of dem for Automatic Mapping of Landslide Areas

NASA Astrophysics Data System (ADS)

Pawłuszek, K.; Borkowski, A.; Tarolli, P.

2017-05-01

Determining appropriate spatial resolution of digital elevation model (DEM) is a key step for effective landslide analysis based on remote sensing data. Several studies demonstrated that choosing the finest DEM resolution is not always the best solution. Various DEM resolutions can be applicable for diverse landslide applications. Thus, this study aims to assess the influence of special resolution on automatic landslide mapping. Pixel-based approach using parametric and non-parametric classification methods, namely feed forward neural network (FFNN) and maximum likelihood classification (ML), were applied in this study. Additionally, this allowed to determine the impact of used classification method for selection of DEM resolution. Landslide affected areas were mapped based on four DEMs generated at 1 m, 2 m, 5 m and 10 m spatial resolution from airborne laser scanning (ALS) data. The performance of the landslide mapping was then evaluated by applying landslide inventory map and computation of confusion matrix. The results of this study suggests that the finest scale of DEM is not always the best fit, however working at 1 m DEM resolution on micro-topography scale, can show different results. The best performance was found at 5 m DEM-resolution for FFNN and 1 m DEM resolution for results. The best performance was found to be using 5 m DEM-resolution for FFNN and 1 m DEM resolution for ML classification.

Why preferring parametric forecasting to nonparametric methods?

PubMed

Jabot, Franck

2015-05-07

A recent series of papers by Charles T. Perretti and collaborators have shown that nonparametric forecasting methods can outperform parametric methods in noisy nonlinear systems. Such a situation can arise because of two main reasons: the instability of parametric inference procedures in chaotic systems which can lead to biased parameter estimates, and the discrepancy between the real system dynamics and the modeled one, a problem that Perretti and collaborators call "the true model myth". Should ecologists go on using the demanding parametric machinery when trying to forecast the dynamics of complex ecosystems? Or should they rely on the elegant nonparametric approach that appears so promising? It will be here argued that ecological forecasting based on parametric models presents two key comparative advantages over nonparametric approaches. First, the likelihood of parametric forecasting failure can be diagnosed thanks to simple Bayesian model checking procedures. Second, when parametric forecasting is diagnosed to be reliable, forecasting uncertainty can be estimated on virtual data generated with the fitted to data parametric model. In contrast, nonparametric techniques provide forecasts with unknown reliability. This argumentation is illustrated with the simple theta-logistic model that was previously used by Perretti and collaborators to make their point. It should convince ecologists to stick to standard parametric approaches, until methods have been developed to assess the reliability of nonparametric forecasting. Copyright © 2015 Elsevier Ltd. All rights reserved.

Cost-Aware Design of a Discrimination Strategy for Unexploded Ordnance Cleanup

DTIC Science & Technology

2011-02-25

Acronyms ANN: Artificial Neural Network AUC: Area Under the Curve BRAC: Base Realignment And Closure DLRT: Distance Likelihood Ratio Test EER...Discriminative Aggregate Nonparametric [25] Artificial Neural Network ANN Discriminative Aggregate Parametric [33] 11 Results and Discussion Task #1

Non-linear auto-regressive models for cross-frequency coupling in neural time series

PubMed Central

Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

2017-01-01

We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

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…

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.

Analysis of survival in breast cancer patients by using different parametric models

NASA Astrophysics Data System (ADS)

Enera Amran, Syahila; Asrul Afendi Abdullah, M.; Kek, Sie Long; Afiqah Muhamad Jamil, Siti

2017-09-01

In biomedical applications or clinical trials, right censoring was often arising when studying the time to event data. In this case, some individuals are still alive at the end of the study or lost to follow up at a certain time. It is an important issue to handle the censoring data in order to prevent any bias information in the analysis. Therefore, this study was carried out to analyze the right censoring data with three different parametric models; exponential model, Weibull model and log-logistic models. Data of breast cancer patients from Hospital Sultan Ismail, Johor Bahru from 30 December 2008 until 15 February 2017 was used in this study to illustrate the right censoring data. Besides, the covariates included in this study are the time of breast cancer infection patients survive t, age of each patients X1 and treatment given to the patients X2 . In order to determine the best parametric models in analysing survival of breast cancer patients, the performance of each model was compare based on Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and log-likelihood value using statistical software R. When analysing the breast cancer data, all three distributions were shown consistency of data with the line graph of cumulative hazard function resembles a straight line going through the origin. As the result, log-logistic model was the best fitted parametric model compared with exponential and Weibull model since it has the smallest value in AIC and BIC, also the biggest value in log-likelihood.

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

NASA Astrophysics Data System (ADS)

Collins-Fekete, Charles-Antoine; Brousmiche, Sébastien; Portillo, Stephen K. N.; Beaulieu, Luc; Seco, Joao

2016-12-01

Multiple Coulomb scattering (MCS) is the largest contributor to blurring in proton imaging. In this work, we developed a maximum likelihood least squares estimator that improves proton radiography’s spatial resolution. The water equivalent thickness (WET) through projections defined from the source to the detector pixels were estimated such that they maximizes the likelihood of the energy loss of every proton crossing the volume. The length spent in each projection was calculated through the optimized cubic spline path estimate. The proton radiographies were produced using Geant4 simulations. Three phantoms were studied here: a slanted cube in a tank of water to measure 2D spatial resolution, a voxelized head phantom for clinical performance evaluation as well as a parametric Catphan phantom (CTP528) for 3D spatial resolution. Two proton beam configurations were used: a parallel and a conical beam. Proton beams of 200 and 330 MeV were simulated to acquire the radiography. Spatial resolution is increased from 2.44 lp cm-1 to 4.53 lp cm-1 in the 200 MeV beam and from 3.49 lp cm-1 to 5.76 lp cm-1 in the 330 MeV beam. Beam configurations do not affect the reconstructed spatial resolution as investigated between a radiography acquired with the parallel (3.49 lp cm-1 to 5.76 lp cm-1) or conical beam (from 3.49 lp cm-1 to 5.56 lp cm-1). The improved images were then used as input in a photon tomography algorithm. The proton CT reconstruction of the Catphan phantom shows high spatial resolution (from 2.79 to 5.55 lp cm-1 for the parallel beam and from 3.03 to 5.15 lp cm-1 for the conical beam) and the reconstruction of the head phantom, although qualitative, shows high contrast in the gradient region. The proposed formulation of the optimization demonstrates serious potential to increase the spatial resolution (up by 65 % ) in proton radiography and greatly accelerate proton computed tomography reconstruction.

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

PubMed

Collins-Fekete, Charles-Antoine; Brousmiche, Sébastien; Portillo, Stephen K N; Beaulieu, Luc; Seco, Joao

2016-12-07

Multiple Coulomb scattering (MCS) is the largest contributor to blurring in proton imaging. In this work, we developed a maximum likelihood least squares estimator that improves proton radiography's spatial resolution. The water equivalent thickness (WET) through projections defined from the source to the detector pixels were estimated such that they maximizes the likelihood of the energy loss of every proton crossing the volume. The length spent in each projection was calculated through the optimized cubic spline path estimate. The proton radiographies were produced using Geant4 simulations. Three phantoms were studied here: a slanted cube in a tank of water to measure 2D spatial resolution, a voxelized head phantom for clinical performance evaluation as well as a parametric Catphan phantom (CTP528) for 3D spatial resolution. Two proton beam configurations were used: a parallel and a conical beam. Proton beams of 200 and 330 MeV were simulated to acquire the radiography. Spatial resolution is increased from 2.44 lp cm -1 to 4.53 lp cm -1 in the 200 MeV beam and from 3.49 lp cm -1 to 5.76 lp cm -1 in the 330 MeV beam. Beam configurations do not affect the reconstructed spatial resolution as investigated between a radiography acquired with the parallel (3.49 lp cm -1 to 5.76 lp cm -1 ) or conical beam (from 3.49 lp cm -1 to 5.56 lp cm -1 ). The improved images were then used as input in a photon tomography algorithm. The proton CT reconstruction of the Catphan phantom shows high spatial resolution (from 2.79 to 5.55 lp cm -1 for the parallel beam and from 3.03 to 5.15 lp cm -1 for the conical beam) and the reconstruction of the head phantom, although qualitative, shows high contrast in the gradient region. The proposed formulation of the optimization demonstrates serious potential to increase the spatial resolution (up by 65[Formula: see text]) in proton radiography and greatly accelerate proton computed tomography reconstruction.

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

ERIC Educational Resources Information Center

Ramsay, J. O.

1980-01-01

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

ATAC Autocuer Modeling Analysis.

DTIC Science & Technology

1981-01-01

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

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

PubMed

Campos-Filho, N; Franco, E L

1989-02-01

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

The Maximum Likelihood Solution for Inclination-only Data

NASA Astrophysics Data System (ADS)

Arason, P.; Levi, S.

2006-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Algorithms of maximum likelihood data clustering with applications

NASA Astrophysics Data System (ADS)

Giada, Lorenzo; Marsili, Matteo

2002-12-01

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

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

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

PAMLX: a graphical user interface for PAML.

PubMed

Xu, Bo; Yang, Ziheng

2013-12-01

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

The exponential-Poisson model for recurrent event data: an application to a set of data on malaria in Brazil.

PubMed

Macera, Márcia A C; Louzada, Francisco; Cancho, Vicente G; Fontes, Cor J F

2015-03-01

In this paper, we introduce a new model for recurrent event data characterized by a baseline rate function fully parametric, which is based on the exponential-Poisson distribution. The model arises from a latent competing risk scenario, in the sense that there is no information about which cause was responsible for the event occurrence. Then, the time of each recurrence is given by the minimum lifetime value among all latent causes. The new model has a particular case, which is the classical homogeneous Poisson process. The properties of the proposed model are discussed, including its hazard rate function, survival function, and ordinary moments. The inferential procedure is based on the maximum likelihood approach. We consider an important issue of model selection between the proposed model and its particular case by the likelihood ratio test and score test. Goodness of fit of the recurrent event models is assessed using Cox-Snell residuals. A simulation study evaluates the performance of the estimation procedure in the presence of a small and moderate sample sizes. Applications on two real data sets are provided to illustrate the proposed methodology. One of them, first analyzed by our team of researchers, considers the data concerning the recurrence of malaria, which is an infectious disease caused by a protozoan parasite that infects red blood cells. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

ERIC Educational Resources Information Center

Lee, Sik-Yum; Zhu, Hong-Tu

2002-01-01

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

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

ERIC Educational Resources Information Center

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

2003-01-01

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

Maximum likelihood phase-retrieval algorithm: applications.

PubMed

Nahrstedt, D A; Southwell, W H

1984-12-01

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

Estimating population diversity with CatchAll

PubMed Central

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

2012-01-01

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

The Lambert Way to Gaussianize Heavy-Tailed Data with the Inverse of Tukey's h Transformation as a Special Case

PubMed Central

Goerg, Georg M.

2015-01-01

I present a parametric, bijective transformation to generate heavy tail versions of arbitrary random variables. The tail behavior of this heavy tail Lambert  W × F X random variable depends on a tail parameter δ ≥ 0: for δ = 0, Y ≡ X, for δ > 0 Y has heavier tails than X. For X being Gaussian it reduces to Tukey's h distribution. The Lambert W function provides an explicit inverse transformation, which can thus remove heavy tails from observed data. It also provides closed-form expressions for the cumulative distribution (cdf) and probability density function (pdf). As a special case, these yield analytic expression for Tukey's h pdf and cdf. Parameters can be estimated by maximum likelihood and applications to S&P 500 log-returns demonstrate the usefulness of the presented methodology. The R package LambertW implements most of the introduced methodology and is publicly available on CRAN. PMID:26380372

An empirical study of scanner system parameters

NASA Technical Reports Server (NTRS)

Landgrebe, D.; Biehl, L.; Simmons, W.

1976-01-01

The selection of the current combination of parametric values (instantaneous field of view, number and location of spectral bands, signal-to-noise ratio, etc.) of a multispectral scanner is a complex problem due to the strong interrelationship these parameters have with one another. The study was done with the proposed scanner known as Thematic Mapper in mind. Since an adequate theoretical procedure for this problem has apparently not yet been devised, an empirical simulation approach was used with candidate parameter values selected by the heuristic means. The results obtained using a conventional maximum likelihood pixel classifier suggest that although the classification accuracy declines slightly as the IFOV is decreased this is more than made up by an improved mensuration accuracy. Further, the use of a classifier involving both spatial and spectral features shows a very substantial tendency to resist degradation as the signal-to-noise ratio is decreased. And finally, further evidence is provided of the importance of having at least one spectral band in each of the major available portions of the optical spectrum.

Inference from single occasion capture experiments using genetic markers.

PubMed

Hettiarachchige, Chathurika K H; Huggins, Richard M

2018-05-01

Accurate estimation of the size of animal populations is an important task in ecological science. Recent advances in the field of molecular genetics researches allow the use of genetic data to estimate the size of a population from a single capture occasion rather than repeated occasions as in the usual capture-recapture experiments. Estimating the population size using genetic data also has sometimes led to estimates that differ markedly from each other and also from classical capture-recapture estimates. Here, we develop a closed form estimator that uses genetic information to estimate the size of a population consisting of mothers and daughters, focusing on estimating the number of mothers, using data from a single sample. We demonstrate the estimator is consistent and propose a parametric bootstrap to estimate the standard errors. The estimator is evaluated in a simulation study and applied to real data. We also consider maximum likelihood in this setting and discover problems that preclude its general use. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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.

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

PubMed

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

2018-04-19

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

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

ERIC Educational Resources Information Center

Yuan, Ke-Hai; Hayashi, Kentaro

2005-01-01

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

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

ERIC Educational Resources Information Center

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

2003-01-01

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

Mixture Rasch Models with Joint Maximum Likelihood Estimation

ERIC Educational Resources Information Center

Willse, John T.

2011-01-01

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

Consistency of Rasch Model Parameter Estimation: A Simulation Study.

ERIC Educational Resources Information Center

van den Wollenberg, Arnold L.; And Others

1988-01-01

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

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

EPA Science Inventory

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

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

ERIC Educational Resources Information Center

Casabianca, Jodi M.; Lewis, Charles

2015-01-01

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

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

ERIC Educational Resources Information Center

Mayberry, Paul W.

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

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

ERIC Educational Resources Information Center

Baldwin, Beatrice

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

An EM Algorithm for Maximum Likelihood Estimation of Process Factor Analysis Models

ERIC Educational Resources Information Center

Lee, Taehun

2010-01-01

In this dissertation, an Expectation-Maximization (EM) algorithm is developed and implemented to obtain maximum likelihood estimates of the parameters and the associated standard error estimates characterizing temporal flows for the latent variable time series following stationary vector ARMA processes, as well as the parameters defining the…

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

PubMed Central

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

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

1979-01-01

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

Stochastic Ordering Using the Latent Trait and the Sum Score in Polytomous IRT Models.

ERIC Educational Resources Information Center

Hemker, Bas T.; Sijtsma, Klaas; Molenaar, Ivo W.; Junker, Brian W.

1997-01-01

Stochastic ordering properties are investigated for a broad class of item response theory (IRT) models for which the monotone likelihood ratio does not hold. A taxonomy is given for nonparametric and parametric models for polytomous models based on the hierarchical relationship between the models. (SLD)

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.

Least Squares Approximation By G1 Piecewise Parametric Cubes

DTIC Science & Technology

1993-12-01

ADDRESS(ES) 10.SPONSORING/MONITORING AGENCY REPORT NUMBER 11. SUPPLEMENTARY NOTES The views expressed in this thesis are those of the author and do not...CODE Approved for public release; distribution is unlimited. 13. ABSTRACT (maximum 200 words) Parametric piecewise cubic polynomials are used throughout...piecewise parametric cubic polynomial to a sequence of ordered points in the plane. Cubic Bdzier curves are used as a basis. The parameterization, the

An evaluation of percentile and maximum likelihood estimators of weibull paremeters

Treesearch

Stanley J. Zarnoch; Tommy R. Dell

1985-01-01

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

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

ERIC Educational Resources Information Center

Klein, Andreas G.; Muthen, Bengt O.

2007-01-01

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

Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables

ERIC Educational Resources Information Center

Song, Xin-Yuan; Lee, Sik-Yum

2005-01-01

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

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

DTIC Science & Technology

1990-12-31

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

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

ERIC Educational Resources Information Center

Savalei, Victoria

2010-01-01

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

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

ERIC Educational Resources Information Center

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

2006-01-01

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

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

ERIC Educational Resources Information Center

Zhong, Xiaoling; Yuan, Ke-Hai

2011-01-01

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

Five Methods for Estimating Angoff Cut Scores with IRT

ERIC Educational Resources Information Center

Wyse, Adam E.

2017-01-01

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

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

ERIC Educational Resources Information Center

Cai, Li

2010-01-01

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

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...

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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.

Parametric study of the Orbiter rollout using an approximate solution

NASA Technical Reports Server (NTRS)

Garland, B. J.

1979-01-01

An approximate solution to the motion of the Orbiter during rollout is used to perform a parametric study of the rollout distance required by the Orbiter. The study considers the maximum expected dispersions in the landing speed and the touchdown point. These dispersions are assumed to be correlated so that a fast landing occurs before the nominal touchdown point. The maximum rollout distance is required by the maximum landing speed with a 10 knot tailwind and the center of mass at the forward limit of its longitudinal travel. The maximum weight that can be stopped within 15,000 feet on a hot day at Kennedy Space Center is 248,800 pounds. The energy absorbed by the brakes would exceed the limit for reuse of the brakes.

High-energy terahertz wave parametric oscillator with a surface-emitted ring-cavity configuration.

PubMed

Yang, Zhen; Wang, Yuye; Xu, Degang; Xu, Wentao; Duan, Pan; Yan, Chao; Tang, Longhuang; Yao, Jianquan

2016-05-15

A surface-emitted ring-cavity terahertz (THz) wave parametric oscillator has been demonstrated for high-energy THz output and fast frequency tuning in a wide frequency range. Through the special optical design with a galvano-optical scanner and four-mirror ring-cavity structure, the maximum THz wave output energy of 12.9 μJ/pulse is achieved at 1.359 THz under the pump energy of 172.8 mJ. The fast THz frequency tuning in the range of 0.7-2.8 THz can be accessed with the step response of 600 μs. Moreover, the maximum THz wave output energy from this configuration is 3.29 times as large as that obtained from the conventional surface-emitted THz wave parametric oscillator with the same experimental conditions.

Approximated maximum likelihood estimation in multifractal random walks

NASA Astrophysics Data System (ADS)

Løvsletten, O.; Rypdal, M.

2012-04-01

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

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

ERIC Educational Resources Information Center

Lee, Sik-Yum; Song, Xin-Yuan

2005-01-01

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

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

PubMed

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

2015-02-01

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

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

ERIC Educational Resources Information Center

Han, Kyung T.; Guo, Fanmin

2014-01-01

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

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

ERIC Educational Resources Information Center

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

2011-01-01

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

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

ERIC Educational Resources Information Center

France, Stephen L.; Batchelder, William H.

2015-01-01

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

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

ERIC Educational Resources Information Center

Kelderman, Henk

1992-01-01

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

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

ERIC Educational Resources Information Center

Penfield, Randall D.; Bergeron, Jennifer M.

2005-01-01

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

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

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

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

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

ERIC Educational Resources Information Center

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

2012-01-01

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

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

NASA Technical Reports Server (NTRS)

Kelly, D. A.; Fermelia, A.; Lee, G. K. F.

1990-01-01

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

The Role of Parametric Assumptions in Adaptive Bayesian Estimation

ERIC Educational Resources Information Center

Alcala-Quintana, Rocio; Garcia-Perez, Miguel A.

2004-01-01

Variants of adaptive Bayesian procedures for estimating the 5% point on a psychometric function were studied by simulation. Bias and standard error were the criteria to evaluate performance. The results indicated a superiority of (a) uniform priors, (b) model likelihood functions that are odd symmetric about threshold and that have parameter…

flexsurv: A Platform for Parametric Survival Modeling in R

PubMed Central

Jackson, Christopher H.

2018-01-01

flexsurv is an R package for fully-parametric modeling of survival data. Any parametric time-to-event distribution may be fitted if the user supplies a probability density or hazard function, and ideally also their cumulative versions. Standard survival distributions are built in, including the three and four-parameter generalized gamma and F distributions. Any parameter of any distribution can be modeled as a linear or log-linear function of covariates. The package also includes the spline model of Royston and Parmar (2002), in which both baseline survival and covariate effects can be arbitrarily flexible parametric functions of time. The main model-fitting function, flexsurvreg, uses the familiar syntax of survreg from the standard survival package (Therneau 2016). Censoring or left-truncation are specified in ‘Surv’ objects. The models are fitted by maximizing the full log-likelihood, and estimates and confidence intervals for any function of the model parameters can be printed or plotted. flexsurv also provides functions for fitting and predicting from fully-parametric multi-state models, and connects with the mstate package (de Wreede, Fiocco, and Putter 2011). This article explains the methods and design principles of the package, giving several worked examples of its use. PMID:29593450

Two-sample statistics for testing the equality of survival functions against improper semi-parametric accelerated failure time alternatives: an application to the analysis of a breast cancer clinical trial.

PubMed

Broët, Philippe; Tsodikov, Alexander; De Rycke, Yann; Moreau, Thierry

2004-06-01

This paper presents two-sample statistics suited for testing equality of survival functions against improper semi-parametric accelerated failure time alternatives. These tests are designed for comparing either the short- or the long-term effect of a prognostic factor, or both. These statistics are obtained as partial likelihood score statistics from a time-dependent Cox model. As a consequence, the proposed tests can be very easily implemented using widely available software. A breast cancer clinical trial is presented as an example to demonstrate the utility of the proposed tests.

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.

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

ERIC Educational Resources Information Center

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

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

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

ERIC Educational Resources Information Center

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

2002-01-01

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

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

ERIC Educational Resources Information Center

Khattab, Ali-Maher; And Others

1982-01-01

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

Mortality table construction

NASA Astrophysics Data System (ADS)

Sutawanir

2015-12-01

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

Adaptive time-sequential binary sensing for high dynamic range imaging

NASA Astrophysics Data System (ADS)

Hu, Chenhui; Lu, Yue M.

2012-06-01

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

Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

NASA Astrophysics Data System (ADS)

Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

2009-05-01

Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

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

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in vivo studies.

PubMed

Petibon, Yoann; Rakvongthai, Yothin; El Fakhri, Georges; Ouyang, Jinsong

2017-05-07

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves-TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18 F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans-each containing 1/8th of the total number of events-were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18 F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard ordered subset expectation maximization (OSEM) reconstruction algorithm on one side, and the one-step late maximum a posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of [Formula: see text], the tracer transport rate (ml · min -1 · ml -1 ), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced [Formula: see text] maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced [Formula: see text] estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance.

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in-vivo studies

PubMed Central

Petibon, Yoann; Rakvongthai, Yothin; Fakhri, Georges El; Ouyang, Jinsong

2017-01-01

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves -TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in-vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans - each containing 1/8th of the total number of events - were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard Ordered Subset Expectation Maximization (OSEM) reconstruction algorithm on one side, and the One-Step Late Maximum a Posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of K1, the tracer transport rate (mL.min−1.mL−1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced K1 maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced K1 estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in-vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance. PMID:28379843

Direct parametric reconstruction in dynamic PET myocardial perfusion imaging: in vivo studies

NASA Astrophysics Data System (ADS)

Petibon, Yoann; Rakvongthai, Yothin; El Fakhri, Georges; Ouyang, Jinsong

2017-05-01

Dynamic PET myocardial perfusion imaging (MPI) used in conjunction with tracer kinetic modeling enables the quantification of absolute myocardial blood flow (MBF). However, MBF maps computed using the traditional indirect method (i.e. post-reconstruction voxel-wise fitting of kinetic model to PET time-activity-curves-TACs) suffer from poor signal-to-noise ratio (SNR). Direct reconstruction of kinetic parameters from raw PET projection data has been shown to offer parametric images with higher SNR compared to the indirect method. The aim of this study was to extend and evaluate the performance of a direct parametric reconstruction method using in vivo dynamic PET MPI data for the purpose of quantifying MBF. Dynamic PET MPI studies were performed on two healthy pigs using a Siemens Biograph mMR scanner. List-mode PET data for each animal were acquired following a bolus injection of ~7-8 mCi of 18F-flurpiridaz, a myocardial perfusion agent. Fully-3D dynamic PET sinograms were obtained by sorting the coincidence events into 16 temporal frames covering ~5 min after radiotracer administration. Additionally, eight independent noise realizations of both scans—each containing 1/8th of the total number of events—were generated from the original list-mode data. Dynamic sinograms were then used to compute parametric maps using the conventional indirect method and the proposed direct method. For both methods, a one-tissue compartment model accounting for spillover from the left and right ventricle blood-pools was used to describe the kinetics of 18F-flurpiridaz. An image-derived arterial input function obtained from a TAC taken in the left ventricle cavity was used for tracer kinetic analysis. For the indirect method, frame-by-frame images were estimated using two fully-3D reconstruction techniques: the standard ordered subset expectation maximization (OSEM) reconstruction algorithm on one side, and the one-step late maximum a posteriori (OSL-MAP) algorithm on the other side, which incorporates a quadratic penalty function. The parametric images were then calculated using voxel-wise weighted least-square fitting of the reconstructed myocardial PET TACs. For the direct method, parametric images were estimated directly from the dynamic PET sinograms using a maximum a posteriori (MAP) parametric reconstruction algorithm which optimizes an objective function comprised of the Poisson log-likelihood term, the kinetic model and a quadratic penalty function. Maximization of the objective function with respect to each set of parameters was achieved using a preconditioned conjugate gradient algorithm with a specifically developed pre-conditioner. The performance of the direct method was evaluated by comparing voxel- and segment-wise estimates of {{K}1} , the tracer transport rate (ml · min-1 · ml-1), to those obtained using the indirect method applied to both OSEM and OSL-MAP dynamic reconstructions. The proposed direct reconstruction method produced {{K}1} maps with visibly lower noise than the indirect method based on OSEM and OSL-MAP reconstructions. At normal count levels, the direct method was shown to outperform the indirect method based on OSL-MAP in the sense that at matched level of bias, reduced regional noise levels were obtained. At lower count levels, the direct method produced {{K}1} estimates with significantly lower standard deviation across noise realizations than the indirect method based on OSL-MAP at matched bias level. In all cases, the direct method yielded lower noise and standard deviation than the indirect method based on OSEM. Overall, the proposed direct reconstruction offered a better bias-variance tradeoff than the indirect method applied to either OSEM and OSL-MAP. Direct parametric reconstruction as applied to in vivo dynamic PET MPI data is therefore a promising method for producing MBF maps with lower variance.

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.

A tool for the estimation of the distribution of landslide area in R

NASA Astrophysics Data System (ADS)

Rossi, M.; Cardinali, M.; Fiorucci, F.; Marchesini, I.; Mondini, A. C.; Santangelo, M.; Ghosh, S.; Riguer, D. E. L.; Lahousse, T.; Chang, K. T.; Guzzetti, F.

2012-04-01

We have developed a tool in R (the free software environment for statistical computing, http://www.r-project.org/) to estimate the probability density and the frequency density of landslide area. The tool implements parametric and non-parametric approaches to the estimation of the probability density and the frequency density of landslide area, including: (i) Histogram Density Estimation (HDE), (ii) Kernel Density Estimation (KDE), and (iii) Maximum Likelihood Estimation (MLE). The tool is available as a standard Open Geospatial Consortium (OGC) Web Processing Service (WPS), and is accessible through the web using different GIS software clients. We tested the tool to compare Double Pareto and Inverse Gamma models for the probability density of landslide area in different geological, morphological and climatological settings, and to compare landslides shown in inventory maps prepared using different mapping techniques, including (i) field mapping, (ii) visual interpretation of monoscopic and stereoscopic aerial photographs, (iii) visual interpretation of monoscopic and stereoscopic VHR satellite images and (iv) semi-automatic detection and mapping from VHR satellite images. Results show that both models are applicable in different geomorphological settings. In most cases the two models provided very similar results. Non-parametric estimation methods (i.e., HDE and KDE) provided reasonable results for all the tested landslide datasets. For some of the datasets, MLE failed to provide a result, for convergence problems. The two tested models (Double Pareto and Inverse Gamma) resulted in very similar results for large and very large datasets (> 150 samples). Differences in the modeling results were observed for small datasets affected by systematic biases. A distinct rollover was observed in all analyzed landslide datasets, except for a few datasets obtained from landslide inventories prepared through field mapping or by semi-automatic mapping from VHR satellite imagery. The tool can also be used to evaluate the probability density and the frequency density of landslide volume.

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

Stick balancing with reflex delay in case of parametric forcing

NASA Astrophysics Data System (ADS)

Insperger, Tamas

2011-04-01

The effect of parametric forcing on a PD control of an inverted pendulum is analyzed in the presence of feedback delay. The stability of the time-periodic and time-delayed system is determined numerically using the first-order semi-discretization method in the 5-dimensional parameter space of the pendulum's length, the forcing frequency, the forcing amplitude, the proportional and the differential gains. It is shown that the critical length of the pendulum (that can just be balanced against the time-delay) can significantly be decreased by parametric forcing even if the maximum forcing acceleration is limited. The numerical analysis showed that the critical stick length about 30 cm corresponding to the unforced system with reflex delay 0.1 s can be decreased to 18 cm with keeping maximum acceleration below the gravitational acceleration.

Modeling short duration extreme precipitation patterns using copula and generalized maximum pseudo-likelihood estimation with censoring

NASA Astrophysics Data System (ADS)

Bargaoui, Zoubeida Kebaili; Bardossy, Andràs

2015-10-01

The paper aims to develop researches on the spatial variability of heavy rainfall events estimation using spatial copula analysis. To demonstrate the methodology, short time resolution rainfall time series from Stuttgart region are analyzed. They are constituted by rainfall observations on continuous 30 min time scale recorded over a network composed by 17 raingages for the period July 1989-July 2004. The analysis is performed aggregating the observations from 30 min up to 24 h. Two parametric bivariate extreme copula models, the Husler-Reiss model and the Gumbel model are investigated. Both involve a single parameter to be estimated. Thus, model fitting is operated for every pair of stations for a giving time resolution. A rainfall threshold value representing a fixed rainfall quantile is adopted for model inference. Generalized maximum pseudo-likelihood estimation is adopted with censoring by analogy with methods of univariate estimation combining historical and paleoflood information with systematic data. Only pairs of observations greater than the threshold are assumed as systematic data. Using the estimated copula parameter, a synthetic copula field is randomly generated and helps evaluating model adequacy which is achieved using Kolmogorov Smirnov distance test. In order to assess dependence or independence in the upper tail, the extremal coefficient which characterises the tail of the joint bivariate distribution is adopted. Hence, the extremal coefficient is reported as a function of the interdistance between stations. If it is less than 1.7, stations are interpreted as dependent in the extremes. The analysis of the fitted extremal coefficients with respect to stations inter distance highlights two regimes with different dependence structures: a short spatial extent regime linked to short duration intervals (from 30 min to 6 h) with an extent of about 8 km and a large spatial extent regime related to longer rainfall intervals (from 12 h to 24 h) with an extent of 34 to 38 km.

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

PubMed

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

2011-02-16

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

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.

A parametric model of muscle moment arm as a function of joint angle: application to the dorsiflexor muscle group in mice.

PubMed

Miller, S W; Dennis, R G

1996-12-01

A parametric model was developed to describe the relationship between muscle moment arm and joint angle. The model was applied to the dorsiflexor muscle group in mice, for which the moment arm was determined as a function of ankle angle. The moment arm was calculated from the torque measured about the ankle upon application of a known force along the line of action of the dorsiflexor muscle group. The dependence of the dorsiflexor moment arm on ankle angle was modeled as r = R sin(a + delta), where r is the moment arm calculated from the measured torque and a is the joint angle. A least-squares curve fit yielded values for R, the maximum moment arm, and delta, the angle at which the maximum moment arm occurs as offset from 90 degrees. Parametric models were developed for two strains of mice, and no differences were found between the moment arms determined for each strain. Values for the maximum moment arm, R, for the two different strains were 0.99 and 1.14 mm, in agreement with the limited data available from the literature. While in some cases moment arm data may be better fitted by a polynomial, use of the parametric model provides a moment arm relationship with meaningful anatomical constants, allowing for the direct comparison of moment arm characteristics between different strains and species.

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

ERIC Educational Resources Information Center

Bertoli-Barsotti, Lucio

2005-01-01

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

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

ERIC Educational Resources Information Center

Paek, Insu; Wilson, Mark

2011-01-01

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

Pretest uncertainty analysis for chemical rocket engine tests

NASA Technical Reports Server (NTRS)

Davidian, Kenneth J.

1987-01-01

A parametric pretest uncertainty analysis has been performed for a chemical rocket engine test at a unique 1000:1 area ratio altitude test facility. Results from the parametric study provide the error limits required in order to maintain a maximum uncertainty of 1 percent on specific impulse. Equations used in the uncertainty analysis are presented.

Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

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

Biros, George

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

Preclinical evaluation of parametric image reconstruction of [18F]FMISO PET: correlation with ex vivo immunohistochemistry

NASA Astrophysics Data System (ADS)

Cheng, Xiaoyin; Bayer, Christine; Maftei, Constantin-Alin; Astner, Sabrina T.; Vaupel, Peter; Ziegler, Sibylle I.; Shi, Kuangyu

2014-01-01

Compared to indirect methods, direct parametric image reconstruction (PIR) has the advantage of high quality and low statistical errors. However, it is not yet clear if this improvement in quality is beneficial for physiological quantification. This study aimed to evaluate direct PIR for the quantification of tumor hypoxia using the hypoxic fraction (HF) assessed from immunohistological data as a physiological reference. Sixteen mice with xenografted human squamous cell carcinomas were scanned with dynamic [18F]FMISO PET. Afterward, tumors were sliced and stained with H&E and the hypoxia marker pimonidazole. The hypoxic signal was segmented using k-means clustering and HF was specified as the ratio of the hypoxic area over the viable tumor area. The parametric Patlak slope images were obtained by indirect voxel-wise modeling on reconstructed images using filtered back projection and ordered-subset expectation maximization (OSEM) and by direct PIR (e.g., parametric-OSEM, POSEM). The mean and maximum Patlak slopes of the tumor area were investigated and compared with HF. POSEM resulted in generally higher correlations between slope and HF among the investigated methods. A strategy for the delineation of the hypoxic tumor volume based on thresholding parametric images at half maximum of the slope is recommended based on the results of this study.

A unified procedure for meta-analytic evaluation of surrogate end points in randomized clinical trials

PubMed Central

Dai, James Y.; Hughes, James P.

2012-01-01

The meta-analytic approach to evaluating surrogate end points assesses the predictiveness of treatment effect on the surrogate toward treatment effect on the clinical end point based on multiple clinical trials. Definition and estimation of the correlation of treatment effects were developed in linear mixed models and later extended to binary or failure time outcomes on a case-by-case basis. In a general regression setting that covers nonnormal outcomes, we discuss in this paper several metrics that are useful in the meta-analytic evaluation of surrogacy. We propose a unified 3-step procedure to assess these metrics in settings with binary end points, time-to-event outcomes, or repeated measures. First, the joint distribution of estimated treatment effects is ascertained by an estimating equation approach; second, the restricted maximum likelihood method is used to estimate the means and the variance components of the random treatment effects; finally, confidence intervals are constructed by a parametric bootstrap procedure. The proposed method is evaluated by simulations and applications to 2 clinical trials. PMID:22394448

The impact of covariance misspecification in multivariate Gaussian mixtures on estimation and inference: an application to longitudinal modeling.

PubMed

Heggeseth, Brianna C; Jewell, Nicholas P

2013-07-20

Multivariate Gaussian mixtures are a class of models that provide a flexible parametric approach for the representation of heterogeneous multivariate outcomes. When the outcome is a vector of repeated measurements taken on the same subject, there is often inherent dependence between observations. However, a common covariance assumption is conditional independence-that is, given the mixture component label, the outcomes for subjects are independent. In this paper, we study, through asymptotic bias calculations and simulation, the impact of covariance misspecification in multivariate Gaussian mixtures. Although maximum likelihood estimators of regression and mixing probability parameters are not consistent under misspecification, they have little asymptotic bias when mixture components are well separated or if the assumed correlation is close to the truth even when the covariance is misspecified. We also present a robust standard error estimator and show that it outperforms conventional estimators in simulations and can indicate that the model is misspecified. Body mass index data from a national longitudinal study are used to demonstrate the effects of misspecification on potential inferences made in practice. Copyright © 2013 John Wiley & Sons, Ltd.

Comparing and combining biomarkers as principle surrogates for time-to-event clinical endpoints.

PubMed

Gabriel, Erin E; Sachs, Michael C; Gilbert, Peter B

2015-02-10

Principal surrogate endpoints are useful as targets for phase I and II trials. In many recent trials, multiple post-randomization biomarkers are measured. However, few statistical methods exist for comparison of or combination of biomarkers as principal surrogates, and none of these methods to our knowledge utilize time-to-event clinical endpoint information. We propose a Weibull model extension of the semi-parametric estimated maximum likelihood method that allows for the inclusion of multiple biomarkers in the same risk model as multivariate candidate principal surrogates. We propose several methods for comparing candidate principal surrogates and evaluating multivariate principal surrogates. These include the time-dependent and surrogate-dependent true and false positive fraction, the time-dependent and the integrated standardized total gain, and the cumulative distribution function of the risk difference. We illustrate the operating characteristics of our proposed methods in simulations and outline how these statistics can be used to evaluate and compare candidate principal surrogates. We use these methods to investigate candidate surrogates in the Diabetes Control and Complications Trial. Copyright © 2014 John Wiley & Sons, Ltd.

Causal Methods for Observational Research: A Primer.

PubMed

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

2018-04-01

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

The 2.4 μm Galaxy Luminosity Function As Measured Using WISE. I. Measurement Techniques

NASA Astrophysics Data System (ADS)

Lake, S. E.; Wright, E. L.; Tsai, C.-W.; Lam, A.

2017-04-01

The astronomy community has at its disposal a large back catalog of public spectroscopic galaxy redshift surveys that can be used for the measurement of luminosity functions (LFs). Utilizing the back catalog with new photometric surveys to maximum efficiency requires modeling the color selection bias imposed on the selection of target galaxies by flux limits at multiple wavelengths. The likelihood derived herein can address, in principle, all possible color selection biases through the use of a generalization of the LF, {{Φ }}(L), over the space of all spectra: the spectro-luminosity functional, {{\\Psi }}[{L}ν ]. It is, therefore, the first estimator capable of simultaneously analyzing multiple redshift surveys in a consistent way. We also propose a new way of parametrizing the evolution of the classic Schechter function parameters, L ⋆ and ϕ ⋆, that improves both the physical realism and statistical performance of the model. The techniques derived in this paper are used in a companion paper by Lake et al. to measure the LF of galaxies at the rest-frame wavelength of 2.4 μ {{m}} using the Widefield Infrared Survey Explorer (WISE).

Discriminant analysis in wildlife research: Theory and applications

USGS Publications Warehouse

Williams, B.K.; Capen, D.E.

1981-01-01

Discriminant analysis, a method of analyzing grouped multivariate data, is often used in ecological investigations. It has both a predictive and an explanatory function, the former aiming at classification of individuals of unknown group membership. The goal of the latter function is to exhibit group separation by means of linear transforms, and the corresponding method is called canonical analysis. This discussion focuses on the application of canonical analysis in ecology. In order to clarify its meaning, a parametric approach is taken instead of the usual data-based formulation. For certain assumptions the data-based canonical variates are shown to result from maximum likelihood estimation, thus insuring consistency and asymptotic efficiency. The distorting effects of covariance heterogeneity are examined, as are certain difficulties which arise in interpreting the canonical functions. A 'distortion metric' is defined, by means of which distortions resulting from the canonical transformation can be assessed. Several sampling problems which arise in ecological applications are considered. It is concluded that the method may prove valuable for data exploration, but is of limited value as an inferential procedure.

The Wally plot approach to assess the calibration of clinical prediction models.

PubMed

Blanche, Paul; Gerds, Thomas A; Ekstrøm, Claus T

2017-12-06

A prediction model is calibrated if, roughly, for any percentage x we can expect that x subjects out of 100 experience the event among all subjects that have a predicted risk of x%. Typically, the calibration assumption is assessed graphically but in practice it is often challenging to judge whether a "disappointing" calibration plot is the consequence of a departure from the calibration assumption, or alternatively just "bad luck" due to sampling variability. We propose a graphical approach which enables the visualization of how much a calibration plot agrees with the calibration assumption to address this issue. The approach is mainly based on the idea of generating new plots which mimic the available data under the calibration assumption. The method handles the common non-trivial situations in which the data contain censored observations and occurrences of competing events. This is done by building on ideas from constrained non-parametric maximum likelihood estimation methods. Two examples from large cohort data illustrate our proposal. The 'wally' R package is provided to make the methodology easily usable.

Lidar Analyses

NASA Technical Reports Server (NTRS)

Spiers, Gary D.

1995-01-01

A brief description of enhancements made to the NASA MSFC coherent lidar model is provided. Notable improvements are the addition of routines to automatically determine the 3 dB misalignment loss angle and the backscatter value at which the probability of a good estimate (for a maximum likelihood estimator) falls to 50%. The ability to automatically generate energy/aperture parametrization (EAP) plots which include the effects of angular misalignment has been added. These EAP plots make it very easy to see that for any practical system where there is some degree of misalignment then there is an optimum telescope diameter for which the laser pulse energy required to achieve a particular sensitivity is minimized. Increasing the telescope diameter above this will result in a reduction of sensitivity. These parameterizations also clearly show that the alignment tolerances at shorter wavelengths are much stricter than those at longer wavelengths. A brief outline of the NASA MSFC AEOLUS program is given and a summary of the lidar designs considered during the program is presented. A discussion of some of the design trades is performed both in the text and in a conference publication attached as an appendix.

Detectability of large-scale power suppression in the galaxy distribution

NASA Astrophysics Data System (ADS)

Gibelyou, Cameron; Huterer, Dragan; Fang, Wenjuan

2010-12-01

Suppression in primordial power on the Universe’s largest observable scales has been invoked as a possible explanation for large-angle observations in the cosmic microwave background, and is allowed or predicted by some inflationary models. Here we investigate the extent to which such a suppression could be confirmed by the upcoming large-volume redshift surveys. For definiteness, we study a simple parametric model of suppression that improves the fit of the vanilla ΛCDM model to the angular correlation function measured by WMAP in cut-sky maps, and at the same time improves the fit to the angular power spectrum inferred from the maximum likelihood analysis presented by the WMAP team. We find that the missing power at large scales, favored by WMAP observations within the context of this model, will be difficult but not impossible to rule out with a galaxy redshift survey with large-volume (˜100Gpc3). A key requirement for success in ruling out power suppression will be having redshifts of most galaxies detected in the imaging survey.

Revision of laser-induced damage threshold evaluation from damage probability data

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

Bataviciute, Gintare; Grigas, Povilas; Smalakys, Linas

2013-04-15

In this study, the applicability of commonly used Damage Frequency Method (DFM) is addressed in the context of Laser-Induced Damage Threshold (LIDT) testing with pulsed lasers. A simplified computer model representing the statistical interaction between laser irradiation and randomly distributed damage precursors is applied for Monte Carlo experiments. The reproducibility of LIDT predicted from DFM is examined under both idealized and realistic laser irradiation conditions by performing numerical 1-on-1 tests. A widely accepted linear fitting resulted in systematic errors when estimating LIDT and its error bars. For the same purpose, a Bayesian approach was proposed. A novel concept of parametricmore » regression based on varying kernel and maximum likelihood fitting technique is introduced and studied. Such approach exhibited clear advantages over conventional linear fitting and led to more reproducible LIDT evaluation. Furthermore, LIDT error bars are obtained as a natural outcome of parametric fitting which exhibit realistic values. The proposed technique has been validated on two conventionally polished fused silica samples (355 nm, 5.7 ns).« less

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.

Two-Sample Statistics for Testing the Equality of Survival Functions Against Improper Semi-parametric Accelerated Failure Time Alternatives: An Application to the Analysis of a Breast Cancer Clinical Trial

PubMed Central

BROËT, PHILIPPE; TSODIKOV, ALEXANDER; DE RYCKE, YANN; MOREAU, THIERRY

2010-01-01

This paper presents two-sample statistics suited for testing equality of survival functions against improper semi-parametric accelerated failure time alternatives. These tests are designed for comparing either the short- or the long-term effect of a prognostic factor, or both. These statistics are obtained as partial likelihood score statistics from a time-dependent Cox model. As a consequence, the proposed tests can be very easily implemented using widely available software. A breast cancer clinical trial is presented as an example to demonstrate the utility of the proposed tests. PMID:15293627

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

NASA Technical Reports Server (NTRS)

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

1981-01-01

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

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

USGS Publications Warehouse

Donato, David I.

2012-01-01

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

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.

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.

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

PubMed Central

Huang, Chiung-Yu; Qin, Jing

2013-01-01

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

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

PubMed Central

Chen, Rui; Hyrien, Ollivier

2011-01-01

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

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.

Photon number amplification/duplication through parametric conversion

NASA Technical Reports Server (NTRS)

Dariano, G. M.; Macchiavello, C.; Paris, M.

1993-01-01

The performance of parametric conversion in achieving number amplification and duplication is analyzed. It is shown that the effective maximum gains G(sub *) remain well below their integer ideal values, even for large signals. Correspondingly, one has output Fano factors F(sub *) which are increasing functions of the input photon number. On the other hand, in the inverse (deamplifier/recombiner) operating mode quasi-ideal gains G(sub *) and small factors F(sub *) approximately equal to 10 percent are obtained. Output noise and non-ideal gains are ascribed to spontaneous parametric emission.

Parametric Mass Modeling for Mars Entry, Descent and Landing System Analysis Study

NASA Technical Reports Server (NTRS)

Samareh, Jamshid A.; Komar, D. R.

2011-01-01

This paper provides an overview of the parametric mass models used for the Entry, Descent, and Landing Systems Analysis study conducted by NASA in FY2009-2010. The study examined eight unique exploration class architectures that included elements such as a rigid mid-L/D aeroshell, a lifting hypersonic inflatable decelerator, a drag supersonic inflatable decelerator, a lifting supersonic inflatable decelerator implemented with a skirt, and subsonic/supersonic retro-propulsion. Parametric models used in this study relate the component mass to vehicle dimensions and mission key environmental parameters such as maximum deceleration and total heat load. The use of a parametric mass model allows the simultaneous optimization of trajectory and mass sizing parameters.

Cosmological constraints on interacting light particles

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

Brust, Christopher; Cui, Yanou; Sigurdson, Kris, E-mail: cbrust@perimeterinstitute.ca, E-mail: yanou.cui@ucr.edu, E-mail: krs@phas.ubc.ca

2017-08-01

Cosmological observations are becoming increasingly sensitive to the effects of light particles in the form of dark radiation (DR) at the time of recombination. The conventional observable of effective neutrino number, N {sub eff}, is insufficient for probing generic, interacting models of DR. In this work, we perform likelihood analyses which allow both free-streaming effective neutrinos (parametrized by N {sub eff}) and interacting effective neutrinos (parametrized by N {sub fld}). We motivate an alternative parametrization of DR in terms of N {sub tot} (total effective number of neutrinos) and f {sub fs} (the fraction of effective neutrinos which are free-streaming),more » which is less degenerate than using N {sub eff} and N {sub fld}. Using the Planck 2015 likelihoods in conjunction with measurements of baryon acoustic oscillations (BAO), we find constraints on the total amount of beyond the Standard Model effective neutrinos (both free-streaming and interacting) of Δ N {sub tot} < 0.39 at 2σ. In addition, we consider the possibility that this scenario alleviates the tensions between early-time and late-time cosmological observations, in particular the measurements of σ{sub 8} (the amplitude of matter power fluctuations at 8 h {sup −1} Mpc), finding a mild preference for interactions among light species. We further forecast the sensitivities of a variety of future experiments, including Advanced ACTPol (a representative CMB Stage-III experiment), CMB Stage-IV, and the Euclid satellite. This study is relevant for probing non-standard neutrino physics as well as a wide variety of new particle physics models beyond the Standard Model that involve dark radiation.« less

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

PubMed

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

1992-08-01

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

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

ERIC Educational Resources Information Center

Kelderman, Henk

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

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

PubMed Central

Batchelder, William H.

2014-01-01

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

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

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

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

Bayesian structural equation modeling in sport and exercise psychology.

PubMed

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

2015-08-01

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

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

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

Beer, M.

1980-12-01

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

A Maximum Likelihood Approach to Functional Mapping of Longitudinal Binary Traits

PubMed Central

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

2013-01-01

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

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

PubMed Central

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

2014-01-01

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

Parametric investigations of target normal sheath acceleration experiments

NASA Astrophysics Data System (ADS)

Zani, Alessandro; Sgattoni, Andrea; Passoni, Matteo

2011-10-01

One of the most important challenges related to laser-driven ion acceleration research is to actively control some important ion beam features. This is a peculiar topic in the light of future possible technological applications. In the present work we make use of one theoretical model for target normal sheath acceleration in order to reproduce recent experimental parametric studies about maximum ion energy dependencies on laser parameters. The key role played by pulse energy and intensity is enlightened. Finally the effective dependence of maximum ion energy on intensity is evaluated using a combined theoretical approach, obtained by means of an analytical and a particle-in-cell numerical investigation.

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…

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

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-07-01

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

Vegetables- and antioxidant-related nutrients, genetic susceptibility, and non-Hodgkin lymphoma risk

PubMed Central

Kelemen, Linda E.; Wang, Sophia S.; Lim, Unhee; Cozen, Wendy; Schenk, Maryjean; Hartge, Patricia; Li, Yan; Rothman, Nathaniel; Davis, Scott; Chanock, Stephen J.; Ward, Mary H.

2009-01-01

Genetic susceptibility to DNA oxidation, carcinogen metabolism, and altered DNA repair may increase non-Hodgkin lymphoma (NHL) risk, whereas vegetables-and antioxidant-related nutrients may decrease risk. We evaluated the interaction of a priori-defined dietary factors with 28 polymorphisms in these metabolic pathways. Incident cases (n = 1,141) were identified during 1998–2000 from four cancer registries and frequency-matched to population-based controls (n = 949). We estimated diet-gene joint effects using two-phase semi-parametric maximum-likelihood methods, which utilized genotype data from all subjects as well as 371 cases and 311 controls with available diet information. Adjusted odds ratios (95% confidence intervals) were lower among common allele carriers with higher dietary intakes. For the GSTM3 3-base insertion and higher total vegetable intake, the risk was 0.56 (0.35–0.92, p interaction = 0.03); for GSTP1 A114V and higher cruciferous vegetable intake, the risk was 0.52 (0.34–0.81, p interaction = 0.02); for OGG1 S326C and higher daily zinc intake, the risk was 0.71 (0.47–1.08, p interaction = 0.04) and for XRCC3 T241M and higher green leafy vegetable intake, the risk was 0.63 (0.41–0.97, p interaction = 0.03). Calculation of the false positive report probability determined a high likelihood of falsely positive associations. Although most associations have not been examined previously with NHL, our results suggest the examined polymorphisms are not modifiers of the association between vegetable and zinc intakes and NHL risk. PMID:18204928

Obesity and health-related decisions: An empirical model of the determinants of weight status across the transition from adolescence to young adulthood.

PubMed

Morales, Leonardo Fabio; Gordon-Larsen, Penny; Guilkey, David

2016-12-01

We estimate a structural dynamic model of the determinants of obesity. In addition to including many of the well-recognized endogenous factors mentioned in the literature as obesity determinants, we also model the individual's residential location as a choice variable, which is the main contribution of this paper to the literature. This allows us to control for an individual's self-selection into communities that possess the types of amenities in the built environment, which in turn affect their obesity-related behaviors such as physical activity (PA) and fast food consumption. We specify reduced form equations for a set of endogenous demand decisions, together with an obesity structural equation. The whole system of equations is jointly estimated by a semi-parametric full information log-likelihood method that allows for a general pattern of correlation in the errors across equations. Our model predicts a reduction in adult obesity of 7 percentage points as a result of a continued high level PA from adolescence into adulthood; a reduction of 0.7 (3) percentage points in adult obesity as a result of one standard deviation reduction in weekly fast food consumption for women (men); and a reduction of 0.02 (0.05) in adult obesity as a result of one standard deviation change in several neighborhood amenities for women (men). Another key finding is that controlling for residential self-selection has substantive implications. To our knowledge, this has not been yet documented within a full information maximum likelihood framework. Copyright © 2016 Elsevier B.V. All rights reserved.

Obesity and Health-Related Decisions: An Empirical Model of the Determinants of Weight Status across the Transition from Adolescence to Young Adulthood*

PubMed Central

Morales, Leonardo Fabio; Gordon-Larsen, Penny; Guilkey, David

2017-01-01

We estimate a structural dynamic model of the determinants of obesity. In addition to including many of the well-recognized endogenous factors mentioned in the literature as obesity determinants, we also model the individual’s residential location as a choice variable, which is the main contribution of this paper to the literature. This allows us to control for an individual's self-selection into communities that possess the types of amenities in the built environment, which in turn affect their obesity-related behaviors such as physical activity (PA) and fast food consumption. We specify reduced form equations for a set of endogenous demand decisions, together with an obesity structural equation. The whole system of equations is jointly estimated by a semi-parametric full information log-likelihood method that allows for a general pattern of correlation in the errors across equations. Our model predicts a reduction in adult obesity of 7 percentage points as a result of a continued high level PA from adolescence into adulthood; a reduction of 0.7 (3) percentage points in adult obesity as a result of one standard deviation reduction in weekly fast food consumption for women (men); and a reduction of 0.02 (0.05) in adult obesity as a result of one standard deviation change in several neighborhood amenities for women (men). Another key finding is that controlling for residential self-selection has substantive implications. To our knowledge, this has not been yet documented within a full information maximum likelihood framework. PMID:27459276

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

USGS Publications Warehouse

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

2015-01-01

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

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

NASA Technical Reports Server (NTRS)

Webster, L.

1976-01-01

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

Maximum Likelihood Shift Estimation Using High Resolution Polarimetric SAR Clutter Model

NASA Astrophysics Data System (ADS)

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

2011-03-01

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

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

NASA Astrophysics Data System (ADS)

Jiang, Siyuan; Kececioglu, Dimitri

1992-06-01

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

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

PubMed Central

Meyer, Karin

2016-01-01

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

Failure Time Distributions: Estimates and Asymptotic Results.

DTIC Science & Technology

1980-01-01

of the models. A parametric family of distributions is proposed for approximating life distri- butions whose hazard rate is bath-tub shaped, this...of the limiting dirtributions of the models. A parametric family of distributions is proposed for approximating life distribution~s whose hazard rate...12. always justified. But, because of this gener- ality, the possible limit laws for the maximum form a very large family . The

Ultra-wideband and high-gain parametric amplification in telecom wavelengths with an optimally mode-matched PPLN waveguide.

PubMed

Sua, Yong Meng; Chen, Jia-Yang; Huang, Yu-Ping

2018-06-15

We report a wideband optical parametric amplification (OPA) over 14 THz covering telecom S, C, and L bands with observed maximum parametric gain of 38.3 dB. The OPA is realized through cascaded second-harmonic generation and difference-frequency generation (cSHG-DFG) in a 2 cm periodically poled LiNbO 3 (PPLN) waveguide. With tailored cross section geometry, the waveguide is optimally mode matched for efficient cascaded nonlinear wave mixing. We also identify and study the effect of competing nonlinear processes in this cSHG-DFG configuration.

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

A Simple Method for Estimating Informative Node Age Priors for the Fossil Calibration of Molecular Divergence Time Analyses

PubMed Central

Nowak, Michael D.; Smith, Andrew B.; Simpson, Carl; Zwickl, Derrick J.

2013-01-01

Molecular divergence time analyses often rely on the age of fossil lineages to calibrate node age estimates. Most divergence time analyses are now performed in a Bayesian framework, where fossil calibrations are incorporated as parametric prior probabilities on node ages. It is widely accepted that an ideal parameterization of such node age prior probabilities should be based on a comprehensive analysis of the fossil record of the clade of interest, but there is currently no generally applicable approach for calculating such informative priors. We provide here a simple and easily implemented method that employs fossil data to estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade, which can be used to fit an informative parametric prior probability distribution on a node age. Specifically, our method uses the extant diversity and the stratigraphic distribution of fossil lineages confidently assigned to a clade to fit a branching model of lineage diversification. Conditioning this on a simple model of fossil preservation, we estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade. The likelihood surface of missing history can then be translated into a parametric prior probability distribution on the age of the clade of interest. We show that the method performs well with simulated fossil distribution data, but that the likelihood surface of missing history can at times be too complex for the distribution-fitting algorithm employed by our software tool. An empirical example of the application of our method is performed to estimate echinoid node ages. A simulation-based sensitivity analysis using the echinoid data set shows that node age prior distributions estimated under poor preservation rates are significantly less informative than those estimated under high preservation rates. PMID:23755303

A preliminary study of longitudinal neuroadaptation associated with recovery from addiction.

PubMed

Forster, Sarah E; Finn, Peter R; Brown, Joshua W

2016-11-01

Few studies have explored longitudinal change in event-related brain responses during early recovery from addiction. Moreover, existing findings yield evidence of both increased and decreased signaling within reward and control centers over time. The current study explored reward- and control-related signals in a risky decision-making task and specifically investigated parametric modulations of the BOLD signal, rather than signal magnitude alone. It was hypothesized that risk-related signals during decision-making and outcome evaluation would reflect recovery and that change in specific signals would correspond with improved treatment outcomes. Twenty-one substance dependent individuals were recruited upon enrollment in community-based substance use treatment programs, wherein they received treatment-as-usual. Participants completed functional neuroimaging assessments at baseline and 3-month follow-up while performing the Balloon Analogue Risk Task (BART). Risk- and reward-sensitive signals were identified using parametric modulators. Substance use was tracked throughout the 3-month study interval using the timeline follow-back procedure. Longitudinal contrasts of parametric modulators suggested improved formation of risk-informed outcome expectations at follow-up. Specifically, a greater response to high risk (low-likelihood) positive feedback was identified in caudal anterior cingulate cortex (ACC) and a greater response to low risk (low-likelihood) negative feedback was identified in caudal ACC and inferior frontal gyrus. In addition, attenuation of a ventromedial prefrontal cortex (vmPFC) "reward-seeking" signal (i.e., increasing response with greater reward) during risky decisions at follow-up was associated with less substance use during the study interval. Changes in risk- and reward-related signaling in ACC/vmPFC appear to reflect recovery and may support sobriety. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Determining prescription durations based on the parametric waiting time distribution.

PubMed

Støvring, Henrik; Pottegård, Anton; Hallas, Jesper

2016-12-01

The purpose of the study is to develop a method to estimate the duration of single prescriptions in pharmacoepidemiological studies when the single prescription duration is not available. We developed an estimation algorithm based on maximum likelihood estimation of a parametric two-component mixture model for the waiting time distribution (WTD). The distribution component for prevalent users estimates the forward recurrence density (FRD), which is related to the distribution of time between subsequent prescription redemptions, the inter-arrival density (IAD), for users in continued treatment. We exploited this to estimate percentiles of the IAD by inversion of the estimated FRD and defined the duration of a prescription as the time within which 80% of current users will have presented themselves again. Statistical properties were examined in simulation studies, and the method was applied to empirical data for four model drugs: non-steroidal anti-inflammatory drugs (NSAIDs), warfarin, bendroflumethiazide, and levothyroxine. Simulation studies found negligible bias when the data-generating model for the IAD coincided with the FRD used in the WTD estimation (Log-Normal). When the IAD consisted of a mixture of two Log-Normal distributions, but was analyzed with a single Log-Normal distribution, relative bias did not exceed 9%. Using a Log-Normal FRD, we estimated prescription durations of 117, 91, 137, and 118 days for NSAIDs, warfarin, bendroflumethiazide, and levothyroxine, respectively. Similar results were found with a Weibull FRD. The algorithm allows valid estimation of single prescription durations, especially when the WTD reliably separates current users from incident users, and may replace ad-hoc decision rules in automated implementations. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Optimized statistical parametric mapping for partial-volume-corrected amyloid positron emission tomography in patients with Alzheimer's disease and Lewy body dementia

NASA Astrophysics Data System (ADS)

Oh, Jungsu S.; Kim, Jae Seung; Chae, Sun Young; Oh, Minyoung; Oh, Seung Jun; Cha, Seung Nam; Chang, Ho-Jong; Lee, Chong Sik; Lee, Jae Hong

2017-03-01

We present an optimized voxelwise statistical parametric mapping (SPM) of partial-volume (PV)-corrected positron emission tomography (PET) of 11C Pittsburgh Compound B (PiB), incorporating the anatomical precision of magnetic resonance image (MRI) and amyloid β (A β) burden-specificity of PiB PET. First, we applied region-based partial-volume correction (PVC), termed the geometric transfer matrix (GTM) method, to PiB PET, creating MRI-based lobar parcels filled with mean PiB uptakes. Then, we conducted a voxelwise PVC by multiplying the original PET by the ratio of a GTM-based PV-corrected PET to a 6-mm-smoothed PV-corrected PET. Finally, we conducted spatial normalizations of the PV-corrected PETs onto the study-specific template. As such, we increased the accuracy of the SPM normalization and the tissue specificity of SPM results. Moreover, lobar smoothing (instead of whole-brain smoothing) was applied to increase the signal-to-noise ratio in the image without degrading the tissue specificity. Thereby, we could optimize a voxelwise group comparison between subjects with high and normal A β burdens (from 10 patients with Alzheimer's disease, 30 patients with Lewy body dementia, and 9 normal controls). Our SPM framework outperformed than the conventional one in terms of the accuracy of the spatial normalization (85% of maximum likelihood tissue classification volume) and the tissue specificity (larger gray matter, and smaller cerebrospinal fluid volume fraction from the SPM results). Our SPM framework optimized the SPM of a PV-corrected A β PET in terms of anatomical precision, normalization accuracy, and tissue specificity, resulting in better detection and localization of A β burdens in patients with Alzheimer's disease and Lewy body dementia.

Improving mass-univariate analysis of neuroimaging data by modelling important unknown covariates: Application to Epigenome-Wide Association Studies.

PubMed

Guillaume, Bryan; Wang, Changqing; Poh, Joann; Shen, Mo Jun; Ong, Mei Lyn; Tan, Pei Fang; Karnani, Neerja; Meaney, Michael; Qiu, Anqi

2018-06-01

Statistical inference on neuroimaging data is often conducted using a mass-univariate model, equivalent to fitting a linear model at every voxel with a known set of covariates. Due to the large number of linear models, it is challenging to check if the selection of covariates is appropriate and to modify this selection adequately. The use of standard diagnostics, such as residual plotting, is clearly not practical for neuroimaging data. However, the selection of covariates is crucial for linear regression to ensure valid statistical inference. In particular, the mean model of regression needs to be reasonably well specified. Unfortunately, this issue is often overlooked in the field of neuroimaging. This study aims to adopt the existing Confounder Adjusted Testing and Estimation (CATE) approach and to extend it for use with neuroimaging data. We propose a modification of CATE that can yield valid statistical inferences using Principal Component Analysis (PCA) estimators instead of Maximum Likelihood (ML) estimators. We then propose a non-parametric hypothesis testing procedure that can improve upon parametric testing. Monte Carlo simulations show that the modification of CATE allows for more accurate modelling of neuroimaging data and can in turn yield a better control of False Positive Rate (FPR) and Family-Wise Error Rate (FWER). We demonstrate its application to an Epigenome-Wide Association Study (EWAS) on neonatal brain imaging and umbilical cord DNA methylation data obtained as part of a longitudinal cohort study. Software for this CATE study is freely available at http://www.bioeng.nus.edu.sg/cfa/Imaging_Genetics2.html. Copyright © 2018 The Author(s). Published by Elsevier Inc. All rights reserved.

Estimating the mean and standard deviation of environmental data with below detection limit observations: Considering highly skewed data and model misspecification.

PubMed

Shoari, Niloofar; Dubé, Jean-Sébastien; Chenouri, Shoja'eddin

2015-11-01

In environmental studies, concentration measurements frequently fall below detection limits of measuring instruments, resulting in left-censored data. Some studies employ parametric methods such as the maximum likelihood estimator (MLE), robust regression on order statistic (rROS), and gamma regression on order statistic (GROS), while others suggest a non-parametric approach, the Kaplan-Meier method (KM). Using examples of real data from a soil characterization study in Montreal, we highlight the need for additional investigations that aim at unifying the existing literature. A number of studies have examined this issue; however, those considering data skewness and model misspecification are rare. These aspects are investigated in this paper through simulations. Among other findings, results show that for low skewed data, the performance of different statistical methods is comparable, regardless of the censoring percentage and sample size. For highly skewed data, the performance of the MLE method under lognormal and Weibull distributions is questionable; particularly, when the sample size is small or censoring percentage is high. In such conditions, MLE under gamma distribution, rROS, GROS, and KM are less sensitive to skewness. Related to model misspecification, MLE based on lognormal and Weibull distributions provides poor estimates when the true distribution of data is misspecified. However, the methods of rROS, GROS, and MLE under gamma distribution are generally robust to model misspecifications regardless of skewness, sample size, and censoring percentage. Since the characteristics of environmental data (e.g., type of distribution and skewness) are unknown a priori, we suggest using MLE based on gamma distribution, rROS and GROS. Copyright © 2015 Elsevier Ltd. All rights reserved.

Maximum Likelihood Analysis in the PEN Experiment

NASA Astrophysics Data System (ADS)

Lehman, Martin

2013-10-01

The experimental determination of the π+ -->e+ ν (γ) decay branching ratio currently provides the most accurate test of lepton universality. The PEN experiment at PSI, Switzerland, aims to improve the present world average experimental precision of 3 . 3 ×10-3 to 5 ×10-4 using a stopped beam approach. During runs in 2008-10, PEN has acquired over 2 ×107 πe 2 events. The experiment includes active beam detectors (degrader, mini TPC, target), central MWPC tracking with plastic scintillator hodoscopes, and a spherical pure CsI electromagnetic shower calorimeter. The final branching ratio will be calculated using a maximum likelihood analysis. This analysis assigns each event a probability for 5 processes (π+ -->e+ ν , π+ -->μ+ ν , decay-in-flight, pile-up, and hadronic events) using Monte Carlo verified probability distribution functions of our observables (energies, times, etc). A progress report on the PEN maximum likelihood analysis will be presented. Work supported by NSF grant PHY-0970013.

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

NASA Technical Reports Server (NTRS)

Tsou, Haiping; Yan, Tsun-Yee

2000-01-01

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

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

PubMed Central

Reyes-Valdés, M H; Stelly, D M

1995-01-01

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

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

NASA Technical Reports Server (NTRS)

Paola, Justin D.; Schowengerdt, Robert A.

1994-01-01

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

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

PubMed

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

2016-08-01

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

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.

F-8C adaptive flight control laws

NASA Technical Reports Server (NTRS)

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

1977-01-01

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

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

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

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

2013-10-15

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

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

PubMed

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

2013-10-01

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

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

NASA Technical Reports Server (NTRS)

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

2011-01-01

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

Inferring Phylogenetic Networks Using PhyloNet.

PubMed

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

2018-07-01

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

Bayesian inference on multiscale models for poisson intensity estimation: applications to photon-limited image denoising.

PubMed

Lefkimmiatis, Stamatios; Maragos, Petros; Papandreou, George

2009-08-01

We present an improved statistical model for analyzing Poisson processes, with applications to photon-limited imaging. We build on previous work, adopting a multiscale representation of the Poisson process in which the ratios of the underlying Poisson intensities (rates) in adjacent scales are modeled as mixtures of conjugate parametric distributions. Our main contributions include: 1) a rigorous and robust regularized expectation-maximization (EM) algorithm for maximum-likelihood estimation of the rate-ratio density parameters directly from the noisy observed Poisson data (counts); 2) extension of the method to work under a multiscale hidden Markov tree model (HMT) which couples the mixture label assignments in consecutive scales, thus modeling interscale coefficient dependencies in the vicinity of image edges; 3) exploration of a 2-D recursive quad-tree image representation, involving Dirichlet-mixture rate-ratio densities, instead of the conventional separable binary-tree image representation involving beta-mixture rate-ratio densities; and 4) a novel multiscale image representation, which we term Poisson-Haar decomposition, that better models the image edge structure, thus yielding improved performance. Experimental results on standard images with artificially simulated Poisson noise and on real photon-limited images demonstrate the effectiveness of the proposed techniques.

The current duration design for estimating the time to pregnancy distribution: a nonparametric Bayesian perspective.

PubMed

Gasbarra, Dario; Arjas, Elja; Vehtari, Aki; Slama, Rémy; Keiding, Niels

2015-10-01

This paper was inspired by the studies of Niels Keiding and co-authors on estimating the waiting time-to-pregnancy (TTP) distribution, and in particular on using the current duration design in that context. In this design, a cross-sectional sample of women is collected from those who are currently attempting to become pregnant, and then by recording from each the time she has been attempting. Our aim here is to study the identifiability and the estimation of the waiting time distribution on the basis of current duration data. The main difficulty in this stems from the fact that very short waiting times are only rarely selected into the sample of current durations, and this renders their estimation unstable. We introduce here a Bayesian method for this estimation problem, prove its asymptotic consistency, and compare the method to some variants of the non-parametric maximum likelihood estimators, which have been used previously in this context. The properties of the Bayesian estimation method are studied also empirically, using both simulated data and TTP data on current durations collected by Slama et al. (Hum Reprod 27(5):1489-1498, 2012).

Accounting for misclassification error in retrospective smoking data.

PubMed

Kenkel, Donald S; Lillard, Dean R; Mathios, Alan D

2004-10-01

Recent waves of major longitudinal surveys in the US and other countries include retrospective questions about the timing of smoking initiation and cessation, creating a potentially important but under-utilized source of information on smoking behavior over the life course. In this paper, we explore the extent of, consequences of, and possible solutions to misclassification errors in models of smoking participation that use data generated from retrospective reports. In our empirical work, we exploit the fact that the National Longitudinal Survey of Youth 1979 provides both contemporaneous and retrospective information about smoking status in certain years. We compare the results from four sets of models of smoking participation. The first set of results are from baseline probit models of smoking participation from contemporaneously reported information. The second set of results are from models that are identical except that the dependent variable is based on retrospective information. The last two sets of results are from models that take a parametric approach to account for a simple form of misclassification error. Our preliminary results suggest that accounting for misclassification error is important. However, the adjusted maximum likelihood estimation approach to account for misclassification does not always perform as expected. Copyright 2004 John Wiley & Sons, Ltd.

Probabilistic Reasoning for Robustness in Automated Planning

NASA Technical Reports Server (NTRS)

Schaffer, Steven; Clement, Bradley; Chien, Steve

2007-01-01

A general-purpose computer program for planning the actions of a spacecraft or other complex system has been augmented by incorporating a subprogram that reasons about uncertainties in such continuous variables as times taken to perform tasks and amounts of resources to be consumed. This subprogram computes parametric probability distributions for time and resource variables on the basis of user-supplied models of actions and resources that they consume. The current system accepts bounded Gaussian distributions over action duration and resource use. The distributions are then combined during planning to determine the net probability distribution of each resource at any time point. In addition to a full combinatoric approach, several approximations for arriving at these combined distributions are available, including maximum-likelihood and pessimistic algorithms. Each such probability distribution can then be integrated to obtain a probability that execution of the plan under consideration would violate any constraints on the resource. The key idea is to use these probabilities of conflict to score potential plans and drive a search toward planning low-risk actions. An output plan provides a balance between the user s specified averseness to risk and other measures of optimality.

Historical Study of Radiation Exposures and the Incidence of Cataracts in Astronauts

NASA Technical Reports Server (NTRS)

Cucinotta, F. A.; Manuel, F. K.; Iszard, G.; Feiveson, A.; Peterson, L. E.; Hardy, D.; Marak, L.; Tung, W.; Wear, M.; Chylack, L. T., Jr.

2004-01-01

For over 35 years, astronauts in low Earth orbit or on missions to the moon have been exposed to space radiation comprised of high-energy protons, heavy ions, and secondary neutrons. We reviewed the radiation exposures received by astronauts in space and on Earth, and presented results from the first epidemiological study of cataract incidence in the astronauts. Our data suggested an increased risk for cataracts from space radiation exposures. Using parametric survival analysis and the maximum likelihood method, we estimated the dose-response and age distribution for cataract incidence in astronauts by space radiation. Considering the high-LET dose contributions on specific space missions as well as data from animal studies with neutrons and heavy ions, suggested a linear response with no dose-threshold for cataracts. However, there are unanswered questions related to the importance and the definition of clinically significant cataracts commonly used in radiation protection, especially in light of epidemiological data suggesting that the probability that sub-clinical cataracts will progress is highly dependent on the age at which cataracts appear. We briefly describe a new study that will address the measurement of cataract progression-rates in astronauts and a ground-based comparison group.

Historical Study of Radiation Exposures and the Incidence of Cataracts in Astronauts

NASA Technical Reports Server (NTRS)

Cucinotta, F. A.; Manuel, F. K.; Iszard, G.; Feiveson, A.; Peterson, L. E.; Hardy, D.; Marak, L.; Tung, W.; Wear, M.; Chylack, L. T., Jr.

2004-01-01

For over 35 years, astronauts in low Earth orbit or on missions to the moon have been exposed to space radiation comprised of high-energy protons, heavy ions, and secondary neutrons. We reviewed the radiation exposures received by astronauts in space and on Earth, and presented results from the first epidemiological study of cataract incidence in the astronauts. Our data suggested an increased risk for cataracts from space radiation exposures*. Using parametric survival analysis and the maximum likelihood method, we estimated the dose-response and age distribution for cataract incidence in astronauts by space radiation. Considering the high-LET dose contributions on specific space missions as well as data from animal studies with neutrons and heavy ions, suggested a linear response with no dose-threshold for cataracts. However, there are unanswered questions related to the importance and the definition of "clinically significant" cataracts commonly used in radiation protection, especially in light of epidemiological data suggesting that the probability that "sub-clinical" cataracts will progress is highly dependent on the age at which cataracts appear. We briefly describe a new study that will address the measurement of cataract progression-rates in astronauts and a ground-based comparison group.

A Unified Point Process Probabilistic Framework to Assess Heartbeat Dynamics and Autonomic Cardiovascular Control

PubMed Central

Chen, Zhe; Purdon, Patrick L.; Brown, Emery N.; Barbieri, Riccardo

2012-01-01

In recent years, time-varying inhomogeneous point process models have been introduced for assessment of instantaneous heartbeat dynamics as well as specific cardiovascular control mechanisms and hemodynamics. Assessment of the model’s statistics is established through the Wiener-Volterra theory and a multivariate autoregressive (AR) structure. A variety of instantaneous cardiovascular metrics, such as heart rate (HR), heart rate variability (HRV), respiratory sinus arrhythmia (RSA), and baroreceptor-cardiac reflex (baroreflex) sensitivity (BRS), are derived within a parametric framework and instantaneously updated with adaptive and local maximum likelihood estimation algorithms. Inclusion of second-order non-linearities, with subsequent bispectral quantification in the frequency domain, further allows for definition of instantaneous metrics of non-linearity. We here present a comprehensive review of the devised methods as applied to experimental recordings from healthy subjects during propofol anesthesia. Collective results reveal interesting dynamic trends across the different pharmacological interventions operated within each anesthesia session, confirming the ability of the algorithm to track important changes in cardiorespiratory elicited interactions, and pointing at our mathematical approach as a promising monitoring tool for an accurate, non-invasive assessment in clinical practice. We also discuss the limitations and other alternative modeling strategies of our point process approach. PMID:22375120

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

PubMed

Basu, Anirban; Manca, Andrea

2012-01-01

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

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

PubMed Central

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

2012-01-01

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

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

Thermal effects in an ultrafast BiB 3O 6 optical parametric oscillator at high average powers

DOE PAGES

Petersen, T.; Zuegel, J. D.; Bromage, J.

2017-08-15

An ultrafast, high-average-power, extended-cavity, femtosecond BiB 3O 6 optical parametric oscillator was constructed as a test bed for investigating the scalability of infrared parametric devices. Despite the high pulse energies achieved by this system, the reduction in slope efficiency near the maximum-available pump power prompted the investigation of thermal effects in the crystal during operation. Furthermore, the local heating effects in the crystal were used to determine the impact on both phase matching and thermal lensing to understand limitations that must be overcome to achieve microjoule-level pulse energies at high repetition rates.

Parametric tests of a traction drive retrofitted to an automotive gas turbine

NASA Technical Reports Server (NTRS)

Rohn, D. A.; Lowenthal, S. H.; Anderson, N. E.

1980-01-01

The results of a test program to retrofit a high performance fixed ratio Nasvytis Multiroller Traction Drive in place of a helical gear set to a gas turbine engine are presented. Parametric tests up to a maximum engine power turbine speed of 45,500 rpm and to a power level of 11 kW were conducted. Comparisons were made to similar drives that were parametrically tested on a back-to-back test stand. The drive showed good compatibility with the gas turbine engine. Specific fuel consumption of the engine with the traction drive speed reducer installed was comparable to the original helical gearset equipped engine.

Thermal effects in an ultrafast BiB 3O 6 optical parametric oscillator at high average powers

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

Petersen, T.; Zuegel, J. D.; Bromage, J.

An ultrafast, high-average-power, extended-cavity, femtosecond BiB 3O 6 optical parametric oscillator was constructed as a test bed for investigating the scalability of infrared parametric devices. Despite the high pulse energies achieved by this system, the reduction in slope efficiency near the maximum-available pump power prompted the investigation of thermal effects in the crystal during operation. Furthermore, the local heating effects in the crystal were used to determine the impact on both phase matching and thermal lensing to understand limitations that must be overcome to achieve microjoule-level pulse energies at high repetition rates.

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

On a new scenario for the saturation of the low-threshold two-plasmon parametric decay instability of an extraordinary wave in the inhomogeneous plasma of magnetic traps

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

Gusakov, E. Z., E-mail: Evgeniy.Gusakov@mail.ioffe.ru; Popov, A. Yu., E-mail: a.popov@mail.ioffe.ru; Irzak, M. A., E-mail: irzak@mail.ioffe.ru

The most probable scenario for the saturation of the low-threshold two-plasmon parametric decay instability of an electron cyclotron extraordinary wave has been analyzed. Within this scenario two upperhybrid plasmons at frequencies close to half the pump wave frequency radially trapped in the vicinity of the local maximum of the plasma density profile are excited due to the excitation of primary instability. The primary instability saturation results from the decays of the daughter upper-hybrid waves into secondary upperhybrid waves that are also radially trapped in the vicinity of the local maximum of the plasma density profile and ion Bernstein waves.

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 continuous-wave, widely tunable, intra-cavity, singly resonant, magnesium-doped, periodically poled lithium niobate optical parametric oscillator

NASA Astrophysics Data System (ADS)

Li, Z. P.; Duan, Y. M.; Wu, K. R.; Zhang, G.; Zhu, H. Y.; Wang, X. L.; Chen, Y. H.; Xue, Z. Q.; Lin, Q.; Song, G. C.; Su, H.

2013-05-01

We report a continuous-wave (CW), intra-cavity singly resonant optical parametric oscillator (OPO), based on periodically poled MgO:LiNbO3 pumped by a diode-end-pumped CW Nd:YVO4 laser, and calculate the gain of optical parametric amplification as a function of pump beam waist (at 1064 nm) in the singly resonant OPO (SRO) cavity, to balance the mode-matching and the intensity for the higher gain of a signal wave in the operation of the SRO. In order to achieve maximum gain, we use a convex lens to limit the 1064 nm beam waist. In the experiment, a tunable signal output from 1492 to 1614 nm and an idler output from 3122 to 3709 nm are obtained. For an 808 nm pump power of 11.5 W, a maximum signal output power of up to 2.48 W at 1586 nm and an idler output power of 1.1 W at 3232 nm are achieved with a total optical-to-optical conversion efficiency of 31%.

Frequency Analysis Using Bootstrap Method and SIR Algorithm for Prevention of Natural Disasters

NASA Astrophysics Data System (ADS)

Kim, T.; Kim, Y. S.

2017-12-01

The frequency analysis of hydrometeorological data is one of the most important factors in response to natural disaster damage, and design standards for a disaster prevention facilities. In case of frequency analysis of hydrometeorological data, it assumes that observation data have statistical stationarity, and a parametric method considering the parameter of probability distribution is applied. For a parametric method, it is necessary to sufficiently collect reliable data; however, snowfall observations are needed to compensate for insufficient data in Korea, because of reducing the number of days for snowfall observations and mean maximum daily snowfall depth due to climate change. In this study, we conducted the frequency analysis for snowfall using the Bootstrap method and SIR algorithm which are the resampling methods that can overcome the problems of insufficient data. For the 58 meteorological stations distributed evenly in Korea, the probability of snowfall depth was estimated by non-parametric frequency analysis using the maximum daily snowfall depth data. The results show that probabilistic daily snowfall depth by frequency analysis is decreased at most stations, and most stations representing the rate of change were found to be consistent in both parametric and non-parametric frequency analysis. This study shows that the resampling methods can do the frequency analysis of the snowfall depth that has insufficient observed samples, which can be applied to interpretation of other natural disasters such as summer typhoons with seasonal characteristics. Acknowledgment.This research was supported by a grant(MPSS-NH-2015-79) from Disaster Prediction and Mitigation Technology Development Program funded by Korean Ministry of Public Safety and Security(MPSS).

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.

Task Performance with List-Mode Data

NASA Astrophysics Data System (ADS)

Caucci, Luca

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

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

NASA Astrophysics Data System (ADS)

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

1998-07-01

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

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

NASA Technical Reports Server (NTRS)

Lin, Shu; Fossorier, Marc

1998-01-01

The Viterbi algorithm is indeed a very simple and efficient method of implementing the maximum likelihood decoding. However, if we take advantage of the structural properties in a trellis section, other efficient trellis-based decoding algorithms can be devised. Recently, an efficient trellis-based recursive maximum likelihood decoding (RMLD) algorithm for linear block codes has been proposed. This algorithm is more efficient than the conventional Viterbi algorithm in both computation and hardware requirements. Most importantly, the implementation of this algorithm does not require the construction of the entire code trellis, only some special one-section trellises of relatively small state and branch complexities are needed for constructing path (or branch) metric tables recursively. At the end, there is only one table which contains only the most likely code-word and its metric for a given received sequence r = (r(sub 1), r(sub 2),...,r(sub n)). This algorithm basically uses the divide and conquer strategy. Furthermore, it allows parallel/pipeline processing of received sequences to speed up decoding.

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.

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

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

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.

A parametric study of the copper chloride laser

NASA Technical Reports Server (NTRS)

Nerheim, N. M.

1977-01-01

A parametric study of the double-pulsed copper chloride laser is reported. The effects of a wide range of variables on the laser energy density and on three characteristic time intervals (the minimum, maximum, and optimum delay time) between the two electrical-discharge pulses were studied. The geometric variables investigated included a tube diameter of 2.3 to 40 mm and a tube length of 3 to 60 cm. Three buffer gases, helium, neon, and argon, were studied over the pressure range 0.5-50 torr, and the tube temperature was varied from 270 to 500 C. The energy density and voltage of both the dissociation and pumping pulse were varied independently from less than 1 mJ/cu cm at 8.5 kV to over 500 mJ/cu cm at 20 kV. The optimum conditions for maximum laser energy density were found to be with 20 torr neon in a 10-mm by 30-cm tube at 400 C. The maximum energy density obtained was 22 microjoules/cu cm.

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.

A Maximum Entropy Method for Particle Filtering

NASA Astrophysics Data System (ADS)

Eyink, Gregory L.; Kim, Sangil

2006-06-01

Standard ensemble or particle filtering schemes do not properly represent states of low priori probability when the number of available samples is too small, as is often the case in practical applications. We introduce here a set of parametric resampling methods to solve this problem. Motivated by a general H-theorem for relative entropy, we construct parametric models for the filter distributions as maximum-entropy/minimum-information models consistent with moments of the particle ensemble. When the prior distributions are modeled as mixtures of Gaussians, our method naturally generalizes the ensemble Kalman filter to systems with highly non-Gaussian statistics. We apply the new particle filters presented here to two simple test cases: a one-dimensional diffusion process in a double-well potential and the three-dimensional chaotic dynamical system of Lorenz.

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

NASA Technical Reports Server (NTRS)

Clark, R. T.; Mccallister, R. D.

1982-01-01

The particular coding option identified as providing the best level of coding gain performance in an LSI-efficient implementation was the optimal constraint length five, rate one-half convolutional code. To determine the specific set of design parameters which optimally matches this decoder to the LSI constraints, a breadboard MCD (maximum-likelihood convolutional decoder) was fabricated and used to generate detailed performance trade-off data. The extensive performance testing data gathered during this design tradeoff study are summarized, and the functional and physical MCD chip characteristics are presented.

Gyro-based Maximum-Likelihood Thruster Fault Detection and Identification

NASA Technical Reports Server (NTRS)

Wilson, Edward; Lages, Chris; Mah, Robert; Clancy, Daniel (Technical Monitor)

2002-01-01

When building smaller, less expensive spacecraft, there is a need for intelligent fault tolerance vs. increased hardware redundancy. If fault tolerance can be achieved using existing navigation sensors, cost and vehicle complexity can be reduced. A maximum likelihood-based approach to thruster fault detection and identification (FDI) for spacecraft is developed here and applied in simulation to the X-38 space vehicle. The system uses only gyro signals to detect and identify hard, abrupt, single and multiple jet on- and off-failures. Faults are detected within one second and identified within one to five accords,

Maximum likelihood estimation for life distributions with competing failure modes

NASA Technical Reports Server (NTRS)

Sidik, S. M.

1979-01-01

Systems which are placed on test at time zero, function for a period and die at some random time were studied. Failure may be due to one of several causes or modes. The parameters of the life distribution may depend upon the levels of various stress variables the item is subject to. Maximum likelihood estimation methods are discussed. Specific methods are reported for the smallest extreme-value distributions of life. Monte-Carlo results indicate the methods to be promising. Under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slight biased, and the asymptotic covariances are rapidly approached.

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

PubMed

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

2018-04-01

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

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

PubMed Central

Richards, V. M.; Dai, W.

2014-01-01

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

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

PubMed

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

2010-03-01

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

F-8C adaptive flight control extensions. [for maximum likelihood estimation

NASA Technical Reports Server (NTRS)

Stein, G.; Hartmann, G. L.

1977-01-01

An adaptive concept which combines gain-scheduled control laws with explicit maximum likelihood estimation (MLE) identification to provide the scheduling values is described. The MLE algorithm was improved by incorporating attitude data, estimating gust statistics for setting filter gains, and improving parameter tracking during changing flight conditions. A lateral MLE algorithm was designed to improve true air speed and angle of attack estimates during lateral maneuvers. Relationships between the pitch axis sensors inherent in the MLE design were examined and used for sensor failure detection. Design details and simulation performance are presented for each of the three areas investigated.

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

NASA Technical Reports Server (NTRS)

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

1977-01-01

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

A 3D approximate maximum likelihood localization solver

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

2016-09-23

A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with acoustic transmitters and vocalizing marine mammals to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives and support Marine Renewable Energy. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.

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

PubMed Central

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

2015-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2005-04-01

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

Encapsulated high frequency (235 kHz), high-Q (100 k) disk resonator gyroscope with electrostatic parametric pump

NASA Astrophysics Data System (ADS)

Ahn, C. H.; Nitzan, S.; Ng, E. J.; Hong, V. A.; Yang, Y.; Kimbrell, T.; Horsley, D. A.; Kenny, T. W.

2014-12-01

In this paper, we explore the effects of electrostatic parametric amplification on a high quality factor (Q > 100 000) encapsulated disk resonator gyroscope (DRG), fabricated in <100> silicon. The DRG was operated in the n = 2 degenerate wineglass mode at 235 kHz, and electrostatically tuned so that the frequency split between the two degenerate modes was less than 100 mHz. A parametric pump at twice the resonant frequency is applied to the sense axis of the DRG, resulting in a maximum scale factor of 156.6 μV/(°/s), an 8.8× improvement over the non-amplified performance. When operated with a parametric gain of 5.4, a minimum angle random walk of 0.034°/√h and bias instability of 1.15°/h are achieved, representing an improvement by a factor of 4.3× and 1.5×, respectively.

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

ERIC Educational Resources Information Center

Blackwood, Larry G.; Bradley, Edwin L.

1989-01-01

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

Using the β-binomial distribution to characterize forest health

Treesearch

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

1995-01-01

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

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

ERIC Educational Resources Information Center

Li, Zhushan

2014-01-01

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

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

ERIC Educational Resources Information Center

Paek, Insu

2012-01-01

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

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 ...

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

NASA Astrophysics Data System (ADS)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

Free kick instead of cross-validation in maximum-likelihood refinement of macromolecular crystal structures

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

Pražnikar, Jure; University of Primorska,; Turk, Dušan, E-mail: dusan.turk@ijs.si

2014-12-01

The maximum-likelihood free-kick target, which calculates model error estimates from the work set and a randomly displaced model, proved superior in the accuracy and consistency of refinement of crystal structures compared with the maximum-likelihood cross-validation target, which calculates error estimates from the test set and the unperturbed model. The refinement of a molecular model is a computational procedure by which the atomic model is fitted to the diffraction data. The commonly used target in the refinement of macromolecular structures is the maximum-likelihood (ML) function, which relies on the assessment of model errors. The current ML functions rely on cross-validation. Theymore » utilize phase-error estimates that are calculated from a small fraction of diffraction data, called the test set, that are not used to fit the model. An approach has been developed that uses the work set to calculate the phase-error estimates in the ML refinement from simulating the model errors via the random displacement of atomic coordinates. It is called ML free-kick refinement as it uses the ML formulation of the target function and is based on the idea of freeing the model from the model bias imposed by the chemical energy restraints used in refinement. This approach for the calculation of error estimates is superior to the cross-validation approach: it reduces the phase error and increases the accuracy of molecular models, is more robust, provides clearer maps and may use a smaller portion of data for the test set for the calculation of R{sub free} or may leave it out completely.« less

Marginal Maximum A Posteriori Item Parameter Estimation for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

Roberts, James S.; Thompson, Vanessa M.

2011-01-01

A marginal maximum a posteriori (MMAP) procedure was implemented to estimate item parameters in the generalized graded unfolding model (GGUM). Estimates from the MMAP method were compared with those derived from marginal maximum likelihood (MML) and Markov chain Monte Carlo (MCMC) procedures in a recovery simulation that varied sample size,…

THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.

PubMed

Theobald, Douglas L; Wuttke, Deborah S

2006-09-01

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

Simulation-Based Evaluation of Hybridization Network Reconstruction Methods in the Presence of Incomplete Lineage Sorting

PubMed Central

Kamneva, Olga K; Rosenberg, Noah A

2017-01-01

Hybridization events generate reticulate species relationships, giving rise to species networks rather than species trees. We report a comparative study of consensus, maximum parsimony, and maximum likelihood methods of species network reconstruction using gene trees simulated assuming a known species history. We evaluate the role of the divergence time between species involved in a hybridization event, the relative contributions of the hybridizing species, and the error in gene tree estimation. When gene tree discordance is mostly due to hybridization and not due to incomplete lineage sorting (ILS), most of the methods can detect even highly skewed hybridization events between highly divergent species. For recent divergences between hybridizing species, when the influence of ILS is sufficiently high, likelihood methods outperform parsimony and consensus methods, which erroneously identify extra hybridizations. The more sophisticated likelihood methods, however, are affected by gene tree errors to a greater extent than are consensus and parsimony. PMID:28469378

Free energy reconstruction from steered dynamics without post-processing

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

Athenes, Manuel, E-mail: Manuel.Athenes@cea.f; Condensed Matter and Materials Division, Physics and Life Sciences Directorate, LLNL, Livermore, CA 94551; Marinica, Mihai-Cosmin

2010-09-20

Various methods achieving importance sampling in ensembles of nonequilibrium trajectories enable one to estimate free energy differences and, by maximum-likelihood post-processing, to reconstruct free energy landscapes. Here, based on Bayes theorem, we propose a more direct method in which a posterior likelihood function is used both to construct the steered dynamics and to infer the contribution to equilibrium of all the sampled states. The method is implemented with two steering schedules. First, using non-autonomous steering, we calculate the migration barrier of the vacancy in Fe-{alpha}. Second, using an autonomous scheduling related to metadynamics and equivalent to temperature-accelerated molecular dynamics, wemore » accurately reconstruct the two-dimensional free energy landscape of the 38-atom Lennard-Jones cluster as a function of an orientational bond-order parameter and energy, down to the solid-solid structural transition temperature of the cluster and without maximum-likelihood post-processing.« less

Master teachers' responses to twenty literacy and science/mathematics practices in deaf education.

PubMed

Easterbrooks, Susan R; Stephenson, Brenda; Mertens, Donna

2006-01-01

Under a grant to improve outcomes for students who are deaf or hard of hearing awarded to the Association of College Educators--Deaf/Hard of Hearing, a team identified content that all teachers of students who are deaf and hard of hearing must understand and be able to teach. Also identified were 20 practices associated with content standards (10 each, literacy and science/mathematics). Thirty-seven master teachers identified by grant agents rated the practices on a Likert-type scale indicating the maximum benefit of each practice and maximum likelihood that they would use the practice, yielding a likelihood-impact analysis. The teachers showed strong agreement on the benefits and likelihood of use of the rated practices. Concerns about implementation of many of the practices related to time constraints and mixed-ability classrooms were themes of the reviews. Actions for teacher preparation programs were recommended.

Acceleration and sensitivity analysis of lattice kinetic Monte Carlo simulations using parallel processing and rate constant rescaling

NASA Astrophysics Data System (ADS)

Núñez, M.; Robie, T.; Vlachos, D. G.

2017-10-01

Kinetic Monte Carlo (KMC) simulation provides insights into catalytic reactions unobtainable with either experiments or mean-field microkinetic models. Sensitivity analysis of KMC models assesses the robustness of the predictions to parametric perturbations and identifies rate determining steps in a chemical reaction network. Stiffness in the chemical reaction network, a ubiquitous feature, demands lengthy run times for KMC models and renders efficient sensitivity analysis based on the likelihood ratio method unusable. We address the challenge of efficiently conducting KMC simulations and performing accurate sensitivity analysis in systems with unknown time scales by employing two acceleration techniques: rate constant rescaling and parallel processing. We develop statistical criteria that ensure sufficient sampling of non-equilibrium steady state conditions. Our approach provides the twofold benefit of accelerating the simulation itself and enabling likelihood ratio sensitivity analysis, which provides further speedup relative to finite difference sensitivity analysis. As a result, the likelihood ratio method can be applied to real chemistry. We apply our methodology to the water-gas shift reaction on Pt(111).

A survey of kernel-type estimators for copula and their applications

NASA Astrophysics Data System (ADS)

Sumarjaya, I. W.

2017-10-01

Copulas have been widely used to model nonlinear dependence structure. Main applications of copulas include areas such as finance, insurance, hydrology, rainfall to name but a few. The flexibility of copula allows researchers to model dependence structure beyond Gaussian distribution. Basically, a copula is a function that couples multivariate distribution functions to their one-dimensional marginal distribution functions. In general, there are three methods to estimate copula. These are parametric, nonparametric, and semiparametric method. In this article we survey kernel-type estimators for copula such as mirror reflection kernel, beta kernel, transformation method and local likelihood transformation method. Then, we apply these kernel methods to three stock indexes in Asia. The results of our analysis suggest that, albeit variation in information criterion values, the local likelihood transformation method performs better than the other kernel methods.

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

PubMed

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

2010-05-01

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

Maximum-likelihood estimation of parameterized wavefronts from multifocal data

PubMed Central

Sakamoto, Julia A.; Barrett, Harrison H.

2012-01-01

A method for determining the pupil phase distribution of an optical system is demonstrated. Coefficients in a wavefront expansion were estimated using likelihood methods, where the data consisted of multiple irradiance patterns near focus. Proof-of-principle results were obtained in both simulation and experiment. Large-aberration wavefronts were handled in the numerical study. Experimentally, we discuss the handling of nuisance parameters. Fisher information matrices, Cramér-Rao bounds, and likelihood surfaces are examined. ML estimates were obtained by simulated annealing to deal with numerous local extrema in the likelihood function. Rapid processing techniques were employed to reduce the computational time. PMID:22772282

Parametric instability in the high power era of Advanced LIGO

NASA Astrophysics Data System (ADS)

Hardwick, Terra; Blair, Carl; Kennedy, Ross; Evans, Matthew; Fritschel, Peter; LIGO Virgo Scientific Collaboration

2017-01-01

After the first direct detections of gravitational waves, Advanced LIGO aims to increase its detection rate during the upcoming science runs through a series of detector improvements, including increased optical power. Higher circulating power increases the likelihood for three-mode parametric instabilities (PIs), in which mechanical modes of the mirrors scatter light into higher-order optical modes in the cavity and the resulting optical modes reinforce the mechanical modes via radiation pressure. Currently, LIGO uses two PI mitigation methods: thermal tuning to change the cavity g-factor and effectively decrease the frequency overlap between mechanical and optical modes, and active damping of mechanical modes with electrostatic actuation. While the combined methods provide stability at the current operating power, there is evidence that these will be insufficient for the next planned power increase; future suppression methods including acoustic mode dampers and dynamic g-factor modulation are discussed.

Simple and flexible SAS and SPSS programs for analyzing lag-sequential categorical data.

PubMed

O'Connor, B P

1999-11-01

This paper describes simple and flexible programs for analyzing lag-sequential categorical data, using SAS and SPSS. The programs read a stream of codes and produce a variety of lag-sequential statistics, including transitional frequencies, expected transitional frequencies, transitional probabilities, adjusted residuals, z values, Yule's Q values, likelihood ratio tests of stationarity across time and homogeneity across groups or segments, transformed kappas for unidirectional dependence, bidirectional dependence, parallel and nonparallel dominance, and significance levels based on both parametric and randomization tests.

The l z ( p ) * Person-Fit Statistic in an Unfolding Model Context.

PubMed

Tendeiro, Jorge N

2017-01-01

Although person-fit analysis has a long-standing tradition within item response theory, it has been applied in combination with dominance response models almost exclusively. In this article, a popular log likelihood-based parametric person-fit statistic under the framework of the generalized graded unfolding model is used. Results from a simulation study indicate that the person-fit statistic performed relatively well in detecting midpoint response style patterns and not so well in detecting extreme response style patterns.

Direct 4D reconstruction of parametric images incorporating anato-functional joint entropy.

PubMed

Tang, Jing; Kuwabara, Hiroto; Wong, Dean F; Rahmim, Arman

2010-08-07

We developed an anatomy-guided 4D closed-form algorithm to directly reconstruct parametric images from projection data for (nearly) irreversible tracers. Conventional methods consist of individually reconstructing 2D/3D PET data, followed by graphical analysis on the sequence of reconstructed image frames. The proposed direct reconstruction approach maintains the simplicity and accuracy of the expectation-maximization (EM) algorithm by extending the system matrix to include the relation between the parametric images and the measured data. A closed-form solution was achieved using a different hidden complete-data formulation within the EM framework. Furthermore, the proposed method was extended to maximum a posterior reconstruction via incorporation of MR image information, taking the joint entropy between MR and parametric PET features as the prior. Using realistic simulated noisy [(11)C]-naltrindole PET and MR brain images/data, the quantitative performance of the proposed methods was investigated. Significant improvements in terms of noise versus bias performance were demonstrated when performing direct parametric reconstruction, and additionally upon extending the algorithm to its Bayesian counterpart using the MR-PET joint entropy measure.

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.

DSN telemetry system performance using a maximum likelihood convolutional decoder

NASA Technical Reports Server (NTRS)

Benjauthrit, B.; Kemp, R. P.

1977-01-01

Results are described of telemetry system performance testing using DSN equipment and a Maximum Likelihood Convolutional Decoder (MCD) for code rates 1/2 and 1/3, constraint length 7 and special test software. The test results confirm the superiority of the rate 1/3 over that of the rate 1/2. The overall system performance losses determined at the output of the Symbol Synchronizer Assembly are less than 0.5 db for both code rates. Comparison of the performance is also made with existing mathematical models. Error statistics of the decoded data are examined. The MCD operational threshold is found to be about 1.96 db.

Multifrequency InSAR height reconstruction through maximum likelihood estimation of local planes parameters.

PubMed

Pascazio, Vito; Schirinzi, Gilda

2002-01-01

In this paper, a technique that is able to reconstruct highly sloped and discontinuous terrain height profiles, starting from multifrequency wrapped phase acquired by interferometric synthetic aperture radar (SAR) systems, is presented. We propose an innovative unwrapping method, based on a maximum likelihood estimation technique, which uses multifrequency independent phase data, obtained by filtering the interferometric SAR raw data pair through nonoverlapping band-pass filters, and approximating the unknown surface by means of local planes. Since the method does not exploit the phase gradient, it assures the uniqueness of the solution, even in the case of highly sloped or piecewise continuous elevation patterns with strong discontinuities.

Soft decoding a self-dual (48, 24; 12) code

NASA Technical Reports Server (NTRS)

Solomon, G.

1993-01-01

A self-dual (48,24;12) code comes from restricting a binary cyclic (63,18;36) code to a 6 x 7 matrix, adding an eighth all-zero column, and then adjoining six dimensions to this extended 6 x 8 matrix. These six dimensions are generated by linear combinations of row permutations of a 6 x 8 matrix of weight 12, whose sums of rows and columns add to one. A soft decoding using these properties and approximating maximum likelihood is presented here. This is preliminary to a possible soft decoding of the box (72,36;15) code that promises a 7.7-dB theoretical coding under maximum likelihood.

Effects of time-shifted data on flight determined stability and control derivatives

NASA Technical Reports Server (NTRS)

Steers, S. T.; Iliff, K. W.

1975-01-01

Flight data were shifted in time by various increments to assess the effects of time shifts on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there was a considerable time shift in the data. Time shifts degraded the estimates of the derivatives, but the degradation was in a consistent rather than a random pattern. Time shifts in the control variables caused the most degradation, and the lateral-directional rotary derivatives were affected the most by time shifts in any variable.

Maximum likelihood conjoint measurement of lightness and chroma.

PubMed

Rogers, Marie; Knoblauch, Kenneth; Franklin, Anna

2016-03-01

Color varies along dimensions of lightness, hue, and chroma. We used maximum likelihood conjoint measurement to investigate how lightness and chroma influence color judgments. Observers judged lightness and chroma of stimuli that varied in both dimensions in a paired-comparison task. We modeled how changes in one dimension influenced judgment of the other. An additive model best fit the data in all conditions except for judgment of red chroma where there was a small but significant interaction. Lightness negatively contributed to perception of chroma for red, blue, and green hues but not for yellow. The method permits quantification of lightness and chroma contributions to color appearance.

Case-Deletion Diagnostics for Maximum Likelihood Multipoint Quantitative Trait Locus Linkage Analysis

PubMed Central

Mendoza, Maria C.B.; Burns, Trudy L.; Jones, Michael P.

2009-01-01

Objectives Case-deletion diagnostic methods are tools that allow identification of influential observations that may affect parameter estimates and model fitting conclusions. The goal of this paper was to develop two case-deletion diagnostics, the exact case deletion (ECD) and the empirical influence function (EIF), for detecting outliers that can affect results of sib-pair maximum likelihood quantitative trait locus (QTL) linkage analysis. Methods Subroutines to compute the ECD and EIF were incorporated into the maximum likelihood QTL variance estimation components of the linkage analysis program MAPMAKER/SIBS. Performance of the diagnostics was compared in simulation studies that evaluated the proportion of outliers correctly identified (sensitivity), and the proportion of non-outliers correctly identified (specificity). Results Simulations involving nuclear family data sets with one outlier showed EIF sensitivities approximated ECD sensitivities well for outlier-affected parameters. Sensitivities were high, indicating the outlier was identified a high proportion of the time. Simulations also showed the enormous computational time advantage of the EIF. Diagnostics applied to body mass index in nuclear families detected observations influential on the lod score and model parameter estimates. Conclusions The EIF is a practical diagnostic tool that has the advantages of high sensitivity and quick computation. PMID:19172086

Fitting distributions to microbial contamination data collected with an unequal probability sampling design.

PubMed

Williams, M S; Ebel, E D; Cao, Y

2013-01-01

The fitting of statistical distributions to microbial sampling data is a common application in quantitative microbiology and risk assessment applications. An underlying assumption of most fitting techniques is that data are collected with simple random sampling, which is often times not the case. This study develops a weighted maximum likelihood estimation framework that is appropriate for microbiological samples that are collected with unequal probabilities of selection. A weighted maximum likelihood estimation framework is proposed for microbiological samples that are collected with unequal probabilities of selection. Two examples, based on the collection of food samples during processing, are provided to demonstrate the method and highlight the magnitude of biases in the maximum likelihood estimator when data are inappropriately treated as a simple random sample. Failure to properly weight samples to account for how data are collected can introduce substantial biases into inferences drawn from the data. The proposed methodology will reduce or eliminate an important source of bias in inferences drawn from the analysis of microbial data. This will also make comparisons between studies and the combination of results from different studies more reliable, which is important for risk assessment applications. © 2012 No claim to US Government works.

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

PubMed

Stamatakis, Alexandros

2006-11-01

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

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

Stochastic time series analysis of fetal heart-rate variability

NASA Astrophysics Data System (ADS)

Shariati, M. A.; Dripps, J. H.

1990-06-01

Fetal Heart Rate(FHR) is one of the important features of fetal biophysical activity and its long term monitoring is used for the antepartum(period of pregnancy before labour) assessment of fetal well being. But as yet no successful method has been proposed to quantitatively represent variety of random non-white patterns seen in FHR. Objective of this paper is to address this issue. In this study the Box-Jenkins method of model identification and diagnostic checking was used on phonocardiographic derived FHR(averaged) time series. Models remained exclusively autoregressive(AR). Kalman filtering in conjunction with maximum likelihood estimation technique forms the parametric estimator. Diagnosrics perfonned on the residuals indicated that a second order model may be adequate in capturing type of variability observed in 1 up to 2 mm data windows of FHR. The scheme may be viewed as a means of data reduction of a highly redundant information source. This allows a much more efficient transmission of FHR information from remote locations to places with facilities and expertise for doser analysis. The extracted parameters is aimed to reflect numerically the important FHR features. These are normally picked up visually by experts for their assessments. As a result long term FHR recorded during antepartum period could then be screened quantitatively for detection of patterns considered normal or abnonnal. 1.

Revealing transient strain in geodetic data with Gaussian process regression

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Bivariate mass-size relation as a function of morphology as determined by Galaxy Zoo 2 crowdsourced visual classifications

NASA Astrophysics Data System (ADS)

Beck, Melanie; Scarlata, Claudia; Fortson, Lucy; Willett, Kyle; Galloway, Melanie

2016-01-01

It is well known that the mass-size distribution evolves as a function of cosmic time and that this evolution is different between passive and star-forming galaxy populations. However, the devil is in the details and the precise evolution is still a matter of debate since this requires careful comparison between similar galaxy populations over cosmic time while simultaneously taking into account changes in image resolution, rest-frame wavelength, and surface brightness dimming in addition to properly selecting representative morphological samples.Here we present the first step in an ambitious undertaking to calculate the bivariate mass-size distribution as a function of time and morphology. We begin with a large sample (~3 x 105) of SDSS galaxies at z ~ 0.1. Morphologies for this sample have been determined by Galaxy Zoo crowdsourced visual classifications and we split the sample not only by disk- and bulge-dominated galaxies but also in finer morphology bins such as bulge strength. Bivariate distribution functions are the only way to properly account for biases and selection effects. In particular, we quantify the mass-size distribution with a version of the parametric Maximum Likelihood estimator which has been modified to account for measurement errors as well as upper limits on galaxy sizes.

Classification of longitudinal data through a semiparametric mixed-effects model based on lasso-type estimators.

PubMed

Arribas-Gil, Ana; De la Cruz, Rolando; Lebarbier, Emilie; Meza, Cristian

2015-06-01

We propose a classification method for longitudinal data. The Bayes classifier is classically used to determine a classification rule where the underlying density in each class needs to be well modeled and estimated. This work is motivated by a real dataset of hormone levels measured at the early stages of pregnancy that can be used to predict normal versus abnormal pregnancy outcomes. The proposed model, which is a semiparametric linear mixed-effects model (SLMM), is a particular case of the semiparametric nonlinear mixed-effects class of models (SNMM) in which finite dimensional (fixed effects and variance components) and infinite dimensional (an unknown function) parameters have to be estimated. In SNMM's maximum likelihood estimation is performed iteratively alternating parametric and nonparametric procedures. However, if one can make the assumption that the random effects and the unknown function interact in a linear way, more efficient estimation methods can be used. Our contribution is the proposal of a unified estimation procedure based on a penalized EM-type algorithm. The Expectation and Maximization steps are explicit. In this latter step, the unknown function is estimated in a nonparametric fashion using a lasso-type procedure. A simulation study and an application on real data are performed. © 2015, The International Biometric Society.

Expectation-maximization algorithm for determining natural selection of Y-linked genes through two-sex branching processes.

PubMed

González, M; Gutiérrez, C; Martínez, R

2012-09-01

A two-dimensional bisexual branching process has recently been presented for the analysis of the generation-to-generation evolution of the number of carriers of a Y-linked gene. In this model, preference of females for males with a specific genetic characteristic is assumed to be determined by an allele of the gene. It has been shown that the behavior of this kind of Y-linked gene is strongly related to the reproduction law of each genotype. In practice, the corresponding offspring distributions are usually unknown, and it is necessary to develop their estimation theory in order to determine the natural selection of the gene. Here we deal with the estimation problem for the offspring distribution of each genotype of a Y-linked gene when the only observable data are each generation's total numbers of males of each genotype and of females. We set out the problem in a non parametric framework and obtain the maximum likelihood estimators of the offspring distributions using an expectation-maximization algorithm. From these estimators, we also derive the estimators for the reproduction mean of each genotype and forecast the distribution of the future population sizes. Finally, we check the accuracy of the algorithm by means of a simulation study.

A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

NASA Astrophysics Data System (ADS)

Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.

2015-12-01

Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.

Two models for evaluating landslide hazards

USGS Publications Warehouse

Davis, J.C.; Chung, C.-J.; Ohlmacher, G.C.

2006-01-01

Two alternative procedures for estimating landslide hazards were evaluated using data on topographic digital elevation models (DEMs) and bedrock lithologies in an area adjacent to the Missouri River in Atchison County, Kansas, USA. The two procedures are based on the likelihood ratio model but utilize different assumptions. The empirical likelihood ratio model is based on non-parametric empirical univariate frequency distribution functions under an assumption of conditional independence while the multivariate logistic discriminant model assumes that likelihood ratios can be expressed in terms of logistic functions. The relative hazards of occurrence of landslides were estimated by an empirical likelihood ratio model and by multivariate logistic discriminant analysis. Predictor variables consisted of grids containing topographic elevations, slope angles, and slope aspects calculated from a 30-m DEM. An integer grid of coded bedrock lithologies taken from digitized geologic maps was also used as a predictor variable. Both statistical models yield relative estimates in the form of the proportion of total map area predicted to already contain or to be the site of future landslides. The stabilities of estimates were checked by cross-validation of results from random subsamples, using each of the two procedures. Cell-by-cell comparisons of hazard maps made by the two models show that the two sets of estimates are virtually identical. This suggests that the empirical likelihood ratio and the logistic discriminant analysis models are robust with respect to the conditional independent assumption and the logistic function assumption, respectively, and that either model can be used successfully to evaluate landslide hazards. ?? 2006.

Phylogenetically marking the limits of the genus Fusarium for post-Article 59 usage

USDA-ARS?s Scientific Manuscript database

Fusarium (Hypocreales, Nectriaceae) is one of the most important and systematically challenging groups of mycotoxigenic, plant pathogenic, and human pathogenic fungi. We conducted maximum likelihood (ML), maximum parsimony (MP) and Bayesian (B) analyses on partial nucleotide sequences of genes encod...

Determining the linkage of disease-resistance genes to molecular markers: the LOD-SCORE method revisited with regard to necessary sample sizes.

PubMed

Hühn, M

1995-05-01

Some approaches to molecular marker-assisted linkage detection for a dominant disease-resistance trait based on a segregating F2 population are discussed. Analysis of two-point linkage is carried out by the traditional measure of maximum lod score. It depends on (1) the maximum-likelihood estimate of the recombination fraction between the marker and the disease-resistance gene locus, (2) the observed absolute frequencies, and (3) the unknown number of tested individuals. If one replaces the absolute frequencies by expressions depending on the unknown sample size and the maximum-likelihood estimate of recombination value, the conventional rule for significant linkage (maximum lod score exceeds a given linkage threshold) can be resolved for the sample size. For each sub-population used for linkage analysis [susceptible (= recessive) individuals, resistant (= dominant) individuals, complete F2] this approach gives a lower bound for the necessary number of individuals required for the detection of significant two-point linkage by the lod-score method.

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.

Shape optimization for aerodynamic efficiency and low observability

NASA Technical Reports Server (NTRS)

Vinh, Hoang; Van Dam, C. P.; Dwyer, Harry A.

1993-01-01

Field methods based on the finite-difference approximations of the time-domain Maxwell's equations and the potential-flow equation have been developed to solve the multidisciplinary problem of airfoil shaping for aerodynamic efficiency and low radar cross section (RCS). A parametric study and an optimization study employing the two analysis methods are presented to illustrate their combined capabilities. The parametric study shows that for frontal radar illumination, the RCS of an airfoil is independent of the chordwise location of maximum thickness but depends strongly on the maximum thickness, leading-edge radius, and leadingedge shape. In addition, this study shows that the RCS of an airfoil can be reduced without significant effects on its transonic aerodynamic efficiency by reducing the leading-edge radius and/or modifying the shape of the leading edge. The optimization study involves the minimization of wave drag for a non-lifting, symmetrical airfoil with constraints on the airfoil maximum thickness and monostatic RCS. This optimization study shows that the two analysis methods can be used effectively to design aerodynamically efficient airfoils with certain desired RCS characteristics.

Robustness Analysis and Optimally Robust Control Design via Sum-of-Squares

NASA Technical Reports Server (NTRS)

Dorobantu, Andrei; Crespo, Luis G.; Seiler, Peter J.

2012-01-01

A control analysis and design framework is proposed for systems subject to parametric uncertainty. The underlying strategies are based on sum-of-squares (SOS) polynomial analysis and nonlinear optimization to design an optimally robust controller. The approach determines a maximum uncertainty range for which the closed-loop system satisfies a set of stability and performance requirements. These requirements, de ned as inequality constraints on several metrics, are restricted to polynomial functions of the uncertainty. To quantify robustness, SOS analysis is used to prove that the closed-loop system complies with the requirements for a given uncertainty range. The maximum uncertainty range, calculated by assessing a sequence of increasingly larger ranges, serves as a robustness metric for the closed-loop system. To optimize the control design, nonlinear optimization is used to enlarge the maximum uncertainty range by tuning the controller gains. Hence, the resulting controller is optimally robust to parametric uncertainty. This approach balances the robustness margins corresponding to each requirement in order to maximize the aggregate system robustness. The proposed framework is applied to a simple linear short-period aircraft model with uncertain aerodynamic coefficients.

Investigation on the coloured noise in GPS-derived position with time-varying seasonal signals

NASA Astrophysics Data System (ADS)

Gruszczynska, Marta; Klos, Anna; Bos, Machiel Simon; Bogusz, Janusz

2016-04-01

The seasonal signals in the GPS-derived time series arise from real geophysical signals related to tidal (residual) or non-tidal (loadings from atmosphere, ocean and continental hydrosphere, thermo elastic strain, etc.) effects and numerical artefacts including aliasing from mismodelling in short periods or repeatability of the GPS satellite constellation with respect to the Sun (draconitics). Singular Spectrum Analysis (SSA) is a method for investigation of nonlinear dynamics, suitable to either stationary or non-stationary data series without prior knowledge about their character. The aim of SSA is to mathematically decompose the original time series into a sum of slowly varying trend, seasonal oscillations and noise. In this presentation we will explore the ability of SSA to subtract the time-varying seasonal signals in GPS-derived North-East-Up topocentric components and show properties of coloured noise from residua. For this purpose we used data from globally distributed IGS (International GNSS Service) permanent stations processed by the JPL (Jet Propulsion Laboratory) in a PPP (Precise Point Positioning) mode. After introducing a threshold of 13 years, 264 stations left with a maximum length reaching 23 years. The data was initially pre-processed for outliers, offsets and gaps. The SSA was applied to pre-processed series to estimate the time-varying seasonal signals. We adopted a 3-years window as the optimal dimension of its size determined with the Akaike's Information Criteria (AIC) values. A Fisher-Snedecor test corrected for the presence of temporal correlation was used to determine the statistical significance of reconstructed components. This procedure showed that first four components describing annual and semi-annual signals, are significant at a 99.7% confidence level, which corresponds to 3-sigma criterion. We compared the non-parametric SSA approach with a commonly chosen parametric Least-Squares Estimation that assumes constant amplitudes and phases over time. We noticed a maximum difference in seasonal oscillation of 3.5 mm and a maximum change in velocity of 0.15 mm/year for Up component (YELL, Yellowknife, Canada), when SSA and LSE are compared. The annual signal has the greatest influence on data variability in time series, while the semi-annual signal in Up component has much smaller contribution in the total variance of data. For some stations more than 35% of the total variance is explained by annual signal. According to the Power Spectral Densities (PSD) we proved that SSA has the ability to properly subtract the seasonals changing in time with almost no influence on power-law character of stochastic part. Then, the modified Maximum Likelihood Estimation (MLE) in Hector software was applied to SSA-filtered time series. We noticed a significant improvement in spectral indices and power-law amplitudes in comparison to classically determined ones with LSE, which will be the main subject of this presentation.

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.

Direct reconstruction of cardiac PET kinetic parametric images using a preconditioned conjugate gradient approach

PubMed Central

Rakvongthai, Yothin; Ouyang, Jinsong; Guerin, Bastien; Li, Quanzheng; Alpert, Nathaniel M.; El Fakhri, Georges

2013-01-01

Purpose: Our research goal is to develop an algorithm to reconstruct cardiac positron emission tomography (PET) kinetic parametric images directly from sinograms and compare its performance with the conventional indirect approach. Methods: Time activity curves of a NCAT phantom were computed according to a one-tissue compartmental kinetic model with realistic kinetic parameters. The sinograms at each time frame were simulated using the activity distribution for the time frame. The authors reconstructed the parametric images directly from the sinograms by optimizing a cost function, which included the Poisson log-likelihood and a spatial regularization terms, using the preconditioned conjugate gradient (PCG) algorithm with the proposed preconditioner. The proposed preconditioner is a diagonal matrix whose diagonal entries are the ratio of the parameter and the sensitivity of the radioactivity associated with parameter. The authors compared the reconstructed parametric images using the direct approach with those reconstructed using the conventional indirect approach. Results: At the same bias, the direct approach yielded significant relative reduction in standard deviation by 12%–29% and 32%–70% for 50 × 106 and 10 × 106 detected coincidences counts, respectively. Also, the PCG method effectively reached a constant value after only 10 iterations (with numerical convergence achieved after 40–50 iterations), while more than 500 iterations were needed for CG. Conclusions: The authors have developed a novel approach based on the PCG algorithm to directly reconstruct cardiac PET parametric images from sinograms, and yield better estimation of kinetic parameters than the conventional indirect approach, i.e., curve fitting of reconstructed images. The PCG method increases the convergence rate of reconstruction significantly as compared to the conventional CG method. PMID:24089922

Direct reconstruction of cardiac PET kinetic parametric images using a preconditioned conjugate gradient approach.

PubMed

Rakvongthai, Yothin; Ouyang, Jinsong; Guerin, Bastien; Li, Quanzheng; Alpert, Nathaniel M; El Fakhri, Georges

2013-10-01

Our research goal is to develop an algorithm to reconstruct cardiac positron emission tomography (PET) kinetic parametric images directly from sinograms and compare its performance with the conventional indirect approach. Time activity curves of a NCAT phantom were computed according to a one-tissue compartmental kinetic model with realistic kinetic parameters. The sinograms at each time frame were simulated using the activity distribution for the time frame. The authors reconstructed the parametric images directly from the sinograms by optimizing a cost function, which included the Poisson log-likelihood and a spatial regularization terms, using the preconditioned conjugate gradient (PCG) algorithm with the proposed preconditioner. The proposed preconditioner is a diagonal matrix whose diagonal entries are the ratio of the parameter and the sensitivity of the radioactivity associated with parameter. The authors compared the reconstructed parametric images using the direct approach with those reconstructed using the conventional indirect approach. At the same bias, the direct approach yielded significant relative reduction in standard deviation by 12%-29% and 32%-70% for 50 × 10(6) and 10 × 10(6) detected coincidences counts, respectively. Also, the PCG method effectively reached a constant value after only 10 iterations (with numerical convergence achieved after 40-50 iterations), while more than 500 iterations were needed for CG. The authors have developed a novel approach based on the PCG algorithm to directly reconstruct cardiac PET parametric images from sinograms, and yield better estimation of kinetic parameters than the conventional indirect approach, i.e., curve fitting of reconstructed images. The PCG method increases the convergence rate of reconstruction significantly as compared to the conventional CG method.

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.

Analytical study of nozzle performance for nuclear thermal rockets

NASA Technical Reports Server (NTRS)

Davidian, Kenneth O.; Kacynski, Kenneth J.

1991-01-01

A parametric study has been conducted by the NASA-Lewis Rocket Engine Design Expert System for the convergent-divergent nozzle of the Nuclear Thermal Rocket system, which uses a nuclear reactor to heat hydrogen to high temperature and then expands it through the nozzle. It is established by the study that finite-rate chemical reactions lower performance levels from theoretical levels. Major parametric roles are played by chamber temperature and chamber pressure. A maximum performance of 930 sec is projected at 2700 K, and of 1030 at 3100 K.

Parametric optimization of the MVC desalination plant with thermomechanical compressor

NASA Astrophysics Data System (ADS)

Blagin, E. V.; Biryuk, V. V.; Anisimov, M. Y.; Shimanov, A. A.; Gorshkalev, A. A.

2018-03-01

This article deals with parametric optimization of the Mechanical Vapour Compression (MVC) desalination plant with thermomechanical compressor. In this plants thermocompressor is used instead of commonly used centrifugal compressor. Influence of two main parameters was studied. These parameters are: inlet pressure and number of stages. Analysis shows that it is possible to achieve better plant performance in comparison with traditional MVC plant. But is required reducing the number of stages and utilization of low or high initial pressure with power consumption maximum at approximately 20-30 kPa.

Frequency non-degenerate phase-sensitive optical parametric amplification based on four-wave-mixing in width-modulated silicon waveguides.

PubMed

Wang, Zhaolu; Liu, Hongjun; Sun, Qibing; Huang, Nan; Li, Xuefeng

2014-12-15

A width-modulated silicon waveguide is proposed to realize non-degenerate phase sensitive optical parametric amplification. It is found that the relative phase at the input of the phase sensitive amplifier (PSA) θIn-PSA can be tuned by tailoring the width and length of the second segment of the width-modulated silicon waveguide, which will influence the gain in the parametric amplification process. The maximum gain of PSA is larger by 9 dB compared with the phase insensitive amplifier (PIA) gain, and the gain bandwidth of PSA is larger by 35 nm compared with the gain bandwidth of PIA. Our on-chip PSA can find important potential applications in highly integrated optical circuits for optical chip-to-chip communication and computers.

Characteristics of optical parametric oscillator synchronously pumped by Yb:KGW laser and based on periodically poled potassium titanyl phosphate crystal

NASA Astrophysics Data System (ADS)

Vengelis, Julius; Tumas, Adomas; Pipinytė, Ieva; Kuliešaitė, Miglė; Tamulienė, Viktorija; Jarutis, Vygandas; Grigonis, Rimantas; Sirutkaitis, Valdas

2018-03-01

We present experimental data and numerical simulation results obtained during investigation of synchronously pumped optical parametric oscillator (SPOPO) pumped by femtosecond Yb:KGW laser (central wavelength at 1033 nm). The nonlinear medium for parametric generation was periodically poled potassium titanyl phosphate crystal (PPKTP). Maximum parametric light conversion efficiency from pump power to signal power was more than 37.5% at λs=1530 nm wavelength, whereas the achieved signal wave continuous tuning range was from 1470 nm to 1970 nm with signal pulse durations ranging from 91 fs to roughly 280 fs. We demonstrated wavelength tuning by changing cavity length and PPKTP crystal grating period and also discussed net cavity group delay dispersion (GDD) influence on SPOPO output radiation characteristics. The achieved high pump to signal conversion efficiency and easy wavelength tuning make this device a very promising alternative to Ti:sapphire based SPOPOs as a source of continuously tunable femtosecond laser radiation in the near and mid-IR range.

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

Random regression models using different functions to model test-day milk yield of Brazilian Holstein cows.

PubMed

Bignardi, A B; El Faro, L; Torres Júnior, R A A; Cardoso, V L; Machado, P F; Albuquerque, L G

2011-10-31

We analyzed 152,145 test-day records from 7317 first lactations of Holstein cows recorded from 1995 to 2003. Our objective was to model variations in test-day milk yield during the first lactation of Holstein cows by random regression model (RRM), using various functions in order to obtain adequate and parsimonious models for the estimation of genetic parameters. Test-day milk yields were grouped into weekly classes of days in milk, ranging from 1 to 44 weeks. The contemporary groups were defined as herd-test-day. The analyses were performed using a single-trait RRM, including the direct additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. The mean trend of milk yield was modeled with a fourth-order orthogonal Legendre polynomial. The additive genetic and permanent environmental covariance functions were estimated by random regression on two parametric functions, Ali and Schaeffer and Wilmink, and on B-spline functions of days in milk. The covariance components and the genetic parameters were estimated by the restricted maximum likelihood method. Results from RRM parametric and B-spline functions were compared to RRM on Legendre polynomials and with a multi-trait analysis, using the same data set. Heritability estimates presented similar trends during mid-lactation (13 to 31 weeks) and between week 37 and the end of lactation, for all RRM. Heritabilities obtained by multi-trait analysis were of a lower magnitude than those estimated by RRM. The RRMs with a higher number of parameters were more useful to describe the genetic variation of test-day milk yield throughout the lactation. RRM using B-spline and Legendre polynomials as base functions appears to be the most adequate to describe the covariance structure of the data.

A Semi-parametric Multivariate Gap-filling Model for Eddy Covariance Latent Heat Flux

NASA Astrophysics Data System (ADS)

Li, M.; Chen, Y.

2010-12-01

Quantitative descriptions of latent heat fluxes are important to study the water and energy exchanges between terrestrial ecosystems and the atmosphere. The eddy covariance approaches have been recognized as the most reliable technique for measuring surface fluxes over time scales ranging from hours to years. However, unfavorable micrometeorological conditions, instrument failures, and applicable measurement limitations may cause inevitable flux gaps in time series data. Development and application of suitable gap-filling techniques are crucial to estimate long term fluxes. In this study, a semi-parametric multivariate gap-filling model was developed to fill latent heat flux gaps for eddy covariance measurements. Our approach combines the advantages of a multivariate statistical analysis (principal component analysis, PCA) and a nonlinear interpolation technique (K-nearest-neighbors, KNN). The PCA method was first used to resolve the multicollinearity relationships among various hydrometeorological factors, such as radiation, soil moisture deficit, LAI, and wind speed. The KNN method was then applied as a nonlinear interpolation tool to estimate the flux gaps as the weighted sum latent heat fluxes with the K-nearest distances in the PCs’ domain. Two years, 2008 and 2009, of eddy covariance and hydrometeorological data from a subtropical mixed evergreen forest (the Lien-Hua-Chih Site) were collected to calibrate and validate the proposed approach with artificial gaps after standard QC/QA procedures. The optimal K values and weighting factors were determined by the maximum likelihood test. The results of gap-filled latent heat fluxes conclude that developed model successful preserving energy balances of daily, monthly, and yearly time scales. Annual amounts of evapotranspiration from this study forest were 747 mm and 708 mm for 2008 and 2009, respectively. Nocturnal evapotranspiration was estimated with filled gaps and results are comparable with other studies. Seasonal and daily variability of latent heat fluxes were also discussed.

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

NASA Technical Reports Server (NTRS)

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

1972-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1978-01-01

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

Nonparametric probability density estimation by optimization theoretic techniques

NASA Technical Reports Server (NTRS)

Scott, D. W.

1976-01-01

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

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

NASA Technical Reports Server (NTRS)

Mark, W. D.

1981-01-01

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

Deterministic quantum annealing expectation-maximization algorithm

NASA Astrophysics Data System (ADS)

Miyahara, Hideyuki; Tsumura, Koji; Sughiyama, Yuki

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

NASA Technical Reports Server (NTRS)

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

1980-01-01

A user's manual for the FORTRAN IV computer program MMLE3 is described. It is a maximum likelihood parameter estimation program capable of handling general bilinear dynamic equations of arbitrary order with measurement noise and/or state noise (process noise). The theory and use of the program is described. The basic MMLE3 program is quite general and, therefore, applicable to a wide variety of problems. The basic program can interact with a set of user written problem specific routines to simplify the use of the program on specific systems. A set of user routines for the aircraft stability and control derivative estimation problem is provided with the program.

Approximate maximum likelihood decoding of block codes

NASA Technical Reports Server (NTRS)

Greenberger, H. J.

1979-01-01

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

The amplitude and spectral index of the large angular scale anisotropy in the cosmic microwave background radiation

NASA Technical Reports Server (NTRS)

Ganga, Ken; Page, Lyman; Cheng, Edward; Meyer, Stephan

1994-01-01

In many cosmological models, the large angular scale anisotropy in the cosmic microwave background is parameterized by a spectral index, n, and a quadrupolar amplitude, Q. For a Harrison-Peebles-Zel'dovich spectrum, n = 1. Using data from the Far Infrared Survey (FIRS) and a new statistical measure, a contour plot of the likelihood for cosmological models for which -1 less than n less than 3 and 0 equal to or less than Q equal to or less than 50 micro K is obtained. Depending upon the details of the analysis, the maximum likelihood occurs at n between 0.8 and 1.4 and Q between 18 and 21 micro K. Regardless of Q, the likelihood is always less than half its maximum for n less than -0.4 and for n greater than 2.2, as it is for Q less than 8 micro K and Q greater than 44 micro K.

Parametric-Studies and Data-Plotting Modules for the SOAP

NASA Technical Reports Server (NTRS)

2008-01-01

"Parametric Studies" and "Data Table Plot View" are the names of software modules in the Satellite Orbit Analysis Program (SOAP). Parametric Studies enables parameterization of as many as three satellite or ground-station attributes across a range of values and computes the average, minimum, and maximum of a specified metric, the revisit time, or 21 other functions at each point in the parameter space. This computation produces a one-, two-, or three-dimensional table of data representing statistical results across the parameter space. Inasmuch as the output of a parametric study in three dimensions can be a very large data set, visualization is a paramount means of discovering trends in the data (see figure). Data Table Plot View enables visualization of the data table created by Parametric Studies or by another data source: this module quickly generates a display of the data in the form of a rotatable three-dimensional-appearing plot, making it unnecessary to load the SOAP output data into a separate plotting program. The rotatable three-dimensionalappearing plot makes it easy to determine which points in the parameter space are most desirable. Both modules provide intuitive user interfaces for ease of use.

Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

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

Gopich, Irina V.

2015-01-21

Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when themore » FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.« less

Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET

PubMed Central

Gopich, Irina V.

2015-01-01

Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated. PMID:25612692

A Computer Program for Solving a Set of Conditional Maximum Likelihood Equations Arising in the Rasch Model for Questionnaires.

ERIC Educational Resources Information Center

Andersen, Erling B.

A computer program for solving the conditional likelihood equations arising in the Rasch model for questionnaires is described. The estimation method and the computational problems involved are described in a previous research report by Andersen, but a summary of those results are given in two sections of this paper. A working example is also…

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.

Genetic distances and phylogenetic trees of different Awassi sheep populations based on DNA sequencing.

PubMed

Al-Atiyat, R M; Aljumaah, R S

2014-08-27

This study aimed to estimate evolutionary distances and to reconstruct phylogeny trees between different Awassi sheep populations. Thirty-two sheep individuals from three different geographical areas of Jordan and the Kingdom of Saudi Arabia (KSA) were randomly sampled. DNA was extracted from the tissue samples and sequenced using the T7 promoter universal primer. Different phylogenetic trees were reconstructed from 0.64-kb DNA sequences using the MEGA software with the best general time reverse distance model. Three methods of distance estimation were then used. The maximum composite likelihood test was considered for reconstructing maximum likelihood, neighbor-joining and UPGMA trees. The maximum likelihood tree indicated three major clusters separated by cytosine (C) and thymine (T). The greatest distance was shown between the South sheep and North sheep. On the other hand, the KSA sheep as an outgroup showed shorter evolutionary distance to the North sheep population than to the others. The neighbor-joining and UPGMA trees showed quite reliable clusters of evolutionary differentiation of Jordan sheep populations from the Saudi population. The overall results support geographical information and ecological types of the sheep populations studied. Summing up, the resulting phylogeny trees may contribute to the limited information about the genetic relatedness and phylogeny of Awassi sheep in nearby Arab countries.

Empirical best linear unbiased prediction method for small areas with restricted maximum likelihood and bootstrap procedure to estimate the average of household expenditure per capita in Banjar Regency

NASA Astrophysics Data System (ADS)

Aminah, Agustin Siti; Pawitan, Gandhi; Tantular, Bertho

2017-03-01

So far, most of the data published by Statistics Indonesia (BPS) as data providers for national statistics are still limited to the district level. Less sufficient sample size for smaller area levels to make the measurement of poverty indicators with direct estimation produced high standard error. Therefore, the analysis based on it is unreliable. To solve this problem, the estimation method which can provide a better accuracy by combining survey data and other auxiliary data is required. One method often used for the estimation is the Small Area Estimation (SAE). There are many methods used in SAE, one of them is Empirical Best Linear Unbiased Prediction (EBLUP). EBLUP method of maximum likelihood (ML) procedures does not consider the loss of degrees of freedom due to estimating β with β ^. This drawback motivates the use of the restricted maximum likelihood (REML) procedure. This paper proposed EBLUP with REML procedure for estimating poverty indicators by modeling the average of household expenditures per capita and implemented bootstrap procedure to calculate MSE (Mean Square Error) to compare the accuracy EBLUP method with the direct estimation method. Results show that EBLUP method reduced MSE in small area estimation.

Superfast maximum-likelihood reconstruction for quantum tomography

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Varied applications of a new maximum-likelihood code with complete covariance capability. [FERRET, for data adjustment

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

Schmittroth, F.

1978-01-01

Applications of a new data-adjustment code are given. The method is based on a maximum-likelihood extension of generalized least-squares methods that allow complete covariance descriptions for the input data and the final adjusted data evaluations. The maximum-likelihood approach is used with a generalized log-normal distribution that provides a way to treat problems with large uncertainties and that circumvents the problem of negative values that can occur for physically positive quantities. The computer code, FERRET, is written to enable the user to apply it to a large variety of problems by modifying only the input subroutine. The following applications are discussed:more » A 75-group a priori damage function is adjusted by as much as a factor of two by use of 14 integral measurements in different reactor spectra. Reactor spectra and dosimeter cross sections are simultaneously adjusted on the basis of both integral measurements and experimental proton-recoil spectra. The simultaneous use of measured reaction rates, measured worths, microscopic measurements, and theoretical models are used to evaluate dosimeter and fission-product cross sections. Applications in the data reduction of neutron cross section measurements and in the evaluation of reactor after-heat are also considered. 6 figures.« less

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

PubMed

Holmes, T J; Liu, Y H

1989-11-15

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

Sparsity-promoting and edge-preserving maximum a posteriori estimators in non-parametric Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Agapiou, Sergios; Burger, Martin; Dashti, Masoumeh; Helin, Tapio

2018-04-01

We consider the inverse problem of recovering an unknown functional parameter u in a separable Banach space, from a noisy observation vector y of its image through a known possibly non-linear map {{\\mathcal G}} . We adopt a Bayesian approach to the problem and consider Besov space priors (see Lassas et al (2009 Inverse Problems Imaging 3 87-122)), which are well-known for their edge-preserving and sparsity-promoting properties and have recently attracted wide attention especially in the medical imaging community. Our key result is to show that in this non-parametric setup the maximum a posteriori (MAP) estimates are characterized by the minimizers of a generalized Onsager-Machlup functional of the posterior. This is done independently for the so-called weak and strong MAP estimates, which as we show coincide in our context. In addition, we prove a form of weak consistency for the MAP estimators in the infinitely informative data limit. Our results are remarkable for two reasons: first, the prior distribution is non-Gaussian and does not meet the smoothness conditions required in previous research on non-parametric MAP estimates. Second, the result analytically justifies existing uses of the MAP estimate in finite but high dimensional discretizations of Bayesian inverse problems with the considered Besov priors.

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.

Risk and Protective Factors Associated with Trajectories of Depressed Mood from Adolescence to Early Adulthood

PubMed Central

Costello, Darcé M.; Swendsen, Joel; Rose, Jennifer S.; Dierker, Lisa C.

2009-01-01

This study used semi-parametric group-based modeling to explore unconditional and conditional trajectories of self-reported depressed mood from age 12 to 25. Drawing on data from the National Longitudinal Study of Adolescent Health (N=11,559), four distinct trajectories were identified: no depressed mood, stable low depressed mood, early high declining depressed mood, and late escalating depressed mood. Baseline risk factors associated with greater likelihood of membership in depressed mood trajectory groups compared to the no depressed mood group included being female, Black/African American, Hispanic/Latino American, or Asian American, lower SES, using alcohol, tobacco, or other drugs on a weekly basis, and delinquent behavior. Baseline protective factors associated with greater likelihood of membership in the no depressed mood group compared to the depressed mood trajectory groups included two-parent family structure, feeling connected to parents, peers, or school, and self esteem. With the exception of delinquent behavior, risk and protective factors also distinguished the likelihood of membership among several of the three depressed mood groups. The results add to basic etiologic research regarding developmental pathways of depressed mood in adolescence and young adulthood. PMID:18377115

Semiparametric time-to-event modeling in the presence of a latent progression event.

PubMed

Rice, John D; Tsodikov, Alex

2017-06-01

In cancer research, interest frequently centers on factors influencing a latent event that must precede a terminal event. In practice it is often impossible to observe the latent event precisely, making inference about this process difficult. To address this problem, we propose a joint model for the unobserved time to the latent and terminal events, with the two events linked by the baseline hazard. Covariates enter the model parametrically as linear combinations that multiply, respectively, the hazard for the latent event and the hazard for the terminal event conditional on the latent one. We derive the partial likelihood estimators for this problem assuming the latent event is observed, and propose a profile likelihood-based method for estimation when the latent event is unobserved. The baseline hazard in this case is estimated nonparametrically using the EM algorithm, which allows for closed-form Breslow-type estimators at each iteration, bringing improved computational efficiency and stability compared with maximizing the marginal likelihood directly. We present simulation studies to illustrate the finite-sample properties of the method; its use in practice is demonstrated in the analysis of a prostate cancer data set. © 2016, The International Biometric Society.

Shape, Illumination, and Reflectance from Shading

DTIC Science & Technology

2013-05-29

the global entropy of log-reflectance. 3) An “absolute” prior on reflectance which prefers to paint the scene with some colors ( white , gray, green...in log- RGB from pixel i to pixel j, and c (· ;α, σ) is the negative log-likelihood of a discrete univariate Gaussian scale mixture (GSM), parametrized...gs(R) = ∑ i ∑ j∈N(i) C (Ri −Rj ;αR, σR,ΣR) (6) Where Ri−Rj is now a 3-vector of the log- RGB differ- ences, α are mixing coefficients, σ are the

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).

Evaluating marginal likelihood with thermodynamic integration method and comparison with several other numerical methods

DOE PAGES

Liu, Peigui; Elshall, Ahmed S.; Ye, Ming; ...

2016-02-05

Evaluating marginal likelihood is the most critical and computationally expensive task, when conducting Bayesian model averaging to quantify parametric and model uncertainties. The evaluation is commonly done by using Laplace approximations to evaluate semianalytical expressions of the marginal likelihood or by using Monte Carlo (MC) methods to evaluate arithmetic or harmonic mean of a joint likelihood function. This study introduces a new MC method, i.e., thermodynamic integration, which has not been attempted in environmental modeling. Instead of using samples only from prior parameter space (as in arithmetic mean evaluation) or posterior parameter space (as in harmonic mean evaluation), the thermodynamicmore » integration method uses samples generated gradually from the prior to posterior parameter space. This is done through a path sampling that conducts Markov chain Monte Carlo simulation with different power coefficient values applied to the joint likelihood function. The thermodynamic integration method is evaluated using three analytical functions by comparing the method with two variants of the Laplace approximation method and three MC methods, including the nested sampling method that is recently introduced into environmental modeling. The thermodynamic integration method outperforms the other methods in terms of their accuracy, convergence, and consistency. The thermodynamic integration method is also applied to a synthetic case of groundwater modeling with four alternative models. The application shows that model probabilities obtained using the thermodynamic integration method improves predictive performance of Bayesian model averaging. As a result, the thermodynamic integration method is mathematically rigorous, and its MC implementation is computationally general for a wide range of environmental problems.« less

Estimation of brood and nest survival: Comparative methods in the presence of heterogeneity

USGS Publications Warehouse

Manly, Bryan F.J.; Schmutz, Joel A.

2001-01-01

The Mayfield method has been widely used for estimating survival of nests and young animals, especially when data are collected at irregular observation intervals. However, this method assumes survival is constant throughout the study period, which often ignores biologically relevant variation and may lead to biased survival estimates. We examined the bias and accuracy of 1 modification to the Mayfield method that allows for temporal variation in survival, and we developed and similarly tested 2 additional methods. One of these 2 new methods is simply an iterative extension of Klett and Johnson's method, which we refer to as the Iterative Mayfield method and bears similarity to Kaplan-Meier methods. The other method uses maximum likelihood techniques for estimation and is best applied to survival of animals in groups or families, rather than as independent individuals. We also examined how robust these estimators are to heterogeneity in the data, which can arise from such sources as dependent survival probabilities among siblings, inherent differences among families, and adoption. Testing of estimator performance with respect to bias, accuracy, and heterogeneity was done using simulations that mimicked a study of survival of emperor goose (Chen canagica) goslings. Assuming constant survival for inappropriately long periods of time or use of Klett and Johnson's methods resulted in large bias or poor accuracy (often >5% bias or root mean square error) compared to our Iterative Mayfield or maximum likelihood methods. Overall, estimator performance was slightly better with our Iterative Mayfield than our maximum likelihood method, but the maximum likelihood method provides a more rigorous framework for testing covariates and explicity models a heterogeneity factor. We demonstrated use of all estimators with data from emperor goose goslings. We advocate that future studies use the new methods outlined here rather than the traditional Mayfield method or its previous modifications.

Missing data methods for dealing with missing items in quality of life questionnaires. A comparison by simulation of personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques applied to the SF-36 in the French 2003 decennial health survey.

PubMed

Peyre, Hugo; Leplège, Alain; Coste, Joël

2011-03-01

Missing items are common in quality of life (QoL) questionnaires and present a challenge for research in this field. It remains unclear which of the various methods proposed to deal with missing data performs best in this context. We compared personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques using various realistic simulation scenarios of item missingness in QoL questionnaires constructed within the framework of classical test theory. Samples of 300 and 1,000 subjects were randomly drawn from the 2003 INSEE Decennial Health Survey (of 23,018 subjects representative of the French population and having completed the SF-36) and various patterns of missing data were generated according to three different item non-response rates (3, 6, and 9%) and three types of missing data (Little and Rubin's "missing completely at random," "missing at random," and "missing not at random"). The missing data methods were evaluated in terms of accuracy and precision for the analysis of one descriptive and one association parameter for three different scales of the SF-36. For all item non-response rates and types of missing data, multiple imputation and full information maximum likelihood appeared superior to the personal mean score and especially to hot deck in terms of accuracy and precision; however, the use of personal mean score was associated with insignificant bias (relative bias <2%) in all studied situations. Whereas multiple imputation and full information maximum likelihood are confirmed as reference methods, the personal mean score appears nonetheless appropriate for dealing with items missing from completed SF-36 questionnaires in most situations of routine use. These results can reasonably be extended to other questionnaires constructed according to classical test theory.

Tests for detecting overdispersion in models with measurement error in covariates.

PubMed

Yang, Yingsi; Wong, Man Yu

2015-11-30

Measurement error in covariates can affect the accuracy in count data modeling and analysis. In overdispersion identification, the true mean-variance relationship can be obscured under the influence of measurement error in covariates. In this paper, we propose three tests for detecting overdispersion when covariates are measured with error: a modified score test and two score tests based on the proposed approximate likelihood and quasi-likelihood, respectively. The proposed approximate likelihood is derived under the classical measurement error model, and the resulting approximate maximum likelihood estimator is shown to have superior efficiency. Simulation results also show that the score test based on approximate likelihood outperforms the test based on quasi-likelihood and other alternatives in terms of empirical power. By analyzing a real dataset containing the health-related quality-of-life measurements of a particular group of patients, we demonstrate the importance of the proposed methods by showing that the analyses with and without measurement error correction yield significantly different results. Copyright © 2015 John Wiley & Sons, Ltd.

Comparison of image deconvolution algorithms on simulated and laboratory infrared images

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

Proctor, D.

1994-11-15

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

Testing deep reticulate evolution in Amaryllidaceae Tribe Hippeastreae (Asparagales) with ITS and chloroplast sequence data

USDA-ARS?s Scientific Manuscript database

The phylogeny of Amaryllidaceae tribe Hippeastreae was inferred using chloroplast (3’ycf1, ndhF, trnL-F) and nuclear (ITS rDNA) sequence data under maximum parsimony and maximum likelihood frameworks. Network analyses were applied to resolve conflicting signals among data sets and putative scenarios...

Phylogenetic analyses of RPB1 and RPB2 support a middle Cretaceous origin for a clade comprising all agriculturally and medically important fusaria

USDA-ARS?s Scientific Manuscript database

Fusarium (Hypocreales, Nectriaceae) is one of the most economically important and systematically challenging groups of mycotoxigenic phytopathogens and emergent human pathogens. We conducted maximum likelihood (ML), maximum parsimony (MP) and Bayesian (B) analyses on partial RNA polymerase largest (...

From 2D to 3D: Construction of a 3D Parametric Model for Detection of Dental Roots Shape and Position from a Panoramic Radiograph—A Preliminary Report

PubMed Central

Mazzotta, Laura; Cozzani, Mauro; Mutinelli, Sabrina; Castaldo, Attilio; Silvestrini-Biavati, Armando

2013-01-01

Objectives. To build a 3D parametric model to detect shape and volume of dental roots, from a panoramic radiograph (PAN) of the patient. Materials and Methods. A PAN and a cone beam computed tomography (CBCT) of a patient were acquired. For each tooth, various parameters were considered (coronal and root lengths and widths): these were measured from the CBCT and from the PAN. Measures were compared to evaluate the accuracy level of PAN measurements. By using a CAD software, parametric models of an incisor and of a molar were constructed employing B-spline curves and free-form surfaces. PAN measures of teeth 2.1 and 3.6 were assigned to the parametric models; the same two teeth were segmented from CBCT. The two models were superimposed to assess the accuracy of the parametric model. Results. PAN measures resulted to be accurate and comparable with all other measurements. From model superimposition the maximum error resulted was 1.1 mm on the incisor crown and 2 mm on the molar furcation. Conclusion. This study shows that it is possible to build a 3D parametric model starting from 2D information with a clinically valid accuracy level. This can ultimately lead to a crown-root movement simulation. PMID:23554814

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.

Control law parameterization for an aeroelastic wind-tunnel model equipped with an active roll control system and comparison with experiment

NASA Technical Reports Server (NTRS)

Perry, Boyd, III; Dunn, H. J.; Sandford, Maynard C.

1988-01-01

Nominal roll control laws were designed, implemented, and tested on an aeroelastically-scaled free-to-roll wind-tunnel model of an advanced fighter configuration. The tests were performed in the NASA Langley Transonic Dynamics Tunnel. A parametric study of the nominal roll control system was conducted. This parametric study determined possible control system gain variations which yielded identical closed-loop stability (roll mode pole location) and identical roll response but different maximum control-surface deflections. Comparison of analytical predictions with wind-tunnel results was generally very good.

NpNn scheme and the saturation of collectivity in the A~=170 and 230 regions

NASA Astrophysics Data System (ADS)

Saha, M.; Sen, S.

1993-02-01

It is shown that the well known phenomenon of the saturation in the B(E20+1-->2+1), as well as the E+21 values near midshell in the even rare-earth and actinide nuclei, can be reproduced in the NpNn scheme through a very simple parametrization in terms of the maximum number of valence protons and neutrons available in the major shells under consideration. This parametrization leads to a product (NpNn)eff which is found to have a more universal character as a structure variable than the usual NpNn.

Tropical cyclone induced asymmetry of sea level surge and fall and its presentation in a storm surge model with parametric wind fields

NASA Astrophysics Data System (ADS)

Peng, Machuan; Xie, Lian; Pietrafesa, Leonard J.

The asymmetry of tropical cyclone induced maximum coastal sea level rise (positive surge) and fall (negative surge) is studied using a three-dimensional storm surge model. It is found that the negative surge induced by offshore winds is more sensitive to wind speed and direction changes than the positive surge by onshore winds. As a result, negative surge is inherently more difficult to forecast than positive surge since there is uncertainty in tropical storm wind forecasts. The asymmetry of negative and positive surge under parametric wind forcing is more apparent in shallow water regions. For tropical cyclones with fixed central pressure, the surge asymmetry increases with decreasing storm translation speed. For those with the same translation speed, a weaker tropical cyclone is expected to gain a higher AI (asymmetry index) value though its induced maximum surge and fall are smaller. With fixed RMW (radius of maximum wind), the relationship between central pressure and AI is heterogeneous and depends on the value of RMW. Tropical cyclone's wind inflow angle can also affect surge asymmetry. A set of idealized cases as well as two historic tropical cyclones are used to illustrate the surge asymmetry.

Practical aspects of a maximum likelihood estimation method to extract stability and control derivatives from flight data

NASA Technical Reports Server (NTRS)

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

1976-01-01

A maximum likelihood estimation method was applied to flight data and procedures to facilitate the routine analysis of a large amount of flight data were described. Techniques that can be used to obtain stability and control derivatives from aircraft maneuvers that are less than ideal for this purpose are described. The techniques involve detecting and correcting the effects of dependent or nearly dependent variables, structural vibration, data drift, inadequate instrumentation, and difficulties with the data acquisition system and the mathematical model. The use of uncertainty levels and multiple maneuver analysis also proved to be useful in improving the quality of the estimated coefficients. The procedures used for editing the data and for overall analysis are also discussed.

Sparse representation and dictionary learning penalized image reconstruction for positron emission tomography.

PubMed

Chen, Shuhang; Liu, Huafeng; Shi, Pengcheng; Chen, Yunmei

2015-01-21

Accurate and robust reconstruction of the radioactivity concentration is of great importance in positron emission tomography (PET) imaging. Given the Poisson nature of photo-counting measurements, we present a reconstruction framework that integrates sparsity penalty on a dictionary into a maximum likelihood estimator. Patch-sparsity on a dictionary provides the regularization for our effort, and iterative procedures are used to solve the maximum likelihood function formulated on Poisson statistics. Specifically, in our formulation, a dictionary could be trained on CT images, to provide intrinsic anatomical structures for the reconstructed images, or adaptively learned from the noisy measurements of PET. Accuracy of the strategy with very promising application results from Monte-Carlo simulations, and real data are demonstrated.

A maximum likelihood analysis of the CoGeNT public dataset

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

Kelso, Chris, E-mail: ckelso@unf.edu

The CoGeNT detector, located in the Soudan Underground Laboratory in Northern Minnesota, consists of a 475 grams (fiducial mass of 330 grams) target mass of p-type point contact germanium detector that measures the ionization charge created by nuclear recoils. This detector has searched for recoils created by dark matter since December of 2009. We analyze the public dataset from the CoGeNT experiment to search for evidence of dark matter interactions with the detector. We perform an unbinned maximum likelihood fit to the data and compare the significance of different WIMP hypotheses relative to each other and the null hypothesis ofmore » no WIMP interactions. This work presents the current status of the analysis.« less

2-Step Maximum Likelihood Channel Estimation for Multicode DS-CDMA with Frequency-Domain Equalization

NASA Astrophysics Data System (ADS)

Kojima, Yohei; Takeda, Kazuaki; Adachi, Fumiyuki

Frequency-domain equalization (FDE) based on the minimum mean square error (MMSE) criterion can provide better downlink bit error rate (BER) performance of direct sequence code division multiple access (DS-CDMA) than the conventional rake combining in a frequency-selective fading channel. FDE requires accurate channel estimation. In this paper, we propose a new 2-step maximum likelihood channel estimation (MLCE) for DS-CDMA with FDE in a very slow frequency-selective fading environment. The 1st step uses the conventional pilot-assisted MMSE-CE and the 2nd step carries out the MLCE using decision feedback from the 1st step. The BER performance improvement achieved by 2-step MLCE over pilot assisted MMSE-CE is confirmed by computer simulation.

BOREAS TE-18 Landsat TM Maximum Likelihood Classification Image of the NSA

NASA Technical Reports Server (NTRS)

Hall, Forrest G. (Editor); Knapp, David

2000-01-01

The BOREAS TE-18 team focused its efforts on using remotely sensed data to characterize the successional and disturbance dynamics of the boreal forest for use in carbon modeling. The objective of this classification is to provide the BOREAS investigators with a data product that characterizes the land cover of the NSA. A Landsat-5 TM image from 20-Aug-1988 was used to derive this classification. A standard supervised maximum likelihood classification approach was used to produce this classification. The data are provided in a binary image format file. The data files are available on a CD-ROM (see document number 20010000884), or from the Oak Ridge National Laboratory (ORNL) Distributed Activity Archive Center (DAAC).

A real-time digital program for estimating aircraft stability and control parameters from flight test data by using the maximum likelihood method

NASA Technical Reports Server (NTRS)

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

1973-01-01

A computer program (Langley program C1123) has been developed for estimating aircraft stability and control parameters from flight test data. These parameters are estimated by the maximum likelihood estimation procedure implemented on a real-time digital simulation system, which uses the Control Data 6600 computer. This system allows the investigator to interact with the program in order to obtain satisfactory results. Part of this system, the control and display capabilities, is described for this program. This report also describes the computer program by presenting the program variables, subroutines, flow charts, listings, and operational features. Program usage is demonstrated with a test case using pseudo or simulated flight data.

Spectral decompositions of multiple time series: a Bayesian non-parametric approach.

PubMed

Macaro, Christian; Prado, Raquel

2014-01-01

We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then use Whittle's approximation to the likelihood function and follow a Bayesian non-parametric approach to obtain posterior inference on the spectral densities based on Bernstein-Dirichlet prior distributions. The prior is strategically important as it carries identifiability conditions for the models and allows us to quantify our degree of confidence in such conditions. A Markov chain Monte Carlo (MCMC) algorithm for posterior inference within this class of frequency-domain models is presented.We illustrate the approach by analyzing simulated and real data via spectral one-way and two-way models. In particular, we present an analysis of functional magnetic resonance imaging (fMRI) brain responses measured in individuals who participated in a designed experiment to study pain perception in humans.

Smooth centile curves for skew and kurtotic data modelled using the Box-Cox power exponential distribution.

PubMed

Rigby, Robert A; Stasinopoulos, D Mikis

2004-10-15

The Box-Cox power exponential (BCPE) distribution, developed in this paper, provides a model for a dependent variable Y exhibiting both skewness and kurtosis (leptokurtosis or platykurtosis). The distribution is defined by a power transformation Y(nu) having a shifted and scaled (truncated) standard power exponential distribution with parameter tau. The distribution has four parameters and is denoted BCPE (mu,sigma,nu,tau). The parameters, mu, sigma, nu and tau, may be interpreted as relating to location (median), scale (approximate coefficient of variation), skewness (transformation to symmetry) and kurtosis (power exponential parameter), respectively. Smooth centile curves are obtained by modelling each of the four parameters of the distribution as a smooth non-parametric function of an explanatory variable. A Fisher scoring algorithm is used to fit the non-parametric model by maximizing a penalized likelihood. The first and expected second and cross derivatives of the likelihood, with respect to mu, sigma, nu and tau, required for the algorithm, are provided. The centiles of the BCPE distribution are easy to calculate, so it is highly suited to centile estimation. This application of the BCPE distribution to smooth centile estimation provides a generalization of the LMS method of the centile estimation to data exhibiting kurtosis (as well as skewness) different from that of a normal distribution and is named here the LMSP method of centile estimation. The LMSP method of centile estimation is applied to modelling the body mass index of Dutch males against age. 2004 John Wiley & Sons, Ltd.

Estimating hazard ratios in cohort data with missing disease information due to death.

PubMed

Binder, Nadine; Herrnböck, Anne-Sophie; Schumacher, Martin

2017-03-01

In clinical and epidemiological studies information on the primary outcome of interest, that is, the disease status, is usually collected at a limited number of follow-up visits. The disease status can often only be retrieved retrospectively in individuals who are alive at follow-up, but will be missing for those who died before. Right-censoring the death cases at the last visit (ad-hoc analysis) yields biased hazard ratio estimates of a potential risk factor, and the bias can be substantial and occur in either direction. In this work, we investigate three different approaches that use the same likelihood contributions derived from an illness-death multistate model in order to more adequately estimate the hazard ratio by including the death cases into the analysis: a parametric approach, a penalized likelihood approach, and an imputation-based approach. We investigate to which extent these approaches allow for an unbiased regression analysis by evaluating their performance in simulation studies and on a real data example. In doing so, we use the full cohort with complete illness-death data as reference and artificially induce missing information due to death by setting discrete follow-up visits. Compared to an ad-hoc analysis, all considered approaches provide less biased or even unbiased results, depending on the situation studied. In the real data example, the parametric approach is seen to be too restrictive, whereas the imputation-based approach could almost reconstruct the original event history information. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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.

A Parametric Oscillator Experiment for Undergraduates

NASA Astrophysics Data System (ADS)

Huff, Alison; Thompson, Johnathon; Pate, Jacob; Kim, Hannah; Chiao, Raymond; Sharping, Jay

We describe an upper-division undergraduate-level analytic mechanics experiment or classroom demonstration of a weakly-damped pendulum driven into parametric resonance. Students can derive the equations of motion from first principles and extract key oscillator features, such as quality factor and parametric gain, from experimental data. The apparatus is compact, portable and easily constructed from inexpensive components. Motion control and data acquisition are accomplished using an Arduino micro-controller incorporating a servo motor, laser sensor, and data logger. We record the passage time of the pendulum through its equilibrium position and obtain the maximum speed per oscillation as a function of time. As examples of the interesting physics which the experiment reveals, we present contour plots depicting the energy of the system as functions of driven frequency and modulation depth. We observe the transition to steady state oscillation and compare the experimental oscillation threshold with theoretical expectations. A thorough understanding of this hands-on laboratory exercise provides a foundation for current research in quantum information and opto-mechanics, where damped harmonic motion, quality factor, and parametric amplification are central.

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 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…

A consistent NPMLE of the joint distribution function with competing risks data under the dependent masking and right-censoring model.

PubMed

Li, Jiahui; Yu, Qiqing

2016-01-01

Dinse (Biometrics, 38:417-431, 1982) provides a special type of right-censored and masked competing risks data and proposes a non-parametric maximum likelihood estimator (NPMLE) and a pseudo MLE of the joint distribution function [Formula: see text] with such data. However, their asymptotic properties have not been studied so far. Under the extention of either the conditional masking probability (CMP) model or the random partition masking (RPM) model (Yu and Li, J Nonparametr Stat 24:753-764, 2012), we show that (1) Dinse's estimators are consistent if [Formula: see text] takes on finitely many values and each point in the support set of [Formula: see text] can be observed; (2) if the failure time is continuous, the NPMLE is not uniquely determined, and the standard approach (which puts weights only on one element in each observed set) leads to an inconsistent NPMLE; (3) in general, Dinse's estimators are not consistent even under the discrete assumption; (4) we construct a consistent NPMLE. The consistency is given under a new model called dependent masking and right-censoring model. The CMP model and the RPM model are indeed special cases of the new model. We compare our estimator to Dinse's estimators through simulation and real data. Simulation study indicates that the consistent NPMLE is a good approximation to the underlying distribution for moderate sample sizes.

Dynamic Method for Identifying Collected Sample Mass

NASA Technical Reports Server (NTRS)

Carson, John

2008-01-01

G-Sample is designed for sample collection missions to identify the presence and quantity of sample material gathered by spacecraft equipped with end effectors. The software method uses a maximum-likelihood estimator to identify the collected sample's mass based on onboard force-sensor measurements, thruster firings, and a dynamics model of the spacecraft. This makes sample mass identification a computation rather than a process requiring additional hardware. Simulation examples of G-Sample are provided for spacecraft model configurations with a sample collection device mounted on the end of an extended boom. In the absence of thrust knowledge errors, the results indicate that G-Sample can identify the amount of collected sample mass to within 10 grams (with 95-percent confidence) by using a force sensor with a noise and quantization floor of 50 micrometers. These results hold even in the presence of realistic parametric uncertainty in actual spacecraft inertia, center-of-mass offset, and first flexibility modes. Thrust profile knowledge is shown to be a dominant sensitivity for G-Sample, entering in a nearly one-to-one relationship with the final mass estimation error. This means thrust profiles should be well characterized with onboard accelerometers prior to sample collection. An overall sample-mass estimation error budget has been developed to approximate the effect of model uncertainty, sensor noise, data rate, and thrust profile error on the expected estimate of collected sample mass.

Land use/cover classification in the Brazilian Amazon using satellite images.

PubMed

Lu, Dengsheng; Batistella, Mateus; Li, Guiying; Moran, Emilio; Hetrick, Scott; Freitas, Corina da Costa; Dutra, Luciano Vieira; Sant'anna, Sidnei João Siqueira

2012-09-01

Land use/cover classification is one of the most important applications in remote sensing. However, mapping accurate land use/cover spatial distribution is a challenge, particularly in moist tropical regions, due to the complex biophysical environment and limitations of remote sensing data per se. This paper reviews experiments related to land use/cover classification in the Brazilian Amazon for a decade. Through comprehensive analysis of the classification results, it is concluded that spatial information inherent in remote sensing data plays an essential role in improving land use/cover classification. Incorporation of suitable textural images into multispectral bands and use of segmentation-based method are valuable ways to improve land use/cover classification, especially for high spatial resolution images. Data fusion of multi-resolution images within optical sensor data is vital for visual interpretation, but may not improve classification performance. In contrast, integration of optical and radar data did improve classification performance when the proper data fusion method was used. Of the classification algorithms available, the maximum likelihood classifier is still an important method for providing reasonably good accuracy, but nonparametric algorithms, such as classification tree analysis, has the potential to provide better results. However, they often require more time to achieve parametric optimization. Proper use of hierarchical-based methods is fundamental for developing accurate land use/cover classification, mainly from historical remotely sensed data.

Spectral Entropies as Information-Theoretic Tools for Complex Network Comparison

NASA Astrophysics Data System (ADS)

De Domenico, Manlio; Biamonte, Jacob

2016-10-01

Any physical system can be viewed from the perspective that information is implicitly represented in its state. However, the quantification of this information when it comes to complex networks has remained largely elusive. In this work, we use techniques inspired by quantum statistical mechanics to define an entropy measure for complex networks and to develop a set of information-theoretic tools, based on network spectral properties, such as Rényi q entropy, generalized Kullback-Leibler and Jensen-Shannon divergences, the latter allowing us to define a natural distance measure between complex networks. First, we show that by minimizing the Kullback-Leibler divergence between an observed network and a parametric network model, inference of model parameter(s) by means of maximum-likelihood estimation can be achieved and model selection can be performed with appropriate information criteria. Second, we show that the information-theoretic metric quantifies the distance between pairs of networks and we can use it, for instance, to cluster the layers of a multilayer system. By applying this framework to networks corresponding to sites of the human microbiome, we perform hierarchical cluster analysis and recover with high accuracy existing community-based associations. Our results imply that spectral-based statistical inference in complex networks results in demonstrably superior performance as well as a conceptual backbone, filling a gap towards a network information theory.

Induction machine bearing faults detection based on a multi-dimensional MUSIC algorithm and maximum likelihood estimation.

PubMed

Elbouchikhi, Elhoussin; Choqueuse, Vincent; Benbouzid, Mohamed

2016-07-01

Condition monitoring of electric drives is of paramount importance since it contributes to enhance the system reliability and availability. Moreover, the knowledge about the fault mode behavior is extremely important in order to improve system protection and fault-tolerant control. Fault detection and diagnosis in squirrel cage induction machines based on motor current signature analysis (MCSA) has been widely investigated. Several high resolution spectral estimation techniques have been developed and used to detect induction machine abnormal operating conditions. This paper focuses on the application of MCSA for the detection of abnormal mechanical conditions that may lead to induction machines failure. In fact, this paper is devoted to the detection of single-point defects in bearings based on parametric spectral estimation. A multi-dimensional MUSIC (MD MUSIC) algorithm has been developed for bearing faults detection based on bearing faults characteristic frequencies. This method has been used to estimate the fundamental frequency and the fault related frequency. Then, an amplitude estimator of the fault characteristic frequencies has been proposed and fault indicator has been derived for fault severity measurement. The proposed bearing faults detection approach is assessed using simulated stator currents data, issued from a coupled electromagnetic circuits approach for air-gap eccentricity emulating bearing faults. Then, experimental data are used for validation purposes. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

A general framework for the regression analysis of pooled biomarker assessments.

PubMed

Liu, Yan; McMahan, Christopher; Gallagher, Colin

2017-07-10

As a cost-efficient data collection mechanism, the process of assaying pooled biospecimens is becoming increasingly common in epidemiological research; for example, pooling has been proposed for the purpose of evaluating the diagnostic efficacy of biological markers (biomarkers). To this end, several authors have proposed techniques that allow for the analysis of continuous pooled biomarker assessments. Regretfully, most of these techniques proceed under restrictive assumptions, are unable to account for the effects of measurement error, and fail to control for confounding variables. These limitations are understandably attributable to the complex structure that is inherent to measurements taken on pooled specimens. Consequently, in order to provide practitioners with the tools necessary to accurately and efficiently analyze pooled biomarker assessments, herein, a general Monte Carlo maximum likelihood-based procedure is presented. The proposed approach allows for the regression analysis of pooled data under practically all parametric models and can be used to directly account for the effects of measurement error. Through simulation, it is shown that the proposed approach can accurately and efficiently estimate all unknown parameters and is more computational efficient than existing techniques. This new methodology is further illustrated using monocyte chemotactic protein-1 data collected by the Collaborative Perinatal Project in an effort to assess the relationship between this chemokine and the risk of miscarriage. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

The probabilistic neural network architecture for high speed classification of remotely sensed imagery

NASA Technical Reports Server (NTRS)

Chettri, Samir R.; Cromp, Robert F.

1993-01-01

In this paper we discuss a neural network architecture (the Probabilistic Neural Net or the PNN) that, to the best of our knowledge, has not previously been applied to remotely sensed data. The PNN is a supervised non-parametric classification algorithm as opposed to the Gaussian maximum likelihood classifier (GMLC). The PNN works by fitting a Gaussian kernel to each training point. The width of the Gaussian is controlled by a tuning parameter called the window width. If very small widths are used, the method is equivalent to the nearest neighbor method. For large windows, the PNN behaves like the GMLC. The basic implementation of the PNN requires no training time at all. In this respect it is far better than the commonly used backpropagation neural network which can be shown to take O(N6) time for training where N is the dimensionality of the input vector. In addition the PNN can be implemented in a feed forward mode in hardware. The disadvantage of the PNN is that it requires all the training data to be stored. Some solutions to this problem are discussed in the paper. Finally, we discuss the accuracy of the PNN with respect to the GMLC and the backpropagation neural network (BPNN). The PNN is shown to be better than GMLC and not as good as the BPNN with regards to classification accuracy.

A method of classification for multisource data in remote sensing based on interval-valued probabilities

NASA Technical Reports Server (NTRS)

Kim, Hakil; Swain, Philip H.

1990-01-01

An axiomatic approach to intervalued (IV) probabilities is presented, where the IV probability is defined by a pair of set-theoretic functions which satisfy some pre-specified axioms. On the basis of this approach representation of statistical evidence and combination of multiple bodies of evidence are emphasized. Although IV probabilities provide an innovative means for the representation and combination of evidential information, they make the decision process rather complicated. It entails more intelligent strategies for making decisions. The development of decision rules over IV probabilities is discussed from the viewpoint of statistical pattern recognition. The proposed method, so called evidential reasoning method, is applied to the ground-cover classification of a multisource data set consisting of Multispectral Scanner (MSS) data, Synthetic Aperture Radar (SAR) data, and digital terrain data such as elevation, slope, and aspect. By treating the data sources separately, the method is able to capture both parametric and nonparametric information and to combine them. Then the method is applied to two separate cases of classifying multiband data obtained by a single sensor. In each case a set of multiple sources is obtained by dividing the dimensionally huge data into smaller and more manageable pieces based on the global statistical correlation information. By a divide-and-combine process, the method is able to utilize more features than the conventional maximum likelihood method.

FADO: a statistical method to detect favored or avoided distances between occurrences of motifs using the Hawkes' model.

PubMed

Gusto, Gaelle; Schbath, Sophie

2005-01-01

We propose an original statistical method to estimate how the occurrences of a given process along a genome, genes or motifs for instance, may be influenced by the occurrences of a second process. More precisely, the aim is to detect avoided and/or favored distances between two motifs, for instance, suggesting possible interactions at a molecular level. For this, we consider occurrences along the genome as point processes and we use the so-called Hawkes' model. In such model, the intensity at position t depends linearly on the distances to past occurrences of both processes via two unknown profile functions to estimate. We perform a non parametric estimation of both profiles by using B-spline decompositions and a constrained maximum likelihood method. Finally, we use the AIC criterion for the model selection. Simulations show the excellent behavior of our estimation procedure. We then apply it to study (i) the dependence between gene occurrences along the E. coli genome and the occurrences of a motif known to be part of the major promoter for this bacterium, and (ii) the dependence between the yeast S. cerevisiae genes and the occurrences of putative polyadenylation signals. The results are coherent with known biological properties or previous predictions, meaning this method can be of great interest for functional motif detection, or to improve knowledge of some biological mechanisms.

Land use/cover classification in the Brazilian Amazon using satellite images

PubMed Central

Lu, Dengsheng; Batistella, Mateus; Li, Guiying; Moran, Emilio; Hetrick, Scott; Freitas, Corina da Costa; Dutra, Luciano Vieira; Sant’Anna, Sidnei João Siqueira

2013-01-01

Land use/cover classification is one of the most important applications in remote sensing. However, mapping accurate land use/cover spatial distribution is a challenge, particularly in moist tropical regions, due to the complex biophysical environment and limitations of remote sensing data per se. This paper reviews experiments related to land use/cover classification in the Brazilian Amazon for a decade. Through comprehensive analysis of the classification results, it is concluded that spatial information inherent in remote sensing data plays an essential role in improving land use/cover classification. Incorporation of suitable textural images into multispectral bands and use of segmentation-based method are valuable ways to improve land use/cover classification, especially for high spatial resolution images. Data fusion of multi-resolution images within optical sensor data is vital for visual interpretation, but may not improve classification performance. In contrast, integration of optical and radar data did improve classification performance when the proper data fusion method was used. Of the classification algorithms available, the maximum likelihood classifier is still an important method for providing reasonably good accuracy, but nonparametric algorithms, such as classification tree analysis, has the potential to provide better results. However, they often require more time to achieve parametric optimization. Proper use of hierarchical-based methods is fundamental for developing accurate land use/cover classification, mainly from historical remotely sensed data. PMID:24353353

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.

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

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.

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

Acoustic Characteristics of a Model Isolated Tiltrotor in DNW

NASA Technical Reports Server (NTRS)

Booth, Earl R., Jr.; McCluer, Megan; Tadghighi, Hormoz

1999-01-01

An aeroacoustic wind tunnel test was conducted using a scaled isolated tiltrotor model. Acoustic data were acquired using an in-flow microphone wing traversed beneath the model to map the directivity of the near-field acoustic radiation of the rotor for a parametric variation of rotor angle-of-attack, tunnel speed, and rotor thrust. Acoustic metric data were examined to show trends of impulsive noise for the parametric variations. BVISPL maximum noise levels were found to increase with alpha for constant mu and C(sub T), although the maximum BVI levels were found at much higher a than for a typical helicopter. BVISPL levels were found to increase with mu for constant alpha and C(sub T. BVISPL was found to decrease with increasing CT for constant a and m, although BVISPL increased with thrust for a constant wake geometry. Metric data were also scaled for M(sub up) to evaluate how well simple power law scaling could be used to correct metric data for M(sub up) effects.

Bayesian analysis of time-series data under case-crossover designs: posterior equivalence and inference.

PubMed

Li, Shi; Mukherjee, Bhramar; Batterman, Stuart; Ghosh, Malay

2013-12-01

Case-crossover designs are widely used to study short-term exposure effects on the risk of acute adverse health events. While the frequentist literature on this topic is vast, there is no Bayesian work in this general area. The contribution of this paper is twofold. First, the paper establishes Bayesian equivalence results that require characterization of the set of priors under which the posterior distributions of the risk ratio parameters based on a case-crossover and time-series analysis are identical. Second, the paper studies inferential issues under case-crossover designs in a Bayesian framework. Traditionally, a conditional logistic regression is used for inference on risk-ratio parameters in case-crossover studies. We consider instead a more general full likelihood-based approach which makes less restrictive assumptions on the risk functions. Formulation of a full likelihood leads to growth in the number of parameters proportional to the sample size. We propose a semi-parametric Bayesian approach using a Dirichlet process prior to handle the random nuisance parameters that appear in a full likelihood formulation. We carry out a simulation study to compare the Bayesian methods based on full and conditional likelihood with the standard frequentist approaches for case-crossover and time-series analysis. The proposed methods are illustrated through the Detroit Asthma Morbidity, Air Quality and Traffic study, which examines the association between acute asthma risk and ambient air pollutant concentrations. © 2013, The International Biometric Society.

Multiple-Hit Parameter Estimation in Monolithic Detectors

PubMed Central

Barrett, Harrison H.; Lewellen, Tom K.; Miyaoka, Robert S.

2014-01-01

We examine a maximum-a-posteriori method for estimating the primary interaction position of gamma rays with multiple interaction sites (hits) in a monolithic detector. In assessing the performance of a multiple-hit estimator over that of a conventional one-hit estimator, we consider a few different detector and readout configurations of a 50-mm-wide square cerium-doped lutetium oxyorthosilicate block. For this study, we use simulated data from SCOUT, a Monte-Carlo tool for photon tracking and modeling scintillation- camera output. With this tool, we determine estimate bias and variance for a multiple-hit estimator and compare these with similar metrics for a one-hit maximum-likelihood estimator, which assumes full energy deposition in one hit. We also examine the effect of event filtering on these metrics; for this purpose, we use a likelihood threshold to reject signals that are not likely to have been produced under the assumed likelihood model. Depending on detector design, we observe a 1%–12% improvement of intrinsic resolution for a 1-or-2-hit estimator as compared with a 1-hit estimator. We also observe improved differentiation of photopeak events using a 1-or-2-hit estimator as compared with the 1-hit estimator; more than 6% of photopeak events that were rejected by likelihood filtering for the 1-hit estimator were accurately identified as photopeak events and positioned without loss of resolution by a 1-or-2-hit estimator; for PET, this equates to at least a 12% improvement in coincidence-detection efficiency with likelihood filtering applied. PMID:23193231

Proportion estimation using prior cluster purities

NASA Technical Reports Server (NTRS)

Terrell, G. R. (Principal Investigator)

1980-01-01

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

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

PubMed Central

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

1990-01-01

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

Approximated mutual information training for speech recognition using myoelectric signals.

PubMed

Guo, Hua J; Chan, A D C

2006-01-01

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

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

PubMed

Gil, Manuel

2014-01-01

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