SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.
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).
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.
Logarithmic Laplacian Prior Based Bayesian Inverse Synthetic Aperture Radar Imaging.
Zhang, Shuanghui; Liu, Yongxiang; Li, Xiang; Bi, Guoan
2016-04-28
This paper presents a novel Inverse Synthetic Aperture Radar Imaging (ISAR) algorithm based on a new sparse prior, known as the logarithmic Laplacian prior. The newly proposed logarithmic Laplacian prior has a narrower main lobe with higher tail values than the Laplacian prior, which helps to achieve performance improvement on sparse representation. The logarithmic Laplacian prior is used for ISAR imaging within the Bayesian framework to achieve better focused radar image. In the proposed method of ISAR imaging, the phase errors are jointly estimated based on the minimum entropy criterion to accomplish autofocusing. The maximum a posterior (MAP) estimation and the maximum likelihood estimation (MLE) are utilized to estimate the model parameters to avoid manually tuning process. Additionally, the fast Fourier Transform (FFT) and Hadamard product are used to minimize the required computational efficiency. Experimental results based on both simulated and measured data validate that the proposed algorithm outperforms the traditional sparse ISAR imaging algorithms in terms of resolution improvement and noise suppression.
Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations
NASA Astrophysics Data System (ADS)
Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.
2017-09-01
This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.
Non-convex Statistical Optimization for Sparse Tensor Graphical Model
Sun, Wei; Wang, Zhaoran; Liu, Han; Cheng, Guang
2016-01-01
We consider the estimation of sparse graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. The penalized maximum likelihood estimation of this model involves minimizing a non-convex objective function. In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with the optimal statistical rate of convergence as well as consistent graph recovery. Notably, such an estimator achieves estimation consistency with only one tensor sample, which is unobserved in previous work. Our theoretical results are backed by thorough numerical studies. PMID:28316459
Image classification at low light levels
NASA Astrophysics Data System (ADS)
Wernick, Miles N.; Morris, G. Michael
1986-12-01
An imaging photon-counting detector is used to achieve automatic sorting of two image classes. The classification decision is formed on the basis of the cross correlation between a photon-limited input image and a reference function stored in computer memory. Expressions for the statistical parameters of the low-light-level correlation signal are given and are verified experimentally. To obtain a correlation-based system for two-class sorting, it is necessary to construct a reference function that produces useful information for class discrimination. An expression for such a reference function is derived using maximum-likelihood decision theory. Theoretically predicted results are used to compare on the basis of performance the maximum-likelihood reference function with Fukunaga-Koontz basis vectors and average filters. For each method, good class discrimination is found to result in milliseconds from a sparse sampling of the input image.
Inference of the sparse kinetic Ising model using the decimation method
NASA Astrophysics Data System (ADS)
Decelle, Aurélien; Zhang, Pan
2015-05-01
In this paper we study the inference of the kinetic Ising model on sparse graphs by the decimation method. The decimation method, which was first proposed in Decelle and Ricci-Tersenghi [Phys. Rev. Lett. 112, 070603 (2014), 10.1103/PhysRevLett.112.070603] for the static inverse Ising problem, tries to recover the topology of the inferred system by setting the weakest couplings to zero iteratively. During the decimation process the likelihood function is maximized over the remaining couplings. Unlike the ℓ1-optimization-based methods, the decimation method does not use the Laplace distribution as a heuristic choice of prior to select a sparse solution. In our case, the whole process can be done auto-matically without fixing any parameters by hand. We show that in the dynamical inference problem, where the task is to reconstruct the couplings of an Ising model given the data, the decimation process can be applied naturally into a maximum-likelihood optimization algorithm, as opposed to the static case where pseudolikelihood method needs to be adopted. We also use extensive numerical studies to validate the accuracy of our methods in dynamical inference problems. Our results illustrate that, on various topologies and with different distribution of couplings, the decimation method outperforms the widely used ℓ1-optimization-based methods.
A LANDSAT study of ephemeral and perennial rangeland vegetation and soils
NASA Technical Reports Server (NTRS)
Bentley, R. G., Jr. (Principal Investigator); Salmon-Drexler, B. C.; Bonner, W. J.; Vincent, R. K.
1976-01-01
The author has identified the following significant results. Several methods of computer processing were applied to LANDSAT data for mapping vegetation characteristics of perennial rangeland in Montana and ephemeral rangeland in Arizona. The choice of optimal processing technique was dependent on prescribed mapping and site condition. Single channel level slicing and ratioing of channels were used for simple enhancement. Predictive models for mapping percent vegetation cover based on data from field spectra and LANDSAT data were generated by multiple linear regression of six unique LANDSAT spectral ratios. Ratio gating logic and maximum likelihood classification were applied successfully to recognize plant communities in Montana. Maximum likelihood classification did little to improve recognition of terrain features when compared to a single channel density slice in sparsely vegetated Arizona. LANDSAT was found to be more sensitive to differences between plant communities based on percentages of vigorous vegetation than to actual physical or spectral differences among plant species.
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.
Dictionary Learning Algorithms for Sparse Representation
Kreutz-Delgado, Kenneth; Murray, Joseph F.; Rao, Bhaskar D.; Engan, Kjersti; Lee, Te-Won; Sejnowski, Terrence J.
2010-01-01
Algorithms for data-driven learning of domain-specific overcomplete dictionaries are developed to obtain maximum likelihood and maximum a posteriori dictionary estimates based on the use of Bayesian models with concave/Schur-concave (CSC) negative log priors. Such priors are appropriate for obtaining sparse representations of environmental signals within an appropriately chosen (environmentally matched) dictionary. The elements of the dictionary can be interpreted as concepts, features, or words capable of succinct expression of events encountered in the environment (the source of the measured signals). This is a generalization of vector quantization in that one is interested in a description involving a few dictionary entries (the proverbial “25 words or less”), but not necessarily as succinct as one entry. To learn an environmentally adapted dictionary capable of concise expression of signals generated by the environment, we develop algorithms that iterate between a representative set of sparse representations found by variants of FOCUSS and an update of the dictionary using these sparse representations. Experiments were performed using synthetic data and natural images. For complete dictionaries, we demonstrate that our algorithms have improved performance over other independent component analysis (ICA) methods, measured in terms of signal-to-noise ratios of separated sources. In the overcomplete case, we show that the true underlying dictionary and sparse sources can be accurately recovered. In tests with natural images, learned overcomplete dictionaries are shown to have higher coding efficiency than complete dictionaries; that is, images encoded with an over-complete dictionary have both higher compression (fewer bits per pixel) and higher accuracy (lower mean square error). PMID:12590811
Fast Component Pursuit for Large-Scale Inverse Covariance Estimation.
Han, Lei; Zhang, Yu; Zhang, Tong
2016-08-01
The maximum likelihood estimation (MLE) for the Gaussian graphical model, which is also known as the inverse covariance estimation problem, has gained increasing interest recently. Most existing works assume that inverse covariance estimators contain sparse structure and then construct models with the ℓ 1 regularization. In this paper, different from existing works, we study the inverse covariance estimation problem from another perspective by efficiently modeling the low-rank structure in the inverse covariance, which is assumed to be a combination of a low-rank part and a diagonal matrix. One motivation for this assumption is that the low-rank structure is common in many applications including the climate and financial analysis, and another one is that such assumption can reduce the computational complexity when computing its inverse. Specifically, we propose an efficient COmponent Pursuit (COP) method to obtain the low-rank part, where each component can be sparse. For optimization, the COP method greedily learns a rank-one component in each iteration by maximizing the log-likelihood. Moreover, the COP algorithm enjoys several appealing properties including the existence of an efficient solution in each iteration and the theoretical guarantee on the convergence of this greedy approach. Experiments on large-scale synthetic and real-world datasets including thousands of millions variables show that the COP method is faster than the state-of-the-art techniques for the inverse covariance estimation problem when achieving comparable log-likelihood on test data.
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
Inverse Ising problem in continuous time: A latent variable approach
NASA Astrophysics Data System (ADS)
Donner, Christian; Opper, Manfred
2017-12-01
We consider the inverse Ising problem: the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form which allows for simple iterative inference algorithms with analytical updates. The variables are (1) Poisson variables to linearize an exponential term which is typical for point process likelihoods and (2) Pólya-Gamma variables, which make the likelihood quadratic in the coupling parameters. Using the augmented likelihood, we derive an expectation-maximization (EM) algorithm to obtain the maximum likelihood estimate of network parameters. Using a third set of latent variables we extend the EM algorithm to sparse couplings via L1 regularization. Finally, we develop an efficient approximate Bayesian inference algorithm using a variational approach. We demonstrate the performance of our algorithms on data simulated from an Ising model. For data which are simulated from a more biologically plausible network with spiking neurons, we show that the Ising model captures well the low order statistics of the data and how the Ising couplings are related to the underlying synaptic structure of the simulated network.
Brain tumor segmentation from multimodal magnetic resonance images via sparse representation.
Li, Yuhong; Jia, Fucang; Qin, Jing
2016-10-01
Accurately segmenting and quantifying brain gliomas from magnetic resonance (MR) images remains a challenging task because of the large spatial and structural variability among brain tumors. To develop a fully automatic and accurate brain tumor segmentation algorithm, we present a probabilistic model of multimodal MR brain tumor segmentation. This model combines sparse representation and the Markov random field (MRF) to solve the spatial and structural variability problem. We formulate the tumor segmentation problem as a multi-classification task by labeling each voxel as the maximum posterior probability. We estimate the maximum a posteriori (MAP) probability by introducing the sparse representation into a likelihood probability and a MRF into the prior probability. Considering the MAP as an NP-hard problem, we convert the maximum posterior probability estimation into a minimum energy optimization problem and employ graph cuts to find the solution to the MAP estimation. Our method is evaluated using the Brain Tumor Segmentation Challenge 2013 database (BRATS 2013) and obtained Dice coefficient metric values of 0.85, 0.75, and 0.69 on the high-grade Challenge data set, 0.73, 0.56, and 0.54 on the high-grade Challenge LeaderBoard data set, and 0.84, 0.54, and 0.57 on the low-grade Challenge data set for the complete, core, and enhancing regions. The experimental results show that the proposed algorithm is valid and ranks 2nd compared with the state-of-the-art tumor segmentation algorithms in the MICCAI BRATS 2013 challenge. Copyright © 2016 Elsevier B.V. All rights reserved.
Onuk, A. Emre; Akcakaya, Murat; Bardhan, Jaydeep P.; Erdogmus, Deniz; Brooks, Dana H.; Makowski, Lee
2015-01-01
In this paper, we describe a model for maximum likelihood estimation (MLE) of the relative abundances of different conformations of a protein in a heterogeneous mixture from small angle X-ray scattering (SAXS) intensities. To consider cases where the solution includes intermediate or unknown conformations, we develop a subset selection method based on k-means clustering and the Cramér-Rao bound on the mixture coefficient estimation error to find a sparse basis set that represents the space spanned by the measured SAXS intensities of the known conformations of a protein. Then, using the selected basis set and the assumptions on the model for the intensity measurements, we show that the MLE model can be expressed as a constrained convex optimization problem. Employing the adenylate kinase (ADK) protein and its known conformations as an example, and using Monte Carlo simulations, we demonstrate the performance of the proposed estimation scheme. Here, although we use 45 crystallographically determined experimental structures and we could generate many more using, for instance, molecular dynamics calculations, the clustering technique indicates that the data cannot support the determination of relative abundances for more than 5 conformations. The estimation of this maximum number of conformations is intrinsic to the methodology we have used here. PMID:26924916
Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J
2013-01-01
Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.
Sparse High Dimensional Models in Economics
Fan, Jianqing; Lv, Jinchi; Qi, Lei
2010-01-01
This paper reviews the literature on sparse high dimensional models and discusses some applications in economics and finance. Recent developments of theory, methods, and implementations in penalized least squares and penalized likelihood methods are highlighted. These variable selection methods are proved to be effective in high dimensional sparse modeling. The limits of dimensionality that regularization methods can handle, the role of penalty functions, and their statistical properties are detailed. Some recent advances in ultra-high dimensional sparse modeling are also briefly discussed. PMID:22022635
Lee, Jae H.; Yao, Yushu; Shrestha, Uttam; Gullberg, Grant T.; Seo, Youngho
2014-01-01
The primary goal of this project is to implement the iterative statistical image reconstruction algorithm, in this case maximum likelihood expectation maximum (MLEM) used for dynamic cardiac single photon emission computed tomography, on Spark/GraphX. This involves porting the algorithm to run on large-scale parallel computing systems. Spark is an easy-to- program software platform that can handle large amounts of data in parallel. GraphX is a graph analytic system running on top of Spark to handle graph and sparse linear algebra operations in parallel. The main advantage of implementing MLEM algorithm in Spark/GraphX is that it allows users to parallelize such computation without any expertise in parallel computing or prior knowledge in computer science. In this paper we demonstrate a successful implementation of MLEM in Spark/GraphX and present the performance gains with the goal to eventually make it useable in clinical setting. PMID:27081299
Lee, Jae H; Yao, Yushu; Shrestha, Uttam; Gullberg, Grant T; Seo, Youngho
2014-11-01
The primary goal of this project is to implement the iterative statistical image reconstruction algorithm, in this case maximum likelihood expectation maximum (MLEM) used for dynamic cardiac single photon emission computed tomography, on Spark/GraphX. This involves porting the algorithm to run on large-scale parallel computing systems. Spark is an easy-to- program software platform that can handle large amounts of data in parallel. GraphX is a graph analytic system running on top of Spark to handle graph and sparse linear algebra operations in parallel. The main advantage of implementing MLEM algorithm in Spark/GraphX is that it allows users to parallelize such computation without any expertise in parallel computing or prior knowledge in computer science. In this paper we demonstrate a successful implementation of MLEM in Spark/GraphX and present the performance gains with the goal to eventually make it useable in clinical setting.
Computational tools for exact conditional logistic regression.
Corcoran, C; Mehta, C; Patel, N; Senchaudhuri, P
Logistic regression analyses are often challenged by the inability of unconditional likelihood-based approximations to yield consistent, valid estimates and p-values for model parameters. This can be due to sparseness or separability in the data. Conditional logistic regression, though useful in such situations, can also be computationally unfeasible when the sample size or number of explanatory covariates is large. We review recent developments that allow efficient approximate conditional inference, including Monte Carlo sampling and saddlepoint approximations. We demonstrate through real examples that these methods enable the analysis of significantly larger and more complex data sets. We find in this investigation that for these moderately large data sets Monte Carlo seems a better alternative, as it provides unbiased estimates of the exact results and can be executed in less CPU time than can the single saddlepoint approximation. Moreover, the double saddlepoint approximation, while computationally the easiest to obtain, offers little practical advantage. It produces unreliable results and cannot be computed when a maximum likelihood solution does not exist. Copyright 2001 John Wiley & Sons, Ltd.
Joint sparsity based heterogeneous data-level fusion for target detection and estimation
NASA Astrophysics Data System (ADS)
Niu, Ruixin; Zulch, Peter; Distasio, Marcello; Blasch, Erik; Shen, Dan; Chen, Genshe
2017-05-01
Typical surveillance systems employ decision- or feature-level fusion approaches to integrate heterogeneous sensor data, which are sub-optimal and incur information loss. In this paper, we investigate data-level heterogeneous sensor fusion. Since the sensors monitor the common targets of interest, whose states can be determined by only a few parameters, it is reasonable to assume that the measurement domain has a low intrinsic dimensionality. For heterogeneous sensor data, we develop a joint-sparse data-level fusion (JSDLF) approach based on the emerging joint sparse signal recovery techniques by discretizing the target state space. This approach is applied to fuse signals from multiple distributed radio frequency (RF) signal sensors and a video camera for joint target detection and state estimation. The JSDLF approach is data-driven and requires minimum prior information, since there is no need to know the time-varying RF signal amplitudes, or the image intensity of the targets. It can handle non-linearity in the sensor data due to state space discretization and the use of frequency/pixel selection matrices. Furthermore, for a multi-target case with J targets, the JSDLF approach only requires discretization in a single-target state space, instead of discretization in a J-target state space, as in the case of the generalized likelihood ratio test (GLRT) or the maximum likelihood estimator (MLE). Numerical examples are provided to demonstrate that the proposed JSDLF approach achieves excellent performance with near real-time accurate target position and velocity estimates.
NASA Astrophysics Data System (ADS)
Zeng, X.
2015-12-01
A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.
Efficient Bayesian experimental design for contaminant source identification
NASA Astrophysics Data System (ADS)
Zhang, Jiangjiang; Zeng, Lingzao; Chen, Cheng; Chen, Dingjiang; Wu, Laosheng
2015-01-01
In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameters identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from concentration measurements in identifying unknown parameters. In this approach, the sampling locations that give the maximum expected relative entropy are selected as the optimal design. After the sampling locations are determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport equation. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. It is shown that the methods can be used to assist in both single sampling location and monitoring network design for contaminant source identifications in groundwater.
The Joker: A Custom Monte Carlo Sampler for Binary-star and Exoplanet Radial Velocity Data
NASA Astrophysics Data System (ADS)
Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter
2017-03-01
Given sparse or low-quality radial velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and Markov chain Monte Carlo (MCMC) posterior sampling over the orbital parameters. Here we create a custom Monte Carlo sampler for sparse or noisy radial velocity measurements of two-body systems that can produce posterior samples for orbital parameters even when the likelihood function is poorly behaved. The six standard orbital parameters for a binary system can be split into four nonlinear parameters (period, eccentricity, argument of pericenter, phase) and two linear parameters (velocity amplitude, barycenter velocity). We capitalize on this by building a sampling method in which we densely sample the prior probability density function (pdf) in the nonlinear parameters and perform rejection sampling using a likelihood function marginalized over the linear parameters. With sparse or uninformative data, the sampling obtained by this rejection sampling is generally multimodal and dense. With informative data, the sampling becomes effectively unimodal but too sparse: in these cases we follow the rejection sampling with standard MCMC. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still informative and can be used in hierarchical (population) modeling. We give some examples that show how the posterior pdf depends sensitively on the number and time coverage of the observations and their uncertainties.
NASA Astrophysics Data System (ADS)
Magyar, Andrew
The recent discovery of cells that respond to purely conceptual features of the environment (particular people, landmarks, objects, etc) in the human medial temporal lobe (MTL), has raised many questions about the nature of the neural code in humans. The goal of this dissertation is to develop a novel statistical method based upon maximum likelihood regression which will then be applied to these experiments in order to produce a quantitative description of the coding properties of the human MTL. In general, the method is applicable to any experiments in which a sequence of stimuli are presented to an organism while the binary responses of a large number of cells are recorded in parallel. The central concept underlying the approach is the total probability that a neuron responds to a random stimulus, called the neuronal sparsity. The model then estimates the distribution of response probabilities across the population of cells. Applying the method to single-unit recordings from the human medial temporal lobe, estimates of the sparsity distributions are acquired in four regions: the hippocampus, the entorhinal cortex, the amygdala, and the parahippocampal cortex. The resulting distributions are found to be sparse (large fraction of cells with a low response probability) and highly non-uniform, with a large proportion of ultra-sparse neurons that possess a very low response probability, and a smaller population of cells which respond much more frequently. Rammifications of the results are discussed in relation to the sparse coding hypothesis, and comparisons are made between the statistics of the human medial temporal lobe cells and place cells observed in the rodent hippocampus.
Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies
Rukhin, Andrew L.
2011-01-01
A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed. PMID:26989583
Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.
Rukhin, Andrew L
2011-01-01
A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.
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.
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.
The Joker: A custom Monte Carlo sampler for binary-star and exoplanet radial velocity data
NASA Astrophysics Data System (ADS)
Price-Whelan, Adrian M.; Hogg, David W.; Foreman-Mackey, Daniel; Rix, Hans-Walter
2017-01-01
Given sparse or low-quality radial-velocity measurements of a star, there are often many qualitatively different stellar or exoplanet companion orbit models that are consistent with the data. The consequent multimodality of the likelihood function leads to extremely challenging search, optimization, and MCMC posterior sampling over the orbital parameters. The Joker is a custom-built Monte Carlo sampler that can produce a posterior sampling for orbital parameters given sparse or noisy radial-velocity measurements, even when the likelihood function is poorly behaved. The method produces correct samplings in orbital parameters for data that include as few as three epochs. The Joker can therefore be used to produce proper samplings of multimodal pdfs, which are still highly informative and can be used in hierarchical (population) modeling.
NASA Astrophysics Data System (ADS)
Chen, Huaiguang; Fu, Shujun; Wang, Hong; Lv, Hongli; Zhang, Caiming
2018-03-01
As a high-resolution imaging mode of biological tissues and materials, optical coherence tomography (OCT) is widely used in medical diagnosis and analysis. However, OCT images are often degraded by annoying speckle noise inherent in its imaging process. Employing the bilateral sparse representation an adaptive singular value shrinking method is proposed for its highly sparse approximation of image data. Adopting the generalized likelihood ratio as similarity criterion for block matching and an adaptive feature-oriented backward projection strategy, the proposed algorithm can restore better underlying layered structures and details of the OCT image with effective speckle attenuation. The experimental results demonstrate that the proposed algorithm achieves a state-of-the-art despeckling performance in terms of both quantitative measurement and visual interpretation.
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.
Evolution at the tips: Asclepias phylogenomics and new perspectives on leaf surfaces.
Fishbein, Mark; Straub, Shannon C K; Boutte, Julien; Hansen, Kimberly; Cronn, Richard C; Liston, Aaron
2018-03-01
Leaf surface traits, such as trichome density and wax production, mediate important ecological processes such as anti-herbivory defense and water-use efficiency. We present a phylogenetic analysis of Asclepias plastomes as a framework for analyzing the evolution of trichome density and presence of epicuticular waxes. We produced a maximum-likelihood phylogeny using plastomes of 103 species of Asclepias. We reconstructed ancestral states and used model comparisons in a likelihood framework to analyze character evolution across Asclepias. We resolved the backbone of Asclepias, placing the Sonoran Desert clade and Incarnatae clade as successive sisters to the remaining species. We present novel findings about leaf surface evolution of Asclepias-the ancestor is reconstructed as waxless and sparsely hairy, a macroevolutionary optimal trichome density is supported, and the rate of evolution of trichome density has accelerated. Increased sampling and selection of best-fitting models of evolution provide more resolved and robust estimates of phylogeny and character evolution than obtained in previous studies. Evolutionary inferences are more sensitive to character coding than model selection. © 2018 The Authors. American Journal of Botany is published by Wiley Periodicals, Inc. on behalf of the Botanical Society of America.
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.
Deformable MR Prostate Segmentation via Deep Feature Learning and Sparse Patch Matching
Guo, Yanrong; Gao, Yaozong
2016-01-01
Automatic and reliable segmentation of the prostate is an important but difficult task for various clinical applications such as prostate cancer radiotherapy. The main challenges for accurate MR prostate localization lie in two aspects: (1) inhomogeneous and inconsistent appearance around prostate boundary, and (2) the large shape variation across different patients. To tackle these two problems, we propose a new deformable MR prostate segmentation method by unifying deep feature learning with the sparse patch matching. First, instead of directly using handcrafted features, we propose to learn the latent feature representation from prostate MR images by the stacked sparse auto-encoder (SSAE). Since the deep learning algorithm learns the feature hierarchy from the data, the learned features are often more concise and effective than the handcrafted features in describing the underlying data. To improve the discriminability of learned features, we further refine the feature representation in a supervised fashion. Second, based on the learned features, a sparse patch matching method is proposed to infer a prostate likelihood map by transferring the prostate labels from multiple atlases to the new prostate MR image. Finally, a deformable segmentation is used to integrate a sparse shape model with the prostate likelihood map for achieving the final segmentation. The proposed method has been extensively evaluated on the dataset that contains 66 T2-wighted prostate MR images. Experimental results show that the deep-learned features are more effective than the handcrafted features in guiding MR prostate segmentation. Moreover, our method shows superior performance than other state-of-the-art segmentation methods. PMID:26685226
A Comparison of a Bayesian and a Maximum Likelihood Tailored Testing Procedure.
ERIC Educational Resources Information Center
McKinley, Robert L.; Reckase, Mark D.
A study was conducted to compare tailored testing procedures based on a Bayesian ability estimation technique and on a maximum likelihood ability estimation technique. The Bayesian tailored testing procedure selected items so as to minimize the posterior variance of the ability estimate distribution, while the maximum likelihood tailored testing…
Maximum likelihood solution for inclination-only data in paleomagnetism
NASA Astrophysics Data System (ADS)
Arason, P.; Levi, S.
2010-08-01
We have developed a new robust maximum likelihood method for estimating the unbiased mean inclination from inclination-only data. In paleomagnetic analysis, the arithmetic mean of inclination-only data is known to introduce a shallowing bias. Several methods have been introduced to estimate the unbiased mean inclination of inclination-only data together with measures of the dispersion. Some inclination-only methods were designed to maximize the likelihood function of the marginal Fisher distribution. However, the exact analytical form of the maximum likelihood function is fairly complicated, and all the methods require various assumptions and approximations that are often inappropriate. For some steep and dispersed data sets, these methods provide estimates that are significantly displaced from the peak of the likelihood function to systematically shallower inclination. The problem locating the maximum of the likelihood function is partly due to difficulties in accurately evaluating the function for all values of interest, because some elements of the likelihood function increase exponentially as precision parameters increase, leading to numerical instabilities. In this study, we succeeded in analytically cancelling exponential elements from the log-likelihood function, and we are now able to calculate its value anywhere in the parameter space and for any inclination-only data set. Furthermore, we can now calculate the partial derivatives of the log-likelihood function with desired accuracy, and locate the maximum likelihood without the assumptions required by previous methods. To assess the reliability and accuracy of our method, we generated large numbers of random Fisher-distributed data sets, for which we calculated mean inclinations and precision parameters. The comparisons show that our new robust Arason-Levi maximum likelihood method is the most reliable, and the mean inclination estimates are the least biased towards shallow values.
Weakly Supervised Dictionary Learning
NASA Astrophysics Data System (ADS)
You, Zeyu; Raich, Raviv; Fern, Xiaoli Z.; Kim, Jinsub
2018-05-01
We present a probabilistic modeling and inference framework for discriminative analysis dictionary learning under a weak supervision setting. Dictionary learning approaches have been widely used for tasks such as low-level signal denoising and restoration as well as high-level classification tasks, which can be applied to audio and image analysis. Synthesis dictionary learning aims at jointly learning a dictionary and corresponding sparse coefficients to provide accurate data representation. This approach is useful for denoising and signal restoration, but may lead to sub-optimal classification performance. By contrast, analysis dictionary learning provides a transform that maps data to a sparse discriminative representation suitable for classification. We consider the problem of analysis dictionary learning for time-series data under a weak supervision setting in which signals are assigned with a global label instead of an instantaneous label signal. We propose a discriminative probabilistic model that incorporates both label information and sparsity constraints on the underlying latent instantaneous label signal using cardinality control. We present the expectation maximization (EM) procedure for maximum likelihood estimation (MLE) of the proposed model. To facilitate a computationally efficient E-step, we propose both a chain and a novel tree graph reformulation of the graphical model. The performance of the proposed model is demonstrated on both synthetic and real-world data.
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.
McCoy, Airlie J
2002-10-01
Maximum likelihood methods are well known to macromolecular crystallographers as the methods of choice for isomorphous phasing and structure refinement. Recently, the use of maximum likelihood and Bayesian statistics has extended to the areas of molecular replacement and density modification, placing these methods on a stronger statistical foundation and making them more accurate and effective.
On the existence of maximum likelihood estimates for presence-only data
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.
Margin based ontology sparse vector learning algorithm and applied in biology science.
Gao, Wei; Qudair Baig, Abdul; Ali, Haidar; Sajjad, Wasim; Reza Farahani, Mohammad
2017-01-01
In biology field, the ontology application relates to a large amount of genetic information and chemical information of molecular structure, which makes knowledge of ontology concepts convey much information. Therefore, in mathematical notation, the dimension of vector which corresponds to the ontology concept is often very large, and thus improves the higher requirements of ontology algorithm. Under this background, we consider the designing of ontology sparse vector algorithm and application in biology. In this paper, using knowledge of marginal likelihood and marginal distribution, the optimized strategy of marginal based ontology sparse vector learning algorithm is presented. Finally, the new algorithm is applied to gene ontology and plant ontology to verify its efficiency.
Exponential series approaches for nonparametric graphical models
NASA Astrophysics Data System (ADS)
Janofsky, Eric
Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of exponential series which approximates the log density by a finite-dimensional exponential family with the number of sufficient statistics increasing with the sample size. We consider two approaches to estimating these models. The first is regularized maximum likelihood. This involves optimizing the sum of the log-likelihood of the data and a sparsity-inducing regularizer. We then propose a variational approximation to the likelihood based on tree-reweighted, nonparametric message passing. This approximation allows for upper bounds on risk estimates, leverages parallelization and is scalable to densities on hundreds of nodes. We show how the regularized variational MLE may be estimated using a proximal gradient algorithm. We then consider estimation using regularized score matching. This approach uses an alternative scoring rule to the log-likelihood, which obviates the need to compute the normalizing constant of the distribution. For general continuous-valued exponential families, we provide parameter and edge consistency results. As a special case we detail a new approach to sparse precision matrix estimation which has statistical performance competitive with the graphical lasso and computational performance competitive with the state-of-the-art glasso algorithm. We then describe results for model selection in the nonparametric pairwise model using exponential series. The regularized score matching problem is shown to be a convex program; we provide scalable algorithms based on consensus alternating direction method of multipliers (ADMM) and coordinate-wise descent. We use simulations to compare our method to others in the literature as well as the aforementioned TRW estimator.
Subpixel based defocused points removal in photon-limited volumetric dataset
NASA Astrophysics Data System (ADS)
Muniraj, Inbarasan; Guo, Changliang; Malallah, Ra'ed; Maraka, Harsha Vardhan R.; Ryle, James P.; Sheridan, John T.
2017-03-01
The asymptotic property of the maximum likelihood estimator (MLE) has been utilized to reconstruct three-dimensional (3D) sectional images in the photon counting imaging (PCI) regime. At first, multiple 2D intensity images, known as Elemental images (EI), are captured. Then the geometric ray-tracing method is employed to reconstruct the 3D sectional images at various depth cues. We note that a 3D sectional image consists of both focused and defocused regions, depending on the reconstructed depth position. The defocused portion is redundant and should be removed in order to facilitate image analysis e.g., 3D object tracking, recognition, classification and navigation. In this paper, we present a subpixel level three-step based technique (i.e. involving adaptive thresholding, boundary detection and entropy based segmentation) to discard the defocused sparse-samples from the reconstructed photon-limited 3D sectional images. Simulation results are presented demonstrating the feasibility and efficiency of the proposed method.
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.
Santra, Kalyan; Smith, Emily A.; Petrich, Jacob W.; ...
2016-12-12
It is often convenient to know the minimum amount of data needed in order to obtain a result of desired accuracy and precision. It is a necessity in the case of subdiffraction-limited microscopies, such as stimulated emission depletion (STED) microscopy, owing to the limited sample volumes and the extreme sensitivity of the samples to photobleaching and photodamage. We present a detailed comparison of probability-based techniques (the maximum likelihood method and methods based on the binomial and the Poisson distributions) with residual minimization-based techniques for retrieving the fluorescence decay parameters for various two-fluorophore mixtures, as a function of the total numbermore » of photon counts, in time-correlated, single-photon counting experiments. The probability-based techniques proved to be the most robust (insensitive to initial values) in retrieving the target parameters and, in fact, performed equivalently to 2-3 significant figures. This is to be expected, as we demonstrate that the three methods are fundamentally related. Furthermore, methods based on the Poisson and binomial distributions have the desirable feature of providing a bin-by-bin analysis of a single fluorescence decay trace, which thus permits statistics to be acquired using only the one trace for not only the mean and median values of the fluorescence decay parameters but also for the associated standard deviations. Lastly, these probability-based methods lend themselves well to the analysis of the sparse data sets that are encountered in subdiffraction-limited microscopies.« less
Computation of nonparametric convex hazard estimators via profile methods.
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.
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
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.
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.
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.
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
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
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.
Online Hierarchical Sparse Representation of Multifeature for Robust Object Tracking
Qu, Shiru
2016-01-01
Object tracking based on sparse representation has given promising tracking results in recent years. However, the trackers under the framework of sparse representation always overemphasize the sparse representation and ignore the correlation of visual information. In addition, the sparse coding methods only encode the local region independently and ignore the spatial neighborhood information of the image. In this paper, we propose a robust tracking algorithm. Firstly, multiple complementary features are used to describe the object appearance; the appearance model of the tracked target is modeled by instantaneous and stable appearance features simultaneously. A two-stage sparse-coded method which takes the spatial neighborhood information of the image patch and the computation burden into consideration is used to compute the reconstructed object appearance. Then, the reliability of each tracker is measured by the tracking likelihood function of transient and reconstructed appearance models. Finally, the most reliable tracker is obtained by a well established particle filter framework; the training set and the template library are incrementally updated based on the current tracking results. Experiment results on different challenging video sequences show that the proposed algorithm performs well with superior tracking accuracy and robustness. PMID:27630710
On a sparse pressure-flow rate condensation of rigid circulation models
Schiavazzi, D. E.; Hsia, T. Y.; Marsden, A. L.
2015-01-01
Cardiovascular simulation has shown potential value in clinical decision-making, providing a framework to assess changes in hemodynamics produced by physiological and surgical alterations. State-of-the-art predictions are provided by deterministic multiscale numerical approaches coupling 3D finite element Navier Stokes simulations to lumped parameter circulation models governed by ODEs. Development of next-generation stochastic multiscale models whose parameters can be learned from available clinical data under uncertainty constitutes a research challenge made more difficult by the high computational cost typically associated with the solution of these models. We present a methodology for constructing reduced representations that condense the behavior of 3D anatomical models using outlet pressure-flow polynomial surrogates, based on multiscale model solutions spanning several heart cycles. Relevance vector machine regression is compared with maximum likelihood estimation, showing that sparse pressure/flow rate approximations offer superior performance in producing working surrogate models to be included in lumped circulation networks. Sensitivities of outlets flow rates are also quantified through a Sobol’ decomposition of their total variance encoded in the orthogonal polynomial expansion. Finally, we show that augmented lumped parameter models including the proposed surrogates accurately reproduce the response of multiscale models they were derived from. In particular, results are presented for models of the coronary circulation with closed loop boundary conditions and the abdominal aorta with open loop boundary conditions. PMID:26671219
Sentürk, Damla; Dalrymple, Lorien S; Nguyen, Danh V
2014-11-30
We propose functional linear models for zero-inflated count data with a focus on the functional hurdle and functional zero-inflated Poisson (ZIP) models. Although the hurdle model assumes the counts come from a mixture of a degenerate distribution at zero and a zero-truncated Poisson distribution, the ZIP model considers a mixture of a degenerate distribution at zero and a standard Poisson distribution. We extend the generalized functional linear model framework with a functional predictor and multiple cross-sectional predictors to model counts generated by a mixture distribution. We propose an estimation procedure for functional hurdle and ZIP models, called penalized reconstruction, geared towards error-prone and sparsely observed longitudinal functional predictors. The approach relies on dimension reduction and pooling of information across subjects involving basis expansions and penalized maximum likelihood techniques. The developed functional hurdle model is applied to modeling hospitalizations within the first 2 years from initiation of dialysis, with a high percentage of zeros, in the Comprehensive Dialysis Study participants. Hospitalization counts are modeled as a function of sparse longitudinal measurements of serum albumin concentrations, patient demographics, and comorbidities. Simulation studies are used to study finite sample properties of the proposed method and include comparisons with an adaptation of standard principal components regression. Copyright © 2014 John Wiley & Sons, Ltd.
Image fusion using sparse overcomplete feature dictionaries
Brumby, Steven P.; Bettencourt, Luis; Kenyon, Garrett T.; Chartrand, Rick; Wohlberg, Brendt
2015-10-06
Approaches for deciding what individuals in a population of visual system "neurons" are looking for using sparse overcomplete feature dictionaries are provided. A sparse overcomplete feature dictionary may be learned for an image dataset and a local sparse representation of the image dataset may be built using the learned feature dictionary. A local maximum pooling operation may be applied on the local sparse representation to produce a translation-tolerant representation of the image dataset. An object may then be classified and/or clustered within the translation-tolerant representation of the image dataset using a supervised classification algorithm and/or an unsupervised clustering algorithm.
Statistical inference methods for sparse biological time series data.
Ndukum, Juliet; Fonseca, Luís L; Santos, Helena; Voit, Eberhard O; Datta, Susmita
2011-04-25
Comparing metabolic profiles under different biological perturbations has become a powerful approach to investigating the functioning of cells. The profiles can be taken as single snapshots of a system, but more information is gained if they are measured longitudinally over time. The results are short time series consisting of relatively sparse data that cannot be analyzed effectively with standard time series techniques, such as autocorrelation and frequency domain methods. In this work, we study longitudinal time series profiles of glucose consumption in the yeast Saccharomyces cerevisiae under different temperatures and preconditioning regimens, which we obtained with methods of in vivo nuclear magnetic resonance (NMR) spectroscopy. For the statistical analysis we first fit several nonlinear mixed effect regression models to the longitudinal profiles and then used an ANOVA likelihood ratio method in order to test for significant differences between the profiles. The proposed methods are capable of distinguishing metabolic time trends resulting from different treatments and associate significance levels to these differences. Among several nonlinear mixed-effects regression models tested, a three-parameter logistic function represents the data with highest accuracy. ANOVA and likelihood ratio tests suggest that there are significant differences between the glucose consumption rate profiles for cells that had been--or had not been--preconditioned by heat during growth. Furthermore, pair-wise t-tests reveal significant differences in the longitudinal profiles for glucose consumption rates between optimal conditions and heat stress, optimal and recovery conditions, and heat stress and recovery conditions (p-values <0.0001). We have developed a nonlinear mixed effects model that is appropriate for the analysis of sparse metabolic and physiological time profiles. The model permits sound statistical inference procedures, based on ANOVA likelihood ratio tests, for testing the significance of differences between short time course data under different biological perturbations.
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
1990-11-01
Technical Report 1373 November 1990 Cramer-Rao Bound, MUSIC , And Maximum Likelihood Effects of Temporal Phase o Difference C. V. TranI OTIC Approved... MUSIC , and Maximum Likelihood (ML) asymptotic variances corresponding to the two-source direction-of-arrival estimation where sources were modeled as...1pI = 1.00, SNR = 20 dB ..................................... 27 2. MUSIC for two equipowered signals impinging on a 5-element ULA (a) IpI = 0.50, SNR
Stochastic control system parameter identifiability
NASA Technical Reports Server (NTRS)
Lee, C. H.; Herget, C. J.
1975-01-01
The parameter identification problem of general discrete time, nonlinear, multiple input/multiple output dynamic systems with Gaussian white distributed measurement errors is considered. The knowledge of the system parameterization was assumed to be known. Concepts of local parameter identifiability and local constrained maximum likelihood parameter identifiability were established. A set of sufficient conditions for the existence of a region of parameter identifiability was derived. A computation procedure employing interval arithmetic was provided for finding the regions of parameter identifiability. If the vector of the true parameters is locally constrained maximum likelihood (CML) identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the constrained maximum likelihood estimation sequence will converge to the vector of true parameters.
Efficient Bayesian experimental design for contaminant source identification
NASA Astrophysics Data System (ADS)
Zhang, J.; Zeng, L.
2013-12-01
In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameter identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from indirect concentration measurements in identifying unknown source parameters such as the release time, strength and location. In this approach, the sampling location that gives the maximum relative entropy is selected as the optimal one. Once the sampling location is determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown source parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. Compared with the traditional optimal design, which is based on the Gaussian linear assumption, the method developed in this study can cope with arbitrary nonlinearity. It can be used to assist in groundwater monitor network design and identification of unknown contaminant sources. Contours of the expected information gain. The optimal observing location corresponds to the maximum value. Posterior marginal probability densities of unknown parameters, the thick solid black lines are for the designed location. For comparison, other 7 lines are for randomly chosen locations. The true values are denoted by vertical lines. It is obvious that the unknown parameters are estimated better with the desinged location.
A general methodology for maximum likelihood inference from band-recovery data
Conroy, M.J.; Williams, B.K.
1984-01-01
A numerical procedure is described for obtaining maximum likelihood estimates and associated maximum likelihood inference from band- recovery data. The method is used to illustrate previously developed one-age-class band-recovery models, and is extended to new models, including the analysis with a covariate for survival rates and variable-time-period recovery models. Extensions to R-age-class band- recovery, mark-recapture models, and twice-yearly marking are discussed. A FORTRAN program provides computations for these models.
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.
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.
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…
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.
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.
Xu, Peng; Tian, Yin; Lei, Xu; Hu, Xiao; Yao, Dezhong
2008-12-01
How to localize the neural electric activities within brain effectively and precisely from the scalp electroencephalogram (EEG) recordings is a critical issue for current study in clinical neurology and cognitive neuroscience. In this paper, based on the charge source model and the iterative re-weighted strategy, proposed is a new maximum neighbor weight based iterative sparse source imaging method, termed as CMOSS (Charge source model based Maximum neighbOr weight Sparse Solution). Different from the weight used in focal underdetermined system solver (FOCUSS) where the weight for each point in the discrete solution space is independently updated in iterations, the new designed weight for each point in each iteration is determined by the source solution of the last iteration at both the point and its neighbors. Using such a new weight, the next iteration may have a bigger chance to rectify the local source location bias existed in the previous iteration solution. The simulation studies with comparison to FOCUSS and LORETA for various source configurations were conducted on a realistic 3-shell head model, and the results confirmed the validation of CMOSS for sparse EEG source localization. Finally, CMOSS was applied to localize sources elicited in a visual stimuli experiment, and the result was consistent with those source areas involved in visual processing reported in previous studies.
Low-complexity approximations to maximum likelihood MPSK modulation classification
NASA Technical Reports Server (NTRS)
Hamkins, Jon
2004-01-01
We present a new approximation to the maximum likelihood classifier to discriminate between M-ary and M'-ary phase-shift-keying transmitted on an additive white Gaussian noise (AWGN) channel and received noncoherentl, partially coherently, or coherently.
Maximum entropy approach to statistical inference for an ocean acoustic waveguide.
Knobles, D P; Sagers, J D; Koch, R A
2012-02-01
A conditional probability distribution suitable for estimating the statistical properties of ocean seabed parameter values inferred from acoustic measurements is derived from a maximum entropy principle. The specification of the expectation value for an error function constrains the maximization of an entropy functional. This constraint determines the sensitivity factor (β) to the error function of the resulting probability distribution, which is a canonical form that provides a conservative estimate of the uncertainty of the parameter values. From the conditional distribution, marginal distributions for individual parameters can be determined from integration over the other parameters. The approach is an alternative to obtaining the posterior probability distribution without an intermediary determination of the likelihood function followed by an application of Bayes' rule. In this paper the expectation value that specifies the constraint is determined from the values of the error function for the model solutions obtained from a sparse number of data samples. The method is applied to ocean acoustic measurements taken on the New Jersey continental shelf. The marginal probability distribution for the values of the sound speed ratio at the surface of the seabed and the source levels of a towed source are examined for different geoacoustic model representations. © 2012 Acoustical Society of America
Statistical Deconvolution for Superresolution Fluorescence Microscopy
Mukamel, Eran A.; Babcock, Hazen; Zhuang, Xiaowei
2012-01-01
Superresolution microscopy techniques based on the sequential activation of fluorophores can achieve image resolution of ∼10 nm but require a sparse distribution of simultaneously activated fluorophores in the field of view. Image analysis procedures for this approach typically discard data from crowded molecules with overlapping images, wasting valuable image information that is only partly degraded by overlap. A data analysis method that exploits all available fluorescence data, regardless of overlap, could increase the number of molecules processed per frame and thereby accelerate superresolution imaging speed, enabling the study of fast, dynamic biological processes. Here, we present a computational method, referred to as deconvolution-STORM (deconSTORM), which uses iterative image deconvolution in place of single- or multiemitter localization to estimate the sample. DeconSTORM approximates the maximum likelihood sample estimate under a realistic statistical model of fluorescence microscopy movies comprising numerous frames. The model incorporates Poisson-distributed photon-detection noise, the sparse spatial distribution of activated fluorophores, and temporal correlations between consecutive movie frames arising from intermittent fluorophore activation. We first quantitatively validated this approach with simulated fluorescence data and showed that deconSTORM accurately estimates superresolution images even at high densities of activated fluorophores where analysis by single- or multiemitter localization methods fails. We then applied the method to experimental data of cellular structures and demonstrated that deconSTORM enables an approximately fivefold or greater increase in imaging speed by allowing a higher density of activated fluorophores/frame. PMID:22677393
NASA Astrophysics Data System (ADS)
Hsu, Charles; Viazanko, Michael; O'Looney, Jimmy; Szu, Harold
2009-04-01
Modularity Biometric System (MBS) is an approach to support AiTR of the cooperated and/or non-cooperated standoff biometric in an area persistent surveillance. Advanced active and passive EOIR and RF sensor suite is not considered here. Neither will we consider the ROC, PD vs. FAR, versus the standoff POT in this paper. Our goal is to catch the "most wanted (MW)" two dozens, separately furthermore ad hoc woman MW class from man MW class, given their archrivals sparse front face data basis, by means of various new instantaneous input called probing faces. We present an advanced algorithm: mini-Max classifier, a sparse sample realization of Cramer-Rao Fisher bound of the Maximum Likelihood classifier that minimize the dispersions among the same woman classes and maximize the separation among different man-woman classes, based on the simple feature space of MIT Petland eigen-faces. The original aspect consists of a modular structured design approach at the system-level with multi-level architectures, multiple computing paradigms, and adaptable/evolvable techniques to allow for achieving a scalable structure in terms of biometric algorithms, identification quality, sensors, database complexity, database integration, and component heterogenity. MBS consist of a number of biometric technologies including fingerprints, vein maps, voice and face recognitions with innovative DSP algorithm, and their hardware implementations such as using Field Programmable Gate arrays (FPGAs). Biometric technologies and the composed modularity biometric system are significant for governmental agencies, enterprises, banks and all other organizations to protect people or control access to critical resources.
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.
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.
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.
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…
Separation in Logistic Regression: Causes, Consequences, and Control.
Mansournia, Mohammad Ali; Geroldinger, Angelika; Greenland, Sander; Heinze, Georg
2018-04-01
Separation is encountered in regression models with a discrete outcome (such as logistic regression) where the covariates perfectly predict the outcome. It is most frequent under the same conditions that lead to small-sample and sparse-data bias, such as presence of a rare outcome, rare exposures, highly correlated covariates, or covariates with strong effects. In theory, separation will produce infinite estimates for some coefficients. In practice, however, separation may be unnoticed or mishandled because of software limits in recognizing and handling the problem and in notifying the user. We discuss causes of separation in logistic regression and describe how common software packages deal with it. We then describe methods that remove separation, focusing on the same penalized-likelihood techniques used to address more general sparse-data problems. These methods improve accuracy, avoid software problems, and allow interpretation as Bayesian analyses with weakly informative priors. We discuss likelihood penalties, including some that can be implemented easily with any software package, and their relative advantages and disadvantages. We provide an illustration of ideas and methods using data from a case-control study of contraceptive practices and urinary tract infection.
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.
Sparse Logistic Regression for Diagnosis of Liver Fibrosis in Rat by Using SCAD-Penalized Likelihood
Yan, Fang-Rong; Lin, Jin-Guan; Liu, Yu
2011-01-01
The objective of the present study is to find out the quantitative relationship between progression of liver fibrosis and the levels of certain serum markers using mathematic model. We provide the sparse logistic regression by using smoothly clipped absolute deviation (SCAD) penalized function to diagnose the liver fibrosis in rats. Not only does it give a sparse solution with high accuracy, it also provides the users with the precise probabilities of classification with the class information. In the simulative case and the experiment case, the proposed method is comparable to the stepwise linear discriminant analysis (SLDA) and the sparse logistic regression with least absolute shrinkage and selection operator (LASSO) penalty, by using receiver operating characteristic (ROC) with bayesian bootstrap estimating area under the curve (AUC) diagnostic sensitivity for selected variable. Results show that the new approach provides a good correlation between the serum marker levels and the liver fibrosis induced by thioacetamide (TAA) in rats. Meanwhile, this approach might also be used in predicting the development of liver cirrhosis. PMID:21716672
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.
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
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.
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.
Xu, Bo; Yang, Ziheng
2013-12-01
This note announces pamlX, a graphical user interface/front end for the paml (for Phylogenetic Analysis by Maximum Likelihood) program package (Yang Z. 1997. PAML: a program package for phylogenetic analysis by maximum likelihood. Comput Appl Biosci. 13:555-556; Yang Z. 2007. PAML 4: Phylogenetic analysis by maximum likelihood. Mol Biol Evol. 24:1586-1591). pamlX is written in C++ using the Qt library and communicates with paml programs through files. It can be used to create, edit, and print control files for paml programs and to launch paml runs. The interface is available for free download at http://abacus.gene.ucl.ac.uk/software/paml.html.
Maximum Likelihood Estimation of Nonlinear Structural Equation Models.
ERIC Educational Resources Information Center
Lee, Sik-Yum; Zhu, Hong-Tu
2002-01-01
Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)
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.
Nahrstedt, D A; Southwell, W H
1984-12-01
The maximum likelihood estimator approach is shown to be effective in determining the wave front aberration in systems involving laser and flow field diagnostics and optical testing. The robustness of the algorithm enables convergence even in cases of severe wave front error and real, nonsymmetrical, obscured amplitude distributions.
Population Synthesis of Radio and Gamma-ray Pulsars using the Maximum Likelihood Approach
NASA Astrophysics Data System (ADS)
Billman, Caleb; Gonthier, P. L.; Harding, A. K.
2012-01-01
We present the results of a pulsar population synthesis of normal pulsars from the Galactic disk using a maximum likelihood method. We seek to maximize the likelihood of a set of parameters in a Monte Carlo population statistics code to better understand their uncertainties and the confidence region of the model's parameter space. The maximum likelihood method allows for the use of more applicable Poisson statistics in the comparison of distributions of small numbers of detected gamma-ray and radio pulsars. Our code simulates pulsars at birth using Monte Carlo techniques and evolves them to the present assuming initial spatial, kick velocity, magnetic field, and period distributions. Pulsars are spun down to the present and given radio and gamma-ray emission characteristics. We select measured distributions of radio pulsars from the Parkes Multibeam survey and Fermi gamma-ray pulsars to perform a likelihood analysis of the assumed model parameters such as initial period and magnetic field, and radio luminosity. We present the results of a grid search of the parameter space as well as a search for the maximum likelihood using a Markov Chain Monte Carlo method. We express our gratitude for the generous support of the Michigan Space Grant Consortium, of the National Science Foundation (REU and RUI), the NASA Astrophysics Theory and Fundamental Program and the NASA Fermi Guest Investigator Program.
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.
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.
HYPOTHESIS TESTING FOR HIGH-DIMENSIONAL SPARSE BINARY REGRESSION
Mukherjee, Rajarshi; Pillai, Natesh S.; Lin, Xihong
2015-01-01
In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate the complexity of the hypothesis testing problem when the design matrix is sparse. We observe a new phenomenon in the behavior of detection boundary which does not occur in the case of Gaussian linear regression. We derive the detection boundary as a function of two components: a design matrix sparsity index and signal strength, each of which is a function of the sparsity of the alternative. For any alternative, if the design matrix sparsity index is too high, any test is asymptotically powerless irrespective of the magnitude of signal strength. For binary design matrices with the sparsity index that is not too high, our results are parallel to those in the Gaussian case. In this context, we derive detection boundaries for both dense and sparse regimes. For the dense regime, we show that the generalized likelihood ratio is rate optimal; for the sparse regime, we propose an extended Higher Criticism Test and show it is rate optimal and sharp. We illustrate the finite sample properties of the theoretical results using simulation studies. PMID:26246645
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…
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...
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…
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.
Heersink, Daniel K; Caley, Peter; Paini, Dean R; Barry, Simon C
2016-05-01
The cost of an uncontrolled incursion of invasive alien species (IAS) arising from undetected entry through ports can be substantial, and knowledge of port-specific risks is needed to help allocate limited surveillance resources. Quantifying the establishment likelihood of such an incursion requires quantifying the ability of a species to enter, establish, and spread. Estimation of the approach rate of IAS into ports provides a measure of likelihood of entry. Data on the approach rate of IAS are typically sparse, and the combinations of risk factors relating to country of origin and port of arrival diverse. This presents challenges to making formal statistical inference on establishment likelihood. Here we demonstrate how these challenges can be overcome with judicious use of mixed-effects models when estimating the incursion likelihood into Australia of the European (Apis mellifera) and Asian (A. cerana) honeybees, along with the invasive parasites of biosecurity concern they host (e.g., Varroa destructor). Our results demonstrate how skewed the establishment likelihood is, with one-tenth of the ports accounting for 80% or more of the likelihood for both species. These results have been utilized by biosecurity agencies in the allocation of resources to the surveillance of maritime ports. © 2015 Society for Risk Analysis.
NASA Astrophysics Data System (ADS)
Storm, Emma; Weniger, Christoph; Calore, Francesca
2017-08-01
We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (gtrsim 105) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that are motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |l|<90o and |b|<20o, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.
Maximum-likelihood soft-decision decoding of block codes using the A* algorithm
NASA Technical Reports Server (NTRS)
Ekroot, L.; Dolinar, S.
1994-01-01
The A* algorithm finds the path in a finite depth binary tree that optimizes a function. Here, it is applied to maximum-likelihood soft-decision decoding of block codes where the function optimized over the codewords is the likelihood function of the received sequence given each codeword. The algorithm considers codewords one bit at a time, making use of the most reliable received symbols first and pursuing only the partially expanded codewords that might be maximally likely. A version of the A* algorithm for maximum-likelihood decoding of block codes has been implemented for block codes up to 64 bits in length. The efficiency of this algorithm makes simulations of codes up to length 64 feasible. This article details the implementation currently in use, compares the decoding complexity with that of exhaustive search and Viterbi decoding algorithms, and presents performance curves obtained with this implementation of the A* algorithm for several codes.
An evaluation of percentile and maximum likelihood estimators of weibull paremeters
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...
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
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…
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…
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...
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.
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
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.
Lv, Yunyun; Kawasaki, Kazuhiko; Li, Jia; Li, Yanping; Bian, Chao; Huang, Yu; You, Xinxin; Shi, Qiong
2017-11-16
The family of secretory calcium-binding phosphoproteins (SCPPs) have been considered vital to skeletal tissue mineralization. However, most previous SCPP studies focused on phylogenetically distant animals but not on those closely related species. Here we provide novel insights into the coevolution of SCPP genes and fish scales in 10 species from Otophysi . According to their scale phenotypes, these fishes can be divided into three groups, i.e., scaled, sparsely scaled, and scaleless. We identified homologous SCPP genes in the genomes of these species and revealed an absence of some SCPP members in some genomes, suggesting an uneven evolutionary history of SCPP genes in fishes. In addition, most of these SCPP genes, with the exception of SPP1 , individually form one or two gene cluster(s) on each corresponding genome. Furthermore, we constructed phylogenetic trees using maximum likelihood method to estimate their evolution. The phylogenetic topology mostly supports two subclasses in some species, such as Cyprinus carpio , Sinocyclocheilus anshuiensis , S. grahamin , and S. rhinocerous , but not in the other examined fishes. By comparing the gene structures of recently reported candidate genes, SCPP1 and SCPP5 , for determining scale phenotypes, we found that the hypothesis is suitable for Astyanax mexicanus , but denied by S. anshuiensis , even though they are both sparsely scaled for cave adaptation. Thus, we conclude that, although different fish species display similar scale phenotypes, the underlying genetic changes however might be diverse. In summary, this paper accelerates the recognition of the SCPP family in teleosts for potential scale evolution.
ERIC Educational Resources Information Center
Hansen, Mark; Cai, Li; Monroe, Scott; Li, Zhen
2014-01-01
It is a well-known problem in testing the fit of models to multinomial data that the full underlying contingency table will inevitably be sparse for tests of reasonable length and for realistic sample sizes. Under such conditions, full-information test statistics such as Pearson's X[superscript 2]?? and the likelihood ratio statistic…
Sparsity-constrained PET image reconstruction with learned dictionaries
NASA Astrophysics Data System (ADS)
Tang, Jing; Yang, Bao; Wang, Yanhua; Ying, Leslie
2016-09-01
PET imaging plays an important role in scientific and clinical measurement of biochemical and physiological processes. Model-based PET image reconstruction such as the iterative expectation maximization algorithm seeking the maximum likelihood solution leads to increased noise. The maximum a posteriori (MAP) estimate removes divergence at higher iterations. However, a conventional smoothing prior or a total-variation (TV) prior in a MAP reconstruction algorithm causes over smoothing or blocky artifacts in the reconstructed images. We propose to use dictionary learning (DL) based sparse signal representation in the formation of the prior for MAP PET image reconstruction. The dictionary to sparsify the PET images in the reconstruction process is learned from various training images including the corresponding MR structural image and a self-created hollow sphere. Using simulated and patient brain PET data with corresponding MR images, we study the performance of the DL-MAP algorithm and compare it quantitatively with a conventional MAP algorithm, a TV-MAP algorithm, and a patch-based algorithm. The DL-MAP algorithm achieves improved bias and contrast (or regional mean values) at comparable noise to what the other MAP algorithms acquire. The dictionary learned from the hollow sphere leads to similar results as the dictionary learned from the corresponding MR image. Achieving robust performance in various noise-level simulation and patient studies, the DL-MAP algorithm with a general dictionary demonstrates its potential in quantitative PET imaging.
Sparse kernel methods for high-dimensional survival data.
Evers, Ludger; Messow, Claudia-Martina
2008-07-15
Sparse kernel methods like support vector machines (SVM) have been applied with great success to classification and (standard) regression settings. Existing support vector classification and regression techniques however are not suitable for partly censored survival data, which are typically analysed using Cox's proportional hazards model. As the partial likelihood of the proportional hazards model only depends on the covariates through inner products, it can be 'kernelized'. The kernelized proportional hazards model however yields a solution that is dense, i.e. the solution depends on all observations. One of the key features of an SVM is that it yields a sparse solution, depending only on a small fraction of the training data. We propose two methods. One is based on a geometric idea, where-akin to support vector classification-the margin between the failed observation and the observations currently at risk is maximised. The other approach is based on obtaining a sparse model by adding observations one after another akin to the Import Vector Machine (IVM). Data examples studied suggest that both methods can outperform competing approaches. Software is available under the GNU Public License as an R package and can be obtained from the first author's website http://www.maths.bris.ac.uk/~maxle/software.html.
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.
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.
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…
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…
ERIC Educational Resources Information Center
Penfield, Randall D.; Bergeron, Jennifer M.
2005-01-01
This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…
ERIC Educational Resources Information Center
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…
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.
Sparse Bayesian Learning for Identifying Imaging Biomarkers in AD Prediction
Shen, Li; Qi, Yuan; Kim, Sungeun; Nho, Kwangsik; Wan, Jing; Risacher, Shannon L.; Saykin, Andrew J.
2010-01-01
We apply sparse Bayesian learning methods, automatic relevance determination (ARD) and predictive ARD (PARD), to Alzheimer’s disease (AD) classification to make accurate prediction and identify critical imaging markers relevant to AD at the same time. ARD is one of the most successful Bayesian feature selection methods. PARD is a powerful Bayesian feature selection method, and provides sparse models that is easy to interpret. PARD selects the model with the best estimate of the predictive performance instead of choosing the one with the largest marginal model likelihood. Comparative study with support vector machine (SVM) shows that ARD/PARD in general outperform SVM in terms of prediction accuracy. Additional comparison with surface-based general linear model (GLM) analysis shows that regions with strongest signals are identified by both GLM and ARD/PARD. While GLM P-map returns significant regions all over the cortex, ARD/PARD provide a small number of relevant and meaningful imaging markers with predictive power, including both cortical and subcortical measures. PMID:20879451
Energetics in a model of prebiotic evolution
NASA Astrophysics Data System (ADS)
Intoy, B. F.; Halley, J. W.
2017-12-01
Previously we reported [A. Wynveen et al., Phys. Rev. E 89, 022725 (2014), 10.1103/PhysRevE.89.022725] that requiring that the systems regarded as lifelike be out of chemical equilibrium in a model of abstracted polymers undergoing ligation and scission first introduced by Kauffman [S. A. Kauffman, The Origins of Order (Oxford University Press, New York, 1993), Chap. 7] implied that lifelike systems were most probable when the reaction network was sparse. The model was entirely statistical and took no account of the bond energies or other energetic constraints. Here we report results of an extension of the model to include effects of a finite bonding energy in the model. We studied two conditions: (1) A food set is continuously replenished and the total polymer population is constrained but the system is otherwise isolated and (2) in addition to the constraints in (1) the system is in contact with a finite-temperature heat bath. In each case, detailed balance in the dynamics is guaranteed during the computations by continuous recomputation of a temperature [in case (1)] and of the chemical potential (in both cases) toward which the system is driven by the dynamics. In the isolated case, the probability of reaching a metastable nonequilibrium state in this model depends significantly on the composition of the food set, and the nonequilibrium states satisfying lifelike condition turn out to be at energies and particle numbers consistent with an equilibrium state at high negative temperature. As a function of the sparseness of the reaction network, the lifelike probability is nonmonotonic, as in our previous model, but the maximum probability occurs when the network is less sparse. In the case of contact with a thermal bath at a positive ambient temperature, we identify two types of metastable nonequilibrium states, termed locally and thermally alive, and locally dead and thermally alive, and evaluate their likelihood of appearance, finding maxima at an optimal temperature and an optimal degree of sparseness in the network. We use a Euclidean metric in the space of polymer populations to distinguish these states from one another and from fully equilibrated states. The metric can be used to characterize the degree and type of chemical equilibrium in observed systems, as we illustrate for the proteome of the ribosome.
An Improved Nested Sampling Algorithm for Model Selection and Assessment
NASA Astrophysics Data System (ADS)
Zeng, X.; Ye, M.; Wu, J.; WANG, D.
2017-12-01
Multimodel strategy is a general approach for treating model structure uncertainty in recent researches. The unknown groundwater system is represented by several plausible conceptual models. Each alternative conceptual model is attached with a weight which represents the possibility of this model. In Bayesian framework, the posterior model weight is computed as the product of model prior weight and marginal likelihood (or termed as model evidence). As a result, estimating marginal likelihoods is crucial for reliable model selection and assessment in multimodel analysis. Nested sampling estimator (NSE) is a new proposed algorithm for marginal likelihood estimation. The implementation of NSE comprises searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm and its variants are often used for local sampling in NSE. However, M-H is not an efficient sampling algorithm for high-dimensional or complex likelihood function. For improving the performance of NSE, it could be feasible to integrate more efficient and elaborated sampling algorithm - DREAMzs into the local sampling. In addition, in order to overcome the computation burden problem of large quantity of repeating model executions in marginal likelihood estimation, an adaptive sparse grid stochastic collocation method is used to build the surrogates for original groundwater model.
Maximum likelihood estimation for Cox's regression model under nested case-control sampling.
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…
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.
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)
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)
NASA Astrophysics Data System (ADS)
Sutawanir
2015-12-01
Mortality tables play important role in actuarial studies such as life annuities, premium determination, premium reserve, valuation pension plan, pension funding. Some known mortality tables are CSO mortality table, Indonesian Mortality Table, Bowers mortality table, Japan Mortality table. For actuary applications some tables are constructed with different environment such as single decrement, double decrement, and multiple decrement. There exist two approaches in mortality table construction : mathematics approach and statistical approach. Distribution model and estimation theory are the statistical concepts that are used in mortality table construction. This article aims to discuss the statistical approach in mortality table construction. The distributional assumptions are uniform death distribution (UDD) and constant force (exponential). Moment estimation and maximum likelihood are used to estimate the mortality parameter. Moment estimation methods are easier to manipulate compared to maximum likelihood estimation (mle). However, the complete mortality data are not used in moment estimation method. Maximum likelihood exploited all available information in mortality estimation. Some mle equations are complicated and solved using numerical methods. The article focus on single decrement estimation using moment and maximum likelihood estimation. Some extension to double decrement will introduced. Simple dataset will be used to illustrated the mortality estimation, and mortality table.
Maximum-likelihood methods in wavefront sensing: stochastic models and likelihood functions
Barrett, Harrison H.; Dainty, Christopher; Lara, David
2008-01-01
Maximum-likelihood (ML) estimation in wavefront sensing requires careful attention to all noise sources and all factors that influence the sensor data. We present detailed probability density functions for the output of the image detector in a wavefront sensor, conditional not only on wavefront parameters but also on various nuisance parameters. Practical ways of dealing with nuisance parameters are described, and final expressions for likelihoods and Fisher information matrices are derived. The theory is illustrated by discussing Shack–Hartmann sensors, and computational requirements are discussed. Simulation results show that ML estimation can significantly increase the dynamic range of a Shack–Hartmann sensor with four detectors and that it can reduce the residual wavefront error when compared with traditional methods. PMID:17206255
On non-parametric maximum likelihood estimation of the bivariate survivor function.
Prentice, R L
The likelihood function for the bivariate survivor function F, under independent censorship, is maximized to obtain a non-parametric maximum likelihood estimator &Fcirc;. &Fcirc; may or may not be unique depending on the configuration of singly- and doubly-censored pairs. The likelihood function can be maximized by placing all mass on the grid formed by the uncensored failure times, or half lines beyond the failure time grid, or in the upper right quadrant beyond the grid. By accumulating the mass along lines (or regions) where the likelihood is flat, one obtains a partially maximized likelihood as a function of parameters that can be uniquely estimated. The score equations corresponding to these point mass parameters are derived, using a Lagrange multiplier technique to ensure unit total mass, and a modified Newton procedure is used to calculate the parameter estimates in some limited simulation studies. Some considerations for the further development of non-parametric bivariate survivor function estimators are briefly described.
Bayesian logistic regression approaches to predict incorrect DRG assignment.
Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural
2018-05-07
Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.
Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lowell, A. W.; Boggs, S. E; Chiu, C. L.
2017-10-20
Astrophysical polarization measurements in the soft gamma-ray band are becoming more feasible as detectors with high position and energy resolution are deployed. Previous work has shown that the minimum detectable polarization (MDP) of an ideal Compton polarimeter can be improved by ∼21% when an unbinned, maximum likelihood method (MLM) is used instead of the standard approach of fitting a sinusoid to a histogram of azimuthal scattering angles. Here we outline a procedure for implementing this maximum likelihood approach for real, nonideal polarimeters. As an example, we use the recent observation of GRB 160530A with the Compton Spectrometer and Imager. Wemore » find that the MDP for this observation is reduced by 20% when the MLM is used instead of the standard method.« less
Lod scores for gene mapping in the presence of marker map uncertainty.
Stringham, H M; Boehnke, M
2001-07-01
Multipoint lod scores are typically calculated for a grid of locus positions, moving the putative disease locus across a fixed map of genetic markers. Changing the order of a set of markers and/or the distances between the markers can make a substantial difference in the resulting lod score curve and the location and height of its maximum. The typical approach of using the best maximum likelihood marker map is not easily justified if other marker orders are nearly as likely and give substantially different lod score curves. To deal with this problem, we propose three weighted multipoint lod score statistics that make use of information from all plausible marker orders. In each of these statistics, the information conditional on a particular marker order is included in a weighted sum, with weight equal to the posterior probability of that order. We evaluate the type 1 error rate and power of these three statistics on the basis of results from simulated data, and compare these results to those obtained using the best maximum likelihood map and the map with the true marker order. We find that the lod score based on a weighted sum of maximum likelihoods improves on using only the best maximum likelihood map, having a type 1 error rate and power closest to that of using the true marker order in the simulation scenarios we considered. Copyright 2001 Wiley-Liss, Inc.
On the Existence and Uniqueness of JML Estimates for the Partial Credit Model
ERIC Educational Resources Information Center
Bertoli-Barsotti, Lucio
2005-01-01
A necessary and sufficient condition is given in this paper for the existence and uniqueness of the maximum likelihood (the so-called joint maximum likelihood) estimate of the parameters of the Partial Credit Model. This condition is stated in terms of a structural property of the pattern of the data matrix that can be easily verified on the basis…
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…
NASA Astrophysics Data System (ADS)
Emanuele Rizzo, Roberto; Healy, David; De Siena, Luca
2016-04-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in fractured rock, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (lengths, apertures, orientations and densities) is fundamental to the estimation of permeability and fluid flow, which are of primary importance in a number of contexts including: hydrocarbon production from fractured reservoirs; geothermal energy extraction; and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. Our work links outcrop fracture data to modelled fracture networks in order to numerically predict bulk permeability. We collected outcrop data from a highly fractured upper Miocene biosiliceous mudstone formation, cropping out along the coastline north of Santa Cruz (California, USA). Using outcrop fracture networks as analogues for subsurface fracture systems has several advantages, because key fracture attributes such as spatial arrangements and lengths can be effectively measured only on outcrops [1]. However, a limitation when dealing with outcrop data is the relative sparseness of natural data due to the intrinsic finite size of the outcrops. We make use of a statistical approach for the overall workflow, starting from data collection with the Circular Windows Method [2]. Then we analyse the data statistically using Maximum Likelihood Estimators, which provide greater accuracy compared to the more commonly used Least Squares linear regression when investigating distribution of fracture attributes. Finally, we estimate the bulk permeability of the fractured rock mass using Oda's tensorial approach [3]. The higher quality of this statistical analysis is fundamental: better statistics of the fracture attributes means more accurate permeability estimation, since the fracture attributes feed directly into the permeability calculations. The application of Maximum Likelihood Estimators can have important consequences, especially when we aim to predict the tendency of fracture attributes towards smaller and larger scales than those observed, in order to build consistent, useable models from outcrop observations. The procedures presented here aim to understand whether the average permeability of a fracture network can be predicted, reducing its uncertainties; and if outcrop measurements of fracture attributes can be used directly to generate statistically identical fracture network models, which can then be easily up-scaled into larger areas or volumes. Gale et al. "Natural Fracture in shale: A review and new observations", AAPG Bulletin 98.11 (2014). Mauldon et al. "Circular scanlines and circular windows: new tools for characterizing the geometry of fracture traces", Journal of Structural Geology, 23 (2001). Oda "Permeability tensor for discontinuous rock masses", Geotechnique 35.4 (1985).
DOE Office of Scientific and Technical Information (OSTI.GOV)
Storm, Emma; Weniger, Christoph; Calore, Francesca, E-mail: e.m.storm@uva.nl, E-mail: c.weniger@uva.nl, E-mail: francesca.calore@lapth.cnrs.fr
We present SkyFACT (Sky Factorization with Adaptive Constrained Templates), a new approach for studying, modeling and decomposing diffuse gamma-ray emission. Like most previous analyses, the approach relies on predictions from cosmic-ray propagation codes like GALPROP and DRAGON. However, in contrast to previous approaches, we account for the fact that models are not perfect and allow for a very large number (∼> 10{sup 5}) of nuisance parameters to parameterize these imperfections. We combine methods of image reconstruction and adaptive spatio-spectral template regression in one coherent hybrid approach. To this end, we use penalized Poisson likelihood regression, with regularization functions that aremore » motivated by the maximum entropy method. We introduce methods to efficiently handle the high dimensionality of the convex optimization problem as well as the associated semi-sparse covariance matrix, using the L-BFGS-B algorithm and Cholesky factorization. We test the method both on synthetic data as well as on gamma-ray emission from the inner Galaxy, |ℓ|<90{sup o} and | b |<20{sup o}, as observed by the Fermi Large Area Telescope. We finally define a simple reference model that removes most of the residual emission from the inner Galaxy, based on conventional diffuse emission components as well as components for the Fermi bubbles, the Fermi Galactic center excess, and extended sources along the Galactic disk. Variants of this reference model can serve as basis for future studies of diffuse emission in and outside the Galactic disk.« less
Bayesian image reconstruction for improving detection performance of muon tomography.
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.
Santra, Kalyan; Zhan, Jinchun; Song, Xueyu; ...
2016-02-10
The need for measuring fluorescence lifetimes of species in subdiffraction-limited volumes in, for example, stimulated emission depletion (STED) microscopy, entails the dual challenge of probing a small number of fluorophores and fitting the concomitant sparse data set to the appropriate excited-state decay function. This need has stimulated a further investigation into the relative merits of two fitting techniques commonly referred to as “residual minimization” (RM) and “maximum likelihood” (ML). Fluorescence decays of the well-characterized standard, rose bengal in methanol at room temperature (530 ± 10 ps), were acquired in a set of five experiments in which the total number ofmore » “photon counts” was approximately 20, 200, 1000, 3000, and 6000 and there were about 2–200 counts at the maxima of the respective decays. Each set of experiments was repeated 50 times to generate the appropriate statistics. Each of the 250 data sets was analyzed by ML and two different RM methods (differing in the weighting of residuals) using in-house routines and compared with a frequently used commercial RM routine. Convolution with a real instrument response function was always included in the fitting. While RM using Pearson’s weighting of residuals can recover the correct mean result with a total number of counts of 1000 or more, ML distinguishes itself by yielding, in all cases, the same mean lifetime within 2% of the accepted value. For 200 total counts and greater, ML always provides a standard deviation of <10% of the mean lifetime, and even at 20 total counts there is only 20% error in the mean lifetime. Here, the robustness of ML advocates its use for sparse data sets such as those acquired in some subdiffraction-limited microscopies, such as STED, and, more importantly, provides greater motivation for exploiting the time-resolved capacities of this technique to acquire and analyze fluorescence lifetime data.« less
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.
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.
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.
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.
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
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…
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.
Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation
NASA Astrophysics Data System (ADS)
Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.
2016-12-01
With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.
Liu, Fang; Eugenio, Evercita C
2018-04-01
Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.
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
NASA Astrophysics Data System (ADS)
Abbasi, R. U.; Abe, M.; Abu-Zayyad, T.; Allen, M.; Azuma, R.; Barcikowski, E.; Belz, J. W.; Bergman, D. R.; Blake, S. A.; Cady, R.; Cheon, B. G.; Chiba, J.; Chikawa, M.; di Matteo, A.; Fujii, T.; Fujita, K.; Fukushima, M.; Furlich, G.; Goto, T.; Hanlon, W.; Hayashi, M.; Hayashi, Y.; Hayashida, N.; Hibino, K.; Honda, K.; Ikeda, D.; Inoue, N.; Ishii, T.; Ishimori, R.; Ito, H.; Ivanov, D.; Jeong, H. M.; Jeong, S. M.; Jui, C. C. H.; Kadota, K.; Kakimoto, F.; Kalashev, O.; Kasahara, K.; Kawai, H.; Kawakami, S.; Kawana, S.; Kawata, K.; Kido, E.; Kim, H. B.; Kim, J. H.; Kim, J. H.; Kishigami, S.; Kitamura, S.; Kitamura, Y.; Kuzmin, V.; Kuznetsov, M.; Kwon, Y. J.; Lee, K. H.; Lubsandorzhiev, B.; Lundquist, J. P.; Machida, K.; Martens, K.; Matsuyama, T.; Matthews, J. N.; Mayta, R.; Minamino, M.; Mukai, K.; Myers, I.; Nagasawa, K.; Nagataki, S.; Nakamura, R.; Nakamura, T.; Nonaka, T.; Oda, H.; Ogio, S.; Ogura, J.; Ohnishi, M.; Ohoka, H.; Okuda, T.; Omura, Y.; Ono, M.; Onogi, R.; Oshima, A.; Ozawa, S.; Park, I. H.; Pshirkov, M. S.; Rodriguez, D. C.; Rubtsov, G.; Ryu, D.; Sagawa, H.; Sahara, R.; Saito, K.; Saito, Y.; Sakaki, N.; Sakurai, N.; Scott, L. M.; Seki, T.; Sekino, K.; Shah, P. D.; Shibata, F.; Shibata, T.; Shimodaira, H.; Shin, B. K.; Shin, H. S.; Smith, J. D.; Sokolsky, P.; Stokes, B. T.; Stratton, S. R.; Stroman, T. A.; Suzawa, T.; Takagi, Y.; Takahashi, Y.; Takamura, M.; Takeda, M.; Takeishi, R.; Taketa, A.; Takita, M.; Tameda, Y.; Tanaka, H.; Tanaka, K.; Tanaka, M.; Thomas, S. B.; Thomson, G. B.; Tinyakov, P.; Tkachev, I.; Tokuno, H.; Tomida, T.; Troitsky, S.; Tsunesada, Y.; Tsutsumi, K.; Uchihori, Y.; Udo, S.; Urban, F.; Wong, T.; Yamamoto, M.; Yamane, R.; Yamaoka, H.; Yamazaki, K.; Yang, J.; Yashiro, K.; Yoneda, Y.; Yoshida, S.; Yoshii, H.; Zhezher, Y.; Zundel, Z.; Telescope Array Collaboration
2018-05-01
The Telescope Array (TA) observatory utilizes fluorescence detectors and surface detectors (SDs) to observe air showers produced by ultra high energy cosmic rays in Earth’s atmosphere. Cosmic-ray events observed in this way are termed hybrid data. The depth of air shower maximum is related to the mass of the primary particle that generates the shower. This paper reports on shower maxima data collected over 8.5 yr using the Black Rock Mesa and Long Ridge fluorescence detectors in conjunction with the array of SDs. We compare the means and standard deviations of the observed {X}\\max distributions with Monte Carlo {X}\\max distributions of unmixed protons, helium, nitrogen, and iron, all generated using the QGSJet II-04 hadronic model. We also perform an unbinned maximum likelihood test of the observed data, which is subjected to variable systematic shifting of the data {X}\\max distributions to allow us to test the full distributions, and compare them to the Monte Carlo to see which elements are not compatible with the observed data. For all energy bins, QGSJet II-04 protons are found to be compatible with TA hybrid data at the 95% confidence level after some systematic {X}\\max shifting of the data. Three other QGSJet II-04 elements are found to be compatible using the same test procedure in an energy range limited to the highest energies where data statistics are sparse.
Prague, Mélanie; Commenges, Daniel; Guedj, Jérémie; Drylewicz, Julia; Thiébaut, Rodolphe
2013-08-01
Models based on ordinary differential equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each subject can be sparse making difficult to precisely estimate individual parameters by standard non-linear regression but information can often be gained from between-subjects variability. This makes natural the use of mixed-effects models to estimate population parameters. Although the maximum likelihood approach is a valuable option, identifiability issues favour Bayesian approaches which can incorporate prior knowledge in a flexible way. However, the combination of difficulties coming from the ODE system and from the presence of random effects raises a major numerical challenge. Computations can be simplified by making a normal approximation of the posterior to find the maximum of the posterior distribution (MAP). Here we present the NIMROD program (normal approximation inference in models with random effects based on ordinary differential equations) devoted to the MAP estimation in ODE models. We describe the specific implemented features such as convergence criteria and an approximation of the leave-one-out cross-validation to assess the model quality of fit. In pharmacokinetics models, first, we evaluate the properties of this algorithm and compare it with FOCE and MCMC algorithms in simulations. Then, we illustrate NIMROD use on Amprenavir pharmacokinetics data from the PUZZLE clinical trial in HIV infected patients. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
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
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.
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.
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.
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
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
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.
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.
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
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
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
Patch-based image reconstruction for PET using prior-image derived dictionaries
NASA Astrophysics Data System (ADS)
Tahaei, Marzieh S.; Reader, Andrew J.
2016-09-01
In PET image reconstruction, regularization is often needed to reduce the noise in the resulting images. Patch-based image processing techniques have recently been successfully used for regularization in medical image reconstruction through a penalized likelihood framework. Re-parameterization within reconstruction is another powerful regularization technique in which the object in the scanner is re-parameterized using coefficients for spatially-extensive basis vectors. In this work, a method for extracting patch-based basis vectors from the subject’s MR image is proposed. The coefficients for these basis vectors are then estimated using the conventional MLEM algorithm. Furthermore, using the alternating direction method of multipliers, an algorithm for optimizing the Poisson log-likelihood while imposing sparsity on the parameters is also proposed. This novel method is then utilized to find sparse coefficients for the patch-based basis vectors extracted from the MR image. The results indicate the superiority of the proposed methods to patch-based regularization using the penalized likelihood framework.
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…
Cocco, S; Monasson, R; Sessak, V
2011-05-01
We consider the problem of inferring the interactions between a set of N binary variables from the knowledge of their frequencies and pairwise correlations. The inference framework is based on the Hopfield model, a special case of the Ising model where the interaction matrix is defined through a set of patterns in the variable space, and is of rank much smaller than N. We show that maximum likelihood inference is deeply related to principal component analysis when the amplitude of the pattern components ξ is negligible compared to √N. Using techniques from statistical mechanics, we calculate the corrections to the patterns to the first order in ξ/√N. We stress the need to generalize the Hopfield model and include both attractive and repulsive patterns in order to correctly infer networks with sparse and strong interactions. We present a simple geometrical criterion to decide how many attractive and repulsive patterns should be considered as a function of the sampling noise. We moreover discuss how many sampled configurations are required for a good inference, as a function of the system size N and of the amplitude ξ. The inference approach is illustrated on synthetic and biological data.
Kirby, James B.; Bollen, Kenneth A.
2009-01-01
Structural Equation Modeling with latent variables (SEM) is a powerful tool for social and behavioral scientists, combining many of the strengths of psychometrics and econometrics into a single framework. The most common estimator for SEM is the full-information maximum likelihood estimator (ML), but there is continuing interest in limited information estimators because of their distributional robustness and their greater resistance to structural specification errors. However, the literature discussing model fit for limited information estimators for latent variable models is sparse compared to that for full information estimators. We address this shortcoming by providing several specification tests based on the 2SLS estimator for latent variable structural equation models developed by Bollen (1996). We explain how these tests can be used to not only identify a misspecified model, but to help diagnose the source of misspecification within a model. We present and discuss results from a Monte Carlo experiment designed to evaluate the finite sample properties of these tests. Our findings suggest that the 2SLS tests successfully identify most misspecified models, even those with modest misspecification, and that they provide researchers with information that can help diagnose the source of misspecification. PMID:20419054
ORACLE INEQUALITIES FOR THE LASSO IN THE COX MODEL
Huang, Jian; Sun, Tingni; Ying, Zhiliang; Yu, Yi; Zhang, Cun-Hui
2013-01-01
We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish oracle inequalities based on natural extensions of the compatibility and cone invertibility factors of the Hessian matrix at the true regression coefficients. Similar results based on an extension of the restricted eigenvalue can be also proved by our method. However, the presented oracle inequalities are sharper since the compatibility and cone invertibility factors are always greater than the corresponding restricted eigenvalue. In the Cox regression model, the Hessian matrix is based on time-dependent covariates in censored risk sets, so that the compatibility and cone invertibility factors, and the restricted eigenvalue as well, are random variables even when they are evaluated for the Hessian at the true regression coefficients. Under mild conditions, we prove that these quantities are bounded from below by positive constants for time-dependent covariates, including cases where the number of covariates is of greater order than the sample size. Consequently, the compatibility and cone invertibility factors can be treated as positive constants in our oracle inequalities. PMID:24086091
ORACLE INEQUALITIES FOR THE LASSO IN THE COX MODEL.
Huang, Jian; Sun, Tingni; Ying, Zhiliang; Yu, Yi; Zhang, Cun-Hui
2013-06-01
We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish oracle inequalities based on natural extensions of the compatibility and cone invertibility factors of the Hessian matrix at the true regression coefficients. Similar results based on an extension of the restricted eigenvalue can be also proved by our method. However, the presented oracle inequalities are sharper since the compatibility and cone invertibility factors are always greater than the corresponding restricted eigenvalue. In the Cox regression model, the Hessian matrix is based on time-dependent covariates in censored risk sets, so that the compatibility and cone invertibility factors, and the restricted eigenvalue as well, are random variables even when they are evaluated for the Hessian at the true regression coefficients. Under mild conditions, we prove that these quantities are bounded from below by positive constants for time-dependent covariates, including cases where the number of covariates is of greater order than the sample size. Consequently, the compatibility and cone invertibility factors can be treated as positive constants in our oracle inequalities.
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
Meyer, Karin
2016-01-01
Multivariate estimates of genetic parameters are subject to substantial sampling variation, especially for smaller data sets and more than a few traits. A simple modification of standard, maximum-likelihood procedures for multivariate analyses to estimate genetic covariances is described, which can improve estimates by substantially reducing their sampling variances. This is achieved by maximizing the likelihood subject to a penalty. Borrowing from Bayesian principles, we propose a mild, default penalty—derived assuming a Beta distribution of scale-free functions of the covariance components to be estimated—rather than laboriously attempting to determine the stringency of penalization from the data. An extensive simulation study is presented, demonstrating that such penalties can yield very worthwhile reductions in loss, i.e., the difference from population values, for a wide range of scenarios and without distorting estimates of phenotypic covariances. Moreover, mild default penalties tend not to increase loss in difficult cases and, on average, achieve reductions in loss of similar magnitude to computationally demanding schemes to optimize the degree of penalization. Pertinent details required for the adaptation of standard algorithms to locate the maximum of the likelihood function are outlined. PMID:27317681
Maximum Likelihood Estimations and EM Algorithms with Length-biased Data
Qin, Jing; Ning, Jing; Liu, Hao; Shen, Yu
2012-01-01
SUMMARY Length-biased sampling has been well recognized in economics, industrial reliability, etiology applications, epidemiological, genetic and cancer screening studies. Length-biased right-censored data have a unique data structure different from traditional survival data. The nonparametric and semiparametric estimations and inference methods for traditional survival data are not directly applicable for length-biased right-censored data. We propose new expectation-maximization algorithms for estimations based on full likelihoods involving infinite dimensional parameters under three settings for length-biased data: estimating nonparametric distribution function, estimating nonparametric hazard function under an increasing failure rate constraint, and jointly estimating baseline hazards function and the covariate coefficients under the Cox proportional hazards model. Extensive empirical simulation studies show that the maximum likelihood estimators perform well with moderate sample sizes and lead to more efficient estimators compared to the estimating equation approaches. The proposed estimates are also more robust to various right-censoring mechanisms. We prove the strong consistency properties of the estimators, and establish the asymptotic normality of the semi-parametric maximum likelihood estimators under the Cox model using modern empirical processes theory. We apply the proposed methods to a prevalent cohort medical study. Supplemental materials are available online. PMID:22323840
Models and analysis for multivariate failure time data
NASA Astrophysics Data System (ADS)
Shih, Joanna Huang
The goal of this research is to develop and investigate models and analytic methods for multivariate failure time data. We compare models in terms of direct modeling of the margins, flexibility of dependency structure, local vs. global measures of association, and ease of implementation. In particular, we study copula models, and models produced by right neutral cumulative hazard functions and right neutral hazard functions. We examine the changes of association over time for families of bivariate distributions induced from these models by displaying their density contour plots, conditional density plots, correlation curves of Doksum et al, and local cross ratios of Oakes. We know that bivariate distributions with same margins might exhibit quite different dependency structures. In addition to modeling, we study estimation procedures. For copula models, we investigate three estimation procedures. the first procedure is full maximum likelihood. The second procedure is two-stage maximum likelihood. At stage 1, we estimate the parameters in the margins by maximizing the marginal likelihood. At stage 2, we estimate the dependency structure by fixing the margins at the estimated ones. The third procedure is two-stage partially parametric maximum likelihood. It is similar to the second procedure, but we estimate the margins by the Kaplan-Meier estimate. We derive asymptotic properties for these three estimation procedures and compare their efficiency by Monte-Carlo simulations and direct computations. For models produced by right neutral cumulative hazards and right neutral hazards, we derive the likelihood and investigate the properties of the maximum likelihood estimates. Finally, we develop goodness of fit tests for the dependency structure in the copula models. We derive a test statistic and its asymptotic properties based on the test of homogeneity of Zelterman and Chen (1988), and a graphical diagnostic procedure based on the empirical Bayes approach. We study the performance of these two methods using actual and computer generated data.
The small low SNR target tracking using sparse representation information
NASA Astrophysics Data System (ADS)
Yin, Lifan; Zhang, Yiqun; Wang, Shuo; Sun, Chenggang
2017-11-01
Tracking small targets, such as missile warheads, from a remote distance is a difficult task since the targets are "points" which are similar to sensor's noise points. As a result, traditional tracking algorithms only use the information contained in point measurement, such as the position information and intensity information, as characteristics to identify targets from noise points. But in fact, as a result of the diffusion of photon, any small target is not a point in the focal plane array and it occupies an area which is larger than one sensor cell. So, if we can take the geometry characteristic into account as a new dimension of information, it will be of helpful in distinguishing targets from noise points. In this paper, we use a novel method named sparse representation (SR) to depict the geometry information of target intensity and define it as the SR information of target. Modeling the intensity spread and solving its SR coefficients, the SR information is represented by establishing its likelihood function. Further, the SR information likelihood is incorporated in the conventional Probability Hypothesis Density (PHD) filter algorithm with point measurement. To illustrate the different performances of algorithm with or without the SR information, the detection capability and estimation error have been compared through simulation. Results demonstrate the proposed method has higher estimation accuracy and probability of detecting target than the conventional algorithm without the SR information.
Vector Antenna and Maximum Likelihood Imaging for Radio Astronomy
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
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.
Discriminant WSRC for Large-Scale Plant Species Recognition.
Zhang, Shanwen; Zhang, Chuanlei; Zhu, Yihai; You, Zhuhong
2017-01-01
In sparse representation based classification (SRC) and weighted SRC (WSRC), it is time-consuming to solve the global sparse representation problem. A discriminant WSRC (DWSRC) is proposed for large-scale plant species recognition, including two stages. Firstly, several subdictionaries are constructed by dividing the dataset into several similar classes, and a subdictionary is chosen by the maximum similarity between the test sample and the typical sample of each similar class. Secondly, the weighted sparse representation of the test image is calculated with respect to the chosen subdictionary, and then the leaf category is assigned through the minimum reconstruction error. Different from the traditional SRC and its improved approaches, we sparsely represent the test sample on a subdictionary whose base elements are the training samples of the selected similar class, instead of using the generic overcomplete dictionary on the entire training samples. Thus, the complexity to solving the sparse representation problem is reduced. Moreover, DWSRC is adapted to newly added leaf species without rebuilding the dictionary. Experimental results on the ICL plant leaf database show that the method has low computational complexity and high recognition rate and can be clearly interpreted.
THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures
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
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.
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.
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
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.
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
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.
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.
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.
Regression estimators for generic health-related quality of life and quality-adjusted life years.
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.
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
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
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.
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
On modeling animal movements using Brownian motion with measurement error.
Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun
2014-02-01
Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.
Maximum-Likelihood Methods for Processing Signals From Gamma-Ray Detectors
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
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.
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
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.
Sparsely sampling the sky: a Bayesian experimental design approach
NASA Astrophysics Data System (ADS)
Paykari, P.; Jaffe, A. H.
2013-08-01
The next generation of galaxy surveys will observe millions of galaxies over large volumes of the Universe. These surveys are expensive both in time and cost, raising questions regarding the optimal investment of this time and money. In this work, we investigate criteria for selecting amongst observing strategies for constraining the galaxy power spectrum and a set of cosmological parameters. Depending on the parameters of interest, it may be more efficient to observe a larger, but sparsely sampled, area of sky instead of a smaller contiguous area. In this work, by making use of the principles of Bayesian experimental design, we will investigate the advantages and disadvantages of the sparse sampling of the sky and discuss the circumstances in which a sparse survey is indeed the most efficient strategy. For the Dark Energy Survey (DES), we find that by sparsely observing the same area in a smaller amount of time, we only increase the errors on the parameters by a maximum of 0.45 per cent. Conversely, investing the same amount of time as the original DES to observe a sparser but larger area of sky, we can in fact constrain the parameters with errors reduced by 28 per cent.
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.
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.
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.
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.
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
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
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.
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.
Mapping visual stimuli to perceptual decisions via sparse decoding of mesoscopic neural activity.
Sajda, Paul
2010-01-01
In this talk I will describe our work investigating sparse decoding of neural activity, given a realistic mapping of the visual scene to neuronal spike trains generated by a model of primary visual cortex (V1). We use a linear decoder which imposes sparsity via an L1 norm. The decoder can be viewed as a decoding neuron (linear summation followed by a sigmoidal nonlinearity) in which there are relatively few non-zero synaptic weights. We find: (1) the best decoding performance is for a representation that is sparse in both space and time, (2) decoding of a temporal code results in better performance than a rate code and is also a better fit to the psychophysical data, (3) the number of neurons required for decoding increases monotonically as signal-to-noise in the stimulus decreases, with as little as 1% of the neurons required for decoding at the highest signal-to-noise levels, and (4) sparse decoding results in a more accurate decoding of the stimulus and is a better fit to psychophysical performance than a distributed decoding, for example one imposed by an L2 norm. We conclude that sparse coding is well-justified from a decoding perspective in that it results in a minimum number of neurons and maximum accuracy when sparse representations can be decoded from the neural dynamics.
Comparing implementations of penalized weighted least-squares sinogram restoration.
Forthmann, Peter; Koehler, Thomas; Defrise, Michel; La Riviere, Patrick
2010-11-01
A CT scanner measures the energy that is deposited in each channel of a detector array by x rays that have been partially absorbed on their way through the object. The measurement process is complex and quantitative measurements are always and inevitably associated with errors, so CT data must be preprocessed prior to reconstruction. In recent years, the authors have formulated CT sinogram preprocessing as a statistical restoration problem in which the goal is to obtain the best estimate of the line integrals needed for reconstruction from the set of noisy, degraded measurements. The authors have explored both penalized Poisson likelihood (PL) and penalized weighted least-squares (PWLS) objective functions. At low doses, the authors found that the PL approach outperforms PWLS in terms of resolution-noise tradeoffs, but at standard doses they perform similarly. The PWLS objective function, being quadratic, is more amenable to computational acceleration than the PL objective. In this work, the authors develop and compare two different methods for implementing PWLS sinogram restoration with the hope of improving computational performance relative to PL in the standard-dose regime. Sinogram restoration is still significant in the standard-dose regime since it can still outperform standard approaches and it allows for correction of effects that are not usually modeled in standard CT preprocessing. The authors have explored and compared two implementation strategies for PWLS sinogram restoration: (1) A direct matrix-inversion strategy based on the closed-form solution to the PWLS optimization problem and (2) an iterative approach based on the conjugate-gradient algorithm. Obtaining optimal performance from each strategy required modifying the naive off-the-shelf implementations of the algorithms to exploit the particular symmetry and sparseness of the sinogram-restoration problem. For the closed-form approach, the authors subdivided the large matrix inversion into smaller coupled problems and exploited sparseness to minimize matrix operations. For the conjugate-gradient approach, the authors exploited sparseness and preconditioned the problem to speed up convergence. All methods produced qualitatively and quantitatively similar images as measured by resolution-variance tradeoffs and difference images. Despite the acceleration strategies, the direct matrix-inversion approach was found to be uncompetitive with iterative approaches, with a computational burden higher by an order of magnitude or more. The iterative conjugate-gradient approach, however, does appear promising, with computation times half that of the authors' previous penalized-likelihood implementation. Iterative conjugate-gradient based PWLS sinogram restoration with careful matrix optimizations has computational advantages over direct matrix PWLS inversion and over penalized-likelihood sinogram restoration and can be considered a good alternative in standard-dose regimes.
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.
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.
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
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.
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.
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
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.
Selecting informative subsets of sparse supermatrices increases the chance to find correct trees.
Misof, Bernhard; Meyer, Benjamin; von Reumont, Björn Marcus; Kück, Patrick; Misof, Katharina; Meusemann, Karen
2013-12-03
Character matrices with extensive missing data are frequently used in phylogenomics with potentially detrimental effects on the accuracy and robustness of tree inference. Therefore, many investigators select taxa and genes with high data coverage. Drawbacks of these selections are their exclusive reliance on data coverage without consideration of actual signal in the data which might, thus, not deliver optimal data matrices in terms of potential phylogenetic signal. In order to circumvent this problem, we have developed a heuristics implemented in a software called mare which (1) assesses information content of genes in supermatrices using a measure of potential signal combined with data coverage and (2) reduces supermatrices with a simple hill climbing procedure to submatrices with high total information content. We conducted simulation studies using matrices of 50 taxa × 50 genes with heterogeneous phylogenetic signal among genes and data coverage between 10-30%. With matrices of 50 taxa × 50 genes with heterogeneous phylogenetic signal among genes and data coverage between 10-30% Maximum Likelihood (ML) tree reconstructions failed to recover correct trees. A selection of a data subset with the herein proposed approach increased the chance to recover correct partial trees more than 10-fold. The selection of data subsets with the herein proposed simple hill climbing procedure performed well either considering the information content or just a simple presence/absence information of genes. We also applied our approach on an empirical data set, addressing questions of vertebrate systematics. With this empirical dataset selecting a data subset with high information content and supporting a tree with high average boostrap support was most successful if information content of genes was considered. Our analyses of simulated and empirical data demonstrate that sparse supermatrices can be reduced on a formal basis outperforming the usually used simple selections of taxa and genes with high data coverage.
Minimally Informative Prior Distributions for PSA
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dana L. Kelly; Robert W. Youngblood; Kurt G. Vedros
2010-06-01
A salient feature of Bayesian inference is its ability to incorporate information from a variety of sources into the inference model, via the prior distribution (hereafter simply “the prior”). However, over-reliance on old information can lead to priors that dominate new data. Some analysts seek to avoid this by trying to work with a minimally informative prior distribution. Another reason for choosing a minimally informative prior is to avoid the often-voiced criticism of subjectivity in the choice of prior. Minimally informative priors fall into two broad classes: 1) so-called noninformative priors, which attempt to be completely objective, in that themore » posterior distribution is determined as completely as possible by the observed data, the most well known example in this class being the Jeffreys prior, and 2) priors that are diffuse over the region where the likelihood function is nonnegligible, but that incorporate some information about the parameters being estimated, such as a mean value. In this paper, we compare four approaches in the second class, with respect to their practical implications for Bayesian inference in Probabilistic Safety Assessment (PSA). The most commonly used such prior, the so-called constrained noninformative prior, is a special case of the maximum entropy prior. This is formulated as a conjugate distribution for the most commonly encountered aleatory models in PSA, and is correspondingly mathematically convenient; however, it has a relatively light tail and this can cause the posterior mean to be overly influenced by the prior in updates with sparse data. A more informative prior that is capable, in principle, of dealing more effectively with sparse data is a mixture of conjugate priors. A particular diffuse nonconjugate prior, the logistic-normal, is shown to behave similarly for some purposes. Finally, we review the so-called robust prior. Rather than relying on the mathematical abstraction of entropy, as does the constrained noninformative prior, the robust prior places a heavy-tailed Cauchy prior on the canonical parameter of the aleatory model.« less
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
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 time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for ...
A Maximum-Likelihood Approach to Force-Field Calibration.
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.
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.
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.
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.
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.
Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation.
Lam, Clifford; Fan, Jianqing
2009-01-01
This paper studies the sparsistency and rates of convergence for estimating sparse covariance and precision matrices based on penalized likelihood with nonconvex penalty functions. Here, sparsistency refers to the property that all parameters that are zero are actually estimated as zero with probability tending to one. Depending on the case of applications, sparsity priori may occur on the covariance matrix, its inverse or its Cholesky decomposition. We study these three sparsity exploration problems under a unified framework with a general penalty function. We show that the rates of convergence for these problems under the Frobenius norm are of order (s(n) log p(n)/n)(1/2), where s(n) is the number of nonzero elements, p(n) is the size of the covariance matrix and n is the sample size. This explicitly spells out the contribution of high-dimensionality is merely of a logarithmic factor. The conditions on the rate with which the tuning parameter λ(n) goes to 0 have been made explicit and compared under different penalties. As a result, for the L(1)-penalty, to guarantee the sparsistency and optimal rate of convergence, the number of nonzero elements should be small: sn'=O(pn) at most, among O(pn2) parameters, for estimating sparse covariance or correlation matrix, sparse precision or inverse correlation matrix or sparse Cholesky factor, where sn' is the number of the nonzero elements on the off-diagonal entries. On the other hand, using the SCAD or hard-thresholding penalty functions, there is no such a restriction.
Statistical power calculations for mixed pharmacokinetic study designs using a population approach.
Kloprogge, Frank; Simpson, Julie A; Day, Nicholas P J; White, Nicholas J; Tarning, Joel
2014-09-01
Simultaneous modelling of dense and sparse pharmacokinetic data is possible with a population approach. To determine the number of individuals required to detect the effect of a covariate, simulation-based power calculation methodologies can be employed. The Monte Carlo Mapped Power method (a simulation-based power calculation methodology using the likelihood ratio test) was extended in the current study to perform sample size calculations for mixed pharmacokinetic studies (i.e. both sparse and dense data collection). A workflow guiding an easy and straightforward pharmacokinetic study design, considering also the cost-effectiveness of alternative study designs, was used in this analysis. Initially, data were simulated for a hypothetical drug and then for the anti-malarial drug, dihydroartemisinin. Two datasets (sampling design A: dense; sampling design B: sparse) were simulated using a pharmacokinetic model that included a binary covariate effect and subsequently re-estimated using (1) the same model and (2) a model not including the covariate effect in NONMEM 7.2. Power calculations were performed for varying numbers of patients with sampling designs A and B. Study designs with statistical power >80% were selected and further evaluated for cost-effectiveness. The simulation studies of the hypothetical drug and the anti-malarial drug dihydroartemisinin demonstrated that the simulation-based power calculation methodology, based on the Monte Carlo Mapped Power method, can be utilised to evaluate and determine the sample size of mixed (part sparsely and part densely sampled) study designs. The developed method can contribute to the design of robust and efficient pharmacokinetic studies.
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/.
The application of low-rank and sparse decomposition method in the field of climatology
NASA Astrophysics Data System (ADS)
Gupta, Nitika; Bhaskaran, Prasad K.
2018-04-01
The present study reports a low-rank and sparse decomposition method that separates the mean and the variability of a climate data field. Until now, the application of this technique was limited only in areas such as image processing, web data ranking, and bioinformatics data analysis. In climate science, this method exactly separates the original data into a set of low-rank and sparse components, wherein the low-rank components depict the linearly correlated dataset (expected or mean behavior), and the sparse component represents the variation or perturbation in the dataset from its mean behavior. The study attempts to verify the efficacy of this proposed technique in the field of climatology with two examples of real world. The first example attempts this technique on the maximum wind-speed (MWS) data for the Indian Ocean (IO) region. The study brings to light a decadal reversal pattern in the MWS for the North Indian Ocean (NIO) during the months of June, July, and August (JJA). The second example deals with the sea surface temperature (SST) data for the Bay of Bengal region that exhibits a distinct pattern in the sparse component. The study highlights the importance of the proposed technique used for interpretation and visualization of climate data.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gu, Renliang, E-mail: Venliang@iastate.edu, E-mail: ald@iastate.edu; Dogandžić, Aleksandar, E-mail: Venliang@iastate.edu, E-mail: ald@iastate.edu
2015-03-31
We develop a sparse image reconstruction method for polychromatic computed tomography (CT) measurements under the blind scenario where the material of the inspected object and the incident energy spectrum are unknown. To obtain a parsimonious measurement model parameterization, we first rewrite the measurement equation using our mass-attenuation parameterization, which has the Laplace integral form. The unknown mass-attenuation spectrum is expanded into basis functions using a B-spline basis of order one. We develop a block coordinate-descent algorithm for constrained minimization of a penalized negative log-likelihood function, where constraints and penalty terms ensure nonnegativity of the spline coefficients and sparsity of themore » density map image in the wavelet domain. This algorithm alternates between a Nesterov’s proximal-gradient step for estimating the density map image and an active-set step for estimating the incident spectrum parameters. Numerical simulations demonstrate the performance of the proposed scheme.« less
This is SPIRAL-TAP: Sparse Poisson Intensity Reconstruction ALgorithms--theory and practice.
Harmany, Zachary T; Marcia, Roummel F; Willett, Rebecca M
2012-03-01
Observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model. As a result, accurate reconstruction of a spatially or temporally distributed phenomenon (f*) from Poisson data (y) cannot be effectively accomplished by minimizing a conventional penalized least-squares objective function. The problem addressed in this paper is the estimation of f* from y in an inverse problem setting, where the number of unknowns may potentially be larger than the number of observations and f* admits sparse approximation. The optimization formulation considered in this paper uses a penalized negative Poisson log-likelihood objective function with nonnegativity constraints (since Poisson intensities are naturally nonnegative). In particular, the proposed approach incorporates key ideas of using separable quadratic approximations to the objective function at each iteration and penalization terms related to l1 norms of coefficient vectors, total variation seminorms, and partition-based multiscale estimation methods.
Maximum-likelihood estimation of parameterized wavefronts from multifocal data
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
Deformation Measurement In The Hayward Fault Zone Using Partially Correlated Persistent Scatterers
NASA Astrophysics Data System (ADS)
Lien, J.; Zebker, H. A.
2013-12-01
Interferometric synthetic aperture radar (InSAR) is an effective tool for measuring temporal changes in the Earth's surface. By combining SAR phase data collected at varying times and orbit geometries, with InSAR we can produce high accuracy, wide coverage images of crustal deformation fields. Changes in the radar imaging geometry, scatterer positions, or scattering behavior between radar passes causes the measured radar return to differ, leading to a decorrelation phase term that obscures the deformation signal and prevents the use of large baseline data. Here we present a new physically-based method of modeling decorrelation from the subset of pixels with the highest intrinsic signal-to-noise ratio, the so-called persistent scatters (PS). This more complete formulation, which includes both phase and amplitude scintillations, better describes the scattering behavior of partially correlated PS pixels and leads to a more reliable selection algorithm. The new method identifies PS pixels using maximum likelihood signal-to-clutter ratio (SCR) estimation based on the joint interferometric stack phase-amplitude distribution. Our PS selection method is unique in that it considers both phase and amplitude; accounts for correlation between all possible pairs of interferometric observations; and models the effect of spatial and temporal baselines on the stack. We use the resulting maximum likelihood SCR estimate as a criterion for PS selection. We implement the partially correlated persistent scatterer technique to analyze a stack of C-band European Remote Sensing (ERS-1/2) interferometric radar data imaging the Hayward Fault Zone from 1995 to 2000. We show that our technique achieves a better trade-off between PS pixel selection accuracy and network density compared to other PS identification methods, particularly in areas of natural terrain. We then present deformation measurements obtained by the selected PS network. Our results demonstrate that the partially correlated persistent scatterer technique can attain accurate deformation measurements even in areas that suffer decorrelation due to natural terrain. The accuracy of phase unwrapping and subsequent deformation estimation on the spatially sparse PS network depends on both pixel selection accuracy and the density of the network. We find that many additional pixels can be added to the PS list if we are able to correctly identify and add those in which the scattering mechanism exhibits partial, rather than complete, correlation across all radar scenes.
NASA Astrophysics Data System (ADS)
Shupe, Scott Marshall
2000-10-01
Vegetation mapping in and regions facilitates ecological studies, land management, and provides a record to which future land changes can be compared. Accurate and representative mapping of desert vegetation requires a sound field sampling program and a methodology to transform the data collected into a representative classification system. Time and cost constraints require that a remote sensing approach be used if such a classification system is to be applied on a regional scale. However, desert vegetation may be sparse and thus difficult to sense at typical satellite resolutions, especially given the problem of soil reflectance. This study was designed to address these concerns by conducting vegetation mapping research using field and satellite data from the US Army Yuma Proving Ground (USYPG) in Southwest Arizona. Line and belt transect data from the Army's Land Condition Trend Analysis (LCTA) Program were transformed into relative cover and relative density classification schemes using cluster analysis. Ordination analysis of the same data produced two and three-dimensional graphs on which the homogeneity of each vegetation class could be examined. It was found that the use of correspondence analysis (CA), detrended correspondence analysis (DCA), and non-metric multidimensional scaling (NMS) ordination methods was superior to the use of any single ordination method for helping to clarify between-class and within-class relationships in vegetation composition. Analysis of these between-class and within-class relationships were of key importance in examining how well relative cover and relative density schemes characterize the USYPG vegetation. Using these two classification schemes as reference data, maximum likelihood and artificial neural net classifications were then performed on a coregistered dataset consisting of a summer Landsat Thematic Mapper (TM) image, one spring and one summer ERS-1 microwave image, and elevation, slope, and aspect layers. Classifications using a combination of ERS-1 imagery and elevation, slope, and aspect data were superior to classifications carried out using Landsat TM data alone. In all classification iterations it was consistently found that the highest classification accuracy was obtained by using a combination of Landsat TM, ERS-1, and elevation, slope, and aspect data. Maximum likelihood classification accuracy was found to be higher than artificial neural net classification in all cases.
Witter, Robert C.; Zhang, Yinglong J.; Wang, Kelin; Priest, George R.; Goldfinger, Chris; Stimely, Laura; English, John T.; Ferro, Paul A.
2013-01-01
Characterizations of tsunami hazards along the Cascadia subduction zone hinge on uncertainties in megathrust rupture models used for simulating tsunami inundation. To explore these uncertainties, we constructed 15 megathrust earthquake scenarios using rupture models that supply the initial conditions for tsunami simulations at Bandon, Oregon. Tsunami inundation varies with the amount and distribution of fault slip assigned to rupture models, including models where slip is partitioned to a splay fault in the accretionary wedge and models that vary the updip limit of slip on a buried fault. Constraints on fault slip come from onshore and offshore paleoseismological evidence. We rank each rupture model using a logic tree that evaluates a model’s consistency with geological and geophysical data. The scenarios provide inputs to a hydrodynamic model, SELFE, used to simulate tsunami generation, propagation, and inundation on unstructured grids with <5–15 m resolution in coastal areas. Tsunami simulations delineate the likelihood that Cascadia tsunamis will exceed mapped inundation lines. Maximum wave elevations at the shoreline varied from ∼4 m to 25 m for earthquakes with 9–44 m slip and Mw 8.7–9.2. Simulated tsunami inundation agrees with sparse deposits left by the A.D. 1700 and older tsunamis. Tsunami simulations for large (22–30 m slip) and medium (14–19 m slip) splay fault scenarios encompass 80%–95% of all inundation scenarios and provide reasonable guidelines for land-use planning and coastal development. The maximum tsunami inundation simulated for the greatest splay fault scenario (36–44 m slip) can help to guide development of local tsunami evacuation zones.
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.
Snowmelt in a High Latitude Mountain Catchment: Effect of Vegetation Cover and Elevation
NASA Astrophysics Data System (ADS)
Pomeroy, J. W.; Essery, R. L.; Ellis, C. R.; Hedstrom, N. R.; Janowicz, R.; Granger, R. J.
2004-12-01
The energetics and mass balance of snowpacks in the premelt and melt period were compared from three elevation bands in a high latitude mountain catchment, Wolf Creek Research Basin, Yukon. Elevation is strongly correlated with vegetation cover and in this case the three elevation bands (low, middle, high) correspond to mature spruce forest, dense shrub tundra and sparse tundra (alpine). Measurements of radiation, ground heat flux, snow depth, snowfall, air temperature, wind speed were made on a half-hourly basis at the three elevations for a 10 year period. Sondes provided vertical gradients of air temperature, humidity, wind speed and air pressure. Snow depth and density surveys were conducted monthly. Comparisons of wind speed, air temperature and humidity at three elevations show that the expected elevational gradients in the free atmosphere were slightly enhanced just above the surface canopies, but that the climate at the snow surface was further influenced by complex canopy effects. Premelt snow accumulation was strongly affected by intercepted snow in the forest and blowing snow sublimation in the sparse tundra but not by the small elevational gradients in snowfall. As a result the maximum premelt SWE was found in the mid-elevation shrub tundra and was roughly double that of the sparse tundra or forest. Minimum variability of SWE was observed in the forest and shrub tundra (CV=0.25) while in the sparse tundra variability doubled (CV=0.5). Snowmelt was influenced by differences in premelt accumulation as well as differences in the net energy fluxes to snow. Elevation had a strong effect on the initiation of melt with the forest melt starting on average 16 days before the shrub tundra and 19 days before the sparse tundra. Mean melt rates showed a maximum in middle elevations and increased from 860 kJ/day in the forest to 1460 kJ/day in the sparse tundra and 2730 kJ/day in the shrub tundra. The forest canopy reduced melt while the shrub canopy enhanced it relative to the sparsely vegetated tundra. Duration of melt was similar in the forest and shrub tundra at 20 days while the sparse tundra was shorter at 13 days; the differences due to differing snow accumulation and melt rates. The greatest variability in the timing and rate of melt was found in the shrub tundra, where the effect of the shrub canopy over snow depends on snow depth and insolation and is reduced in years with high snow accumulation or extensive cloudy periods in spring. The results show that it is necessary to consider the combination of elevation and vegetation effects on snow microclimate and melt processes in high latitude mountain catchments, but that weather patterns induce substantial variability on the effect these factors.
Occupancy Modeling Species-Environment Relationships with Non-ignorable Survey Designs.
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.
Pascazio, Vito; Schirinzi, Gilda
2002-01-01
In this paper, a technique that is able to reconstruct highly sloped and discontinuous terrain height profiles, starting from multifrequency wrapped phase acquired by interferometric synthetic aperture radar (SAR) systems, is presented. We propose an innovative unwrapping method, based on a maximum likelihood estimation technique, which uses multifrequency independent phase data, obtained by filtering the interferometric SAR raw data pair through nonoverlapping band-pass filters, and approximating the unknown surface by means of local planes. Since the method does not exploit the phase gradient, it assures the uniqueness of the solution, even in the case of highly sloped or piecewise continuous elevation patterns with strong discontinuities.
Soft decoding a self-dual (48, 24; 12) code
NASA Technical Reports Server (NTRS)
Solomon, G.
1993-01-01
A self-dual (48,24;12) code comes from restricting a binary cyclic (63,18;36) code to a 6 x 7 matrix, adding an eighth all-zero column, and then adjoining six dimensions to this extended 6 x 8 matrix. These six dimensions are generated by linear combinations of row permutations of a 6 x 8 matrix of weight 12, whose sums of rows and columns add to one. A soft decoding using these properties and approximating maximum likelihood is presented here. This is preliminary to a possible soft decoding of the box (72,36;15) code that promises a 7.7-dB theoretical coding under maximum likelihood.
Effects of time-shifted data on flight determined stability and control derivatives
NASA Technical Reports Server (NTRS)
Steers, S. T.; Iliff, K. W.
1975-01-01
Flight data were shifted in time by various increments to assess the effects of time shifts on estimates of stability and control derivatives produced by a maximum likelihood estimation method. Derivatives could be extracted from flight data with the maximum likelihood estimation method even if there was a considerable time shift in the data. Time shifts degraded the estimates of the derivatives, but the degradation was in a consistent rather than a random pattern. Time shifts in the control variables caused the most degradation, and the lateral-directional rotary derivatives were affected the most by time shifts in any variable.
Minimum distance classification in remote sensing
NASA Technical Reports Server (NTRS)
Wacker, A. G.; Landgrebe, D. A.
1972-01-01
The utilization of minimum distance classification methods in remote sensing problems, such as crop species identification, is considered. Literature concerning both minimum distance classification problems and distance measures is reviewed. Experimental results are presented for several examples. The objective of these examples is to: (a) compare the sample classification accuracy of a minimum distance classifier, with the vector classification accuracy of a maximum likelihood classifier, and (b) compare the accuracy of a parametric minimum distance classifier with that of a nonparametric one. Results show the minimum distance classifier performance is 5% to 10% better than that of the maximum likelihood classifier. The nonparametric classifier is only slightly better than the parametric version.
Maximum likelihood conjoint measurement of lightness and chroma.
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.
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
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.
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
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
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.
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
Chancellor, Nicholas; Szoke, Szilard; Vinci, Walter; Aeppli, Gabriel; Warburton, Paul A.
2016-01-01
Optimisation problems typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this maximises the likelihood that the solution is correct. The maximum entropy solution on the other hand takes the form of a Boltzmann distribution over the ground and excited states of the cost function to correct for noise. Here we use a programmable annealer for the information decoding problem which we simulate as a random Ising model in a field. We show experimentally that finite temperature maximum entropy decoding can give slightly better bit-error-rates than the maximum likelihood approach, confirming that useful information can be extracted from the excited states of the annealer. Furthermore we introduce a bit-by-bit analytical method which is agnostic to the specific application and use it to show that the annealer samples from a highly Boltzmann-like distribution. Machines of this kind are therefore candidates for use in a variety of machine learning applications which exploit maximum entropy inference, including language processing and image recognition. PMID:26936311
Phylogenetically marking the limits of the genus Fusarium for post-Article 59 usage
USDA-ARS?s Scientific Manuscript database
Fusarium (Hypocreales, Nectriaceae) is one of the most important and systematically challenging groups of mycotoxigenic, plant pathogenic, and human pathogenic fungi. We conducted maximum likelihood (ML), maximum parsimony (MP) and Bayesian (B) analyses on partial nucleotide sequences of genes encod...
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.
NASA Astrophysics Data System (ADS)
Mahrooghy, Majid; Ashraf, Ahmed B.; Daye, Dania; Mies, Carolyn; Rosen, Mark; Feldman, Michael; Kontos, Despina
2014-03-01
We evaluate the prognostic value of sparse representation-based features by applying the K-SVD algorithm on multiparametric kinetic, textural, and morphologic features in breast dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI). K-SVD is an iterative dimensionality reduction method that optimally reduces the initial feature space by updating the dictionary columns jointly with the sparse representation coefficients. Therefore, by using K-SVD, we not only provide sparse representation of the features and condense the information in a few coefficients but also we reduce the dimensionality. The extracted K-SVD features are evaluated by a machine learning algorithm including a logistic regression classifier for the task of classifying high versus low breast cancer recurrence risk as determined by a validated gene expression assay. The features are evaluated using ROC curve analysis and leave one-out cross validation for different sparse representation and dimensionality reduction numbers. Optimal sparse representation is obtained when the number of dictionary elements is 4 (K=4) and maximum non-zero coefficients is 2 (L=2). We compare K-SVD with ANOVA based feature selection for the same prognostic features. The ROC results show that the AUC of the K-SVD based (K=4, L=2), the ANOVA based, and the original features (i.e., no dimensionality reduction) are 0.78, 0.71. and 0.68, respectively. From the results, it can be inferred that by using sparse representation of the originally extracted multi-parametric, high-dimensional data, we can condense the information on a few coefficients with the highest predictive value. In addition, the dimensionality reduction introduced by K-SVD can prevent models from over-fitting.
Poisson point process modeling for polyphonic music transcription.
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.
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.
Smith, Silvia E; Showers-Corneli, Patrice; Dardenne, Caitlin N; Harpending, Henry H; Martin, Darren P; Beiko, Robert G
2012-01-01
The genus Mycobacterium encompasses over one hundred named species of environmental and pathogenic organisms, including the causative agents of devastating human diseases such as tuberculosis and leprosy. The success of these human pathogens is due in part to their ability to rapidly adapt to their changing environment and host. Recombination is the fastest way for bacterial genomes to acquire genetic material, but conflicting results about the extent of recombination in the genus Mycobacterium have been reported. We examined a data set comprising 18 distinct strains from 13 named species for evidence of recombination. Genomic regions common to all strains (accounting for 10% to 22% of the full genomes of all examined species) were aligned and concatenated in the chromosomal order of one mycobacterial reference species. The concatenated sequence was screened for evidence of recombination using a variety of statistical methods, with each proposed event evaluated by comparing maximum-likelihood phylogenies of the recombinant section with the non-recombinant portion of the dataset. Incongruent phylogenies were identified by comparing the site-wise log-likelihoods of each tree using multiple tests. We also used a phylogenomic approach to identify genes that may have been acquired through horizontal transfer from non-mycobacterial sources. The most frequent associated lineages (and potential gene transfer partners) in the Mycobacterium lineage-restricted gene trees are other members of suborder Corynebacterinae, but more-distant partners were identified as well. In two examined cases of potentially frequent and habitat-directed transfer (M. abscessus to Segniliparus and M. smegmatis to Streptomyces), observed sequence distances were small and consistent with a hypothesis of transfer, while in a third case (M. vanbaalenii to Streptomyces) distances were larger. The analyses described here indicate that whereas evidence of recombination in core regions within the genus is relatively sparse, the acquisition of genes from non-mycobacterial lineages is a significant feature of mycobacterial evolution.
Enumerating sparse organisms in ships' ballast water: why counting to 10 is not so easy
To reduce ballast water-borne aquatic invasions worldwide, the International Maritime Organization and United States Coast Guard have each proposed discharge standards specifying maximum concentrations of living biota that may be released in ships’ ballast water (BW), but these r...
Exploiting Non-sequence Data in Dynamic Model Learning
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
Social biases determine spatiotemporal sparseness of ciliate mating heuristics.
Clark, Kevin B
2012-01-01
Ciliates become highly social, even displaying animal-like qualities, in the joint presence of aroused conspecifics and nonself mating pheromones. Pheromone detection putatively helps trigger instinctual and learned courtship and dominance displays from which social judgments are made about the availability, compatibility, and fitness representativeness or likelihood of prospective mates and rivals. In earlier studies, I demonstrated the heterotrich Spirostomum ambiguum improves mating competence by effecting preconjugal strategies and inferences in mock social trials via behavioral heuristics built from Hebbian-like associative learning. Heuristics embody serial patterns of socially relevant action that evolve into ordered, topologically invariant computational networks supporting intra- and intermate selection. S. ambiguum employs heuristics to acquire, store, plan, compare, modify, select, and execute sets of mating propaganda. One major adaptive constraint over formation and use of heuristics involves a ciliate's initial subjective bias, responsiveness, or preparedness, as defined by Stevens' Law of subjective stimulus intensity, for perceiving the meaningfulness of mechanical pressures accompanying cell-cell contacts and additional perimating events. This bias controls durations and valences of nonassociative learning, search rates for appropriate mating strategies, potential net reproductive payoffs, levels of social honesty and deception, successful error diagnosis and correction of mating signals, use of insight or analysis to solve mating dilemmas, bioenergetics expenditures, and governance of mating decisions by classical or quantum statistical mechanics. I now report this same social bias also differentially affects the spatiotemporal sparseness, as measured with metric entropy, of ciliate heuristics. Sparseness plays an important role in neural systems through optimizing the specificity, efficiency, and capacity of memory representations. The present findings indicate sparseness performs a similar function in single aneural cells by tuning the size and density of encoded computational architectures useful for decision making in social contexts.
Social biases determine spatiotemporal sparseness of ciliate mating heuristics
2012-01-01
Ciliates become highly social, even displaying animal-like qualities, in the joint presence of aroused conspecifics and nonself mating pheromones. Pheromone detection putatively helps trigger instinctual and learned courtship and dominance displays from which social judgments are made about the availability, compatibility, and fitness representativeness or likelihood of prospective mates and rivals. In earlier studies, I demonstrated the heterotrich Spirostomum ambiguum improves mating competence by effecting preconjugal strategies and inferences in mock social trials via behavioral heuristics built from Hebbian-like associative learning. Heuristics embody serial patterns of socially relevant action that evolve into ordered, topologically invariant computational networks supporting intra- and intermate selection. S. ambiguum employs heuristics to acquire, store, plan, compare, modify, select, and execute sets of mating propaganda. One major adaptive constraint over formation and use of heuristics involves a ciliate’s initial subjective bias, responsiveness, or preparedness, as defined by Stevens’ Law of subjective stimulus intensity, for perceiving the meaningfulness of mechanical pressures accompanying cell-cell contacts and additional perimating events. This bias controls durations and valences of nonassociative learning, search rates for appropriate mating strategies, potential net reproductive payoffs, levels of social honesty and deception, successful error diagnosis and correction of mating signals, use of insight or analysis to solve mating dilemmas, bioenergetics expenditures, and governance of mating decisions by classical or quantum statistical mechanics. I now report this same social bias also differentially affects the spatiotemporal sparseness, as measured with metric entropy, of ciliate heuristics. Sparseness plays an important role in neural systems through optimizing the specificity, efficiency, and capacity of memory representations. The present findings indicate sparseness performs a similar function in single aneural cells by tuning the size and density of encoded computational architectures useful for decision making in social contexts. PMID:22482001
A framelet-based iterative maximum-likelihood reconstruction algorithm for spectral CT
NASA Astrophysics Data System (ADS)
Wang, Yingmei; Wang, Ge; Mao, Shuwei; Cong, Wenxiang; Ji, Zhilong; Cai, Jian-Feng; Ye, Yangbo
2016-11-01
Standard computed tomography (CT) cannot reproduce spectral information of an object. Hardware solutions include dual-energy CT which scans the object twice in different x-ray energy levels, and energy-discriminative detectors which can separate lower and higher energy levels from a single x-ray scan. In this paper, we propose a software solution and give an iterative algorithm that reconstructs an image with spectral information from just one scan with a standard energy-integrating detector. The spectral information obtained can be used to produce color CT images, spectral curves of the attenuation coefficient μ (r,E) at points inside the object, and photoelectric images, which are all valuable imaging tools in cancerous diagnosis. Our software solution requires no change on hardware of a CT machine. With the Shepp-Logan phantom, we have found that although the photoelectric and Compton components were not perfectly reconstructed, their composite effect was very accurately reconstructed as compared to the ground truth and the dual-energy CT counterpart. This means that our proposed method has an intrinsic benefit in beam hardening correction and metal artifact reduction. The algorithm is based on a nonlinear polychromatic acquisition model for x-ray CT. The key technique is a sparse representation of iterations in a framelet system. Convergence of the algorithm is studied. This is believed to be the first application of framelet imaging tools to a nonlinear inverse problem.
The GEOS Ozone Data Assimilation System: Specification of Error Statistics
NASA Technical Reports Server (NTRS)
Stajner, Ivanka; Riishojgaard, Lars Peter; Rood, Richard B.
2000-01-01
A global three-dimensional ozone data assimilation system has been developed at the Data Assimilation Office of the NASA/Goddard Space Flight Center. The Total Ozone Mapping Spectrometer (TOMS) total ozone and the Solar Backscatter Ultraviolet (SBUV) or (SBUV/2) partial ozone profile observations are assimilated. The assimilation, into an off-line ozone transport model, is done using the global Physical-space Statistical Analysis Scheme (PSAS). This system became operational in December 1999. A detailed description of the statistical analysis scheme, and in particular, the forecast and observation error covariance models is given. A new global anisotropic horizontal forecast error correlation model accounts for a varying distribution of observations with latitude. Correlations are largest in the zonal direction in the tropics where data is sparse. Forecast error variance model is proportional to the ozone field. The forecast error covariance parameters were determined by maximum likelihood estimation. The error covariance models are validated using x squared statistics. The analyzed ozone fields in the winter 1992 are validated against independent observations from ozone sondes and HALOE. There is better than 10% agreement between mean Halogen Occultation Experiment (HALOE) and analysis fields between 70 and 0.2 hPa. The global root-mean-square (RMS) difference between TOMS observed and forecast values is less than 4%. The global RMS difference between SBUV observed and analyzed ozone between 50 and 3 hPa is less than 15%.
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.
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.
Comparing implementations of penalized weighted least-squares sinogram restoration
Forthmann, Peter; Koehler, Thomas; Defrise, Michel; La Riviere, Patrick
2010-01-01
Purpose: A CT scanner measures the energy that is deposited in each channel of a detector array by x rays that have been partially absorbed on their way through the object. The measurement process is complex and quantitative measurements are always and inevitably associated with errors, so CT data must be preprocessed prior to reconstruction. In recent years, the authors have formulated CT sinogram preprocessing as a statistical restoration problem in which the goal is to obtain the best estimate of the line integrals needed for reconstruction from the set of noisy, degraded measurements. The authors have explored both penalized Poisson likelihood (PL) and penalized weighted least-squares (PWLS) objective functions. At low doses, the authors found that the PL approach outperforms PWLS in terms of resolution-noise tradeoffs, but at standard doses they perform similarly. The PWLS objective function, being quadratic, is more amenable to computational acceleration than the PL objective. In this work, the authors develop and compare two different methods for implementing PWLS sinogram restoration with the hope of improving computational performance relative to PL in the standard-dose regime. Sinogram restoration is still significant in the standard-dose regime since it can still outperform standard approaches and it allows for correction of effects that are not usually modeled in standard CT preprocessing. Methods: The authors have explored and compared two implementation strategies for PWLS sinogram restoration: (1) A direct matrix-inversion strategy based on the closed-form solution to the PWLS optimization problem and (2) an iterative approach based on the conjugate-gradient algorithm. Obtaining optimal performance from each strategy required modifying the naive off-the-shelf implementations of the algorithms to exploit the particular symmetry and sparseness of the sinogram-restoration problem. For the closed-form approach, the authors subdivided the large matrix inversion into smaller coupled problems and exploited sparseness to minimize matrix operations. For the conjugate-gradient approach, the authors exploited sparseness and preconditioned the problem to speed up convergence. Results: All methods produced qualitatively and quantitatively similar images as measured by resolution-variance tradeoffs and difference images. Despite the acceleration strategies, the direct matrix-inversion approach was found to be uncompetitive with iterative approaches, with a computational burden higher by an order of magnitude or more. The iterative conjugate-gradient approach, however, does appear promising, with computation times half that of the authors’ previous penalized-likelihood implementation. Conclusions: Iterative conjugate-gradient based PWLS sinogram restoration with careful matrix optimizations has computational advantages over direct matrix PWLS inversion and over penalized-likelihood sinogram restoration and can be considered a good alternative in standard-dose regimes. PMID:21158306
NASA Astrophysics Data System (ADS)
Zhou, Lifan; Chai, Dengfeng; Xia, Yu; Ma, Peifeng; Lin, Hui
2018-01-01
Phase unwrapping (PU) is one of the key processes in reconstructing the digital elevation model of a scene from its interferometric synthetic aperture radar (InSAR) data. It is known that two-dimensional (2-D) PU problems can be formulated as maximum a posteriori estimation of Markov random fields (MRFs). However, considering that the traditional MRF algorithm is usually defined on a rectangular grid, it fails easily if large parts of the wrapped data are dominated by noise caused by large low-coherence area or rapid-topography variation. A PU solution based on sparse MRF is presented to extend the traditional MRF algorithm to deal with sparse data, which allows the unwrapping of InSAR data dominated by high phase noise. To speed up the graph cuts algorithm for sparse MRF, we designed dual elementary graphs and merged them to obtain the Delaunay triangle graph, which is used to minimize the energy function efficiently. The experiments on simulated and real data, compared with other existing algorithms, both confirm the effectiveness of the proposed MRF approach, which suffers less from decorrelation effects caused by large low-coherence area or rapid-topography variation.
Adaptive structured dictionary learning for image fusion based on group-sparse-representation
NASA Astrophysics Data System (ADS)
Yang, Jiajie; Sun, Bin; Luo, Chengwei; Wu, Yuzhong; Xu, Limei
2018-04-01
Dictionary learning is the key process of sparse representation which is one of the most widely used image representation theories in image fusion. The existing dictionary learning method does not use the group structure information and the sparse coefficients well. In this paper, we propose a new adaptive structured dictionary learning algorithm and a l1-norm maximum fusion rule that innovatively utilizes grouped sparse coefficients to merge the images. In the dictionary learning algorithm, we do not need prior knowledge about any group structure of the dictionary. By using the characteristics of the dictionary in expressing the signal, our algorithm can automatically find the desired potential structure information that hidden in the dictionary. The fusion rule takes the physical meaning of the group structure dictionary, and makes activity-level judgement on the structure information when the images are being merged. Therefore, the fused image can retain more significant information. Comparisons have been made with several state-of-the-art dictionary learning methods and fusion rules. The experimental results demonstrate that, the dictionary learning algorithm and the fusion rule both outperform others in terms of several objective evaluation metrics.
NASA Technical Reports Server (NTRS)
Ganga, Ken; Page, Lyman; Cheng, Edward; Meyer, Stephan
1994-01-01
In many cosmological models, the large angular scale anisotropy in the cosmic microwave background is parameterized by a spectral index, n, and a quadrupolar amplitude, Q. For a Harrison-Peebles-Zel'dovich spectrum, n = 1. Using data from the Far Infrared Survey (FIRS) and a new statistical measure, a contour plot of the likelihood for cosmological models for which -1 less than n less than 3 and 0 equal to or less than Q equal to or less than 50 micro K is obtained. Depending upon the details of the analysis, the maximum likelihood occurs at n between 0.8 and 1.4 and Q between 18 and 21 micro K. Regardless of Q, the likelihood is always less than half its maximum for n less than -0.4 and for n greater than 2.2, as it is for Q less than 8 micro K and Q greater than 44 micro K.
Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gopich, Irina V.
2015-01-21
Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when themore » FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.« less
Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET
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
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.
NASA Technical Reports Server (NTRS)
Pierson, W. J.
1982-01-01
The scatterometer on the National Oceanic Satellite System (NOSS) is studied by means of Monte Carlo techniques so as to determine the effect of two additional antennas for alias (or ambiguity) removal by means of an objective criteria technique and a normalized maximum likelihood estimator. Cells nominally 10 km by 10 km, 10 km by 50 km, and 50 km by 50 km are simulated for winds of 4, 8, 12 and 24 m/s and incidence angles of 29, 39, 47, and 53.5 deg for 15 deg changes in direction. The normalized maximum likelihood estimate (MLE) is correct a large part of the time, but the objective criterion technique is recommended as a reserve, and more quickly computed, procedure. Both methods for alias removal depend on the differences in the present model function at upwind and downwind. For 10 km by 10 km cells, it is found that the MLE method introduces a correlation between wind speed errors and aspect angle (wind direction) errors that can be as high as 0.8 or 0.9 and that the wind direction errors are unacceptably large, compared to those obtained for the SASS for similar assumptions.
Variational Bayesian Parameter Estimation Techniques for the General Linear Model
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
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.
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.
Dang, Cuong Cao; Lefort, Vincent; Le, Vinh Sy; Le, Quang Si; Gascuel, Olivier
2011-10-01
Amino acid replacement rate matrices are an essential basis of protein studies (e.g. in phylogenetics and alignment). A number of general purpose matrices have been proposed (e.g. JTT, WAG, LG) since the seminal work of Margaret Dayhoff and co-workers. However, it has been shown that matrices specific to certain protein groups (e.g. mitochondrial) or life domains (e.g. viruses) differ significantly from general average matrices, and thus perform better when applied to the data to which they are dedicated. This Web server implements the maximum-likelihood estimation procedure that was used to estimate LG, and provides a number of tools and facilities. Users upload a set of multiple protein alignments from their domain of interest and receive the resulting matrix by email, along with statistics and comparisons with other matrices. A non-parametric bootstrap is performed optionally to assess the variability of replacement rate estimates. Maximum-likelihood trees, inferred using the estimated rate matrix, are also computed optionally for each input alignment. Finely tuned procedures and up-to-date ML software (PhyML 3.0, XRATE) are combined to perform all these heavy calculations on our clusters. http://www.atgc-montpellier.fr/ReplacementMatrix/ olivier.gascuel@lirmm.fr Supplementary data are available at http://www.atgc-montpellier.fr/ReplacementMatrix/
Superfast maximum-likelihood reconstruction for quantum tomography
NASA Astrophysics Data System (ADS)
Shang, Jiangwei; Zhang, Zhengyun; Ng, Hui Khoon
2017-06-01
Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we provide a fast and reliable algorithm for maximum-likelihood reconstruction that avoids this slow convergence. Our method utilizes the state-of-the-art convex optimization scheme, an accelerated projected-gradient method, that allows one to accommodate the quantum nature of the problem in a different way than in the standard methods. We demonstrate the power of our approach by comparing its performance with other algorithms for n -qubit state tomography. In particular, an eight-qubit situation that purportedly took weeks of computation time in 2005 can now be completed in under a minute for a single set of data, with far higher accuracy than previously possible. This refutes the common claim that MLE reconstruction is slow and reduces the need for alternative methods that often come with difficult-to-verify assumptions. In fact, recent methods assuming Gaussian statistics or relying on compressed sensing ideas are demonstrably inapplicable for the situation under consideration here. Our algorithm can be applied to general optimization problems over the quantum state space; the philosophy of projected gradients can further be utilized for optimization contexts with general constraints.
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
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.
On the quirks of maximum parsimony and likelihood on phylogenetic networks.
Bryant, Christopher; Fischer, Mareike; Linz, Simone; Semple, Charles
2017-03-21
Maximum parsimony is one of the most frequently-discussed tree reconstruction methods in phylogenetic estimation. However, in recent years it has become more and more apparent that phylogenetic trees are often not sufficient to describe evolution accurately. For instance, processes like hybridization or lateral gene transfer that are commonplace in many groups of organisms and result in mosaic patterns of relationships cannot be represented by a single phylogenetic tree. This is why phylogenetic networks, which can display such events, are becoming of more and more interest in phylogenetic research. It is therefore necessary to extend concepts like maximum parsimony from phylogenetic trees to networks. Several suggestions for possible extensions can be found in recent literature, for instance the softwired and the hardwired parsimony concepts. In this paper, we analyze the so-called big parsimony problem under these two concepts, i.e. we investigate maximum parsimonious networks and analyze their properties. In particular, we show that finding a softwired maximum parsimony network is possible in polynomial time. We also show that the set of maximum parsimony networks for the hardwired definition always contains at least one phylogenetic tree. Lastly, we investigate some parallels of parsimony to different likelihood concepts on phylogenetic networks. Copyright © 2017 Elsevier Ltd. All rights reserved.
Estimation of brood and nest survival: Comparative methods in the presence of heterogeneity
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.
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.
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.
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...
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 (...
Multivariate quadrature for representing cloud condensation nuclei activity of aerosol populations
Fierce, Laura; McGraw, Robert L.
2017-07-26
Here, sparse representations of atmospheric aerosols are needed for efficient regional- and global-scale chemical transport models. Here we introduce a new framework for representing aerosol distributions, based on the quadrature method of moments. Given a set of moment constraints, we show how linear programming, combined with an entropy-inspired cost function, can be used to construct optimized quadrature representations of aerosol distributions. The sparse representations derived from this approach accurately reproduce cloud condensation nuclei (CCN) activity for realistically complex distributions simulated by a particleresolved model. Additionally, the linear programming techniques described in this study can be used to bound key aerosolmore » properties, such as the number concentration of CCN. Unlike the commonly used sparse representations, such as modal and sectional schemes, the maximum-entropy approach described here is not constrained to pre-determined size bins or assumed distribution shapes. This study is a first step toward a particle-based aerosol scheme that will track multivariate aerosol distributions with sufficient computational efficiency for large-scale simulations.« less
Multivariate quadrature for representing cloud condensation nuclei activity of aerosol populations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fierce, Laura; McGraw, Robert L.
Here, sparse representations of atmospheric aerosols are needed for efficient regional- and global-scale chemical transport models. Here we introduce a new framework for representing aerosol distributions, based on the quadrature method of moments. Given a set of moment constraints, we show how linear programming, combined with an entropy-inspired cost function, can be used to construct optimized quadrature representations of aerosol distributions. The sparse representations derived from this approach accurately reproduce cloud condensation nuclei (CCN) activity for realistically complex distributions simulated by a particleresolved model. Additionally, the linear programming techniques described in this study can be used to bound key aerosolmore » properties, such as the number concentration of CCN. Unlike the commonly used sparse representations, such as modal and sectional schemes, the maximum-entropy approach described here is not constrained to pre-determined size bins or assumed distribution shapes. This study is a first step toward a particle-based aerosol scheme that will track multivariate aerosol distributions with sufficient computational efficiency for large-scale simulations.« less
Data traffic reduction schemes for sparse Cholesky factorizations
NASA Technical Reports Server (NTRS)
Naik, Vijay K.; Patrick, Merrell L.
1988-01-01
Load distribution schemes are presented which minimize the total data traffic in the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems with local and shared memory. The total data traffic in factoring an n x n sparse, symmetric, positive definite matrix representing an n-vertex regular 2-D grid graph using n (sup alpha), alpha is equal to or less than 1, processors are shown to be O(n(sup 1 + alpha/2)). It is O(n(sup 3/2)), when n (sup alpha), alpha is equal to or greater than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal. The schemes allow efficient use of up to O(n) processors before the total data traffic reaches the maximum value of O(n(sup 3/2)). The partitioning employed within the scheme, allows a better utilization of the data accessed from shared memory than those of previously published methods.
Tan, Francisca M; Caballero-Gaudes, César; Mullinger, Karen J; Cho, Siu-Yeung; Zhang, Yaping; Dryden, Ian L; Francis, Susan T; Gowland, Penny A
2017-11-01
Most functional MRI (fMRI) studies map task-driven brain activity using a block or event-related paradigm. Sparse paradigm free mapping (SPFM) can detect the onset and spatial distribution of BOLD events in the brain without prior timing information, but relating the detected events to brain function remains a challenge. In this study, we developed a decoding method for SPFM using a coordinate-based meta-analysis method of activation likelihood estimation (ALE). We defined meta-maps of statistically significant ALE values that correspond to types of events and calculated a summation overlap between the normalized meta-maps and SPFM maps. As a proof of concept, this framework was applied to relate SPFM-detected events in the sensorimotor network (SMN) to six motor functions (left/right fingers, left/right toes, swallowing, and eye blinks). We validated the framework using simultaneous electromyography (EMG)-fMRI experiments and motor tasks with short and long duration, and random interstimulus interval. The decoding scores were considerably lower for eye movements relative to other movement types tested. The average successful rate for short and long motor events were 77 ± 13% and 74 ± 16%, respectively, excluding eye movements. We found good agreement between the decoding results and EMG for most events and subjects, with a range in sensitivity between 55% and 100%, excluding eye movements. The proposed method was then used to classify the movement types of spontaneous single-trial events in the SMN during resting state, which produced an average successful rate of 22 ± 12%. Finally, this article discusses methodological implications and improvements to increase the decoding performance. Hum Brain Mapp 38:5778-5794, 2017. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.
Tan, Francisca M.; Caballero-Gaudes, César; Mullinger, Karen J.; Cho, Siu-Yeung; Zhang, Yaping; Dryden, Ian L.; Francis, Susan T.; Gowland, Penny A.
2017-01-01
Most fMRI studies map task-driven brain activity using a block or event-related paradigm. Sparse Paradigm Free Mapping (SPFM) can detect the onset and spatial distribution of BOLD events in the brain without prior timing information; but relating the detected events to brain function remains a challenge. In this study, we developed a decoding method for SPFM using a coordinate-based meta-analysis method of Activation Likelihood Estimation (ALE). We defined meta-maps of statistically significant ALE values that correspond to types of events and calculated a summation overlap between the normalized meta-maps and SPFM maps. As a proof of concept, this framework was applied to relate SPFM-detected events in the Sensorimotor Network (SMN) to six motor function (left/right fingers, left/right toes, swallowing and eye blinks). We validated the framework using simultaneous Electromyography-fMRI experiments and motor tasks with short and long duration, and random inter-stimulus interval. The decoding scores were considerably lower for eye movements relative to other movement types tested. The average successful rate for short and long motor events was 77 ± 13% and 74 ± 16% respectively, excluding eye movements. We found good agreement between the decoding results and EMG for most events and subjects, with a range in sensitivity between 55 and 100%, excluding eye movements. The proposed method was then used to classify the movement types of spontaneous single-trial events in the SMN during resting state, which produced an average successful rate of 22 ± 12%. Finally, this paper discusses methodological implications and improvements to increase the decoding performance. PMID:28815863
Multiple-hit parameter estimation in monolithic detectors.
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.
Ellis, Sam; Reader, Andrew J
2018-04-26
Many clinical contexts require the acquisition of multiple positron emission tomography (PET) scans of a single subject, for example, to observe and quantitate changes in functional behaviour in tumors after treatment in oncology. Typically, the datasets from each of these scans are reconstructed individually, without exploiting the similarities between them. We have recently shown that sharing information between longitudinal PET datasets by penalizing voxel-wise differences during image reconstruction can improve reconstructed images by reducing background noise and increasing the contrast-to-noise ratio of high-activity lesions. Here, we present two additional novel longitudinal difference-image priors and evaluate their performance using two-dimesional (2D) simulation studies and a three-dimensional (3D) real dataset case study. We have previously proposed a simultaneous difference-image-based penalized maximum likelihood (PML) longitudinal image reconstruction method that encourages sparse difference images (DS-PML), and in this work we propose two further novel prior terms. The priors are designed to encourage longitudinal images with corresponding differences which have (a) low entropy (DE-PML), and (b) high sparsity in their spatial gradients (DTV-PML). These two new priors and the originally proposed longitudinal prior were applied to 2D-simulated treatment response [ 18 F]fluorodeoxyglucose (FDG) brain tumor datasets and compared to standard maximum likelihood expectation-maximization (MLEM) reconstructions. These 2D simulation studies explored the effects of penalty strengths, tumor behaviour, and interscan coupling on reconstructed images. Finally, a real two-scan longitudinal data series acquired from a head and neck cancer patient was reconstructed with the proposed methods and the results compared to standard reconstruction methods. Using any of the three priors with an appropriate penalty strength produced images with noise levels equivalent to those seen when using standard reconstructions with increased counts levels. In tumor regions, each method produces subtly different results in terms of preservation of tumor quantitation and reconstruction root mean-squared error (RMSE). In particular, in the two-scan simulations, the DE-PML method produced tumor means in close agreement with MLEM reconstructions, while the DTV-PML method produced the lowest errors due to noise reduction within the tumor. Across a range of tumor responses and different numbers of scans, similar results were observed, with DTV-PML producing the lowest errors of the three priors and DE-PML producing the lowest bias. Similar improvements were observed in the reconstructions of the real longitudinal datasets, although imperfect alignment of the two PET images resulted in additional changes in the difference image that affected the performance of the proposed methods. Reconstruction of longitudinal datasets by penalizing difference images between pairs of scans from a data series allows for noise reduction in all reconstructed images. An appropriate choice of penalty term and penalty strength allows for this noise reduction to be achieved while maintaining reconstruction performance in regions of change, either in terms of quantitation of mean intensity via DE-PML, or in terms of tumor RMSE via DTV-PML. Overall, improving the image quality of longitudinal datasets via simultaneous reconstruction has the potential to improve upon currently used methods, allow dose reduction, or reduce scan time while maintaining image quality at current levels. © 2018 The Authors. Medical Physics published by Wiley Periodicals, Inc. on behalf of American Association of Physicists in Medicine.
McGrail, Matthew Richard; Humphreys, John Stirling; Ward, Bernadette
2015-05-29
Poor access to doctors at times of need remains a significant impediment to achieving good health for many rural residents. The two-step floating catchment area (2SFCA) method has emerged as a key tool for measuring healthcare access in rural areas. However, the choice of catchment size, a key component of the 2SFCA method, is problematic because little is known about the distance tolerance of rural residents for health-related travel. Our study sought new evidence to test the hypothesis that residents of sparsely settled rural areas are prepared to travel further than residents of closely settled rural areas when accessing primary health care at times of need. A questionnaire survey of residents in five small rural communities of Victoria and New South Wales in Australia was used. The two outcome measures were current travel time to visit their usual doctor and maximum time prepared to travel to visit a doctor, both for non-emergency care. Kaplan-Meier charts were used to compare the association between increased distance and decreased travel propensity for closely-settled and sparsely-settled areas, and ordinal multivariate regression models tested significance after controlling for health-related travel moderating factors and town clustering. A total of 1079 questionnaires were completed with 363 from residents in closely-settled locations and 716 from residents in sparsely-settled areas. Residents of sparsely-settled communities travel, on average, 10 min further than residents of closely-settled communities (26.3 vs 16.9 min, p < 0.001), though this difference was not significant after controlling for town clustering. Differences were more apparent in terms of maximum time prepared to travel (54.1 vs 31.9 min, p < 0.001). Differences of maximum time remained significant after controlling for demographic and other constraints to access, such as transport availability or difficulties getting doctor appointments, as well as after controlling for town clustering and current travel times. Improved geographical access remains a key issue underpinning health policies designed to improve the provision of rural primary health care services. This study provides empirical evidence that travel behaviour should not be implicitly assumed constant amongst rural populations when modelling access through methods like the 2SFCA.
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.
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
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).
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.
Multiple View Zenith Angle Observations of Reflectance From Ponderosa Pine Stands
NASA Technical Reports Server (NTRS)
Johnson, Lee F.; Lawless, James G. (Technical Monitor)
1994-01-01
Reflectance factors (RF(lambda)) from dense and sparse ponderosa pine (Pinus ponderosa) stands, derived from radiance data collected in the solar principal plane by the Advanced Solid-State Array Spectro-radiometer (ASAS), were examined as a function of view zenith angle (theta(sub v)). RF(lambda) was maximized with theta(sub v) nearest the solar retrodirection, and minimized near the specular direction throughout the ASAS spectral region. The dense stand had much higher RF anisotropy (ma)dmurn RF is minimum RF) in the red region than did the sparse stand (relative differences of 5.3 vs. 2.75, respectively), as a function of theta(sub v), due to the shadow component in the canopy. Anisotropy in the near-infrared (NIR) was more similar between the two stands (2.5 in the dense stand and 2.25 in the sparse stand); the dense stand exhibited a greater hotspot effect than 20 the sparse stand in this spectral region. Two common vegetation transforms, the NIR/red ratio and the normalized difference vegetation index (NDVI), both showed a theta(sub v) dependence for the dense stand. Minimum values occurred near the retrodirection and maximum values occurred near the specular direction. Greater relative differences were noted for the NIR/red ratio (2.1) than for the NDVI (1.3). The sparse stand showed no obvious dependence on theta(sub v) for either transform, except for slightly elevated values toward the specular direction.
Wu, Jun-Jun; Gao, Zhi-Hai; Li, Zeng-Yuan; Wang, Hong-Yan; Pang, Yong; Sun, Bin; Li, Chang-Long; Li, Xu-Zhi; Zhang, Jiu-Xing
2014-03-01
In order to estimate the sparse vegetation information accurately in desertification region, taking southeast of Sunite Right Banner, Inner Mongolia, as the test site and Tiangong-1 hyperspectral image as the main data, sparse vegetation coverage and biomass were retrieved based on normalized difference vegetation index (NDVI) and soil adjusted vegetation index (SAVI), combined with the field investigation data. Then the advantages and disadvantages between them were compared. Firstly, the correlation between vegetation indexes and vegetation coverage under different bands combination was analyzed, as well as the biomass. Secondly, the best bands combination was determined when the maximum correlation coefficient turned up between vegetation indexes (VI) and vegetation parameters. It showed that the maximum correlation coefficient between vegetation parameters and NDVI could reach as high as 0.7, while that of SAVI could nearly reach 0.8. The center wavelength of red band in the best bands combination for NDVI was 630nm, and that of the near infrared (NIR) band was 910 nm. Whereas, when the center wavelength was 620 and 920 nm respectively, they were the best combination for SAVI. Finally, the linear regression models were established to retrieve vegetation coverage and biomass based on Tiangong-1 VIs. R2 of all models was more than 0.5, while that of the model based on SAVI was higher than that based on NDVI, especially, the R2 of vegetation coverage retrieve model based on SAVI was as high as 0.59. By intersection validation, the standard errors RMSE based on SAVI models were lower than that of the model based on NDVI. The results showed that the abundant spectral information of Tiangong-1 hyperspectral image can reflect the actual vegetaion condition effectively, and SAVI can estimate the sparse vegetation information more accurately than NDVI in desertification region.
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.
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…
NASA Astrophysics Data System (ADS)
Liu, Y.; Pau, G. S. H.; Finsterle, S.
2015-12-01
Parameter inversion involves inferring the model parameter values based on sparse observations of some observables. To infer the posterior probability distributions of the parameters, Markov chain Monte Carlo (MCMC) methods are typically used. However, the large number of forward simulations needed and limited computational resources limit the complexity of the hydrological model we can use in these methods. In view of this, we studied the implicit sampling (IS) method, an efficient importance sampling technique that generates samples in the high-probability region of the posterior distribution and thus reduces the number of forward simulations that we need to run. For a pilot-point inversion of a heterogeneous permeability field based on a synthetic ponded infiltration experiment simulated with TOUGH2 (a subsurface modeling code), we showed that IS with linear map provides an accurate Bayesian description of the parameterized permeability field at the pilot points with just approximately 500 forward simulations. We further studied the use of surrogate models to improve the computational efficiency of parameter inversion. We implemented two reduced-order models (ROMs) for the TOUGH2 forward model. One is based on polynomial chaos expansion (PCE), of which the coefficients are obtained using the sparse Bayesian learning technique to mitigate the "curse of dimensionality" of the PCE terms. The other model is Gaussian process regression (GPR) for which different covariance, likelihood and inference models are considered. Preliminary results indicate that ROMs constructed based on the prior parameter space perform poorly. It is thus impractical to replace this hydrological model by a ROM directly in a MCMC method. However, the IS method can work with a ROM constructed for parameters in the close vicinity of the maximum a posteriori probability (MAP) estimate. We will discuss the accuracy and computational efficiency of using ROMs in the implicit sampling procedure for the hydrological problem considered. This work was supported, in part, by the U.S. Dept. of Energy under Contract No. DE-AC02-05CH11231
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.
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.
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.
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
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
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
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
Multiple-Hit Parameter Estimation in Monolithic Detectors
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.
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.
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.
Gil, Manuel
2014-01-01
Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.
Fast and accurate estimation of the covariance between pairwise maximum likelihood distances
2014-01-01
Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error. PMID:25279263
Systems identification using a modified Newton-Raphson method: A FORTRAN program
NASA Technical Reports Server (NTRS)
Taylor, L. W., Jr.; Iliff, K. W.
1972-01-01
A FORTRAN program is offered which computes a maximum likelihood estimate of the parameters of any linear, constant coefficient, state space model. For the case considered, the maximum likelihood estimate can be identical to that which minimizes simultaneously the weighted mean square difference between the computed and measured response of a system and the weighted square of the difference between the estimated and a priori parameter values. A modified Newton-Raphson or quasilinearization method is used to perform the minimization which typically requires several iterations. A starting technique is used which insures convergence for any initial values of the unknown parameters. The program and its operation are described in sufficient detail to enable the user to apply the program to his particular problem with a minimum of difficulty.
Jackson, Dan; White, Ian R; Riley, Richard D
2013-01-01
Multivariate meta-analysis is becoming more commonly used. Methods for fitting the multivariate random effects model include maximum likelihood, restricted maximum likelihood, Bayesian estimation and multivariate generalisations of the standard univariate method of moments. Here, we provide a new multivariate method of moments for estimating the between-study covariance matrix with the properties that (1) it allows for either complete or incomplete outcomes and (2) it allows for covariates through meta-regression. Further, for complete data, it is invariant to linear transformations. Our method reduces to the usual univariate method of moments, proposed by DerSimonian and Laird, in a single dimension. We illustrate our method and compare it with some of the alternatives using a simulation study and a real example. PMID:23401213
Development of advanced techniques for rotorcraft state estimation and parameter identification
NASA Technical Reports Server (NTRS)
Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.
1980-01-01
An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.
NASA Technical Reports Server (NTRS)
Batterson, James G.; Omara, Thomas M.
1989-01-01
The results of applying a modified stepwise regression algorithm and a maximum likelihood algorithm to flight data from a twin-engine commuter-class icing research aircraft are presented. The results are in the form of body-axis stability and control derivatives related to the short-period, longitudinal motion of the aircraft. Data were analyzed for the baseline (uniced) and for the airplane with an artificial glaze ice shape attached to the leading edge of the horizontal tail. The results are discussed as to the accuracy of the derivative estimates and the difference between the derivative values found for the baseline and the iced airplane. Additional comparisons were made between the maximum likelihood results and the modified stepwise regression results with causes for any discrepancies postulated.
Estimation After a Group Sequential Trial.
Milanzi, Elasma; Molenberghs, Geert; Alonso, Ariel; Kenward, Michael G; Tsiatis, Anastasios A; Davidian, Marie; Verbeke, Geert
2015-10-01
Group sequential trials are one important instance of studies for which the sample size is not fixed a priori but rather takes one of a finite set of pre-specified values, dependent on the observed data. Much work has been devoted to the inferential consequences of this design feature. Molenberghs et al (2012) and Milanzi et al (2012) reviewed and extended the existing literature, focusing on a collection of seemingly disparate, but related, settings, namely completely random sample sizes, group sequential studies with deterministic and random stopping rules, incomplete data, and random cluster sizes. They showed that the ordinary sample average is a viable option for estimation following a group sequential trial, for a wide class of stopping rules and for random outcomes with a distribution in the exponential family. Their results are somewhat surprising in the sense that the sample average is not optimal, and further, there does not exist an optimal, or even, unbiased linear estimator. However, the sample average is asymptotically unbiased, both conditionally upon the observed sample size as well as marginalized over it. By exploiting ignorability they showed that the sample average is the conventional maximum likelihood estimator. They also showed that a conditional maximum likelihood estimator is finite sample unbiased, but is less efficient than the sample average and has the larger mean squared error. Asymptotically, the sample average and the conditional maximum likelihood estimator are equivalent. This previous work is restricted, however, to the situation in which the the random sample size can take only two values, N = n or N = 2 n . In this paper, we consider the more practically useful setting of sample sizes in a the finite set { n 1 , n 2 , …, n L }. It is shown that the sample average is then a justifiable estimator , in the sense that it follows from joint likelihood estimation, and it is consistent and asymptotically unbiased. We also show why simulations can give the false impression of bias in the sample average when considered conditional upon the sample size. The consequence is that no corrections need to be made to estimators following sequential trials. When small-sample bias is of concern, the conditional likelihood estimator provides a relatively straightforward modification to the sample average. Finally, it is shown that classical likelihood-based standard errors and confidence intervals can be applied, obviating the need for technical corrections.
1990-11-01
1 = Q- 1 - 1 QlaaQ- 1.1 + a’Q-1a This is a simple case of a general formula called Woodbury’s formula by some authors; see, for example, Phadke and...1 2. The First-Order Moving Average Model ..... .................. 3. Some Approaches to the Iterative...the approximate likelihood function in some time series models. Useful suggestions have been the Cholesky decomposition of the covariance matrix and
Campana, R.; Bernieri, E.; Massaro, E.; ...
2013-05-22
We present that the minimal spanning tree (MST) algorithm is a graph-theoretical cluster-finding method. We previously applied it to γ-ray bidimensional images, showing that it is quite sensitive in finding faint sources. Possible sources are associated with the regions where the photon arrival directions clusterize. MST selects clusters starting from a particular “tree” connecting all the point of the image and performing a cut based on the angular distance between photons, with a number of events higher than a given threshold. In this paper, we show how a further filtering, based on some parameters linked to the cluster properties, canmore » be applied to reduce spurious detections. We find that the most efficient parameter for this secondary selection is the magnitudeM of a cluster, defined as the product of its number of events by its clustering degree. We test the sensitivity of the method by means of simulated and real Fermi-Large Area Telescope (LAT) fields. Our results show that √M is strongly correlated with other statistical significance parameters, derived from a wavelet based algorithm and maximum likelihood (ML) analysis, and that it can be used as a good estimator of statistical significance of MST detections. Finally, we apply the method to a 2-year LAT image at energies higher than 3 GeV, and we show the presence of new clusters, likely associated with BL Lac objects.« less
A Bayesian model for estimating multi-state disease progression.
Shen, Shiwen; Han, Simon X; Petousis, Panayiotis; Weiss, Robert E; Meng, Frank; Bui, Alex A T; Hsu, William
2017-02-01
A growing number of individuals who are considered at high risk of cancer are now routinely undergoing population screening. However, noted harms such as radiation exposure, overdiagnosis, and overtreatment underscore the need for better temporal models that predict who should be screened and at what frequency. The mean sojourn time (MST), an average duration period when a tumor can be detected by imaging but with no observable clinical symptoms, is a critical variable for formulating screening policy. Estimation of MST has been long studied using continuous Markov model (CMM) with Maximum likelihood estimation (MLE). However, a lot of traditional methods assume no observation error of the imaging data, which is unlikely and can bias the estimation of the MST. In addition, the MLE may not be stably estimated when data is sparse. Addressing these shortcomings, we present a probabilistic modeling approach for periodic cancer screening data. We first model the cancer state transition using a three state CMM model, while simultaneously considering observation error. We then jointly estimate the MST and observation error within a Bayesian framework. We also consider the inclusion of covariates to estimate individualized rates of disease progression. Our approach is demonstrated on participants who underwent chest x-ray screening in the National Lung Screening Trial (NLST) and validated using posterior predictive p-values and Pearson's chi-square test. Our model demonstrates more accurate and sensible estimates of MST in comparison to MLE. Copyright © 2016 Elsevier Ltd. All rights reserved.
Environmental context explains Lévy and Brownian movement patterns of marine predators.
Humphries, Nicolas E; Queiroz, Nuno; Dyer, Jennifer R M; Pade, Nicolas G; Musyl, Michael K; Schaefer, Kurt M; Fuller, Daniel W; Brunnschweiler, Juerg M; Doyle, Thomas K; Houghton, Jonathan D R; Hays, Graeme C; Jones, Catherine S; Noble, Leslie R; Wearmouth, Victoria J; Southall, Emily J; Sims, David W
2010-06-24
An optimal search theory, the so-called Lévy-flight foraging hypothesis, predicts that predators should adopt search strategies known as Lévy flights where prey is sparse and distributed unpredictably, but that Brownian movement is sufficiently efficient for locating abundant prey. Empirical studies have generated controversy because the accuracy of statistical methods that have been used to identify Lévy behaviour has recently been questioned. Consequently, whether foragers exhibit Lévy flights in the wild remains unclear. Crucially, moreover, it has not been tested whether observed movement patterns across natural landscapes having different expected resource distributions conform to the theory's central predictions. Here we use maximum-likelihood methods to test for Lévy patterns in relation to environmental gradients in the largest animal movement data set assembled for this purpose. Strong support was found for Lévy search patterns across 14 species of open-ocean predatory fish (sharks, tuna, billfish and ocean sunfish), with some individuals switching between Lévy and Brownian movement as they traversed different habitat types. We tested the spatial occurrence of these two principal patterns and found Lévy behaviour to be associated with less productive waters (sparser prey) and Brownian movements to be associated with productive shelf or convergence-front habitats (abundant prey). These results are consistent with the Lévy-flight foraging hypothesis, supporting the contention that organism search strategies naturally evolved in such a way that they exploit optimal Lévy patterns.
Decomposition and model selection for large contingency tables.
Dahinden, Corinne; Kalisch, Markus; Bühlmann, Peter
2010-04-01
Large contingency tables summarizing categorical variables arise in many areas. One example is in biology, where large numbers of biomarkers are cross-tabulated according to their discrete expression level. Interactions of the variables are of great interest and are generally studied with log-linear models. The structure of a log-linear model can be visually represented by a graph from which the conditional independence structure can then be easily read off. However, since the number of parameters in a saturated model grows exponentially in the number of variables, this generally comes with a heavy computational burden. Even if we restrict ourselves to models of lower-order interactions or other sparse structures, we are faced with the problem of a large number of cells which play the role of sample size. This is in sharp contrast to high-dimensional regression or classification procedures because, in addition to a high-dimensional parameter, we also have to deal with the analogue of a huge sample size. Furthermore, high-dimensional tables naturally feature a large number of sampling zeros which often leads to the nonexistence of the maximum likelihood estimate. We therefore present a decomposition approach, where we first divide the problem into several lower-dimensional problems and then combine these to form a global solution. Our methodology is computationally feasible for log-linear interaction models with many categorical variables each or some of them having many levels. We demonstrate the proposed method on simulated data and apply it to a bio-medical problem in cancer research.
Consequences of Common Topological Rearrangements for Partition Trees in Phylogenomic Inference.
Chernomor, Olga; Minh, Bui Quang; von Haeseler, Arndt
2015-12-01
In phylogenomic analysis the collection of trees with identical score (maximum likelihood or parsimony score) may hamper tree search algorithms. Such collections are coined phylogenetic terraces. For sparse supermatrices with a lot of missing data, the number of terraces and the number of trees on the terraces can be very large. If terraces are not taken into account, a lot of computation time might be unnecessarily spent to evaluate many trees that in fact have identical score. To save computation time during the tree search, it is worthwhile to quickly identify such cases. The score of a species tree is the sum of scores for all the so-called induced partition trees. Therefore, if the topological rearrangement applied to a species tree does not change the induced partition trees, the score of these partition trees is unchanged. Here, we provide the conditions under which the three most widely used topological rearrangements (nearest neighbor interchange, subtree pruning and regrafting, and tree bisection and reconnection) change the topologies of induced partition trees. During the tree search, these conditions allow us to quickly identify whether we can save computation time on the evaluation of newly encountered trees. We also introduce the concept of partial terraces and demonstrate that they occur more frequently than the original "full" terrace. Hence, partial terrace is the more important factor of timesaving compared to full terrace. Therefore, taking into account the above conditions and the partial terrace concept will help to speed up the tree search in phylogenomic inference.
Robust Gaussian Graphical Modeling via l1 Penalization
Sun, Hokeun; Li, Hongzhe
2012-01-01
Summary Gaussian graphical models have been widely used as an effective method for studying the conditional independency structure among genes and for constructing genetic networks. However, gene expression data typically have heavier tails or more outlying observations than the standard Gaussian distribution. Such outliers in gene expression data can lead to wrong inference on the dependency structure among the genes. We propose a l1 penalized estimation procedure for the sparse Gaussian graphical models that is robustified against possible outliers. The likelihood function is weighted according to how the observation is deviated, where the deviation of the observation is measured based on its own likelihood. An efficient computational algorithm based on the coordinate gradient descent method is developed to obtain the minimizer of the negative penalized robustified-likelihood, where nonzero elements of the concentration matrix represents the graphical links among the genes. After the graphical structure is obtained, we re-estimate the positive definite concentration matrix using an iterative proportional fitting algorithm. Through simulations, we demonstrate that the proposed robust method performs much better than the graphical Lasso for the Gaussian graphical models in terms of both graph structure selection and estimation when outliers are present. We apply the robust estimation procedure to an analysis of yeast gene expression data and show that the resulting graph has better biological interpretation than that obtained from the graphical Lasso. PMID:23020775
Applications of non-standard maximum likelihood techniques in energy and resource economics
NASA Astrophysics Data System (ADS)
Moeltner, Klaus
Two important types of non-standard maximum likelihood techniques, Simulated Maximum Likelihood (SML) and Pseudo-Maximum Likelihood (PML), have only recently found consideration in the applied economic literature. The objective of this thesis is to demonstrate how these methods can be successfully employed in the analysis of energy and resource models. Chapter I focuses on SML. It constitutes the first application of this technique in the field of energy economics. The framework is as follows: Surveys on the cost of power outages to commercial and industrial customers usually capture multiple observations on the dependent variable for a given firm. The resulting pooled data set is censored and exhibits cross-sectional heterogeneity. We propose a model that addresses these issues by allowing regression coefficients to vary randomly across respondents and by using the Geweke-Hajivassiliou-Keane simulator and Halton sequences to estimate high-order cumulative distribution terms. This adjustment requires the use of SML in the estimation process. Our framework allows for a more comprehensive analysis of outage costs than existing models, which rely on the assumptions of parameter constancy and cross-sectional homogeneity. Our results strongly reject both of these restrictions. The central topic of the second Chapter is the use of PML, a robust estimation technique, in count data analysis of visitor demand for a system of recreation sites. PML has been popular with researchers in this context, since it guards against many types of mis-specification errors. We demonstrate, however, that estimation results will generally be biased even if derived through PML if the recreation model is based on aggregate, or zonal data. To countervail this problem, we propose a zonal model of recreation that captures some of the underlying heterogeneity of individual visitors by incorporating distributional information on per-capita income into the aggregate demand function. This adjustment eliminates the unrealistic constraint of constant income across zonal residents, and thus reduces the risk of aggregation bias in estimated macro-parameters. The corrected aggregate specification reinstates the applicability of PML. It also increases model efficiency, and allows-for the generation of welfare estimates for population subgroups.
Assessing performance and validating finite element simulations using probabilistic knowledge
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dolin, Ronald M.; Rodriguez, E. A.
Two probabilistic approaches for assessing performance are presented. The first approach assesses probability of failure by simultaneously modeling all likely events. The probability each event causes failure along with the event's likelihood of occurrence contribute to the overall probability of failure. The second assessment method is based on stochastic sampling using an influence diagram. Latin-hypercube sampling is used to stochastically assess events. The overall probability of failure is taken as the maximum probability of failure of all the events. The Likelihood of Occurrence simulation suggests failure does not occur while the Stochastic Sampling approach predicts failure. The Likelihood of Occurrencemore » results are used to validate finite element predictions.« less
Interim Scientific Report: AFOSR-81-0122.
1983-05-05
Maximum likelihood. 2 Periton Lane, Mine-head, TA24 8AQ , England .... ...• .r- . ’ ’ "fl’ ’ ’ " .. ...... ’ ’"’ ’ - ’: , t i .a....,: Attachment 5
optBINS: Optimal Binning for histograms
NASA Astrophysics Data System (ADS)
Knuth, Kevin H.
2018-03-01
optBINS (optimal binning) determines the optimal number of bins in a uniform bin-width histogram by deriving the posterior probability for the number of bins in a piecewise-constant density model after assigning a multinomial likelihood and a non-informative prior. The maximum of the posterior probability occurs at a point where the prior probability and the the joint likelihood are balanced. The interplay between these opposing factors effectively implements Occam's razor by selecting the most simple model that best describes the data.
Integrated Efforts for Analysis of Geophysical Measurements and Models.
1997-09-26
12b. DISTRIBUTION CODE 13. ABSTRACT ( Maximum 200 words) This contract supported investigations of integrated applications of physics, ephemerides...REGIONS AND GPS DATA VALIDATIONS 20 2.5 PL-SCINDA: VISUALIZATION AND ANALYSIS TECHNIQUES 22 2.5.1 View Controls 23 2.5.2 Map Selection...and IR data, about cloudy pixels. Clustering and maximum likelihood classification algorithms categorize up to four cloud layers into stratiform or
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
NASA Technical Reports Server (NTRS)
1979-01-01
A nonlinear, maximum likelihood, parameter identification computer program (NLSCIDNT) is described which evaluates rotorcraft stability and control coefficients from flight test data. The optimal estimates of the parameters (stability and control coefficients) are determined (identified) by minimizing the negative log likelihood cost function. The minimization technique is the Levenberg-Marquardt method, which behaves like the steepest descent method when it is far from the minimum and behaves like the modified Newton-Raphson method when it is nearer the minimum. Twenty-one states and 40 measurement variables are modeled, and any subset may be selected. States which are not integrated may be fixed at an input value, or time history data may be substituted for the state in the equations of motion. Any aerodynamic coefficient may be expressed as a nonlinear polynomial function of selected 'expansion variables'.
Maximum likelihood: Extracting unbiased information from complex networks
NASA Astrophysics Data System (ADS)
Garlaschelli, Diego; Loffredo, Maria I.
2008-07-01
The choice of free parameters in network models is subjective, since it depends on what topological properties are being monitored. However, we show that the maximum likelihood (ML) principle indicates a unique, statistically rigorous parameter choice, associated with a well-defined topological feature. We then find that, if the ML condition is incompatible with the built-in parameter choice, network models turn out to be intrinsically ill defined or biased. To overcome this problem, we construct a class of safely unbiased models. We also propose an extension of these results that leads to the fascinating possibility to extract, only from topological data, the “hidden variables” underlying network organization, making them “no longer hidden.” We test our method on World Trade Web data, where we recover the empirical gross domestic product using only topological information.
Galili, Tal; Meilijson, Isaac
2016-01-02
The Rao-Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a "better" one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao-Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao-Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.].
On the error probability of general tree and trellis codes with applications to sequential decoding
NASA Technical Reports Server (NTRS)
Johannesson, R.
1973-01-01
An upper bound on the average error probability for maximum-likelihood decoding of the ensemble of random binary tree codes is derived and shown to be independent of the length of the tree. An upper bound on the average error probability for maximum-likelihood decoding of the ensemble of random L-branch binary trellis codes of rate R = 1/n is derived which separates the effects of the tail length T and the memory length M of the code. It is shown that the bound is independent of the length L of the information sequence. This implication is investigated by computer simulations of sequential decoding utilizing the stack algorithm. These simulations confirm the implication and further suggest an empirical formula for the true undetected decoding error probability with sequential decoding.
Parallel implementation of D-Phylo algorithm for maximum likelihood clusters.
Malik, Shamita; Sharma, Dolly; Khatri, Sunil Kumar
2017-03-01
This study explains a newly developed parallel algorithm for phylogenetic analysis of DNA sequences. The newly designed D-Phylo is a more advanced algorithm for phylogenetic analysis using maximum likelihood approach. The D-Phylo while misusing the seeking capacity of k -means keeps away from its real constraint of getting stuck at privately conserved motifs. The authors have tested the behaviour of D-Phylo on Amazon Linux Amazon Machine Image(Hardware Virtual Machine)i2.4xlarge, six central processing unit, 122 GiB memory, 8 × 800 Solid-state drive Elastic Block Store volume, high network performance up to 15 processors for several real-life datasets. Distributing the clusters evenly on all the processors provides us the capacity to accomplish a near direct speed if there should arise an occurrence of huge number of processors.
Pointwise nonparametric maximum likelihood estimator of stochastically ordered survivor functions
Park, Yongseok; Taylor, Jeremy M. G.; Kalbfleisch, John D.
2012-01-01
In this paper, we consider estimation of survivor functions from groups of observations with right-censored data when the groups are subject to a stochastic ordering constraint. Many methods and algorithms have been proposed to estimate distribution functions under such restrictions, but none have completely satisfactory properties when the observations are censored. We propose a pointwise constrained nonparametric maximum likelihood estimator, which is defined at each time t by the estimates of the survivor functions subject to constraints applied at time t only. We also propose an efficient method to obtain the estimator. The estimator of each constrained survivor function is shown to be nonincreasing in t, and its consistency and asymptotic distribution are established. A simulation study suggests better small and large sample properties than for alternative estimators. An example using prostate cancer data illustrates the method. PMID:23843661
NASA Astrophysics Data System (ADS)
Ariffin, Syaiba Balqish; Midi, Habshah
2014-06-01
This article is concerned with the performance of logistic ridge regression estimation technique in the presence of multicollinearity and high leverage points. In logistic regression, multicollinearity exists among predictors and in the information matrix. The maximum likelihood estimator suffers a huge setback in the presence of multicollinearity which cause regression estimates to have unduly large standard errors. To remedy this problem, a logistic ridge regression estimator is put forward. It is evident that the logistic ridge regression estimator outperforms the maximum likelihood approach for handling multicollinearity. The effect of high leverage points are then investigated on the performance of the logistic ridge regression estimator through real data set and simulation study. The findings signify that logistic ridge regression estimator fails to provide better parameter estimates in the presence of both high leverage points and multicollinearity.
NASA Technical Reports Server (NTRS)
Vilnrotter, V. A.; Rodemich, E. R.
1990-01-01
A real-time digital signal combining system for use with Ka-band feed arrays is proposed. The combining system attempts to compensate for signal-to-noise ratio (SNR) loss resulting from antenna deformations induced by gravitational and atmospheric effects. The combining weights are obtained directly from the observed samples by using a sliding-window implementation of a vector maximum-likelihood parameter estimator. It is shown that with averaging times of about 0.1 second, combining loss for a seven-element array can be limited to about 0.1 dB in a realistic operational environment. This result suggests that the real-time combining system proposed here is capable of recovering virtually all of the signal power captured by the feed array, even in the presence of severe wind gusts and similar disturbances.
Kim, Yong-Hwan; Kim, Junghoe; Lee, Jong-Hwan
2012-12-01
This study proposes an iterative dual-regression (DR) approach with sparse prior regularization to better estimate an individual's neuronal activation using the results of an independent component analysis (ICA) method applied to a temporally concatenated group of functional magnetic resonance imaging (fMRI) data (i.e., Tc-GICA method). An ordinary DR approach estimates the spatial patterns (SPs) of neuronal activation and corresponding time courses (TCs) specific to each individual's fMRI data with two steps involving least-squares (LS) solutions. Our proposed approach employs iterative LS solutions to refine both the individual SPs and TCs with an additional a priori assumption of sparseness in the SPs (i.e., minimally overlapping SPs) based on L(1)-norm minimization. To quantitatively evaluate the performance of this approach, semi-artificial fMRI data were created from resting-state fMRI data with the following considerations: (1) an artificially designed spatial layout of neuronal activation patterns with varying overlap sizes across subjects and (2) a BOLD time series (TS) with variable parameters such as onset time, duration, and maximum BOLD levels. To systematically control the spatial layout variability of neuronal activation patterns across the "subjects" (n=12), the degree of spatial overlap across all subjects was varied from a minimum of 1 voxel (i.e., 0.5-voxel cubic radius) to a maximum of 81 voxels (i.e., 2.5-voxel radius) across the task-related SPs with a size of 100 voxels for both the block-based and event-related task paradigms. In addition, several levels of maximum percentage BOLD intensity (i.e., 0.5, 1.0, 2.0, and 3.0%) were used for each degree of spatial overlap size. From the results, the estimated individual SPs of neuronal activation obtained from the proposed iterative DR approach with a sparse prior showed an enhanced true positive rate and reduced false positive rate compared to the ordinary DR approach. The estimated TCs of the task-related SPs from our proposed approach showed greater temporal correlation coefficients with a reference hemodynamic response function than those of the ordinary DR approach. Moreover, the efficacy of the proposed DR approach was also successfully demonstrated by the results of real fMRI data acquired from left-/right-hand clenching tasks in both block-based and event-related task paradigms. Copyright © 2012 Elsevier Inc. All rights reserved.
Fast automated analysis of strong gravitational lenses with convolutional neural networks.
Hezaveh, Yashar D; Levasseur, Laurence Perreault; Marshall, Philip J
2017-08-30
Quantifying image distortions caused by strong gravitational lensing-the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures-and estimating the corresponding matter distribution of these structures (the 'gravitational lens') has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the 'singular isothermal ellipsoid' density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.
NASA Astrophysics Data System (ADS)
Hasan, Husna; Radi, Noor Fadhilah Ahmad; Kassim, Suraiya
2012-05-01
Extreme share return in Malaysia is studied. The monthly, quarterly, half yearly and yearly maximum returns are fitted to the Generalized Extreme Value (GEV) distribution. The Augmented Dickey Fuller (ADF) and Phillips Perron (PP) tests are performed to test for stationarity, while Mann-Kendall (MK) test is for the presence of monotonic trend. Maximum Likelihood Estimation (MLE) is used to estimate the parameter while L-moments estimate (LMOM) is used to initialize the MLE optimization routine for the stationary model. Likelihood ratio test is performed to determine the best model. Sherman's goodness of fit test is used to assess the quality of convergence of the GEV distribution by these monthly, quarterly, half yearly and yearly maximum. Returns levels are then estimated for prediction and planning purposes. The results show all maximum returns for all selection periods are stationary. The Mann-Kendall test indicates the existence of trend. Thus, we ought to model for non-stationary model too. Model 2, where the location parameter is increasing with time is the best for all selection intervals. Sherman's goodness of fit test shows that monthly, quarterly, half yearly and yearly maximum converge to the GEV distribution. From the results, it seems reasonable to conclude that yearly maximum is better for the convergence to the GEV distribution especially if longer records are available. Return level estimates, which is the return level (in this study return amount) that is expected to be exceeded, an average, once every t time periods starts to appear in the confidence interval of T = 50 for quarterly, half yearly and yearly maximum.
Blind source separation by sparse decomposition
NASA Astrophysics Data System (ADS)
Zibulevsky, Michael; Pearlmutter, Barak A.
2000-04-01
The blind source separation problem is to extract the underlying source signals from a set of their linear mixtures, where the mixing matrix is unknown. This situation is common, eg in acoustics, radio, and medical signal processing. We exploit the property of the sources to have a sparse representation in a corresponding signal dictionary. Such a dictionary may consist of wavelets, wavelet packets, etc., or be obtained by learning from a given family of signals. Starting from the maximum a posteriori framework, which is applicable to the case of more sources than mixtures, we derive a few other categories of objective functions, which provide faster and more robust computations, when there are an equal number of sources and mixtures. Our experiments with artificial signals and with musical sounds demonstrate significantly better separation than other known techniques.
Profile-likelihood Confidence Intervals in Item Response Theory Models.
Chalmers, R Philip; Pek, Jolynn; Liu, Yang
2017-01-01
Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.
Ning, Jing; Chen, Yong; Piao, Jin
2017-07-01
Publication bias occurs when the published research results are systematically unrepresentative of the population of studies that have been conducted, and is a potential threat to meaningful meta-analysis. The Copas selection model provides a flexible framework for correcting estimates and offers considerable insight into the publication bias. However, maximizing the observed likelihood under the Copas selection model is challenging because the observed data contain very little information on the latent variable. In this article, we study a Copas-like selection model and propose an expectation-maximization (EM) algorithm for estimation based on the full likelihood. Empirical simulation studies show that the EM algorithm and its associated inferential procedure performs well and avoids the non-convergence problem when maximizing the observed likelihood. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
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.
Zhou, Xiaofan; Shen, Xing-Xing; Hittinger, Chris Todd
2018-01-01
Abstract The sizes of the data matrices assembled to resolve branches of the tree of life have increased dramatically, motivating the development of programs for fast, yet accurate, inference. For example, several different fast programs have been developed in the very popular maximum likelihood framework, including RAxML/ExaML, PhyML, IQ-TREE, and FastTree. Although these programs are widely used, a systematic evaluation and comparison of their performance using empirical genome-scale data matrices has so far been lacking. To address this question, we evaluated these four programs on 19 empirical phylogenomic data sets with hundreds to thousands of genes and up to 200 taxa with respect to likelihood maximization, tree topology, and computational speed. For single-gene tree inference, we found that the more exhaustive and slower strategies (ten searches per alignment) outperformed faster strategies (one tree search per alignment) using RAxML, PhyML, or IQ-TREE. Interestingly, single-gene trees inferred by the three programs yielded comparable coalescent-based species tree estimations. For concatenation-based species tree inference, IQ-TREE consistently achieved the best-observed likelihoods for all data sets, and RAxML/ExaML was a close second. In contrast, PhyML often failed to complete concatenation-based analyses, whereas FastTree was the fastest but generated lower likelihood values and more dissimilar tree topologies in both types of analyses. Finally, data matrix properties, such as the number of taxa and the strength of phylogenetic signal, sometimes substantially influenced the programs’ relative performance. Our results provide real-world gene and species tree phylogenetic inference benchmarks to inform the design and execution of large-scale phylogenomic data analyses. PMID:29177474
Ye, Xin; Garikapati, Venu M.; You, Daehyun; ...
2017-11-08
Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ye, Xin; Garikapati, Venu M.; You, Daehyun
Most multinomial choice models (e.g., the multinomial logit model) adopted in practice assume an extreme-value Gumbel distribution for the random components (error terms) of utility functions. This distributional assumption offers a closed-form likelihood expression when the utility maximization principle is applied to model choice behaviors. As a result, model coefficients can be easily estimated using the standard maximum likelihood estimation method. However, maximum likelihood estimators are consistent and efficient only if distributional assumptions on the random error terms are valid. It is therefore critical to test the validity of underlying distributional assumptions on the error terms that form the basismore » of parameter estimation and policy evaluation. In this paper, a practical yet statistically rigorous method is proposed to test the validity of the distributional assumption on the random components of utility functions in both the multinomial logit (MNL) model and multiple discrete-continuous extreme value (MDCEV) model. Based on a semi-nonparametric approach, a closed-form likelihood function that nests the MNL or MDCEV model being tested is derived. The proposed method allows traditional likelihood ratio tests to be used to test violations of the standard Gumbel distribution assumption. Simulation experiments are conducted to demonstrate that the proposed test yields acceptable Type-I and Type-II error probabilities at commonly available sample sizes. The test is then applied to three real-world discrete and discrete-continuous choice models. For all three models, the proposed test rejects the validity of the standard Gumbel distribution in most utility functions, calling for the development of robust choice models that overcome adverse effects of violations of distributional assumptions on the error terms in random utility functions.« less
NASA Astrophysics Data System (ADS)
Dang, H.; Wang, A. S.; Sussman, Marc S.; Siewerdsen, J. H.; Stayman, J. W.
2014-09-01
Sequential imaging studies are conducted in many clinical scenarios. Prior images from previous studies contain a great deal of patient-specific anatomical information and can be used in conjunction with subsequent imaging acquisitions to maintain image quality while enabling radiation dose reduction (e.g., through sparse angular sampling, reduction in fluence, etc). However, patient motion between images in such sequences results in misregistration between the prior image and current anatomy. Existing prior-image-based approaches often include only a simple rigid registration step that can be insufficient for capturing complex anatomical motion, introducing detrimental effects in subsequent image reconstruction. In this work, we propose a joint framework that estimates the 3D deformation between an unregistered prior image and the current anatomy (based on a subsequent data acquisition) and reconstructs the current anatomical image using a model-based reconstruction approach that includes regularization based on the deformed prior image. This framework is referred to as deformable prior image registration, penalized-likelihood estimation (dPIRPLE). Central to this framework is the inclusion of a 3D B-spline-based free-form-deformation model into the joint registration-reconstruction objective function. The proposed framework is solved using a maximization strategy whereby alternating updates to the registration parameters and image estimates are applied allowing for improvements in both the registration and reconstruction throughout the optimization process. Cadaver experiments were conducted on a cone-beam CT testbench emulating a lung nodule surveillance scenario. Superior reconstruction accuracy and image quality were demonstrated using the dPIRPLE algorithm as compared to more traditional reconstruction methods including filtered backprojection, penalized-likelihood estimation (PLE), prior image penalized-likelihood estimation (PIPLE) without registration, and prior image penalized-likelihood estimation with rigid registration of a prior image (PIRPLE) over a wide range of sampling sparsity and exposure levels.
M-estimation for robust sparse unmixing of hyperspectral images
NASA Astrophysics Data System (ADS)
Toomik, Maria; Lu, Shijian; Nelson, James D. B.
2016-10-01
Hyperspectral unmixing methods often use a conventional least squares based lasso which assumes that the data follows the Gaussian distribution. The normality assumption is an approximation which is generally invalid for real imagery data. We consider a robust (non-Gaussian) approach to sparse spectral unmixing of remotely sensed imagery which reduces the sensitivity of the estimator to outliers and relaxes the linearity assumption. The method consists of several appropriate penalties. We propose to use an lp norm with 0 < p < 1 in the sparse regression problem, which induces more sparsity in the results, but makes the problem non-convex. On the other hand, the problem, though non-convex, can be solved quite straightforwardly with an extensible algorithm based on iteratively reweighted least squares. To deal with the huge size of modern spectral libraries we introduce a library reduction step, similar to the multiple signal classification (MUSIC) array processing algorithm, which not only speeds up unmixing but also yields superior results. In the hyperspectral setting we extend the traditional least squares method to the robust heavy-tailed case and propose a generalised M-lasso solution. M-estimation replaces the Gaussian likelihood with a fixed function ρ(e) that restrains outliers. The M-estimate function reduces the effect of errors with large amplitudes or even assigns the outliers zero weights. Our experimental results on real hyperspectral data show that noise with large amplitudes (outliers) often exists in the data. This ability to mitigate the influence of such outliers can therefore offer greater robustness. Qualitative hyperspectral unmixing results on real hyperspectral image data corroborate the efficacy of the proposed method.
Meyer, Karin; Kirkpatrick, Mark
2005-01-01
Principal component analysis is a widely used 'dimension reduction' technique, albeit generally at a phenotypic level. It is shown that we can estimate genetic principal components directly through a simple reparameterisation of the usual linear, mixed model. This is applicable to any analysis fitting multiple, correlated genetic effects, whether effects for individual traits or sets of random regression coefficients to model trajectories. Depending on the magnitude of genetic correlation, a subset of the principal component generally suffices to capture the bulk of genetic variation. Corresponding estimates of genetic covariance matrices are more parsimonious, have reduced rank and are smoothed, with the number of parameters required to model the dispersion structure reduced from k(k + 1)/2 to m(2k - m + 1)/2 for k effects and m principal components. Estimation of these parameters, the largest eigenvalues and pertaining eigenvectors of the genetic covariance matrix, via restricted maximum likelihood using derivatives of the likelihood, is described. It is shown that reduced rank estimation can reduce computational requirements of multivariate analyses substantially. An application to the analysis of eight traits recorded via live ultrasound scanning of beef cattle is given. PMID:15588566
Neandertal admixture in Eurasia confirmed by maximum-likelihood analysis of three genomes.
Lohse, Konrad; Frantz, Laurent A F
2014-04-01
Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4-7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination.
Neandertal Admixture in Eurasia Confirmed by Maximum-Likelihood Analysis of Three Genomes
Lohse, Konrad; Frantz, Laurent A. F.
2014-01-01
Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4−7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination. PMID:24532731
Kimura, Akatsuki; Celani, Antonio; Nagao, Hiromichi; Stasevich, Timothy; Nakamura, Kazuyuki
2015-01-01
Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE) in a prediction or to maximize likelihood. A (local) maximum of likelihood or (local) minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.
Phylogenetic evidence for cladogenetic polyploidization in land plants.
Zhan, Shing H; Drori, Michal; Goldberg, Emma E; Otto, Sarah P; Mayrose, Itay
2016-07-01
Polyploidization is a common and recurring phenomenon in plants and is often thought to be a mechanism of "instant speciation". Whether polyploidization is associated with the formation of new species (cladogenesis) or simply occurs over time within a lineage (anagenesis), however, has never been assessed systematically. We tested this hypothesis using phylogenetic and karyotypic information from 235 plant genera (mostly angiosperms). We first constructed a large database of combined sequence and chromosome number data sets using an automated procedure. We then applied likelihood models (ClaSSE) that estimate the degree of synchronization between polyploidization and speciation events in maximum likelihood and Bayesian frameworks. Our maximum likelihood analysis indicated that 35 genera supported a model that includes cladogenetic transitions over a model with only anagenetic transitions, whereas three genera supported a model that incorporates anagenetic transitions over one with only cladogenetic transitions. Furthermore, the Bayesian analysis supported a preponderance of cladogenetic change in four genera but did not support a preponderance of anagenetic change in any genus. Overall, these phylogenetic analyses provide the first broad confirmation that polyploidization is temporally associated with speciation events, suggesting that it is indeed a major speciation mechanism in plants, at least in some genera. © 2016 Botanical Society of America.
GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation
Li, Hong; Lu, Mingquan
2017-01-01
Spoofing attacks are threatening the global navigation satellite system (GNSS). The maximum likelihood estimation (MLE)-based positioning technique is a direct positioning method originally developed for multipath rejection and weak signal processing. We find this method also has a potential ability for GNSS anti-spoofing since a spoofing attack that misleads the positioning and timing result will cause distortion to the MLE cost function. Based on the method, an estimation-cancellation approach is presented to detect spoofing attacks and recover the navigation solution. A statistic is derived for spoofing detection with the principle of the generalized likelihood ratio test (GLRT). Then, the MLE cost function is decomposed to further validate whether the navigation solution obtained by MLE-based positioning is formed by consistent signals. Both formulae and simulations are provided to evaluate the anti-spoofing performance. Experiments with recordings in real GNSS spoofing scenarios are also performed to validate the practicability of the approach. Results show that the method works even when the code phase differences between the spoofing and authentic signals are much less than one code chip, which can improve the availability of GNSS service greatly under spoofing attacks. PMID:28665318
GNSS Spoofing Detection and Mitigation Based on Maximum Likelihood Estimation.
Wang, Fei; Li, Hong; Lu, Mingquan
2017-06-30
Spoofing attacks are threatening the global navigation satellite system (GNSS). The maximum likelihood estimation (MLE)-based positioning technique is a direct positioning method originally developed for multipath rejection and weak signal processing. We find this method also has a potential ability for GNSS anti-spoofing since a spoofing attack that misleads the positioning and timing result will cause distortion to the MLE cost function. Based on the method, an estimation-cancellation approach is presented to detect spoofing attacks and recover the navigation solution. A statistic is derived for spoofing detection with the principle of the generalized likelihood ratio test (GLRT). Then, the MLE cost function is decomposed to further validate whether the navigation solution obtained by MLE-based positioning is formed by consistent signals. Both formulae and simulations are provided to evaluate the anti-spoofing performance. Experiments with recordings in real GNSS spoofing scenarios are also performed to validate the practicability of the approach. Results show that the method works even when the code phase differences between the spoofing and authentic signals are much less than one code chip, which can improve the availability of GNSS service greatly under spoofing attacks.
NASA Technical Reports Server (NTRS)
Scholz, D.; Fuhs, N.; Hixson, M.; Akiyama, T. (Principal Investigator)
1979-01-01
The author has identified the following significant results. Data sets for corn, soybeans, winter wheat, and spring wheat were used to evaluate the following schemes for crop identification: (1) per point Gaussian maximum classifier; (2) per point sum of normal densities classifiers; (3) per point linear classifier; (4) per point Gaussian maximum likelihood decision tree classifiers; and (5) texture sensitive per field Gaussian maximum likelihood classifier. Test site location and classifier both had significant effects on classification accuracy of small grains; classifiers did not differ significantly in overall accuracy, with the majority of the difference among classifiers being attributed to training method rather than to the classification algorithm applied. The complexity of use and computer costs for the classifiers varied significantly. A linear classification rule which assigns each pixel to the class whose mean is closest in Euclidean distance was the easiest for the analyst and cost the least per classification.
Statistical field estimators for multiscale simulations.
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.
Maximum-likelihood estimation of recent shared ancestry (ERSA).
Huff, Chad D; Witherspoon, David J; Simonson, Tatum S; Xing, Jinchuan; Watkins, W Scott; Zhang, Yuhua; Tuohy, Therese M; Neklason, Deborah W; Burt, Randall W; Guthery, Stephen L; Woodward, Scott R; Jorde, Lynn B
2011-05-01
Accurate estimation of recent shared ancestry is important for genetics, evolution, medicine, conservation biology, and forensics. Established methods estimate kinship accurately for first-degree through third-degree relatives. We demonstrate that chromosomal segments shared by two individuals due to identity by descent (IBD) provide much additional information about shared ancestry. We developed a maximum-likelihood method for the estimation of recent shared ancestry (ERSA) from the number and lengths of IBD segments derived from high-density SNP or whole-genome sequence data. We used ERSA to estimate relationships from SNP genotypes in 169 individuals from three large, well-defined human pedigrees. ERSA is accurate to within one degree of relationship for 97% of first-degree through fifth-degree relatives and 80% of sixth-degree and seventh-degree relatives. We demonstrate that ERSA's statistical power approaches the maximum theoretical limit imposed by the fact that distant relatives frequently share no DNA through a common ancestor. ERSA greatly expands the range of relationships that can be estimated from genetic data and is implemented in a freely available software package.
Volumetric CT with sparse detector arrays (and application to Si-strip photon counters).
Sisniega, A; Zbijewski, W; Stayman, J W; Xu, J; Taguchi, K; Fredenberg, E; Lundqvist, Mats; Siewerdsen, J H
2016-01-07
Novel x-ray medical imaging sensors, such as photon counting detectors (PCDs) and large area CCD and CMOS cameras can involve irregular and/or sparse sampling of the detector plane. Application of such detectors to CT involves undersampling that is markedly different from the commonly considered case of sparse angular sampling. This work investigates volumetric sampling in CT systems incorporating sparsely sampled detectors with axial and helical scan orbits and evaluates performance of model-based image reconstruction (MBIR) with spatially varying regularization in mitigating artifacts due to sparse detector sampling. Volumetric metrics of sampling density and uniformity were introduced. Penalized-likelihood MBIR with a spatially varying penalty that homogenized resolution by accounting for variations in local sampling density (i.e. detector gaps) was evaluated. The proposed methodology was tested in simulations and on an imaging bench based on a Si-strip PCD (total area 5 cm × 25 cm) consisting of an arrangement of line sensors separated by gaps of up to 2.5 mm. The bench was equipped with translation/rotation stages allowing a variety of scanning trajectories, ranging from a simple axial acquisition to helical scans with variable pitch. Statistical (spherical clutter) and anthropomorphic (hand) phantoms were considered. Image quality was compared to that obtained with a conventional uniform penalty in terms of structural similarity index (SSIM), image uniformity, spatial resolution, contrast, and noise. Scan trajectories with intermediate helical width (~10 mm longitudinal distance per 360° rotation) demonstrated optimal tradeoff between the average sampling density and the homogeneity of sampling throughout the volume. For a scan trajectory with 10.8 mm helical width, the spatially varying penalty resulted in significant visual reduction of sampling artifacts, confirmed by a 10% reduction in minimum SSIM (from 0.88 to 0.8) and a 40% reduction in the dispersion of SSIM in the volume compared to the constant penalty (both penalties applied at optimal regularization strength). Images of the spherical clutter and wrist phantoms confirmed the advantages of the spatially varying penalty, showing a 25% improvement in image uniformity and 1.8 × higher CNR (at matched spatial resolution) compared to the constant penalty. The studies elucidate the relationship between sampling in the detector plane, acquisition orbit, sampling of the reconstructed volume, and the resulting image quality. They also demonstrate the benefit of spatially varying regularization in MBIR for scenarios with irregular sampling patterns. Such findings are important and integral to the incorporation of a sparsely sampled Si-strip PCD in CT imaging.
Volumetric CT with sparse detector arrays (and application to Si-strip photon counters)
NASA Astrophysics Data System (ADS)
Sisniega, A.; Zbijewski, W.; Stayman, J. W.; Xu, J.; Taguchi, K.; Fredenberg, E.; Lundqvist, Mats; Siewerdsen, J. H.
2016-01-01
Novel x-ray medical imaging sensors, such as photon counting detectors (PCDs) and large area CCD and CMOS cameras can involve irregular and/or sparse sampling of the detector plane. Application of such detectors to CT involves undersampling that is markedly different from the commonly considered case of sparse angular sampling. This work investigates volumetric sampling in CT systems incorporating sparsely sampled detectors with axial and helical scan orbits and evaluates performance of model-based image reconstruction (MBIR) with spatially varying regularization in mitigating artifacts due to sparse detector sampling. Volumetric metrics of sampling density and uniformity were introduced. Penalized-likelihood MBIR with a spatially varying penalty that homogenized resolution by accounting for variations in local sampling density (i.e. detector gaps) was evaluated. The proposed methodology was tested in simulations and on an imaging bench based on a Si-strip PCD (total area 5 cm × 25 cm) consisting of an arrangement of line sensors separated by gaps of up to 2.5 mm. The bench was equipped with translation/rotation stages allowing a variety of scanning trajectories, ranging from a simple axial acquisition to helical scans with variable pitch. Statistical (spherical clutter) and anthropomorphic (hand) phantoms were considered. Image quality was compared to that obtained with a conventional uniform penalty in terms of structural similarity index (SSIM), image uniformity, spatial resolution, contrast, and noise. Scan trajectories with intermediate helical width (~10 mm longitudinal distance per 360° rotation) demonstrated optimal tradeoff between the average sampling density and the homogeneity of sampling throughout the volume. For a scan trajectory with 10.8 mm helical width, the spatially varying penalty resulted in significant visual reduction of sampling artifacts, confirmed by a 10% reduction in minimum SSIM (from 0.88 to 0.8) and a 40% reduction in the dispersion of SSIM in the volume compared to the constant penalty (both penalties applied at optimal regularization strength). Images of the spherical clutter and wrist phantoms confirmed the advantages of the spatially varying penalty, showing a 25% improvement in image uniformity and 1.8 × higher CNR (at matched spatial resolution) compared to the constant penalty. The studies elucidate the relationship between sampling in the detector plane, acquisition orbit, sampling of the reconstructed volume, and the resulting image quality. They also demonstrate the benefit of spatially varying regularization in MBIR for scenarios with irregular sampling patterns. Such findings are important and integral to the incorporation of a sparsely sampled Si-strip PCD in CT imaging.
Volumetric CT with sparse detector arrays (and application to Si-strip photon counters)
Sisniega, A; Zbijewski, W; Stayman, J W; Xu, J; Taguchi, K; Fredenberg, E; Lundqvist, Mats; Siewerdsen, J H
2016-01-01
Novel x-ray medical imaging sensors, such as photon counting detectors (PCDs) and large area CCD and CMOS cameras can involve irregular and/or sparse sampling of the detector plane. Application of such detectors to CT involves undersampling that is markedly different from the commonly considered case of sparse angular sampling. This work investigates volumetric sampling in CT systems incorporating sparsely sampled detectors with axial and helical scan orbits and evaluates performance of model-based image reconstruction (MBIR) with spatially varying regularization in mitigating artifacts due to sparse detector sampling. Volumetric metrics of sampling density and uniformity were introduced. Penalized-likelihood MBIR with a spatially varying penalty that homogenized resolution by accounting for variations in local sampling density (i.e. detector gaps) was evaluated. The proposed methodology was tested in simulations and on an imaging bench based on a Si-strip PCD (total area 5 cm × 25 cm) consisting of an arrangement of line sensors separated by gaps of up to 2.5 mm. The bench was equipped with translation/rotation stages allowing a variety of scanning trajectories, ranging from a simple axial acquisition to helical scans with variable pitch. Statistical (spherical clutter) and anthropomorphic (hand) phantoms were considered. Image quality was compared to that obtained with a conventional uniform penalty in terms of structural similarity index (SSIM), image uniformity, spatial resolution, contrast, and noise. Scan trajectories with intermediate helical width (~10 mm longitudinal distance per 360° rotation) demonstrated optimal tradeoff between the average sampling density and the homogeneity of sampling throughout the volume. For a scan trajectory with 10.8 mm helical width, the spatially varying penalty resulted in significant visual reduction of sampling artifacts, confirmed by a 10% reduction in minimum SSIM (from 0.88 to 0.8) and a 40% reduction in the dispersion of SSIM in the volume compared to the constant penalty (both penalties applied at optimal regularization strength). Images of the spherical clutter and wrist phantoms confirmed the advantages of the spatially varying penalty, showing a 25% improvement in image uniformity and 1.8 × higher CNR (at matched spatial resolution) compared to the constant penalty. The studies elucidate the relationship between sampling in the detector plane, acquisition orbit, sampling of the reconstructed volume, and the resulting image quality. They also demonstrate the benefit of spatially varying regularization in MBIR for scenarios with irregular sampling patterns. Such findings are important and integral to the incorporation of a sparsely sampled Si-strip PCD in CT imaging. PMID:26611740
Arvind, Hemamalini; Klistorner, Alexander; Graham, Stuart L; Grigg, John R
2006-05-01
Multifocal visual evoked potentials (mfVEPs) have demonstrated good diagnostic capabilities in glaucoma and optic neuritis. This study aimed at evaluating the possibility of simultaneously recording mfVEP for both eyes with dichoptic stimulation using virtual reality goggles and also to determine the stimulus characteristics that yield maximum amplitude. ten healthy volunteers were recruited and temporally sparse pattern pulse stimuli were presented dichoptically using virtual reality goggles. Experiment 1 involved recording responses to dichoptically presented checkerboard stimuli and also confirming true topographic representation by switching off specific segments. Experiment 2 involved monocular stimulation and comparison of amplitude with Experiment 1. In Experiment 3, orthogonally oriented gratings were dichoptically presented. Experiment 4 involved dichoptic presentation of checkerboard stimuli at different levels of sparseness (5.0 times/s, 2.5 times/s, 1.66 times/s and 1.25 times/s), where stimulation of corresponding segments of two eyes were separated by 16.7, 66.7,116.7 & 166.7 ms respectively. Experiment 1 demonstrated good traces in all regions and confirmed topographic representation. However, there was suppression of amplitude of responses to dichoptic stimulation by 17.9+/-5.4% compared to monocular stimulation. Experiment 3 demonstrated similar suppression between orthogonal and checkerboard stimuli (p = 0.08). Experiment 4 demonstrated maximum amplitude and least suppression (4.8%) with stimulation at 1.25 times/s with 166.7 ms separation between eyes. It is possible to record mfVEP for both eyes during dichoptic stimulation using virtual reality goggles, which present binocular simultaneous patterns driven by independent sequences. Interocular suppression can be almost eliminated by using a temporally sparse stimulus of 1.25 times/s with a separation of 166.7 ms between stimulation of corresponding segments of the two eyes.
Estimation of submarine mass failure probability from a sequence of deposits with age dates
Geist, Eric L.; Chaytor, Jason D.; Parsons, Thomas E.; ten Brink, Uri S.
2013-01-01
The empirical probability of submarine mass failure is quantified from a sequence of dated mass-transport deposits. Several different techniques are described to estimate the parameters for a suite of candidate probability models. The techniques, previously developed for analyzing paleoseismic data, include maximum likelihood and Type II (Bayesian) maximum likelihood methods derived from renewal process theory and Monte Carlo methods. The estimated mean return time from these methods, unlike estimates from a simple arithmetic mean of the center age dates and standard likelihood methods, includes the effects of age-dating uncertainty and of open time intervals before the first and after the last event. The likelihood techniques are evaluated using Akaike’s Information Criterion (AIC) and Akaike’s Bayesian Information Criterion (ABIC) to select the optimal model. The techniques are applied to mass transport deposits recorded in two Integrated Ocean Drilling Program (IODP) drill sites located in the Ursa Basin, northern Gulf of Mexico. Dates of the deposits were constrained by regional bio- and magnetostratigraphy from a previous study. Results of the analysis indicate that submarine mass failures in this location occur primarily according to a Poisson process in which failures are independent and return times follow an exponential distribution. However, some of the model results suggest that submarine mass failures may occur quasiperiodically at one of the sites (U1324). The suite of techniques described in this study provides quantitative probability estimates of submarine mass failure occurrence, for any number of deposits and age uncertainty distributions.
ERIC Educational Resources Information Center
Sen, Sedat
2018-01-01
Recent research has shown that over-extraction of latent classes can be observed in the Bayesian estimation of the mixed Rasch model when the distribution of ability is non-normal. This study examined the effect of non-normal ability distributions on the number of latent classes in the mixed Rasch model when estimated with maximum likelihood…
NASA Astrophysics Data System (ADS)
Weerathunga, Thilina Shihan
2017-08-01
Gravitational waves are a fundamental prediction of Einstein's General Theory of Relativity. The first experimental proof of their existence was provided by the Nobel Prize winning discovery by Taylor and Hulse of orbital decay in a binary pulsar system. The first detection of gravitational waves incident on earth from an astrophysical source was announced in 2016 by the LIGO Scientific Collaboration, launching the new era of gravitational wave (GW) astronomy. The signal detected was from the merger of two black holes, which is an example of sources called Compact Binary Coalescences (CBCs). Data analysis strategies used in the search for CBC signals are derivatives of the Maximum-Likelihood (ML) method. The ML method applied to data from a network of geographically distributed GW detectors--called fully coherent network analysis--is currently the best approach for estimating source location and GW polarization waveforms. However, in the case of CBCs, especially for lower mass systems (O(1M solar masses)) such as double neutron star binaries, fully coherent network analysis is computationally expensive. The ML method requires locating the global maximum of the likelihood function over a nine dimensional parameter space, where the computation of the likelihood at each point requires correlations involving O(104) to O(106) samples between the data and the corresponding candidate signal waveform template. Approximations, such as semi-coherent coincidence searches, are currently used to circumvent the computational barrier but incur a concomitant loss in sensitivity. We explored the effectiveness of Particle Swarm Optimization (PSO), a well-known algorithm in the field of swarm intelligence, in addressing the fully coherent network analysis problem. As an example, we used a four-detector network consisting of the two LIGO detectors at Hanford and Livingston, Virgo and Kagra, all having initial LIGO noise power spectral densities, and show that PSO can locate the global maximum with less than 240,000 likelihood evaluations for a component mass range of 1.0 to 10.0 solar masses at a realistic coherent network signal to noise ratio of 9.0. Our results show that PSO can successfully deliver a fully-coherent all-sky search with < (1/10 ) the number of likelihood evaluations needed for a grid-based search. Used as a follow-up step, the savings in the number of likelihood evaluations may also reduce latency in obtaining ML estimates of source parameters in semi-coherent searches.
ERIC Educational Resources Information Center
Kraenzel, Carl F.
Rural demographic characteristics, regional distribution, and their respective trends should constitute significant policy information for the nation, but the U.S. Population Census offers little aid to the researcher studying population on a minor civil division (MCD) basis. When some census data are based on a 15 percent sample, some on a 5…
Likelihood-based confidence intervals for estimating floods with given return periods
NASA Astrophysics Data System (ADS)
Martins, Eduardo Sávio P. R.; Clarke, Robin T.
1993-06-01
This paper discusses aspects of the calculation of likelihood-based confidence intervals for T-year floods, with particular reference to (1) the two-parameter gamma distribution; (2) the Gumbel distribution; (3) the two-parameter log-normal distribution, and other distributions related to the normal by Box-Cox transformations. Calculation of the confidence limits is straightforward using the Nelder-Mead algorithm with a constraint incorporated, although care is necessary to ensure convergence either of the Nelder-Mead algorithm, or of the Newton-Raphson calculation of maximum-likelihood estimates. Methods are illustrated using records from 18 gauging stations in the basin of the River Itajai-Acu, State of Santa Catarina, southern Brazil. A small and restricted simulation compared likelihood-based confidence limits with those given by use of the central limit theorem; for the same confidence probability, the confidence limits of the simulation were wider than those of the central limit theorem, which failed more frequently to contain the true quantile being estimated. The paper discusses possible applications of likelihood-based confidence intervals in other areas of hydrological analysis.
Adaptive Quadrature for Item Response Models. Research Report. ETS RR-06-29
ERIC Educational Resources Information Center
Haberman, Shelby J.
2006-01-01
Adaptive quadrature is applied to marginal maximum likelihood estimation for item response models with normal ability distributions. Even in one dimension, significant gains in speed and accuracy of computation may be achieved.
The Relation between Factor Score Estimates, Image Scores, and Principal Component Scores
ERIC Educational Resources Information Center
Velicer, Wayne F.
1976-01-01
Investigates the relation between factor score estimates, principal component scores, and image scores. The three methods compared are maximum likelihood factor analysis, principal component analysis, and a variant of rescaled image analysis. (RC)
Spatial Prediction and Optimized Sampling Design for Sodium Concentration in Groundwater
Shabbir, Javid; M. AbdEl-Salam, Nasser; Hussain, Tajammal
2016-01-01
Sodium is an integral part of water, and its excessive amount in drinking water causes high blood pressure and hypertension. In the present paper, spatial distribution of sodium concentration in drinking water is modeled and optimized sampling designs for selecting sampling locations is calculated for three divisions in Punjab, Pakistan. Universal kriging and Bayesian universal kriging are used to predict the sodium concentrations. Spatial simulated annealing is used to generate optimized sampling designs. Different estimation methods (i.e., maximum likelihood, restricted maximum likelihood, ordinary least squares, and weighted least squares) are used to estimate the parameters of the variogram model (i.e, exponential, Gaussian, spherical and cubic). It is concluded that Bayesian universal kriging fits better than universal kriging. It is also observed that the universal kriging predictor provides minimum mean universal kriging variance for both adding and deleting locations during sampling design. PMID:27683016
NASA Astrophysics Data System (ADS)
Neuer, Marcus J.
2013-11-01
A technique for the spectral identification of strontium-90 is shown, utilising a Maximum-Likelihood deconvolution. Different deconvolution approaches are discussed and summarised. Based on the intensity distribution of the beta emission and Geant4 simulations, a combined response matrix is derived, tailored to the β- detection process in sodium iodide detectors. It includes scattering effects and attenuation by applying a base material decomposition extracted from Geant4 simulations with a CAD model for a realistic detector system. Inversion results of measurements show the agreement between deconvolution and reconstruction. A detailed investigation with additional masking sources like 40K, 226Ra and 131I shows that a contamination of strontium can be found in the presence of these nuisance sources. Identification algorithms for strontium are presented based on the derived technique. For the implementation of blind identification, an exemplary masking ratio is calculated.
MIXOR: a computer program for mixed-effects ordinal regression analysis.
Hedeker, D; Gibbons, R D
1996-03-01
MIXOR provides maximum marginal likelihood estimates for mixed-effects ordinal probit, logistic, and complementary log-log regression models. These models can be used for analysis of dichotomous and ordinal outcomes from either a clustered or longitudinal design. For clustered data, the mixed-effects model assumes that data within clusters are dependent. The degree of dependency is jointly estimated with the usual model parameters, thus adjusting for dependence resulting from clustering of the data. Similarly, for longitudinal data, the mixed-effects approach can allow for individual-varying intercepts and slopes across time, and can estimate the degree to which these time-related effects vary in the population of individuals. MIXOR uses marginal maximum likelihood estimation, utilizing a Fisher-scoring solution. For the scoring solution, the Cholesky factor of the random-effects variance-covariance matrix is estimated, along with the effects of model covariates. Examples illustrating usage and features of MIXOR are provided.
Modifying high-order aeroelastic math model of a jet transport using maximum likelihood estimation
NASA Technical Reports Server (NTRS)
Anissipour, Amir A.; Benson, Russell A.
1989-01-01
The design of control laws to damp flexible structural modes requires accurate math models. Unlike the design of control laws for rigid body motion (e.g., where robust control is used to compensate for modeling inaccuracies), structural mode damping usually employs narrow band notch filters. In order to obtain the required accuracy in the math model, maximum likelihood estimation technique is employed to improve the accuracy of the math model using flight data. Presented here are all phases of this methodology: (1) pre-flight analysis (i.e., optimal input signal design for flight test, sensor location determination, model reduction technique, etc.), (2) data collection and preprocessing, and (3) post-flight analysis (i.e., estimation technique and model verification). In addition, a discussion is presented of the software tools used and the need for future study in this field.
Falk, Carl F; Cai, Li
2016-06-01
We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives.
Maximum likelihood estimation for semiparametric transformation models with interval-censored data
Mao, Lu; Lin, D. Y.
2016-01-01
Abstract Interval censoring arises frequently in clinical, epidemiological, financial and sociological studies, where the event or failure of interest is known only to occur within an interval induced by periodic monitoring. We formulate the effects of potentially time-dependent covariates on the interval-censored failure time through a broad class of semiparametric transformation models that encompasses proportional hazards and proportional odds models. We consider nonparametric maximum likelihood estimation for this class of models with an arbitrary number of monitoring times for each subject. We devise an EM-type algorithm that converges stably, even in the presence of time-dependent covariates, and show that the estimators for the regression parameters are consistent, asymptotically normal, and asymptotically efficient with an easily estimated covariance matrix. Finally, we demonstrate the performance of our procedures through simulation studies and application to an HIV/AIDS study conducted in Thailand. PMID:27279656
Best practices for missing data management in counseling psychology.
Schlomer, Gabriel L; Bauman, Sheri; Card, Noel A
2010-01-01
This article urges counseling psychology researchers to recognize and report how missing data are handled, because consumers of research cannot accurately interpret findings without knowing the amount and pattern of missing data or the strategies that were used to handle those data. Patterns of missing data are reviewed, and some of the common strategies for dealing with them are described. The authors provide an illustration in which data were simulated and evaluate 3 methods of handling missing data: mean substitution, multiple imputation, and full information maximum likelihood. Results suggest that mean substitution is a poor method for handling missing data, whereas both multiple imputation and full information maximum likelihood are recommended alternatives to this approach. The authors suggest that researchers fully consider and report the amount and pattern of missing data and the strategy for handling those data in counseling psychology research and that editors advise researchers of this expectation.
Li, Xinya; Deng, Z. Daniel; USA, Richland Washington; ...
2014-11-27
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developedmore » using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.« less
Numerical Experimentation with Maximum Likelihood Identification in Static Distributed Systems
NASA Technical Reports Server (NTRS)
Scheid, R. E., Jr.; Rodriguez, G.
1985-01-01
Many important issues in the control of large space structures are intimately related to the fundamental problem of parameter identification. One might also ask how well this identification process can be carried out in the presence of noisy data since no sensor system is perfect. With these considerations in mind the algorithms herein are designed to treat both the case of uncertainties in the modeling and uncertainties in the data. The analytical aspects of maximum likelihood identification are considered in some detail in another paper. The questions relevant to the implementation of these schemes are dealt with, particularly as they apply to models of large space structures. The emphasis is on the influence of the infinite dimensional character of the problem on finite dimensional implementations of the algorithms. Those areas of current and future analysis are highlighted which indicate the interplay between error analysis and possible truncations of the state and parameter spaces.
NASA Astrophysics Data System (ADS)
Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.
2014-11-01
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
NASA Astrophysics Data System (ADS)
He, Yi; Liwo, Adam; Scheraga, Harold A.
2015-12-01
Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field.
Pritikin, Joshua N; Brick, Timothy R; Neale, Michael C
2018-04-01
A novel method for the maximum likelihood estimation of structural equation models (SEM) with both ordinal and continuous indicators is introduced using a flexible multivariate probit model for the ordinal indicators. A full information approach ensures unbiased estimates for data missing at random. Exceeding the capability of prior methods, up to 13 ordinal variables can be included before integration time increases beyond 1 s per row. The method relies on the axiom of conditional probability to split apart the distribution of continuous and ordinal variables. Due to the symmetry of the axiom, two similar methods are available. A simulation study provides evidence that the two similar approaches offer equal accuracy. A further simulation is used to develop a heuristic to automatically select the most computationally efficient approach. Joint ordinal continuous SEM is implemented in OpenMx, free and open-source software.
Estimation of descriptive statistics for multiply censored water quality data
Helsel, Dennis R.; Cohn, Timothy A.
1988-01-01
This paper extends the work of Gilliom and Helsel (1986) on procedures for estimating descriptive statistics of water quality data that contain “less than” observations. Previously, procedures were evaluated when only one detection limit was present. Here we investigate the performance of estimators for data that have multiple detection limits. Probability plotting and maximum likelihood methods perform substantially better than simple substitution procedures now commonly in use. Therefore simple substitution procedures (e.g., substitution of the detection limit) should be avoided. Probability plotting methods are more robust than maximum likelihood methods to misspecification of the parent distribution and their use should be encouraged in the typical situation where the parent distribution is unknown. When utilized correctly, less than values frequently contain nearly as much information for estimating population moments and quantiles as would the same observations had the detection limit been below them.
A gateway for phylogenetic analysis powered by grid computing featuring GARLI 2.0.
Bazinet, Adam L; Zwickl, Derrick J; Cummings, Michael P
2014-09-01
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. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
Smolin, John A; Gambetta, Jay M; Smith, Graeme
2012-02-17
We provide an efficient method for computing the maximum-likelihood mixed quantum state (with density matrix ρ) given a set of measurement outcomes in a complete orthonormal operator basis subject to Gaussian noise. Our method works by first changing basis yielding a candidate density matrix μ which may have nonphysical (negative) eigenvalues, and then finding the nearest physical state under the 2-norm. Our algorithm takes at worst O(d(4)) for the basis change plus O(d(3)) for finding ρ where d is the dimension of the quantum state. In the special case where the measurement basis is strings of Pauli operators, the basis change takes only O(d(3)) as well. The workhorse of the algorithm is a new linear-time method for finding the closest probability distribution (in Euclidean distance) to a set of real numbers summing to one.
Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.
2014-01-01
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature. PMID:25427517
Li, Xinya; Deng, Z Daniel; Sun, Yannan; Martinez, Jayson J; Fu, Tao; McMichael, Geoffrey A; Carlson, Thomas J
2014-11-27
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
Haker, Steven; Wells, William M; Warfield, Simon K; Talos, Ion-Florin; Bhagwat, Jui G; Goldberg-Zimring, Daniel; Mian, Asim; Ohno-Machado, Lucila; Zou, Kelly H
2005-01-01
In any medical domain, it is common to have more than one test (classifier) to diagnose a disease. In image analysis, for example, there is often more than one reader or more than one algorithm applied to a certain data set. Combining of classifiers is often helpful, but determining the way in which classifiers should be combined is not trivial. Standard strategies are based on learning classifier combination functions from data. We describe a simple strategy to combine results from classifiers that have not been applied to a common data set, and therefore can not undergo this type of joint training. The strategy, which assumes conditional independence of classifiers, is based on the calculation of a combined Receiver Operating Characteristic (ROC) curve, using maximum likelihood analysis to determine a combination rule for each ROC operating point. We offer some insights into the use of ROC analysis in the field of medical imaging.
Haker, Steven; Wells, William M.; Warfield, Simon K.; Talos, Ion-Florin; Bhagwat, Jui G.; Goldberg-Zimring, Daniel; Mian, Asim; Ohno-Machado, Lucila; Zou, Kelly H.
2010-01-01
In any medical domain, it is common to have more than one test (classifier) to diagnose a disease. In image analysis, for example, there is often more than one reader or more than one algorithm applied to a certain data set. Combining of classifiers is often helpful, but determining the way in which classifiers should be combined is not trivial. Standard strategies are based on learning classifier combination functions from data. We describe a simple strategy to combine results from classifiers that have not been applied to a common data set, and therefore can not undergo this type of joint training. The strategy, which assumes conditional independence of classifiers, is based on the calculation of a combined Receiver Operating Characteristic (ROC) curve, using maximum likelihood analysis to determine a combination rule for each ROC operating point. We offer some insights into the use of ROC analysis in the field of medical imaging. PMID:16685884
NASA Technical Reports Server (NTRS)
Iliff, Kenneth W.
1987-01-01
The aircraft parameter estimation problem is used to illustrate the utility of parameter estimation, which applies to many engineering and scientific fields. Maximum likelihood estimation has been used to extract stability and control derivatives from flight data for many years. This paper presents some of the basic concepts of aircraft parameter estimation and briefly surveys the literature in the field. The maximum likelihood estimator is discussed, and the basic concepts of minimization and estimation are examined for a simple simulated 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 illustrate the minimization process. Finally, the basic concepts are generalized, and estimation from flight data is discussed. Some of the major conclusions for the simulated example are also developed for the analysis of flight data from the F-14, highly maneuverable aircraft technology (HiMAT), and space shuttle vehicles.
A new maximum-likelihood change estimator for two-pass SAR coherent change detection
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Jr., Charles V.; ...
2016-01-11
In previous research, two-pass repeat-geometry synthetic aperture radar (SAR) coherent change detection (CCD) predominantly utilized the sample degree of coherence as a measure of the temporal change occurring between two complex-valued image collects. Previous coherence-based CCD approaches tend to show temporal change when there is none in areas of the image that have a low clutter-to-noise power ratio. Instead of employing the sample coherence magnitude as a change metric, in this paper, we derive a new maximum-likelihood (ML) temporal change estimate—the complex reflectance change detection (CRCD) metric to be used for SAR coherent temporal change detection. The new CRCD estimatormore » is a surprisingly simple expression, easy to implement, and optimal in the ML sense. As a result, this new estimate produces improved results in the coherent pair collects that we have tested.« less
NASA Technical Reports Server (NTRS)
Johnson, T. J.; Harding, A. K.; Venter, C.
2012-01-01
Pulsed gamma rays have been detected with the Fermi Large Area Telescope (LAT) from more than 20 millisecond pulsars (MSPs), some of which were discovered in radio observations of bright, unassociated LAT sources. We have fit the radio and gamma-ray light curves of 19 LAT-detected MSPs in the context of geometric, outermagnetospheric emission models assuming the retarded vacuum dipole magnetic field using a Markov chain Monte Carlo maximum likelihood technique. We find that, in many cases, the models are able to reproduce the observed light curves well and provide constraints on the viewing geometries that are in agreement with those from radio polarization measurements. Additionally, for some MSPs we constrain the altitudes of both the gamma-ray and radio emission regions. The best-fit magnetic inclination angles are found to cover a broader range than those of non-recycled gamma-ray pulsars.
NASA Technical Reports Server (NTRS)
Emerson, Charles W.; Sig-NganLam, Nina; Quattrochi, Dale A.
2004-01-01
The accuracy of traditional multispectral maximum-likelihood image classification is limited by the skewed statistical distributions of reflectances from the complex heterogenous mixture of land cover types in urban areas. This work examines the utility of local variance, fractal dimension and Moran's I index of spatial autocorrelation in segmenting multispectral satellite imagery. Tools available in the Image Characterization and Modeling System (ICAMS) were used to analyze Landsat 7 imagery of Atlanta, Georgia. Although segmentation of panchromatic images is possible using indicators of spatial complexity, different land covers often yield similar values of these indices. Better results are obtained when a surface of local fractal dimension or spatial autocorrelation is combined as an additional layer in a supervised maximum-likelihood multispectral classification. The addition of fractal dimension measures is particularly effective at resolving land cover classes within urbanized areas, as compared to per-pixel spectral classification techniques.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, Xinya; Deng, Z. Daniel; USA, Richland Washington
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developedmore » using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.« less
Signal Recovery and System Calibration from Multiple Compressive Poisson Measurements
Wang, Liming; Huang, Jiaji; Yuan, Xin; ...
2015-09-17
The measurement matrix employed in compressive sensing typically cannot be known precisely a priori and must be estimated via calibration. One may take multiple compressive measurements, from which the measurement matrix and underlying signals may be estimated jointly. This is of interest as well when the measurement matrix may change as a function of the details of what is measured. This problem has been considered recently for Gaussian measurement noise, and here we develop this idea with application to Poisson systems. A collaborative maximum likelihood algorithm and alternating proximal gradient algorithm are proposed, and associated theoretical performance guarantees are establishedmore » based on newly derived concentration-of-measure results. A Bayesian model is then introduced, to improve flexibility and generality. Connections between the maximum likelihood methods and the Bayesian model are developed, and example results are presented for a real compressive X-ray imaging system.« less
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen; Wald, Lawrence L.
2017-01-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization. PMID:26915119
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L
2016-08-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.
Zeng, Jianyang; Roberts, Kyle E.; Zhou, Pei
2011-01-01
Abstract A major bottleneck in protein structure determination via nuclear magnetic resonance (NMR) is the lengthy and laborious process of assigning resonances and nuclear Overhauser effect (NOE) cross peaks. Recent studies have shown that accurate backbone folds can be determined using sparse NMR data, such as residual dipolar couplings (RDCs) or backbone chemical shifts. This opens a question of whether we can also determine the accurate protein side-chain conformations using sparse or unassigned NMR data. We attack this question by using unassigned nuclear Overhauser effect spectroscopy (NOESY) data, which records the through-space dipolar interactions between protons nearby in three-dimensional (3D) space. We propose a Bayesian approach with a Markov random field (MRF) model to integrate the likelihood function derived from observed experimental data, with prior information (i.e., empirical molecular mechanics energies) about the protein structures. We unify the side-chain structure prediction problem with the side-chain structure determination problem using unassigned NMR data, and apply the deterministic dead-end elimination (DEE) and A* search algorithms to provably find the global optimum solution that maximizes the posterior probability. We employ a Hausdorff-based measure to derive the likelihood of a rotamer or a pairwise rotamer interaction from unassigned NOESY data. In addition, we apply a systematic and rigorous approach to estimate the experimental noise in NMR data, which also determines the weighting factor of the data term in the scoring function derived from the Bayesian framework. We tested our approach on real NMR data of three proteins: the FF Domain 2 of human transcription elongation factor CA150 (FF2), the B1 domain of Protein G (GB1), and human ubiquitin. The promising results indicate that our algorithm can be applied in high-resolution protein structure determination. Since our approach does not require any NOE assignment, it can accelerate the NMR structure determination process. PMID:21970619
A dictionary learning approach for Poisson image deblurring.
Ma, Liyan; Moisan, Lionel; Yu, Jian; Zeng, Tieyong
2013-07-01
The restoration of images corrupted by blur and Poisson noise is a key issue in medical and biological image processing. While most existing methods are based on variational models, generally derived from a maximum a posteriori (MAP) formulation, recently sparse representations of images have shown to be efficient approaches for image recovery. Following this idea, we propose in this paper a model containing three terms: a patch-based sparse representation prior over a learned dictionary, the pixel-based total variation regularization term and a data-fidelity term capturing the statistics of Poisson noise. The resulting optimization problem can be solved by an alternating minimization technique combined with variable splitting. Extensive experimental results suggest that in terms of visual quality, peak signal-to-noise ratio value and the method noise, the proposed algorithm outperforms state-of-the-art methods.
Distributed fiber sparse-wideband vibration sensing by sub-Nyquist additive random sampling
NASA Astrophysics Data System (ADS)
Zhang, Jingdong; Zheng, Hua; Zhu, Tao; Yin, Guolu; Liu, Min; Bai, Yongzhong; Qu, Dingrong; Qiu, Feng; Huang, Xianbing
2018-05-01
The round trip time of the light pulse limits the maximum detectable vibration frequency response range of phase-sensitive optical time domain reflectometry ({\\phi}-OTDR). Unlike the uniform laser pulse interval in conventional {\\phi}-OTDR, we randomly modulate the pulse interval, so that an equivalent sub-Nyquist additive random sampling (sNARS) is realized for every sensing point of the long interrogation fiber. For an {\\phi}-OTDR system with 10 km sensing length, the sNARS method is optimized by theoretical analysis and Monte Carlo simulation, and the experimental results verify that a wide-band spars signal can be identified and reconstructed. Such a method can broaden the vibration frequency response range of {\\phi}-OTDR, which is of great significance in sparse-wideband-frequency vibration signal detection, such as rail track monitoring and metal defect detection.
The storage capacity of Potts models for semantic memory retrieval
NASA Astrophysics Data System (ADS)
Kropff, Emilio; Treves, Alessandro
2005-08-01
We introduce and analyse a minimal network model of semantic memory in the human brain. The model is a global associative memory structured as a collection of N local modules, each coding a feature, which can take S possible values, with a global sparseness a (the average fraction of features describing a concept). We show that, under optimal conditions, the number cM of modules connected on average to a module can range widely between very sparse connectivity (high dilution, c_{M}/N\\to 0 ) and full connectivity (c_{M}\\to N ), maintaining a global network storage capacity (the maximum number pc of stored and retrievable concepts) that scales like pc~cMS2/a, with logarithmic corrections consistent with the constraint that each synapse may store up to a fraction of a bit.
PROBABILISTIC CROSS-IDENTIFICATION IN CROWDED FIELDS AS AN ASSIGNMENT PROBLEM
DOE Office of Scientific and Technical Information (OSTI.GOV)
Budavári, Tamás; Basu, Amitabh, E-mail: budavari@jhu.edu, E-mail: basu.amitabh@jhu.edu
2016-10-01
One of the outstanding challenges of cross-identification is multiplicity: detections in crowded regions of the sky are often linked to more than one candidate associations of similar likelihoods. We map the resulting maximum likelihood partitioning to the fundamental assignment problem of discrete mathematics and efficiently solve the two-way catalog-level matching in the realm of combinatorial optimization using the so-called Hungarian algorithm. We introduce the method, demonstrate its performance in a mock universe where the true associations are known, and discuss the applicability of the new procedure to large surveys.
Probabilistic Cross-identification in Crowded Fields as an Assignment Problem
NASA Astrophysics Data System (ADS)
Budavári, Tamás; Basu, Amitabh
2016-10-01
One of the outstanding challenges of cross-identification is multiplicity: detections in crowded regions of the sky are often linked to more than one candidate associations of similar likelihoods. We map the resulting maximum likelihood partitioning to the fundamental assignment problem of discrete mathematics and efficiently solve the two-way catalog-level matching in the realm of combinatorial optimization using the so-called Hungarian algorithm. We introduce the method, demonstrate its performance in a mock universe where the true associations are known, and discuss the applicability of the new procedure to large surveys.
CONSTRUCTING A FLEXIBLE LIKELIHOOD FUNCTION FOR SPECTROSCOPIC INFERENCE
DOE Office of Scientific and Technical Information (OSTI.GOV)
Czekala, Ian; Andrews, Sean M.; Mandel, Kaisey S.
2015-10-20
We present a modular, extensible likelihood framework for spectroscopic inference based on synthetic model spectra. The subtraction of an imperfect model from a continuously sampled spectrum introduces covariance between adjacent datapoints (pixels) into the residual spectrum. For the high signal-to-noise data with large spectral range that is commonly employed in stellar astrophysics, that covariant structure can lead to dramatically underestimated parameter uncertainties (and, in some cases, biases). We construct a likelihood function that accounts for the structure of the covariance matrix, utilizing the machinery of Gaussian process kernels. This framework specifically addresses the common problem of mismatches in model spectralmore » line strengths (with respect to data) due to intrinsic model imperfections (e.g., in the atomic/molecular databases or opacity prescriptions) by developing a novel local covariance kernel formalism that identifies and self-consistently downweights pathological spectral line “outliers.” By fitting many spectra in a hierarchical manner, these local kernels provide a mechanism to learn about and build data-driven corrections to synthetic spectral libraries. An open-source software implementation of this approach is available at http://iancze.github.io/Starfish, including a sophisticated probabilistic scheme for spectral interpolation when using model libraries that are sparsely sampled in the stellar parameters. We demonstrate some salient features of the framework by fitting the high-resolution V-band spectrum of WASP-14, an F5 dwarf with a transiting exoplanet, and the moderate-resolution K-band spectrum of Gliese 51, an M5 field dwarf.« less
Zhu, Xiang; Stephens, Matthew
2017-01-01
Bayesian methods for large-scale multiple regression provide attractive approaches to the analysis of genome-wide association studies (GWAS). For example, they can estimate heritability of complex traits, allowing for both polygenic and sparse models; and by incorporating external genomic data into the priors, they can increase power and yield new biological insights. However, these methods require access to individual genotypes and phenotypes, which are often not easily available. Here we provide a framework for performing these analyses without individual-level data. Specifically, we introduce a “Regression with Summary Statistics” (RSS) likelihood, which relates the multiple regression coefficients to univariate regression results that are often easily available. The RSS likelihood requires estimates of correlations among covariates (SNPs), which also can be obtained from public databases. We perform Bayesian multiple regression analysis by combining the RSS likelihood with previously proposed prior distributions, sampling posteriors by Markov chain Monte Carlo. In a wide range of simulations RSS performs similarly to analyses using the individual data, both for estimating heritability and detecting associations. We apply RSS to a GWAS of human height that contains 253,288 individuals typed at 1.06 million SNPs, for which analyses of individual-level data are practically impossible. Estimates of heritability (52%) are consistent with, but more precise, than previous results using subsets of these data. We also identify many previously unreported loci that show evidence for association with height in our analyses. Software is available at https://github.com/stephenslab/rss. PMID:29399241
Fast automated analysis of strong gravitational lenses with convolutional neural networks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.
Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less
ILP-based maximum likelihood genome scaffolding
2014-01-01
Background Interest in de novo genome assembly has been renewed in the past decade due to rapid advances in high-throughput sequencing (HTS) technologies which generate relatively short reads resulting in highly fragmented assemblies consisting of contigs. Additional long-range linkage information is typically used to orient, order, and link contigs into larger structures referred to as scaffolds. Due to library preparation artifacts and erroneous mapping of reads originating from repeats, scaffolding remains a challenging problem. In this paper, we provide a scalable scaffolding algorithm (SILP2) employing a maximum likelihood model capturing read mapping uncertainty and/or non-uniformity of contig coverage which is solved using integer linear programming. A Non-Serial Dynamic Programming (NSDP) paradigm is applied to render our algorithm useful in the processing of larger mammalian genomes. To compare scaffolding tools, we employ novel quantitative metrics in addition to the extant metrics in the field. We have also expanded the set of experiments to include scaffolding of low-complexity metagenomic samples. Results SILP2 achieves better scalability throughg a more efficient NSDP algorithm than previous release of SILP. The results show that SILP2 compares favorably to previous methods OPERA and MIP in both scalability and accuracy for scaffolding single genomes of up to human size, and significantly outperforms them on scaffolding low-complexity metagenomic samples. Conclusions Equipped with NSDP, SILP2 is able to scaffold large mammalian genomes, resulting in the longest and most accurate scaffolds. The ILP formulation for the maximum likelihood model is shown to be flexible enough to handle metagenomic samples. PMID:25253180
Fast automated analysis of strong gravitational lenses with convolutional neural networks
Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.
2017-08-30
Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. Our procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physicalmore » processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. We report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.« less
Fast automated analysis of strong gravitational lenses with convolutional neural networks
NASA Astrophysics Data System (ADS)
Hezaveh, Yashar D.; Levasseur, Laurence Perreault; Marshall, Philip J.
2017-08-01
Quantifying image distortions caused by strong gravitational lensing—the formation of multiple images of distant sources due to the deflection of their light by the gravity of intervening structures—and estimating the corresponding matter distribution of these structures (the ‘gravitational lens’) has primarily been performed using maximum likelihood modelling of observations. This procedure is typically time- and resource-consuming, requiring sophisticated lensing codes, several data preparation steps, and finding the maximum likelihood model parameters in a computationally expensive process with downhill optimizers. Accurate analysis of a single gravitational lens can take up to a few weeks and requires expert knowledge of the physical processes and methods involved. Tens of thousands of new lenses are expected to be discovered with the upcoming generation of ground and space surveys. Here we report the use of deep convolutional neural networks to estimate lensing parameters in an extremely fast and automated way, circumventing the difficulties that are faced by maximum likelihood methods. We also show that the removal of lens light can be made fast and automated using independent component analysis of multi-filter imaging data. Our networks can recover the parameters of the ‘singular isothermal ellipsoid’ density profile, which is commonly used to model strong lensing systems, with an accuracy comparable to the uncertainties of sophisticated models but about ten million times faster: 100 systems in approximately one second on a single graphics processing unit. These networks can provide a way for non-experts to obtain estimates of lensing parameters for large samples of data.
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
NON-REGULAR MAXIMUM LIKELIHOOD ESTIMATION
Even though a body of data on the environmental occurrence of medicinal, government-approved ("ethical") pharmaceuticals has been growing over the last two decades (the subject of this book), nearly nothing is known about the disposition of illicit (illegal) drugs in th...
Application of the Bootstrap Methods in Factor Analysis.
ERIC Educational Resources Information Center
Ichikawa, Masanori; Konishi, Sadanori
1995-01-01
A Monte Carlo experiment was conducted to investigate the performance of bootstrap methods in normal theory maximum likelihood factor analysis when the distributional assumption was satisfied or unsatisfied. Problems arising with the use of bootstrap methods are highlighted. (SLD)
40 CFR 98.448 - Geologic sequestration monitoring, reporting, and verification (MRV) plan.
Code of Federal Regulations, 2011 CFR
2011-07-01
... than 1 year. (2) Identification of potential surface leakage pathways for CO2 in the maximum monitoring area and the likelihood, magnitude, and timing, of surface leakage of CO2 through these pathways. (3) A...
40 CFR 98.448 - Geologic sequestration monitoring, reporting, and verification (MRV) plan.
Code of Federal Regulations, 2012 CFR
2012-07-01
... than 1 year. (2) Identification of potential surface leakage pathways for CO2 in the maximum monitoring area and the likelihood, magnitude, and timing, of surface leakage of CO2 through these pathways. (3) A...
A Review of System Identification Methods Applied to Aircraft
NASA Technical Reports Server (NTRS)
Klein, V.
1983-01-01
Airplane identification, equation error method, maximum likelihood method, parameter estimation in frequency domain, extended Kalman filter, aircraft equations of motion, aerodynamic model equations, criteria for the selection of a parsimonious model, and online aircraft identification are addressed.
Joint reconstruction of activity and attenuation in Time-of-Flight PET: A Quantitative Analysis.
Rezaei, Ahmadreza; Deroose, Christophe M; Vahle, Thomas; Boada, Fernando; Nuyts, Johan
2018-03-01
Joint activity and attenuation reconstruction methods from time of flight (TOF) positron emission tomography (PET) data provide an effective solution to attenuation correction when no (or incomplete/inaccurate) information on the attenuation is available. One of the main barriers limiting their use in clinical practice is the lack of validation of these methods on a relatively large patient database. In this contribution, we aim at validating the activity reconstructions of the maximum likelihood activity reconstruction and attenuation registration (MLRR) algorithm on a whole-body patient data set. Furthermore, a partial validation (since the scale problem of the algorithm is avoided for now) of the maximum likelihood activity and attenuation reconstruction (MLAA) algorithm is also provided. We present a quantitative comparison of the joint reconstructions to the current clinical gold-standard maximum likelihood expectation maximization (MLEM) reconstruction with CT-based attenuation correction. Methods: The whole-body TOF-PET emission data of each patient data set is processed as a whole to reconstruct an activity volume covering all the acquired bed positions, which helps to reduce the problem of a scale per bed position in MLAA to a global scale for the entire activity volume. Three reconstruction algorithms are used: MLEM, MLRR and MLAA. A maximum likelihood (ML) scaling of the single scatter simulation (SSS) estimate to the emission data is used for scatter correction. The reconstruction results are then analyzed in different regions of interest. Results: The joint reconstructions of the whole-body patient data set provide better quantification in case of PET and CT misalignments caused by patient and organ motion. Our quantitative analysis shows a difference of -4.2% (±2.3%) and -7.5% (±4.6%) between the joint reconstructions of MLRR and MLAA compared to MLEM, averaged over all regions of interest, respectively. Conclusion: Joint activity and attenuation estimation methods provide a useful means to estimate the tracer distribution in cases where CT-based attenuation images are subject to misalignments or are not available. With an accurate estimate of the scatter contribution in the emission measurements, the joint TOF-PET reconstructions are within clinical acceptable accuracy. Copyright © 2018 by the Society of Nuclear Medicine and Molecular Imaging, Inc.
Elghafghuf, Adel; Dufour, Simon; Reyher, Kristen; Dohoo, Ian; Stryhn, Henrik
2014-12-01
Mastitis is a complex disease affecting dairy cows and is considered to be the most costly disease of dairy herds. The hazard of mastitis is a function of many factors, both managerial and environmental, making its control a difficult issue to milk producers. Observational studies of clinical mastitis (CM) often generate datasets with a number of characteristics which influence the analysis of those data: the outcome of interest may be the time to occurrence of a case of mastitis, predictors may change over time (time-dependent predictors), the effects of factors may change over time (time-dependent effects), there are usually multiple hierarchical levels, and datasets may be very large. Analysis of such data often requires expansion of the data into the counting-process format - leading to larger datasets - thus complicating the analysis and requiring excessive computing time. In this study, a nested frailty Cox model with time-dependent predictors and effects was applied to Canadian Bovine Mastitis Research Network data in which 10,831 lactations of 8035 cows from 69 herds were followed through lactation until the first occurrence of CM. The model was fit to the data as a Poisson model with nested normally distributed random effects at the cow and herd levels. Risk factors associated with the hazard of CM during the lactation were identified, such as parity, calving season, herd somatic cell score, pasture access, fore-stripping, and proportion of treated cases of CM in a herd. The analysis showed that most of the predictors had a strong effect early in lactation and also demonstrated substantial variation in the baseline hazard among cows and between herds. A small simulation study for a setting similar to the real data was conducted to evaluate the Poisson maximum likelihood estimation approach with both Gaussian quadrature method and Laplace approximation. Further, the performance of the two methods was compared with the performance of a widely used estimation approach for frailty Cox models based on the penalized partial likelihood. The simulation study showed good performance for the Poisson maximum likelihood approach with Gaussian quadrature and biased variance component estimates for both the Poisson maximum likelihood with Laplace approximation and penalized partial likelihood approaches. Copyright © 2014. Published by Elsevier B.V.
NASA Astrophysics Data System (ADS)
Nourali, Mahrouz; Ghahraman, Bijan; Pourreza-Bilondi, Mohsen; Davary, Kamran
2016-09-01
In the present study, DREAM(ZS), Differential Evolution Adaptive Metropolis combined with both formal and informal likelihood functions, is used to investigate uncertainty of parameters of the HEC-HMS model in Tamar watershed, Golestan province, Iran. In order to assess the uncertainty of 24 parameters used in HMS, three flood events were used to calibrate and one flood event was used to validate the posterior distributions. Moreover, performance of seven different likelihood functions (L1-L7) was assessed by means of DREAM(ZS)approach. Four likelihood functions, L1-L4, Nash-Sutcliffe (NS) efficiency, Normalized absolute error (NAE), Index of agreement (IOA), and Chiew-McMahon efficiency (CM), is considered as informal, whereas remaining (L5-L7) is represented in formal category. L5 focuses on the relationship between the traditional least squares fitting and the Bayesian inference, and L6, is a hetereoscedastic maximum likelihood error (HMLE) estimator. Finally, in likelihood function L7, serial dependence of residual errors is accounted using a first-order autoregressive (AR) model of the residuals. According to the results, sensitivities of the parameters strongly depend on the likelihood function, and vary for different likelihood functions. Most of the parameters were better defined by formal likelihood functions L5 and L7 and showed a high sensitivity to model performance. Posterior cumulative distributions corresponding to the informal likelihood functions L1, L2, L3, L4 and the formal likelihood function L6 are approximately the same for most of the sub-basins, and these likelihood functions depict almost a similar effect on sensitivity of parameters. 95% total prediction uncertainty bounds bracketed most of the observed data. Considering all the statistical indicators and criteria of uncertainty assessment, including RMSE, KGE, NS, P-factor and R-factor, results showed that DREAM(ZS) algorithm performed better under formal likelihood functions L5 and L7, but likelihood function L5 may result in biased and unreliable estimation of parameters due to violation of the residualerror assumptions. Thus, likelihood function L7 provides posterior distribution of model parameters credibly and therefore can be employed for further applications.
Phylotranscriptomic analysis of the origin and early diversification of land plants
Wickett, Norman J.; Mirarab, Siavash; Nguyen, Nam; Warnow, Tandy; Carpenter, Eric; Matasci, Naim; Ayyampalayam, Saravanaraj; Barker, Michael S.; Burleigh, J. Gordon; Gitzendanner, Matthew A.; Ruhfel, Brad R.; Wafula, Eric; Graham, Sean W.; Mathews, Sarah; Melkonian, Michael; Soltis, Douglas E.; Soltis, Pamela S.; Miles, Nicholas W.; Rothfels, Carl J.; Pokorny, Lisa; Shaw, A. Jonathan; DeGironimo, Lisa; Stevenson, Dennis W.; Surek, Barbara; Villarreal, Juan Carlos; Roure, Béatrice; Philippe, Hervé; dePamphilis, Claude W.; Chen, Tao; Deyholos, Michael K.; Baucom, Regina S.; Kutchan, Toni M.; Augustin, Megan M.; Wang, Jun; Zhang, Yong; Tian, Zhijian; Yan, Zhixiang; Wu, Xiaolei; Sun, Xiao; Wong, Gane Ka-Shu; Leebens-Mack, James
2014-01-01
Reconstructing the origin and evolution of land plants and their algal relatives is a fundamental problem in plant phylogenetics, and is essential for understanding how critical adaptations arose, including the embryo, vascular tissue, seeds, and flowers. Despite advances in molecular systematics, some hypotheses of relationships remain weakly resolved. Inferring deep phylogenies with bouts of rapid diversification can be problematic; however, genome-scale data should significantly increase the number of informative characters for analyses. Recent phylogenomic reconstructions focused on the major divergences of plants have resulted in promising but inconsistent results. One limitation is sparse taxon sampling, likely resulting from the difficulty and cost of data generation. To address this limitation, transcriptome data for 92 streptophyte taxa were generated and analyzed along with 11 published plant genome sequences. Phylogenetic reconstructions were conducted using up to 852 nuclear genes and 1,701,170 aligned sites. Sixty-nine analyses were performed to test the robustness of phylogenetic inferences to permutations of the data matrix or to phylogenetic method, including supermatrix, supertree, and coalescent-based approaches, maximum-likelihood and Bayesian methods, partitioned and unpartitioned analyses, and amino acid versus DNA alignments. Among other results, we find robust support for a sister-group relationship between land plants and one group of streptophyte green algae, the Zygnematophyceae. Strong and robust support for a clade comprising liverworts and mosses is inconsistent with a widely accepted view of early land plant evolution, and suggests that phylogenetic hypotheses used to understand the evolution of fundamental plant traits should be reevaluated. PMID:25355905
Choi, Leena; Carroll, Robert J; Beck, Cole; Mosley, Jonathan D; Roden, Dan M; Denny, Joshua C; Van Driest, Sara L
2018-04-18
Phenome-wide association studies (PheWAS) have been used to discover many genotype-phenotype relationships and have the potential to identify therapeutic and adverse drug outcomes using longitudinal data within electronic health records (EHRs). However, the statistical methods for PheWAS applied to longitudinal EHR medication data have not been established. In this study, we developed methods to address two challenges faced with reuse of EHR for this purpose: confounding by indication, and low exposure and event rates. We used Monte Carlo simulation to assess propensity score (PS) methods, focusing on two of the most commonly used methods, PS matching and PS adjustment, to address confounding by indication. We also compared two logistic regression approaches (the default of Wald vs. Firth's penalized maximum likelihood, PML) to address complete separation due to sparse data with low exposure and event rates. PS adjustment resulted in greater power than propensity score matching, while controlling Type I error at 0.05. The PML method provided reasonable p-values, even in cases with complete separation, with well controlled Type I error rates. Using PS adjustment and the PML method, we identify novel latent drug effects in pediatric patients exposed to two common antibiotic drugs, ampicillin and gentamicin. R packages PheWAS and EHR are available at https://github.com/PheWAS/PheWAS and at CRAN (https://www.r-project.org/), respectively. The R script for data processing and the main analysis is available at https://github.com/choileena/EHR. leena.choi@vanderbilt.edu. Supplementary data are available at Bioinformatics online.
Mansaray, Lamin R; Huang, Jingfeng; Kamara, Alimamy A
2016-08-01
Freetown, the capital of Sierra Leone has experienced vast land-cover changes over the past three decades. In Sierra Leone, however, availability of updated land-cover data is still a problem even for environmental managers. This study was therefore, conducted to provide up-to-date land-cover data for Freetown. Multi-temporal Landsat data at 1986, 2001, and 2015 were obtained, and a maximum likelihood supervised classification was employed. Eight land-cover classes or categories were recognized as follows: water, wetland, built-up, dense forest, sparse forest, grassland, barren, and mangrove. Land-cover changes were mapped via post-classification change detection. The persistence, gain, and loss of each land-cover class, and selected land conversions were also quantified. An overall classification accuracy of 87.3 % and a Kappa statistic of 0.85 were obtained for the 2015 map. From 1986 to 2015, water, built-up, grassland, and barren had net gains, whereas forests, wetlands, and mangrove had net loses. Conversion analyses among forests, grassland, and built-up show that built-up had targeted grassland and avoided forests. This study also revealed that, the overall land-cover change at 2001-2015 was higher (28.5 %) than that recorded at 1986-2001 (20.9 %). This is attributable to the population increase in Freetown and the high economic growth and infrastructural development recorded countrywide after the civil war. In view of the rapid land-cover change and its associated environmental impacts, this study recommends the enactment of policies that would strike a balance between urbanization and environmental sustainability in Freetown.
Consequences of Common Topological Rearrangements for Partition Trees in Phylogenomic Inference
Minh, Bui Quang; von Haeseler, Arndt
2015-01-01
Abstract In phylogenomic analysis the collection of trees with identical score (maximum likelihood or parsimony score) may hamper tree search algorithms. Such collections are coined phylogenetic terraces. For sparse supermatrices with a lot of missing data, the number of terraces and the number of trees on the terraces can be very large. If terraces are not taken into account, a lot of computation time might be unnecessarily spent to evaluate many trees that in fact have identical score. To save computation time during the tree search, it is worthwhile to quickly identify such cases. The score of a species tree is the sum of scores for all the so-called induced partition trees. Therefore, if the topological rearrangement applied to a species tree does not change the induced partition trees, the score of these partition trees is unchanged. Here, we provide the conditions under which the three most widely used topological rearrangements (nearest neighbor interchange, subtree pruning and regrafting, and tree bisection and reconnection) change the topologies of induced partition trees. During the tree search, these conditions allow us to quickly identify whether we can save computation time on the evaluation of newly encountered trees. We also introduce the concept of partial terraces and demonstrate that they occur more frequently than the original “full” terrace. Hence, partial terrace is the more important factor of timesaving compared to full terrace. Therefore, taking into account the above conditions and the partial terrace concept will help to speed up the tree search in phylogenomic inference. PMID:26448206
Multiclass classification of microarray data samples with a reduced number of genes
2011-01-01
Background Multiclass classification of microarray data samples with a reduced number of genes is a rich and challenging problem in Bioinformatics research. The problem gets harder as the number of classes is increased. In addition, the performance of most classifiers is tightly linked to the effectiveness of mandatory gene selection methods. Critical to gene selection is the availability of estimates about the maximum number of genes that can be handled by any classification algorithm. Lack of such estimates may lead to either computationally demanding explorations of a search space with thousands of dimensions or classification models based on gene sets of unrestricted size. In the former case, unbiased but possibly overfitted classification models may arise. In the latter case, biased classification models unable to support statistically significant findings may be obtained. Results A novel bound on the maximum number of genes that can be handled by binary classifiers in binary mediated multiclass classification algorithms of microarray data samples is presented. The bound suggests that high-dimensional binary output domains might favor the existence of accurate and sparse binary mediated multiclass classifiers for microarray data samples. Conclusions A comprehensive experimental work shows that the bound is indeed useful to induce accurate and sparse multiclass classifiers for microarray data samples. PMID:21342522
A comprehensive comparison of network similarities for link prediction and spurious link elimination
NASA Astrophysics Data System (ADS)
Zhang, Peng; Qiu, Dan; Zeng, An; Xiao, Jinghua
2018-06-01
Identifying missing interactions in complex networks, known as link prediction, is realized by estimating the likelihood of the existence of a link between two nodes according to the observed links and nodes' attributes. Similar approaches have also been employed to identify and remove spurious links in networks which is crucial for improving the reliability of network data. In network science, the likelihood for two nodes having a connection strongly depends on their structural similarity. The key to address these two problems thus becomes how to objectively measure the similarity between nodes in networks. In the literature, numerous network similarity metrics have been proposed and their accuracy has been discussed independently in previous works. In this paper, we systematically compare the accuracy of 18 similarity metrics in both link prediction and spurious link elimination when the observed networks are very sparse or consist of inaccurate linking information. Interestingly, some methods have high prediction accuracy, they tend to perform low accuracy in identification spurious interaction. We further find that methods can be classified into several cluster according to their behaviors. This work is useful for guiding future use of these similarity metrics for different purposes.
Lin, Feng-Chang; Zhu, Jun
2012-01-01
We develop continuous-time models for the analysis of environmental or ecological monitoring data such that subjects are observed at multiple monitoring time points across space. Of particular interest are additive hazards regression models where the baseline hazard function can take on flexible forms. We consider time-varying covariates and take into account spatial dependence via autoregression in space and time. We develop statistical inference for the regression coefficients via partial likelihood. Asymptotic properties, including consistency and asymptotic normality, are established for parameter estimates under suitable regularity conditions. Feasible algorithms utilizing existing statistical software packages are developed for computation. We also consider a simpler additive hazards model with homogeneous baseline hazard and develop hypothesis testing for homogeneity. A simulation study demonstrates that the statistical inference using partial likelihood has sound finite-sample properties and offers a viable alternative to maximum likelihood estimation. For illustration, we analyze data from an ecological study that monitors bark beetle colonization of red pines in a plantation of Wisconsin.
NASA Technical Reports Server (NTRS)
Klein, V.
1980-01-01
A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.
Fu, P; Panneerselvam, A; Clifford, B; Dowlati, A; Ma, P C; Zeng, G; Halmos, B; Leidner, R S
2015-12-01
It is well known that non-small cell lung cancer (NSCLC) is a heterogeneous group of diseases. Previous studies have demonstrated genetic variation among different ethnic groups in the epidermal growth factor receptor (EGFR) in NSCLC. Research by our group and others has recently shown a lower frequency of EGFR mutations in African Americans with NSCLC, as compared to their White counterparts. In this study, we use our original study data of EGFR pathway genetics in African American NSCLC as an example to illustrate that univariate analyses based on aggregation versus partition of data leads to contradictory results, in order to emphasize the importance of controlling statistical confounding. We further investigate analytic approaches in logistic regression for data with separation, as is the case in our example data set, and apply appropriate methods to identify predictors of EGFR mutation. Our simulation shows that with separated or nearly separated data, penalized maximum likelihood (PML) produces estimates with smallest bias and approximately maintains the nominal value with statistical power equal to or better than that from maximum likelihood and exact conditional likelihood methods. Application of the PML method in our example data set shows that race and EGFR-FISH are independently significant predictors of EGFR mutation. © The Author(s) 2011.
Empirical Bayes Approaches to Multivariate Fuzzy Partitions.
ERIC Educational Resources Information Center
Woodbury, Max A.; Manton, Kenneth G.
1991-01-01
An empirical Bayes-maximum likelihood estimation procedure is presented for the application of fuzzy partition models in describing high dimensional discrete response data. The model describes individuals in terms of partial membership in multiple latent categories that represent bounded discrete spaces. (SLD)
Estimation of Multinomial Probabilities.
1978-11-01
1971) and Alam (1978) have shown that the maximum likelihood estimator is admissible with respect to the quadratic loss. Steinhaus (1957) and Trybula...appear). Johnson, B. Mck. (1971). On admissible estimators for certain fixed sample binomial populations. Ann. Math. Statist. 92, 1579-1587. Steinhaus , H
Psychometric Properties of IRT Proficiency Estimates
ERIC Educational Resources Information Center
Kolen, Michael J.; Tong, Ye
2010-01-01
Psychometric properties of item response theory proficiency estimates are considered in this paper. Proficiency estimators based on summed scores and pattern scores include non-Bayes maximum likelihood and test characteristic curve estimators and Bayesian estimators. The psychometric properties investigated include reliability, conditional…
ERIC Educational Resources Information Center
Lee, S. Y.; Jennrich, R. I.
1979-01-01
A variety of algorithms for analyzing covariance structures are considered. Additionally, two methods of estimation, maximum likelihood, and weighted least squares are considered. Comparisons are made between these algorithms and factor analysis. (Author/JKS)
Global population structure and adaptive evolution of aflatoxin-producing fungi
USDA-ARS?s Scientific Manuscript database
We employed interspecific principal component analyses for six different categories (geography, species, precipitation, temperature, aflatoxin chemotype profile, and mating type) and inferred maximum likelihood phylogenies for six combined loci, including two aflatoxin cluster regions (aflM/alfN and...