Biased sampling, over-identified parameter problems and beyond

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Qin, Jing

2017-01-01

This book is devoted to biased sampling problems (also called choice-based sampling in Econometrics parlance) and over-identified parameter estimation problems. Biased sampling problems appear in many areas of research, including Medicine, Epidemiology and Public Health, the Social Sciences and Economics. The book addresses a range of important topics, including case and control studies, causal inference, missing data problems, meta-analysis, renewal process and length biased sampling problems, capture and recapture problems, case cohort studies, exponential tilting genetic mixture models etc. The goal of this book is to make it easier for Ph. D students and new researchers to get started in this research area. It will be of interest to all those who work in the health, biological, social and physical sciences, as well as those who are interested in survey methodology and other areas of statistical science, among others. .

Estimation bias and bias correction in reduced rank autoregressions

DEFF Research Database (Denmark)

Nielsen, Heino Bohn

2017-01-01

This paper characterizes the finite-sample bias of the maximum likelihood estimator (MLE) in a reduced rank vector autoregression and suggests two simulation-based bias corrections. One is a simple bootstrap implementation that approximates the bias at the MLE. The other is an iterative root...

Systematic biases in human heading estimation.

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Luigi F Cuturi

Full Text Available Heading estimation is vital to everyday navigation and locomotion. Despite extensive behavioral and physiological research on both visual and vestibular heading estimation over more than two decades, the accuracy of heading estimation has not yet been systematically evaluated. Therefore human visual and vestibular heading estimation was assessed in the horizontal plane using a motion platform and stereo visual display. Heading angle was overestimated during forward movements and underestimated during backward movements in response to both visual and vestibular stimuli, indicating an overall multimodal bias toward lateral directions. Lateral biases are consistent with the overrepresentation of lateral preferred directions observed in neural populations that carry visual and vestibular heading information, including MSTd and otolith afferent populations. Due to this overrepresentation, population vector decoding yields patterns of bias remarkably similar to those observed behaviorally. Lateral biases are inconsistent with standard bayesian accounts which predict that estimates should be biased toward the most common straight forward heading direction. Nevertheless, lateral biases may be functionally relevant. They effectively constitute a perceptual scale expansion around straight ahead which could allow for more precise estimation and provide a high gain feedback signal to facilitate maintenance of straight-forward heading during everyday navigation and locomotion.

Noise Induces Biased Estimation of the Correction Gain.

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Jooeun Ahn

Full Text Available The detection of an error in the motor output and the correction in the next movement are critical components of any form of motor learning. Accordingly, a variety of iterative learning models have assumed that a fraction of the error is adjusted in the next trial. This critical fraction, the correction gain, learning rate, or feedback gain, has been frequently estimated via least-square regression of the obtained data set. Such data contain not only the inevitable noise from motor execution, but also noise from measurement. It is generally assumed that this noise averages out with large data sets and does not affect the parameter estimation. This study demonstrates that this is not the case and that in the presence of noise the conventional estimate of the correction gain has a significant bias, even with the simplest model. Furthermore, this bias does not decrease with increasing length of the data set. This study reveals this limitation of current system identification methods and proposes a new method that overcomes this limitation. We derive an analytical form of the bias from a simple regression method (Yule-Walker and develop an improved identification method. This bias is discussed as one of other examples for how the dynamics of noise can introduce significant distortions in data analysis.

A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix.

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Westgate, Philip M

2013-07-20

Generalized estimating equations (GEEs) are routinely used for the marginal analysis of correlated data. The efficiency of GEE depends on how closely the working covariance structure resembles the true structure, and therefore accurate modeling of the working correlation of the data is important. A popular approach is the use of an unstructured working correlation matrix, as it is not as restrictive as simpler structures such as exchangeable and AR-1 and thus can theoretically improve efficiency. However, because of the potential for having to estimate a large number of correlation parameters, variances of regression parameter estimates can be larger than theoretically expected when utilizing the unstructured working correlation matrix. Therefore, standard error estimates can be negatively biased. To account for this additional finite-sample variability, we derive a bias correction that can be applied to typical estimators of the covariance matrix of parameter estimates. Via simulation and in application to a longitudinal study, we show that our proposed correction improves standard error estimation and statistical inference. Copyright © 2012 John Wiley & Sons, Ltd.

How to fool cosmic microwave background parameter estimation

International Nuclear Information System (INIS)

Kinney, William H.

2001-01-01

With the release of the data from the Boomerang and MAXIMA-1 balloon flights, estimates of cosmological parameters based on the cosmic microwave background (CMB) have reached unprecedented precision. In this paper I show that it is possible for these estimates to be substantially biased by features in the primordial density power spectrum. I construct primordial power spectra which mimic to within cosmic variance errors the effect of changing parameters such as the baryon density and neutrino mass, meaning that even an ideal measurement would be unable to resolve the degeneracy. Complementary measurements are necessary to resolve this ambiguity in parameter estimation efforts based on CMB temperature fluctuations alone

Comparison of some biased estimation methods (including ordinary subset regression) in the linear model

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Sidik, S. M.

1975-01-01

Ridge, Marquardt's generalized inverse, shrunken, and principal components estimators are discussed in terms of the objectives of point estimation of parameters, estimation of the predictive regression function, and hypothesis testing. It is found that as the normal equations approach singularity, more consideration must be given to estimable functions of the parameters as opposed to estimation of the full parameter vector; that biased estimators all introduce constraints on the parameter space; that adoption of mean squared error as a criterion of goodness should be independent of the degree of singularity; and that ordinary least-squares subset regression is the best overall method.

Impact of relativistic effects on cosmological parameter estimation

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Lorenz, Christiane S.; Alonso, David; Ferreira, Pedro G.

2018-01-01

Future surveys will access large volumes of space and hence very long wavelength fluctuations of the matter density and gravitational field. It has been argued that the set of secondary effects that affect the galaxy distribution, relativistic in nature, will bring new, complementary cosmological constraints. We study this claim in detail by focusing on a subset of wide-area future surveys: Stage-4 cosmic microwave background experiments and photometric redshift surveys. In particular, we look at the magnification lensing contribution to galaxy clustering and general-relativistic corrections to all observables. We quantify the amount of information encoded in these effects in terms of the tightening of the final cosmological constraints as well as the potential bias in inferred parameters associated with neglecting them. We do so for a wide range of cosmological parameters, covering neutrino masses, standard dark-energy parametrizations and scalar-tensor gravity theories. Our results show that, while the effect of lensing magnification to number counts does not contain a significant amount of information when galaxy clustering is combined with cosmic shear measurements, this contribution does play a significant role in biasing estimates on a host of parameter families if unaccounted for. Since the amplitude of the magnification term is controlled by the slope of the source number counts with apparent magnitude, s (z ), we also estimate the accuracy to which this quantity must be known to avoid systematic parameter biases, finding that future surveys will need to determine s (z ) to the ˜5 %- 10 % level. On the contrary, large-scale general-relativistic corrections are irrelevant both in terms of information content and parameter bias for most cosmological parameters but significant for the level of primordial non-Gaussianity.

Errors and parameter estimation in precipitation-runoff modeling: 1. Theory

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Troutman, Brent M.

1985-01-01

Errors in complex conceptual precipitation-runoff models may be analyzed by placing them into a statistical framework. This amounts to treating the errors as random variables and defining the probabilistic structure of the errors. By using such a framework, a large array of techniques, many of which have been presented in the statistical literature, becomes available to the modeler for quantifying and analyzing the various sources of error. A number of these techniques are reviewed in this paper, with special attention to the peculiarities of hydrologic models. Known methodologies for parameter estimation (calibration) are particularly applicable for obtaining physically meaningful estimates and for explaining how bias in runoff prediction caused by model error and input error may contribute to bias in parameter estimation.

Signal detection theory and vestibular perception: III. Estimating unbiased fit parameters for psychometric functions.

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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.

Effects of social organization, trap arrangement and density, sampling scale, and population density on bias in population size estimation using some common mark-recapture estimators.

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Manan Gupta

Full Text Available Mark-recapture estimators are commonly used for population size estimation, and typically yield unbiased estimates for most solitary species with low to moderate home range sizes. However, these methods assume independence of captures among individuals, an assumption that is clearly violated in social species that show fission-fusion dynamics, such as the Asian elephant. In the specific case of Asian elephants, doubts have been raised about the accuracy of population size estimates. More importantly, the potential problem for the use of mark-recapture methods posed by social organization in general has not been systematically addressed. We developed an individual-based simulation framework to systematically examine the potential effects of type of social organization, as well as other factors such as trap density and arrangement, spatial scale of sampling, and population density, on bias in population sizes estimated by POPAN, Robust Design, and Robust Design with detection heterogeneity. In the present study, we ran simulations with biological, demographic and ecological parameters relevant to Asian elephant populations, but the simulation framework is easily extended to address questions relevant to other social species. We collected capture history data from the simulations, and used those data to test for bias in population size estimation. Social organization significantly affected bias in most analyses, but the effect sizes were variable, depending on other factors. Social organization tended to introduce large bias when trap arrangement was uniform and sampling effort was low. POPAN clearly outperformed the two Robust Design models we tested, yielding close to zero bias if traps were arranged at random in the study area, and when population density and trap density were not too low. Social organization did not have a major effect on bias for these parameter combinations at which POPAN gave more or less unbiased population size estimates

Closed-form kinetic parameter estimation solution to the truncated data problem

International Nuclear Information System (INIS)

Zeng, Gengsheng L; Kadrmas, Dan J; Gullberg, Grant T

2010-01-01

In a dedicated cardiac single photon emission computed tomography (SPECT) system, the detectors are focused on the heart and the background is truncated in the projections. Reconstruction using truncated data results in biased images, leading to inaccurate kinetic parameter estimates. This paper has developed a closed-form kinetic parameter estimation solution to the dynamic emission imaging problem. This solution is insensitive to the bias in the reconstructed images that is caused by the projection data truncation. This paper introduces two new ideas: (1) it includes background bias as an additional parameter to estimate, and (2) it presents a closed-form solution for compartment models. The method is based on the following two assumptions: (i) the amount of the bias is directly proportional to the truncated activities in the projection data, and (ii) the background concentration is directly proportional to the concentration in the myocardium. In other words, the method assumes that the image slice contains only the heart and the background, without other organs, that the heart is not truncated, and that the background radioactivity is directly proportional to the radioactivity in the blood pool. As long as the background activity can be modeled, the proposed method is applicable regardless of the number of compartments in the model. For simplicity, the proposed method is presented and verified using a single compartment model with computer simulations using both noiseless and noisy projections.

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel.

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Dansirikul, Chantaratsamon; Choi, Malcolm; Duffull, Stephen B

2005-06-01

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel spreadsheet was implemented with the use of Solver and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.

Effects of censoring on parameter estimates and power in genetic modeling

NARCIS (Netherlands)

Derks, Eske M.; Dolan, Conor V.; Boomsma, Dorret I.

2004-01-01

Genetic and environmental influences on variance in phenotypic traits may be estimated with normal theory Maximum Likelihood (ML). However, when the assumption of multivariate normality is not met, this method may result in biased parameter estimates and incorrect likelihood ratio tests. We

Effects of censoring on parameter estimates and power in genetic modeling.

NARCIS (Netherlands)

Derks, E.M.; Dolan, C.V.; Boomsma, D.I.

2004-01-01

Genetic and environmental influences on variance in phenotypic traits may be estimated with normal theory Maximum Likelihood (ML). However, when the assumption of multivariate normality is not met, this method may result in biased parameter estimates and incorrect likelihood ratio tests. We

Sinusoidal Parameter Estimation Using Quadratic Interpolation around Power-Scaled Magnitude Spectrum Peaks

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Kurt James Werner

2016-10-01

Full Text Available The magnitude of the Discrete Fourier Transform (DFT of a discrete-time signal has a limited frequency definition. Quadratic interpolation over the three DFT samples surrounding magnitude peaks improves the estimation of parameters (frequency and amplitude of resolved sinusoids beyond that limit. Interpolating on a rescaled magnitude spectrum using a logarithmic scale has been shown to improve those estimates. In this article, we show how to heuristically tune a power scaling parameter to outperform linear and logarithmic scaling at an equivalent computational cost. Although this power scaling factor is computed heuristically rather than analytically, it is shown to depend in a structured way on window parameters. Invariance properties of this family of estimators are studied and the existence of a bias due to noise is shown. Comparing to two state-of-the-art estimators, we show that an optimized power scaling has a lower systematic bias and lower mean-squared-error in noisy conditions for ten out of twelve common windowing functions.

Joint optimization of MIMO radar waveform and biased estimator with prior information in the presence of clutter

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Liu Hongwei

2011-01-01

Full Text Available Abstract In this article, we consider the problem of joint optimization of multi-input multi-output (MIMO radar waveform and biased estimator with prior information on targets of interest in the presence of signal-dependent noise. A novel constrained biased Cramer-Rao bound (CRB based method is proposed to optimize the waveform covariance matrix (WCM and biased estimator such that the performance of parameter estimation can be improved. Under a simplifying assumption, the resultant nonlinear optimization problem is solved resorting to a convex relaxation that belongs to the semidefinite programming (SDP class. An optimal solution of the initial problem is then constructed through a suitable approximation to an optimal solution of the relaxed one (in a least squares (LS sense. Numerical results show that the performance of parameter estimation can be improved considerably by the proposed method compared to uncorrelated waveforms.

When celibacy matters: incorporating non-breeders improves demographic parameter estimates.

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Pardo, Deborah; Weimerskirch, Henri; Barbraud, Christophe

2013-01-01

In long-lived species only a fraction of a population breeds at a given time. Non-breeders can represent more than half of adult individuals, calling in doubt the relevance of estimating demographic parameters from the sole breeders. Here we demonstrate the importance of considering observable non-breeders to estimate reliable demographic traits: survival, return, breeding, hatching and fledging probabilities. We study the long-lived quasi-biennial breeding wandering albatross (Diomedea exulans). In this species, the breeding cycle lasts almost a year and birds that succeed a given year tend to skip the next breeding occasion while birds that fail tend to breed again the following year. Most non-breeders remain unobservable at sea, but still a substantial number of observable non-breeders (ONB) was identified on breeding sites. Using multi-state capture-mark-recapture analyses, we used several measures to compare the performance of demographic estimates between models incorporating or ignoring ONB: bias (difference in mean), precision (difference is standard deviation) and accuracy (both differences in mean and standard deviation). Our results highlight that ignoring ONB leads to bias and loss of accuracy on breeding probability and survival estimates. These effects are even stronger when studied in an age-dependent framework. Biases on breeding probabilities and survival increased with age leading to overestimation of survival at old age and thus actuarial senescence and underestimation of reproductive senescence. We believe our study sheds new light on the difficulties of estimating demographic parameters in species/taxa where a significant part of the population does not breed every year. Taking into account ONB appeared important to improve demographic parameter estimates, models of population dynamics and evolutionary conclusions regarding senescence within and across taxa.

Estimating demographic parameters using a combination of known-fate and open N-mixture models.

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Schmidt, Joshua H; Johnson, Devin S; Lindberg, Mark S; Adams, Layne G

2015-10-01

Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Known-fate data from marked individuals are commonly used to estimate survival rates, whereas N-mixture models use count data from unmarked individuals to estimate multiple demographic parameters. However, a joint approach combining the strengths of both analytical tools has not been developed. Here we develop an integrated model combining known-fate and open N-mixture models, allowing the estimation of detection probability, recruitment, and the joint estimation of survival. We demonstrate our approach through both simulations and an applied example using four years of known-fate and pack count data for wolves (Canis lupus). Simulation results indicated that the integrated model reliably recovered parameters with no evidence of bias, and survival estimates were more precise under the joint model. Results from the applied example indicated that the marked sample of wolves was biased toward individuals with higher apparent survival rates than the unmarked pack mates, suggesting that joint estimates may be more representative of the overall population. Our integrated model is a practical approach for reducing bias while increasing precision and the amount of information gained from mark-resight data sets. We provide implementations in both the BUGS language and an R package.

Parameter Estimation

DEFF Research Database (Denmark)

Sales-Cruz, Mauricio; Heitzig, Martina; Cameron, Ian

2011-01-01

of optimisation techniques coupled with dynamic solution of the underlying model. Linear and nonlinear approaches to parameter estimation are investigated. There is also the application of maximum likelihood principles in the estimation of parameters, as well as the use of orthogonal collocation to generate a set......In this chapter the importance of parameter estimation in model development is illustrated through various applications related to reaction systems. In particular, rate constants in a reaction system are obtained through parameter estimation methods. These approaches often require the application...... of algebraic equations as the basis for parameter estimation.These approaches are illustrated using estimations of kinetic constants from reaction system models....

Peak Measurement for Vancomycin AUC Estimation in Obese Adults Improves Precision and Lowers Bias.

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Pai, Manjunath P; Hong, Joseph; Krop, Lynne

2017-04-01

Vancomycin area under the curve (AUC) estimates may be skewed in obese adults due to weight-dependent pharmacokinetic parameters. We demonstrate that peak and trough measurements reduce bias and improve the precision of vancomycin AUC estimates in obese adults ( n = 75) and validate this in an independent cohort ( n = 31). The precision and mean percent bias of Bayesian vancomycin AUC estimates are comparable between covariate-dependent ( R 2 = 0.774, 3.55%) and covariate-independent ( R 2 = 0.804, 3.28%) models when peaks and troughs are measured but not when measurements are restricted to troughs only ( R 2 = 0.557, 15.5%). Copyright © 2017 American Society for Microbiology.

On robust parameter estimation in brain-computer interfacing

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Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert

2017-12-01

Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.

Bias analysis applied to Agricultural Health Study publications to estimate non-random sources of uncertainty.

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Lash, Timothy L

2007-11-26

The associations of pesticide exposure with disease outcomes are estimated without the benefit of a randomized design. For this reason and others, these studies are susceptible to systematic errors. I analyzed studies of the associations between alachlor and glyphosate exposure and cancer incidence, both derived from the Agricultural Health Study cohort, to quantify the bias and uncertainty potentially attributable to systematic error. For each study, I identified the prominent result and important sources of systematic error that might affect it. I assigned probability distributions to the bias parameters that allow quantification of the bias, drew a value at random from each assigned distribution, and calculated the estimate of effect adjusted for the biases. By repeating the draw and adjustment process over multiple iterations, I generated a frequency distribution of adjusted results, from which I obtained a point estimate and simulation interval. These methods were applied without access to the primary record-level dataset. The conventional estimates of effect associating alachlor and glyphosate exposure with cancer incidence were likely biased away from the null and understated the uncertainty by quantifying only random error. For example, the conventional p-value for a test of trend in the alachlor study equaled 0.02, whereas fewer than 20% of the bias analysis iterations yielded a p-value of 0.02 or lower. Similarly, the conventional fully-adjusted result associating glyphosate exposure with multiple myleoma equaled 2.6 with 95% confidence interval of 0.7 to 9.4. The frequency distribution generated by the bias analysis yielded a median hazard ratio equal to 1.5 with 95% simulation interval of 0.4 to 8.9, which was 66% wider than the conventional interval. Bias analysis provides a more complete picture of true uncertainty than conventional frequentist statistical analysis accompanied by a qualitative description of study limitations. The latter approach is

Bias analysis applied to Agricultural Health Study publications to estimate non-random sources of uncertainty

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Lash Timothy L

2007-11-01

Full Text Available Abstract Background The associations of pesticide exposure with disease outcomes are estimated without the benefit of a randomized design. For this reason and others, these studies are susceptible to systematic errors. I analyzed studies of the associations between alachlor and glyphosate exposure and cancer incidence, both derived from the Agricultural Health Study cohort, to quantify the bias and uncertainty potentially attributable to systematic error. Methods For each study, I identified the prominent result and important sources of systematic error that might affect it. I assigned probability distributions to the bias parameters that allow quantification of the bias, drew a value at random from each assigned distribution, and calculated the estimate of effect adjusted for the biases. By repeating the draw and adjustment process over multiple iterations, I generated a frequency distribution of adjusted results, from which I obtained a point estimate and simulation interval. These methods were applied without access to the primary record-level dataset. Results The conventional estimates of effect associating alachlor and glyphosate exposure with cancer incidence were likely biased away from the null and understated the uncertainty by quantifying only random error. For example, the conventional p-value for a test of trend in the alachlor study equaled 0.02, whereas fewer than 20% of the bias analysis iterations yielded a p-value of 0.02 or lower. Similarly, the conventional fully-adjusted result associating glyphosate exposure with multiple myleoma equaled 2.6 with 95% confidence interval of 0.7 to 9.4. The frequency distribution generated by the bias analysis yielded a median hazard ratio equal to 1.5 with 95% simulation interval of 0.4 to 8.9, which was 66% wider than the conventional interval. Conclusion Bias analysis provides a more complete picture of true uncertainty than conventional frequentist statistical analysis accompanied by a

Inflation and cosmological parameter estimation

Energy Technology Data Exchange (ETDEWEB)

Hamann, J.

2007-05-15

In this work, we focus on two aspects of cosmological data analysis: inference of parameter values and the search for new effects in the inflationary sector. Constraints on cosmological parameters are commonly derived under the assumption of a minimal model. We point out that this procedure systematically underestimates errors and possibly biases estimates, due to overly restrictive assumptions. In a more conservative approach, we analyse cosmological data using a more general eleven-parameter model. We find that regions of the parameter space that were previously thought ruled out are still compatible with the data; the bounds on individual parameters are relaxed by up to a factor of two, compared to the results for the minimal six-parameter model. Moreover, we analyse a class of inflation models, in which the slow roll conditions are briefly violated, due to a step in the potential. We show that the presence of a step generically leads to an oscillating spectrum and perform a fit to CMB and galaxy clustering data. We do not find conclusive evidence for a step in the potential and derive strong bounds on quantities that parameterise the step. (orig.)

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

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Ding, A Adam; Wu, Hulin

2014-10-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

Estimation of satellite position, clock and phase bias corrections

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Henkel, Patrick; Psychas, Dimitrios; Günther, Christoph; Hugentobler, Urs

2018-05-01

Precise point positioning with integer ambiguity resolution requires precise knowledge of satellite position, clock and phase bias corrections. In this paper, a method for the estimation of these parameters with a global network of reference stations is presented. The method processes uncombined and undifferenced measurements of an arbitrary number of frequencies such that the obtained satellite position, clock and bias corrections can be used for any type of differenced and/or combined measurements. We perform a clustering of reference stations. The clustering enables a common satellite visibility within each cluster and an efficient fixing of the double difference ambiguities within each cluster. Additionally, the double difference ambiguities between the reference stations of different clusters are fixed. We use an integer decorrelation for ambiguity fixing in dense global networks. The performance of the proposed method is analysed with both simulated Galileo measurements on E1 and E5a and real GPS measurements of the IGS network. We defined 16 clusters and obtained satellite position, clock and phase bias corrections with a precision of better than 2 cm.

Modified Moment, Maximum Likelihood and Percentile Estimators for the Parameters of the Power Function Distribution

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Azam Zaka

2014-10-01

Full Text Available This paper is concerned with the modifications of maximum likelihood, moments and percentile estimators of the two parameter Power function distribution. Sampling behavior of the estimators is indicated by Monte Carlo simulation. For some combinations of parameter values, some of the modified estimators appear better than the traditional maximum likelihood, moments and percentile estimators with respect to bias, mean square error and total deviation.

Models for estimating photosynthesis parameters from in situ production profiles

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Kovač, Žarko; Platt, Trevor; Sathyendranath, Shubha; Antunović, Suzana

2017-12-01

The rate of carbon assimilation in phytoplankton primary production models is mathematically prescribed with photosynthesis irradiance functions, which convert a light flux (energy) into a material flux (carbon). Information on this rate is contained in photosynthesis parameters: the initial slope and the assimilation number. The exactness of parameter values is crucial for precise calculation of primary production. Here we use a model of the daily production profile based on a suite of photosynthesis irradiance functions and extract photosynthesis parameters from in situ measured daily production profiles at the Hawaii Ocean Time-series station Aloha. For each function we recover parameter values, establish parameter distributions and quantify model skill. We observe that the choice of the photosynthesis irradiance function to estimate the photosynthesis parameters affects the magnitudes of parameter values as recovered from in situ profiles. We also tackle the problem of parameter exchange amongst the models and the effect it has on model performance. All models displayed little or no bias prior to parameter exchange, but significant bias following parameter exchange. The best model performance resulted from using optimal parameter values. Model formulation was extended further by accounting for spectral effects and deriving a spectral analytical solution for the daily production profile. The daily production profile was also formulated with time dependent growing biomass governed by a growth equation. The work on parameter recovery was further extended by exploring how to extract photosynthesis parameters from information on watercolumn production. It was demonstrated how to estimate parameter values based on a linearization of the full analytical solution for normalized watercolumn production and from the solution itself, without linearization. The paper complements previous works on photosynthesis irradiance models by analysing the skill and consistency of

Statistical methods of parameter estimation for deterministically chaotic time series

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Pisarenko, V. F.; Sornette, D.

2004-03-01

We discuss the possibility of applying some standard statistical methods (the least-square method, the maximum likelihood method, and the method of statistical moments for estimation of parameters) to deterministically chaotic low-dimensional dynamic system (the logistic map) containing an observational noise. A “segmentation fitting” maximum likelihood (ML) method is suggested to estimate the structural parameter of the logistic map along with the initial value x1 considered as an additional unknown parameter. The segmentation fitting method, called “piece-wise” ML, is similar in spirit but simpler and has smaller bias than the “multiple shooting” previously proposed. Comparisons with different previously proposed techniques on simulated numerical examples give favorable results (at least, for the investigated combinations of sample size N and noise level). Besides, unlike some suggested techniques, our method does not require the a priori knowledge of the noise variance. We also clarify the nature of the inherent difficulties in the statistical analysis of deterministically chaotic time series and the status of previously proposed Bayesian approaches. We note the trade off between the need of using a large number of data points in the ML analysis to decrease the bias (to guarantee consistency of the estimation) and the unstable nature of dynamical trajectories with exponentially fast loss of memory of the initial condition. The method of statistical moments for the estimation of the parameter of the logistic map is discussed. This method seems to be the unique method whose consistency for deterministically chaotic time series is proved so far theoretically (not only numerically).

A New Bias Corrected Version of Heteroscedasticity Consistent Covariance Estimator

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Munir Ahmed

2016-06-01

Full Text Available In the presence of heteroscedasticity, different available flavours of the heteroscedasticity consistent covariance estimator (HCCME are used. However, the available literature shows that these estimators can be considerably biased in small samples. Cribari–Neto et al. (2000 introduce a bias adjustment mechanism and give the modified White estimator that becomes almost bias-free even in small samples. Extending these results, Cribari-Neto and Galvão (2003 present a similar bias adjustment mechanism that can be applied to a wide class of HCCMEs’. In the present article, we follow the same mechanism as proposed by Cribari-Neto and Galvão to give bias-correction version of HCCME but we use adaptive HCCME rather than the conventional HCCME. The Monte Carlo study is used to evaluate the performance of our proposed estimators.

Estimating Population Parameters using the Structured Serial Coalescent with Bayesian MCMC Inference when some Demes are Hidden

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Allen Rodrigo

2006-01-01

Full Text Available Using the structured serial coalescent with Bayesian MCMC and serial samples, we estimate population size when some demes are not sampled or are hidden, ie ghost demes. It is found that even with the presence of a ghost deme, accurate inference was possible if the parameters are estimated with the true model. However with an incorrect model, estimates were biased and can be positively misleading. We extend these results to the case where there are sequences from the ghost at the last time sample. This case can arise in HIV patients, when some tissue samples and viral sequences only become available after death. When some sequences from the ghost deme are available at the last sampling time, estimation bias is reduced and accurate estimation of parameters associated with the ghost deme is possible despite sampling bias. Migration rates for this case are also shown to be good estimates when migration values are low.

Bias-limited extraction of cosmological parameters

Energy Technology Data Exchange (ETDEWEB)

Shimon, Meir; Itzhaki, Nissan; Rephaeli, Yoel, E-mail: meirs@wise.tau.ac.il, E-mail: nitzhaki@post.tau.ac.il, E-mail: yoelr@wise.tau.ac.il [School of Physics and Astronomy, Tel Aviv University, Tel Aviv 69978 (Israel)

2013-03-01

It is known that modeling uncertainties and astrophysical foregrounds can potentially introduce appreciable bias in the deduced values of cosmological parameters. While it is commonly assumed that these uncertainties will be accounted for to a sufficient level of precision, the level of bias has not been properly quantified in most cases of interest. We show that the requirement that the bias in derived values of cosmological parameters does not surpass nominal statistical error, translates into a maximal level of overall error O(N{sup −½}) on |ΔP(k)|/P(k) and |ΔC{sub l}|/C{sub l}, where P(k), C{sub l}, and N are the matter power spectrum, angular power spectrum, and number of (independent Fourier) modes at a given scale l or k probed by the cosmological survey, respectively. This required level has important consequences on the precision with which cosmological parameters are hoped to be determined by future surveys: in virtually all ongoing and near future surveys N typically falls in the range 10{sup 6}−10{sup 9}, implying that the required overall theoretical modeling and numerical precision is already very high. Future redshifted-21-cm observations, projected to sample ∼ 10{sup 14} modes, will require knowledge of the matter power spectrum to a fantastic 10{sup −7} precision level. We conclude that realizing the expected potential of future cosmological surveys, which aim at detecting 10{sup 6}−10{sup 14} modes, sets the formidable challenge of reducing the overall level of uncertainty to 10{sup −3}−10{sup −7}.

Approximate Bias Correction in Econometrics

OpenAIRE

James G. MacKinnon; Anthony A. Smith Jr.

1995-01-01

This paper discusses ways to reduce the bias of consistent estimators that are biased in finite samples. It is necessary that the bias function, which relates parameter values to bias, should be estimable by computer simulation or by some other method. If so, bias can be reduced or, in some cases that may not be unrealistic, even eliminated. In general, several evaluations of the bias function will be required to do this. Unfortunately, reducing bias may increase the variance, or even the mea...

Bias in estimating food consumption of fish from stomach-content analysis

DEFF Research Database (Denmark)

Rindorf, Anna; Lewy, Peter

2004-01-01

This study presents an analysis of the bias introduced by using simplified methods to calculate food intake of fish from stomach contents. Three sources of bias were considered: (1) the effect of estimating consumption based on a limited number of stomach samples, (2) the effect of using average......, a serious positive bias was introduced by estimating food intake from the contents of pooled stomach samples. An expression is given that can be used to correct analytically for this bias. A new method, which takes into account the distribution and evacuation of individual prey types as well as the effect...... of other food in the stomach on evacuation, is suggested for estimating the intake of separate prey types. Simplifying the estimation by ignoring these factors biased estimates of consumption of individual prey types by up to 150% in a data example....

Test models for improving filtering with model errors through stochastic parameter estimation

International Nuclear Information System (INIS)

Gershgorin, B.; Harlim, J.; Majda, A.J.

2010-01-01

The filtering skill for turbulent signals from nature is often limited by model errors created by utilizing an imperfect model for filtering. Updating the parameters in the imperfect model through stochastic parameter estimation is one way to increase filtering skill and model performance. Here a suite of stringent test models for filtering with stochastic parameter estimation is developed based on the Stochastic Parameterization Extended Kalman Filter (SPEKF). These new SPEKF-algorithms systematically correct both multiplicative and additive biases and involve exact formulas for propagating the mean and covariance including the parameters in the test model. A comprehensive study is presented of robust parameter regimes for increasing filtering skill through stochastic parameter estimation for turbulent signals as the observation time and observation noise are varied and even when the forcing is incorrectly specified. The results here provide useful guidelines for filtering turbulent signals in more complex systems with significant model errors.

Estimation of bias shifts in a steam-generator water-level controller

International Nuclear Information System (INIS)

Tylee, J.L.

1983-01-01

A method for detecting and estimating the value of sudden bias shifts in a U-tube steam-generator water-level controller is described and evaluated. Generalized likelihood ratios (GLR) are used to perform both the bias detection and bias estimation. Simulation results using a seventh-order, linear, discrete steam-generator model demonstrate the capabilities of the GLR detection/estimation approach

Statistical Bias in Maximum Likelihood Estimators of Item Parameters.

Science.gov (United States)

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

Estimates of bias and uncertainty in recorded external dose

International Nuclear Information System (INIS)

Fix, J.J.; Gilbert, E.S.; Baumgartner, W.V.

1994-10-01

A study is underway to develop an approach to quantify bias and uncertainty in recorded dose estimates for workers at the Hanford Site based on personnel dosimeter results. This paper focuses on selected experimental studies conducted to better define response characteristics of Hanford dosimeters. The study is more extensive than the experimental studies presented in this paper and includes detailed consideration and evaluation of other sources of bias and uncertainty. Hanford worker dose estimates are used in epidemiologic studies of nuclear workers. A major objective of these studies is to provide a direct assessment of the carcinogenic risk of exposure to ionizing radiation at low doses and dose rates. Considerations of bias and uncertainty in the recorded dose estimates are important in the conduct of this work. The method developed for use with Hanford workers can be considered an elaboration of the approach used to quantify bias and uncertainty in estimated doses for personnel exposed to radiation as a result of atmospheric testing of nuclear weapons between 1945 and 1962. This approach was first developed by a National Research Council (NRC) committee examining uncertainty in recorded film badge doses during atmospheric tests (NRC 1989). It involved quantifying both bias and uncertainty from three sources (i.e., laboratory, radiological, and environmental) and then combining them to obtain an overall assessment. Sources of uncertainty have been evaluated for each of three specific Hanford dosimetry systems (i.e., the Hanford two-element film dosimeter, 1944-1956; the Hanford multi-element film dosimeter, 1957-1971; and the Hanford multi-element TLD, 1972-1993) used to estimate personnel dose throughout the history of Hanford operations. Laboratory, radiological, and environmental sources of bias and uncertainty have been estimated based on historical documentation and, for angular response, on selected laboratory measurements

Estimation and correction of visibility bias in aerial surveys of wintering ducks

Science.gov (United States)

Pearse, A.T.; Gerard, P.D.; Dinsmore, S.J.; Kaminski, R.M.; Reinecke, K.J.

2008-01-01

Incomplete detection of all individuals leading to negative bias in abundance estimates is a pervasive source of error in aerial surveys of wildlife, and correcting that bias is a critical step in improving surveys. We conducted experiments using duck decoys as surrogates for live ducks to estimate bias associated with surveys of wintering ducks in Mississippi, USA. We found detection of decoy groups was related to wetland cover type (open vs. forested), group size (1?100 decoys), and interaction of these variables. Observers who detected decoy groups reported counts that averaged 78% of the decoys actually present, and this counting bias was not influenced by either covariate cited above. We integrated this sightability model into estimation procedures for our sample surveys with weight adjustments derived from probabilities of group detection (estimated by logistic regression) and count bias. To estimate variances of abundance estimates, we used bootstrap resampling of transects included in aerial surveys and data from the bias-correction experiment. When we implemented bias correction procedures on data from a field survey conducted in January 2004, we found bias-corrected estimates of abundance increased 36?42%, and associated standard errors increased 38?55%, depending on species or group estimated. We deemed our method successful for integrating correction of visibility bias in an existing sample survey design for wintering ducks in Mississippi, and we believe this procedure could be implemented in a variety of sampling problems for other locations and species.

Network Structure and Biased Variance Estimation in Respondent Driven Sampling.

Science.gov (United States)

Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J

2015-01-01

This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.

How and how much does RAD-seq bias genetic diversity estimates?

Science.gov (United States)

Cariou, Marie; Duret, Laurent; Charlat, Sylvain

2016-11-08

RAD-seq is a powerful tool, increasingly used in population genomics. However, earlier studies have raised red flags regarding possible biases associated with this technique. In particular, polymorphism on restriction sites results in preferential sampling of closely related haplotypes, so that RAD data tends to underestimate genetic diversity. Here we (1) clarify the theoretical basis of this bias, highlighting the potential confounding effects of population structure and selection, (2) confront predictions to real data from in silico digestion of full genomes and (3) provide a proof of concept toward an ABC-based correction of the RAD-seq bias. Under a neutral and panmictic model, we confirm the previously established relationship between the true polymorphism and its RAD-based estimation, showing a more pronounced bias when polymorphism is high. Using more elaborate models, we show that selection, resulting in heterogeneous levels of polymorphism along the genome, exacerbates the bias and leads to a more pronounced underestimation. On the contrary, spatial genetic structure tends to reduce the bias. We confront the neutral and panmictic model to "ideal" empirical data (in silico RAD-sequencing) using full genomes from natural populations of the fruit fly Drosophila melanogaster and the fungus Shizophyllum commune, harbouring respectively moderate and high genetic diversity. In D. melanogaster, predictions fit the model, but the small difference between the true and RAD polymorphism makes this comparison insensitive to deviations from the model. In the highly polymorphic fungus, the model captures a large part of the bias but makes inaccurate predictions. Accordingly, ABC corrections based on this model improve the estimations, albeit with some imprecisions. The RAD-seq underestimation of genetic diversity associated with polymorphism in restriction sites becomes more pronounced when polymorphism is high. In practice, this means that in many systems where

Using linear time-invariant system theory to estimate kinetic parameters directly from projection measurements

International Nuclear Information System (INIS)

Zeng, G.L.; Gullberg, G.T.

1995-01-01

It is common practice to estimate kinetic parameters from dynamically acquired tomographic data by first reconstructing a dynamic sequence of three-dimensional reconstructions and then fitting the parameters to time activity curves generated from the time-varying reconstructed images. However, in SPECT, the pharmaceutical distribution can change during the acquisition of a complete tomographic data set, which can bias the estimated kinetic parameters. It is hypothesized that more accurate estimates of the kinetic parameters can be obtained by fitting to the projection measurements instead of the reconstructed time sequence. Estimation from projections requires the knowledge of their relationship between the tissue regions of interest or voxels with particular kinetic parameters and the project measurements, which results in a complicated nonlinear estimation problem with a series of exponential factors with multiplicative coefficients. A technique is presented in this paper where the exponential decay parameters are estimated separately using linear time-invariant system theory. Once the exponential factors are known, the coefficients of the exponentials can be estimated using linear estimation techniques. Computer simulations demonstrate that estimation of the kinetic parameters directly from the projections is more accurate than the estimation from the reconstructed images

Estimating Climatological Bias Errors for the Global Precipitation Climatology Project (GPCP)

Science.gov (United States)

Adler, Robert; Gu, Guojun; Huffman, George

2012-01-01

A procedure is described to estimate bias errors for mean precipitation by using multiple estimates from different algorithms, satellite sources, and merged products. The Global Precipitation Climatology Project (GPCP) monthly product is used as a base precipitation estimate, with other input products included when they are within +/- 50% of the GPCP estimates on a zonal-mean basis (ocean and land separately). The standard deviation s of the included products is then taken to be the estimated systematic, or bias, error. The results allow one to examine monthly climatologies and the annual climatology, producing maps of estimated bias errors, zonal-mean errors, and estimated errors over large areas such as ocean and land for both the tropics and the globe. For ocean areas, where there is the largest question as to absolute magnitude of precipitation, the analysis shows spatial variations in the estimated bias errors, indicating areas where one should have more or less confidence in the mean precipitation estimates. In the tropics, relative bias error estimates (s/m, where m is the mean precipitation) over the eastern Pacific Ocean are as large as 20%, as compared with 10%-15% in the western Pacific part of the ITCZ. An examination of latitudinal differences over ocean clearly shows an increase in estimated bias error at higher latitudes, reaching up to 50%. Over land, the error estimates also locate regions of potential problems in the tropics and larger cold-season errors at high latitudes that are due to snow. An empirical technique to area average the gridded errors (s) is described that allows one to make error estimates for arbitrary areas and for the tropics and the globe (land and ocean separately, and combined). Over the tropics this calculation leads to a relative error estimate for tropical land and ocean combined of 7%, which is considered to be an upper bound because of the lack of sign-of-the-error canceling when integrating over different areas with a

Bias-corrected estimation of stable tail dependence function

DEFF Research Database (Denmark)

Beirlant, Jan; Escobar-Bach, Mikael; Goegebeur, Yuri

2016-01-01

We consider the estimation of the stable tail dependence function. We propose a bias-corrected estimator and we establish its asymptotic behaviour under suitable assumptions. The finite sample performance of the proposed estimator is evaluated by means of an extensive simulation study where...

Bias-correction in vector autoregressive models

DEFF Research Database (Denmark)

Engsted, Tom; Pedersen, Thomas Quistgaard

2014-01-01

We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study......, we show that when the model is stationary this simple bias formula compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models, the analytical bias formula performs noticeably worse than bootstrapping. Both methods yield a notable...... improvement over ordinary least squares. We pay special attention to the risk of pushing an otherwise stationary model into the non-stationary region of the parameter space when correcting for bias. Finally, we consider a recently proposed reduced-bias weighted least squares estimator, and we find...

Counteracting estimation bias and social influence to improve the wisdom of crowds.

Science.gov (United States)

Kao, Albert B; Berdahl, Andrew M; Hartnett, Andrew T; Lutz, Matthew J; Bak-Coleman, Joseph B; Ioannou, Christos C; Giam, Xingli; Couzin, Iain D

2018-04-01

Aggregating multiple non-expert opinions into a collective estimate can improve accuracy across many contexts. However, two sources of error can diminish collective wisdom: individual estimation biases and information sharing between individuals. Here, we measure individual biases and social influence rules in multiple experiments involving hundreds of individuals performing a classic numerosity estimation task. We first investigate how existing aggregation methods, such as calculating the arithmetic mean or the median, are influenced by these sources of error. We show that the mean tends to overestimate, and the median underestimate, the true value for a wide range of numerosities. Quantifying estimation bias, and mapping individual bias to collective bias, allows us to develop and validate three new aggregation measures that effectively counter sources of collective estimation error. In addition, we present results from a further experiment that quantifies the social influence rules that individuals employ when incorporating personal estimates with social information. We show that the corrected mean is remarkably robust to social influence, retaining high accuracy in the presence or absence of social influence, across numerosities and across different methods for averaging social information. Using knowledge of estimation biases and social influence rules may therefore be an inexpensive and general strategy to improve the wisdom of crowds. © 2018 The Author(s).

Automatic generation of biasing parameters for MORSE shielding problems

International Nuclear Information System (INIS)

Hoogenboom, J.E.

1995-01-01

It would be favourable if the biasing functions could be obtained from the Monte Carlo calculation itself. This is discussed in this paper as well as the way to obtain biasing parameters from it for splitting, Russian roulette and path length stretching. The method is demonstrated for a shielding problem solved with the MORSE-SGC/S Monte Carlo code of the SCALE-system. (K.A.)

Estimating Convection Parameters in the GFDL CM2.1 Model Using Ensemble Data Assimilation

Science.gov (United States)

Li, Shan; Zhang, Shaoqing; Liu, Zhengyu; Lu, Lv; Zhu, Jiang; Zhang, Xuefeng; Wu, Xinrong; Zhao, Ming; Vecchi, Gabriel A.; Zhang, Rong-Hua; Lin, Xiaopei

2018-04-01

Parametric uncertainty in convection parameterization is one major source of model errors that cause model climate drift. Convection parameter tuning has been widely studied in atmospheric models to help mitigate the problem. However, in a fully coupled general circulation model (CGCM), convection parameters which impact the ocean as well as the climate simulation may have different optimal values. This study explores the possibility of estimating convection parameters with an ensemble coupled data assimilation method in a CGCM. Impacts of the convection parameter estimation on climate analysis and forecast are analyzed. In a twin experiment framework, five convection parameters in the GFDL coupled model CM2.1 are estimated individually and simultaneously under both perfect and imperfect model regimes. Results show that the ensemble data assimilation method can help reduce the bias in convection parameters. With estimated convection parameters, the analyses and forecasts for both the atmosphere and the ocean are generally improved. It is also found that information in low latitudes is relatively more important for estimating convection parameters. This study further suggests that when important parameters in appropriate physical parameterizations are identified, incorporating their estimation into traditional ensemble data assimilation procedure could improve the final analysis and climate prediction.

Estimating the parameters of a generalized lambda distribution

International Nuclear Information System (INIS)

Fournier, B.; Rupin, N.; Najjar, D.; Iost, A.; Rupin, N.; Bigerelle, M.; Wilcox, R.; Fournier, B.

2007-01-01

The method of moments is a popular technique for estimating the parameters of a generalized lambda distribution (GLD), but published results suggest that the percentile method gives superior results. However, the percentile method cannot be implemented in an automatic fashion, and automatic methods, like the starship method, can lead to prohibitive execution time with large sample sizes. A new estimation method is proposed that is automatic (it does not require the use of special tables or graphs), and it reduces the computational time. Based partly on the usual percentile method, this new method also requires choosing which quantile u to use when fitting a GLD to data. The choice for u is studied and it is found that the best choice depends on the final goal of the modeling process. The sampling distribution of the new estimator is studied and compared to the sampling distribution of estimators that have been proposed. Naturally, all estimators are biased and here it is found that the bias becomes negligible with sample sizes n ≥ 2 * 10(3). The.025 and.975 quantiles of the sampling distribution are investigated, and the difference between these quantiles is found to decrease proportionally to 1/root n.. The same results hold for the moment and percentile estimates. Finally, the influence of the sample size is studied when a normal distribution is modeled by a GLD. Both bounded and unbounded GLDs are used and the bounded GLD turns out to be the most accurate. Indeed it is shown that, up to n = 10(6), bounded GLD modeling cannot be rejected by usual goodness-of-fit tests. (authors)

Parameter Estimation Analysis for Hybrid Adaptive Fault Tolerant Control

Science.gov (United States)

Eshak, Peter B.

Research efforts have increased in recent years toward the development of intelligent fault tolerant control laws, which are capable of helping the pilot to safely maintain aircraft control at post failure conditions. Researchers at West Virginia University (WVU) have been actively involved in the development of fault tolerant adaptive control laws in all three major categories: direct, indirect, and hybrid. The first implemented design to provide adaptation was a direct adaptive controller, which used artificial neural networks to generate augmentation commands in order to reduce the modeling error. Indirect adaptive laws were implemented in another controller, which utilized online PID to estimate and update the controller parameter. Finally, a new controller design was introduced, which integrated both direct and indirect control laws. This controller is known as hybrid adaptive controller. This last control design outperformed the two earlier designs in terms of less NNs effort and better tracking quality. The performance of online PID has an important role in the quality of the hybrid controller; therefore, the quality of the estimation will be of a great importance. Unfortunately, PID is not perfect and the online estimation process has some inherited issues; the online PID estimates are primarily affected by delays and biases. In order to ensure updating reliable estimates to the controller, the estimator consumes some time to converge. Moreover, the estimator will often converge to a biased value. This thesis conducts a sensitivity analysis for the estimation issues, delay and bias, and their effect on the tracking quality. In addition, the performance of the hybrid controller as compared to direct adaptive controller is explored. In order to serve this purpose, a simulation environment in MATLAB/SIMULINK has been created. The simulation environment is customized to provide the user with the flexibility to add different combinations of biases and delays to

Individuals With OCD Lack Unrealistic Optimism Bias in Threat Estimation.

Science.gov (United States)

Zetsche, Ulrike; Rief, Winfried; Exner, Cornelia

2015-07-01

Overestimating the occurrence of threatening events has been highlighted as a central cognitive factor in the maintenance of obsessive-compulsive disorder (OCD). The present study examined the different facets of this cognitive bias, its underlying mechanisms, and its specificity to OCD. For this purpose, threat estimation, probabilistic classification learning (PCL) and psychopathological measures were assessed in 23 participants with OCD, 30 participants with social phobia, and 31 healthy controls. Whereas healthy participants showed an optimistic expectation bias regarding positive and negative future events, OCD participants lacked such a bias. This lack of an optimistic expectation bias was not specific to OCD. Compared to healthy controls, OCD participants overestimated their personal risk for experiencing negative events, but did not differ from controls in their risk estimation regarding other people. Finally, OCD participants' biases in the prediction of checking-related events were associated with their impairments in learning probabilistic cue-outcome associations in a disorder-relevant context. In sum, the present results add to a growing body of research demonstrating that cognitive biases in OCD are context-dependent. Copyright © 2015. Published by Elsevier Ltd.

The Effect of Amplifier Bias Drift on Differential Magnitude Estimation in Multiple-Star Systems

Science.gov (United States)

Tyler, David W.; Muralimanohar, Hariharan; Borelli, Kathy J.

2007-02-01

We show how the temporal drift of CCD amplifier bias can cause significant relative magnitude estimation error in speckle interferometric observations of multiple-star systems. When amplifier bias varies over time, the estimation error arises if the time between acquisition of dark-frame calibration data and science data is long relative to the timescale over which the bias changes. Using analysis, we show that while detector-temperature drift over time causes a variation in accumulated dark current and a residual bias in calibrated imagery, only amplifier bias variations cause a residual bias in the estimated energy spectrum. We then use telescope data taken specifically to investigate this phenomenon to show that for the detector used, temporal bias drift can cause residual energy spectrum bias as large or larger than the mean value of the noise energy spectrum. Finally, we use a computer simulation to demonstrate the effect of residual bias on differential magnitude estimation. A supplemental calibration technique is described in the appendices.

Improved sampling for airborne surveys to estimate wildlife population parameters in the African Savannah

NARCIS (Netherlands)

Khaemba, W.; Stein, A.

2002-01-01

Parameter estimates, obtained from airborne surveys of wildlife populations, often have large bias and large standard errors. Sampling error is one of the major causes of this imprecision and the occurrence of many animals in herds violates the common assumptions in traditional sampling designs like

Refining estimates of availability bias to improve assessments of the conservation status of an endangered dolphin.

Science.gov (United States)

Sucunza, Federico; Danilewicz, Daniel; Cremer, Marta; Andriolo, Artur; Zerbini, Alexandre N

2018-01-01

Estimation of visibility bias is critical to accurately compute abundance of wild populations. The franciscana, Pontoporia blainvillei, is considered the most threatened small cetacean in the southwestern Atlantic Ocean. Aerial surveys are considered the most effective method to estimate abundance of this species, but many existing estimates have been considered unreliable because they lack proper estimation of correction factors for visibility bias. In this study, helicopter surveys were conducted to determine surfacing-diving intervals of franciscanas and to estimate availability for aerial platforms. Fifteen hours were flown and 101 groups of 1 to 7 franciscanas were monitored, resulting in a sample of 248 surface-dive cycles. The mean surfacing interval and diving interval times were 16.10 seconds (SE = 9.74) and 39.77 seconds (SE = 29.06), respectively. Availability was estimated at 0.39 (SE = 0.01), a value 16-46% greater than estimates computed from diving parameters obtained from boats or from land. Generalized mixed-effects models were used to investigate the influence of biological and environmental predictors on the proportion of time franciscana groups are visually available to be seen from an aerial platform. These models revealed that group size was the main factor influencing the proportion at surface. The use of negatively biased estimates of availability results in overestimation of abundance, leads to overly optimistic assessments of extinction probabilities and to potentially ineffective management actions. This study demonstrates that estimates of availability must be computed from suitable platforms to ensure proper conservation decisions are implemented to protect threatened species such as the franciscana.

A study of two estimation approaches for parameters of Weibull distribution based on WPP

International Nuclear Information System (INIS)

Zhang, L.F.; Xie, M.; Tang, L.C.

2007-01-01

Least-squares estimation (LSE) based on Weibull probability plot (WPP) is the most basic method for estimating the Weibull parameters. The common procedure of this method is using the least-squares regression of Y on X, i.e. minimizing the sum of squares of the vertical residuals, to fit a straight line to the data points on WPP and then calculate the LS estimators. This method is known to be biased. In the existing literature the least-squares regression of X on Y, i.e. minimizing the sum of squares of the horizontal residuals, has been used by the Weibull researchers. This motivated us to carry out this comparison between the estimators of the two LS regression methods using intensive Monte Carlo simulations. Both complete and censored data are examined. Surprisingly, the result shows that LS Y on X performs better for small, complete samples, while the LS X on Y performs better in other cases in view of bias of the estimators. The two methods are also compared in terms of other model statistics. In general, when the shape parameter is less than one, LS Y on X provides a better model; otherwise, LS X on Y tends to be better

Estimating Gravity Biases with Wavelets in Support of a 1-cm Accurate Geoid Model

Science.gov (United States)

Ahlgren, K.; Li, X.

2017-12-01

Systematic errors that reside in surface gravity datasets are one of the major hurdles in constructing a high-accuracy geoid model at high resolutions. The National Oceanic and Atmospheric Administration's (NOAA) National Geodetic Survey (NGS) has an extensive historical surface gravity dataset consisting of approximately 10 million gravity points that are known to have systematic biases at the mGal level (Saleh et al. 2013). As most relevant metadata is absent, estimating and removing these errors to be consistent with a global geopotential model and airborne data in the corresponding wavelength is quite a difficult endeavor. However, this is crucial to support a 1-cm accurate geoid model for the United States. With recently available independent gravity information from GRACE/GOCE and airborne gravity from the NGS Gravity for the Redefinition of the American Vertical Datum (GRAV-D) project, several different methods of bias estimation are investigated which utilize radial basis functions and wavelet decomposition. We estimate a surface gravity value by incorporating a satellite gravity model, airborne gravity data, and forward-modeled topography at wavelet levels according to each dataset's spatial wavelength. Considering the estimated gravity values over an entire gravity survey, an estimate of the bias and/or correction for the entire survey can be found and applied. In order to assess the accuracy of each bias estimation method, two techniques are used. First, each bias estimation method is used to predict the bias for two high-quality (unbiased and high accuracy) geoid slope validation surveys (GSVS) (Smith et al. 2013 & Wang et al. 2017). Since these surveys are unbiased, the various bias estimation methods should reflect that and provide an absolute accuracy metric for each of the bias estimation methods. Secondly, the corrected gravity datasets from each of the bias estimation methods are used to build a geoid model. The accuracy of each geoid model

Bias in regression coefficient estimates upon different treatments of ...

African Journals Online (AJOL)

MS and PW consistently overestimated the population parameter. EM and RI, on the other hand, tended to consistently underestimate the population parameter under non-monotonic pattern. Keywords: Missing data, bias, regression, percent missing, non-normality, missing pattern > East African Journal of Statistics Vol.

Change-in-ratio density estimator for feral pigs is less biased than closed mark-recapture estimates

Science.gov (United States)

Hanson, L.B.; Grand, J.B.; Mitchell, M.S.; Jolley, D.B.; Sparklin, B.D.; Ditchkoff, S.S.

2008-01-01

Closed-population capture-mark-recapture (CMR) methods can produce biased density estimates for species with low or heterogeneous detection probabilities. In an attempt to address such biases, we developed a density-estimation method based on the change in ratio (CIR) of survival between two populations where survival, calculated using an open-population CMR model, is known to differ. We used our method to estimate density for a feral pig (Sus scrofa) population on Fort Benning, Georgia, USA. To assess its validity, we compared it to an estimate of the minimum density of pigs known to be alive and two estimates based on closed-population CMR models. Comparison of the density estimates revealed that the CIR estimator produced a density estimate with low precision that was reasonable with respect to minimum known density. By contrast, density point estimates using the closed-population CMR models were less than the minimum known density, consistent with biases created by low and heterogeneous capture probabilities for species like feral pigs that may occur in low density or are difficult to capture. Our CIR density estimator may be useful for tracking broad-scale, long-term changes in species, such as large cats, for which closed CMR models are unlikely to work. ?? CSIRO 2008.

Non-linear corrections to the cosmological matter power spectrum and scale-dependent galaxy bias: implications for parameter estimation

International Nuclear Information System (INIS)

Hamann, Jan; Hannestad, Steen; Melchiorri, Alessandro; Wong, Yvonne Y Y

2008-01-01

We explore and compare the performances of two non-linear correction and scale-dependent biasing models for the extraction of cosmological information from galaxy power spectrum data, especially in the context of beyond-ΛCDM (CDM: cold dark matter) cosmologies. The first model is the well known Q model, first applied in the analysis of Two-degree Field Galaxy Redshift Survey data. The second, the P model, is inspired by the halo model, in which non-linear evolution and scale-dependent biasing are encapsulated in a single non-Poisson shot noise term. We find that while the two models perform equally well in providing adequate correction for a range of galaxy clustering data in standard ΛCDM cosmology and in extensions with massive neutrinos, the Q model can give unphysical results in cosmologies containing a subdominant free-streaming dark matter whose temperature depends on the particle mass, e.g., relic thermal axions, unless a suitable prior is imposed on the correction parameter. This last case also exposes the danger of analytic marginalization, a technique sometimes used in the marginalization of nuisance parameters. In contrast, the P model suffers no undesirable effects, and is the recommended non-linear correction model also because of its physical transparency

Non-linear corrections to the cosmological matter power spectrum and scale-dependent galaxy bias: implications for parameter estimation

Science.gov (United States)

Hamann, Jan; Hannestad, Steen; Melchiorri, Alessandro; Wong, Yvonne Y. Y.

2008-07-01

We explore and compare the performances of two non-linear correction and scale-dependent biasing models for the extraction of cosmological information from galaxy power spectrum data, especially in the context of beyond-ΛCDM (CDM: cold dark matter) cosmologies. The first model is the well known Q model, first applied in the analysis of Two-degree Field Galaxy Redshift Survey data. The second, the P model, is inspired by the halo model, in which non-linear evolution and scale-dependent biasing are encapsulated in a single non-Poisson shot noise term. We find that while the two models perform equally well in providing adequate correction for a range of galaxy clustering data in standard ΛCDM cosmology and in extensions with massive neutrinos, the Q model can give unphysical results in cosmologies containing a subdominant free-streaming dark matter whose temperature depends on the particle mass, e.g., relic thermal axions, unless a suitable prior is imposed on the correction parameter. This last case also exposes the danger of analytic marginalization, a technique sometimes used in the marginalization of nuisance parameters. In contrast, the P model suffers no undesirable effects, and is the recommended non-linear correction model also because of its physical transparency.

Bias-correction in vector autoregressive models: A simulation study

DEFF Research Database (Denmark)

Engsted, Tom; Pedersen, Thomas Quistgaard

We analyze and compare the properties of various methods for bias-correcting parameter estimates in vector autoregressions. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study, we show that this simple...... and easy-to-use analytical bias formula compares very favorably to the more standard but also more computer intensive bootstrap bias-correction method, both in terms of bias and mean squared error. Both methods yield a notable improvement over both OLS and a recently proposed WLS estimator. We also...... of pushing an otherwise stationary model into the non-stationary region of the parameter space during the process of correcting for bias....

Optimal classifier selection and negative bias in error rate estimation: an empirical study on high-dimensional prediction

Directory of Open Access Journals (Sweden)

Boulesteix Anne-Laure

2009-12-01

Full Text Available Abstract Background In biometric practice, researchers often apply a large number of different methods in a "trial-and-error" strategy to get as much as possible out of their data and, due to publication pressure or pressure from the consulting customer, present only the most favorable results. This strategy may induce a substantial optimistic bias in prediction error estimation, which is quantitatively assessed in the present manuscript. The focus of our work is on class prediction based on high-dimensional data (e.g. microarray data, since such analyses are particularly exposed to this kind of bias. Methods In our study we consider a total of 124 variants of classifiers (possibly including variable selection or tuning steps within a cross-validation evaluation scheme. The classifiers are applied to original and modified real microarray data sets, some of which are obtained by randomly permuting the class labels to mimic non-informative predictors while preserving their correlation structure. Results We assess the minimal misclassification rate over the different variants of classifiers in order to quantify the bias arising when the optimal classifier is selected a posteriori in a data-driven manner. The bias resulting from the parameter tuning (including gene selection parameters as a special case and the bias resulting from the choice of the classification method are examined both separately and jointly. Conclusions The median minimal error rate over the investigated classifiers was as low as 31% and 41% based on permuted uninformative predictors from studies on colon cancer and prostate cancer, respectively. We conclude that the strategy to present only the optimal result is not acceptable because it yields a substantial bias in error rate estimation, and suggest alternative approaches for properly reporting classification accuracy.

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

Science.gov (United States)

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

2012-04-01

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

Estimation of time-delayed mutual information and bias for irregularly and sparsely sampled time-series

International Nuclear Information System (INIS)

Albers, D.J.; Hripcsak, George

2012-01-01

Highlights: ► Time-delayed mutual information for irregularly sampled time-series. ► Estimation bias for the time-delayed mutual information calculation. ► Fast, simple, PDF estimator independent, time-delayed mutual information bias estimate. ► Quantification of data-set-size limits of the time-delayed mutual calculation. - Abstract: A method to estimate the time-dependent correlation via an empirical bias estimate of the time-delayed mutual information for a time-series is proposed. In particular, the bias of the time-delayed mutual information is shown to often be equivalent to the mutual information between two distributions of points from the same system separated by infinite time. Thus intuitively, estimation of the bias is reduced to estimation of the mutual information between distributions of data points separated by large time intervals. The proposed bias estimation techniques are shown to work for Lorenz equations data and glucose time series data of three patients from the Columbia University Medical Center database.

Effects of Initial Values and Convergence Criterion in the Two-Parameter Logistic Model When Estimating the Latent Distribution in BILOG-MG 3.

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Ingo W Nader

Full Text Available Parameters of the two-parameter logistic model are generally estimated via the expectation-maximization algorithm, which improves initial values for all parameters iteratively until convergence is reached. Effects of initial values are rarely discussed in item response theory (IRT, but initial values were recently found to affect item parameters when estimating the latent distribution with full non-parametric maximum likelihood. However, this method is rarely used in practice. Hence, the present study investigated effects of initial values on item parameter bias and on recovery of item characteristic curves in BILOG-MG 3, a widely used IRT software package. Results showed notable effects of initial values on item parameters. For tighter convergence criteria, effects of initial values decreased, but item parameter bias increased, and the recovery of the latent distribution worsened. For practical application, it is advised to use the BILOG default convergence criterion with appropriate initial values when estimating the latent distribution from data.

Optomechanical parameter estimation

International Nuclear Information System (INIS)

Ang, Shan Zheng; Tsang, Mankei; Harris, Glen I; Bowen, Warwick P

2013-01-01

We propose a statistical framework for the problem of parameter estimation from a noisy optomechanical system. The Cramér–Rao lower bound on the estimation errors in the long-time limit is derived and compared with the errors of radiometer and expectation–maximization (EM) algorithms in the estimation of the force noise power. When applied to experimental data, the EM estimator is found to have the lowest error and follow the Cramér–Rao bound most closely. Our analytic results are envisioned to be valuable to optomechanical experiment design, while the EM algorithm, with its ability to estimate most of the system parameters, is envisioned to be useful for optomechanical sensing, atomic magnetometry and fundamental tests of quantum mechanics. (paper)

Improving multisensor estimation of heavy-to-extreme precipitation via conditional bias-penalized optimal estimation

Science.gov (United States)

Kim, Beomgeun; Seo, Dong-Jun; Noh, Seong Jin; Prat, Olivier P.; Nelson, Brian R.

2018-01-01

A new technique for merging radar precipitation estimates and rain gauge data is developed and evaluated to improve multisensor quantitative precipitation estimation (QPE), in particular, of heavy-to-extreme precipitation. Unlike the conventional cokriging methods which are susceptible to conditional bias (CB), the proposed technique, referred to herein as conditional bias-penalized cokriging (CBPCK), explicitly minimizes Type-II CB for improved quantitative estimation of heavy-to-extreme precipitation. CBPCK is a bivariate version of extended conditional bias-penalized kriging (ECBPK) developed for gauge-only analysis. To evaluate CBPCK, cross validation and visual examination are carried out using multi-year hourly radar and gauge data in the North Central Texas region in which CBPCK is compared with the variant of the ordinary cokriging (OCK) algorithm used operationally in the National Weather Service Multisensor Precipitation Estimator. The results show that CBPCK significantly reduces Type-II CB for estimation of heavy-to-extreme precipitation, and that the margin of improvement over OCK is larger in areas of higher fractional coverage (FC) of precipitation. When FC > 0.9 and hourly gauge precipitation is > 60 mm, the reduction in root mean squared error (RMSE) by CBPCK over radar-only (RO) is about 12 mm while the reduction in RMSE by OCK over RO is about 7 mm. CBPCK may be used in real-time analysis or in reanalysis of multisensor precipitation for which accurate estimation of heavy-to-extreme precipitation is of particular importance.

ESTIMATION OF DISTANCES TO STARS WITH STELLAR PARAMETERS FROM LAMOST

Energy Technology Data Exchange (ETDEWEB)

Carlin, Jeffrey L.; Newberg, Heidi Jo [Department of Physics, Applied Physics and Astronomy, Rensselaer Polytechnic Institute, Troy, NY 12180 (United States); Liu, Chao; Deng, Licai; Li, Guangwei; Luo, A-Li; Wu, Yue; Yang, Ming; Zhang, Haotong [Key Lab of Optical Astronomy, National Astronomical Observatories, Chinese Academy of Sciences, Beijing 100012 (China); Beers, Timothy C. [Department of Physics and JINA: Joint Institute for Nuclear Astrophysics, University of Notre Dame, 225 Nieuwland Science Hall, Notre Dame, IN 46556 (United States); Chen, Li; Hou, Jinliang; Smith, Martin C. [Shanghai Astronomical Observatory, 80 Nandan Road, Shanghai 200030 (China); Guhathakurta, Puragra [UCO/Lick Observatory, Department of Astronomy and Astrophysics, University of California, Santa Cruz, CA 95064 (United States); Hou, Yonghui [Nanjing Institute of Astronomical Optics and Technology, National Astronomical Observatories, Chinese Academy of Sciences, Nanjing 210042 (China); Lépine, Sébastien [Department of Physics and Astronomy, Georgia State University, 25 Park Place, Suite 605, Atlanta, GA 30303 (United States); Yanny, Brian [Fermi National Accelerator Laboratory, P.O. Box 500, Batavia, IL 60510 (United States); Zheng, Zheng, E-mail: jeffreylcarlin@gmail.com [Department of Physics and Astronomy, University of Utah, UT 84112 (United States)

2015-07-15

We present a method to estimate distances to stars with spectroscopically derived stellar parameters. The technique is a Bayesian approach with likelihood estimated via comparison of measured parameters to a grid of stellar isochrones, and returns a posterior probability density function for each star’s absolute magnitude. This technique is tailored specifically to data from the Large Sky Area Multi-object Fiber Spectroscopic Telescope (LAMOST) survey. Because LAMOST obtains roughly 3000 stellar spectra simultaneously within each ∼5° diameter “plate” that is observed, we can use the stellar parameters of the observed stars to account for the stellar luminosity function and target selection effects. This removes biasing assumptions about the underlying populations, both due to predictions of the luminosity function from stellar evolution modeling, and from Galactic models of stellar populations along each line of sight. Using calibration data of stars with known distances and stellar parameters, we show that our method recovers distances for most stars within ∼20%, but with some systematic overestimation of distances to halo giants. We apply our code to the LAMOST database, and show that the current precision of LAMOST stellar parameters permits measurements of distances with ∼40% error bars. This precision should improve as the LAMOST data pipelines continue to be refined.

Local linear density estimation for filtered survival data, with bias correction

DEFF Research Database (Denmark)

Nielsen, Jens Perch; Tanggaard, Carsten; Jones, M.C.

2009-01-01

it comes to exposure robustness, and a simple alternative weighting is to be preferred. Indeed, this weighting has, effectively, to be well chosen in a 'pilot' estimator of the survival function as well as in the main estimator itself. We also investigate multiplicative and additive bias-correction methods...... within our framework. The multiplicative bias-correction method proves to be the best in a simulation study comparing the performance of the considered estimators. An example concerning old-age mortality demonstrates the importance of the improvements provided....

Local Linear Density Estimation for Filtered Survival Data with Bias Correction

DEFF Research Database (Denmark)

Tanggaard, Carsten; Nielsen, Jens Perch; Jones, M.C.

it comes to exposure robustness, and a simple alternative weighting is to be preferred. Indeed, this weighting has, effectively, to be well chosen in a ‘pilot' estimator of the survival function as well as in the main estimator itself. We also investigate multiplicative and additive bias correction methods...... within our framework. The multiplicative bias correction method proves to be best in a simulation study comparing the performance of the considered estimators. An example concerning old age mortality demonstrates the importance of the improvements provided....

Bias correction of daily precipitation projected by the CORDEX-Africa ensemble for a sparsely gauged region in West Africa with regionalized distribution parameters

Science.gov (United States)

Lorenz, Manuel; Bliefernicht, Jan; Laux, Patrick; Kunstmann, Harald

2017-04-01

Reliable estimates of future climatic conditions are indispensable for the sustainable planning of agricultural activities in West Africa. Precipitation time series of regional climate models (RCMs) typically exhibit a bias in the distribution of both rainfall intensities and wet day frequencies. Furthermore, the annual and monthly sums of precipitation may remarkably vary from the observations in this region. As West Africa experiences a distinct rainy season, sowing dates are oftentimes planned based on the beginning of this rainfall period. A biased representation of the annual cycle of precipitation in the uncorrected RCMs can therefore lead to crop failure. The precipitation ensemble, obtained from the Coordinated Downscaling Experiment CORDEX-Africa, was bias-corrected for the study region in West Africa (extending approximately 343,358 km2) which covers large parts of Burkina Faso, Ghana and Benin. In oder to debias the RCM precipitation simulations, a Quantile-Mapping method was applied to the historical period 1950-2005. For the RCM future projections (2006-2100), the Double-Quantile-Mapping procedure was chosen. This method makes use of the shift in the distribution function of the future precipitation values which allows to incorporate the climate change signal of the RCM projections into the bias correction. As large areas of the study region are ungauged, the assignment of the information from the nearest station to the ungauged location would lead to sharp changes in the estimated statistics from one location to another. Thus, the distribution parameters needed for the Quantile-Mapping were estimated by Kriging the distribution parameters of the available measurement stations. This way it is possible to obtain reasonable estimates of the expected distribution of precipitation at ungauged locations. The presentation will illustrate some aspects and trade-offs in the distribution parameter interpolation as well as an analysis of the uncertainties of the

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

Science.gov (United States)

Shimansky, Y P

2011-05-01

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

A Model of Gravity Vector Measurement Noise for Estimating Accelerometer Bias in Gravity Disturbance Compensation.

Science.gov (United States)

Tie, Junbo; Cao, Juliang; Chang, Lubing; Cai, Shaokun; Wu, Meiping; Lian, Junxiang

2018-03-16

Compensation of gravity disturbance can improve the precision of inertial navigation, but the effect of compensation will decrease due to the accelerometer bias, and estimation of the accelerometer bias is a crucial issue in gravity disturbance compensation. This paper first investigates the effect of accelerometer bias on gravity disturbance compensation, and the situation in which the accelerometer bias should be estimated is established. The accelerometer bias is estimated from the gravity vector measurement, and a model of measurement noise in gravity vector measurement is built. Based on this model, accelerometer bias is separated from the gravity vector measurement error by the method of least squares. Horizontal gravity disturbances are calculated through EGM2008 spherical harmonic model to build the simulation scene, and the simulation results indicate that precise estimations of the accelerometer bias can be obtained with the proposed method.

A Model of Gravity Vector Measurement Noise for Estimating Accelerometer Bias in Gravity Disturbance Compensation

Science.gov (United States)

Cao, Juliang; Cai, Shaokun; Wu, Meiping; Lian, Junxiang

2018-01-01

Compensation of gravity disturbance can improve the precision of inertial navigation, but the effect of compensation will decrease due to the accelerometer bias, and estimation of the accelerometer bias is a crucial issue in gravity disturbance compensation. This paper first investigates the effect of accelerometer bias on gravity disturbance compensation, and the situation in which the accelerometer bias should be estimated is established. The accelerometer bias is estimated from the gravity vector measurement, and a model of measurement noise in gravity vector measurement is built. Based on this model, accelerometer bias is separated from the gravity vector measurement error by the method of least squares. Horizontal gravity disturbances are calculated through EGM2008 spherical harmonic model to build the simulation scene, and the simulation results indicate that precise estimations of the accelerometer bias can be obtained with the proposed method. PMID:29547552

Bayesian Estimation of Two-Parameter Weibull Distribution Using Extension of Jeffreys' Prior Information with Three Loss Functions

Directory of Open Access Journals (Sweden)

Chris Bambey Guure

2012-01-01

Full Text Available The Weibull distribution has been observed as one of the most useful distribution, for modelling and analysing lifetime data in engineering, biology, and others. Studies have been done vigorously in the literature to determine the best method in estimating its parameters. Recently, much attention has been given to the Bayesian estimation approach for parameters estimation which is in contention with other estimation methods. In this paper, we examine the performance of maximum likelihood estimator and Bayesian estimator using extension of Jeffreys prior information with three loss functions, namely, the linear exponential loss, general entropy loss, and the square error loss function for estimating the two-parameter Weibull failure time distribution. These methods are compared using mean square error through simulation study with varying sample sizes. The results show that Bayesian estimator using extension of Jeffreys' prior under linear exponential loss function in most cases gives the smallest mean square error and absolute bias for both the scale parameter α and the shape parameter β for the given values of extension of Jeffreys' prior.

Attitude and gyro bias estimation by the rotation of an inertial measurement unit

International Nuclear Information System (INIS)

Wu, Zheming; Sun, Zhenguo; Zhang, Wenzeng; Chen, Qiang

2015-01-01

In navigation applications, the presence of an unknown bias in the measurement of rate gyros is a key performance-limiting factor. In order to estimate the gyro bias and improve the accuracy of attitude measurement, we proposed a new method which uses the rotation of an inertial measurement unit, which is independent from rigid body motion. By actively changing the orientation of the inertial measurement unit (IMU), the proposed method generates sufficient relations between the gyro bias and tilt angle (roll and pitch) error via ridge body dynamics, and the gyro bias, including the bias that causes the heading error, can be estimated and compensated. The rotation inertial measurement unit method makes the gravity vector measured from the IMU continuously change in a body-fixed frame. By theoretically analyzing the mathematic model, the convergence of the attitude and gyro bias to the true values is proven. The proposed method provides a good attitude estimation using only measurements from an IMU, when other sensors such as magnetometers and GPS are unreliable. The performance of the proposed method is illustrated under realistic robotic motions and the results demonstrate an improvement in the accuracy of the attitude estimation. (paper)

Estimation and applicability of attenuation characteristics for source parameters and scaling relations in the Garhwal Kumaun Himalaya region, India

Science.gov (United States)

Singh, Rakesh; Paul, Ajay; Kumar, Arjun; Kumar, Parveen; Sundriyal, Y. P.

2018-06-01

Source parameters of the small to moderate earthquakes are significant for understanding the dynamic rupture process, the scaling relations of the earthquakes and for assessment of seismic hazard potential of a region. In this study, the source parameters were determined for 58 small to moderate size earthquakes (3.0 ≤ Mw ≤ 5.0) occurred during 2007-2015 in the Garhwal-Kumaun region. The estimated shear wave quality factor (Qβ(f)) values for each station at different frequencies have been applied to eliminate any bias in the determination of source parameters. The Qβ(f) values have been estimated by using coda wave normalization method in the frequency range 1.5-16 Hz. A frequency-dependent S wave quality factor relation is obtained as Qβ(f) = (152.9 ± 7) f(0.82±0.005) by fitting a power-law frequency dependence model for the estimated values over the whole study region. The spectral (low-frequency spectral level and corner frequency) and source (static stress drop, seismic moment, apparent stress and radiated energy) parameters are obtained assuming ω-2 source model. The displacement spectra are corrected for estimated frequency-dependent attenuation, site effect using spectral decay parameter "Kappa". The frequency resolution limit was resolved by quantifying the bias in corner frequencies, stress drop and radiated energy estimates due to finite-bandwidth effect. The data of the region shows shallow focused earthquakes with low stress drop. The estimation of Zúñiga parameter (ε) suggests the partial stress drop mechanism in the region. The observed low stress drop and apparent stress can be explained by partial stress drop and low effective stress model. Presence of subsurface fluid at seismogenic depth certainly manipulates the dynamics of the region. However, the limited event selection may strongly bias the scaling relation even after taking as much as possible precaution in considering effects of finite bandwidth, attenuation and site corrections

Operator Bias in the Estimation of Arc Efficiency in Gas Tungsten Arc Welding

Directory of Open Access Journals (Sweden)

Fredrik Sikström

2015-03-01

Full Text Available In this paper the operator bias in the measurement process of arc efficiency in stationary direct current electrode negative gas tungsten arc welding is discussed. An experimental study involving 15 operators (enough to reach statistical significance has been carried out with the purpose to estimate the arc efficiency from a specific procedure for calorimetric experiments. The measurement procedure consists of three manual operations which introduces operator bias in the measurement process. An additional relevant experiment highlights the consequences of estimating the arc voltage by measuring the potential between the terminals of the welding power source instead of measuring the potential between the electrode contact tube and the workpiece. The result of the study is a statistical evaluation of the operator bias influence on the estimate, showing that operator bias is negligible in the estimate considered here. On the contrary the consequences of neglecting welding leads voltage drop results in a significant under estimation of the arc efficiency.

Bias Errors due to Leakage Effects When Estimating Frequency Response Functions

Directory of Open Access Journals (Sweden)

Andreas Josefsson

2012-01-01

Full Text Available Frequency response functions are often utilized to characterize a system's dynamic response. For a wide range of engineering applications, it is desirable to determine frequency response functions for a system under stochastic excitation. In practice, the measurement data is contaminated by noise and some form of averaging is needed in order to obtain a consistent estimator. With Welch's method, the discrete Fourier transform is used and the data is segmented into smaller blocks so that averaging can be performed when estimating the spectrum. However, this segmentation introduces leakage effects. As a result, the estimated frequency response function suffers from both systematic (bias and random errors due to leakage. In this paper the bias error in the H1 and H2-estimate is studied and a new method is proposed to derive an approximate expression for the relative bias error at the resonance frequency with different window functions. The method is based on using a sum of real exponentials to describe the window's deterministic autocorrelation function. Simple expressions are derived for a rectangular window and a Hanning window. The theoretical expressions are verified with numerical simulations and a very good agreement is found between the results from the proposed bias expressions and the empirical results.

Applied parameter estimation for chemical engineers

CERN Document Server

Englezos, Peter

2000-01-01

Formulation of the parameter estimation problem; computation of parameters in linear models-linear regression; Gauss-Newton method for algebraic models; other nonlinear regression methods for algebraic models; Gauss-Newton method for ordinary differential equation (ODE) models; shortcut estimation methods for ODE models; practical guidelines for algorithm implementation; constrained parameter estimation; Gauss-Newton method for partial differential equation (PDE) models; statistical inferences; design of experiments; recursive parameter estimation; parameter estimation in nonlinear thermodynam

Bias-Correction in Vector Autoregressive Models: A Simulation Study

Directory of Open Access Journals (Sweden)

Tom Engsted

2014-03-01

Full Text Available We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models, the analytical bias formula performs noticeably worse than bootstrapping. Both methods yield a notable improvement over ordinary least squares. We pay special attention to the risk of pushing an otherwise stationary model into the non-stationary region of the parameter space when correcting for bias. Finally, we consider a recently proposed reduced-bias weighted least squares estimator, and we find that it compares very favorably in non-stationary models.

Improved Estimates of Thermodynamic Parameters

Science.gov (United States)

Lawson, D. D.

1982-01-01

Techniques refined for estimating heat of vaporization and other parameters from molecular structure. Using parabolic equation with three adjustable parameters, heat of vaporization can be used to estimate boiling point, and vice versa. Boiling points and vapor pressures for some nonpolar liquids were estimated by improved method and compared with previously reported values. Technique for estimating thermodynamic parameters should make it easier for engineers to choose among candidate heat-exchange fluids for thermochemical cycles.

Bias-corrected Pearson estimating functions for Taylor's power law applied to benthic macrofauna data

DEFF Research Database (Denmark)

Jørgensen, Bent; Demétrio, Clarice G. B.; Kristensen, Erik

2011-01-01

Estimation of Taylor’s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating...

Spatial Working Memory Capacity Predicts Bias in Estimates of Location

Science.gov (United States)

Crawford, L. Elizabeth; Landy, David; Salthouse, Timothy A.

2016-01-01

Spatial memory research has attributed systematic bias in location estimates to a combination of a noisy memory trace with a prior structure that people impose on the space. Little is known about intraindividual stability and interindividual variation in these patterns of bias. In the current work, we align recent empirical and theoretical work on…

Structural Estimation of Expert Strategic Bias: The Case of Movie Reviewers

OpenAIRE

Camara, Fanny; Dupuis, Nicolas

2014-01-01

We develop the first structural estimation of reputational cheap-talk games using data on movie reviews released in the US between 2004 and 2013. We identify and estimate movies' priors, as well as movie reviewers' abilities and strategic biases. We find that reviewers adopt reporting strategies that are consistent with the predictions of the literature on reputational cheap-talk. The average conservatism bias for low prior movies lies between 8 and 11%, depending on the specifications of the...

Effect of Bias Correction of Satellite-Rainfall Estimates on Runoff Simulations at the Source of the Upper Blue Nile

Directory of Open Access Journals (Sweden)

Emad Habib

2014-07-01

Full Text Available Results of numerous evaluation studies indicated that satellite-rainfall products are contaminated with significant systematic and random errors. Therefore, such products may require refinement and correction before being used for hydrologic applications. In the present study, we explore a rainfall-runoff modeling application using the Climate Prediction Center-MORPHing (CMORPH satellite rainfall product. The study area is the Gilgel Abbay catchment situated at the source basin of the Upper Blue Nile basin in Ethiopia, Eastern Africa. Rain gauge networks in such area are typically sparse. We examine different bias correction schemes applied locally to the CMORPH product. These schemes vary in the degree to which spatial and temporal variability in the CMORPH bias fields are accounted for. Three schemes are tested: space and time-invariant, time-variant and spatially invariant, and space and time variant. Bias-corrected CMORPH products were used to calibrate and drive the Hydrologiska Byråns Vattenbalansavdelning (HBV rainfall-runoff model. Applying the space and time-fixed bias correction scheme resulted in slight improvement of the CMORPH-driven runoff simulations, but in some instances caused deterioration. Accounting for temporal variation in the bias reduced the rainfall bias by up to 50%. Additional improvements were observed when both the spatial and temporal variability in the bias was accounted for. The rainfall bias was found to have a pronounced effect on model calibration. The calibrated model parameters changed significantly when using rainfall input from gauges alone, uncorrected, and bias-corrected CMORPH estimates. Changes of up to 81% were obtained for model parameters controlling the stream flow volume.

Estimating low-bias frequency response using random decrement

DEFF Research Database (Denmark)

Brincker, Rune; Brandt, Anders

2011-01-01

It is well known that in order to minimize the influence of leakage bias in frequency response function (FRF) estimates, smooth windows should be applied in the FFT processing. It is also normal practice to use self windowing excitation signals whenever possible. However, in many cases FRFs have...

Reducing bias in rainfall estimates from microwave links by considering variable drop size distribution

Science.gov (United States)

Fencl, Martin; Jörg, Rieckermann; Vojtěch, Bareš

2015-04-01

Commercial microwave links (MWL) are point-to-point radio systems which are used in backhaul networks of cellular operators. For several years, they have been suggested as rainfall sensors complementary to rain gauges and weather radars, because, first, they operate at frequencies where rain drops represent significant source of attenuation and, second, cellular networks almost completely cover urban and rural areas. Usually, path-average rain rates along a MWL are retrieved from the rain-induced attenuation of received MWL signals with a simple model based on a power law relationship. The model is often parameterized based on the characteristics of a particular MWL, such as frequency, polarization and the drop size distribution (DSD) along the MWL. As information on the DSD is usually not available in operational conditions, the model parameters are usually considered constant. Unfortunately, this introduces bias into rainfall estimates from MWL. In this investigation, we propose a generic method to eliminate this bias in MWL rainfall estimates. Specifically, we search for attenuation statistics which makes it possible to classify rain events into distinct groups for which same power-law parameters can be used. The theoretical attenuation used in the analysis is calculated from DSD data using T-Matrix method. We test the validity of our approach on observations from a dedicated field experiment in Dübendorf (CH) with a 1.85-km long commercial dual-polarized microwave link transmitting at a frequency of 38 GHz, an autonomous network of 5 optical distrometers and 3 rain gauges distributed along the path of the MWL. The data is recorded at a high temporal resolution of up to 30s. It is further tested on data from an experimental catchment in Prague (CZ), where 14 MWLs, operating at 26, 32 and 38 GHz frequencies, and reference rainfall from three RGs is recorded every minute. Our results suggest that, for our purpose, rain events can be nicely characterized based on

Estimation of the reliability function for two-parameter exponentiated Rayleigh or Burr type X distribution

Directory of Open Access Journals (Sweden)

Anupam Pathak

2014-11-01

Full Text Available Abstract: Problem Statement: The two-parameter exponentiated Rayleigh distribution has been widely used especially in the modelling of life time event data. It provides a statistical model which has a wide variety of application in many areas and the main advantage is its ability in the context of life time event among other distributions. The uniformly minimum variance unbiased and maximum likelihood estimation methods are the way to estimate the parameters of the distribution. In this study we explore and compare the performance of the uniformly minimum variance unbiased and maximum likelihood estimators of the reliability function R(t=P(X>t and P=P(X>Y for the two-parameter exponentiated Rayleigh distribution. Approach: A new technique of obtaining these parametric functions is introduced in which major role is played by the powers of the parameter(s and the functional forms of the parametric functions to be estimated are not needed.  We explore the performance of these estimators numerically under varying conditions. Through the simulation study a comparison are made on the performance of these estimators with respect to the Biasness, Mean Square Error (MSE, 95% confidence length and corresponding coverage percentage. Conclusion: Based on the results of simulation study the UMVUES of R(t and ‘P’ for the two-parameter exponentiated Rayleigh distribution found to be superior than MLES of R(t and ‘P’.

Robust and efficient parameter estimation in dynamic models of biological systems.

Science.gov (United States)

Gábor, Attila; Banga, Julio R

2015-10-29

Dynamic modelling provides a systematic framework to understand function in biological systems. Parameter estimation in nonlinear dynamic models remains a very challenging inverse problem due to its nonconvexity and ill-conditioning. Associated issues like overfitting and local solutions are usually not properly addressed in the systems biology literature despite their importance. Here we present a method for robust and efficient parameter estimation which uses two main strategies to surmount the aforementioned difficulties: (i) efficient global optimization to deal with nonconvexity, and (ii) proper regularization methods to handle ill-conditioning. In the case of regularization, we present a detailed critical comparison of methods and guidelines for properly tuning them. Further, we show how regularized estimations ensure the best trade-offs between bias and variance, reducing overfitting, and allowing the incorporation of prior knowledge in a systematic way. We illustrate the performance of the presented method with seven case studies of different nature and increasing complexity, considering several scenarios of data availability, measurement noise and prior knowledge. We show how our method ensures improved estimations with faster and more stable convergence. We also show how the calibrated models are more generalizable. Finally, we give a set of simple guidelines to apply this strategy to a wide variety of calibration problems. Here we provide a parameter estimation strategy which combines efficient global optimization with a regularization scheme. This method is able to calibrate dynamic models in an efficient and robust way, effectively fighting overfitting and allowing the incorporation of prior information.

Non-response bias in physical activity trend estimates

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Bauman Adrian

2009-11-01

Full Text Available Abstract Background Increases in reported leisure time physical activity (PA and obesity have been observed in several countries. One hypothesis for these apparently contradictory trends is differential bias in estimates over time. The purpose of this short report is to examine the potential impact of changes in response rates over time on the prevalence of adequate PA in Canadian adults. Methods Participants were recruited in representative national telephone surveys of PA from 1995-2007. Differences in PA prevalence estimates between participants and those hard to reach were assessed using Student's t tests adjusted for multiple comparisons. Results The number of telephone calls required to reach and speak with someone in the household increased over time, as did the percentage of selected participants who initially refused during the first interview attempt. A higher prevalence of adequate PA was observed with 5-9 attempts to reach anyone in the household in 1999-2002, but this was not significant after adjustment for multiple comparisons. Conclusion No significant impact on PA trend estimates was observed due to differential non response rates. It is important for health policy makers to understand potential biases and how these may affect secular trends in all aspects of the energy balance equation.

Parameter estimation in plasmonic QED

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Jahromi, H. Rangani

2018-03-01

We address the problem of parameter estimation in the presence of plasmonic modes manipulating emitted light via the localized surface plasmons in a plasmonic waveguide at the nanoscale. The emitter that we discuss is the nitrogen vacancy centre (NVC) in diamond modelled as a qubit. Our goal is to estimate the β factor measuring the fraction of emitted energy captured by waveguide surface plasmons. The best strategy to obtain the most accurate estimation of the parameter, in terms of the initial state of the probes and different control parameters, is investigated. In particular, for two-qubit estimation, it is found although we may achieve the best estimation at initial instants by using the maximally entangled initial states, at long times, the optimal estimation occurs when the initial state of the probes is a product one. We also find that decreasing the interqubit distance or increasing the propagation length of the plasmons improve the precision of the estimation. Moreover, decrease of spontaneous emission rate of the NVCs retards the quantum Fisher information (QFI) reduction and therefore the vanishing of the QFI, measuring the precision of the estimation, is delayed. In addition, if the phase parameter of the initial state of the two NVCs is equal to πrad, the best estimation with the two-qubit system is achieved when initially the NVCs are maximally entangled. Besides, the one-qubit estimation has been also analysed in detail. Especially, we show that, using a two-qubit probe, at any arbitrary time, enhances considerably the precision of estimation in comparison with one-qubit estimation.

Improved Correction of Misclassification Bias With Bootstrap Imputation.

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van Walraven, Carl

2018-07-01

Diagnostic codes used in administrative database research can create bias due to misclassification. Quantitative bias analysis (QBA) can correct for this bias, requires only code sensitivity and specificity, but may return invalid results. Bootstrap imputation (BI) can also address misclassification bias but traditionally requires multivariate models to accurately estimate disease probability. This study compared misclassification bias correction using QBA and BI. Serum creatinine measures were used to determine severe renal failure status in 100,000 hospitalized patients. Prevalence of severe renal failure in 86 patient strata and its association with 43 covariates was determined and compared with results in which renal failure status was determined using diagnostic codes (sensitivity 71.3%, specificity 96.2%). Differences in results (misclassification bias) were then corrected with QBA or BI (using progressively more complex methods to estimate disease probability). In total, 7.4% of patients had severe renal failure. Imputing disease status with diagnostic codes exaggerated prevalence estimates [median relative change (range), 16.6% (0.8%-74.5%)] and its association with covariates [median (range) exponentiated absolute parameter estimate difference, 1.16 (1.01-2.04)]. QBA produced invalid results 9.3% of the time and increased bias in estimates of both disease prevalence and covariate associations. BI decreased misclassification bias with increasingly accurate disease probability estimates. QBA can produce invalid results and increase misclassification bias. BI avoids invalid results and can importantly decrease misclassification bias when accurate disease probability estimates are used.

Parameter Estimation in Continuous Time Domain

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Gabriela M. ATANASIU

2016-12-01

Full Text Available This paper will aim to presents the applications of a continuous-time parameter estimation method for estimating structural parameters of a real bridge structure. For the purpose of illustrating this method two case studies of a bridge pile located in a highly seismic risk area are considered, for which the structural parameters for the mass, damping and stiffness are estimated. The estimation process is followed by the validation of the analytical results and comparison with them to the measurement data. Further benefits and applications for the continuous-time parameter estimation method in civil engineering are presented in the final part of this paper.

Potential for Bias When Estimating Critical Windows for Air Pollution in Children's Health.

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Wilson, Ander; Chiu, Yueh-Hsiu Mathilda; Hsu, Hsiao-Hsien Leon; Wright, Robert O; Wright, Rosalind J; Coull, Brent A

2017-12-01

Evidence supports an association between maternal exposure to air pollution during pregnancy and children's health outcomes. Recent interest has focused on identifying critical windows of vulnerability. An analysis based on a distributed lag model (DLM) can yield estimates of a critical window that are different from those from an analysis that regresses the outcome on each of the 3 trimester-average exposures (TAEs). Using a simulation study, we assessed bias in estimates of critical windows obtained using 3 regression approaches: 1) 3 separate models to estimate the association with each of the 3 TAEs; 2) a single model to jointly estimate the association between the outcome and all 3 TAEs; and 3) a DLM. We used weekly fine-particulate-matter exposure data for 238 births in a birth cohort in and around Boston, Massachusetts, and a simulated outcome and time-varying exposure effect. Estimates using separate models for each TAE were biased and identified incorrect windows. This bias arose from seasonal trends in particulate matter that induced correlation between TAEs. Including all TAEs in a single model reduced bias. DLM produced unbiased estimates and added flexibility to identify windows. Analysis of body mass index z score and fat mass in the same cohort highlighted inconsistent estimates from the 3 methods. © The Author(s) 2017. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Good practices for quantitative bias analysis.

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Lash, Timothy L; Fox, Matthew P; MacLehose, Richard F; Maldonado, George; McCandless, Lawrence C; Greenland, Sander

2014-12-01

Quantitative bias analysis serves several objectives in epidemiological research. First, it provides a quantitative estimate of the direction, magnitude and uncertainty arising from systematic errors. Second, the acts of identifying sources of systematic error, writing down models to quantify them, assigning values to the bias parameters and interpreting the results combat the human tendency towards overconfidence in research results, syntheses and critiques and the inferences that rest upon them. Finally, by suggesting aspects that dominate uncertainty in a particular research result or topic area, bias analysis can guide efficient allocation of sparse research resources. The fundamental methods of bias analyses have been known for decades, and there have been calls for more widespread use for nearly as long. There was a time when some believed that bias analyses were rarely undertaken because the methods were not widely known and because automated computing tools were not readily available to implement the methods. These shortcomings have been largely resolved. We must, therefore, contemplate other barriers to implementation. One possibility is that practitioners avoid the analyses because they lack confidence in the practice of bias analysis. The purpose of this paper is therefore to describe what we view as good practices for applying quantitative bias analysis to epidemiological data, directed towards those familiar with the methods. We focus on answering questions often posed to those of us who advocate incorporation of bias analysis methods into teaching and research. These include the following. When is bias analysis practical and productive? How does one select the biases that ought to be addressed? How does one select a method to model biases? How does one assign values to the parameters of a bias model? How does one present and interpret a bias analysis?. We hope that our guide to good practices for conducting and presenting bias analyses will encourage

Fat fraction bias correction using T1 estimates and flip angle mapping.

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Yang, Issac Y; Cui, Yifan; Wiens, Curtis N; Wade, Trevor P; Friesen-Waldner, Lanette J; McKenzie, Charles A

2014-01-01

To develop a new method of reducing T1 bias in proton density fat fraction (PDFF) measured with iterative decomposition of water and fat with echo asymmetry and least-squares estimation (IDEAL). PDFF maps reconstructed from high flip angle IDEAL measurements were simulated and acquired from phantoms and volunteer L4 vertebrae. T1 bias was corrected using a priori T1 values for water and fat, both with and without flip angle correction. Signal-to-noise ratio (SNR) maps were used to measure precision of the reconstructed PDFF maps. PDFF measurements acquired using small flip angles were then compared to both sets of corrected large flip angle measurements for accuracy and precision. Simulations show similar results in PDFF error between small flip angle measurements and corrected large flip angle measurements as long as T1 estimates were within one standard deviation from the true value. Compared to low flip angle measurements, phantom and in vivo measurements demonstrate better precision and accuracy in PDFF measurements if images were acquired at a high flip angle, with T1 bias corrected using T1 estimates and flip angle mapping. T1 bias correction of large flip angle acquisitions using estimated T1 values with flip angle mapping yields fat fraction measurements of similar accuracy and superior precision compared to low flip angle acquisitions. Copyright © 2013 Wiley Periodicals, Inc.

Mixture models reveal multiple positional bias types in RNA-Seq data and lead to accurate transcript concentration estimates.

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Andreas Tuerk

2017-05-01

Full Text Available Accuracy of transcript quantification with RNA-Seq is negatively affected by positional fragment bias. This article introduces Mix2 (rd. "mixquare", a transcript quantification method which uses a mixture of probability distributions to model and thereby neutralize the effects of positional fragment bias. The parameters of Mix2 are trained by Expectation Maximization resulting in simultaneous transcript abundance and bias estimates. We compare Mix2 to Cufflinks, RSEM, eXpress and PennSeq; state-of-the-art quantification methods implementing some form of bias correction. On four synthetic biases we show that the accuracy of Mix2 overall exceeds the accuracy of the other methods and that its bias estimates converge to the correct solution. We further evaluate Mix2 on real RNA-Seq data from the Microarray and Sequencing Quality Control (MAQC, SEQC Consortia. On MAQC data, Mix2 achieves improved correlation to qPCR measurements with a relative increase in R2 between 4% and 50%. Mix2 also yields repeatable concentration estimates across technical replicates with a relative increase in R2 between 8% and 47% and reduced standard deviation across the full concentration range. We further observe more accurate detection of differential expression with a relative increase in true positives between 74% and 378% for 5% false positives. In addition, Mix2 reveals 5 dominant biases in MAQC data deviating from the common assumption of a uniform fragment distribution. On SEQC data, Mix2 yields higher consistency between measured and predicted concentration ratios. A relative error of 20% or less is obtained for 51% of transcripts by Mix2, 40% of transcripts by Cufflinks and RSEM and 30% by eXpress. Titration order consistency is correct for 47% of transcripts for Mix2, 41% for Cufflinks and RSEM and 34% for eXpress. We, further, observe improved repeatability across laboratory sites with a relative increase in R2 between 8% and 44% and reduced standard deviation.

ESTIMATION ACCURACY OF EXPONENTIAL DISTRIBUTION PARAMETERS

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muhammad zahid rashid

2011-04-01

Full Text Available The exponential distribution is commonly used to model the behavior of units that have a constant failure rate. The two-parameter exponential distribution provides a simple but nevertheless useful model for the analysis of lifetimes, especially when investigating reliability of technical equipment.This paper is concerned with estimation of parameters of the two parameter (location and scale exponential distribution. We used the least squares method (LSM, relative least squares method (RELS, ridge regression method (RR,  moment estimators (ME, modified moment estimators (MME, maximum likelihood estimators (MLE and modified maximum likelihood estimators (MMLE. We used the mean square error MSE, and total deviation TD, as measurement for the comparison between these methods. We determined the best method for estimation using different values for the parameters and different sample sizes

Exploring power and parameter estimation of the BiSSE method for analyzing species diversification

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Davis Matthew P

2013-02-01

Full Text Available Abstract Background There has been a considerable increase in studies investigating rates of diversification and character evolution, with one of the promising techniques being the BiSSE method (binary state speciation and extinction. This study uses simulations under a variety of different sample sizes (number of tips and asymmetries of rate (speciation, extinction, character change to determine BiSSE’s ability to test hypotheses, and investigate whether the method is susceptible to confounding effects. Results We found that the power of the BiSSE method is severely affected by both sample size and high tip ratio bias (one character state dominates among observed tips. Sample size and high tip ratio bias also reduced accuracy and precision of parameter estimation, and resulted in the inability to infer which rate asymmetry caused the excess of a character state. In low tip ratio bias scenarios with appropriate tip sample size, BiSSE accurately estimated the rate asymmetry causing character state excess, avoiding the issue of confounding effects. Conclusions Based on our findings, we recommend that future studies utilizing BiSSE that have fewer than 300 terminals and/or have datasets where high tip ratio bias is observed (i.e., fewer than 10% of species are of one character state should be extremely cautious with the interpretation of hypothesis testing results.

National HIV prevalence estimates for sub-Saharan Africa: controlling selection bias with Heckman-type selection models

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Hogan, Daniel R; Salomon, Joshua A; Canning, David; Hammitt, James K; Zaslavsky, Alan M; Bärnighausen, Till

2012-01-01

Objectives Population-based HIV testing surveys have become central to deriving estimates of national HIV prevalence in sub-Saharan Africa. However, limited participation in these surveys can lead to selection bias. We control for selection bias in national HIV prevalence estimates using a novel approach, which unlike conventional imputation can account for selection on unobserved factors. Methods For 12 Demographic and Health Surveys conducted from 2001 to 2009 (N=138 300), we predict HIV status among those missing a valid HIV test with Heckman-type selection models, which allow for correlation between infection status and participation in survey HIV testing. We compare these estimates with conventional ones and introduce a simulation procedure that incorporates regression model parameter uncertainty into confidence intervals. Results Selection model point estimates of national HIV prevalence were greater than unadjusted estimates for 10 of 12 surveys for men and 11 of 12 surveys for women, and were also greater than the majority of estimates obtained from conventional imputation, with significantly higher HIV prevalence estimates for men in Cote d'Ivoire 2005, Mali 2006 and Zambia 2007. Accounting for selective non-participation yielded 95% confidence intervals around HIV prevalence estimates that are wider than those obtained with conventional imputation by an average factor of 4.5. Conclusions Our analysis indicates that national HIV prevalence estimates for many countries in sub-Saharan African are more uncertain than previously thought, and may be underestimated in several cases, underscoring the need for increasing participation in HIV surveys. Heckman-type selection models should be included in the set of tools used for routine estimation of HIV prevalence. PMID:23172342

On the estimation of bias in post-closure performance assessment of underground radioactive waste disposal

International Nuclear Information System (INIS)

Thompson, B.G.J.; Gralewski, Z.A.; Grindrod, P.

1995-01-01

This paper proposes a systematic method for recording and evaluating bias in performance assessments for underground radioactive waste disposal facilities. The bias estimation approach comprises three principal components: (1) creation of a relational database containing historical assumptions and decisions made during the assessment, (2) investigation of the impact of some identified sources of internal bias through alternative assessment calculations, and (3) investigation of the impact of some identified sources of external bias by estimating degrees of belief probability. Bias corrections may help avoid unnecessary concerns by explaining and scoping the impacts of principal differences without the need to undertake additional site investigation, research, and performance analysis

Bayesian Parameter Estimation for Heavy-Duty Vehicles

Energy Technology Data Exchange (ETDEWEB)

Miller, Eric; Konan, Arnaud; Duran, Adam

2017-03-28

Accurate vehicle parameters are valuable for design, modeling, and reporting. Estimating vehicle parameters can be a very time-consuming process requiring tightly-controlled experimentation. This work describes a method to estimate vehicle parameters such as mass, coefficient of drag/frontal area, and rolling resistance using data logged during standard vehicle operation. The method uses Monte Carlo to generate parameter sets which is fed to a variant of the road load equation. Modeled road load is then compared to measured load to evaluate the probability of the parameter set. Acceptance of a proposed parameter set is determined using the probability ratio to the current state, so that the chain history will give a distribution of parameter sets. Compared to a single value, a distribution of possible values provides information on the quality of estimates and the range of possible parameter values. The method is demonstrated by estimating dynamometer parameters. Results confirm the method's ability to estimate reasonable parameter sets, and indicates an opportunity to increase the certainty of estimates through careful selection or generation of the test drive cycle.

EFFECTS OF BIASES IN VIRIAL MASS ESTIMATION ON COSMIC SYNCHRONIZATION OF QUASAR ACCRETION

International Nuclear Information System (INIS)

Steinhardt, Charles L.

2011-01-01

Recent work using virial mass estimates and the quasar mass-luminosity plane has yielded several new puzzles regarding quasar accretion, including a sub-Eddington boundary (SEB) on most quasar accretion, near-independence of the accretion rate from properties of the host galaxy, and a cosmic synchronization of accretion among black holes of a common mass. We consider how these puzzles might change if virial mass estimation turns out to have a systematic bias. As examples, we consider two recent claims of mass-dependent biases in Mg II masses. Under any such correction, the surprising cosmic synchronization of quasar accretion rates and independence from the host galaxy remain. The slope and location of the SEB are very sensitive to biases in virial mass estimation, and various mass calibrations appear to favor different possible physical explanations for feedback between the central black hole and its environment. The alternative mass estimators considered do not simply remove puzzling quasar behavior, but rather replace it with new puzzles that may be more difficult to solve than those using current virial mass estimators and the Shen et al. catalog.

Bias correction for the estimation of sensitivity indices based on random balance designs

International Nuclear Information System (INIS)

Tissot, Jean-Yves; Prieur, Clémentine

2012-01-01

This paper deals with the random balance design method (RBD) and its hybrid approach, RBD-FAST. Both these global sensitivity analysis methods originate from Fourier amplitude sensitivity test (FAST) and consequently face the main problems inherent to discrete harmonic analysis. We present here a general way to correct a bias which occurs when estimating sensitivity indices (SIs) of any order – except total SI of single factor or group of factors – by the random balance design method (RBD) and its hybrid version, RBD-FAST. In the RBD case, this positive bias has been recently identified in a paper by Xu and Gertner [1]. Following their work, we propose a bias correction method for first-order SIs estimates in RBD. We then extend the correction method to the SIs of any order in RBD-FAST. At last, we suggest an efficient strategy to estimate all the first- and second-order SIs using RBD-FAST. - Highlights: ► We provide a bias correction method for the global sensitivity analysis methods: RBD and RBD-FAST. ► In RBD, first-order sensitivity estimates are corrected. ► In RBD-FAST, sensitivity indices of any order and closed sensitivity indices are corrected. ► We propose an efficient strategy to estimate all the first- and second-order indices of a model.

Eliminating Survivor Bias in Two-stage Instrumental Variable Estimators.

Science.gov (United States)

Vansteelandt, Stijn; Walter, Stefan; Tchetgen Tchetgen, Eric

2018-07-01

Mendelian randomization studies commonly focus on elderly populations. This makes the instrumental variables analysis of such studies sensitive to survivor bias, a type of selection bias. A particular concern is that the instrumental variable conditions, even when valid for the source population, may be violated for the selective population of individuals who survive the onset of the study. This is potentially very damaging because Mendelian randomization studies are known to be sensitive to bias due to even minor violations of the instrumental variable conditions. Interestingly, the instrumental variable conditions continue to hold within certain risk sets of individuals who are still alive at a given age when the instrument and unmeasured confounders exert additive effects on the exposure, and moreover, the exposure and unmeasured confounders exert additive effects on the hazard of death. In this article, we will exploit this property to derive a two-stage instrumental variable estimator for the effect of exposure on mortality, which is insulated against the above described selection bias under these additivity assumptions.

A method of estimating GPS instrumental biases with a convolution algorithm

Science.gov (United States)

Li, Qi; Ma, Guanyi; Lu, Weijun; Wan, Qingtao; Fan, Jiangtao; Wang, Xiaolan; Li, Jinghua; Li, Changhua

2018-03-01

This paper presents a method of deriving the instrumental differential code biases (DCBs) of GPS satellites and dual frequency receivers. Considering that the total electron content (TEC) varies smoothly over a small area, one ionospheric pierce point (IPP) and four more nearby IPPs were selected to build an equation with a convolution algorithm. In addition, unknown DCB parameters were arranged into a set of equations with GPS observations in a day unit by assuming that DCBs do not vary within a day. Then, the DCBs of satellites and receivers were determined by solving the equation set with the least-squares fitting technique. The performance of this method is examined by applying it to 361 days in 2014 using the observation data from 1311 GPS Earth Observation Network (GEONET) receivers. The result was crosswise-compared with the DCB estimated by the mesh method and the IONEX products from the Center for Orbit Determination in Europe (CODE). The DCB values derived by this method agree with those of the mesh method and the CODE products, with biases of 0.091 ns and 0.321 ns, respectively. The convolution method's accuracy and stability were quite good and showed improvements over the mesh method.

SIMULTANEOUS ESTIMATION OF PHOTOMETRIC REDSHIFTS AND SED PARAMETERS: IMPROVED TECHNIQUES AND A REALISTIC ERROR BUDGET

International Nuclear Information System (INIS)

Acquaviva, Viviana; Raichoor, Anand; Gawiser, Eric

2015-01-01

We seek to improve the accuracy of joint galaxy photometric redshift estimation and spectral energy distribution (SED) fitting. By simulating different sources of uncorrected systematic errors, we demonstrate that if the uncertainties in the photometric redshifts are estimated correctly, so are those on the other SED fitting parameters, such as stellar mass, stellar age, and dust reddening. Furthermore, we find that if the redshift uncertainties are over(under)-estimated, the uncertainties in SED parameters tend to be over(under)-estimated by similar amounts. These results hold even in the presence of severe systematics and provide, for the first time, a mechanism to validate the uncertainties on these parameters via comparison with spectroscopic redshifts. We propose a new technique (annealing) to re-calibrate the joint uncertainties in the photo-z and SED fitting parameters without compromising the performance of the SED fitting + photo-z estimation. This procedure provides a consistent estimation of the multi-dimensional probability distribution function in SED fitting + z parameter space, including all correlations. While the performance of joint SED fitting and photo-z estimation might be hindered by template incompleteness, we demonstrate that the latter is “flagged” by a large fraction of outliers in redshift, and that significant improvements can be achieved by using flexible stellar populations synthesis models and more realistic star formation histories. In all cases, we find that the median stellar age is better recovered than the time elapsed from the onset of star formation. Finally, we show that using a photometric redshift code such as EAZY to obtain redshift probability distributions that are then used as priors for SED fitting codes leads to only a modest bias in the SED fitting parameters and is thus a viable alternative to the simultaneous estimation of SED parameters and photometric redshifts

Stability Analysis for Li-Ion Battery Model Parameters and State of Charge Estimation by Measurement Uncertainty Consideration

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Shifei Yuan

2015-07-01

Full Text Available Accurate estimation of model parameters and state of charge (SoC is crucial for the lithium-ion battery management system (BMS. In this paper, the stability of the model parameters and SoC estimation under measurement uncertainty is evaluated by three different factors: (i sampling periods of 1/0.5/0.1 s; (ii current sensor precisions of ±5/±50/±500 mA; and (iii voltage sensor precisions of ±1/±2.5/±5 mV. Firstly, the numerical model stability analysis and parametric sensitivity analysis for battery model parameters are conducted under sampling frequency of 1–50 Hz. The perturbation analysis is theoretically performed of current/voltage measurement uncertainty on model parameter variation. Secondly, the impact of three different factors on the model parameters and SoC estimation was evaluated with the federal urban driving sequence (FUDS profile. The bias correction recursive least square (CRLS and adaptive extended Kalman filter (AEKF algorithm were adopted to estimate the model parameters and SoC jointly. Finally, the simulation results were compared and some insightful findings were concluded. For the given battery model and parameter estimation algorithm, the sampling period, and current/voltage sampling accuracy presented a non-negligible effect on the estimation results of model parameters. This research revealed the influence of the measurement uncertainty on the model parameter estimation, which will provide the guidelines to select a reasonable sampling period and the current/voltage sensor sampling precisions in engineering applications.

A forecasting method to reduce estimation bias in self-reported cell phone data.

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Redmayne, Mary; Smith, Euan; Abramson, Michael J

2013-01-01

There is ongoing concern that extended exposure to cell phone electromagnetic radiation could be related to an increased risk of negative health effects. Epidemiological studies seek to assess this risk, usually relying on participants' recalled use, but recall is notoriously poor. Our objectives were primarily to produce a forecast method, for use by such studies, to reduce estimation bias in the recalled extent of cell phone use. The method we developed, using Bayes' rule, is modelled with data we collected in a cross-sectional cluster survey exploring cell phone user-habits among New Zealand adolescents. Participants recalled their recent extent of SMS-texting and retrieved from their provider the current month's actual use-to-date. Actual use was taken as the gold standard in the analyses. Estimation bias arose from a large random error, as observed in all cell phone validation studies. We demonstrate that this seriously exaggerates upper-end forecasts of use when used in regression models. This means that calculations using a regression model will lead to underestimation of heavy-users' relative risk. Our Bayesian method substantially reduces estimation bias. In cases where other studies' data conforms to our method's requirements, application should reduce estimation bias, leading to a more accurate relative risk calculation for mid-to-heavy users.

Reduction of density-modification bias by β correction

International Nuclear Information System (INIS)

Skubák, Pavol; Pannu, Navraj S.

2011-01-01

A cross-validation-based method for bias reduction in ‘classical’ iterative density modification of experimental X-ray crystallography maps provides significantly more accurate phase-quality estimates and leads to improved automated model building. Density modification often suffers from an overestimation of phase quality, as seen by escalated figures of merit. A new cross-validation-based method to address this estimation bias by applying a bias-correction parameter ‘β’ to maximum-likelihood phase-combination functions is proposed. In tests on over 100 single-wavelength anomalous diffraction data sets, the method is shown to produce much more reliable figures of merit and improved electron-density maps. Furthermore, significantly better results are obtained in automated model building iterated with phased refinement using the more accurate phase probability parameters from density modification

Measurement Error in Income and Schooling and the Bias of Linear Estimators

DEFF Research Database (Denmark)

Bingley, Paul; Martinello, Alessandro

2017-01-01

and Retirement in Europe data with Danish administrative registers. Contrary to most validation studies, we find that measurement error in income is classical once we account for imperfect validation data. We find nonclassical measurement error in schooling, causing a 38% amplification bias in IV estimators......We propose a general framework for determining the extent of measurement error bias in ordinary least squares and instrumental variable (IV) estimators of linear models while allowing for measurement error in the validation source. We apply this method by validating Survey of Health, Ageing...

Measurement error in income and schooling, and the bias of linear estimators

DEFF Research Database (Denmark)

Bingley, Paul; Martinello, Alessandro

The characteristics of measurement error determine the bias of linear estimators. We propose a method for validating economic survey data allowing for measurement error in the validation source, and we apply this method by validating Survey of Health, Ageing and Retirement in Europe (SHARE) data...... with Danish administrative registers. We find that measurement error in surveys is classical for annual gross income but non-classical for years of schooling, causing a 21% amplification bias in IV estimators of returns to schooling. Using a 1958 Danish schooling reform, we contextualize our result...

Ecient Parameter Estimation and Control Based on a Modified LOS Guidance System of an Underwater Vehicle

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Elías Revestido Herrero

2017-12-01

Full Text Available In this work, a methodology is proposed for the improvement of the parameter estimation effciency of a non-linear manoeuvring model of a torpedo shaped unmanned underwater vehicle. For this purpose, data from different tests, were carried out with the aforementioned vehicle at the facilities of the Canal de Experiencias Hidrodinámicas del Pardo, Madrid. In the proposed methodology, the following aspects are taken into account in order to improve the parameter estimation effciency: selection of the sampling period, smoothing of the data acquired in the tests considering a compromise between variance and bias of the smoothing filter to be applied, analysis of the classical linear regression model proposed in each trial, from the statistical point of view for the estimation of the parameters. Improvements in effciency are verified by graphical and statistical methods. In addition, a modification of the conventional LOS method is proposed which provides satisfactory results in the presence of ocean currents by performing a simple procedure.

Properties of parameter estimation techniques for a beta-binomial failure model. Final technical report

International Nuclear Information System (INIS)

Shultis, J.K.; Buranapan, W.; Eckhoff, N.D.

1981-12-01

Of considerable importance in the safety analysis of nuclear power plants are methods to estimate the probability of failure-on-demand, p, of a plant component that normally is inactive and that may fail when activated or stressed. Properties of five methods for estimating from failure-on-demand data the parameters of the beta prior distribution in a compound beta-binomial probability model are examined. Simulated failure data generated from a known beta-binomial marginal distribution are used to estimate values of the beta parameters by (1) matching moments of the prior distribution to those of the data, (2) the maximum likelihood method based on the prior distribution, (3) a weighted marginal matching moments method, (4) an unweighted marginal matching moments method, and (5) the maximum likelihood method based on the marginal distribution. For small sample sizes (N = or < 10) with data typical of low failure probability components, it was found that the simple prior matching moments method is often superior (e.g. smallest bias and mean squared error) while for larger sample sizes the marginal maximum likelihood estimators appear to be best

Constraining omega and bias from the Stromlo-APM survey

International Nuclear Information System (INIS)

Loveday, J.

1995-05-01

Galaxy redshift surveys provide a distorted picture of the universe due to the non-Hubble component of galaxy motions. By measuring such distortions in the linear regime one can constrain the quantity β = Ω 0.6 where Ω is the cosmological density parameter and b is the (linear) bias factor for optically-selected galaxies. In this paper we estimate β from the Stromlo-APM redshift survey by comparing the amplitude of the direction-averaged redshift space correlation function to the real space correlation function. We find a 95% confidence upper limit of β = 0.75, with a 'best estimate' of β ∼ 0.48. A bias parameter b ∼ 2 is thus required if Ω ≡ 1. However, higher-order correlations measured from the APM galaxy survey indicate a low value for the bias parameter b ∼ 1, requiring that Q approx-lt 0.6

Joint estimation of vertical total electron content (VTEC) and satellite differential code biases (SDCBs) using low-cost receivers

Science.gov (United States)

Zhang, Baocheng; Teunissen, Peter J. G.; Yuan, Yunbin; Zhang, Hongxing; Li, Min

2018-04-01

Vertical total electron content (VTEC) parameters estimated using global navigation satellite system (GNSS) data are of great interest for ionosphere sensing. Satellite differential code biases (SDCBs) account for one source of error which, if left uncorrected, can deteriorate performance of positioning, timing and other applications. The customary approach to estimate VTEC along with SDCBs from dual-frequency GNSS data, hereinafter referred to as DF approach, consists of two sequential steps. The first step seeks to retrieve ionospheric observables through the carrier-to-code leveling technique. This observable, related to the slant total electron content (STEC) along the satellite-receiver line-of-sight, is biased also by the SDCBs and the receiver differential code biases (RDCBs). By means of thin-layer ionospheric model, in the second step one is able to isolate the VTEC, the SDCBs and the RDCBs from the ionospheric observables. In this work, we present a single-frequency (SF) approach, enabling the joint estimation of VTEC and SDCBs using low-cost receivers; this approach is also based on two steps and it differs from the DF approach only in the first step, where we turn to the precise point positioning technique to retrieve from the single-frequency GNSS data the ionospheric observables, interpreted as the combination of the STEC, the SDCBs and the biased receiver clocks at the pivot epoch. Our numerical analyses clarify how SF approach performs when being applied to GPS L1 data collected by a single receiver under both calm and disturbed ionospheric conditions. The daily time series of zenith VTEC estimates has an accuracy ranging from a few tenths of a TEC unit (TECU) to approximately 2 TECU. For 73-96% of GPS satellites in view, the daily estimates of SDCBs do not deviate, in absolute value, more than 1 ns from their ground truth values published by the Centre for Orbit Determination in Europe.

Estimation of Community Land Model parameters for an improved assessment of net carbon fluxes at European sites

Science.gov (United States)

Post, Hanna; Vrugt, Jasper A.; Fox, Andrew; Vereecken, Harry; Hendricks Franssen, Harrie-Jan

2017-03-01

The Community Land Model (CLM) contains many parameters whose values are uncertain and thus require careful estimation for model application at individual sites. Here we used Bayesian inference with the DiffeRential Evolution Adaptive Metropolis (DREAM(zs)) algorithm to estimate eight CLM v.4.5 ecosystem parameters using 1 year records of half-hourly net ecosystem CO2 exchange (NEE) observations of four central European sites with different plant functional types (PFTs). The posterior CLM parameter distributions of each site were estimated per individual season and on a yearly basis. These estimates were then evaluated using NEE data from an independent evaluation period and data from "nearby" FLUXNET sites at 600 km distance to the original sites. Latent variables (multipliers) were used to treat explicitly uncertainty in the initial carbon-nitrogen pools. The posterior parameter estimates were superior to their default values in their ability to track and explain the measured NEE data of each site. The seasonal parameter values reduced with more than 50% (averaged over all sites) the bias in the simulated NEE values. The most consistent performance of CLM during the evaluation period was found for the posterior parameter values of the forest PFTs, and contrary to the C3-grass and C3-crop sites, the latent variables of the initial pools further enhanced the quality-of-fit. The carbon sink function of the forest PFTs significantly increased with the posterior parameter estimates. We thus conclude that land surface model predictions of carbon stocks and fluxes require careful consideration of uncertain ecological parameters and initial states.

Multi-objective optimization in quantum parameter estimation

Science.gov (United States)

Gong, BeiLi; Cui, Wei

2018-04-01

We investigate quantum parameter estimation based on linear and Kerr-type nonlinear controls in an open quantum system, and consider the dissipation rate as an unknown parameter. We show that while the precision of parameter estimation is improved, it usually introduces a significant deformation to the system state. Moreover, we propose a multi-objective model to optimize the two conflicting objectives: (1) maximizing the Fisher information, improving the parameter estimation precision, and (2) minimizing the deformation of the system state, which maintains its fidelity. Finally, simulations of a simplified ɛ-constrained model demonstrate the feasibility of the Hamiltonian control in improving the precision of the quantum parameter estimation.

Simultaneous Estimation of Model State Variables and Observation and Forecast Biases Using a Two-Stage Hybrid Kalman Filter

Science.gov (United States)

Pauwels, V. R. N.; DeLannoy, G. J. M.; Hendricks Franssen, H.-J.; Vereecken, H.

2013-01-01

In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

Simultaneous estimation of model state variables and observation and forecast biases using a two-stage hybrid Kalman filter

Directory of Open Access Journals (Sweden)

V. R. N. Pauwels

2013-09-01

Full Text Available In this paper, we present a two-stage hybrid Kalman filter to estimate both observation and forecast bias in hydrologic models, in addition to state variables. The biases are estimated using the discrete Kalman filter, and the state variables using the ensemble Kalman filter. A key issue in this multi-component assimilation scheme is the exact partitioning of the difference between observation and forecasts into state, forecast bias and observation bias updates. Here, the error covariances of the forecast bias and the unbiased states are calculated as constant fractions of the biased state error covariance, and the observation bias error covariance is a function of the observation prediction error covariance. In a series of synthetic experiments, focusing on the assimilation of discharge into a rainfall-runoff model, it is shown that both static and dynamic observation and forecast biases can be successfully estimated. The results indicate a strong improvement in the estimation of the state variables and resulting discharge as opposed to the use of a bias-unaware ensemble Kalman filter. Furthermore, minimal code modification in existing data assimilation software is needed to implement the method. The results suggest that a better performance of data assimilation methods should be possible if both forecast and observation biases are taken into account.

Practical estimate of gradient nonlinearity for implementation of apparent diffusion coefficient bias correction.

Science.gov (United States)

Malkyarenko, Dariya I; Chenevert, Thomas L

2014-12-01

To describe an efficient procedure to empirically characterize gradient nonlinearity and correct for the corresponding apparent diffusion coefficient (ADC) bias on a clinical magnetic resonance imaging (MRI) scanner. Spatial nonlinearity scalars for individual gradient coils along superior and right directions were estimated via diffusion measurements of an isotropicic e-water phantom. Digital nonlinearity model from an independent scanner, described in the literature, was rescaled by system-specific scalars to approximate 3D bias correction maps. Correction efficacy was assessed by comparison to unbiased ADC values measured at isocenter. Empirically estimated nonlinearity scalars were confirmed by geometric distortion measurements of a regular grid phantom. The applied nonlinearity correction for arbitrarily oriented diffusion gradients reduced ADC bias from 20% down to 2% at clinically relevant offsets both for isotropic and anisotropic media. Identical performance was achieved using either corrected diffusion-weighted imaging (DWI) intensities or corrected b-values for each direction in brain and ice-water. Direction-average trace image correction was adequate only for isotropic medium. Empiric scalar adjustment of an independent gradient nonlinearity model adequately described DWI bias for a clinical scanner. Observed efficiency of implemented ADC bias correction quantitatively agreed with previous theoretical predictions and numerical simulations. The described procedure provides an independent benchmark for nonlinearity bias correction of clinical MRI scanners.

Adjusting forest density estimates for surveyor bias in historical tree surveys

Science.gov (United States)

Brice B. Hanberry; Jian Yang; John M. Kabrick; Hong S. He

2012-01-01

The U.S. General Land Office surveys, conducted between the late 1700s to early 1900s, provide records of trees prior to widespread European and American colonial settlement. However, potential and documented surveyor bias raises questions about the reliability of historical tree density estimates and other metrics based on density estimated from these records. In this...

Effectiveness and limitations of parameter tuning in reducing biases of top-of-atmosphere radiation and clouds in MIROC version 5

Science.gov (United States)

Ogura, Tomoo; Shiogama, Hideo; Watanabe, Masahiro; Yoshimori, Masakazu; Yokohata, Tokuta; Annan, James D.; Hargreaves, Julia C.; Ushigami, Naoto; Hirota, Kazuya; Someya, Yu; Kamae, Youichi; Tatebe, Hiroaki; Kimoto, Masahide

2017-12-01

This study discusses how much of the biases in top-of-atmosphere (TOA) radiation and clouds can be removed by parameter tuning in the present-day simulation of a climate model in the Coupled Model Inter-comparison Project phase 5 (CMIP5) generation. We used output of a perturbed parameter ensemble (PPE) experiment conducted with an atmosphere-ocean general circulation model (AOGCM) without flux adjustment. The Model for Interdisciplinary Research on Climate version 5 (MIROC5) was used for the PPE experiment. Output of the PPE was compared with satellite observation data to evaluate the model biases and the parametric uncertainty of the biases with respect to TOA radiation and clouds. The results indicate that removing or changing the sign of the biases by parameter tuning alone is difficult. In particular, the cooling bias of the shortwave cloud radiative effect at low latitudes could not be removed, neither in the zonal mean nor at each latitude-longitude grid point. The bias was related to the overestimation of both cloud amount and cloud optical thickness, which could not be removed by the parameter tuning either. However, they could be alleviated by tuning parameters such as the maximum cumulus updraft velocity at the cloud base. On the other hand, the bias of the shortwave cloud radiative effect in the Arctic was sensitive to parameter tuning. It could be removed by tuning such parameters as albedo of ice and snow both in the zonal mean and at each grid point. The obtained results illustrate the benefit of PPE experiments which provide useful information regarding effectiveness and limitations of parameter tuning. Implementing a shallow convection parameterization is suggested as a potential measure to alleviate the biases in radiation and clouds.

Effectiveness and limitations of parameter tuning in reducing biases of top-of-atmosphere radiation and clouds in MIROC version 5

Directory of Open Access Journals (Sweden)

T. Ogura

2017-12-01

Full Text Available This study discusses how much of the biases in top-of-atmosphere (TOA radiation and clouds can be removed by parameter tuning in the present-day simulation of a climate model in the Coupled Model Inter-comparison Project phase 5 (CMIP5 generation. We used output of a perturbed parameter ensemble (PPE experiment conducted with an atmosphere–ocean general circulation model (AOGCM without flux adjustment. The Model for Interdisciplinary Research on Climate version 5 (MIROC5 was used for the PPE experiment. Output of the PPE was compared with satellite observation data to evaluate the model biases and the parametric uncertainty of the biases with respect to TOA radiation and clouds. The results indicate that removing or changing the sign of the biases by parameter tuning alone is difficult. In particular, the cooling bias of the shortwave cloud radiative effect at low latitudes could not be removed, neither in the zonal mean nor at each latitude–longitude grid point. The bias was related to the overestimation of both cloud amount and cloud optical thickness, which could not be removed by the parameter tuning either. However, they could be alleviated by tuning parameters such as the maximum cumulus updraft velocity at the cloud base. On the other hand, the bias of the shortwave cloud radiative effect in the Arctic was sensitive to parameter tuning. It could be removed by tuning such parameters as albedo of ice and snow both in the zonal mean and at each grid point. The obtained results illustrate the benefit of PPE experiments which provide useful information regarding effectiveness and limitations of parameter tuning. Implementing a shallow convection parameterization is suggested as a potential measure to alleviate the biases in radiation and clouds.

On parameter estimation in deformable models

DEFF Research Database (Denmark)

Fisker, Rune; Carstensen, Jens Michael

1998-01-01

Deformable templates have been intensively studied in image analysis through the last decade, but despite its significance the estimation of model parameters has received little attention. We present a method for supervised and unsupervised model parameter estimation using a general Bayesian form...

A Comparison of Grizzly Bear Demographic Parameters Estimated from Non-Spatial and Spatial Open Population Capture-Recapture Models.

Science.gov (United States)

Whittington, Jesse; Sawaya, Michael A

2015-01-01

Capture-recapture studies are frequently used to monitor the status and trends of wildlife populations. Detection histories from individual animals are used to estimate probability of detection and abundance or density. The accuracy of abundance and density estimates depends on the ability to model factors affecting detection probability. Non-spatial capture-recapture models have recently evolved into spatial capture-recapture models that directly include the effect of distances between an animal's home range centre and trap locations on detection probability. Most studies comparing non-spatial and spatial capture-recapture biases focussed on single year models and no studies have compared the accuracy of demographic parameter estimates from open population models. We applied open population non-spatial and spatial capture-recapture models to three years of grizzly bear DNA-based data from Banff National Park and simulated data sets. The two models produced similar estimates of grizzly bear apparent survival, per capita recruitment, and population growth rates but the spatial capture-recapture models had better fit. Simulations showed that spatial capture-recapture models produced more accurate parameter estimates with better credible interval coverage than non-spatial capture-recapture models. Non-spatial capture-recapture models produced negatively biased estimates of apparent survival and positively biased estimates of per capita recruitment. The spatial capture-recapture grizzly bear population growth rates and 95% highest posterior density averaged across the three years were 0.925 (0.786-1.071) for females, 0.844 (0.703-0.975) for males, and 0.882 (0.779-0.981) for females and males combined. The non-spatial capture-recapture population growth rates were 0.894 (0.758-1.024) for females, 0.825 (0.700-0.948) for males, and 0.863 (0.771-0.957) for both sexes. The combination of low densities, low reproductive rates, and predominantly negative population growth

A Comparison of Grizzly Bear Demographic Parameters Estimated from Non-Spatial and Spatial Open Population Capture-Recapture Models.

Directory of Open Access Journals (Sweden)

Jesse Whittington

Full Text Available Capture-recapture studies are frequently used to monitor the status and trends of wildlife populations. Detection histories from individual animals are used to estimate probability of detection and abundance or density. The accuracy of abundance and density estimates depends on the ability to model factors affecting detection probability. Non-spatial capture-recapture models have recently evolved into spatial capture-recapture models that directly include the effect of distances between an animal's home range centre and trap locations on detection probability. Most studies comparing non-spatial and spatial capture-recapture biases focussed on single year models and no studies have compared the accuracy of demographic parameter estimates from open population models. We applied open population non-spatial and spatial capture-recapture models to three years of grizzly bear DNA-based data from Banff National Park and simulated data sets. The two models produced similar estimates of grizzly bear apparent survival, per capita recruitment, and population growth rates but the spatial capture-recapture models had better fit. Simulations showed that spatial capture-recapture models produced more accurate parameter estimates with better credible interval coverage than non-spatial capture-recapture models. Non-spatial capture-recapture models produced negatively biased estimates of apparent survival and positively biased estimates of per capita recruitment. The spatial capture-recapture grizzly bear population growth rates and 95% highest posterior density averaged across the three years were 0.925 (0.786-1.071 for females, 0.844 (0.703-0.975 for males, and 0.882 (0.779-0.981 for females and males combined. The non-spatial capture-recapture population growth rates were 0.894 (0.758-1.024 for females, 0.825 (0.700-0.948 for males, and 0.863 (0.771-0.957 for both sexes. The combination of low densities, low reproductive rates, and predominantly negative

Estimating the price elasticity of beer: meta-analysis of data with heterogeneity, dependence, and publication bias.

Science.gov (United States)

Nelson, Jon P

2014-01-01

Precise estimates of price elasticities are important for alcohol tax policy. Using meta-analysis, this paper corrects average beer elasticities for heterogeneity, dependence, and publication selection bias. A sample of 191 estimates is obtained from 114 primary studies. Simple and weighted means are reported. Dependence is addressed by restricting number of estimates per study, author-restricted samples, and author-specific variables. Publication bias is addressed using funnel graph, trim-and-fill, and Egger's intercept model. Heterogeneity and selection bias are examined jointly in meta-regressions containing moderator variables for econometric methodology, primary data, and precision of estimates. Results for fixed- and random-effects regressions are reported. Country-specific effects and sample time periods are unimportant, but several methodology variables help explain the dispersion of estimates. In models that correct for selection bias and heterogeneity, the average beer price elasticity is about -0.20, which is less elastic by 50% compared to values commonly used in alcohol tax policy simulations. Copyright © 2013 Elsevier B.V. All rights reserved.

Application of spreadsheet to estimate infiltration parameters

Directory of Open Access Journals (Sweden)

Mohammad Zakwan

2016-09-01

Full Text Available Infiltration is the process of flow of water into the ground through the soil surface. Soil water although contributes a negligible fraction of total water present on earth surface, but is of utmost importance for plant life. Estimation of infiltration rates is of paramount importance for estimation of effective rainfall, groundwater recharge, and designing of irrigation systems. Numerous infiltration models are in use for estimation of infiltration rates. The conventional graphical approach for estimation of infiltration parameters often fails to estimate the infiltration parameters precisely. The generalised reduced gradient (GRG solver is reported to be a powerful tool for estimating parameters of nonlinear equations and it has, therefore, been implemented to estimate the infiltration parameters in the present paper. Field data of infiltration rate available in literature for sandy loam soils of Umuahia, Nigeria were used to evaluate the performance of GRG solver. A comparative study of graphical method and GRG solver shows that the performance of GRG solver is better than that of conventional graphical method for estimation of infiltration rates. Further, the performance of Kostiakov model has been found to be better than the Horton and Philip's model in most of the cases based on both the approaches of parameter estimation.

Parameter Estimation of Partial Differential Equation Models.

Science.gov (United States)

Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

2013-01-01

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

Bias Corrections for Standardized Effect Size Estimates Used with Single-Subject Experimental Designs

Science.gov (United States)

Ugille, Maaike; Moeyaert, Mariola; Beretvas, S. Natasha; Ferron, John M.; Van den Noortgate, Wim

2014-01-01

A multilevel meta-analysis can combine the results of several single-subject experimental design studies. However, the estimated effects are biased if the effect sizes are standardized and the number of measurement occasions is small. In this study, the authors investigated 4 approaches to correct for this bias. First, the standardized effect…

Precision Parameter Estimation and Machine Learning

Science.gov (United States)

Wandelt, Benjamin D.

2008-12-01

I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.

Bias-reduced estimation of long memory stochastic volatility

DEFF Research Database (Denmark)

Frederiksen, Per; Nielsen, Morten Ørregaard

We propose to use a variant of the local polynomial Whittle estimator to estimate the memory parameter in volatility for long memory stochastic volatility models with potential nonstation- arity in the volatility process. We show that the estimator is asymptotically normal and capable of obtaining...

Competing risk bias was common in Kaplan-Meier risk estimates published in prominent medical journals.

Science.gov (United States)

van Walraven, Carl; McAlister, Finlay A

2016-01-01

Risk estimates from Kaplan-Meier curves are well known to medical researchers, reviewers, and editors. In this study, we determined the proportion of Kaplan-Meier analyses published in prominent medical journals that are potentially biased because of competing events ("competing risk bias"). We randomly selected 100 studies that had at least one Kaplan-Meier analysis and were recently published in prominent medical journals. Susceptibility to competing risk bias was determined by examining the outcome and potential competing events. In susceptible studies, bias was quantified using a previously validated prediction model when the number of outcomes and competing events were given. Forty-six studies (46%) contained Kaplan-Meier analyses susceptible to competing risk bias. Sixteen studies (34.8%) susceptible to competing risk cited the number of outcomes and competing events; in six of these studies (6/16, 37.5%), the outcome risk from the Kaplan-Meier estimate (relative to the true risk) was biased upward by 10% or more. Almost half of Kaplan-Meier analyses published in medical journals are susceptible to competing risk bias and may overestimate event risk. This bias was found to be quantitatively important in a third of such studies. Copyright © 2016 Elsevier Inc. All rights reserved.

Improving RNA-Seq expression estimates by correcting for fragment bias

Science.gov (United States)

2011-01-01

The biochemistry of RNA-Seq library preparation results in cDNA fragments that are not uniformly distributed within the transcripts they represent. This non-uniformity must be accounted for when estimating expression levels, and we show how to perform the needed corrections using a likelihood based approach. We find improvements in expression estimates as measured by correlation with independently performed qRT-PCR and show that correction of bias leads to improved replicability of results across libraries and sequencing technologies. PMID:21410973

Parameter Estimation of Partial Differential Equation Models

KAUST Repository

Xun, Xiaolei

2013-09-01

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.

Improving real-time estimation of heavy-to-extreme precipitation using rain gauge data via conditional bias-penalized optimal estimation

Science.gov (United States)

Seo, Dong-Jun; Siddique, Ridwan; Zhang, Yu; Kim, Dongsoo

2014-11-01

A new technique for gauge-only precipitation analysis for improved estimation of heavy-to-extreme precipitation is described and evaluated. The technique is based on a novel extension of classical optimal linear estimation theory in which, in addition to error variance, Type-II conditional bias (CB) is explicitly minimized. When cast in the form of well-known kriging, the methodology yields a new kriging estimator, referred to as CB-penalized kriging (CBPK). CBPK, however, tends to yield negative estimates in areas of no or light precipitation. To address this, an extension of CBPK, referred to herein as extended conditional bias penalized kriging (ECBPK), has been developed which combines the CBPK estimate with a trivial estimate of zero precipitation. To evaluate ECBPK, we carried out real-world and synthetic experiments in which ECBPK and the gauge-only precipitation analysis procedure used in the NWS's Multisensor Precipitation Estimator (MPE) were compared for estimation of point precipitation and mean areal precipitation (MAP), respectively. The results indicate that ECBPK improves hourly gauge-only estimation of heavy-to-extreme precipitation significantly. The improvement is particularly large for estimation of MAP for a range of combinations of basin size and rain gauge network density. This paper describes the technique, summarizes the results and shares ideas for future research.

Assessing the Regional/Diurnal Bias between Satellite Retrievals and GEOS-5/MERRA Model Estimates of Land Surface Temperature

Science.gov (United States)

Scarino, B. R.; Smith, W. L., Jr.; Minnis, P.; Bedka, K. M.

2017-12-01

Atmospheric models rely on high-accuracy, high-resolution initial radiometric and surface conditions for better short-term meteorological forecasts, as well as improved evaluation of global climate models. Continuous remote sensing of the Earth's energy budget, as conducted by the Clouds and Earth's Radiant Energy System (CERES) project, allows for near-realtime evaluation of cloud and surface radiation properties. It is unfortunately common for there to be bias between atmospheric/surface radiation models and Earth-observations. For example, satellite-observed surface skin temperature (Ts), an important parameter for characterizing the energy exchange at the ground/water-atmosphere interface, can be biased due to atmospheric adjustment assumptions and anisotropy effects. Similarly, models are potentially biased by errors in initial conditions and regional forcing assumptions, which can be mitigated through assimilation with true measurements. As such, when frequent, broad-coverage, and accurate retrievals of satellite Ts are available, important insights into model estimates of Ts can be gained. The Satellite ClOud and Radiation Property retrieval System (SatCORPS) employs a single-channel thermal-infrared method to produce anisotropy-corrected Ts over clear-sky land and ocean surfaces from data taken by geostationary Earth orbit (GEO) satellite imagers. Regional and diurnal changes in model land surface temperature (LST) performance can be assessed owing to the somewhat continuous measurements of the LST offered by GEO satellites - measurements which are accurate to within 0.2 K. A seasonal, hourly comparison of satellite-observed LST with the NASA Goddard Earth Observing System Version 5 (GEOS-5) and the Modern-Era Retrospective Analysis for Research and Applications (MERRA) LST estimates is conducted to reveal regional and diurnal biases. This assessment is an important first step for evaluating the effectiveness of Ts assimilation, as well for determining the

Parameter Estimation for Thurstone Choice Models

Energy Technology Data Exchange (ETDEWEB)

Vojnovic, Milan [London School of Economics (United Kingdom); Yun, Seyoung [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-04-24

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one or more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.

A new Bayesian recursive technique for parameter estimation

Science.gov (United States)

Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

2006-08-01

The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

How many dinosaur species were there? Fossil bias and true richness estimated using a Poisson sampling model.

Science.gov (United States)

Starrfelt, Jostein; Liow, Lee Hsiang

2016-04-05

The fossil record is a rich source of information about biological diversity in the past. However, the fossil record is not only incomplete but has also inherent biases due to geological, physical, chemical and biological factors. Our knowledge of past life is also biased because of differences in academic and amateur interests and sampling efforts. As a result, not all individuals or species that lived in the past are equally likely to be discovered at any point in time or space. To reconstruct temporal dynamics of diversity using the fossil record, biased sampling must be explicitly taken into account. Here, we introduce an approach that uses the variation in the number of times each species is observed in the fossil record to estimate both sampling bias and true richness. We term our technique TRiPS (True Richness estimated using a Poisson Sampling model) and explore its robustness to violation of its assumptions via simulations. We then venture to estimate sampling bias and absolute species richness of dinosaurs in the geological stages of the Mesozoic. Using TRiPS, we estimate that 1936 (1543-2468) species of dinosaurs roamed the Earth during the Mesozoic. We also present improved estimates of species richness trajectories of the three major dinosaur clades: the sauropodomorphs, ornithischians and theropods, casting doubt on the Jurassic-Cretaceous extinction event and demonstrating that all dinosaur groups are subject to considerable sampling bias throughout the Mesozoic. © 2016 The Authors.

Ranking as parameter estimation

Czech Academy of Sciences Publication Activity Database

Kárný, Miroslav; Guy, Tatiana Valentine

2009-01-01

Roč. 4, č. 2 (2009), s. 142-158 ISSN 1745-7645 R&D Projects: GA MŠk 2C06001; GA AV ČR 1ET100750401; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : ranking * Bayesian estimation * negotiation * modelling Subject RIV: BB - Applied Statistics, Operational Research http://library.utia.cas.cz/separaty/2009/AS/karny- ranking as parameter estimation.pdf

Cosmological parameter estimation using Particle Swarm Optimization

Science.gov (United States)

Prasad, J.; Souradeep, T.

2014-03-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

Cosmological parameter estimation using Particle Swarm Optimization

International Nuclear Information System (INIS)

Prasad, J; Souradeep, T

2014-01-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite

Statistics of Parameter Estimates: A Concrete Example

KAUST Repository

Aguilar, Oscar

2015-01-01

© 2015 Society for Industrial and Applied Mathematics. Most mathematical models include parameters that need to be determined from measurements. The estimated values of these parameters and their uncertainties depend on assumptions made about noise levels, models, or prior knowledge. But what can we say about the validity of such estimates, and the influence of these assumptions? This paper is concerned with methods to address these questions, and for didactic purposes it is written in the context of a concrete nonlinear parameter estimation problem. We will use the results of a physical experiment conducted by Allmaras et al. at Texas A&M University [M. Allmaras et al., SIAM Rev., 55 (2013), pp. 149-167] to illustrate the importance of validation procedures for statistical parameter estimation. We describe statistical methods and data analysis tools to check the choices of likelihood and prior distributions, and provide examples of how to compare Bayesian results with those obtained by non-Bayesian methods based on different types of assumptions. We explain how different statistical methods can be used in complementary ways to improve the understanding of parameter estimates and their uncertainties.

Estimated time of arrival and debiasing the time saving bias.

Science.gov (United States)

Eriksson, Gabriella; Patten, Christopher J D; Svenson, Ola; Eriksson, Lars

2015-01-01

The time saving bias predicts that the time saved when increasing speed from a high speed is overestimated, and underestimated when increasing speed from a slow speed. In a questionnaire, time saving judgements were investigated when information of estimated time to arrival was provided. In an active driving task, an alternative meter indicating the inverted speed was used to debias judgements. The simulated task was to first drive a distance at a given speed, and then drive the same distance again at the speed the driver judged was required to gain exactly 3 min in travel time compared with the first drive. A control group performed the same task with a speedometer and saved less than the targeted 3 min when increasing speed from a high speed, and more than 3 min when increasing from a low speed. Participants in the alternative meter condition were closer to the target. The two studies corroborate a time saving bias and show that biased intuitive judgements can be debiased by displaying the inverted speed. Practitioner Summary: Previous studies have shown a cognitive bias in judgements of the time saved by increasing speed. This simulator study aims to improve driver judgements by introducing a speedometer indicating the inverted speed in active driving. The results show that the bias can be reduced by presenting the inverted speed and this finding can be used when designing in-car information systems.

Thermophysical Property Estimation by Transient Experiments: The Effect of a Biased Initial Temperature Distribution

Directory of Open Access Journals (Sweden)

Federico Scarpa

2015-01-01

Full Text Available The identification of thermophysical properties of materials in dynamic experiments can be conveniently performed by the inverse solution of the associated heat conduction problem (IHCP. The inverse technique demands the knowledge of the initial temperature distribution within the material. As only a limited number of temperature sensors (or no sensor at all are arranged inside the test specimen, the knowledge of the initial temperature distribution is affected by some uncertainty. This uncertainty, together with other possible sources of bias in the experimental procedure, will propagate in the estimation process and the accuracy of the reconstructed thermophysical property values could deteriorate. In this work the effect on the estimated thermophysical properties due to errors in the initial temperature distribution is investigated along with a practical method to quantify this effect. Furthermore, a technique for compensating this kind of bias is proposed. The method consists in including the initial temperature distribution among the unknown functions to be estimated. In this way the effect of the initial bias is removed and the accuracy of the identified thermophysical property values is highly improved.

Estimating Soil Hydraulic Parameters using Gradient Based Approach

Science.gov (United States)

Rai, P. K.; Tripathi, S.

2017-12-01

The conventional way of estimating parameters of a differential equation is to minimize the error between the observations and their estimates. The estimates are produced from forward solution (numerical or analytical) of differential equation assuming a set of parameters. Parameter estimation using the conventional approach requires high computational cost, setting-up of initial and boundary conditions, and formation of difference equations in case the forward solution is obtained numerically. Gaussian process based approaches like Gaussian Process Ordinary Differential Equation (GPODE) and Adaptive Gradient Matching (AGM) have been developed to estimate the parameters of Ordinary Differential Equations without explicitly solving them. Claims have been made that these approaches can straightforwardly be extended to Partial Differential Equations; however, it has been never demonstrated. This study extends AGM approach to PDEs and applies it for estimating parameters of Richards equation. Unlike the conventional approach, the AGM approach does not require setting-up of initial and boundary conditions explicitly, which is often difficult in real world application of Richards equation. The developed methodology was applied to synthetic soil moisture data. It was seen that the proposed methodology can estimate the soil hydraulic parameters correctly and can be a potential alternative to the conventional method.

Partial verification bias and incorporation bias affected accuracy estimates of diagnostic studies for biomarkers that were part of an existing composite gold standard.

Science.gov (United States)

Karch, Annika; Koch, Armin; Zapf, Antonia; Zerr, Inga; Karch, André

2016-10-01

To investigate how choice of gold standard biases estimates of sensitivity and specificity in studies reassessing the diagnostic accuracy of biomarkers that are already part of a lifetime composite gold standard (CGS). We performed a simulation study based on the real-life example of the biomarker "protein 14-3-3" used for diagnosing Creutzfeldt-Jakob disease. Three different types of gold standard were compared: perfect gold standard "autopsy" (available in a small fraction only; prone to partial verification bias), lifetime CGS (including the biomarker under investigation; prone to incorporation bias), and "best available" gold standard (autopsy if available, otherwise CGS). Sensitivity was unbiased when comparing 14-3-3 with autopsy but overestimated when using CGS or "best available" gold standard. Specificity of 14-3-3 was underestimated in scenarios comparing 14-3-3 with autopsy (up to 24%). In contrast, overestimation (up to 20%) was observed for specificity compared with CGS; this could be reduced to 0-10% when using the "best available" gold standard. Choice of gold standard affects considerably estimates of diagnostic accuracy. Using the "best available" gold standard (autopsy where available, otherwise CGS) leads to valid estimates of specificity, whereas sensitivity is estimated best when tested against autopsy alone. Copyright © 2016 Elsevier Inc. All rights reserved.

State Estimation-based Transmission line parameter identification

Directory of Open Access Journals (Sweden)

Fredy Andrés Olarte Dussán

2010-01-01

Full Text Available This article presents two state-estimation-based algorithms for identifying transmission line parameters. The identification technique used simultaneous state-parameter estimation on an artificial power system composed of several copies of the same transmission line, using measurements at different points in time. The first algorithm used active and reactive power measurements at both ends of the line. The second method used synchronised phasor voltage and current measurements at both ends. The algorithms were tested in simulated conditions on the 30-node IEEE test system. All line parameters for this system were estimated with errors below 1%.

Performances of some estimators of linear model with ...

African Journals Online (AJOL)

The estimators are compared by examing the finite properties of estimators namely; sum of biases, sum of absolute biases, sum of variances and sum of the mean squared error of the estimated parameter of the model. Results show that when the autocorrelation level is small (ρ=0.4), the MLGD estimator is best except when ...

Fitting N-mixture models to count data with unmodeled heterogeneity: Bias, diagnostics, and alternative approaches

Science.gov (United States)

Duarte, Adam; Adams, Michael J.; Peterson, James T.

2018-01-01

Monitoring animal populations is central to wildlife and fisheries management, and the use of N-mixture models toward these efforts has markedly increased in recent years. Nevertheless, relatively little work has evaluated estimator performance when basic assumptions are violated. Moreover, diagnostics to identify when bias in parameter estimates from N-mixture models is likely is largely unexplored. We simulated count data sets using 837 combinations of detection probability, number of sample units, number of survey occasions, and type and extent of heterogeneity in abundance or detectability. We fit Poisson N-mixture models to these data, quantified the bias associated with each combination, and evaluated if the parametric bootstrap goodness-of-fit (GOF) test can be used to indicate bias in parameter estimates. We also explored if assumption violations can be diagnosed prior to fitting N-mixture models. In doing so, we propose a new model diagnostic, which we term the quasi-coefficient of variation (QCV). N-mixture models performed well when assumptions were met and detection probabilities were moderate (i.e., ≥0.3), and the performance of the estimator improved with increasing survey occasions and sample units. However, the magnitude of bias in estimated mean abundance with even slight amounts of unmodeled heterogeneity was substantial. The parametric bootstrap GOF test did not perform well as a diagnostic for bias in parameter estimates when detectability and sample sizes were low. The results indicate the QCV is useful to diagnose potential bias and that potential bias associated with unidirectional trends in abundance or detectability can be diagnosed using Poisson regression. This study represents the most thorough assessment to date of assumption violations and diagnostics when fitting N-mixture models using the most commonly implemented error distribution. Unbiased estimates of population state variables are needed to properly inform management decision

CPI Bias in Korea

Directory of Open Access Journals (Sweden)

Chul Chung

2007-12-01

Full Text Available We estimate the CPI bias in Korea by employing the approach of Engel’s Law as suggested by Hamilton (2001. This paper is the first attempt to estimate the bias using Korean panel data, Korean Labor and Income Panel Study(KLIPS. Following Hamilton’s model with non­linear specification correction, our estimation result shows that the cumulative CPI bias over the sample period (2000-2005 was 0.7 percent annually. This CPI bias implies that about 21 percent of the inflation rate during the period can be attributed to the bias. In light of purchasing power parity, we provide an interpretation of the estimated bias.

Robust Parameter and Signal Estimation in Induction Motors

DEFF Research Database (Denmark)

Børsting, H.

This thesis deals with theories and methods for robust parameter and signal estimation in induction motors. The project originates in industrial interests concerning sensor-less control of electrical drives. During the work, some general problems concerning estimation of signals and parameters...... in nonlinear systems, have been exposed. The main objectives of this project are: - analysis and application of theories and methods for robust estimation of parameters in a model structure, obtained from knowledge of the physics of the induction motor. - analysis and application of theories and methods...... for robust estimation of the rotor speed and driving torque of the induction motor based only on measurements of stator voltages and currents. Only contimuous-time models have been used, which means that physical related signals and parameters are estimated directly and not indirectly by some discrete...

Standard Errors of Estimated Latent Variable Scores with Estimated Structural Parameters

Science.gov (United States)

Hoshino, Takahiro; Shigemasu, Kazuo

2008-01-01

The authors propose a concise formula to evaluate the standard error of the estimated latent variable score when the true values of the structural parameters are not known and must be estimated. The formula can be applied to factor scores in factor analysis or ability parameters in item response theory, without bootstrap or Markov chain Monte…

Considerations about expected a posteriori estimation in adaptive testing: adaptive a priori, adaptive correction for bias, and adaptive integration interval.

Science.gov (United States)

Raiche, Gilles; Blais, Jean-Guy

2009-01-01

In a computerized adaptive test, we would like to obtain an acceptable precision of the proficiency level estimate using an optimal number of items. Unfortunately, decreasing the number of items is accompanied by a certain degree of bias when the true proficiency level differs significantly from the a priori estimate. The authors suggest that it is possible to reduced the bias, and even the standard error of the estimate, by applying to each provisional estimation one or a combination of the following strategies: adaptive correction for bias proposed by Bock and Mislevy (1982), adaptive a priori estimate, and adaptive integration interval.

Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange

Science.gov (United States)

Takaishi, Tetsuya

2018-06-01

The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.

Parameter estimation and inverse problems

CERN Document Server

Aster, Richard C; Thurber, Clifford H

2005-01-01

Parameter Estimation and Inverse Problems primarily serves as a textbook for advanced undergraduate and introductory graduate courses. Class notes have been developed and reside on the World Wide Web for faciliting use and feedback by teaching colleagues. The authors'' treatment promotes an understanding of fundamental and practical issus associated with parameter fitting and inverse problems including basic theory of inverse problems, statistical issues, computational issues, and an understanding of how to analyze the success and limitations of solutions to these probles. The text is also a practical resource for general students and professional researchers, where techniques and concepts can be readily picked up on a chapter-by-chapter basis.Parameter Estimation and Inverse Problems is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who may not have an extensive mathematical background. It is accompanied by a Web site that...

Pollen parameters estimates of genetic variability among newly ...

African Journals Online (AJOL)

Pollen parameters estimates of genetic variability among newly selected Nigerian roselle (Hibiscus sabdariffa L.) genotypes. ... Estimates of some pollen parameters where used to assess the genetic diversity among ... HOW TO USE AJOL.

A Comparative Study of Distribution System Parameter Estimation Methods

Energy Technology Data Exchange (ETDEWEB)

Sun, Yannan; Williams, Tess L.; Gourisetti, Sri Nikhil Gup

2016-07-17

In this paper, we compare two parameter estimation methods for distribution systems: residual sensitivity analysis and state-vector augmentation with a Kalman filter. These two methods were originally proposed for transmission systems, and are still the most commonly used methods for parameter estimation. Distribution systems have much lower measurement redundancy than transmission systems. Therefore, estimating parameters is much more difficult. To increase the robustness of parameter estimation, the two methods are applied with combined measurement snapshots (measurement sets taken at different points in time), so that the redundancy for computing the parameter values is increased. The advantages and disadvantages of both methods are discussed. The results of this paper show that state-vector augmentation is a better approach for parameter estimation in distribution systems. Simulation studies are done on a modified version of IEEE 13-Node Test Feeder with varying levels of measurement noise and non-zero error in the other system model parameters.

Multi-Parameter Estimation for Orthorhombic Media

KAUST Repository

Masmoudi, Nabil

2015-08-19

Building reliable anisotropy models is crucial in seismic modeling, imaging and full waveform inversion. However, estimating anisotropy parameters is often hampered by the trade off between inhomogeneity and anisotropy. For instance, one way to estimate the anisotropy parameters is to relate them analytically to traveltimes, which is challenging in inhomogeneous media. Using perturbation theory, we develop travel-time approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2 and a parameter Δγ in inhomogeneous background media. Specifically, our expansion assumes inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. This approach has two main advantages: in one hand, it provides a computationally efficient tool to solve the orthorhombic eikonal equation, on the other hand, it provides a mechanism to scan for the best fitting anisotropy parameters without the need for repetitive modeling of traveltimes, because the coefficients of the traveltime expansion are independent of the perturbed parameters. Furthermore, the coefficients of the traveltime expansion provide insights on the sensitivity of the traveltime with respect to the perturbed parameters. We show the accuracy of the traveltime approximations as well as an approach for multi-parameter scanning in orthorhombic media.

Multi-Parameter Estimation for Orthorhombic Media

KAUST Repository

Masmoudi, Nabil; Alkhalifah, Tariq Ali

2015-01-01

Building reliable anisotropy models is crucial in seismic modeling, imaging and full waveform inversion. However, estimating anisotropy parameters is often hampered by the trade off between inhomogeneity and anisotropy. For instance, one way to estimate the anisotropy parameters is to relate them analytically to traveltimes, which is challenging in inhomogeneous media. Using perturbation theory, we develop travel-time approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2 and a parameter Δγ in inhomogeneous background media. Specifically, our expansion assumes inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. This approach has two main advantages: in one hand, it provides a computationally efficient tool to solve the orthorhombic eikonal equation, on the other hand, it provides a mechanism to scan for the best fitting anisotropy parameters without the need for repetitive modeling of traveltimes, because the coefficients of the traveltime expansion are independent of the perturbed parameters. Furthermore, the coefficients of the traveltime expansion provide insights on the sensitivity of the traveltime with respect to the perturbed parameters. We show the accuracy of the traveltime approximations as well as an approach for multi-parameter scanning in orthorhombic media.

Parameter and State Estimator for State Space Models

Directory of Open Access Journals (Sweden)

Ruifeng Ding

2014-01-01

Full Text Available This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.

Parameter Estimation in Stochastic Grey-Box Models

DEFF Research Database (Denmark)

Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay

2004-01-01

An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...... and proves to have better performance both in terms of quality of estimates for nonlinear systems with significant diffusion and in terms of reproducibility. In particular, the new tool provides more accurate and more consistent estimates of the parameters of the diffusion term....

Traveltime approximations and parameter estimation for orthorhombic media

KAUST Repository

Masmoudi, Nabil

2016-05-30

Building anisotropy models is necessary for seismic modeling and imaging. However, anisotropy estimation is challenging due to the trade-off between inhomogeneity and anisotropy. Luckily, we can estimate the anisotropy parameters Building anisotropy models is necessary for seismic modeling and imaging. However, anisotropy estimation is challenging due to the trade-off between inhomogeneity and anisotropy. Luckily, we can estimate the anisotropy parameters if we relate them analytically to traveltimes. Using perturbation theory, we have developed traveltime approximations for orthorhombic media as explicit functions of the anellipticity parameters η1, η2, and Δχ in inhomogeneous background media. The parameter Δχ is related to Tsvankin-Thomsen notation and ensures easier computation of traveltimes in the background model. Specifically, our expansion assumes an inhomogeneous ellipsoidal anisotropic background model, which can be obtained from well information and stacking velocity analysis. We have used the Shanks transform to enhance the accuracy of the formulas. A homogeneous medium simplification of the traveltime expansion provided a nonhyperbolic moveout description of the traveltime that was more accurate than other derived approximations. Moreover, the formulation provides a computationally efficient tool to solve the eikonal equation of an orthorhombic medium, without any constraints on the background model complexity. Although, the expansion is based on the factorized representation of the perturbation parameters, smooth variations of these parameters (represented as effective values) provides reasonable results. Thus, this formulation provides a mechanism to estimate the three effective parameters η1, η2, and Δχ. We have derived Dix-type formulas for orthorhombic medium to convert the effective parameters to their interval values.

Parameter Estimation of Nonlinear Models in Forestry.

OpenAIRE

Fekedulegn, Desta; Mac Siúrtáin, Máirtín Pádraig; Colbert, Jim J.

1999-01-01

Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz, logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear growth models are presented. The application of these partial derivatives in estimating the model parameters is illustrated. The parameters are estimated using the Marquardt iterative method of nonlinear regression relating top height to age of Norway spruce (Picea abies L.) from the Bowmont Norway Spruce Thinnin...

Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation

International Nuclear Information System (INIS)

Gershgorin, B.; Harlim, J.; Majda, A.J.

2010-01-01

The filtering and predictive skill for turbulent signals is often limited by the lack of information about the true dynamics of the system and by our inability to resolve the assumed dynamics with sufficiently high resolution using the current computing power. The standard approach is to use a simple yet rich family of constant parameters to account for model errors through parameterization. This approach can have significant skill by fitting the parameters to some statistical feature of the true signal; however in the context of real-time prediction, such a strategy performs poorly when intermittent transitions to instability occur. Alternatively, we need a set of dynamic parameters. One strategy for estimating parameters on the fly is a stochastic parameter estimation through partial observations of the true signal. In this paper, we extend our newly developed stochastic parameter estimation strategy, the Stochastic Parameterization Extended Kalman Filter (SPEKF), to filtering sparsely observed spatially extended turbulent systems which exhibit abrupt stability transition from time to time despite a stable average behavior. For our primary numerical example, we consider a turbulent system of externally forced barotropic Rossby waves with instability introduced through intermittent negative damping. We find high filtering skill of SPEKF applied to this toy model even in the case of very sparse observations (with only 15 out of the 105 grid points observed) and with unspecified external forcing and damping. Additive and multiplicative bias corrections are used to learn the unknown features of the true dynamics from observations. We also present a comprehensive study of predictive skill in the one-mode context including the robustness toward variation of stochastic parameters, imperfect initial conditions and finite ensemble effect. Furthermore, the proposed stochastic parameter estimation scheme applied to the same spatially extended Rossby wave system demonstrates

Nonlinear Parameter Estimation in Microbiological Degradation Systems and Statistic Test for Common Estimation

DEFF Research Database (Denmark)

Sommer, Helle Mølgaard; Holst, Helle; Spliid, Henrik

1995-01-01

Three identical microbiological experiments were carried out and analysed in order to examine the variability of the parameter estimates. The microbiological system consisted of a substrate (toluene) and a biomass (pure culture) mixed together in an aquifer medium. The degradation of the substrate...... and the growth of the biomass are described by the Monod model consisting of two nonlinear coupled first-order differential equations. The objective of this study was to estimate the kinetic parameters in the Monod model and to test whether the parameters from the three identical experiments have the same values....... Estimation of the parameters was obtained using an iterative maximum likelihood method and the test used was an approximative likelihood ratio test. The test showed that the three sets of parameters were identical only on a 4% alpha level....

Parameter estimation in X-ray astronomy

International Nuclear Information System (INIS)

Lampton, M.; Margon, B.; Bowyer, S.

1976-01-01

The problems of model classification and parameter estimation are examined, with the objective of establishing the statistical reliability of inferences drawn from X-ray observations. For testing the validities of classes of models, the procedure based on minimizing the chi 2 statistic is recommended; it provides a rejection criterion at any desired significance level. Once a class of models has been accepted, a related procedure based on the increase of chi 2 gives a confidence region for the values of the model's adjustable parameters. The procedure allows the confidence level to be chosen exactly, even for highly nonlinear models. Numerical experiments confirm the validity of the prescribed technique.The chi 2 /sub min/+1 error estimation method is evaluated and found unsuitable when several parameter ranges are to be derived, because it substantially underestimates their joint errors. The ratio of variances method, while formally correct, gives parameter confidence regions which are more variable than necessary

A Novel Nonlinear Parameter Estimation Method of Soft Tissues

Directory of Open Access Journals (Sweden)

Qianqian Tong

2017-12-01

Full Text Available The elastic parameters of soft tissues are important for medical diagnosis and virtual surgery simulation. In this study, we propose a novel nonlinear parameter estimation method for soft tissues. Firstly, an in-house data acquisition platform was used to obtain external forces and their corresponding deformation values. To provide highly precise data for estimating nonlinear parameters, the measured forces were corrected using the constructed weighted combination forecasting model based on a support vector machine (WCFM_SVM. Secondly, a tetrahedral finite element parameter estimation model was established to describe the physical characteristics of soft tissues, using the substitution parameters of Young’s modulus and Poisson’s ratio to avoid solving complicated nonlinear problems. To improve the robustness of our model and avoid poor local minima, the initial parameters solved by a linear finite element model were introduced into the parameter estimation model. Finally, a self-adapting Levenberg–Marquardt (LM algorithm was presented, which is capable of adaptively adjusting iterative parameters to solve the established parameter estimation model. The maximum absolute error of our WCFM_SVM model was less than 0.03 Newton, resulting in more accurate forces in comparison with other correction models tested. The maximum absolute error between the calculated and measured nodal displacements was less than 1.5 mm, demonstrating that our nonlinear parameters are precise.

Estimates for the parameters of the heavy quark expansion

Energy Technology Data Exchange (ETDEWEB)

Heinonen, Johannes; Mannel, Thomas [Universitaet Siegen (Germany)

2015-07-01

We give improved estimates for the non-perturbative parameters appearing in the heavy quark expansion for inclusive decays. While the parameters appearing in low orders of this expansion can be extracted from data, the number of parameters in higher orders proliferates strongly, making a determination of these parameters from data impossible. Thus, one has to rely on theoretical estimates which may be obtained from an insertion of intermediate states. We refine this method and attempt to estimate the uncertainties of this approach.

Maximum likelihood estimation of ancestral codon usage bias parameters in Drosophila

DEFF Research Database (Denmark)

Nielsen, Rasmus; Bauer DuMont, Vanessa L; Hubisz, Melissa J

2007-01-01

: the selection coefficient for optimal codon usage (S), allowing joint maximum likelihood estimation of S and the dN/dS ratio. We apply the method to previously published data from Drosophila melanogaster, Drosophila simulans, and Drosophila yakuba and show, in accordance with previous results, that the D...

Estimation in Discretely Observed Diffusions Killed at a Threshold

DEFF Research Database (Denmark)

Bibbona, Enrico; Ditlevsen, Susanne

2013-01-01

are modelled as discretely observed diffusions which are killed when the threshold is reached. Statistical inference is often based on a misspecified likelihood ignoring the presence of the threshold causing severe bias, e.g. the bias incurred in the drift parameters of the Ornstein–Uhlenbeck model...... for biological relevant parameters can be up to 25–100 per cent. We compute or approximate the likelihood function of the killed process. When estimating from a single trajectory, considerable bias may still be present, and the distribution of the estimates can be heavily skewed and with a huge variance...

A simulation of water pollution model parameter estimation

Science.gov (United States)

Kibler, J. F.

1976-01-01

A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.

Estimation of Poisson-Dirichlet Parameters with Monotone Missing Data

Directory of Open Access Journals (Sweden)

Xueqin Zhou

2017-01-01

Full Text Available This article considers the estimation of the unknown numerical parameters and the density of the base measure in a Poisson-Dirichlet process prior with grouped monotone missing data. The numerical parameters are estimated by the method of maximum likelihood estimates and the density function is estimated by kernel method. A set of simulations was conducted, which shows that the estimates perform well.

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

Science.gov (United States)

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.

Generalized shrunken type-GM estimator and its application

International Nuclear Information System (INIS)

Ma, C Z; Du, Y L

2014-01-01

The parameter estimation problem in linear model is considered when multicollinearity and outliers exist simultaneously. A class of new robust biased estimator, Generalized Shrunken Type-GM Estimation, with their calculated methods are established by combination of GM estimator and biased estimator include Ridge estimate, Principal components estimate and Liu estimate and so on. A numerical example shows that the most attractive advantage of these new estimators is that they can not only overcome the multicollinearity of coefficient matrix and outliers but also have the ability to control the influence of leverage points

Generalized shrunken type-GM estimator and its application

Science.gov (United States)

Ma, C. Z.; Du, Y. L.

2014-03-01

The parameter estimation problem in linear model is considered when multicollinearity and outliers exist simultaneously. A class of new robust biased estimator, Generalized Shrunken Type-GM Estimation, with their calculated methods are established by combination of GM estimator and biased estimator include Ridge estimate, Principal components estimate and Liu estimate and so on. A numerical example shows that the most attractive advantage of these new estimators is that they can not only overcome the multicollinearity of coefficient matrix and outliers but also have the ability to control the influence of leverage points.

Parameter estimation in stochastic differential equations

CERN Document Server

Bishwal, Jaya P N

2008-01-01

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.

Mean size estimation yields left-side bias: Role of attention on perceptual averaging.

Science.gov (United States)

Li, Kuei-An; Yeh, Su-Ling

2017-11-01

The human visual system can estimate mean size of a set of items effectively; however, little is known about whether information on each visual field contributes equally to the mean size estimation. In this study, we examined whether a left-side bias (LSB)-perceptual judgment tends to depend more heavily on left visual field's inputs-affects mean size estimation. Participants were instructed to estimate the mean size of 16 spots. In half of the trials, the mean size of the spots on the left side was larger than that on the right side (the left-larger condition) and vice versa (the right-larger condition). Our results illustrated an LSB: A larger estimated mean size was found in the left-larger condition than in the right-larger condition (Experiment 1), and the LSB vanished when participants' attention was effectively cued to the right side (Experiment 2b). Furthermore, the magnitude of LSB increased with stimulus-onset asynchrony (SOA), when spots on the left side were presented earlier than the right side. In contrast, the LSB vanished and then induced a reversed effect with SOA when spots on the right side were presented earlier (Experiment 3). This study offers the first piece of evidence suggesting that LSB does have a significant influence on mean size estimation of a group of items, which is induced by a leftward attentional bias that enhances the prior entry effect on the left side.

Summary of the DREAM8 Parameter Estimation Challenge: Toward Parameter Identification for Whole-Cell Models.

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Jonathan R Karr

2015-05-01

Full Text Available Whole-cell models that explicitly represent all cellular components at the molecular level have the potential to predict phenotype from genotype. However, even for simple bacteria, whole-cell models will contain thousands of parameters, many of which are poorly characterized or unknown. New algorithms are needed to estimate these parameters and enable researchers to build increasingly comprehensive models. We organized the Dialogue for Reverse Engineering Assessments and Methods (DREAM 8 Whole-Cell Parameter Estimation Challenge to develop new parameter estimation algorithms for whole-cell models. We asked participants to identify a subset of parameters of a whole-cell model given the model's structure and in silico "experimental" data. Here we describe the challenge, the best performing methods, and new insights into the identifiability of whole-cell models. We also describe several valuable lessons we learned toward improving future challenges. Going forward, we believe that collaborative efforts supported by inexpensive cloud computing have the potential to solve whole-cell model parameter estimation.

Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data.

Science.gov (United States)

Jeon, Jihyoun; Hsu, Li; Gorfine, Malka

2012-07-01

Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.

Detectability of migrating raptors and its effect on bias and precision of trend estimates

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Eric G. Nolte

2016-12-01

Full Text Available Annual counts of migrating raptors at fixed observation points are a widespread practice, and changes in numbers counted over time, adjusted for survey effort, are commonly used as indices of trends in population size. Unmodeled year-to-year variation in detectability may introduce bias, reduce precision of trend estimates, and reduce power to detect trends. We conducted dependent double-observer surveys at the annual fall raptor migration count at Lucky Peak, Idaho, in 2009 and 2010 and applied Huggins closed-capture removal models and information-theoretic model selection to determine the relative importance of factors affecting detectability. The most parsimonious model included effects of observer team identity, distance, species, and day of the season. We then simulated 30 years of counts with heterogeneous individual detectability, a population decline (λ = 0.964, and unexplained random variation in the number of available birds. Imperfect detectability did not bias trend estimation, and increased the time required to achieve 80% power by less than 11%. Results suggested that availability is a greater source of variance in annual counts than detectability; thus, efforts to account for availability would improve the monitoring value of migration counts. According to our models, long-term trends in observer efficiency or migratory flight distance may introduce substantial bias to trend estimates. Estimating detectability with a novel count protocol like our double-observer method is just one potential means of controlling such effects. The traditional approach of modeling the effects of covariates and adjusting the index may also be effective if ancillary data is collected consistently.

Direct estimation and correction of bias from temporally variable non-stationary noise in a channelized Hotelling model observer.

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Fetterly, Kenneth A; Favazza, Christopher P

2016-08-07

Channelized Hotelling model observer (CHO) methods were developed to assess performance of an x-ray angiography system. The analytical methods included correction for known bias error due to finite sampling. Detectability indices ([Formula: see text]) corresponding to disk-shaped objects with diameters in the range 0.5-4 mm were calculated. Application of the CHO for variable detector target dose (DTD) in the range 6-240 nGy frame(-1) resulted in [Formula: see text] estimates which were as much as 2.9×  greater than expected of a quantum limited system. Over-estimation of [Formula: see text] was presumed to be a result of bias error due to temporally variable non-stationary noise. Statistical theory which allows for independent contributions of 'signal' from a test object (o) and temporally variable non-stationary noise (ns) was developed. The theory demonstrates that the biased [Formula: see text] is the sum of the detectability indices associated with the test object [Formula: see text] and non-stationary noise ([Formula: see text]). Given the nature of the imaging system and the experimental methods, [Formula: see text] cannot be directly determined independent of [Formula: see text]. However, methods to estimate [Formula: see text] independent of [Formula: see text] were developed. In accordance with the theory, [Formula: see text] was subtracted from experimental estimates of [Formula: see text], providing an unbiased estimate of [Formula: see text]. Estimates of [Formula: see text] exhibited trends consistent with expectations of an angiography system that is quantum limited for high DTD and compromised by detector electronic readout noise for low DTD conditions. Results suggest that these methods provide [Formula: see text] estimates which are accurate and precise for [Formula: see text]. Further, results demonstrated that the source of bias was detector electronic readout noise. In summary, this work presents theory and methods to test for the

Parameter Estimation for Improving Association Indicators in Binary Logistic Regression

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Mahdi Bashiri

2012-02-01

Full Text Available The aim of this paper is estimation of Binary logistic regression parameters for maximizing the log-likelihood function with improved association indicators. In this paper the parameter estimation steps have been explained and then measures of association have been introduced and their calculations have been analyzed. Moreover a new related indicators based on membership degree level have been expressed. Indeed association measures demonstrate the number of success responses occurred in front of failure in certain number of Bernoulli independent experiments. In parameter estimation, existing indicators values is not sensitive to the parameter values, whereas the proposed indicators are sensitive to the estimated parameters during the iterative procedure. Therefore, proposing a new association indicator of binary logistic regression with more sensitivity to the estimated parameters in maximizing the log- likelihood in iterative procedure is innovation of this study.

Estimation of light transport parameters in biological media using ...

Indian Academy of Sciences (India)

Estimation of light transport parameters in biological media using coherent backscattering ... backscattered light for estimating the light transport parameters of biological media has been investigated. ... Pramana – Journal of Physics | News.

Statistics of Parameter Estimates: A Concrete Example

KAUST Repository

Aguilar, Oscar; Allmaras, Moritz; Bangerth, Wolfgang; Tenorio, Luis

2015-01-01

© 2015 Society for Industrial and Applied Mathematics. Most mathematical models include parameters that need to be determined from measurements. The estimated values of these parameters and their uncertainties depend on assumptions made about noise

Parameter Estimation of Partial Differential Equation Models

KAUST Repository

Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Maity, Arnab; Carroll, Raymond J.

2013-01-01

PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus

Estimating Sampling Biases and Measurement Uncertainties of AIRS-AMSU-A Temperature and Water Vapor Observations Using MERRA Reanalysis

Science.gov (United States)

Hearty, Thomas J.; Savtchenko, Andrey K.; Tian, Baijun; Fetzer, Eric; Yung, Yuk L.; Theobald, Michael; Vollmer, Bruce; Fishbein, Evan; Won, Young-In

2014-01-01

We use MERRA (Modern Era Retrospective-Analysis for Research Applications) temperature and water vapor data to estimate the sampling biases of climatologies derived from the AIRS/AMSU-A (Atmospheric Infrared Sounder/Advanced Microwave Sounding Unit-A) suite of instruments. We separate the total sampling bias into temporal and instrumental components. The temporal component is caused by the AIRS/AMSU-A orbit and swath that are not able to sample all of time and space. The instrumental component is caused by scenes that prevent successful retrievals. The temporal sampling biases are generally smaller than the instrumental sampling biases except in regions with large diurnal variations, such as the boundary layer, where the temporal sampling biases of temperature can be +/- 2 K and water vapor can be 10% wet. The instrumental sampling biases are the main contributor to the total sampling biases and are mainly caused by clouds. They are up to 2 K cold and greater than 30% dry over mid-latitude storm tracks and tropical deep convective cloudy regions and up to 20% wet over stratus regions. However, other factors such as surface emissivity and temperature can also influence the instrumental sampling bias over deserts where the biases can be up to 1 K cold and 10% wet. Some instrumental sampling biases can vary seasonally and/or diurnally. We also estimate the combined measurement uncertainties of temperature and water vapor from AIRS/AMSU-A and MERRA by comparing similarly sampled climatologies from both data sets. The measurement differences are often larger than the sampling biases and have longitudinal variations.

Joint constraints on galaxy bias and σ8 through the N-pdf of the galaxy number density

International Nuclear Information System (INIS)

Arnalte-Mur, Pablo; Martínez, Vicent J.; Vielva, Patricio; Sanz, José L.; Saar, Enn; Paredes, Silvestre

2016-01-01

We present a full description of the N-probability density function of the galaxy number density fluctuations. This N-pdf is given in terms, on the one hand, of the cold dark matter correlations and, on the other hand, of the galaxy bias parameter. The method relies on the assumption commonly adopted that the dark matter density fluctuations follow a local non-linear transformation of the initial energy density perturbations. The N-pdf of the galaxy number density fluctuations allows for an optimal estimation of the bias parameter (e.g., via maximum-likelihood estimation, or Bayesian inference if there exists any a priori information on the bias parameter), and of those parameters defining the dark matter correlations, in particular its amplitude (σ 8 ). It also provides the proper framework to perform model selection between two competitive hypotheses. The parameters estimation capabilities of the N-pdf are proved by SDSS-like simulations (both, ideal log-normal simulations and mocks obtained from Las Damas simulations), showing that our estimator is unbiased. We apply our formalism to the 7th release of the SDSS main sample (for a volume-limited subset with absolute magnitudes M r  ≤ −20). We obtain b-circumflex  = 1.193 ± 0.074 and σ-bar 8  = 0.862 ± 0.080, for galaxy number density fluctuations in cells of the size of 30h −1 Mpc. Different model selection criteria show that galaxy biasing is clearly favoured

Multiple-hit parameter estimation in monolithic detectors.

Science.gov (United States)

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.

Design-related bias in estimates of accuracy when comparing imaging tests: examples from breast imaging research

International Nuclear Information System (INIS)

Houssami, Nehmat; Ciatto, Stefano

2010-01-01

This work highlights concepts on the potential for design-related factors to bias estimates of test accuracy in comparative imaging research. We chose two design factors, selection of eligible subjects and the reference standard, to examine the effect of design limitations on estimates of accuracy. Estimates of sensitivity in a study of the comparative accuracy of mammography and ultrasound differed according to how subjects were selected. Comparison of a new imaging test with an existing test should distinguish whether the new test is to be used as a replacement for, or as an adjunct to, the conventional test, to guide the method for subject selection. Quality of the reference standard, examined in a meta-analysis of preoperative breast MRI, varied across studies and was associated with estimates of incremental accuracy. Potential solutions to deal with the reference standard are outlined where an ideal reference standard may not be available in all subjects. These examples of breast imaging research demonstrate that design-related bias, when comparing a new imaging test with a conventional imaging test, may bias accuracy in a direction that favours the new test by overestimating the accuracy of the new test or by underestimating that of the conventional test. (orig.)

Limited-sampling strategy models for estimating the pharmacokinetic parameters of 4-methylaminoantipyrine, an active metabolite of dipyrone

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Suarez-Kurtz G.

2001-01-01

Full Text Available Bioanalytical data from a bioequivalence study were used to develop limited-sampling strategy (LSS models for estimating the area under the plasma concentration versus time curve (AUC and the peak plasma concentration (Cmax of 4-methylaminoantipyrine (MAA, an active metabolite of dipyrone. Twelve healthy adult male volunteers received single 600 mg oral doses of dipyrone in two formulations at a 7-day interval in a randomized, crossover protocol. Plasma concentrations of MAA (N = 336, measured by HPLC, were used to develop LSS models. Linear regression analysis and a "jack-knife" validation procedure revealed that the AUC0-¥ and the Cmax of MAA can be accurately predicted (R²>0.95, bias 0.85 of the AUC0-¥ or Cmax for the other formulation. LSS models based on three sampling points (1.5, 4 and 24 h, but using different coefficients for AUC0-¥ and Cmax, predicted the individual values of both parameters for the enrolled volunteers (R²>0.88, bias = -0.65 and -0.37%, precision = 4.3 and 7.4% as well as for plasma concentration data sets generated by simulation (R²>0.88, bias = -1.9 and 8.5%, precision = 5.2 and 8.7%. Bioequivalence assessment of the dipyrone formulations based on the 90% confidence interval of log-transformed AUC0-¥ and Cmax provided similar results when either the best-estimated or the LSS-derived metrics were used.

Kalman filter data assimilation: targeting observations and parameter estimation.

Science.gov (United States)

Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex

2014-06-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

Kalman filter data assimilation: Targeting observations and parameter estimation

International Nuclear Information System (INIS)

Bellsky, Thomas; Kostelich, Eric J.; Mahalov, Alex

2014-01-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation

Modeling and Parameter Estimation of a Small Wind Generation System

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Carlos A. Ramírez Gómez

2013-11-01

Full Text Available The modeling and parameter estimation of a small wind generation system is presented in this paper. The system consists of a wind turbine, a permanent magnet synchronous generator, a three phase rectifier, and a direct current load. In order to estimate the parameters wind speed data are registered in a weather station located in the Fraternidad Campus at ITM. Wind speed data were applied to a reference model programed with PSIM software. From that simulation, variables were registered to estimate the parameters. The wind generation system model together with the estimated parameters is an excellent representation of the detailed model, but the estimated model offers a higher flexibility than the programed model in PSIM software.

Accurate halo-galaxy mocks from automatic bias estimation and particle mesh gravity solvers

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Vakili, Mohammadjavad; Kitaura, Francisco-Shu; Feng, Yu; Yepes, Gustavo; Zhao, Cheng; Chuang, Chia-Hsun; Hahn, ChangHoon

2017-12-01

Reliable extraction of cosmological information from clustering measurements of galaxy surveys requires estimation of the error covariance matrices of observables. The accuracy of covariance matrices is limited by our ability to generate sufficiently large number of independent mock catalogues that can describe the physics of galaxy clustering across a wide range of scales. Furthermore, galaxy mock catalogues are required to study systematics in galaxy surveys and to test analysis tools. In this investigation, we present a fast and accurate approach for generation of mock catalogues for the upcoming galaxy surveys. Our method relies on low-resolution approximate gravity solvers to simulate the large-scale dark matter field, which we then populate with haloes according to a flexible non-linear and stochastic bias model. In particular, we extend the PATCHY code with an efficient particle mesh algorithm to simulate the dark matter field (the FASTPM code), and with a robust MCMC method relying on the EMCEE code for constraining the parameters of the bias model. Using the haloes in the BigMultiDark high-resolution N-body simulation as a reference catalogue, we demonstrate that our technique can model the bivariate probability distribution function (counts-in-cells), power spectrum and bispectrum of haloes in the reference catalogue. Specifically, we show that the new ingredients permit us to reach percentage accuracy in the power spectrum up to k ∼ 0.4 h Mpc-1 (within 5 per cent up to k ∼ 0.6 h Mpc-1) with accurate bispectra improving previous results based on Lagrangian perturbation theory.

Estimate of Radiosonde Dry Bias From Far-Infrared Measurements on the Antarctic Plateau

Science.gov (United States)

Rizzi, R.; Maestri, T.; Arosio, C.

2018-03-01

The experimental data set of downwelling radiance spectra measured at the ground in clear conditions during 2013 by a Far-Infrared Fourier Transform Spectrometer at Dome-C, Antarctica, presented in Rizzi et al. (2016, https://doi.org/10.1002/2016JD025341) is used to estimate the effect of solar heating of the radiosonde humidity sensor, called dry bias. The effect is quite evident comparing residuals for the austral summer and winter clear cases and can be modeled by an increase of the water vapor concentration at all levels by about 15%. Such an estimate has become possible only after a new version of the simulation code and spectroscopic data has become available, which has substantially improved the modeling of water vapor absorption in the far infrared. The negative yearly spectral bias reported in Rizzi et al. (2016, https://doi.org/10.1002/2016JD025341) is in fact greatly reduced when compared to the same measurement data set.

Estimation of parameter sensitivities for stochastic reaction networks

KAUST Repository

Gupta, Ankit

2016-01-07

Quantification of the effects of parameter uncertainty is an important and challenging problem in Systems Biology. We consider this problem in the context of stochastic models of biochemical reaction networks where the dynamics is described as a continuous-time Markov chain whose states represent the molecular counts of various species. For such models, effects of parameter uncertainty are often quantified by estimating the infinitesimal sensitivities of some observables with respect to model parameters. The aim of this talk is to present a holistic approach towards this problem of estimating parameter sensitivities for stochastic reaction networks. Our approach is based on a generic formula which allows us to construct efficient estimators for parameter sensitivity using simulations of the underlying model. We will discuss how novel simulation techniques, such as tau-leaping approximations, multi-level methods etc. can be easily integrated with our approach and how one can deal with stiff reaction networks where reactions span multiple time-scales. We will demonstrate the efficiency and applicability of our approach using many examples from the biological literature.

Joint constraints on galaxy bias and σ{sub 8} through the N-pdf of the galaxy number density

Energy Technology Data Exchange (ETDEWEB)

Arnalte-Mur, Pablo; Martínez, Vicent J. [Observatori Astronòmic de la Universitat de València, C/ Catedràtic José Beltrán, 2, 46980 Paterna, València (Spain); Vielva, Patricio; Sanz, José L. [Instituto de Física de Cantabria (CSIC-UC), Avda. de Los Castros s/n, E-39005—Santander (Spain); Saar, Enn [Cosmology Department, Tartu Observatory, Observatooriumi 1, Tõravere (Estonia); Paredes, Silvestre, E-mail: pablo.arnalte@uv.es, E-mail: vielva@ifca.unican.es, E-mail: martinez@uv.es, E-mail: sanz@ifca.unican.es, E-mail: saar@to.ee, E-mail: silvestre.paredes@upct.es [Departamento de Matemática Aplicada y Estadística, Universidad Politécnica de Cartagena, C/Dr. Fleming s/n, 30203 Cartagena (Spain)

2016-03-01

We present a full description of the N-probability density function of the galaxy number density fluctuations. This N-pdf is given in terms, on the one hand, of the cold dark matter correlations and, on the other hand, of the galaxy bias parameter. The method relies on the assumption commonly adopted that the dark matter density fluctuations follow a local non-linear transformation of the initial energy density perturbations. The N-pdf of the galaxy number density fluctuations allows for an optimal estimation of the bias parameter (e.g., via maximum-likelihood estimation, or Bayesian inference if there exists any a priori information on the bias parameter), and of those parameters defining the dark matter correlations, in particular its amplitude (σ{sub 8}). It also provides the proper framework to perform model selection between two competitive hypotheses. The parameters estimation capabilities of the N-pdf are proved by SDSS-like simulations (both, ideal log-normal simulations and mocks obtained from Las Damas simulations), showing that our estimator is unbiased. We apply our formalism to the 7th release of the SDSS main sample (for a volume-limited subset with absolute magnitudes M{sub r} ≤ −20). We obtain b-circumflex  = 1.193 ± 0.074 and σ-bar{sub 8} = 0.862 ± 0.080, for galaxy number density fluctuations in cells of the size of 30h{sup −1}Mpc. Different model selection criteria show that galaxy biasing is clearly favoured.

Load Estimation from Modal Parameters

DEFF Research Database (Denmark)

Aenlle, Manuel López; Brincker, Rune; Fernández, Pelayo Fernández

2007-01-01

In Natural Input Modal Analysis the modal parameters are estimated just from the responses while the loading is not recorded. However, engineers are sometimes interested in knowing some features of the loading acting on a structure. In this paper, a procedure to determine the loading from a FRF m...

A variational approach to parameter estimation in ordinary differential equations

Directory of Open Access Journals (Sweden)

Kaschek Daniel

2012-08-01

Full Text Available Abstract Background Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. Results The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. Conclusions The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields.

A variational approach to parameter estimation in ordinary differential equations.

Science.gov (United States)

Kaschek, Daniel; Timmer, Jens

2012-08-14

Ordinary differential equations are widely-used in the field of systems biology and chemical engineering to model chemical reaction networks. Numerous techniques have been developed to estimate parameters like rate constants, initial conditions or steady state concentrations from time-resolved data. In contrast to this countable set of parameters, the estimation of entire courses of network components corresponds to an innumerable set of parameters. The approach presented in this work is able to deal with course estimation for extrinsic system inputs or intrinsic reactants, both not being constrained by the reaction network itself. Our method is based on variational calculus which is carried out analytically to derive an augmented system of differential equations including the unconstrained components as ordinary state variables. Finally, conventional parameter estimation is applied to the augmented system resulting in a combined estimation of courses and parameters. The combined estimation approach takes the uncertainty in input courses correctly into account. This leads to precise parameter estimates and correct confidence intervals. In particular this implies that small motifs of large reaction networks can be analysed independently of the rest. By the use of variational methods, elements from control theory and statistics are combined allowing for future transfer of methods between the two fields.

Parameter estimation in stochastic rainfall-runoff models

DEFF Research Database (Denmark)

Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur

2006-01-01

A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...

Person-Independent Head Pose Estimation Using Biased Manifold Embedding

Directory of Open Access Journals (Sweden)

Sethuraman Panchanathan

2008-02-01

Full Text Available Head pose estimation has been an integral problem in the study of face recognition systems and human-computer interfaces, as part of biometric applications. A fine estimate of the head pose angle is necessary and useful for several face analysis applications. To determine the head pose, face images with varying pose angles can be considered to be lying on a smooth low-dimensional manifold in high-dimensional image feature space. However, when there are face images of multiple individuals with varying pose angles, manifold learning techniques often do not give accurate results. In this work, we propose a framework for a supervised form of manifold learning called Biased Manifold Embedding to obtain improved performance in head pose angle estimation. This framework goes beyond pose estimation, and can be applied to all regression applications. This framework, although formulated for a regression scenario, unifies other supervised approaches to manifold learning that have been proposed so far. Detailed studies of the proposed method are carried out on the FacePix database, which contains 181 face images each of 30 individuals with pose angle variations at a granularity of 1∘. Since biometric applications in the real world may not contain this level of granularity in training data, an analysis of the methodology is performed on sparsely sampled data to validate its effectiveness. We obtained up to 2∘ average pose angle estimation error in the results from our experiments, which matched the best results obtained for head pose estimation using related approaches.

Large-scale galaxy bias

Science.gov (United States)

Desjacques, Vincent; Jeong, Donghui; Schmidt, Fabian

2018-02-01

This review presents a comprehensive overview of galaxy bias, that is, the statistical relation between the distribution of galaxies and matter. We focus on large scales where cosmic density fields are quasi-linear. On these scales, the clustering of galaxies can be described by a perturbative bias expansion, and the complicated physics of galaxy formation is absorbed by a finite set of coefficients of the expansion, called bias parameters. The review begins with a detailed derivation of this very important result, which forms the basis of the rigorous perturbative description of galaxy clustering, under the assumptions of General Relativity and Gaussian, adiabatic initial conditions. Key components of the bias expansion are all leading local gravitational observables, which include the matter density but also tidal fields and their time derivatives. We hence expand the definition of local bias to encompass all these contributions. This derivation is followed by a presentation of the peak-background split in its general form, which elucidates the physical meaning of the bias parameters, and a detailed description of the connection between bias parameters and galaxy statistics. We then review the excursion-set formalism and peak theory which provide predictions for the values of the bias parameters. In the remainder of the review, we consider the generalizations of galaxy bias required in the presence of various types of cosmological physics that go beyond pressureless matter with adiabatic, Gaussian initial conditions: primordial non-Gaussianity, massive neutrinos, baryon-CDM isocurvature perturbations, dark energy, and modified gravity. Finally, we discuss how the description of galaxy bias in the galaxies' rest frame is related to clustering statistics measured from the observed angular positions and redshifts in actual galaxy catalogs.

Approximate effect of parameter pseudonoise intensity on rate of convergence for EKF parameter estimators. [Extended Kalman Filter

Science.gov (United States)

Hill, Bryon K.; Walker, Bruce K.

1991-01-01

When using parameter estimation methods based on extended Kalman filter (EKF) theory, it is common practice to assume that the unknown parameter values behave like a random process, such as a random walk, in order to guarantee their identifiability by the filter. The present work is the result of an ongoing effort to quantitatively describe the effect that the assumption of a fictitious noise (called pseudonoise) driving the unknown parameter values has on the parameter estimate convergence rate in filter-based parameter estimators. The initial approach is to examine a first-order system described by one state variable with one parameter to be estimated. The intent is to derive analytical results for this simple system that might offer insight into the effect of the pseudonoise assumption for more complex systems. Such results would make it possible to predict the estimator error convergence behavior as a function of the assumed pseudonoise intensity, and this leads to the natural application of the results to the design of filter-based parameter estimators. The results obtained show that the analytical description of the convergence behavior is very difficult.

Neglect Of Parameter Estimation Uncertainty Can Significantly Overestimate Structural Reliability

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Rózsás Árpád

2015-12-01

Full Text Available Parameter estimation uncertainty is often neglected in reliability studies, i.e. point estimates of distribution parameters are used for representative fractiles, and in probabilistic models. A numerical example examines the effect of this uncertainty on structural reliability using Bayesian statistics. The study reveals that the neglect of parameter estimation uncertainty might lead to an order of magnitude underestimation of failure probability.

Parameter estimation of variable-parameter nonlinear Muskingum model using excel solver

Science.gov (United States)

Kang, Ling; Zhou, Liwei

2018-02-01

Abstract . The Muskingum model is an effective flood routing technology in hydrology and water resources Engineering. With the development of optimization technology, more and more variable-parameter Muskingum models were presented to improve effectiveness of the Muskingum model in recent decades. A variable-parameter nonlinear Muskingum model (NVPNLMM) was proposed in this paper. According to the results of two real and frequently-used case studies by various models, the NVPNLMM could obtain better values of evaluation criteria, which are used to describe the superiority of the estimated outflows and compare the accuracies of flood routing using various models, and the optimal estimated outflows by the NVPNLMM were closer to the observed outflows than the ones by other models.

An empirical study on memory bias situations and correction strategies in ERP effort estimation

NARCIS (Netherlands)

Erasmus, I.P.; Daneva, Maia; Amrahamsson, Pekka; Corral, Luis; Olivo, Markku; Russo, Barbara

2016-01-01

An Enterprise Resource Planning (ERP) project estimation process often relies on experts of various backgrounds to contribute judgments based on their professional experience. Such expert judgments however may not be biasfree. De-biasing techniques therefore have been proposed in the software

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

Science.gov (United States)

Kukreja, Sunil L.; Boyle, Richard D.

2014-01-01

Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

A parameter tree approach to estimating system sensitivities to parameter sets

International Nuclear Information System (INIS)

Jarzemba, M.S.; Sagar, B.

2000-01-01

A post-processing technique for determining relative system sensitivity to groups of parameters and system components is presented. It is assumed that an appropriate parametric model is used to simulate system behavior using Monte Carlo techniques and that a set of realizations of system output(s) is available. The objective of our technique is to analyze the input vectors and the corresponding output vectors (that is, post-process the results) to estimate the relative sensitivity of the output to input parameters (taken singly and as a group) and thereby rank them. This technique is different from the design of experimental techniques in that a partitioning of the parameter space is not required before the simulation. A tree structure (which looks similar to an event tree) is developed to better explain the technique. Each limb of the tree represents a particular combination of parameters or a combination of system components. For convenience and to distinguish it from the event tree, we call it the parameter tree. To construct the parameter tree, the samples of input parameter values are treated as either a '+' or a '-' based on whether or not the sampled parameter value is greater than or less than a specified branching criterion (e.g., mean, median, percentile of the population). The corresponding system outputs are also segregated into similar bins. Partitioning the first parameter into a '+' or a '-' bin creates the first level of the tree containing two branches. At the next level, realizations associated with each first-level branch are further partitioned into two bins using the branching criteria on the second parameter and so on until the tree is fully populated. Relative sensitivities are then inferred from the number of samples associated with each branch of the tree. The parameter tree approach is illustrated by applying it to a number of preliminary simulations of the proposed high-level radioactive waste repository at Yucca Mountain, NV. Using a

Online State Space Model Parameter Estimation in Synchronous Machines

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Z. Gallehdari

2014-06-01

The suggested approach is evaluated for a sample synchronous machine model. Estimated parameters are tested for different inputs at different operating conditions. The effect of noise is also considered in this study. Simulation results show that the proposed approach provides good accuracy for parameter estimation.

Unifying parameter estimation and the Deutsch-Jozsa algorithm for continuous variables

International Nuclear Information System (INIS)

Zwierz, Marcin; Perez-Delgado, Carlos A.; Kok, Pieter

2010-01-01

We reveal a close relationship between quantum metrology and the Deutsch-Jozsa algorithm on continuous-variable quantum systems. We develop a general procedure, characterized by two parameters, that unifies parameter estimation and the Deutsch-Jozsa algorithm. Depending on which parameter we keep constant, the procedure implements either the parameter-estimation protocol or the Deutsch-Jozsa algorithm. The parameter-estimation part of the procedure attains the Heisenberg limit and is therefore optimal. Due to the use of approximate normalizable continuous-variable eigenstates, the Deutsch-Jozsa algorithm is probabilistic. The procedure estimates a value of an unknown parameter and solves the Deutsch-Jozsa problem without the use of any entanglement.

Damping parameter study of a perforated plate with bias flow

Science.gov (United States)

Mazdeh, Alireza

role of LES for research studies concerned with damping properties of liners is limited to validation of other empirical or theoretical approaches. This research has shown that LES can go beyond that and can be used for performing parametric studies to characterize the sensitivity of acoustic properties of multi--perforated liners to the changes in the geometry and flow conditions and be used as a tool to design acoustic liners. The conducted research provides an insightful understanding about the contribution of different flow and geometry parameters such as perforated plate thickness, aperture radius, porosity factors and bias flow velocity. While the study agrees with previous observations obtained by analytical or experimental methods, it also quantifies the impact from these parameters on the acoustic impedance of perforated plate, a key parameter to determine the acoustic performance of any system. The conducted study has also explored the limitations and capabilities of commercial tool when are applied for performing simulation studies on damping properties of liners. The overall agreement between LES results and previous studies proves that commercial tools can be effectively used for these applications under certain conditions.

Impacts of Different Types of Measurements on Estimating Unsaturatedflow Parameters

Science.gov (United States)

Shi, L.

2015-12-01

This study evaluates the value of different types of measurements for estimating soil hydraulic parameters. A numerical method based on ensemble Kalman filter (EnKF) is presented to solely or jointly assimilate point-scale soil water head data, point-scale soil water content data, surface soil water content data and groundwater level data. This study investigates the performance of EnKF under different types of data, the potential worth contained in these data, and the factors that may affect estimation accuracy. Results show that for all types of data, smaller measurements errors lead to faster convergence to the true values. Higher accuracy measurements are required to improve the parameter estimation if a large number of unknown parameters need to be identified simultaneously. The data worth implied by the surface soil water content data and groundwater level data is prone to corruption by a deviated initial guess. Surface soil moisture data are capable of identifying soil hydraulic parameters for the top layers, but exert less or no influence on deeper layers especially when estimating multiple parameters simultaneously. Groundwater level is one type of valuable information to infer the soil hydraulic parameters. However, based on the approach used in this study, the estimates from groundwater level data may suffer severe degradation if a large number of parameters must be identified. Combined use of two or more types of data is helpful to improve the parameter estimation.

Tree imbalance causes a bias in phylogenetic estimation of evolutionary timescales using heterochronous sequences.

Science.gov (United States)

Duchêne, David; Duchêne, Sebastian; Ho, Simon Y W

2015-07-01

Phylogenetic estimation of evolutionary timescales has become routine in biology, forming the basis of a wide range of evolutionary and ecological studies. However, there are various sources of bias that can affect these estimates. We investigated whether tree imbalance, a property that is commonly observed in phylogenetic trees, can lead to reduced accuracy or precision of phylogenetic timescale estimates. We analysed simulated data sets with calibrations at internal nodes and at the tips, taking into consideration different calibration schemes and levels of tree imbalance. We also investigated the effect of tree imbalance on two empirical data sets: mitogenomes from primates and serial samples of the African swine fever virus. In analyses calibrated using dated, heterochronous tips, we found that tree imbalance had a detrimental impact on precision and produced a bias in which the overall timescale was underestimated. A pronounced effect was observed in analyses with shallow calibrations. The greatest decreases in accuracy usually occurred in the age estimates for medium and deep nodes of the tree. In contrast, analyses calibrated at internal nodes did not display a reduction in estimation accuracy or precision due to tree imbalance. Our results suggest that molecular-clock analyses can be improved by increasing taxon sampling, with the specific aims of including deeper calibrations, breaking up long branches and reducing tree imbalance. © 2014 John Wiley & Sons Ltd.

Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

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Daigle Bernie J

2012-05-01

Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods

Postprocessing MPEG based on estimated quantization parameters

DEFF Research Database (Denmark)

Forchhammer, Søren

2009-01-01

the case where the coded stream is not accessible, or from an architectural point of view not desirable to use, and instead estimate some of the MPEG stream parameters based on the decoded sequence. The I-frames are detected and the quantization parameters are estimated from the coded stream and used...... in the postprocessing. We focus on deringing and present a scheme which aims at suppressing ringing artifacts, while maintaining the sharpness of the texture. The goal is to improve the visual quality, so perceptual blur and ringing metrics are used in addition to PSNR evaluation. The performance of the new `pure......' postprocessing compares favorable to a reference postprocessing filter which has access to the quantization parameters not only for I-frames but also on P and B-frames....

Identifyability measures to select the parameters to be estimated in a solid-state fermentation distributed parameter model.

Science.gov (United States)

da Silveira, Christian L; Mazutti, Marcio A; Salau, Nina P G

2016-07-08

Process modeling can lead to of advantages such as helping in process control, reducing process costs and product quality improvement. This work proposes a solid-state fermentation distributed parameter model composed by seven differential equations with seventeen parameters to represent the process. Also, parameters estimation with a parameters identifyability analysis (PIA) is performed to build an accurate model with optimum parameters. Statistical tests were made to verify the model accuracy with the estimated parameters considering different assumptions. The results have shown that the model assuming substrate inhibition better represents the process. It was also shown that eight from the seventeen original model parameters were nonidentifiable and better results were obtained with the removal of these parameters from the estimation procedure. Therefore, PIA can be useful to estimation procedure, since it may reduce the number of parameters that can be evaluated. Further, PIA improved the model results, showing to be an important procedure to be taken. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:905-917, 2016. © 2016 American Institute of Chemical Engineers.

Composite likelihood estimation of demographic parameters

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Garrigan Daniel

2009-11-01

Full Text Available Abstract Background Most existing likelihood-based methods for fitting historical demographic models to DNA sequence polymorphism data to do not scale feasibly up to the level of whole-genome data sets. Computational economies can be achieved by incorporating two forms of pseudo-likelihood: composite and approximate likelihood methods. Composite likelihood enables scaling up to large data sets because it takes the product of marginal likelihoods as an estimator of the likelihood of the complete data set. This approach is especially useful when a large number of genomic regions constitutes the data set. Additionally, approximate likelihood methods can reduce the dimensionality of the data by summarizing the information in the original data by either a sufficient statistic, or a set of statistics. Both composite and approximate likelihood methods hold promise for analyzing large data sets or for use in situations where the underlying demographic model is complex and has many parameters. This paper considers a simple demographic model of allopatric divergence between two populations, in which one of the population is hypothesized to have experienced a founder event, or population bottleneck. A large resequencing data set from human populations is summarized by the joint frequency spectrum, which is a matrix of the genomic frequency spectrum of derived base frequencies in two populations. A Bayesian Metropolis-coupled Markov chain Monte Carlo (MCMCMC method for parameter estimation is developed that uses both composite and likelihood methods and is applied to the three different pairwise combinations of the human population resequence data. The accuracy of the method is also tested on data sets sampled from a simulated population model with known parameters. Results The Bayesian MCMCMC method also estimates the ratio of effective population size for the X chromosome versus that of the autosomes. The method is shown to estimate, with reasonable

Estimation of measurement variances

International Nuclear Information System (INIS)

Jaech, J.L.

1984-01-01

The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented

Large-scale galaxy bias

Science.gov (United States)

Jeong, Donghui; Desjacques, Vincent; Schmidt, Fabian

2018-01-01

Here, we briefly introduce the key results of the recent review (arXiv:1611.09787), whose abstract is as following. This review presents a comprehensive overview of galaxy bias, that is, the statistical relation between the distribution of galaxies and matter. We focus on large scales where cosmic density fields are quasi-linear. On these scales, the clustering of galaxies can be described by a perturbative bias expansion, and the complicated physics of galaxy formation is absorbed by a finite set of coefficients of the expansion, called bias parameters. The review begins with a detailed derivation of this very important result, which forms the basis of the rigorous perturbative description of galaxy clustering, under the assumptions of General Relativity and Gaussian, adiabatic initial conditions. Key components of the bias expansion are all leading local gravitational observables, which include the matter density but also tidal fields and their time derivatives. We hence expand the definition of local bias to encompass all these contributions. This derivation is followed by a presentation of the peak-background split in its general form, which elucidates the physical meaning of the bias parameters, and a detailed description of the connection between bias parameters and galaxy (or halo) statistics. We then review the excursion set formalism and peak theory which provide predictions for the values of the bias parameters. In the remainder of the review, we consider the generalizations of galaxy bias required in the presence of various types of cosmological physics that go beyond pressureless matter with adiabatic, Gaussian initial conditions: primordial non-Gaussianity, massive neutrinos, baryon-CDM isocurvature perturbations, dark energy, and modified gravity. Finally, we discuss how the description of galaxy bias in the galaxies' rest frame is related to clustering statistics measured from the observed angular positions and redshifts in actual galaxy catalogs.

MRI non-uniformity correction through interleaved bias estimation and B-spline deformation with a template.

Science.gov (United States)

Fletcher, E; Carmichael, O; Decarli, C

2012-01-01

We propose a template-based method for correcting field inhomogeneity biases in magnetic resonance images (MRI) of the human brain. At each algorithm iteration, the update of a B-spline deformation between an unbiased template image and the subject image is interleaved with estimation of a bias field based on the current template-to-image alignment. The bias field is modeled using a spatially smooth thin-plate spline interpolation based on ratios of local image patch intensity means between the deformed template and subject images. This is used to iteratively correct subject image intensities which are then used to improve the template-to-image deformation. Experiments on synthetic and real data sets of images with and without Alzheimer's disease suggest that the approach may have advantages over the popular N3 technique for modeling bias fields and narrowing intensity ranges of gray matter, white matter, and cerebrospinal fluid. This bias field correction method has the potential to be more accurate than correction schemes based solely on intrinsic image properties or hypothetical image intensity distributions.

MRI Non-Uniformity Correction Through Interleaved Bias Estimation and B-Spline Deformation with a Template*

Science.gov (United States)

Fletcher, E.; Carmichael, O.; DeCarli, C.

2013-01-01

We propose a template-based method for correcting field inhomogeneity biases in magnetic resonance images (MRI) of the human brain. At each algorithm iteration, the update of a B-spline deformation between an unbiased template image and the subject image is interleaved with estimation of a bias field based on the current template-to-image alignment. The bias field is modeled using a spatially smooth thin-plate spline interpolation based on ratios of local image patch intensity means between the deformed template and subject images. This is used to iteratively correct subject image intensities which are then used to improve the template-to-image deformation. Experiments on synthetic and real data sets of images with and without Alzheimer’s disease suggest that the approach may have advantages over the popular N3 technique for modeling bias fields and narrowing intensity ranges of gray matter, white matter, and cerebrospinal fluid. This bias field correction method has the potential to be more accurate than correction schemes based solely on intrinsic image properties or hypothetical image intensity distributions. PMID:23365843

Parameter estimation for an expanding universe

Directory of Open Access Journals (Sweden)

Jieci Wang

2015-03-01

Full Text Available We study the parameter estimation for excitations of Dirac fields in the expanding Robertson–Walker universe. We employ quantum metrology techniques to demonstrate the possibility for high precision estimation for the volume rate of the expanding universe. We show that the optimal precision of the estimation depends sensitively on the dimensionless mass m˜ and dimensionless momentum k˜ of the Dirac particles. The optimal precision for the ratio estimation peaks at some finite dimensionless mass m˜ and momentum k˜. We find that the precision of the estimation can be improved by choosing the probe state as an eigenvector of the hamiltonian. This occurs because the largest quantum Fisher information is obtained by performing projective measurements implemented by the projectors onto the eigenvectors of specific probe states.

Weak-lensing shear estimates with general adaptive moments, and studies of bias by pixellation, PSF distortions, and noise

Science.gov (United States)

Simon, Patrick; Schneider, Peter

2017-08-01

In weak gravitational lensing, weighted quadrupole moments of the brightness profile in galaxy images are a common way to estimate gravitational shear. We have employed general adaptive moments (GLAM ) to study causes of shear bias on a fundamental level and for a practical definition of an image ellipticity. The GLAM ellipticity has useful properties for any chosen weight profile: the weighted ellipticity is identical to that of isophotes of elliptical images, and in absence of noise and pixellation it is always an unbiased estimator of reduced shear. We show that moment-based techniques, adaptive or unweighted, are similar to a model-based approach in the sense that they can be seen as imperfect fit of an elliptical profile to the image. Due to residuals in the fit, moment-based estimates of ellipticities are prone to underfitting bias when inferred from observed images. The estimation is fundamentally limited mainly by pixellation which destroys information on the original, pre-seeing image. We give an optimised estimator for the pre-seeing GLAM ellipticity and quantify its bias for noise-free images. To deal with images where pixel noise is prominent, we consider a Bayesian approach to infer GLAM ellipticity where, similar to the noise-free case, the ellipticity posterior can be inconsistent with the true ellipticity if we do not properly account for our ignorance about fit residuals. This underfitting bias, quantified in the paper, does not vary with the overall noise level but changes with the pre-seeing brightness profile and the correlation or heterogeneity of pixel noise over the image. Furthermore, when inferring a constant ellipticity or, more relevantly, constant shear from a source sample with a distribution of intrinsic properties (sizes, centroid positions, intrinsic shapes), an additional, now noise-dependent bias arises towards low signal-to-noise if incorrect prior densities for the intrinsic properties are used. We discuss the origin of this

Method for Estimating the Parameters of LFM Radar Signal

Directory of Open Access Journals (Sweden)

Tan Chuan-Zhang

2017-01-01

Full Text Available In order to obtain reliable estimate of parameters, it is very important to protect the integrality of linear frequency modulation (LFM signal. Therefore, in the practical LFM radar signal processing, the length of data frame is often greater than the pulse width (PW of signal. In this condition, estimating the parameters by fractional Fourier transform (FrFT will cause the signal to noise ratio (SNR decrease. Aiming at this problem, we multiply the data frame by a Gaussian window to improve the SNR. Besides, for a further improvement of parameters estimation precision, a novel algorithm is derived via Lagrange interpolation polynomial, and we enhance the algorithm by a logarithmic transformation. Simulation results demonstrate that the derived algorithm significantly reduces the estimation errors of chirp-rate and initial frequency.

Adjusting multistate capture-recapture models for misclassification bias: manatee breeding proportions

Science.gov (United States)

Kendall, W.L.; Hines, J.E.; Nichols, J.D.

2003-01-01

Matrix population models are important tools for research and management of populations. Estimating the parameters of these models is an important step in applying them to real populations. Multistate capture-recapture methods have provided a useful means for estimating survival and parameters of transition between locations or life history states but have mostly relied on the assumption that the state occupied by each detected animal is known with certainty. Nevertheless, in some cases animals can be misclassified. Using multiple capture sessions within each period of interest, we developed a method that adjusts estimates of transition probabilities for bias due to misclassification. We applied this method to 10 years of sighting data for a population of Florida manatees (Trichechus manatus latirostris) in order to estimate the annual probability of transition from nonbreeding to breeding status. Some sighted females were unequivocally classified as breeders because they were clearly accompanied by a first-year calf. The remainder were classified, sometimes erroneously, as nonbreeders because an attendant first-year calf was not observed or was classified as more than one year old. We estimated a conditional breeding probability of 0.31 + 0.04 (estimate + 1 SE) when we ignored misclassification bias, and 0.61 + 0.09 when we accounted for misclassification.

Assumptions of the primordial spectrum and cosmological parameter estimation

International Nuclear Information System (INIS)

Shafieloo, Arman; Souradeep, Tarun

2011-01-01

The observables of the perturbed universe, cosmic microwave background (CMB) anisotropy and large structures depend on a set of cosmological parameters, as well as the assumed nature of primordial perturbations. In particular, the shape of the primordial power spectrum (PPS) is, at best, a well-motivated assumption. It is known that the assumed functional form of the PPS in cosmological parameter estimation can affect the best-fit-parameters and their relative confidence limits. In this paper, we demonstrate that a specific assumed form actually drives the best-fit parameters into distinct basins of likelihood in the space of cosmological parameters where the likelihood resists improvement via modifications to the PPS. The regions where considerably better likelihoods are obtained allowing free-form PPS lie outside these basins. In the absence of a preferred model of inflation, this raises a concern that current cosmological parameter estimates are strongly prejudiced by the assumed form of PPS. Our results strongly motivate approaches toward simultaneous estimation of the cosmological parameters and the shape of the primordial spectrum from upcoming cosmological data. It is equally important for theorists to keep an open mind towards early universe scenarios that produce features in the PPS. (paper)

Bayesian estimation of Weibull distribution parameters

International Nuclear Information System (INIS)

Bacha, M.; Celeux, G.; Idee, E.; Lannoy, A.; Vasseur, D.

1994-11-01

In this paper, we expose SEM (Stochastic Expectation Maximization) and WLB-SIR (Weighted Likelihood Bootstrap - Sampling Importance Re-sampling) methods which are used to estimate Weibull distribution parameters when data are very censored. The second method is based on Bayesian inference and allow to take into account available prior informations on parameters. An application of this method, with real data provided by nuclear power plants operation feedback analysis has been realized. (authors). 8 refs., 2 figs., 2 tabs

A Modified Penalty Parameter Approach for Optimal Estimation of UH with Simultaneous Estimation of Infiltration Parameters

Science.gov (United States)

Bhattacharjya, Rajib Kumar

2018-05-01

The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.

SCoPE: an efficient method of Cosmological Parameter Estimation

International Nuclear Information System (INIS)

Das, Santanu; Souradeep, Tarun

2014-01-01

Markov Chain Monte Carlo (MCMC) sampler is widely used for cosmological parameter estimation from CMB and other data. However, due to the intrinsic serial nature of the MCMC sampler, convergence is often very slow. Here we present a fast and independently written Monte Carlo method for cosmological parameter estimation named as Slick Cosmological Parameter Estimator (SCoPE), that employs delayed rejection to increase the acceptance rate of a chain, and pre-fetching that helps an individual chain to run on parallel CPUs. An inter-chain covariance update is also incorporated to prevent clustering of the chains allowing faster and better mixing of the chains. We use an adaptive method for covariance calculation to calculate and update the covariance automatically as the chains progress. Our analysis shows that the acceptance probability of each step in SCoPE is more than 95% and the convergence of the chains are faster. Using SCoPE, we carry out some cosmological parameter estimations with different cosmological models using WMAP-9 and Planck results. One of the current research interests in cosmology is quantifying the nature of dark energy. We analyze the cosmological parameters from two illustrative commonly used parameterisations of dark energy models. We also asses primordial helium fraction in the universe can be constrained by the present CMB data from WMAP-9 and Planck. The results from our MCMC analysis on the one hand helps us to understand the workability of the SCoPE better, on the other hand it provides a completely independent estimation of cosmological parameters from WMAP-9 and Planck data

Bayesian parameter estimation in probabilistic risk assessment

International Nuclear Information System (INIS)

Siu, Nathan O.; Kelly, Dana L.

1998-01-01

Bayesian statistical methods are widely used in probabilistic risk assessment (PRA) because of their ability to provide useful estimates of model parameters when data are sparse and because the subjective probability framework, from which these methods are derived, is a natural framework to address the decision problems motivating PRA. This paper presents a tutorial on Bayesian parameter estimation especially relevant to PRA. It summarizes the philosophy behind these methods, approaches for constructing likelihood functions and prior distributions, some simple but realistic examples, and a variety of cautions and lessons regarding practical applications. References are also provided for more in-depth coverage of various topics

Iterative methods for distributed parameter estimation in parabolic PDE

Energy Technology Data Exchange (ETDEWEB)

Vogel, C.R. [Montana State Univ., Bozeman, MT (United States); Wade, J.G. [Bowling Green State Univ., OH (United States)

1994-12-31

The goal of the work presented is the development of effective iterative techniques for large-scale inverse or parameter estimation problems. In this extended abstract, a detailed description of the mathematical framework in which the authors view these problem is presented, followed by an outline of the ideas and algorithms developed. Distributed parameter estimation problems often arise in mathematical modeling with partial differential equations. They can be viewed as inverse problems; the `forward problem` is that of using the fully specified model to predict the behavior of the system. The inverse or parameter estimation problem is: given the form of the model and some observed data from the system being modeled, determine the unknown parameters of the model. These problems are of great practical and mathematical interest, and the development of efficient computational algorithms is an active area of study.

Using Perturbed Physics Ensembles and Machine Learning to Select Parameters for Reducing Regional Biases in a Global Climate Model

Science.gov (United States)

Li, S.; Rupp, D. E.; Hawkins, L.; Mote, P.; McNeall, D. J.; Sarah, S.; Wallom, D.; Betts, R. A.

2017-12-01

This study investigates the potential to reduce known summer hot/dry biases over Pacific Northwest in the UK Met Office's atmospheric model (HadAM3P) by simultaneously varying multiple model parameters. The bias-reduction process is done through a series of steps: 1) Generation of perturbed physics ensemble (PPE) through the volunteer computing network weather@home; 2) Using machine learning to train "cheap" and fast statistical emulators of climate model, to rule out regions of parameter spaces that lead to model variants that do not satisfy observational constraints, where the observational constraints (e.g., top-of-atmosphere energy flux, magnitude of annual temperature cycle, summer/winter temperature and precipitation) are introduced sequentially; 3) Designing a new PPE by "pre-filtering" using the emulator results. Steps 1) through 3) are repeated until results are considered to be satisfactory (3 times in our case). The process includes a sensitivity analysis to find dominant parameters for various model output metrics, which reduces the number of parameters to be perturbed with each new PPE. Relative to observational uncertainty, we achieve regional improvements without introducing large biases in other parts of the globe. Our results illustrate the potential of using machine learning to train cheap and fast statistical emulators of climate model, in combination with PPEs in systematic model improvement.

Bias in tensor based morphometry Stat-ROI measures may result in unrealistic power estimates.

Science.gov (United States)

Thompson, Wesley K; Holland, Dominic

2011-07-01

A series of reports have recently appeared using tensor based morphometry statistically-defined regions of interest, Stat-ROIs, to quantify longitudinal atrophy in structural MRIs from the Alzheimer's Disease Neuroimaging Initiative (ADNI). This commentary focuses on one of these reports, Hua et al. (2010), but the issues raised here are relevant to the others as well. Specifically, we point out a temporal pattern of atrophy in subjects with Alzheimer's disease and mild cognitive impairment whereby the majority of atrophy in two years occurs within the first 6 months, resulting in overall elevated estimated rates of change. Using publicly-available ADNI data, this temporal pattern is also found in a group of identically-processed healthy controls, strongly suggesting that methodological bias is corrupting the measures. The resulting bias seriously impacts the validity of conclusions reached using these measures; for example, sample size estimates reported by Hua et al. (2010) may be underestimated by a factor of five to sixteen. Copyright © 2011 Elsevier Inc. All rights reserved.

The Effectiveness of Using Limited Gauge Measurements for Bias Adjustment of Satellite-Based Precipitation Estimation over Saudi Arabia

Science.gov (United States)

Alharbi, Raied; Hsu, Kuolin; Sorooshian, Soroosh; Braithwaite, Dan

2018-01-01

Precipitation is a key input variable for hydrological and climate studies. Rain gauges are capable of providing reliable precipitation measurements at point scale. However, the uncertainty of rain measurements increases when the rain gauge network is sparse. Satellite -based precipitation estimations appear to be an alternative source of precipitation measurements, but they are influenced by systematic bias. In this study, a method for removing the bias from the Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Cloud Classification System (PERSIANN-CCS) over a region where the rain gauge is sparse is investigated. The method consists of monthly empirical quantile mapping, climate classification, and inverse-weighted distance method. Daily PERSIANN-CCS is selected to test the capability of the method for removing the bias over Saudi Arabia during the period of 2010 to 2016. The first six years (2010 - 2015) are calibrated years and 2016 is used for validation. The results show that the yearly correlation coefficient was enhanced by 12%, the yearly mean bias was reduced by 93% during validated year. Root mean square error was reduced by 73% during validated year. The correlation coefficient, the mean bias, and the root mean square error show that the proposed method removes the bias on PERSIANN-CCS effectively that the method can be applied to other regions where the rain gauge network is sparse.

A distributed approach for parameters estimation in System Biology models

International Nuclear Information System (INIS)

Mosca, E.; Merelli, I.; Alfieri, R.; Milanesi, L.

2009-01-01

Due to the lack of experimental measurements, biological variability and experimental errors, the value of many parameters of the systems biology mathematical models is yet unknown or uncertain. A possible computational solution is the parameter estimation, that is the identification of the parameter values that determine the best model fitting respect to experimental data. We have developed an environment to distribute each run of the parameter estimation algorithm on a different computational resource. The key feature of the implementation is a relational database that allows the user to swap the candidate solutions among the working nodes during the computations. The comparison of the distributed implementation with the parallel one showed that the presented approach enables a faster and better parameter estimation of systems biology models.

Parameter Estimates in Differential Equation Models for Chemical Kinetics

Science.gov (United States)

Winkel, Brian

2011-01-01

We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

Estimating physiological skin parameters from hyperspectral signatures

Science.gov (United States)

Vyas, Saurabh; Banerjee, Amit; Burlina, Philippe

2013-05-01

We describe an approach for estimating human skin parameters, such as melanosome concentration, collagen concentration, oxygen saturation, and blood volume, using hyperspectral radiometric measurements (signatures) obtained from in vivo skin. We use a computational model based on Kubelka-Munk theory and the Fresnel equations. This model forward maps the skin parameters to a corresponding multiband reflectance spectra. Machine-learning-based regression is used to generate the inverse map, and hence estimate skin parameters from hyperspectral signatures. We test our methods using synthetic and in vivo skin signatures obtained in the visible through the short wave infrared domains from 24 patients of both genders and Caucasian, Asian, and African American ethnicities. Performance validation shows promising results: good agreement with the ground truth and well-established physiological precepts. These methods have potential use in the characterization of skin abnormalities and in minimally-invasive prescreening of malignant skin cancers.

Empirical evidence of bias in treatment effect estimates in controlled trials with different interventions and outcomes

DEFF Research Database (Denmark)

Wood, Lesley; Egger, Matthias; Gluud, Lise Lotte

2008-01-01

To examine whether the association of inadequate or unclear allocation concealment and lack of blinding with biased estimates of intervention effects varies with the nature of the intervention or outcome....

A software for parameter estimation in dynamic models

Directory of Open Access Journals (Sweden)

M. Yuceer

2008-12-01

Full Text Available A common problem in dynamic systems is to determine parameters in an equation used to represent experimental data. The goal is to determine the values of model parameters that provide the best fit to measured data, generally based on some type of least squares or maximum likelihood criterion. In the most general case, this requires the solution of a nonlinear and frequently non-convex optimization problem. Some of the available software lack in generality, while others do not provide ease of use. A user-interactive parameter estimation software was needed for identifying kinetic parameters. In this work we developed an integration based optimization approach to provide a solution to such problems. For easy implementation of the technique, a parameter estimation software (PARES has been developed in MATLAB environment. When tested with extensive example problems from literature, the suggested approach is proven to provide good agreement between predicted and observed data within relatively less computing time and iterations.

Correcting estimators of theta and Tajima's D for ascertainment biases caused by the single-nucleotide polymorphism discovery process

DEFF Research Database (Denmark)

Ramírez-Soriano, Anna; Nielsen, Rasmus

2009-01-01

Most single-nucleotide polymorphism (SNP) data suffer from an ascertainment bias caused by the process of SNP discovery followed by SNP genotyping. The final genotyped data are biased toward an excess of common alleles compared to directly sequenced data, making standard genetic methods of analysis...... the variances and covariances of these estimators and provide a corrected version of Tajima's D statistic. We reanalyze a human genomewide SNP data set and find substantial differences in the results with or without ascertainment bias correction....

Nonlinear adaptive control system design with asymptotically stable parameter estimation error

Science.gov (United States)

Mishkov, Rumen; Darmonski, Stanislav

2018-01-01

The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.

Maximum likelihood estimation and EM algorithm of Copas-like selection model for publication bias correction.

Science.gov (United States)

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.

CTER—Rapid estimation of CTF parameters with error assessment

Energy Technology Data Exchange (ETDEWEB)

Penczek, Pawel A., E-mail: Pawel.A.Penczek@uth.tmc.edu [Department of Biochemistry and Molecular Biology, The University of Texas Medical School, 6431 Fannin MSB 6.220, Houston, TX 77054 (United States); Fang, Jia [Department of Biochemistry and Molecular Biology, The University of Texas Medical School, 6431 Fannin MSB 6.220, Houston, TX 77054 (United States); Li, Xueming; Cheng, Yifan [The Keck Advanced Microscopy Laboratory, Department of Biochemistry and Biophysics, University of California, San Francisco, CA 94158 (United States); Loerke, Justus; Spahn, Christian M.T. [Institut für Medizinische Physik und Biophysik, Charité – Universitätsmedizin Berlin, Charitéplatz 1, 10117 Berlin (Germany)

2014-05-01

In structural electron microscopy, the accurate estimation of the Contrast Transfer Function (CTF) parameters, particularly defocus and astigmatism, is of utmost importance for both initial evaluation of micrograph quality and for subsequent structure determination. Due to increases in the rate of data collection on modern microscopes equipped with new generation cameras, it is also important that the CTF estimation can be done rapidly and with minimal user intervention. Finally, in order to minimize the necessity for manual screening of the micrographs by a user it is necessary to provide an assessment of the errors of fitted parameters values. In this work we introduce CTER, a CTF parameters estimation method distinguished by its computational efficiency. The efficiency of the method makes it suitable for high-throughput EM data collection, and enables the use of a statistical resampling technique, bootstrap, that yields standard deviations of estimated defocus and astigmatism amplitude and angle, thus facilitating the automation of the process of screening out inferior micrograph data. Furthermore, CTER also outputs the spatial frequency limit imposed by reciprocal space aliasing of the discrete form of the CTF and the finite window size. We demonstrate the efficiency and accuracy of CTER using a data set collected on a 300 kV Tecnai Polara (FEI) using the K2 Summit DED camera in super-resolution counting mode. Using CTER we obtained a structure of the 80S ribosome whose large subunit had a resolution of 4.03 Å without, and 3.85 Å with, inclusion of astigmatism parameters. - Highlights: • We describe methodology for estimation of CTF parameters with error assessment. • Error estimates provide means for automated elimination of inferior micrographs. • High computational efficiency allows real-time monitoring of EM data quality. • Accurate CTF estimation yields structure of the 80S human ribosome at 3.85 Å.

Re-constructing historical Adélie penguin abundance estimates by retrospectively accounting for detection bias.

Science.gov (United States)

Southwell, Colin; Emmerson, Louise; Newbery, Kym; McKinlay, John; Kerry, Knowles; Woehler, Eric; Ensor, Paul

2015-01-01

Seabirds and other land-breeding marine predators are considered to be useful and practical indicators of the state of marine ecosystems because of their dependence on marine prey and the accessibility of their populations at breeding colonies. Historical counts of breeding populations of these higher-order marine predators are one of few data sources available for inferring past change in marine ecosystems. However, historical abundance estimates derived from these population counts may be subject to unrecognised bias and uncertainty because of variable attendance of birds at breeding colonies and variable timing of past population surveys. We retrospectively accounted for detection bias in historical abundance estimates of the colonial, land-breeding Adélie penguin through an analysis of 222 historical abundance estimates from 81 breeding sites in east Antarctica. The published abundance estimates were de-constructed to retrieve the raw count data and then re-constructed by applying contemporary adjustment factors obtained from remotely operating time-lapse cameras. The re-construction process incorporated spatial and temporal variation in phenology and attendance by using data from cameras deployed at multiple sites over multiple years and propagating this uncertainty through to the final revised abundance estimates. Our re-constructed abundance estimates were consistently higher and more uncertain than published estimates. The re-constructed estimates alter the conclusions reached for some sites in east Antarctica in recent assessments of long-term Adélie penguin population change. Our approach is applicable to abundance data for a wide range of colonial, land-breeding marine species including other penguin species, flying seabirds and marine mammals.

Re-constructing historical Adélie penguin abundance estimates by retrospectively accounting for detection bias.

Directory of Open Access Journals (Sweden)

Colin Southwell

Full Text Available Seabirds and other land-breeding marine predators are considered to be useful and practical indicators of the state of marine ecosystems because of their dependence on marine prey and the accessibility of their populations at breeding colonies. Historical counts of breeding populations of these higher-order marine predators are one of few data sources available for inferring past change in marine ecosystems. However, historical abundance estimates derived from these population counts may be subject to unrecognised bias and uncertainty because of variable attendance of birds at breeding colonies and variable timing of past population surveys. We retrospectively accounted for detection bias in historical abundance estimates of the colonial, land-breeding Adélie penguin through an analysis of 222 historical abundance estimates from 81 breeding sites in east Antarctica. The published abundance estimates were de-constructed to retrieve the raw count data and then re-constructed by applying contemporary adjustment factors obtained from remotely operating time-lapse cameras. The re-construction process incorporated spatial and temporal variation in phenology and attendance by using data from cameras deployed at multiple sites over multiple years and propagating this uncertainty through to the final revised abundance estimates. Our re-constructed abundance estimates were consistently higher and more uncertain than published estimates. The re-constructed estimates alter the conclusions reached for some sites in east Antarctica in recent assessments of long-term Adélie penguin population change. Our approach is applicable to abundance data for a wide range of colonial, land-breeding marine species including other penguin species, flying seabirds and marine mammals.

Correction of Gradient Nonlinearity Bias in Quantitative Diffusion Parameters of Renal Tissue with Intra Voxel Incoherent Motion.

Science.gov (United States)

Malyarenko, Dariya I; Pang, Yuxi; Senegas, Julien; Ivancevic, Marko K; Ross, Brian D; Chenevert, Thomas L

2015-12-01

Spatially non-uniform diffusion weighting bias due to gradient nonlinearity (GNL) causes substantial errors in apparent diffusion coefficient (ADC) maps for anatomical regions imaged distant from magnet isocenter. Our previously-described approach allowed effective removal of spatial ADC bias from three orthogonal DWI measurements for mono-exponential media of arbitrary anisotropy. The present work evaluates correction feasibility and performance for quantitative diffusion parameters of the two-component IVIM model for well-perfused and nearly isotropic renal tissue. Sagittal kidney DWI scans of a volunteer were performed on a clinical 3T MRI scanner near isocenter and offset superiorly. Spatially non-uniform diffusion weighting due to GNL resulted both in shift and broadening of perfusion-suppressed ADC histograms for off-center DWI relative to unbiased measurements close to isocenter. Direction-average DW-bias correctors were computed based on the known gradient design provided by vendor. The computed bias maps were empirically confirmed by coronal DWI measurements for an isotropic gel-flood phantom. Both phantom and renal tissue ADC bias for off-center measurements was effectively removed by applying pre-computed 3D correction maps. Comparable ADC accuracy was achieved for corrections of both b -maps and DWI intensities in presence of IVIM perfusion. No significant bias impact was observed for IVIM perfusion fraction.

Novel Method for 5G Systems NLOS Channels Parameter Estimation

Directory of Open Access Journals (Sweden)

Vladeta Milenkovic

2017-01-01

Full Text Available For the development of new 5G systems to operate in mm bands, there is a need for accurate radio propagation modelling at these bands. In this paper novel approach for NLOS channels parameter estimation will be presented. Estimation will be performed based on LCR performance measure, which will enable us to estimate propagation parameters in real time and to avoid weaknesses of ML and moment method estimation approaches.

An Improved BeiDou-2 Satellite-Induced Code Bias Estimation Method

Directory of Open Access Journals (Sweden)

Jingyang Fu

2018-04-01

Full Text Available Different from GPS, GLONASS, GALILEO and BeiDou-3, it is confirmed that the code multipath bias (CMB, which originate from the satellite end and can be over 1 m, are commonly found in the code observations of BeiDou-2 (BDS IGSO and MEO satellites. In order to mitigate their adverse effects on absolute precise applications which use the code measurements, we propose in this paper an improved correction model to estimate the CMB. Different from the traditional model which considering the correction values are orbit-type dependent (estimating two sets of values for IGSO and MEO, respectively and modeling the CMB as a piecewise linear function with a elevation node separation of 10°, we estimate the corrections for each BDS IGSO + MEO satellite on one hand, and a denser elevation node separation of 5° is used to model the CMB variations on the other hand. Currently, the institutions such as IGS-MGEX operate over 120 stations which providing the daily BDS observations. These large amounts of data provide adequate support to refine the CMB estimation satellite by satellite in our improved model. One month BDS observations from MGEX are used for assessing the performance of the improved CMB model by means of precise point positioning (PPP. Experimental results show that for the satellites on the same orbit type, obvious differences can be found in the CMB at the same node and frequency. Results show that the new correction model can improve the wide-lane (WL ambiguity usage rate for WL fractional cycle bias estimation, shorten the WL and narrow-lane (NL time to first fix (TTFF in PPP ambiguity resolution (AR as well as improve the PPP positioning accuracy. With our improved correction model, the usage of WL ambiguity is increased from 94.1% to 96.0%, the WL and NL TTFF of PPP AR is shorten from 10.6 to 9.3 min, 67.9 to 63.3 min, respectively, compared with the traditional correction model. In addition, both the traditional and improved CMB model have

Application of isotopic information for estimating parameters in Philip infiltration model

Directory of Open Access Journals (Sweden)

Tao Wang

2016-10-01

Full Text Available Minimizing parameter uncertainty is crucial in the application of hydrologic models. Isotopic information in various hydrologic components of the water cycle can expand our knowledge of the dynamics of water flow in the system, provide additional information for parameter estimation, and improve parameter identifiability. This study combined the Philip infiltration model with an isotopic mixing model using an isotopic mass balance approach for estimating parameters in the Philip infiltration model. Two approaches to parameter estimation were compared: (a using isotopic information to determine the soil water transmission and then hydrologic information to estimate the soil sorptivity, and (b using hydrologic information to determine the soil water transmission and the soil sorptivity. Results of parameter estimation were verified through a rainfall infiltration experiment in a laboratory under rainfall with constant isotopic compositions and uniform initial soil water content conditions. Experimental results showed that approach (a, using isotopic and hydrologic information, estimated the soil water transmission in the Philip infiltration model in a manner that matched measured values well. The results of parameter estimation of approach (a were better than those of approach (b. It was also found that the analytical precision of hydrogen and oxygen stable isotopes had a significant effect on parameter estimation using isotopic information.

A Novel Methodology for Estimating State-Of-Charge of Li-Ion Batteries Using Advanced Parameters Estimation

Directory of Open Access Journals (Sweden)

Ibrahim M. Safwat

2017-11-01

Full Text Available State-of-charge (SOC estimations of Li-ion batteries have been the focus of many research studies in previous years. Many articles discussed the dynamic model’s parameters estimation of the Li-ion battery, where the fixed forgetting factor recursive least square estimation methodology is employed. However, the change rate of each parameter to reach the true value is not taken into consideration, which may tend to poor estimation. This article discusses this issue, and proposes two solutions to solve it. The first solution is the usage of a variable forgetting factor instead of a fixed one, while the second solution is defining a vector of forgetting factors, which means one factor for each parameter. After parameters estimation, a new idea is proposed to estimate state-of-charge (SOC of the Li-ion battery based on Newton’s method. Also, the error percentage and computational cost are discussed and compared with that of nonlinear Kalman filters. This methodology is applied on a 36 V 30 A Li-ion pack to validate this idea.

Specification and estimation of sources of bias affecting neurological studies in PET/MR with an anatomical brain phantom

Science.gov (United States)

Teuho, J.; Johansson, J.; Linden, J.; Saunavaara, V.; Tolvanen, T.; Teräs, M.

2014-01-01

Selection of reconstruction parameters has an effect on the image quantification in PET, with an additional contribution from a scanner-specific attenuation correction method. For achieving comparable results in inter- and intra-center comparisons, any existing quantitative differences should be identified and compensated for. In this study, a comparison between PET, PET/CT and PET/MR is performed by using an anatomical brain phantom, to identify and measure the amount of bias caused due to differences in reconstruction and attenuation correction methods especially in PET/MR. Differences were estimated by using visual, qualitative and quantitative analysis. The qualitative analysis consisted of a line profile analysis for measuring the reproduction of anatomical structures and the contribution of the amount of iterations to image contrast. The quantitative analysis consisted of measurement and comparison of 10 anatomical VOIs, where the HRRT was considered as the reference. All scanners reproduced the main anatomical structures of the phantom adequately, although the image contrast on the PET/MR was inferior when using a default clinical brain protocol. Image contrast was improved by increasing the amount of iterations from 2 to 5 while using 33 subsets. Furthermore, a PET/MR-specific bias was detected, which resulted in underestimation of the activity values in anatomical structures closest to the skull, due to the MR-derived attenuation map that ignores the bone. Thus, further improvements for the PET/MR reconstruction and attenuation correction could be achieved by optimization of RAMLA-specific reconstruction parameters and implementation of bone to the attenuation template.

Estimating the residential demand function for natural gas in Seoul with correction for sample selection bias

International Nuclear Information System (INIS)

Yoo, Seung-Hoon; Lim, Hea-Jin; Kwak, Seung-Jun

2009-01-01

Over the last twenty years, the consumption of natural gas in Korea has increased dramatically. This increase has mainly resulted from the rise of consumption in the residential sector. The main objective of the study is to estimate households' demand function for natural gas by applying a sample selection model using data from a survey of households in Seoul. The results show that there exists a selection bias in the sample and that failure to correct for sample selection bias distorts the mean estimate, of the demand for natural gas, downward by 48.1%. In addition, according to the estimation results, the size of the house, the dummy variable for dwelling in an apartment, the dummy variable for having a bed in an inner room, and the household's income all have positive relationships with the demand for natural gas. On the other hand, the size of the family and the price of gas negatively contribute to the demand for natural gas. (author)

A Comparison of Methods for a Priori Bias Correction in Soil Moisture Data Assimilation

Science.gov (United States)

Kumar, Sujay V.; Reichle, Rolf H.; Harrison, Kenneth W.; Peters-Lidard, Christa D.; Yatheendradas, Soni; Santanello, Joseph A.

2011-01-01

Data assimilation is being increasingly used to merge remotely sensed land surface variables such as soil moisture, snow and skin temperature with estimates from land models. Its success, however, depends on unbiased model predictions and unbiased observations. Here, a suite of continental-scale, synthetic soil moisture assimilation experiments is used to compare two approaches that address typical biases in soil moisture prior to data assimilation: (i) parameter estimation to calibrate the land model to the climatology of the soil moisture observations, and (ii) scaling of the observations to the model s soil moisture climatology. To enable this research, an optimization infrastructure was added to the NASA Land Information System (LIS) that includes gradient-based optimization methods and global, heuristic search algorithms. The land model calibration eliminates the bias but does not necessarily result in more realistic model parameters. Nevertheless, the experiments confirm that model calibration yields assimilation estimates of surface and root zone soil moisture that are as skillful as those obtained through scaling of the observations to the model s climatology. Analysis of innovation diagnostics underlines the importance of addressing bias in soil moisture assimilation and confirms that both approaches adequately address the issue.

On the estimation of water pure compound parameters in association theories

DEFF Research Database (Denmark)

Grenner, Andreas; Kontogeorgis, Georgios; Michelsen, Michael Locht

2007-01-01

Determination of the appropriate number of association sites and estimation of parameters for association (SAFT-type) theories is not a trivial matter. Building further on a recently published manuscript by Clark et al., this work investigates aspects of the parameter estimation for water using t...... different association theories. Their performance for various properties as well as against the results presented earlier is demonstrated.......Determination of the appropriate number of association sites and estimation of parameters for association (SAFT-type) theories is not a trivial matter. Building further on a recently published manuscript by Clark et al., this work investigates aspects of the parameter estimation for water using two...

Parameter Estimation for a Computable General Equilibrium Model

DEFF Research Database (Denmark)

Arndt, Channing; Robinson, Sherman; Tarp, Finn

We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of nonlinear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

Modular Estimation Strategy of Vehicle Dynamic Parameters for Motion Control Applications

Directory of Open Access Journals (Sweden)

Rawash Mustafa

2018-01-01

Full Text Available The presence of motion control or active safety systems in vehicles have become increasingly important for improving vehicle performance and handling and negotiating dangerous driving situations. The performance of such systems would be improved if combined with knowledge of vehicle dynamic parameters. Since some of these parameters are difficult to measure, due to technical or economic reasons, estimation of those parameters might be the only practical alternative. In this paper, an estimation strategy of important vehicle dynamic parameters, pertaining to motion control applications, is presented. The estimation strategy is of a modular structure such that each module is concerned with estimating a single vehicle parameter. Parameters estimated include: longitudinal, lateral, and vertical tire forces – longitudinal velocity – vehicle mass. The advantage of this strategy is its independence of tire parameters or wear, road surface condition, and vehicle mass variation. Also, because of its modular structure, each module could be later updated or exchanged for a more effective one. Results from simulations on a 14-DOF vehicle model are provided here to validate the strategy and show its robustness and accuracy.

Estimation of object motion parameters from noisy images.

Science.gov (United States)

Broida, T J; Chellappa, R

1986-01-01

An approach is presented for the estimation of object motion parameters based on a sequence of noisy images. The problem considered is that of a rigid body undergoing unknown rotational and translational motion. The measurement data consists of a sequence of noisy image coordinates of two or more object correspondence points. By modeling the object dynamics as a function of time, estimates of the model parameters (including motion parameters) can be extracted from the data using recursive and/or batch techniques. This permits a desired degree of smoothing to be achieved through the use of an arbitrarily large number of images. Some assumptions regarding object structure are presently made. Results are presented for a recursive estimation procedure: the case considered here is that of a sequence of one dimensional images of a two dimensional object. Thus, the object moves in one transverse dimension, and in depth, preserving the fundamental ambiguity of the central projection image model (loss of depth information). An iterated extended Kalman filter is used for the recursive solution. Noise levels of 5-10 percent of the object image size are used. Approximate Cramer-Rao lower bounds are derived for the model parameter estimates as a function of object trajectory and noise level. This approach may be of use in situations where it is difficult to resolve large numbers of object match points, but relatively long sequences of images (10 to 20 or more) are available.

Graphical evaluation of the ridge-type robust regression estimators in mixture experiments.

Science.gov (United States)

Erkoc, Ali; Emiroglu, Esra; Akay, Kadri Ulas

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set.

State and parameter estimation in biotechnical batch reactors

NARCIS (Netherlands)

Keesman, K.J.

2000-01-01

In this paper the problem of state and parameter estimation in biotechnical batch reactors is considered. Models describing the biotechnical process behaviour are usually nonlinear with time-varying parameters. Hence, the resulting large dimensions of the augmented state vector, roughly > 7, in

Parameter Estimation of Damped Compound Pendulum Using Bat Algorithm

Directory of Open Access Journals (Sweden)

Saad Mohd Sazli

2016-01-01

Full Text Available In this study, the parameter identification of the damped compound pendulum system is proposed using one of the most promising nature inspired algorithms which is Bat Algorithm (BA. The procedure used to achieve the parameter identification of the experimental system consists of input-output data collection, ARX model order selection and parameter estimation using bat algorithm (BA method. PRBS signal is used as an input signal to regulate the motor speed. Whereas, the output signal is taken from position sensor. Both, input and output data is used to estimate the parameter of the autoregressive with exogenous input (ARX model. The performance of the model is validated using mean squares error (MSE between the actual and predicted output responses of the models. Finally, comparative study is conducted between BA and the conventional estimation method (i.e. Least Square. Based on the results obtained, MSE produce from Bat Algorithm (BA is outperformed the Least Square (LS method.

Global parameter estimation for thermodynamic models of transcriptional regulation.

Science.gov (United States)

Suleimenov, Yerzhan; Ay, Ahmet; Samee, Md Abul Hassan; Dresch, Jacqueline M; Sinha, Saurabh; Arnosti, David N

2013-07-15

Deciphering the mechanisms involved in gene regulation holds the key to understanding the control of central biological processes, including human disease, population variation, and the evolution of morphological innovations. New experimental techniques including whole genome sequencing and transcriptome analysis have enabled comprehensive modeling approaches to study gene regulation. In many cases, it is useful to be able to assign biological significance to the inferred model parameters, but such interpretation should take into account features that affect these parameters, including model construction and sensitivity, the type of fitness calculation, and the effectiveness of parameter estimation. This last point is often neglected, as estimation methods are often selected for historical reasons or for computational ease. Here, we compare the performance of two parameter estimation techniques broadly representative of local and global approaches, namely, a quasi-Newton/Nelder-Mead simplex (QN/NMS) method and a covariance matrix adaptation-evolutionary strategy (CMA-ES) method. The estimation methods were applied to a set of thermodynamic models of gene transcription applied to regulatory elements active in the Drosophila embryo. Measuring overall fit, the global CMA-ES method performed significantly better than the local QN/NMS method on high quality data sets, but this difference was negligible on lower quality data sets with increased noise or on data sets simplified by stringent thresholding. Our results suggest that the choice of parameter estimation technique for evaluation of gene expression models depends both on quality of data, the nature of the models [again, remains to be established] and the aims of the modeling effort. Copyright © 2013 Elsevier Inc. All rights reserved.

Uncertainty estimation of core safety parameters using cross-correlations of covariance matrix

International Nuclear Information System (INIS)

Yamamoto, A.; Yasue, Y.; Endo, T.; Kodama, Y.; Ohoka, Y.; Tatsumi, M.

2012-01-01

An uncertainty estimation method for core safety parameters, for which measurement values are not obtained, is proposed. We empirically recognize the correlations among the prediction errors among core safety parameters, e.g., a correlation between the control rod worth and assembly relative power of corresponding position. Correlations of uncertainties among core safety parameters are theoretically estimated using the covariance of cross sections and sensitivity coefficients for core parameters. The estimated correlations among core safety parameters are verified through the direct Monte-Carlo sampling method. Once the correlation of uncertainties among core safety parameters is known, we can estimate the uncertainty of a safety parameter for which measurement value is not obtained. Furthermore, the correlations can be also used for the reduction of uncertainties of core safety parameters. (authors)

Parameter Estimation for a Computable General Equilibrium Model

DEFF Research Database (Denmark)

Arndt, Channing; Robinson, Sherman; Tarp, Finn

2002-01-01

We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of non-linear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

Bias in estimating the cross-sectional smoking, alcohol, obesity and diabetes associations with moderate-severe periodontitis in the Atherosclerosis Risk in Communities study: comparison of full versus partial-mouth estimates.

Science.gov (United States)

Akinkugbe, Aderonke A; Saraiya, Veeral M; Preisser, John S; Offenbacher, Steven; Beck, James D

2015-07-01

To assess whether partial-mouth protocols (PRPs) result in biased estimates of the associations between smoking, alcohol, obesity and diabetes with periodontitis. Using a sample (n = 6129) of the 1996-1998 Atherosclerosis Risk in Communities study, we used measures of probing pocket depth and clinical attachment level to identify moderate-severe periodontitis. Adjusting for confounders, unconditional binary logistic regression estimated prevalence odds ratios (POR) and 95% confidence limits. Specifically, we compared POR for smoking, alcohol, obesity and diabetes with periodontitis derived from full-mouth to those derived from 4-PRPs (Ramfjörd, National Health and Nutrition Examination survey-III, modified-NHANES-IV and 42-site-Random-site selection-method). Finally, we conducted a simple sensitivity analysis of periodontitis misclassification by changing the case definition threshold for each PRP. In comparison to full-mouth PORs, PRP PORs were biased in terms of magnitude and direction. Holding the full-mouth case definition at moderate-severe periodontitis and setting it at mild-moderate-severe for the PRPs did not consistently produce POR estimates that were either biased towards or away from the null in comparison to full-mouth estimates. Partial-mouth protocols result in misclassification of periodontitis and may bias epidemiologic measures of association. The magnitude and direction of this bias depends on choice of PRP and case definition threshold used. © 2015 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

Optimal design criteria - prediction vs. parameter estimation

Science.gov (United States)

Waldl, Helmut

2014-05-01

G-optimality is a popular design criterion for optimal prediction, it tries to minimize the kriging variance over the whole design region. A G-optimal design minimizes the maximum variance of all predicted values. If we use kriging methods for prediction it is self-evident to use the kriging variance as a measure of uncertainty for the estimates. Though the computation of the kriging variance and even more the computation of the empirical kriging variance is computationally very costly and finding the maximum kriging variance in high-dimensional regions can be time demanding such that we cannot really find the G-optimal design with nowadays available computer equipment in practice. We cannot always avoid this problem by using space-filling designs because small designs that minimize the empirical kriging variance are often non-space-filling. D-optimality is the design criterion related to parameter estimation. A D-optimal design maximizes the determinant of the information matrix of the estimates. D-optimality in terms of trend parameter estimation and D-optimality in terms of covariance parameter estimation yield basically different designs. The Pareto frontier of these two competing determinant criteria corresponds with designs that perform well under both criteria. Under certain conditions searching the G-optimal design on the above Pareto frontier yields almost as good results as searching the G-optimal design in the whole design region. In doing so the maximum of the empirical kriging variance has to be computed only a few times though. The method is demonstrated by means of a computer simulation experiment based on data provided by the Belgian institute Management Unit of the North Sea Mathematical Models (MUMM) that describe the evolution of inorganic and organic carbon and nutrients, phytoplankton, bacteria and zooplankton in the Southern Bight of the North Sea.

Direct Extraction of InP/GaAsSb/InP DHBT Equivalent-Circuit Elements From S-Parameters Measured at Cut-Off and Normal Bias Conditions

DEFF Research Database (Denmark)

Johansen, Tom Keinicke; Leblanc, Rémy; Poulain, Julien

2016-01-01

A unique direct parameter extraction method for the small-signal equivalent-circuit model of InP/GaAsSb/InP double heterojunction bipolar transistors (DHBTs) is presented. $S$-parameters measured at cut-off bias are used, at first, to extract the distribution factor $X_{0}$ for the base-collector......A unique direct parameter extraction method for the small-signal equivalent-circuit model of InP/GaAsSb/InP double heterojunction bipolar transistors (DHBTs) is presented. $S$-parameters measured at cut-off bias are used, at first, to extract the distribution factor $X_{0}$ for the base......-collector capacitance at zero collector current and the collector-to-emitter overlap capacitance $C_{ceo}$ present in InP DHBT devices. Low-frequency $S$-parameters measured at normal bias conditions then allows the extraction of the external access resistances $R_{bx}$, $R_{e}$, and $R_{cx}$ as well as the intrinsic...

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

Science.gov (United States)

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Parameter estimation of Lorenz chaotic system using a hybrid swarm intelligence algorithm

International Nuclear Information System (INIS)

Lazzús, Juan A.; Rivera, Marco; López-Caraballo, Carlos H.

2016-01-01

A novel hybrid swarm intelligence algorithm for chaotic system parameter estimation is present. For this purpose, the parameters estimation on Lorenz systems is formulated as a multidimensional problem, and a hybrid approach based on particle swarm optimization with ant colony optimization (PSO–ACO) is implemented to solve this problem. Firstly, the performance of the proposed PSO–ACO algorithm is tested on a set of three representative benchmark functions, and the impact of the parameter settings on PSO–ACO efficiency is studied. Secondly, the parameter estimation is converted into an optimization problem on a three-dimensional Lorenz system. Numerical simulations on Lorenz model and comparisons with results obtained by other algorithms showed that PSO–ACO is a very powerful tool for parameter estimation with high accuracy and low deviations. - Highlights: • PSO–ACO combined particle swarm optimization with ant colony optimization. • This study is the first research of PSO–ACO to estimate parameters of chaotic systems. • PSO–ACO algorithm can identify the parameters of the three-dimensional Lorenz system with low deviations. • PSO–ACO is a very powerful tool for the parameter estimation on other chaotic system.

Parameter estimation of Lorenz chaotic system using a hybrid swarm intelligence algorithm

Energy Technology Data Exchange (ETDEWEB)

Lazzús, Juan A., E-mail: jlazzus@dfuls.cl; Rivera, Marco; López-Caraballo, Carlos H.

2016-03-11

A novel hybrid swarm intelligence algorithm for chaotic system parameter estimation is present. For this purpose, the parameters estimation on Lorenz systems is formulated as a multidimensional problem, and a hybrid approach based on particle swarm optimization with ant colony optimization (PSO–ACO) is implemented to solve this problem. Firstly, the performance of the proposed PSO–ACO algorithm is tested on a set of three representative benchmark functions, and the impact of the parameter settings on PSO–ACO efficiency is studied. Secondly, the parameter estimation is converted into an optimization problem on a three-dimensional Lorenz system. Numerical simulations on Lorenz model and comparisons with results obtained by other algorithms showed that PSO–ACO is a very powerful tool for parameter estimation with high accuracy and low deviations. - Highlights: • PSO–ACO combined particle swarm optimization with ant colony optimization. • This study is the first research of PSO–ACO to estimate parameters of chaotic systems. • PSO–ACO algorithm can identify the parameters of the three-dimensional Lorenz system with low deviations. • PSO–ACO is a very powerful tool for the parameter estimation on other chaotic system.

Maximum-likelihood estimation of the hyperbolic parameters from grouped observations

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1988-01-01

a least-squares problem. The second procedure Hypesti first approaches the maximum-likelihood estimate by iterating in the profile-log likelihood function for the scale parameter. Close to the maximum of the likelihood function, the estimation is brought to an end by iteration, using all four parameters...

Nonlinear bias compensation of ZiYuan-3 satellite imagery with cubic splines

Science.gov (United States)

Cao, Jinshan; Fu, Jianhong; Yuan, Xiuxiao; Gong, Jianya

2017-11-01

Like many high-resolution satellites such as the ALOS, MOMS-2P, QuickBird, and ZiYuan1-02C satellites, the ZiYuan-3 satellite suffers from different levels of attitude oscillations. As a result of such oscillations, the rational polynomial coefficients (RPCs) obtained using a terrain-independent scenario often have nonlinear biases. In the sensor orientation of ZiYuan-3 imagery based on a rational function model (RFM), these nonlinear biases cannot be effectively compensated by an affine transformation. The sensor orientation accuracy is thereby worse than expected. In order to eliminate the influence of attitude oscillations on the RFM-based sensor orientation, a feasible nonlinear bias compensation approach for ZiYuan-3 imagery with cubic splines is proposed. In this approach, no actual ground control points (GCPs) are required to determine the cubic splines. First, the RPCs are calculated using a three-dimensional virtual control grid generated based on a physical sensor model. Second, one cubic spline is used to model the residual errors of the virtual control points in the row direction and another cubic spline is used to model the residual errors in the column direction. Then, the estimated cubic splines are used to compensate the nonlinear biases in the RPCs. Finally, the affine transformation parameters are used to compensate the residual biases in the RPCs. Three ZiYuan-3 images were tested. The experimental results showed that before the nonlinear bias compensation, the residual errors of the independent check points were nonlinearly biased. Even if the number of GCPs used to determine the affine transformation parameters was increased from 4 to 16, these nonlinear biases could not be effectively compensated. After the nonlinear bias compensation with the estimated cubic splines, the influence of the attitude oscillations could be eliminated. The RFM-based sensor orientation accuracies of the three ZiYuan-3 images reached 0.981 pixels, 0.890 pixels, and 1

Dual ant colony operational modal analysis parameter estimation method

Science.gov (United States)

Sitarz, Piotr; Powałka, Bartosz

2018-01-01

Operational Modal Analysis (OMA) is a common technique used to examine the dynamic properties of a system. Contrary to experimental modal analysis, the input signal is generated in object ambient environment. Operational modal analysis mainly aims at determining the number of pole pairs and at estimating modal parameters. Many methods are used for parameter identification. Some methods operate in time while others in frequency domain. The former use correlation functions, the latter - spectral density functions. However, while some methods require the user to select poles from a stabilisation diagram, others try to automate the selection process. Dual ant colony operational modal analysis parameter estimation method (DAC-OMA) presents a new approach to the problem, avoiding issues involved in the stabilisation diagram. The presented algorithm is fully automated. It uses deterministic methods to define the interval of estimated parameters, thus reducing the problem to optimisation task which is conducted with dedicated software based on ant colony optimisation algorithm. The combination of deterministic methods restricting parameter intervals and artificial intelligence yields very good results, also for closely spaced modes and significantly varied mode shapes within one measurement point.

Estimation bias from using nonlinear Fourier plane correlators for sub-pixel image shift measurement and implications for the binary joint transform correlator

Science.gov (United States)

Grycewicz, Thomas J.; Florio, Christopher J.; Franz, Geoffrey A.; Robinson, Ross E.

2007-09-01

When using Fourier plane digital algorithms or an optical correlator to measure the correlation between digital images, interpolation by center-of-mass or quadratic estimation techniques can be used to estimate image displacement to the sub-pixel level. However, this can lead to a bias in the correlation measurement. This bias shifts the sub-pixel output measurement to be closer to the nearest pixel center than the actual location. The paper investigates the bias in the outputs of both digital and optical correlators, and proposes methods to minimize this effect. We use digital studies and optical implementations of the joint transform correlator to demonstrate optical registration with accuracies better than 0.1 pixels. We use both simulations of image shift and movies of a moving target as inputs. We demonstrate bias error for both center-of-mass and quadratic interpolation, and discuss the reasons that this bias is present. Finally, we suggest measures to reduce or eliminate the bias effects. We show that when sub-pixel bias is present, it can be eliminated by modifying the interpolation method. By removing the bias error, we improve registration accuracy by thirty percent.

Cosmological parameter estimation using particle swarm optimization

Science.gov (United States)

Prasad, Jayanti; Souradeep, Tarun

2012-06-01

Constraining theoretical models, which are represented by a set of parameters, using observational data is an important exercise in cosmology. In Bayesian framework this is done by finding the probability distribution of parameters which best fits to the observational data using sampling based methods like Markov chain Monte Carlo (MCMC). It has been argued that MCMC may not be the best option in certain problems in which the target function (likelihood) poses local maxima or have very high dimensionality. Apart from this, there may be examples in which we are mainly interested to find the point in the parameter space at which the probability distribution has the largest value. In this situation the problem of parameter estimation becomes an optimization problem. In the present work we show that particle swarm optimization (PSO), which is an artificial intelligence inspired population based search procedure, can also be used for cosmological parameter estimation. Using PSO we were able to recover the best-fit Λ cold dark matter (LCDM) model parameters from the WMAP seven year data without using any prior guess value or any other property of the probability distribution of parameters like standard deviation, as is common in MCMC. We also report the results of an exercise in which we consider a binned primordial power spectrum (to increase the dimensionality of problem) and find that a power spectrum with features gives lower chi square than the standard power law. Since PSO does not sample the likelihood surface in a fair way, we follow a fitting procedure to find the spread of likelihood function around the best-fit point.

Is it feasible to estimate radiosonde biases from interlaced measurements?

Science.gov (United States)

Kremser, Stefanie; Tradowsky, Jordis S.; Rust, Henning W.; Bodeker, Greg E.

2018-05-01

Upper-air measurements of essential climate variables (ECVs), such as temperature, are crucial for climate monitoring and climate change detection. Because of the internal variability of the climate system, many decades of measurements are typically required to robustly detect any trend in the climate data record. It is imperative for the records to be temporally homogeneous over many decades to confidently estimate any trend. Historically, records of upper-air measurements were primarily made for short-term weather forecasts and as such are seldom suitable for studying long-term climate change as they lack the required continuity and homogeneity. Recognizing this, the Global Climate Observing System (GCOS) Reference Upper-Air Network (GRUAN) has been established to provide reference-quality measurements of climate variables, such as temperature, pressure, and humidity, together with well-characterized and traceable estimates of the measurement uncertainty. To ensure that GRUAN data products are suitable to detect climate change, a scientifically robust instrument replacement strategy must always be adopted whenever there is a change in instrumentation. By fully characterizing any systematic differences between the old and new measurement system a temporally homogeneous data series can be created. One strategy is to operate both the old and new instruments in tandem for some overlap period to characterize any inter-instrument biases. However, this strategy can be prohibitively expensive at measurement sites operated by national weather services or research institutes. An alternative strategy that has been proposed is to alternate between the old and new instruments, so-called interlacing, and then statistically derive the systematic biases between the two instruments. Here we investigate the feasibility of such an approach specifically for radiosondes, i.e. flying the old and new instruments on alternating days. Synthetic data sets are used to explore the

Analyzing Right-Censored Length-Biased Data with Additive Hazards Model

Institute of Scientific and Technical Information of China (English)

Mu ZHAO; Cun-jie LIN; Yong ZHOU

2017-01-01

Length-biased data are often encountered in observational studies,when the survival times are left-truncated and right-censored and the truncation times follow a uniform distribution.In this article,we propose to analyze such data with the additive hazards model,which specifies that the hazard function is the sum of an arbitrary baseline hazard function and a regression function of covariates.We develop estimating equation approaches to estimate the regression parameters.The resultant estimators are shown to be consistent and asymptotically normal.Some simulation studies and a real data example are used to evaluate the finite sample properties of the proposed estimators.

Estimating RASATI scores using acoustical parameters

International Nuclear Information System (INIS)

Agüero, P D; Tulli, J C; Moscardi, G; Gonzalez, E L; Uriz, A J

2011-01-01

Acoustical analysis of speech using computers has reached an important development in the latest years. The subjective evaluation of a clinician is complemented with an objective measure of relevant parameters of voice. Praat, MDVP (Multi Dimensional Voice Program) and SAV (Software for Voice Analysis) are some examples of software for speech analysis. This paper describes an approach to estimate the subjective characteristics of RASATI scale given objective acoustical parameters. Two approaches were used: linear regression with non-negativity constraints, and neural networks. The experiments show that such approach gives correct evaluations with ±1 error in 80% of the cases.

Simultaneous Parameters Identifiability and Estimation of an E. coli Metabolic Network Model

Directory of Open Access Journals (Sweden)

Kese Pontes Freitas Alberton

2015-01-01

Full Text Available This work proposes a procedure for simultaneous parameters identifiability and estimation in metabolic networks in order to overcome difficulties associated with lack of experimental data and large number of parameters, a common scenario in the modeling of such systems. As case study, the complex real problem of parameters identifiability of the Escherichia coli K-12 W3110 dynamic model was investigated, composed by 18 differential ordinary equations and 35 kinetic rates, containing 125 parameters. With the procedure, model fit was improved for most of the measured metabolites, achieving 58 parameters estimated, including 5 unknown initial conditions. The results indicate that simultaneous parameters identifiability and estimation approach in metabolic networks is appealing, since model fit to the most of measured metabolites was possible even when important measures of intracellular metabolites and good initial estimates of parameters are not available.

[Application of an Adaptive Inertia Weight Particle Swarm Algorithm in the Magnetic Resonance Bias Field Correction].

Science.gov (United States)

Wang, Chang; Qin, Xin; Liu, Yan; Zhang, Wenchao

2016-06-01

An adaptive inertia weight particle swarm algorithm is proposed in this study to solve the local optimal problem with the method of traditional particle swarm optimization in the process of estimating magnetic resonance(MR)image bias field.An indicator measuring the degree of premature convergence was designed for the defect of traditional particle swarm optimization algorithm.The inertia weight was adjusted adaptively based on this indicator to ensure particle swarm to be optimized globally and to avoid it from falling into local optimum.The Legendre polynomial was used to fit bias field,the polynomial parameters were optimized globally,and finally the bias field was estimated and corrected.Compared to those with the improved entropy minimum algorithm,the entropy of corrected image was smaller and the estimated bias field was more accurate in this study.Then the corrected image was segmented and the segmentation accuracy obtained in this research was 10% higher than that with improved entropy minimum algorithm.This algorithm can be applied to the correction of MR image bias field.

Kalman filter estimation of RLC parameters for UMP transmission line

Directory of Open Access Journals (Sweden)

Mohd Amin Siti Nur Aishah

2018-01-01

Full Text Available This paper present the development of Kalman filter that allows evaluation in the estimation of resistance (R, inductance (L, and capacitance (C values for Universiti Malaysia Pahang (UMP short transmission line. To overcome the weaknesses of existing system such as power losses in the transmission line, Kalman Filter can be a better solution to estimate the parameters. The aim of this paper is to estimate RLC values by using Kalman filter that in the end can increase the system efficiency in UMP. In this research, matlab simulink model is developed to analyse the UMP short transmission line by considering different noise conditions to reprint certain unknown parameters which are difficult to predict. The data is then used for comparison purposes between calculated and estimated values. The results have illustrated that the Kalman Filter estimate accurately the RLC parameters with less error. The comparison of accuracy between Kalman Filter and Least Square method is also presented to evaluate their performances.

Iterative importance sampling algorithms for parameter estimation

OpenAIRE

Morzfeld, Matthias; Day, Marcus S.; Grout, Ray W.; Pau, George Shu Heng; Finsterle, Stefan A.; Bell, John B.

2016-01-01

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is ...

Uncertainties in the Item Parameter Estimates and Robust Automated Test Assembly

Science.gov (United States)

Veldkamp, Bernard P.; Matteucci, Mariagiulia; de Jong, Martijn G.

2013-01-01

Item response theory parameters have to be estimated, and because of the estimation process, they do have uncertainty in them. In most large-scale testing programs, the parameters are stored in item banks, and automated test assembly algorithms are applied to assemble operational test forms. These algorithms treat item parameters as fixed values,…

GPS receiver phase biases estimable in PPP-RTK networks: dynamic characterization and impact analysis

Science.gov (United States)

Zhang, Baocheng; Liu, Teng; Yuan, Yunbin

2018-06-01

The integer ambiguity resolution enabled precise point positioning (PPP-RTK) has been proven advantageous in a wide range of applications. The realization of PPP-RTK concerns the isolation of satellite phase biases (SPBs) and other corrections from a network of Global Positioning System (GPS) reference receivers. This is generally based on Kalman filter in order to achieve real-time capability, in which proper modeling of the dynamics of various types of unknowns remains crucial. This paper seeks to gain insight into how to reasonably deal with the dynamic behavior of the estimable receiver phase biases (RPBs). Using dual-frequency GPS data collected at six colocated receivers over days 50-120 of 2015, we analyze the 30-s epoch-by-epoch estimates of L1 and wide-lane (WL) RPBs for each receiver pair. The dynamics observed in these estimates are a combined effect of three factors, namely the random measurement noise, the multipath and the ambient temperature. The first factor can be overcome by turning to a real-time filter and the second by considering the use of a sidereal filtering. The third factor has an effect only on the WL, and this effect appears to be linear. After accounting for these three factors, the low-pass-filtered, sidereal-filtered, epoch-by-epoch estimates of L1 RPBs follow a random walk process, whereas those of WL RPBs are constant over time. Properly modeling the dynamics of RPBs is vital, as it ensures the best convergence of the Kalman-filtered, between-satellite single-differenced SPB estimates to their correct values and, in turn, shortens the time-to-first-fix at user side.

GPS receiver phase biases estimable in PPP-RTK networks: dynamic characterization and impact analysis

Science.gov (United States)

Zhang, Baocheng; Liu, Teng; Yuan, Yunbin

2017-11-01

The integer ambiguity resolution enabled precise point positioning (PPP-RTK) has been proven advantageous in a wide range of applications. The realization of PPP-RTK concerns the isolation of satellite phase biases (SPBs) and other corrections from a network of Global Positioning System (GPS) reference receivers. This is generally based on Kalman filter in order to achieve real-time capability, in which proper modeling of the dynamics of various types of unknowns remains crucial. This paper seeks to gain insight into how to reasonably deal with the dynamic behavior of the estimable receiver phase biases (RPBs). Using dual-frequency GPS data collected at six colocated receivers over days 50-120 of 2015, we analyze the 30-s epoch-by-epoch estimates of L1 and wide-lane (WL) RPBs for each receiver pair. The dynamics observed in these estimates are a combined effect of three factors, namely the random measurement noise, the multipath and the ambient temperature. The first factor can be overcome by turning to a real-time filter and the second by considering the use of a sidereal filtering. The third factor has an effect only on the WL, and this effect appears to be linear. After accounting for these three factors, the low-pass-filtered, sidereal-filtered, epoch-by-epoch estimates of L1 RPBs follow a random walk process, whereas those of WL RPBs are constant over time. Properly modeling the dynamics of RPBs is vital, as it ensures the best convergence of the Kalman-filtered, between-satellite single-differenced SPB estimates to their correct values and, in turn, shortens the time-to-first-fix at user side.

Parameter estimation in nonlinear models for pesticide degradation

International Nuclear Information System (INIS)

Richter, O.; Pestemer, W.; Bunte, D.; Diekkrueger, B.

1991-01-01

A wide class of environmental transfer models is formulated as ordinary or partial differential equations. With the availability of fast computers, the numerical solution of large systems became feasible. The main difficulty in performing a realistic and convincing simulation of the fate of a substance in the biosphere is not the implementation of numerical techniques but rather the incomplete data basis for parameter estimation. Parameter estimation is a synonym for statistical and numerical procedures to derive reasonable numerical values for model parameters from data. The classical method is the familiar linear regression technique which dates back to the 18th century. Because it is easy to handle, linear regression has long been established as a convenient tool for analysing relationships. However, the wide use of linear regression has led to an overemphasis of linear relationships. In nature, most relationships are nonlinear and linearization often gives a poor approximation of reality. Furthermore, pure regression models are not capable to map the dynamics of a process. Therefore, realistic models involve the evolution in time (and space). This leads in a natural way to the formulation of differential equations. To establish the link between data and dynamical models, numerical advanced parameter identification methods have been developed in recent years. This paper demonstrates the application of these techniques to estimation problems in the field of pesticide dynamics. (7 refs., 5 figs., 2 tabs.)

Simple method for quick estimation of aquifer hydrogeological parameters

Science.gov (United States)

Ma, C.; Li, Y. Y.

2017-08-01

Development of simple and accurate methods to determine the aquifer hydrogeological parameters was of importance for groundwater resources assessment and management. Aiming at the present issue of estimating aquifer parameters based on some data of the unsteady pumping test, a fitting function of Theis well function was proposed using fitting optimization method and then a unitary linear regression equation was established. The aquifer parameters could be obtained by solving coefficients of the regression equation. The application of the proposed method was illustrated, using two published data sets. By the error statistics and analysis on the pumping drawdown, it showed that the method proposed in this paper yielded quick and accurate estimates of the aquifer parameters. The proposed method could reliably identify the aquifer parameters from long distance observed drawdowns and early drawdowns. It was hoped that the proposed method in this paper would be helpful for practicing hydrogeologists and hydrologists.

Software thresholds alter the bias of actigraphy for monitoring sleep in team-sport athletes.

Science.gov (United States)

Fuller, Kate L; Juliff, Laura; Gore, Christopher J; Peiffer, Jeremiah J; Halson, Shona L

2017-08-01

Actical ® actigraphy is commonly used to monitor athlete sleep. The proprietary software, called Actiware ® , processes data with three different sleep-wake thresholds (Low, Medium or High), but there is no standardisation regarding their use. The purpose of this study was to examine validity and bias of the sleep-wake thresholds for processing Actical ® sleep data in team sport athletes. Validation study comparing actigraph against accepted gold standard polysomnography (PSG). Sixty seven nights of sleep were recorded simultaneously with polysomnography and Actical ® devices. Individual night data was compared across five sleep measures for each sleep-wake threshold using Actiware ® software. Accuracy of each sleep-wake threshold compared with PSG was evaluated from mean bias with 95% confidence limits, Pearson moment-product correlation and associated standard error of estimate. The Medium threshold generated the smallest mean bias compared with polysomnography for total sleep time (8.5min), sleep efficiency (1.8%) and wake after sleep onset (-4.1min); whereas the Low threshold had the smallest bias (7.5min) for wake bouts. Bias in sleep onset latency was the same across thresholds (-9.5min). The standard error of the estimate was similar across all thresholds; total sleep time ∼25min, sleep efficiency ∼4.5%, wake after sleep onset ∼21min, and wake bouts ∼8 counts. Sleep parameters measured by the Actical ® device are greatly influenced by the sleep-wake threshold applied. In the present study the Medium threshold produced the smallest bias for most parameters compared with PSG. Given the magnitude of measurement variability, confidence limits should be employed when interpreting changes in sleep parameters. Copyright © 2017 Sports Medicine Australia. All rights reserved.

Compressive Parameter Estimation for Sparse Translation-Invariant Signals Using Polar Interpolation

DEFF Research Database (Denmark)

Fyhn, Karsten; Duarte, Marco F.; Jensen, Søren Holdt

2015-01-01

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in two aspects: (i) we extend the formulation from real non...... to attain good estimation precision and keep the computational complexity low. Our numerical experiments show that the proposed algorithms outperform existing approaches that either leverage polynomial interpolation or are based on a conversion to a frequency-estimation problem followed by a super...... interpolation increases the estimation precision....

Estimation of Parameters in Mean-Reverting Stochastic Systems

Directory of Open Access Journals (Sweden)

Tianhai Tian

2014-01-01

Full Text Available Stochastic differential equation (SDE is a very important mathematical tool to describe complex systems in which noise plays an important role. SDE models have been widely used to study the dynamic properties of various nonlinear systems in biology, engineering, finance, and economics, as well as physical sciences. Since a SDE can generate unlimited numbers of trajectories, it is difficult to estimate model parameters based on experimental observations which may represent only one trajectory of the stochastic model. Although substantial research efforts have been made to develop effective methods, it is still a challenge to infer unknown parameters in SDE models from observations that may have large variations. Using an interest rate model as a test problem, in this work we use the Bayesian inference and Markov Chain Monte Carlo method to estimate unknown parameters in SDE models.

Statistical distributions applications and parameter estimates

CERN Document Server

Thomopoulos, Nick T

2017-01-01

This book gives a description of the group of statistical distributions that have ample application to studies in statistics and probability.  Understanding statistical distributions is fundamental for researchers in almost all disciplines.  The informed researcher will select the statistical distribution that best fits the data in the study at hand.  Some of the distributions are well known to the general researcher and are in use in a wide variety of ways.  Other useful distributions are less understood and are not in common use.  The book describes when and how to apply each of the distributions in research studies, with a goal to identify the distribution that best applies to the study.  The distributions are for continuous, discrete, and bivariate random variables.  In most studies, the parameter values are not known a priori, and sample data is needed to estimate parameter values.  In other scenarios, no sample data is available, and the researcher seeks some insight that allows the estimate of ...

Performance of a New Restricted Biased Estimator in Logistic Regression

Directory of Open Access Journals (Sweden)

Yasin ASAR

2017-12-01

Full Text Available It is known that the variance of the maximum likelihood estimator (MLE inflates when the explanatory variables are correlated. This situation is called the multicollinearity problem. As a result, the estimations of the model may not be trustful. Therefore, this paper introduces a new restricted estimator (RLTE that may be applied to get rid of the multicollinearity when the parameters lie in some linear subspace  in logistic regression. The mean squared errors (MSE and the matrix mean squared errors (MMSE of the estimators considered in this paper are given. A Monte Carlo experiment is designed to evaluate the performances of the proposed estimator, the restricted MLE (RMLE, MLE and Liu-type estimator (LTE. The criterion of performance is chosen to be MSE. Moreover, a real data example is presented. According to the results, proposed estimator has better performance than MLE, RMLE and LTE.

Uncertainty estimation of core safety parameters using cross-correlations of covariance matrix

International Nuclear Information System (INIS)

Yamamoto, Akio; Yasue, Yoshihiro; Endo, Tomohiro; Kodama, Yasuhiro; Ohoka, Yasunori; Tatsumi, Masahiro

2013-01-01

An uncertainty reduction method for core safety parameters, for which measurement values are not obtained, is proposed. We empirically recognize that there exist some correlations among the prediction errors of core safety parameters, e.g., a correlation between the control rod worth and the assembly relative power at corresponding position. Correlations of errors among core safety parameters are theoretically estimated using the covariance of cross sections and sensitivity coefficients of core parameters. The estimated correlations of errors among core safety parameters are verified through the direct Monte Carlo sampling method. Once the correlation of errors among core safety parameters is known, we can estimate the uncertainty of a safety parameter for which measurement value is not obtained. (author)

Adaptive distributed parameter and input estimation in linear parabolic PDEs

KAUST Repository

Mechhoud, Sarra

2016-01-01

In this paper, we discuss the on-line estimation of distributed source term, diffusion, and reaction coefficients of a linear parabolic partial differential equation using both distributed and interior-point measurements. First, new sufficient identifiability conditions of the input and the parameter simultaneous estimation are stated. Then, by means of Lyapunov-based design, an adaptive estimator is derived in the infinite-dimensional framework. It consists of a state observer and gradient-based parameter and input adaptation laws. The parameter convergence depends on the plant signal richness assumption, whereas the state convergence is established using a Lyapunov approach. The results of the paper are illustrated by simulation on tokamak plasma heat transport model using simulated data.

Robust estimation of hydrological model parameters

Directory of Open Access Journals (Sweden)

A. Bárdossy

2008-11-01

Full Text Available The estimation of hydrological model parameters is a challenging task. With increasing capacity of computational power several complex optimization algorithms have emerged, but none of the algorithms gives a unique and very best parameter vector. The parameters of fitted hydrological models depend upon the input data. The quality of input data cannot be assured as there may be measurement errors for both input and state variables. In this study a methodology has been developed to find a set of robust parameter vectors for a hydrological model. To see the effect of observational error on parameters, stochastically generated synthetic measurement errors were applied to observed discharge and temperature data. With this modified data, the model was calibrated and the effect of measurement errors on parameters was analysed. It was found that the measurement errors have a significant effect on the best performing parameter vector. The erroneous data led to very different optimal parameter vectors. To overcome this problem and to find a set of robust parameter vectors, a geometrical approach based on Tukey's half space depth was used. The depth of the set of N randomly generated parameters was calculated with respect to the set with the best model performance (Nash-Sutclife efficiency was used for this study for each parameter vector. Based on the depth of parameter vectors, one can find a set of robust parameter vectors. The results show that the parameters chosen according to the above criteria have low sensitivity and perform well when transfered to a different time period. The method is demonstrated on the upper Neckar catchment in Germany. The conceptual HBV model was used for this study.

Measurement bias detection with Kronecker product restricted models for multivariate longitudinal data: an illustration with health-related quality of life data from thirteen measurement occasions.

Science.gov (United States)

Verdam, Mathilde G E; Oort, Frans J

2014-01-01

Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data.A method for the investigation of measurement bias with Kronecker product restricted models.Application of these methods to health-related quality of life data from bone metastasis patients, collected at 13 consecutive measurement occasions.The use of curves to facilitate substantive interpretation of apparent measurement bias.Assessment of change in common factor means, after accounting for apparent measurement bias.Longitudinal measurement invariance is usually investigated with a longitudinal factor model (LFM). However, with multiple measurement occasions, the number of parameters to be estimated increases with a multiple of the number of measurement occasions. To guard against too low ratios of numbers of subjects and numbers of parameters, we can use Kronecker product restrictions to model the multivariate longitudinal structure of the data. These restrictions can be imposed on all parameter matrices, including measurement invariance restrictions on factor loadings and intercepts. The resulting models are parsimonious and have attractive interpretation, but require different methods for the investigation of measurement bias. Specifically, additional parameter matrices are introduced to accommodate possible violations of measurement invariance. These additional matrices consist of measurement bias parameters that are either fixed at zero or free to be estimated. In cases of measurement bias, it is also possible to model the bias over time, e.g., with linear or non-linear curves. Measurement bias detection with Kronecker product restricted models will be illustrated with multivariate longitudinal data from 682 bone metastasis patients whose health-related quality of life (HRQL) was measured at 13 consecutive weeks.

Cosmological Parameter Estimation Using the Genus Amplitude—Application to Mock Galaxy Catalogs

Science.gov (United States)

Appleby, Stephen; Park, Changbom; Hong, Sungwook E.; Kim, Juhan

2018-01-01

We study the topology of the matter density field in two-dimensional slices and consider how we can use the amplitude A of the genus for cosmological parameter estimation. Using the latest Horizon Run 4 simulation data, we calculate the genus of the smoothed density field constructed from light cone mock galaxy catalogs. Information can be extracted from the amplitude of the genus by considering both its redshift evolution and magnitude. The constancy of the genus amplitude with redshift can be used as a standard population, from which we derive constraints on the equation of state of dark energy {w}{de}—by measuring A at z∼ 0.1 and z∼ 1, we can place an order {{Δ }}{w}{de}∼ { O }(15 % ) constraint on {w}{de}. By comparing A to its Gaussian expectation value, we can potentially derive an additional stringent constraint on the matter density {{Δ }}{{{Ω }}}{mat}∼ 0.01. We discuss the primary sources of contamination associated with the two measurements—redshift space distortion (RSD) and shot noise. With accurate knowledge of galaxy bias, we can successfully remove the effect of RSD, and the combined effect of shot noise and nonlinear gravitational evolution is suppressed by smoothing over suitably large scales {R}{{G}}≥slant 15 {Mpc}/h. Without knowledge of the bias, we discuss how joint measurements of the two- and three-dimensional genus can be used to constrain the growth factor β =f/b. The method can be applied optimally to redshift slices of a galaxy distribution generated using the drop-off technique.

minimum variance estimation of yield parameters of rubber tree

African Journals Online (AJOL)

2013-03-01

Mar 1, 2013 ... It is our opinion that Kalman filter is a robust estimator of the ... Kalman filter, parameter estimation, rubber clones, Chow failure test, autocorrelation, STAMP, data ...... Mills, T.C. Modelling Current Temperature Trends.

Parameter Estimation of Multiple Frequency-Hopping Signals with Two Sensors

Directory of Open Access Journals (Sweden)

Le Zuo

2018-04-01

Full Text Available This paper essentially focuses on parameter estimation of multiple wideband emitting sources with time-varying frequencies, such as two-dimensional (2-D direction of arrival (DOA and signal sorting, with a low-cost circular synthetic array (CSA consisting of only two rotating sensors. Our basic idea is to decompose the received data, which is a superimposition of phase measurements from multiple sources into separated groups and separately estimate the DOA associated with each source. Motivated by joint parameter estimation, we propose to adopt the expectation maximization (EM algorithm in this paper; our method involves two steps, namely, the expectation-step (E-step and the maximization (M-step. In the E-step, the correspondence of each signal with its emitting source is found. Then, in the M-step, the maximum-likelihood (ML estimates of the DOA parameters are obtained. These two steps are iteratively and alternatively executed to jointly determine the DOAs and sort multiple signals. Closed-form DOA estimation formulae are developed by ML estimation based on phase data, which also realize an optimal estimation. Directional ambiguity is also addressed by another ML estimation method based on received complex responses. The Cramer-Rao lower bound is derived for understanding the estimation accuracy and performance comparison. The verification of the proposed method is demonstrated with simulations.

Automatic smoothing parameter selection in GAMLSS with an application to centile estimation.

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Rigby, Robert A; Stasinopoulos, Dimitrios M

2014-08-01

A method for automatic selection of the smoothing parameters in a generalised additive model for location, scale and shape (GAMLSS) model is introduced. The method uses a P-spline representation of the smoothing terms to express them as random effect terms with an internal (or local) maximum likelihood estimation on the predictor scale of each distribution parameter to estimate its smoothing parameters. This provides a fast method for estimating multiple smoothing parameters. The method is applied to centile estimation where all four parameters of a distribution for the response variable are modelled as smooth functions of a transformed explanatory variable x This allows smooth modelling of the location, scale, skewness and kurtosis parameters of the response variable distribution as functions of x. © The Author(s) 2013 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

Estimation of G-renewal process parameters as an ill-posed inverse problem

International Nuclear Information System (INIS)

Krivtsov, V.; Yevkin, O.

2013-01-01

Statistical estimation of G-renewal process parameters is an important estimation problem, which has been considered by many authors. We view this problem from the standpoint of a mathematically ill-posed, inverse problem (the solution is not unique and/or is sensitive to statistical error) and propose a regularization approach specifically suited to the G-renewal process. Regardless of the estimation method, the respective objective function usually involves parameters of the underlying life-time distribution and simultaneously the restoration parameter. In this paper, we propose to regularize the problem by decoupling the estimation of the aforementioned parameters. Using a simulation study, we show that the resulting estimation/extrapolation accuracy of the proposed method is considerably higher than that of the existing methods

Joint Multi-Fiber NODDI Parameter Estimation and Tractography using the Unscented Information Filter

Directory of Open Access Journals (Sweden)

Yogesh eRathi

2016-04-01

Full Text Available Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF. Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters, which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts.

Reducing biases on H0 measurements using strong lensing and galaxy dynamics: results from the EAGLE simulation

Science.gov (United States)

Tagore, Amitpal S.; Barnes, David J.; Jackson, Neal; Kay, Scott T.; Schaller, Matthieu; Schaye, Joop; Theuns, Tom

2018-03-01

Cosmological parameter constraints from observations of time-delay lenses are becoming increasingly precise. However, there may be significant bias and scatter in these measurements due to, among other things, the so-called mass-sheet degeneracy. To estimate these uncertainties, we analyse strong lenses from the largest EAGLE hydrodynamical simulation. We apply a mass-sheet transformation to the radial density profiles of lenses, and by selecting lenses near isothermality, we find that the bias on H0 can be reduced to 5 per cent with an intrinsic scatter of 10 per cent, confirming previous results performed on a different simulation data set. We further investigate whether combining lensing observables with kinematic constraints helps to minimize this bias. We do not detect any significant dependence of the bias on lens model parameters or observational properties of the galaxy, but depending on the source-lens configuration, a bias may still exist. Cross lenses provide an accurate estimate of the Hubble constant, while fold (double) lenses tend to be biased low (high). With kinematic constraints, double lenses show bias and intrinsic scatter of 6 per cent and 10 per cent, respectively, while quad lenses show bias and intrinsic scatter of 0.5 per cent and 10 per cent, respectively. For lenses with a reduced χ2 > 1, a power-law dependence of the χ2 on the lens environment (number of nearby galaxies) is seen. Lastly, we model, in greater detail, the cases of two double lenses that are significantly biased. We are able to remove the bias, suggesting that the remaining biases could also be reduced by carefully taking into account additional sources of systematic uncertainty.

Estimation of octanol/water partition coefficients using LSER parameters

Science.gov (United States)

Luehrs, Dean C.; Hickey, James P.; Godbole, Kalpana A.; Rogers, Tony N.

1998-01-01

The logarithms of octanol/water partition coefficients, logKow, were regressed against the linear solvation energy relationship (LSER) parameters for a training set of 981 diverse organic chemicals. The standard deviation for logKow was 0.49. The regression equation was then used to estimate logKow for a test of 146 chemicals which included pesticides and other diverse polyfunctional compounds. Thus the octanol/water partition coefficient may be estimated by LSER parameters without elaborate software but only moderate accuracy should be expected.

Simulated Galactic methanol maser distribution to constrain Milky Way parameters

Science.gov (United States)

Quiroga-Nuñez, L. H.; van Langevelde, H. J.; Reid, M. J.; Green, J. A.

2017-08-01

Context. Using trigonometric parallaxes and proper motions of masers associated with massive young stars, the Bar and Spiral Structure Legacy (BeSSeL) survey has reported the most accurate values of the Galactic parameters so far. The determination of these parameters with high accuracy has a widespread impact on Galactic and extragalactic measurements. Aims: This research is aimed at establishing the confidence with which such parameters can be determined. This is relevant for the data published in the context of the BeSSeL survey collaboration, but also for future observations, in particular from the southern hemisphere. In addition, some astrophysical properties of the masers can be constrained, notably the luminosity function. Methods: We have simulated the population of maser-bearing young stars associated with Galactic spiral structure, generating several samples and comparing them with the observed samples used in the BeSSeL survey. Consequently, we checked the determination of Galactic parameters for observational biases introduced by the sample selection. Results: Galactic parameters obtained by the BeSSeL survey do not seem to be biased by the sample selection used. In fact, the published error estimates appear to be conservative for most of the parameters. We show that future BeSSeL data and future observations with southern arrays will improve the Galactic parameters estimates and smoothly reduce their mutual correlation. Moreover, by modeling future parallax data with larger distance values and, thus, greater relative uncertainties for a larger numbers of sources, we found that parallax-distance biasing is an important issue. Hence, using fractional parallax uncertainty in the weighting of the motion data is imperative. Finally, the luminosity function for 6.7 GHz methanol masers was determined, allowing us to estimate the number of Galactic methanol masers.

MCMC for parameters estimation by bayesian approach

International Nuclear Information System (INIS)

Ait Saadi, H.; Ykhlef, F.; Guessoum, A.

2011-01-01

This article discusses the parameter estimation for dynamic system by a Bayesian approach associated with Markov Chain Monte Carlo methods (MCMC). The MCMC methods are powerful for approximating complex integrals, simulating joint distributions, and the estimation of marginal posterior distributions, or posterior means. The MetropolisHastings algorithm has been widely used in Bayesian inference to approximate posterior densities. Calibrating the proposal distribution is one of the main issues of MCMC simulation in order to accelerate the convergence.

Estimating model parameters in nonautonomous chaotic systems using synchronization

International Nuclear Information System (INIS)

Yang, Xiaoli; Xu, Wei; Sun, Zhongkui

2007-01-01

In this Letter, a technique is addressed for estimating unknown model parameters of multivariate, in particular, nonautonomous chaotic systems from time series of state variables. This technique uses an adaptive strategy for tracking unknown parameters in addition to a linear feedback coupling for synchronizing systems, and then some general conditions, by means of the periodic version of the LaSalle invariance principle for differential equations, are analytically derived to ensure precise evaluation of unknown parameters and identical synchronization between the concerned experimental system and its corresponding receiver one. Exemplifies are presented by employing a parametrically excited 4D new oscillator and an additionally excited Ueda oscillator. The results of computer simulations reveal that the technique not only can quickly track the desired parameter values but also can rapidly respond to changes in operating parameters. In addition, the technique can be favorably robust against the effect of noise when the experimental system is corrupted by bounded disturbance and the normalized absolute error of parameter estimation grows almost linearly with the cutoff value of noise strength in simulation

Adaptive distributed parameter and input estimation in linear parabolic PDEs

KAUST Repository

Mechhoud, Sarra

2016-01-01

First, new sufficient identifiability conditions of the input and the parameter simultaneous estimation are stated. Then, by means of Lyapunov-based design, an adaptive estimator is derived in the infinite-dimensional framework. It consists of a state observer and gradient-based parameter and input adaptation laws. The parameter convergence depends on the plant signal richness assumption, whereas the state convergence is established using a Lyapunov approach. The results of the paper are illustrated by simulation on tokamak plasma heat transport model using simulated data.

Parameter estimation and determinability analysis applied to Drosophila gap gene circuits

Directory of Open Access Journals (Sweden)

Jaeger Johannes

2008-09-01

Full Text Available Abstract Background Mathematical modeling of real-life processes often requires the estimation of unknown parameters. Once the parameters are found by means of optimization, it is important to assess the quality of the parameter estimates, especially if parameter values are used to draw biological conclusions from the model. Results In this paper we describe how the quality of parameter estimates can be analyzed. We apply our methodology to assess parameter determinability for gene circuit models of the gap gene network in early Drosophila embryos. Conclusion Our analysis shows that none of the parameters of the considered model can be determined individually with reasonable accuracy due to correlations between parameters. Therefore, the model cannot be used as a tool to infer quantitative regulatory weights. On the other hand, our results show that it is still possible to draw reliable qualitative conclusions on the regulatory topology of the gene network. Moreover, it improves previous analyses of the same model by allowing us to identify those interactions for which qualitative conclusions are reliable, and those for which they are ambiguous.

Estimation of delays and other parameters in nonlinear functional differential equations

Science.gov (United States)

Banks, H. T.; Lamm, P. K. D.

1983-01-01

A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

Nonparametric estimation of location and scale parameters

KAUST Repository

Potgieter, C.J.

2012-12-01

Two random variables X and Y belong to the same location-scale family if there are constants μ and σ such that Y and μ+σX have the same distribution. In this paper we consider non-parametric estimation of the parameters μ and σ under minimal assumptions regarding the form of the distribution functions of X and Y. We discuss an approach to the estimation problem that is based on asymptotic likelihood considerations. Our results enable us to provide a methodology that can be implemented easily and which yields estimators that are often near optimal when compared to fully parametric methods. We evaluate the performance of the estimators in a series of Monte Carlo simulations. © 2012 Elsevier B.V. All rights reserved.

Bayesian estimation of parameters in a regional hydrological model

Directory of Open Access Journals (Sweden)

K. Engeland

2002-01-01

Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis

Estimation of common cause failure parameters with periodic tests

Energy Technology Data Exchange (ETDEWEB)

Barros, Anne [Institut Charles Delaunay - Universite de technologie de Troyes - FRE CNRS 2848, 12, rue Marie Curie - BP 2060 -10010 Troyes cedex (France)], E-mail: anne.barros@utt.fr; Grall, Antoine [Institut Charles Delaunay - Universite de technologie de Troyes - FRE CNRS 2848, 12, rue Marie Curie - BP 2060 -10010 Troyes cedex (France); Vasseur, Dominique [Electricite de France, EDF R and D - Industrial Risk Management Department 1, av. du General de Gaulle- 92141 Clamart (France)

2009-04-15

In the specific case of safety systems, CCF parameters estimators for standby components depend on the periodic test schemes. Classically, the testing schemes are either staggered (alternation of tests on redundant components) or non-staggered (all components are tested at the same time). In reality, periodic tests schemes performed on safety components are more complex and combine staggered tests, when the plant is in operation, to non-staggered tests during maintenance and refueling outage periods of the installation. Moreover, the CCF parameters estimators described in the US literature are derived in a consistent way with US Technical Specifications constraints that do not apply on the French Nuclear Power Plants for staggered tests on standby components. Given these issues, the evaluation of CCF parameters from the operating feedback data available within EDF implies the development of methodologies that integrate the testing schemes specificities. This paper aims to formally propose a solution for the estimation of CCF parameters given two distinct difficulties respectively related to a mixed testing scheme and to the consistency with EDF's specific practices inducing systematic non-simultaneity of the observed failures in a staggered testing scheme.

On the estimability of parameters in undifferenced, uncombined GNSS network and PPP-RTK user models by means of $mathcal {S}$ S -system theory

Science.gov (United States)

Odijk, Dennis; Zhang, Baocheng; Khodabandeh, Amir; Odolinski, Robert; Teunissen, Peter J. G.

2016-01-01

The concept of integer ambiguity resolution-enabled Precise Point Positioning (PPP-RTK) relies on appropriate network information for the parameters that are common between the single-receiver user that applies and the network that provides this information. Most of the current methods for PPP-RTK are based on forming the ionosphere-free combination using dual-frequency Global Navigation Satellite System (GNSS) observations. These methods are therefore restrictive in the light of the development of new multi-frequency GNSS constellations, as well as from the point of view that the PPP-RTK user requires ionospheric corrections to obtain integer ambiguity resolution results based on short observation time spans. The method for PPP-RTK that is presented in this article does not have above limitations as it is based on the undifferenced, uncombined GNSS observation equations, thereby keeping all parameters in the model. Working with the undifferenced observation equations implies that the models are rank-deficient; not all parameters are unbiasedly estimable, but only combinations of them. By application of S-system theory the model is made of full rank by constraining a minimum set of parameters, or S-basis. The choice of this S-basis determines the estimability and the interpretation of the parameters that are transmitted to the PPP-RTK users. As this choice is not unique, one has to be very careful when comparing network solutions in different S-systems; in that case the S-transformation, which is provided by the S-system method, should be used to make the comparison. Knowing the estimability and interpretation of the parameters estimated by the network is shown to be crucial for a correct interpretation of the estimable PPP-RTK user parameters, among others the essential ambiguity parameters, which have the integer property which is clearly following from the interpretation of satellite phase biases from the network. The flexibility of the S-system method is

Consistent Parameter and Transfer Function Estimation using Context Free Grammars

Science.gov (United States)

Klotz, Daniel; Herrnegger, Mathew; Schulz, Karsten

2017-04-01

This contribution presents a method for the inference of transfer functions for rainfall-runoff models. Here, transfer functions are defined as parametrized (functional) relationships between a set of spatial predictors (e.g. elevation, slope or soil texture) and model parameters. They are ultimately used for estimation of consistent, spatially distributed model parameters from a limited amount of lumped global parameters. Additionally, they provide a straightforward method for parameter extrapolation from one set of basins to another and can even be used to derive parameterizations for multi-scale models [see: Samaniego et al., 2010]. Yet, currently an actual knowledge of the transfer functions is often implicitly assumed. As a matter of fact, for most cases these hypothesized transfer functions can rarely be measured and often remain unknown. Therefore, this contribution presents a general method for the concurrent estimation of the structure of transfer functions and their respective (global) parameters. Note, that by consequence an estimation of the distributed parameters of the rainfall-runoff model is also undertaken. The method combines two steps to achieve this. The first generates different possible transfer functions. The second then estimates the respective global transfer function parameters. The structural estimation of the transfer functions is based on the context free grammar concept. Chomsky first introduced context free grammars in linguistics [Chomsky, 1956]. Since then, they have been widely applied in computer science. But, to the knowledge of the authors, they have so far not been used in hydrology. Therefore, the contribution gives an introduction to context free grammars and shows how they can be constructed and used for the structural inference of transfer functions. This is enabled by new methods from evolutionary computation, such as grammatical evolution [O'Neill, 2001], which make it possible to exploit the constructed grammar as a

Parameter and state estimation in nonlinear dynamical systems

Science.gov (United States)

Creveling, Daniel R.

This thesis is concerned with the problem of state and parameter estimation in nonlinear systems. The need to evaluate unknown parameters in models of nonlinear physical, biophysical and engineering systems occurs throughout the development of phenomenological or reduced models of dynamics. When verifying and validating these models, it is important to incorporate information from observations in an efficient manner. Using the idea of synchronization of nonlinear dynamical systems, this thesis develops a framework for presenting data to a candidate model of a physical process in a way that makes efficient use of the measured data while allowing for estimation of the unknown parameters in the model. The approach presented here builds on existing work that uses synchronization as a tool for parameter estimation. Some critical issues of stability in that work are addressed and a practical framework is developed for overcoming these difficulties. The central issue is the choice of coupling strength between the model and data. If the coupling is too strong, the model will reproduce the measured data regardless of the adequacy of the model or correctness of the parameters. If the coupling is too weak, nonlinearities in the dynamics could lead to complex dynamics rendering any cost function comparing the model to the data inadequate for the determination of model parameters. Two methods are introduced which seek to balance the need for coupling with the desire to allow the model to evolve in its natural manner without coupling. One method, 'balanced' synchronization, adds to the synchronization cost function a requirement that the conditional Lyapunov exponents of the model system, conditioned on being driven by the data, remain negative but small in magnitude. Another method allows the coupling between the data and the model to vary in time according to a specific form of differential equation. The coupling dynamics is damped to allow for a tendency toward zero coupling

Parameter estimation for lithium ion batteries

Science.gov (United States)

Santhanagopalan, Shriram

With an increase in the demand for lithium based batteries at the rate of about 7% per year, the amount of effort put into improving the performance of these batteries from both experimental and theoretical perspectives is increasing. There exist a number of mathematical models ranging from simple empirical models to complicated physics-based models to describe the processes leading to failure of these cells. The literature is also rife with experimental studies that characterize the various properties of the system in an attempt to improve the performance of lithium ion cells. However, very little has been done to quantify the experimental observations and relate these results to the existing mathematical models. In fact, the best of the physics based models in the literature show as much as 20% discrepancy when compared to experimental data. The reasons for such a big difference include, but are not limited to, numerical complexities involved in extracting parameters from experimental data and inconsistencies in interpreting directly measured values for the parameters. In this work, an attempt has been made to implement simplified models to extract parameter values that accurately characterize the performance of lithium ion cells. The validity of these models under a variety of experimental conditions is verified using a model discrimination procedure. Transport and kinetic properties are estimated using a non-linear estimation procedure. The initial state of charge inside each electrode is also maintained as an unknown parameter, since this value plays a significant role in accurately matching experimental charge/discharge curves with model predictions and is not readily known from experimental data. The second part of the dissertation focuses on parameters that change rapidly with time. For example, in the case of lithium ion batteries used in Hybrid Electric Vehicle (HEV) applications, the prediction of the State of Charge (SOC) of the cell under a variety of

Nonlinear systems time-varying parameter estimation: Application to induction motors

Energy Technology Data Exchange (ETDEWEB)

Kenne, Godpromesse [Laboratoire d' Automatique et d' Informatique Appliquee (LAIA), Departement de Genie Electrique, IUT FOTSO Victor, Universite de Dschang, B.P. 134 Bandjoun (Cameroon); Ahmed-Ali, Tarek [Ecole Nationale Superieure des Ingenieurs des Etudes et Techniques d' Armement (ENSIETA), 2 Rue Francois Verny, 29806 Brest Cedex 9 (France); Lamnabhi-Lagarrigue, F. [Laboratoire des Signaux et Systemes (L2S), C.N.R.S-SUPELEC, Universite Paris XI, 3 Rue Joliot Curie, 91192 Gif-sur-Yvette (France); Arzande, Amir [Departement Energie, Ecole Superieure d' Electricite-SUPELEC, 3 Rue Joliot Curie, 91192 Gif-sur-Yvette (France)

2008-11-15

In this paper, an algorithm for time-varying parameter estimation for a large class of nonlinear systems is presented. The proof of the convergence of the estimates to their true values is achieved using Lyapunov theories and does not require that the classical persistent excitation condition be satisfied by the input signal. Since the induction motor (IM) is widely used in several industrial sectors, the algorithm developed is potentially useful for adjusting the controller parameters of variable speed drives. The method proposed is simple and easily implementable in real-time. The application of this approach to on-line estimation of the rotor resistance of IM shows a rapidly converging estimate in spite of measurement noise, discretization effects, parameter uncertainties (e.g. inaccuracies on motor inductance values) and modeling inaccuracies. The robustness analysis for this IM application also revealed that the proposed scheme is insensitive to the stator resistance variations within a wide range. The merits of the proposed algorithm in the case of on-line time-varying rotor resistance estimation are demonstrated via experimental results in various operating conditions of the induction motor. The experimental results obtained demonstrate that the application of the proposed algorithm to update on-line the parameters of an adaptive controller (e.g. IM and synchronous machines adaptive control) can improve the efficiency of the industrial process. The other interesting features of the proposed method include fault detection/estimation and adaptive control of IM and synchronous machines. (author)

A question of separation: disentangling tracer bias and gravitational non-linearity with counts-in-cells statistics

Science.gov (United States)

Uhlemann, C.; Feix, M.; Codis, S.; Pichon, C.; Bernardeau, F.; L'Huillier, B.; Kim, J.; Hong, S. E.; Laigle, C.; Park, C.; Shin, J.; Pogosyan, D.

2018-02-01

Starting from a very accurate model for density-in-cells statistics of dark matter based on large deviation theory, a bias model for the tracer density in spheres is formulated. It adopts a mean bias relation based on a quadratic bias model to relate the log-densities of dark matter to those of mass-weighted dark haloes in real and redshift space. The validity of the parametrized bias model is established using a parametrization-independent extraction of the bias function. This average bias model is then combined with the dark matter PDF, neglecting any scatter around it: it nevertheless yields an excellent model for densities-in-cells statistics of mass tracers that is parametrized in terms of the underlying dark matter variance and three bias parameters. The procedure is validated on measurements of both the one- and two-point statistics of subhalo densities in the state-of-the-art Horizon Run 4 simulation showing excellent agreement for measured dark matter variance and bias parameters. Finally, it is demonstrated that this formalism allows for a joint estimation of the non-linear dark matter variance and the bias parameters using solely the statistics of subhaloes. Having verified that galaxy counts in hydrodynamical simulations sampled on a scale of 10 Mpc h-1 closely resemble those of subhaloes, this work provides important steps towards making theoretical predictions for density-in-cells statistics applicable to upcoming galaxy surveys like Euclid or WFIRST.

Accuracy and sensitivity analysis on seismic anisotropy parameter estimation

Science.gov (United States)

Yan, Fuyong; Han, De-Hua

2018-04-01

There is significant uncertainty in measuring the Thomsen’s parameter δ in laboratory even though the dimensions and orientations of the rock samples are known. It is expected that more challenges will be encountered in the estimating of the seismic anisotropy parameters from field seismic data. Based on Monte Carlo simulation of vertical transversely isotropic layer cake model using the database of laboratory anisotropy measurement from the literature, we apply the commonly used quartic non-hyperbolic reflection moveout equation to estimate the seismic anisotropy parameters and test its accuracy and sensitivities to the source-receive offset, vertical interval velocity error and time picking error. The testing results show that the methodology works perfectly for noise-free synthetic data with short spread length. However, this method is extremely sensitive to the time picking error caused by mild random noises, and it requires the spread length to be greater than the depth of the reflection event. The uncertainties increase rapidly for the deeper layers and the estimated anisotropy parameters can be very unreliable for a layer with more than five overlain layers. It is possible that an isotropic formation can be misinterpreted as a strong anisotropic formation. The sensitivity analysis should provide useful guidance on how to group the reflection events and build a suitable geological model for anisotropy parameter inversion.

Estimation of Compaction Parameters Based on Soil Classification

Science.gov (United States)

Lubis, A. S.; Muis, Z. A.; Hastuty, I. P.; Siregar, I. M.

2018-02-01

Factors that must be considered in compaction of the soil works were the type of soil material, field control, maintenance and availability of funds. Those problems then raised the idea of how to estimate the density of the soil with a proper implementation system, fast, and economical. This study aims to estimate the compaction parameter i.e. the maximum dry unit weight (γ dmax) and optimum water content (Wopt) based on soil classification. Each of 30 samples were being tested for its properties index and compaction test. All of the data’s from the laboratory test results, were used to estimate the compaction parameter values by using linear regression and Goswami Model. From the research result, the soil types were A4, A-6, and A-7 according to AASHTO and SC, SC-SM, and CL based on USCS. By linear regression, the equation for estimation of the maximum dry unit weight (γdmax *)=1,862-0,005*FINES- 0,003*LL and estimation of the optimum water content (wopt *)=- 0,607+0,362*FINES+0,161*LL. By Goswami Model (with equation Y=mLogG+k), for estimation of the maximum dry unit weight (γdmax *) with m=-0,376 and k=2,482, for estimation of the optimum water content (wopt *) with m=21,265 and k=-32,421. For both of these equations a 95% confidence interval was obtained.

Probabilistic estimation of the constitutive parameters of polymers

Directory of Open Access Journals (Sweden)

Siviour C.R.

2012-08-01

Full Text Available The Mulliken-Boyce constitutive model predicts the dynamic response of crystalline polymers as a function of strain rate and temperature. This paper describes the Mulliken-Boyce model-based estimation of the constitutive parameters in a Bayesian probabilistic framework. Experimental data from dynamic mechanical analysis and dynamic compression of PVC samples over a wide range of strain rates are analyzed. Both experimental uncertainty and natural variations in the material properties are simultaneously considered as independent and joint distributions; the posterior probability distributions are shown and compared with prior estimates of the material constitutive parameters. Additionally, particular statistical distributions are shown to be effective at capturing the rate and temperature dependence of internal phase transitions in DMA data.

Semiparametric efficient and robust estimation of an unknown symmetric population under arbitrary sample selection bias

KAUST Repository

Ma, Yanyuan

2013-09-01

We propose semiparametric methods to estimate the center and shape of a symmetric population when a representative sample of the population is unavailable due to selection bias. We allow an arbitrary sample selection mechanism determined by the data collection procedure, and we do not impose any parametric form on the population distribution. Under this general framework, we construct a family of consistent estimators of the center that is robust to population model misspecification, and we identify the efficient member that reaches the minimum possible estimation variance. The asymptotic properties and finite sample performance of the estimation and inference procedures are illustrated through theoretical analysis and simulations. A data example is also provided to illustrate the usefulness of the methods in practice. © 2013 American Statistical Association.

Estimating 3D Object Parameters from 2D Grey-Level Images

NARCIS (Netherlands)

Houkes, Z.

2000-01-01

This thesis describes a general framework for parameter estimation, which is suitable for computer vision applications. The approach described combines 3D modelling, animation and estimation tools to determine parameters of objects in a scene from 2D grey-level images. The animation tool predicts

Estimations of parameters in Pareto reliability model in the presence of masked data

International Nuclear Information System (INIS)

Sarhan, Ammar M.

2003-01-01

Estimations of parameters included in the individual distributions of the life times of system components in a series system are considered in this paper based on masked system life test data. We consider a series system of two independent components each has a Pareto distributed lifetime. The maximum likelihood and Bayes estimators for the parameters and the values of the reliability of the system's components at a specific time are obtained. Symmetrical triangular prior distributions are assumed for the unknown parameters to be estimated in obtaining the Bayes estimators of these parameters. Large simulation studies are done in order: (i) explain how one can utilize the theoretical results obtained; (ii) compare the maximum likelihood and Bayes estimates obtained of the underlying parameters; and (iii) study the influence of the masking level and the sample size on the accuracy of the estimates obtained

Quasi-Newton methods for parameter estimation in functional differential equations

Science.gov (United States)

Brewer, Dennis W.

1988-01-01

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

Estimating Arrhenius parameters using temperature programmed molecular dynamics

International Nuclear Information System (INIS)

Imandi, Venkataramana; Chatterjee, Abhijit

2016-01-01

Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight various aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.

Estimating Arrhenius parameters using temperature programmed molecular dynamics

Energy Technology Data Exchange (ETDEWEB)

Imandi, Venkataramana; Chatterjee, Abhijit, E-mail: abhijit@che.iitb.ac.in [Department of Chemical Engineering, Indian Institute of Technology Bombay, Mumbai 400076 (India)

2016-07-21

Kinetic rates at different temperatures and the associated Arrhenius parameters, whenever Arrhenius law is obeyed, are efficiently estimated by applying maximum likelihood analysis to waiting times collected using the temperature programmed molecular dynamics method. When transitions involving many activated pathways are available in the dataset, their rates may be calculated using the same collection of waiting times. Arrhenius behaviour is ascertained by comparing rates at the sampled temperatures with ones from the Arrhenius expression. Three prototype systems with corrugated energy landscapes, namely, solvated alanine dipeptide, diffusion at the metal-solvent interphase, and lithium diffusion in silicon, are studied to highlight various aspects of the method. The method becomes particularly appealing when the Arrhenius parameters can be used to find rates at low temperatures where transitions are rare. Systematic coarse-graining of states can further extend the time scales accessible to the method. Good estimates for the rate parameters are obtained with 500-1000 waiting times.

Parameter Estimation of Damped Compound Pendulum Differential Evolution Algorithm

Directory of Open Access Journals (Sweden)

Saad Mohd Sazli

2016-01-01

Full Text Available This paper present the parameter identification of damped compound pendulum using differential evolution algorithm. The procedure used to achieve the parameter identification of the experimental system consisted of input output data collection, ARX model order selection and parameter estimation using conventional method least square (LS and differential evolution (DE algorithm. PRBS signal is used to be input signal to regulate the motor speed. Whereas, the output signal is taken from position sensor. Both, input and output data is used to estimate the parameter of the ARX model. The residual error between the actual and predicted output responses of the models is validated using mean squares error (MSE. Analysis showed that, MSE value for LS is 0.0026 and MSE value for DE is 3.6601×10-5. Based results obtained, it was found that DE have lower MSE than the LS method.

Improved Battery Parameter Estimation Method Considering Operating Scenarios for HEV/EV Applications

Directory of Open Access Journals (Sweden)

Jufeng Yang

2016-12-01

Full Text Available This paper presents an improved battery parameter estimation method based on typical operating scenarios in hybrid electric vehicles and pure electric vehicles. Compared with the conventional estimation methods, the proposed method takes both the constant-current charging and the dynamic driving scenarios into account, and two separate sets of model parameters are estimated through different parts of the pulse-rest test. The model parameters for the constant-charging scenario are estimated from the data in the pulse-charging periods, while the model parameters for the dynamic driving scenario are estimated from the data in the rest periods, and the length of the fitted dataset is determined by the spectrum analysis of the load current. In addition, the unsaturated phenomenon caused by the long-term resistor-capacitor (RC network is analyzed, and the initial voltage expressions of the RC networks in the fitting functions are improved to ensure a higher model fidelity. Simulation and experiment results validated the feasibility of the developed estimation method.

Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

Science.gov (United States)

Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami

2017-06-01

A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.

Circuit realization, chaos synchronization and estimation of parameters of a hyperchaotic system with unknown parameters

Directory of Open Access Journals (Sweden)

A. Elsonbaty

2014-10-01

Full Text Available In this article, the adaptive chaos synchronization technique is implemented by an electronic circuit and applied to the hyperchaotic system proposed by Chen et al. We consider the more realistic and practical case where all the parameters of the master system are unknowns. We propose and implement an electronic circuit that performs the estimation of the unknown parameters and the updating of the parameters of the slave system automatically, and hence it achieves the synchronization. To the best of our knowledge, this is the first attempt to implement a circuit that estimates the values of the unknown parameters of chaotic system and achieves synchronization. The proposed circuit has a variety of suitable real applications related to chaos encryption and cryptography. The outputs of the implemented circuits and numerical simulation results are shown to view the performance of the synchronized system and the proposed circuit.

Masking in reports of "most serious" events: bias in estimators of sports injury incidence in Canadian children

Directory of Open Access Journals (Sweden)

A. Gupta

2016-08-01

Full Text Available Introduction: Surveys that collect information on injuries often focus on the single "most serious" event to help limit recall error and reduce survey length. However, this can mask less serious injuries and result in biased incidence estimates for specific injury subcategories. Methods: Data from the 2002 Health Behaviour in School-aged Children (HBSC survey and from the Canadian Hospitals Injury Reporting and Prevention Program (CHIRPP were used to compare estimates of sports injury incidence in Canadian children. Results: HBSC data indicate that 6.7% of children report sustaining a sports injury that required an emergency department (ED visit. However, details were only collected on a child's "most serious" injury, so children who had multiple injuries requiring an ED visit may have had sports injuries that went unreported. The rate of 6.7% can be seen to be an underestimate by as much as 4.3%. Corresponding CHIRPP surveillance data indicate an incidence of 9.9%. Potential masking bias is also highlighted in our analysis of injuries attended by other health care providers. Conclusion: The "one most serious injury" line of questioning induces potentially substantial masking bias in the estimation of sports injury incidence, which limits researchers' ability to quantify the burden of sports injury. Longer survey recall periods naturally lead to greater masking. The design of future surveys should take these issues into account. In order to accurately inform policy decisions and the direction of future research, researchers must be aware of these limitations.

Comparison of sampling techniques for Bayesian parameter estimation

Science.gov (United States)

Allison, Rupert; Dunkley, Joanna

2014-02-01

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

Measurement bias detection with Kronecker product restricted models for multivariate longitudinal data: an illustration with health-related quality of life data from thirteen measurement occasions

Science.gov (United States)

Verdam, Mathilde G. E.; Oort, Frans J.

2014-01-01

Highlights Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data. A method for the investigation of measurement bias with Kronecker product restricted models. Application of these methods to health-related quality of life data from bone metastasis patients, collected at 13 consecutive measurement occasions. The use of curves to facilitate substantive interpretation of apparent measurement bias. Assessment of change in common factor means, after accounting for apparent measurement bias. Longitudinal measurement invariance is usually investigated with a longitudinal factor model (LFM). However, with multiple measurement occasions, the number of parameters to be estimated increases with a multiple of the number of measurement occasions. To guard against too low ratios of numbers of subjects and numbers of parameters, we can use Kronecker product restrictions to model the multivariate longitudinal structure of the data. These restrictions can be imposed on all parameter matrices, including measurement invariance restrictions on factor loadings and intercepts. The resulting models are parsimonious and have attractive interpretation, but require different methods for the investigation of measurement bias. Specifically, additional parameter matrices are introduced to accommodate possible violations of measurement invariance. These additional matrices consist of measurement bias parameters that are either fixed at zero or free to be estimated. In cases of measurement bias, it is also possible to model the bias over time, e.g., with linear or non-linear curves. Measurement bias detection with Kronecker product restricted models will be illustrated with multivariate longitudinal data from 682 bone metastasis patients whose health-related quality of life (HRQL) was measured at 13 consecutive weeks. PMID:25295016

PARAMETER ESTIMATION AND MODEL SELECTION FOR INDOOR ENVIRONMENTS BASED ON SPARSE OBSERVATIONS

Directory of Open Access Journals (Sweden)

Y. Dehbi

2017-09-01

Full Text Available 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.

Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations

Science.gov (United States)

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.

Using hidden Markov models to deal with availability bias on line transect surveys.

Science.gov (United States)

Borchers, D L; Zucchini, W; Heide-Jørgensen, M P; Cañadas, A; Langrock, R

2013-09-01

We develop estimators for line transect surveys of animals that are stochastically unavailable for detection while within detection range. The detection process is formulated as a hidden Markov model with a binary state-dependent observation model that depends on both perpendicular and forward distances. This provides a parametric method of dealing with availability bias when estimates of availability process parameters are available even if series of availability events themselves are not. We apply the estimators to an aerial and a shipboard survey of whales, and investigate their properties by simulation. They are shown to be more general and more flexible than existing estimators based on parametric models of the availability process. We also find that methods using availability correction factors can be very biased when surveys are not close to being instantaneous, as can estimators that assume temporal independence in availability when there is temporal dependence. © 2013, The International Biometric Society.

A practical approach to parameter estimation applied to model predicting heart rate regulation

DEFF Research Database (Denmark)

Olufsen, Mette; Ottesen, Johnny T.

2013-01-01

Mathematical models have long been used for prediction of dynamics in biological systems. Recently, several efforts have been made to render these models patient specific. One way to do so is to employ techniques to estimate parameters that enable model based prediction of observed quantities....... Knowledge of variation in parameters within and between groups of subjects have potential to provide insight into biological function. Often it is not possible to estimate all parameters in a given model, in particular if the model is complex and the data is sparse. However, it may be possible to estimate...... a subset of model parameters reducing the complexity of the problem. In this study, we compare three methods that allow identification of parameter subsets that can be estimated given a model and a set of data. These methods will be used to estimate patient specific parameters in a model predicting...

A robust methodology for kinetic model parameter estimation for biocatalytic reactions

DEFF Research Database (Denmark)

Al-Haque, Naweed; Andrade Santacoloma, Paloma de Gracia; Lima Afonso Neto, Watson

2012-01-01

lead to globally optimized parameter values. In this article, a robust methodology to estimate parameters for biocatalytic reaction kinetic expressions is proposed. The methodology determines the parameters in a systematic manner by exploiting the best features of several of the current approaches...... parameters, which are strongly correlated with each other. State-of-the-art methodologies such as nonlinear regression (using progress curves) or graphical analysis (using initial rate data, for example, the Lineweaver-Burke plot, Hanes plot or Dixon plot) often incorporate errors in the estimates and rarely...