WorldWideScience

Sample records for likelihood based comparison

  1. Comparison of likelihood testing procedures for parallel systems with covariances

    International Nuclear Information System (INIS)

    Ayman Baklizi; Isa Daud; Noor Akma Ibrahim

    1998-01-01

    In this paper we considered investigating and comparing the behavior of the likelihood ratio, the Rao's and the Wald's statistics for testing hypotheses on the parameters of the simple linear regression model based on parallel systems with covariances. These statistics are asymptotically equivalent (Barndorff-Nielsen and Cox, 1994). However, their relative performances in finite samples are generally known. A Monte Carlo experiment is conducted to stimulate the sizes and the powers of these statistics for complete samples and in the presence of time censoring. Comparisons of the statistics are made according to the attainment of assumed size of the test and their powers at various points in the parameter space. The results show that the likelihood ratio statistics appears to have the best performance in terms of the attainment of the assumed size of the test. Power comparisons show that the Rao statistic has some advantage over the Wald statistic in almost all of the space of alternatives while likelihood ratio statistic occupies either the first or the last position in term of power. Overall, the likelihood ratio statistic appears to be more appropriate to the model under study, especially for small sample sizes

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

    Science.gov (United States)

    Rukhin, Andrew L

    2011-01-01

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

  3. Simulation-based marginal likelihood for cluster strong lensing cosmology

    Science.gov (United States)

    Killedar, M.; Borgani, S.; Fabjan, D.; Dolag, K.; Granato, G.; Meneghetti, M.; Planelles, S.; Ragone-Figueroa, C.

    2018-01-01

    Comparisons between observed and predicted strong lensing properties of galaxy clusters have been routinely used to claim either tension or consistency with Λ cold dark matter cosmology. However, standard approaches to such cosmological tests are unable to quantify the preference for one cosmology over another. We advocate approximating the relevant Bayes factor using a marginal likelihood that is based on the following summary statistic: the posterior probability distribution function for the parameters of the scaling relation between Einstein radii and cluster mass, α and β. We demonstrate, for the first time, a method of estimating the marginal likelihood using the X-ray selected z > 0.5 Massive Cluster Survey clusters as a case in point and employing both N-body and hydrodynamic simulations of clusters. We investigate the uncertainty in this estimate and consequential ability to compare competing cosmologies, which arises from incomplete descriptions of baryonic processes, discrepancies in cluster selection criteria, redshift distribution and dynamical state. The relation between triaxial cluster masses at various overdensities provides a promising alternative to the strong lensing test.

  4. Likelihood-ratio-based biometric verification

    NARCIS (Netherlands)

    Bazen, A.M.; Veldhuis, Raymond N.J.

    2002-01-01

    This paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that for single-user verification the likelihood ratio is optimal.

  5. Likelihood Ratio-Based Biometric Verification

    NARCIS (Netherlands)

    Bazen, A.M.; Veldhuis, Raymond N.J.

    The paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that, for single-user verification, the likelihood ratio is optimal.

  6. Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions

    Directory of Open Access Journals (Sweden)

    Xuedong Chen

    2014-01-01

    Full Text Available This paper deals with the issue of the likelihood inference for nonlinear models with a flexible skew-t-normal (FSTN distribution, which is proposed within a general framework of flexible skew-symmetric (FSS distributions by combining with skew-t-normal (STN distribution. In comparison with the common skewed distributions such as skew normal (SN, and skew-t (ST as well as scale mixtures of skew normal (SMSN, the FSTN distribution can accommodate more flexibility and robustness in the presence of skewed, heavy-tailed, especially multimodal outcomes. However, for this distribution, a usual approach of maximum likelihood estimates based on EM algorithm becomes unavailable and an alternative way is to return to the original Newton-Raphson type method. In order to improve the estimation as well as the way for confidence estimation and hypothesis test for the parameters of interest, a modified Newton-Raphson iterative algorithm is presented in this paper, based on profile likelihood for nonlinear regression models with FSTN distribution, and, then, the confidence interval and hypothesis test are also developed. Furthermore, a real example and simulation are conducted to demonstrate the usefulness and the superiority of our approach.

  7. Evaluating Fast Maximum Likelihood-Based Phylogenetic Programs Using Empirical Phylogenomic Data Sets

    Science.gov (United States)

    Zhou, Xiaofan; Shen, Xing-Xing; Hittinger, Chris Todd

    2018-01-01

    Abstract The sizes of the data matrices assembled to resolve branches of the tree of life have increased dramatically, motivating the development of programs for fast, yet accurate, inference. For example, several different fast programs have been developed in the very popular maximum likelihood framework, including RAxML/ExaML, PhyML, IQ-TREE, and FastTree. Although these programs are widely used, a systematic evaluation and comparison of their performance using empirical genome-scale data matrices has so far been lacking. To address this question, we evaluated these four programs on 19 empirical phylogenomic data sets with hundreds to thousands of genes and up to 200 taxa with respect to likelihood maximization, tree topology, and computational speed. For single-gene tree inference, we found that the more exhaustive and slower strategies (ten searches per alignment) outperformed faster strategies (one tree search per alignment) using RAxML, PhyML, or IQ-TREE. Interestingly, single-gene trees inferred by the three programs yielded comparable coalescent-based species tree estimations. For concatenation-based species tree inference, IQ-TREE consistently achieved the best-observed likelihoods for all data sets, and RAxML/ExaML was a close second. In contrast, PhyML often failed to complete concatenation-based analyses, whereas FastTree was the fastest but generated lower likelihood values and more dissimilar tree topologies in both types of analyses. Finally, data matrix properties, such as the number of taxa and the strength of phylogenetic signal, sometimes substantially influenced the programs’ relative performance. Our results provide real-world gene and species tree phylogenetic inference benchmarks to inform the design and execution of large-scale phylogenomic data analyses. PMID:29177474

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

    Science.gov (United States)

    Liu, Fang; Eugenio, Evercita C

    2018-04-01

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

  9. Evaluating score- and feature-based likelihood ratio models for multivariate continuous data: applied to forensic MDMA comparison

    NARCIS (Netherlands)

    Bolck, A.; Ni, H.; Lopatka, M.

    2015-01-01

    Likelihood ratio (LR) models are moving into the forefront of forensic evidence evaluation as these methods are adopted by a diverse range of application areas in forensic science. We examine the fundamentally different results that can be achieved when feature- and score-based methodologies are

  10. Validation of DNA-based identification software by computation of pedigree likelihood ratios

    NARCIS (Netherlands)

    Slooten, K.

    Disaster victim identification (DVI) can be aided by DNA-evidence, by comparing the DNA-profiles of unidentified individuals with those of surviving relatives. The DNA-evidence is used optimally when such a comparison is done by calculating the appropriate likelihood ratios. Though conceptually

  11. Comparisons of likelihood and machine learning methods of individual classification

    Science.gov (United States)

    Guinand, B.; Topchy, A.; Page, K.S.; Burnham-Curtis, M. K.; Punch, W.F.; Scribner, K.T.

    2002-01-01

    Classification methods used in machine learning (e.g., artificial neural networks, decision trees, and k-nearest neighbor clustering) are rarely used with population genetic data. We compare different nonparametric machine learning techniques with parametric likelihood estimations commonly employed in population genetics for purposes of assigning individuals to their population of origin (“assignment tests”). Classifier accuracy was compared across simulated data sets representing different levels of population differentiation (low and high FST), number of loci surveyed (5 and 10), and allelic diversity (average of three or eight alleles per locus). Empirical data for the lake trout (Salvelinus namaycush) exhibiting levels of population differentiation comparable to those used in simulations were examined to further evaluate and compare classification methods. Classification error rates associated with artificial neural networks and likelihood estimators were lower for simulated data sets compared to k-nearest neighbor and decision tree classifiers over the entire range of parameters considered. Artificial neural networks only marginally outperformed the likelihood method for simulated data (0–2.8% lower error rates). The relative performance of each machine learning classifier improved relative likelihood estimators for empirical data sets, suggesting an ability to “learn” and utilize properties of empirical genotypic arrays intrinsic to each population. Likelihood-based estimation methods provide a more accessible option for reliable assignment of individuals to the population of origin due to the intricacies in development and evaluation of artificial neural networks. In recent years, characterization of highly polymorphic molecular markers such as mini- and microsatellites and development of novel methods of analysis have enabled researchers to extend investigations of ecological and evolutionary processes below the population level to the level of

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

    Science.gov (United States)

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

    2017-02-01

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

  13. A scaling transformation for classifier output based on likelihood ratio: Applications to a CAD workstation for diagnosis of breast cancer

    International Nuclear Information System (INIS)

    Horsch, Karla; Pesce, Lorenzo L.; Giger, Maryellen L.; Metz, Charles E.; Jiang Yulei

    2012-01-01

    Purpose: The authors developed scaling methods that monotonically transform the output of one classifier to the ''scale'' of another. Such transformations affect the distribution of classifier output while leaving the ROC curve unchanged. In particular, they investigated transformations between radiologists and computer classifiers, with the goal of addressing the problem of comparing and interpreting case-specific values of output from two classifiers. Methods: Using both simulated and radiologists' rating data of breast imaging cases, the authors investigated a likelihood-ratio-scaling transformation, based on ''matching'' classifier likelihood ratios. For comparison, three other scaling transformations were investigated that were based on matching classifier true positive fraction, false positive fraction, or cumulative distribution function, respectively. The authors explored modifying the computer output to reflect the scale of the radiologist, as well as modifying the radiologist's ratings to reflect the scale of the computer. They also evaluated how dataset size affects the transformations. Results: When ROC curves of two classifiers differed substantially, the four transformations were found to be quite different. The likelihood-ratio scaling transformation was found to vary widely from radiologist to radiologist. Similar results were found for the other transformations. Our simulations explored the effect of database sizes on the accuracy of the estimation of our scaling transformations. Conclusions: The likelihood-ratio-scaling transformation that the authors have developed and evaluated was shown to be capable of transforming computer and radiologist outputs to a common scale reliably, thereby allowing the comparison of the computer and radiologist outputs on the basis of a clinically relevant statistic.

  14. Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging

    Directory of Open Access Journals (Sweden)

    Naoya Sueishi

    2013-07-01

    Full Text Available This paper develops model selection and averaging methods for moment restriction models. We first propose a focused information criterion based on the generalized empirical likelihood estimator. We address the issue of selecting an optimal model, rather than a correct model, for estimating a specific parameter of interest. Then, this study investigates a generalized empirical likelihood-based model averaging estimator that minimizes the asymptotic mean squared error. A simulation study suggests that our averaging estimator can be a useful alternative to existing post-selection estimators.

  15. H.264 SVC Complexity Reduction Based on Likelihood Mode Decision.

    Science.gov (United States)

    Balaji, L; Thyagharajan, K K

    2015-01-01

    H.264 Advanced Video Coding (AVC) was prolonged to Scalable Video Coding (SVC). SVC executes in different electronics gadgets such as personal computer, HDTV, SDTV, IPTV, and full-HDTV in which user demands various scaling of the same content. The various scaling is resolution, frame rate, quality, heterogeneous networks, bandwidth, and so forth. Scaling consumes more encoding time and computational complexity during mode selection. In this paper, to reduce encoding time and computational complexity, a fast mode decision algorithm based on likelihood mode decision (LMD) is proposed. LMD is evaluated in both temporal and spatial scaling. From the results, we conclude that LMD performs well, when compared to the previous fast mode decision algorithms. The comparison parameters are time, PSNR, and bit rate. LMD achieve time saving of 66.65% with 0.05% detriment in PSNR and 0.17% increment in bit rate compared with the full search method.

  16. Validation of DNA-based identification software by computation of pedigree likelihood ratios.

    Science.gov (United States)

    Slooten, K

    2011-08-01

    Disaster victim identification (DVI) can be aided by DNA-evidence, by comparing the DNA-profiles of unidentified individuals with those of surviving relatives. The DNA-evidence is used optimally when such a comparison is done by calculating the appropriate likelihood ratios. Though conceptually simple, the calculations can be quite involved, especially with large pedigrees, precise mutation models etc. In this article we describe a series of test cases designed to check if software designed to calculate such likelihood ratios computes them correctly. The cases include both simple and more complicated pedigrees, among which inbred ones. We show how to calculate the likelihood ratio numerically and algebraically, including a general mutation model and possibility of allelic dropout. In Appendix A we show how to derive such algebraic expressions mathematically. We have set up these cases to validate new software, called Bonaparte, which performs pedigree likelihood ratio calculations in a DVI context. Bonaparte has been developed by SNN Nijmegen (The Netherlands) for the Netherlands Forensic Institute (NFI). It is available free of charge for non-commercial purposes (see www.dnadvi.nl for details). Commercial licenses can also be obtained. The software uses Bayesian networks and the junction tree algorithm to perform its calculations. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.

  17. LDR: A Package for Likelihood-Based Sufficient Dimension Reduction

    Directory of Open Access Journals (Sweden)

    R. Dennis Cook

    2011-03-01

    Full Text Available We introduce a new mlab software package that implements several recently proposed likelihood-based methods for sufficient dimension reduction. Current capabilities include estimation of reduced subspaces with a fixed dimension d, as well as estimation of d by use of likelihood-ratio testing, permutation testing and information criteria. The methods are suitable for preprocessing data for both regression and classification. Implementations of related estimators are also available. Although the software is more oriented to command-line operation, a graphical user interface is also provided for prototype computations.

  18. Likelihood-based inference for clustered line transect data

    DEFF Research Database (Denmark)

    Waagepetersen, Rasmus Plenge; Schweder, Tore

    The uncertainty in estimation of spatial animal density from line transect surveys depends on the degree of spatial clustering in the animal population. To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes. Likelihood-based inference...

  19. Likelihood-based inference for clustered line transect data

    DEFF Research Database (Denmark)

    Waagepetersen, Rasmus; Schweder, Tore

    2006-01-01

    The uncertainty in estimation of spatial animal density from line transect surveys depends on the degree of spatial clustering in the animal population. To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes. Likelihood-based inference...

  20. H.264 SVC Complexity Reduction Based on Likelihood Mode Decision

    Directory of Open Access Journals (Sweden)

    L. Balaji

    2015-01-01

    Full Text Available H.264 Advanced Video Coding (AVC was prolonged to Scalable Video Coding (SVC. SVC executes in different electronics gadgets such as personal computer, HDTV, SDTV, IPTV, and full-HDTV in which user demands various scaling of the same content. The various scaling is resolution, frame rate, quality, heterogeneous networks, bandwidth, and so forth. Scaling consumes more encoding time and computational complexity during mode selection. In this paper, to reduce encoding time and computational complexity, a fast mode decision algorithm based on likelihood mode decision (LMD is proposed. LMD is evaluated in both temporal and spatial scaling. From the results, we conclude that LMD performs well, when compared to the previous fast mode decision algorithms. The comparison parameters are time, PSNR, and bit rate. LMD achieve time saving of 66.65% with 0.05% detriment in PSNR and 0.17% increment in bit rate compared with the full search method.

  1. Detecting changes in ultrasound backscattered statistics by using Nakagami parameters: Comparisons of moment-based and maximum likelihood estimators.

    Science.gov (United States)

    Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang

    2017-05-01

    The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE 1 and MLE 2 , respectively), and Greenwood approximation (MLE gw ) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE 1 , the MLE 2 and MLE gw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE 2 and MLE gw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE 2 and MLE gw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization. Copyright © 2017 Elsevier B.V. All rights reserved.

  2. ldr: An R Software Package for Likelihood-Based Su?cient Dimension Reduction

    Directory of Open Access Journals (Sweden)

    Kofi Placid Adragni

    2014-11-01

    Full Text Available In regression settings, a su?cient dimension reduction (SDR method seeks the core information in a p-vector predictor that completely captures its relationship with a response. The reduced predictor may reside in a lower dimension d < p, improving ability to visualize data and predict future observations, and mitigating dimensionality issues when carrying out further analysis. We introduce ldr, a new R software package that implements three recently proposed likelihood-based methods for SDR: covariance reduction, likelihood acquired directions, and principal fitted components. All three methods reduce the dimensionality of the data by pro jection into lower dimensional subspaces. The package also implements a variable screening method built upon principal ?tted components which makes use of ?exible basis functions to capture the dependencies between the predictors and the response. Examples are given to demonstrate likelihood-based SDR analyses using ldr, including estimation of the dimension of reduction subspaces and selection of basis functions. The ldr package provides a framework that we hope to grow into a comprehensive library of likelihood-based SDR methodologies.

  3. Extended likelihood inference in reliability

    International Nuclear Information System (INIS)

    Martz, H.F. Jr.; Beckman, R.J.; Waller, R.A.

    1978-10-01

    Extended likelihood methods of inference are developed in which subjective information in the form of a prior distribution is combined with sampling results by means of an extended likelihood function. The extended likelihood function is standardized for use in obtaining extended likelihood intervals. Extended likelihood intervals are derived for the mean of a normal distribution with known variance, the failure-rate of an exponential distribution, and the parameter of a binomial distribution. Extended second-order likelihood methods are developed and used to solve several prediction problems associated with the exponential and binomial distributions. In particular, such quantities as the next failure-time, the number of failures in a given time period, and the time required to observe a given number of failures are predicted for the exponential model with a gamma prior distribution on the failure-rate. In addition, six types of life testing experiments are considered. For the binomial model with a beta prior distribution on the probability of nonsurvival, methods are obtained for predicting the number of nonsurvivors in a given sample size and for predicting the required sample size for observing a specified number of nonsurvivors. Examples illustrate each of the methods developed. Finally, comparisons are made with Bayesian intervals in those cases where these are known to exist

  4. Likelihood-based Dynamic Factor Analysis for Measurement and Forecasting

    NARCIS (Netherlands)

    Jungbacker, B.M.J.P.; Koopman, S.J.

    2015-01-01

    We present new results for the likelihood-based analysis of the dynamic factor model. The latent factors are modelled by linear dynamic stochastic processes. The idiosyncratic disturbance series are specified as autoregressive processes with mutually correlated innovations. The new results lead to

  5. The phylogenetic likelihood library.

    Science.gov (United States)

    Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A

    2015-03-01

    We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

  6. Composite likelihood estimation of demographic parameters

    Directory of Open Access Journals (Sweden)

    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

  7. Logic of likelihood

    International Nuclear Information System (INIS)

    Wall, M.J.W.

    1992-01-01

    The notion of open-quotes probabilityclose quotes is generalized to that of open-quotes likelihood,close quotes and a natural logical structure is shown to exist for any physical theory which predicts likelihoods. Two physically based axioms are given for this logical structure to form an orthomodular poset, with an order-determining set of states. The results strengthen the basis of the quantum logic approach to axiomatic quantum theory. 25 refs

  8. Likelihood-Based Inference of B Cell Clonal Families.

    Directory of Open Access Journals (Sweden)

    Duncan K Ralph

    2016-10-01

    Full Text Available The human immune system depends on a highly diverse collection of antibody-making B cells. B cell receptor sequence diversity is generated by a random recombination process called "rearrangement" forming progenitor B cells, then a Darwinian process of lineage diversification and selection called "affinity maturation." The resulting receptors can be sequenced in high throughput for research and diagnostics. Such a collection of sequences contains a mixture of various lineages, each of which may be quite numerous, or may consist of only a single member. As a step to understanding the process and result of this diversification, one may wish to reconstruct lineage membership, i.e. to cluster sampled sequences according to which came from the same rearrangement events. We call this clustering problem "clonal family inference." In this paper we describe and validate a likelihood-based framework for clonal family inference based on a multi-hidden Markov Model (multi-HMM framework for B cell receptor sequences. We describe an agglomerative algorithm to find a maximum likelihood clustering, two approximate algorithms with various trade-offs of speed versus accuracy, and a third, fast algorithm for finding specific lineages. We show that under simulation these algorithms greatly improve upon existing clonal family inference methods, and that they also give significantly different clusters than previous methods when applied to two real data sets.

  9. Likelihood-based methods for evaluating principal surrogacy in augmented vaccine trials.

    Science.gov (United States)

    Liu, Wei; Zhang, Bo; Zhang, Hui; Zhang, Zhiwei

    2017-04-01

    There is growing interest in assessing immune biomarkers, which are quick to measure and potentially predictive of long-term efficacy, as surrogate endpoints in randomized, placebo-controlled vaccine trials. This can be done under a principal stratification approach, with principal strata defined using a subject's potential immune responses to vaccine and placebo (the latter may be assumed to be zero). In this context, principal surrogacy refers to the extent to which vaccine efficacy varies across principal strata. Because a placebo recipient's potential immune response to vaccine is unobserved in a standard vaccine trial, augmented vaccine trials have been proposed to produce the information needed to evaluate principal surrogacy. This article reviews existing methods based on an estimated likelihood and a pseudo-score (PS) and proposes two new methods based on a semiparametric likelihood (SL) and a pseudo-likelihood (PL), for analyzing augmented vaccine trials. Unlike the PS method, the SL method does not require a model for missingness, which can be advantageous when immune response data are missing by happenstance. The SL method is shown to be asymptotically efficient, and it performs similarly to the PS and PL methods in simulation experiments. The PL method appears to have a computational advantage over the PS and SL methods.

  10. An Efficient UD-Based Algorithm for the Computation of Maximum Likelihood Sensitivity of Continuous-Discrete Systems

    DEFF Research Database (Denmark)

    Boiroux, Dimitri; Juhl, Rune; Madsen, Henrik

    2016-01-01

    This paper addresses maximum likelihood parameter estimation of continuous-time nonlinear systems with discrete-time measurements. We derive an efficient algorithm for the computation of the log-likelihood function and its gradient, which can be used in gradient-based optimization algorithms....... This algorithm uses UD decomposition of symmetric matrices and the array algorithm for covariance update and gradient computation. We test our algorithm on the Lotka-Volterra equations. Compared to the maximum likelihood estimation based on finite difference gradient computation, we get a significant speedup...

  11. Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

    KAUST Repository

    Yan, Yuan; Genton, Marc G.

    2017-01-01

    Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

  12. Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

    KAUST Repository

    Yan, Yuan

    2017-07-13

    Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

  13. Likelihood Ratio Based Mixed Resolution Facial Comparison

    NARCIS (Netherlands)

    Peng, Y.; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.

    2015-01-01

    In this paper, we propose a novel method for low-resolution face recognition. It is especially useful for a common situation in forensic search where faces of low resolution, e.g. on surveillance footage or in a crowd, must be compared to a high-resolution reference. This method is based on the

  14. Likelihood-Based Inference in Nonlinear Error-Correction Models

    DEFF Research Database (Denmark)

    Kristensen, Dennis; Rahbæk, Anders

    We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long- run cointegration parameters, and the short-run parameters. Asymp- totic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normaity can be found. A simulation study...

  15. Earthquake likelihood model testing

    Science.gov (United States)

    Schorlemmer, D.; Gerstenberger, M.C.; Wiemer, S.; Jackson, D.D.; Rhoades, D.A.

    2007-01-01

    INTRODUCTIONThe Regional Earthquake Likelihood Models (RELM) project aims to produce and evaluate alternate models of earthquake potential (probability per unit volume, magnitude, and time) for California. Based on differing assumptions, these models are produced to test the validity of their assumptions and to explore which models should be incorporated in seismic hazard and risk evaluation. Tests based on physical and geological criteria are useful but we focus on statistical methods using future earthquake catalog data only. We envision two evaluations: a test of consistency with observed data and a comparison of all pairs of models for relative consistency. Both tests are based on the likelihood method, and both are fully prospective (i.e., the models are not adjusted to fit the test data). To be tested, each model must assign a probability to any possible event within a specified region of space, time, and magnitude. For our tests the models must use a common format: earthquake rates in specified “bins” with location, magnitude, time, and focal mechanism limits.Seismology cannot yet deterministically predict individual earthquakes; however, it should seek the best possible models for forecasting earthquake occurrence. This paper describes the statistical rules of an experiment to examine and test earthquake forecasts. The primary purposes of the tests described below are to evaluate physical models for earthquakes, assure that source models used in seismic hazard and risk studies are consistent with earthquake data, and provide quantitative measures by which models can be assigned weights in a consensus model or be judged as suitable for particular regions.In this paper we develop a statistical method for testing earthquake likelihood models. A companion paper (Schorlemmer and Gerstenberger 2007, this issue) discusses the actual implementation of these tests in the framework of the RELM initiative.Statistical testing of hypotheses is a common task and a

  16. Evaluation of Smoking Prevention Television Messages Based on the Elaboration Likelihood Model

    Science.gov (United States)

    Flynn, Brian S.; Worden, John K.; Bunn, Janice Yanushka; Connolly, Scott W.; Dorwaldt, Anne L.

    2011-01-01

    Progress in reducing youth smoking may depend on developing improved methods to communicate with higher risk youth. This study explored the potential of smoking prevention messages based on the Elaboration Likelihood Model (ELM) to address these needs. Structured evaluations of 12 smoking prevention messages based on three strategies derived from…

  17. On the performance of social network and likelihood-based expert weighting schemes

    International Nuclear Information System (INIS)

    Cooke, Roger M.; ElSaadany, Susie; Huang Xinzheng

    2008-01-01

    Using expert judgment data from the TU Delft's expert judgment database, we compare the performance of different weighting schemes, namely equal weighting, performance-based weighting from the classical model [Cooke RM. Experts in uncertainty. Oxford: Oxford University Press; 1991.], social network (SN) weighting and likelihood weighting. The picture that emerges with regard to SN weights is rather mixed. SN theory does not provide an alternative to performance-based combination of expert judgments, since the statistical accuracy of the SN decision maker is sometimes unacceptably low. On the other hand, it does outperform equal weighting in the majority of cases. The results here, though not overwhelmingly positive, do nonetheless motivate further research into social interaction methods for nominating and weighting experts. Indeed, a full expert judgment study with performance measurement requires an investment in time and effort, with a view to securing external validation. If high confidence in a comparable level of validation can be obtained by less intensive methods, this would be very welcome, and would facilitate the application of structured expert judgment in situations where the resources for a full study are not available. Likelihood weights are just as resource intensive as performance-based weights, and the evidence presented here suggests that they are inferior to performance-based weights with regard to those scoring variables which are optimized in performance weights (calibration and information). Perhaps surprisingly, they are also inferior with regard to likelihood. Their use is further discouraged by the fact that they constitute a strongly improper scoring rule

  18. Obtaining reliable Likelihood Ratio tests from simulated likelihood functions

    DEFF Research Database (Denmark)

    Andersen, Laura Mørch

    It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed param...

  19. Experimental demonstration of the maximum likelihood-based chromatic dispersion estimator for coherent receivers

    DEFF Research Database (Denmark)

    Borkowski, Robert; Johannisson, Pontus; Wymeersch, Henk

    2014-01-01

    We perform an experimental investigation of a maximum likelihood-based (ML-based) algorithm for bulk chromatic dispersion estimation for digital coherent receivers operating in uncompensated optical networks. We demonstrate the robustness of the method at low optical signal-to-noise ratio (OSNR...

  20. The equivalence of information-theoretic and likelihood-based methods for neural dimensionality reduction.

    Directory of Open Access Journals (Sweden)

    Ross S Williamson

    2015-04-01

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

  1. Likelihood-based inference for cointegration with nonlinear error-correction

    DEFF Research Database (Denmark)

    Kristensen, Dennis; Rahbek, Anders Christian

    2010-01-01

    We consider a class of nonlinear vector error correction models where the transfer function (or loadings) of the stationary relationships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long-run cointegration parameters, and the short-run parameters. Asymptotic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normality can be found. A simulation study...

  2. Likelihood ratio data to report the validation of a forensic fingerprint evaluation method

    NARCIS (Netherlands)

    Ramos, Daniel; Haraksim, Rudolf; Meuwly, Didier

    2017-01-01

    Data to which the authors refer to throughout this article are likelihood ratios (LR) computed from the comparison of 5–12 minutiae fingermarks with fingerprints. These LRs data are used for the validation of a likelihood ratio (LR) method in forensic evidence evaluation. These data present a

  3. Safe semi-supervised learning based on weighted likelihood.

    Science.gov (United States)

    Kawakita, Masanori; Takeuchi, Jun'ichi

    2014-05-01

    We are interested in developing a safe semi-supervised learning that works in any situation. Semi-supervised learning postulates that n(') unlabeled data are available in addition to n labeled data. However, almost all of the previous semi-supervised methods require additional assumptions (not only unlabeled data) to make improvements on supervised learning. If such assumptions are not met, then the methods possibly perform worse than supervised learning. Sokolovska, Cappé, and Yvon (2008) proposed a semi-supervised method based on a weighted likelihood approach. They proved that this method asymptotically never performs worse than supervised learning (i.e., it is safe) without any assumption. Their method is attractive because it is easy to implement and is potentially general. Moreover, it is deeply related to a certain statistical paradox. However, the method of Sokolovska et al. (2008) assumes a very limited situation, i.e., classification, discrete covariates, n(')→∞ and a maximum likelihood estimator. In this paper, we extend their method by modifying the weight. We prove that our proposal is safe in a significantly wide range of situations as long as n≤n('). Further, we give a geometrical interpretation of the proof of safety through the relationship with the above-mentioned statistical paradox. Finally, we show that the above proposal is asymptotically safe even when n(')

  4. Laser-Based Slam with Efficient Occupancy Likelihood Map Learning for Dynamic Indoor Scenes

    Science.gov (United States)

    Li, Li; Yao, Jian; Xie, Renping; Tu, Jinge; Feng, Chen

    2016-06-01

    Location-Based Services (LBS) have attracted growing attention in recent years, especially in indoor environments. The fundamental technique of LBS is the map building for unknown environments, this technique also named as simultaneous localization and mapping (SLAM) in robotic society. In this paper, we propose a novel approach for SLAMin dynamic indoor scenes based on a 2D laser scanner mounted on a mobile Unmanned Ground Vehicle (UGV) with the help of the grid-based occupancy likelihood map. Instead of applying scan matching in two adjacent scans, we propose to match current scan with the occupancy likelihood map learned from all previous scans in multiple scales to avoid the accumulation of matching errors. Due to that the acquisition of the points in a scan is sequential but not simultaneous, there unavoidably exists the scan distortion at different extents. To compensate the scan distortion caused by the motion of the UGV, we propose to integrate a velocity of a laser range finder (LRF) into the scan matching optimization framework. Besides, to reduce the effect of dynamic objects such as walking pedestrians often existed in indoor scenes as much as possible, we propose a new occupancy likelihood map learning strategy by increasing or decreasing the probability of each occupancy grid after each scan matching. Experimental results in several challenged indoor scenes demonstrate that our proposed approach is capable of providing high-precision SLAM results.

  5. Coalescent-based species tree inference from gene tree topologies under incomplete lineage sorting by maximum likelihood.

    Science.gov (United States)

    Wu, Yufeng

    2012-03-01

    Incomplete lineage sorting can cause incongruence between the phylogenetic history of genes (the gene tree) and that of the species (the species tree), which can complicate the inference of phylogenies. In this article, I present a new coalescent-based algorithm for species tree inference with maximum likelihood. I first describe an improved method for computing the probability of a gene tree topology given a species tree, which is much faster than an existing algorithm by Degnan and Salter (2005). Based on this method, I develop a practical algorithm that takes a set of gene tree topologies and infers species trees with maximum likelihood. This algorithm searches for the best species tree by starting from initial species trees and performing heuristic search to obtain better trees with higher likelihood. This algorithm, called STELLS (which stands for Species Tree InfErence with Likelihood for Lineage Sorting), has been implemented in a program that is downloadable from the author's web page. The simulation results show that the STELLS algorithm is more accurate than an existing maximum likelihood method for many datasets, especially when there is noise in gene trees. I also show that the STELLS algorithm is efficient and can be applied to real biological datasets. © 2011 The Author. Evolution© 2011 The Society for the Study of Evolution.

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

    Science.gov (United States)

    Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

    2018-03-01

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

  7. Philosophy and phylogenetic inference: a comparison of likelihood and parsimony methods in the context of Karl Popper's writings on corroboration.

    Science.gov (United States)

    de Queiroz, K; Poe, S

    2001-06-01

    Advocates of cladistic parsimony methods have invoked the philosophy of Karl Popper in an attempt to argue for the superiority of those methods over phylogenetic methods based on Ronald Fisher's statistical principle of likelihood. We argue that the concept of likelihood in general, and its application to problems of phylogenetic inference in particular, are highly compatible with Popper's philosophy. Examination of Popper's writings reveals that his concept of corroboration is, in fact, based on likelihood. Moreover, because probabilistic assumptions are necessary for calculating the probabilities that define Popper's corroboration, likelihood methods of phylogenetic inference--with their explicit probabilistic basis--are easily reconciled with his concept. In contrast, cladistic parsimony methods, at least as described by certain advocates of those methods, are less easily reconciled with Popper's concept of corroboration. If those methods are interpreted as lacking probabilistic assumptions, then they are incompatible with corroboration. Conversely, if parsimony methods are to be considered compatible with corroboration, then they must be interpreted as carrying implicit probabilistic assumptions. Thus, the non-probabilistic interpretation of cladistic parsimony favored by some advocates of those methods is contradicted by an attempt by the same authors to justify parsimony methods in terms of Popper's concept of corroboration. In addition to being compatible with Popperian corroboration, the likelihood approach to phylogenetic inference permits researchers to test the assumptions of their analytical methods (models) in a way that is consistent with Popper's ideas about the provisional nature of background knowledge.

  8. Corporate brand extensions based on the purchase likelihood: governance implications

    Directory of Open Access Journals (Sweden)

    Spyridon Goumas

    2018-03-01

    Full Text Available This paper is examining the purchase likelihood of hypothetical service brand extensions from product companies focusing on consumer electronics based on sector categorization and perceptions of fit between the existing product category and image of the company. Prior research has recognized that levels of brand knowledge eases the transference of associations and affect to the new products. Similarity to the existing products of the parent company and perceived image also influence the success of brand extensions. However, sector categorization may interfere with this relationship. The purpose of this study is to examine Greek consumers’ attitudes towards hypothetical brand extensions, and how these are affected by consumers’ existing knowledge about the brand, sector categorization and perceptions of image and category fit of cross-sector extensions. This aim is examined in the context of technological categories, where less-known companies exhibited significance in purchase likelihood, and contradictory with the existing literature, service companies did not perform as positively as expected. Additional insights to the existing literature about sector categorization are provided. The effect of both image and category fit is also examined and predictions regarding the effect of each are made.

  9. Weighted profile likelihood-based confidence interval for the difference between two proportions with paired binomial data.

    Science.gov (United States)

    Pradhan, Vivek; Saha, Krishna K; Banerjee, Tathagata; Evans, John C

    2014-07-30

    Inference on the difference between two binomial proportions in the paired binomial setting is often an important problem in many biomedical investigations. Tang et al. (2010, Statistics in Medicine) discussed six methods to construct confidence intervals (henceforth, we abbreviate it as CI) for the difference between two proportions in paired binomial setting using method of variance estimates recovery. In this article, we propose weighted profile likelihood-based CIs for the difference between proportions of a paired binomial distribution. However, instead of the usual likelihood, we use weighted likelihood that is essentially making adjustments to the cell frequencies of a 2 × 2 table in the spirit of Agresti and Min (2005, Statistics in Medicine). We then conduct numerical studies to compare the performances of the proposed CIs with that of Tang et al. and Agresti and Min in terms of coverage probabilities and expected lengths. Our numerical study clearly indicates that the weighted profile likelihood-based intervals and Jeffreys interval (cf. Tang et al.) are superior in terms of achieving the nominal level, and in terms of expected lengths, they are competitive. Finally, we illustrate the use of the proposed CIs with real-life examples. Copyright © 2014 John Wiley & Sons, Ltd.

  10. Empirical likelihood

    CERN Document Server

    Owen, Art B

    2001-01-01

    Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It also facilitates incorporating side information, and it simplifies accounting for censored, truncated, or biased sampling.One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies empirical likelihood to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized linear models, estimating equations, or kernel smooths, and to sampling with non-identically distributed data. Abundant figures offer vi...

  11. Approximate Likelihood

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...

  12. Maximum likelihood-based analysis of photon arrival trajectories in single-molecule FRET

    Energy Technology Data Exchange (ETDEWEB)

    Waligorska, Marta [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland); Molski, Andrzej, E-mail: amolski@amu.edu.pl [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland)

    2012-07-25

    Highlights: Black-Right-Pointing-Pointer We study model selection and parameter recovery from single-molecule FRET experiments. Black-Right-Pointing-Pointer We examine the maximum likelihood-based analysis of two-color photon trajectories. Black-Right-Pointing-Pointer The number of observed photons determines the performance of the method. Black-Right-Pointing-Pointer For long trajectories, one can extract mean dwell times that are comparable to inter-photon times. -- Abstract: When two fluorophores (donor and acceptor) are attached to an immobilized biomolecule, anti-correlated fluctuations of the donor and acceptor fluorescence caused by Foerster resonance energy transfer (FRET) report on the conformational kinetics of the molecule. Here we assess the maximum likelihood-based analysis of donor and acceptor photon arrival trajectories as a method for extracting the conformational kinetics. Using computer generated data we quantify the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) in selecting the true kinetic model. We find that the number of observed photons is the key parameter determining parameter estimation and model selection. For long trajectories, one can extract mean dwell times that are comparable to inter-photon times.

  13. Moment Conditions Selection Based on Adaptive Penalized Empirical Likelihood

    Directory of Open Access Journals (Sweden)

    Yunquan Song

    2014-01-01

    Full Text Available Empirical likelihood is a very popular method and has been widely used in the fields of artificial intelligence (AI and data mining as tablets and mobile application and social media dominate the technology landscape. This paper proposes an empirical likelihood shrinkage method to efficiently estimate unknown parameters and select correct moment conditions simultaneously, when the model is defined by moment restrictions in which some are possibly misspecified. We show that our method enjoys oracle-like properties; that is, it consistently selects the correct moment conditions and at the same time its estimator is as efficient as the empirical likelihood estimator obtained by all correct moment conditions. Moreover, unlike the GMM, our proposed method allows us to carry out confidence regions for the parameters included in the model without estimating the covariances of the estimators. For empirical implementation, we provide some data-driven procedures for selecting the tuning parameter of the penalty function. The simulation results show that the method works remarkably well in terms of correct moment selection and the finite sample properties of the estimators. Also, a real-life example is carried out to illustrate the new methodology.

  14. A maximum likelihood framework for protein design

    Directory of Open Access Journals (Sweden)

    Philippe Hervé

    2006-06-01

    Full Text Available Abstract Background The aim of protein design is to predict amino-acid sequences compatible with a given target structure. Traditionally envisioned as a purely thermodynamic question, this problem can also be understood in a wider context, where additional constraints are captured by learning the sequence patterns displayed by natural proteins of known conformation. In this latter perspective, however, we still need a theoretical formalization of the question, leading to general and efficient learning methods, and allowing for the selection of fast and accurate objective functions quantifying sequence/structure compatibility. Results We propose a formulation of the protein design problem in terms of model-based statistical inference. Our framework uses the maximum likelihood principle to optimize the unknown parameters of a statistical potential, which we call an inverse potential to contrast with classical potentials used for structure prediction. We propose an implementation based on Markov chain Monte Carlo, in which the likelihood is maximized by gradient descent and is numerically estimated by thermodynamic integration. The fit of the models is evaluated by cross-validation. We apply this to a simple pairwise contact potential, supplemented with a solvent-accessibility term, and show that the resulting models have a better predictive power than currently available pairwise potentials. Furthermore, the model comparison method presented here allows one to measure the relative contribution of each component of the potential, and to choose the optimal number of accessibility classes, which turns out to be much higher than classically considered. Conclusion Altogether, this reformulation makes it possible to test a wide diversity of models, using different forms of potentials, or accounting for other factors than just the constraint of thermodynamic stability. Ultimately, such model-based statistical analyses may help to understand the forces

  15. Derivation of LDA log likelihood ratio one-to-one classifier

    NARCIS (Netherlands)

    Spreeuwers, Lieuwe Jan

    2014-01-01

    The common expression for the Likelihood Ratio classifier using LDA assumes that the reference class mean is available. In biometrics, this is often not the case and only a single sample of the reference class is available. In this paper expressions are derived for biometric comparison between

  16. Practical likelihood analysis for spatial generalized linear mixed models

    DEFF Research Database (Denmark)

    Bonat, W. H.; Ribeiro, Paulo Justiniano

    2016-01-01

    We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...

  17. Tapered composite likelihood for spatial max-stable models

    KAUST Repository

    Sang, Huiyan

    2014-05-01

    Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

  18. Tapered composite likelihood for spatial max-stable models

    KAUST Repository

    Sang, Huiyan; Genton, Marc G.

    2014-01-01

    Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

  19. A simulation study of likelihood inference procedures in rayleigh distribution with censored data

    International Nuclear Information System (INIS)

    Baklizi, S. A.; Baker, H. M.

    2001-01-01

    Inference procedures based on the likelihood function are considered for the one parameter Rayleigh distribution with type1 and type 2 censored data. Using simulation techniques, the finite sample performances of the maximum likelihood estimator and the large sample likelihood interval estimation procedures based on the Wald, the Rao, and the likelihood ratio statistics are investigated. It appears that the maximum likelihood estimator is unbiased. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimator are accurate under type 2 censored data while they tend to be smaller than the actual variances when considering type1 censored data of small size. It appears also that interval estimation based on the Wald and Rao statistics need much more sample size than interval estimation based on the likelihood ratio statistic to attain reasonable accuracy. (authors). 15 refs., 4 tabs

  20. Block Empirical Likelihood for Longitudinal Single-Index Varying-Coefficient Model

    Directory of Open Access Journals (Sweden)

    Yunquan Song

    2013-01-01

    Full Text Available In this paper, we consider a single-index varying-coefficient model with application to longitudinal data. In order to accommodate the within-group correlation, we apply the block empirical likelihood procedure to longitudinal single-index varying-coefficient model, and prove a nonparametric version of Wilks’ theorem which can be used to construct the block empirical likelihood confidence region with asymptotically correct coverage probability for the parametric component. In comparison with normal approximations, the proposed method does not require a consistent estimator for the asymptotic covariance matrix, making it easier to conduct inference for the model's parametric component. Simulations demonstrate how the proposed method works.

  1. Likelihood ratio sequential sampling models of recognition memory.

    Science.gov (United States)

    Osth, Adam F; Dennis, Simon; Heathcote, Andrew

    2017-02-01

    The mirror effect - a phenomenon whereby a manipulation produces opposite effects on hit and false alarm rates - is benchmark regularity of recognition memory. A likelihood ratio decision process, basing recognition on the relative likelihood that a stimulus is a target or a lure, naturally predicts the mirror effect, and so has been widely adopted in quantitative models of recognition memory. Glanzer, Hilford, and Maloney (2009) demonstrated that likelihood ratio models, assuming Gaussian memory strength, are also capable of explaining regularities observed in receiver-operating characteristics (ROCs), such as greater target than lure variance. Despite its central place in theorising about recognition memory, however, this class of models has not been tested using response time (RT) distributions. In this article, we develop a linear approximation to the likelihood ratio transformation, which we show predicts the same regularities as the exact transformation. This development enabled us to develop a tractable model of recognition-memory RT based on the diffusion decision model (DDM), with inputs (drift rates) provided by an approximate likelihood ratio transformation. We compared this "LR-DDM" to a standard DDM where all targets and lures receive their own drift rate parameters. Both were implemented as hierarchical Bayesian models and applied to four datasets. Model selection taking into account parsimony favored the LR-DDM, which requires fewer parameters than the standard DDM but still fits the data well. These results support log-likelihood based models as providing an elegant explanation of the regularities of recognition memory, not only in terms of choices made but also in terms of the times it takes to make them. Copyright © 2016 Elsevier Inc. All rights reserved.

  2. Likelihood inference for unions of interacting discs

    DEFF Research Database (Denmark)

    Møller, Jesper; Helisová, Katarina

    To the best of our knowledge, this is the first paper which discusses likelihood inference or a random set using a germ-grain model, where the individual grains are unobservable edge effects occur, and other complications appear. We consider the case where the grains form a disc process modelled...... is specified with respect to a given marked Poisson model (i.e. a Boolean model). We show how edge effects and other complications can be handled by considering a certain conditional likelihood. Our methodology is illustrated by analyzing Peter Diggle's heather dataset, where we discuss the results...... of simulation-based maximum likelihood inference and the effect of specifying different reference Poisson models....

  3. Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation

    Science.gov (United States)

    Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.

    2015-11-01

    We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.

  4. GPU-Based Point Cloud Superpositioning for Structural Comparisons of Protein Binding Sites.

    Science.gov (United States)

    Leinweber, Matthias; Fober, Thomas; Freisleben, Bernd

    2018-01-01

    In this paper, we present a novel approach to solve the labeled point cloud superpositioning problem for performing structural comparisons of protein binding sites. The solution is based on a parallel evolution strategy that operates on large populations and runs on GPU hardware. The proposed evolution strategy reduces the likelihood of getting stuck in a local optimum of the multimodal real-valued optimization problem represented by labeled point cloud superpositioning. The performance of the GPU-based parallel evolution strategy is compared to a previously proposed CPU-based sequential approach for labeled point cloud superpositioning, indicating that the GPU-based parallel evolution strategy leads to qualitatively better results and significantly shorter runtimes, with speed improvements of up to a factor of 1,500 for large populations. Binary classification tests based on the ATP, NADH, and FAD protein subsets of CavBase, a database containing putative binding sites, show average classification rate improvements from about 92 percent (CPU) to 96 percent (GPU). Further experiments indicate that the proposed GPU-based labeled point cloud superpositioning approach can be superior to traditional protein comparison approaches based on sequence alignments.

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

    Science.gov (United States)

    Atar, Burcu; Kamata, Akihito

    2011-01-01

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

  6. Maximum Likelihood based comparison of the specific growth rates for P. aeruginosa and four mutator strains

    DEFF Research Database (Denmark)

    Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard

    2008-01-01

    with an exponentially decaying function of the time between observations is suggested. A model with a full covariance structure containing OD-dependent variance and an autocorrelation structure is compared to a model with variance only and with no variance or correlation implemented. It is shown that the model...... are used for parameter estimation. The data is log-transformed such that a linear model can be applied. The transformation changes the variance structure, and hence an OD-dependent variance is implemented in the model. The autocorrelation in the data is demonstrated, and a correlation model...... that best describes data is a model taking into account the full covariance structure. An inference study is made in order to determine whether the growth rate of the five bacteria strains is the same. After applying a likelihood-ratio test to models with a full covariance structure, it is concluded...

  7. Algorithms of maximum likelihood data clustering with applications

    Science.gov (United States)

    Giada, Lorenzo; Marsili, Matteo

    2002-12-01

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

  8. Accurate recapture identification for genetic mark–recapture studies with error-tolerant likelihood-based match calling and sample clustering

    Science.gov (United States)

    Sethi, Suresh; Linden, Daniel; Wenburg, John; Lewis, Cara; Lemons, Patrick R.; Fuller, Angela K.; Hare, Matthew P.

    2016-01-01

    Error-tolerant likelihood-based match calling presents a promising technique to accurately identify recapture events in genetic mark–recapture studies by combining probabilities of latent genotypes and probabilities of observed genotypes, which may contain genotyping errors. Combined with clustering algorithms to group samples into sets of recaptures based upon pairwise match calls, these tools can be used to reconstruct accurate capture histories for mark–recapture modelling. Here, we assess the performance of a recently introduced error-tolerant likelihood-based match-calling model and sample clustering algorithm for genetic mark–recapture studies. We assessed both biallelic (i.e. single nucleotide polymorphisms; SNP) and multiallelic (i.e. microsatellite; MSAT) markers using a combination of simulation analyses and case study data on Pacific walrus (Odobenus rosmarus divergens) and fishers (Pekania pennanti). A novel two-stage clustering approach is demonstrated for genetic mark–recapture applications. First, repeat captures within a sampling occasion are identified. Subsequently, recaptures across sampling occasions are identified. The likelihood-based matching protocol performed well in simulation trials, demonstrating utility for use in a wide range of genetic mark–recapture studies. Moderately sized SNP (64+) and MSAT (10–15) panels produced accurate match calls for recaptures and accurate non-match calls for samples from closely related individuals in the face of low to moderate genotyping error. Furthermore, matching performance remained stable or increased as the number of genetic markers increased, genotyping error notwithstanding.

  9. Comparison between artificial neural networks and maximum likelihood classification in digital soil mapping

    Directory of Open Access Journals (Sweden)

    César da Silva Chagas

    2013-04-01

    Full Text Available Soil surveys are the main source of spatial information on soils and have a range of different applications, mainly in agriculture. The continuity of this activity has however been severely compromised, mainly due to a lack of governmental funding. The purpose of this study was to evaluate the feasibility of two different classifiers (artificial neural networks and a maximum likelihood algorithm in the prediction of soil classes in the northwest of the state of Rio de Janeiro. Terrain attributes such as elevation, slope, aspect, plan curvature and compound topographic index (CTI and indices of clay minerals, iron oxide and Normalized Difference Vegetation Index (NDVI, derived from Landsat 7 ETM+ sensor imagery, were used as discriminating variables. The two classifiers were trained and validated for each soil class using 300 and 150 samples respectively, representing the characteristics of these classes in terms of the discriminating variables. According to the statistical tests, the accuracy of the classifier based on artificial neural networks (ANNs was greater than of the classic Maximum Likelihood Classifier (MLC. Comparing the results with 126 points of reference showed that the resulting ANN map (73.81 % was superior to the MLC map (57.94 %. The main errors when using the two classifiers were caused by: a the geological heterogeneity of the area coupled with problems related to the geological map; b the depth of lithic contact and/or rock exposure, and c problems with the environmental correlation model used due to the polygenetic nature of the soils. This study confirms that the use of terrain attributes together with remote sensing data by an ANN approach can be a tool to facilitate soil mapping in Brazil, primarily due to the availability of low-cost remote sensing data and the ease by which terrain attributes can be obtained.

  10. Anticipating cognitive effort: roles of perceived error-likelihood and time demands.

    Science.gov (United States)

    Dunn, Timothy L; Inzlicht, Michael; Risko, Evan F

    2017-11-13

    Why are some actions evaluated as effortful? In the present set of experiments we address this question by examining individuals' perception of effort when faced with a trade-off between two putative cognitive costs: how much time a task takes vs. how error-prone it is. Specifically, we were interested in whether individuals anticipate engaging in a small amount of hard work (i.e., low time requirement, but high error-likelihood) vs. a large amount of easy work (i.e., high time requirement, but low error-likelihood) as being more effortful. In between-subject designs, Experiments 1 through 3 demonstrated that individuals anticipate options that are high in perceived error-likelihood (yet less time consuming) as more effortful than options that are perceived to be more time consuming (yet low in error-likelihood). Further, when asked to evaluate which of the two tasks was (a) more effortful, (b) more error-prone, and (c) more time consuming, effort-based and error-based choices closely tracked one another, but this was not the case for time-based choices. Utilizing a within-subject design, Experiment 4 demonstrated overall similar pattern of judgments as Experiments 1 through 3. However, both judgments of error-likelihood and time demand similarly predicted effort judgments. Results are discussed within the context of extant accounts of cognitive control, with considerations of how error-likelihood and time demands may independently and conjunctively factor into judgments of cognitive effort.

  11. Physician Bayesian updating from personal beliefs about the base rate and likelihood ratio.

    Science.gov (United States)

    Rottman, Benjamin Margolin

    2017-02-01

    Whether humans can accurately make decisions in line with Bayes' rule has been one of the most important yet contentious topics in cognitive psychology. Though a number of paradigms have been used for studying Bayesian updating, rarely have subjects been allowed to use their own preexisting beliefs about the prior and the likelihood. A study is reported in which physicians judged the posttest probability of a diagnosis for a patient vignette after receiving a test result, and the physicians' posttest judgments were compared to the normative posttest calculated from their own beliefs in the sensitivity and false positive rate of the test (likelihood ratio) and prior probability of the diagnosis. On the one hand, the posttest judgments were strongly related to the physicians' beliefs about both the prior probability as well as the likelihood ratio, and the priors were used considerably more strongly than in previous research. On the other hand, both the prior and the likelihoods were still not used quite as much as they should have been, and there was evidence of other nonnormative aspects to the updating, such as updating independent of the likelihood beliefs. By focusing on how physicians use their own prior beliefs for Bayesian updating, this study provides insight into how well experts perform probabilistic inference in settings in which they rely upon their own prior beliefs rather than experimenter-provided cues. It suggests that there is reason to be optimistic about experts' abilities, but that there is still considerable need for improvement.

  12. The likelihood ratio as a random variable for linked markers in kinship analysis.

    Science.gov (United States)

    Egeland, Thore; Slooten, Klaas

    2016-11-01

    The likelihood ratio is the fundamental quantity that summarizes the evidence in forensic cases. Therefore, it is important to understand the theoretical properties of this statistic. This paper is the last in a series of three, and the first to study linked markers. We show that for all non-inbred pairwise kinship comparisons, the expected likelihood ratio in favor of a type of relatedness depends on the allele frequencies only via the number of alleles, also for linked markers, and also if the true relationship is another one than is tested for by the likelihood ratio. Exact expressions for the expectation and variance are derived for all these cases. Furthermore, we show that the expected likelihood ratio is a non-increasing function if the recombination rate increases between 0 and 0.5 when the actual relationship is the one investigated by the LR. Besides being of theoretical interest, exact expressions such as obtained here can be used for software validation as they allow to verify the correctness up to arbitrary precision. The paper also presents results and advice of practical importance. For example, we argue that the logarithm of the likelihood ratio behaves in a fundamentally different way than the likelihood ratio itself in terms of expectation and variance, in agreement with its interpretation as weight of evidence. Equipped with the results presented and freely available software, one may check calculations and software and also do power calculations.

  13. A theory of timing in scintillation counters based on maximum likelihood estimation

    International Nuclear Information System (INIS)

    Tomitani, Takehiro

    1982-01-01

    A theory of timing in scintillation counters based on the maximum likelihood estimation is presented. An optimum filter that minimizes the variance of timing is described. A simple formula to estimate the variance of timing is presented as a function of photoelectron number, scintillation decay constant and the single electron transit time spread in the photomultiplier. The present method was compared with the theory by E. Gatti and V. Svelto. The proposed method was applied to two simple models and rough estimations of potential time resolution of several scintillators are given. The proposed method is applicable to the timing in Cerenkov counters and semiconductor detectors as well. (author)

  14. Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

    DEFF Research Database (Denmark)

    Jansson, Michael; Nielsen, Morten Ørregaard

    In an important generalization of zero frequency autore- gressive unit root tests, Hylleberg, Engle, Granger, and Yoo (1990) developed regression-based tests for unit roots at the seasonal frequencies in quarterly time series. We develop likelihood ratio tests for seasonal unit roots and show...... that these tests are "nearly efficient" in the sense of Elliott, Rothenberg, and Stock (1996), i.e. that their local asymptotic power functions are indistinguishable from the Gaussian power envelope. Currently available nearly efficient testing procedures for seasonal unit roots are regression-based and require...... the choice of a GLS detrending parameter, which our likelihood ratio tests do not....

  15. Likelihood inference for unions of interacting discs

    DEFF Research Database (Denmark)

    Møller, Jesper; Helisova, K.

    2010-01-01

    This is probably the first paper which discusses likelihood inference for a random set using a germ-grain model, where the individual grains are unobservable, edge effects occur and other complications appear. We consider the case where the grains form a disc process modelled by a marked point...... process, where the germs are the centres and the marks are the associated radii of the discs. We propose to use a recent parametric class of interacting disc process models, where the minimal sufficient statistic depends on various geometric properties of the random set, and the density is specified......-based maximum likelihood inference and the effect of specifying different reference Poisson models....

  16. Planck 2013 results. XV. CMB power spectra and likelihood

    CERN Document Server

    Ade, P.A.R.; Armitage-Caplan, C.; Arnaud, M.; Ashdown, M.; Atrio-Barandela, F.; Aumont, J.; Baccigalupi, C.; Banday, A.J.; Barreiro, R.B.; Bartlett, J.G.; Battaner, E.; Benabed, K.; Benoit, A.; Benoit-Levy, A.; Bernard, J.P.; Bersanelli, M.; Bielewicz, P.; Bobin, J.; Bock, J.J.; Bonaldi, A.; Bonavera, L.; Bond, J.R.; Borrill, J.; Bouchet, F.R.; Boulanger, F.; Bridges, M.; Bucher, M.; Burigana, C.; Butler, R.C.; Calabrese, E.; Cardoso, J.F.; Catalano, A.; Challinor, A.; Chamballu, A.; Chiang, L.Y.; Chiang, H.C.; Christensen, P.R.; Church, S.; Clements, D.L.; Colombi, S.; Colombo, L.P.L.; Combet, C.; Couchot, F.; Coulais, A.; Crill, B.P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R.D.; Davis, R.J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Delouis, J.M.; Desert, F.X.; Dickinson, C.; Diego, J.M.; Dole, H.; Donzelli, S.; Dore, O.; Douspis, M.; Dunkley, J.; Dupac, X.; Efstathiou, G.; Elsner, F.; Ensslin, T.A.; Eriksen, H.K.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A.A.; Franceschi, E.; Gaier, T.C.; Galeotta, S.; Galli, S.; Ganga, K.; Giard, M.; Giardino, G.; Giraud-Heraud, Y.; Gjerlow, E.; Gonzalez-Nuevo, J.; Gorski, K.M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J.E.; Hansen, F.K.; Hanson, D.; Harrison, D.; Helou, G.; Henrot-Versille, S.; Hernandez-Monteagudo, C.; Herranz, D.; Hildebrandt, S.R.; Hivon, E.; Hobson, M.; Holmes, W.A.; Hornstrup, A.; Hovest, W.; Huffenberger, K.M.; Hurier, G.; Jaffe, T.R.; Jaffe, A.H.; Jewell, J.; Jones, W.C.; Juvela, M.; Keihanen, E.; Keskitalo, R.; Kiiveri, K.; Kisner, T.S.; Kneissl, R.; Knoche, J.; Knox, L.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lahteenmaki, A.; Lamarre, J.M.; Lasenby, A.; Lattanzi, M.; Laureijs, R.J.; Lawrence, C.R.; Le Jeune, M.; Leach, S.; Leahy, J.P.; Leonardi, R.; Leon-Tavares, J.; Lesgourgues, J.; Liguori, M.; Lilje, P.B.; Lindholm, V.; Linden-Vornle, M.; Lopez-Caniego, M.; Lubin, P.M.; Macias-Perez, J.F.; Maffei, B.; Maino, D.; Mandolesi, N.; Marinucci, D.; Maris, M.; Marshall, D.J.; Martin, P.G.; Martinez-Gonzalez, E.; Masi, S.; Matarrese, S.; Matthai, F.; Mazzotta, P.; Meinhold, P.R.; Melchiorri, A.; Mendes, L.; Menegoni, E.; Mennella, A.; Migliaccio, M.; Millea, M.; Mitra, S.; Miville-Deschenes, M.A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C.B.; Norgaard-Nielsen, H.U.; Noviello, F.; Novikov, D.; Novikov, I.; O'Dwyer, I.J.; Orieux, F.; Osborne, S.; Oxborrow, C.A.; Paci, F.; Pagano, L.; Pajot, F.; Paladini, R.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Paykari, P.; Perdereau, O.; Perotto, L.; Perrotta, F.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Ponthieu, N.; Popa, L.; Poutanen, T.; Pratt, G.W.; Prezeau, G.; Prunet, S.; Puget, J.L.; Rachen, J.P.; Rahlin, A.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renault, C.; Ricciardi, S.; Riller, T.; Ringeval, C.; Ristorcelli, I.; Rocha, G.; Rosset, C.; Roudier, G.; Rowan-Robinson, M.; Rubino-Martin, J.A.; Rusholme, B.; Sandri, M.; Sanselme, L.; Santos, D.; Savini, G.; Scott, D.; Seiffert, M.D.; Shellard, E.P.S.; Spencer, L.D.; Starck, J.L.; Stolyarov, V.; Stompor, R.; Sudiwala, R.; Sureau, F.; Sutton, D.; Suur-Uski, A.S.; Sygnet, J.F.; Tauber, J.A.; Tavagnacco, D.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Tucci, M.; Tuovinen, J.; Turler, M.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Varis, J.; Vielva, P.; Villa, F.; Vittorio, N.; Wade, L.A.; Wandelt, B.D.; Wehus, I.K.; White, M.; White, S.D.M.; Yvon, D.; Zacchei, A.; Zonca, A.

    2014-01-01

    We present the Planck likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations. We use this likelihood to derive the Planck CMB power spectrum over three decades in l, covering 2 = 50, we employ a correlated Gaussian likelihood approximation based on angular cross-spectra derived from the 100, 143 and 217 GHz channels. We validate our likelihood through an extensive suite of consistency tests, and assess the impact of residual foreground and instrumental uncertainties on cosmological parameters. We find good internal agreement among the high-l cross-spectra with residuals of a few uK^2 at l <= 1000. We compare our results with foreground-cleaned CMB maps, and with cross-spectra derived from the 70 GHz Planck map, and find broad agreement in terms of spectrum residuals and cosmological parameters. The best-fit LCDM cosmology is in excellent agreement with preliminary Planck polarisation spectra. The standard LCDM cosmology is well constrained b...

  17. The likelihood principle and its proof – a never-ending story…

    DEFF Research Database (Denmark)

    Jørgensen, Thomas Martini

    2015-01-01

    An ongoing controversy in philosophy of statistics is the so-called “likelihood principle” essentially stating that all evidence which is obtained from an experiment about an unknown quantity θ is contained in the likelihood function of θ. Common classical statistical methodology, such as the use...... of significance tests, and confidence intervals, depends on the experimental procedure and unrealized events and thus violates the likelihood principle. The likelihood principle was identified by that name and proved in a famous paper by Allan Birnbaum in 1962. However, ever since both the principle itself...... as well as the proof has been highly debated. This presentation will illustrate the debate of both the principle and its proof, from 1962 and up to today. An often-used experiment to illustrate the controversy between classical interpretation and evidential confirmation based on the likelihood principle...

  18. Calibration of two complex ecosystem models with different likelihood functions

    Science.gov (United States)

    Hidy, Dóra; Haszpra, László; Pintér, Krisztina; Nagy, Zoltán; Barcza, Zoltán

    2014-05-01

    The biosphere is a sensitive carbon reservoir. Terrestrial ecosystems were approximately carbon neutral during the past centuries, but they became net carbon sinks due to climate change induced environmental change and associated CO2 fertilization effect of the atmosphere. Model studies and measurements indicate that the biospheric carbon sink can saturate in the future due to ongoing climate change which can act as a positive feedback. Robustness of carbon cycle models is a key issue when trying to choose the appropriate model for decision support. The input parameters of the process-based models are decisive regarding the model output. At the same time there are several input parameters for which accurate values are hard to obtain directly from experiments or no local measurements are available. Due to the uncertainty associated with the unknown model parameters significant bias can be experienced if the model is used to simulate the carbon and nitrogen cycle components of different ecosystems. In order to improve model performance the unknown model parameters has to be estimated. We developed a multi-objective, two-step calibration method based on Bayesian approach in order to estimate the unknown parameters of PaSim and Biome-BGC models. Biome-BGC and PaSim are a widely used biogeochemical models that simulate the storage and flux of water, carbon, and nitrogen between the ecosystem and the atmosphere, and within the components of the terrestrial ecosystems (in this research the developed version of Biome-BGC is used which is referred as BBGC MuSo). Both models were calibrated regardless the simulated processes and type of model parameters. The calibration procedure is based on the comparison of measured data with simulated results via calculating a likelihood function (degree of goodness-of-fit between simulated and measured data). In our research different likelihood function formulations were used in order to examine the effect of the different model

  19. Approximate maximum likelihood estimation for population genetic inference.

    Science.gov (United States)

    Bertl, Johanna; Ewing, Gregory; Kosiol, Carolin; Futschik, Andreas

    2017-11-27

    In many population genetic problems, parameter estimation is obstructed by an intractable likelihood function. Therefore, approximate estimation methods have been developed, and with growing computational power, sampling-based methods became popular. However, these methods such as Approximate Bayesian Computation (ABC) can be inefficient in high-dimensional problems. This led to the development of more sophisticated iterative estimation methods like particle filters. Here, we propose an alternative approach that is based on stochastic approximation. By moving along a simulated gradient or ascent direction, the algorithm produces a sequence of estimates that eventually converges to the maximum likelihood estimate, given a set of observed summary statistics. This strategy does not sample much from low-likelihood regions of the parameter space, and is fast, even when many summary statistics are involved. We put considerable efforts into providing tuning guidelines that improve the robustness and lead to good performance on problems with high-dimensional summary statistics and a low signal-to-noise ratio. We then investigate the performance of our resulting approach and study its properties in simulations. Finally, we re-estimate parameters describing the demographic history of Bornean and Sumatran orang-utans.

  20. A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood

    KAUST Repository

    Lee, Seokho; Huang, Jianhua Z.

    2013-01-01

    We propose a new biclustering method for binary data matrices using the maximum penalized Bernoulli likelihood estimation. Our method applies a multi-layer model defined on the logits of the success probabilities, where each layer represents a

  1. Performances of the likelihood-ratio classifier based on different data modelings

    NARCIS (Netherlands)

    Chen, C.; Veldhuis, Raymond N.J.

    2008-01-01

    The classical likelihood ratio classifier easily collapses in many biometric applications especially with independent training-test subjects. The reason lies in the inaccurate estimation of the underlying user-specific feature density. Firstly, the feature density estimation suffers from

  2. Generalized empirical likelihood methods for analyzing longitudinal data

    KAUST Repository

    Wang, S.; Qian, L.; Carroll, R. J.

    2010-01-01

    Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks

  3. MXLKID: a maximum likelihood parameter identifier

    International Nuclear Information System (INIS)

    Gavel, D.T.

    1980-07-01

    MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables

  4. COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION BY A GAUSSIANIZED BLACKWELL-RAO ESTIMATOR

    International Nuclear Information System (INIS)

    Rudjord, Oe.; Groeneboom, N. E.; Eriksen, H. K.; Huey, Greg; Gorski, K. M.; Jewell, J. B.

    2009-01-01

    We introduce a new cosmic microwave background (CMB) temperature likelihood approximation called the Gaussianized Blackwell-Rao estimator. This estimator is derived by transforming the observed marginal power spectrum distributions obtained by the CMB Gibbs sampler into standard univariate Gaussians, and then approximating their joint transformed distribution by a multivariate Gaussian. The method is exact for full-sky coverage and uniform noise and an excellent approximation for sky cuts and scanning patterns relevant for modern satellite experiments such as the Wilkinson Microwave Anisotropy Probe (WMAP) and Planck. The result is a stable, accurate, and computationally very efficient CMB temperature likelihood representation that allows the user to exploit the unique error propagation capabilities of the Gibbs sampler to high ls. A single evaluation of this estimator between l = 2 and 200 takes ∼0.2 CPU milliseconds, while for comparison, a singe pixel space likelihood evaluation between l = 2 and 30 for a map with ∼2500 pixels requires ∼20 s. We apply this tool to the five-year WMAP temperature data, and re-estimate the angular temperature power spectrum, C l , and likelihood, L(C l ), for l ≤ 200, and derive new cosmological parameters for the standard six-parameter ΛCDM model. Our spectrum is in excellent agreement with the official WMAP spectrum, but we find slight differences in the derived cosmological parameters. Most importantly, the spectral index of scalar perturbations is n s = 0.973 ± 0.014, 1.9σ away from unity and 0.6σ higher than the official WMAP result, n s = 0.965 ± 0.014. This suggests that an exact likelihood treatment is required to higher ls than previously believed, reinforcing and extending our conclusions from the three-year WMAP analysis. In that case, we found that the suboptimal likelihood approximation adopted between l = 12 and 30 by the WMAP team biased n s low by 0.4σ, while here we find that the same approximation

  5. Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood

    Czech Academy of Sciences Publication Activity Database

    Kukačka, Jiří; Baruník, Jozef

    2017-01-01

    Roč. 85, č. 1 (2017), s. 21-45 ISSN 0165-1889 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : heterogeneous agent model, * simulated maximum likelihood * switching Subject RIV: AH - Economics OBOR OECD: Finance Impact factor: 1.000, year: 2016 http://library.utia.cas.cz/separaty/2017/E/kukacka-0478481.pdf

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

    Science.gov (United States)

    John Hogland; Nedret Billor; Nathaniel Anderson

    2013-01-01

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

  7. Likelihood devices in spatial statistics

    NARCIS (Netherlands)

    Zwet, E.W. van

    1999-01-01

    One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments

  8. Statistical modelling of survival data with random effects h-likelihood approach

    CERN Document Server

    Ha, Il Do; Lee, Youngjo

    2017-01-01

    This book provides a groundbreaking introduction to the likelihood inference for correlated survival data via the hierarchical (or h-) likelihood in order to obtain the (marginal) likelihood and to address the computational difficulties in inferences and extensions. The approach presented in the book overcomes shortcomings in the traditional likelihood-based methods for clustered survival data such as intractable integration. The text includes technical materials such as derivations and proofs in each chapter, as well as recently developed software programs in R (“frailtyHL”), while the real-world data examples together with an R package, “frailtyHL” in CRAN, provide readers with useful hands-on tools. Reviewing new developments since the introduction of the h-likelihood to survival analysis (methods for interval estimation of the individual frailty and for variable selection of the fixed effects in the general class of frailty models) and guiding future directions, the book is of interest to research...

  9. Generalized empirical likelihood methods for analyzing longitudinal data

    KAUST Repository

    Wang, S.

    2010-02-16

    Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks theorem for the limiting distributions of the empirical likelihood ratios is derived. It is shown that one of the proposed methods is locally efficient among a class of within-subject variance-covariance matrices. A simulation study is conducted to investigate the finite sample properties of the proposed methods and compare them with the block empirical likelihood method by You et al. (2006) and the normal approximation with a correctly estimated variance-covariance. The results suggest that the proposed methods are generally more efficient than existing methods which ignore the correlation structure, and better in coverage compared to the normal approximation with correctly specified within-subject correlation. An application illustrating our methods and supporting the simulation study results is also presented.

  10. Likelihood functions for the analysis of single-molecule binned photon sequences

    Energy Technology Data Exchange (ETDEWEB)

    Gopich, Irina V., E-mail: irinag@niddk.nih.gov [Laboratory of Chemical Physics, National Institute of Diabetes and Digestive and Kidney Diseases, National Institutes of Health, Bethesda, MD 20892 (United States)

    2012-03-02

    Graphical abstract: Folding of a protein with attached fluorescent dyes, the underlying conformational trajectory of interest, and the observed binned photon trajectory. Highlights: Black-Right-Pointing-Pointer A sequence of photon counts can be analyzed using a likelihood function. Black-Right-Pointing-Pointer The exact likelihood function for a two-state kinetic model is provided. Black-Right-Pointing-Pointer Several approximations are considered for an arbitrary kinetic model. Black-Right-Pointing-Pointer Improved likelihood functions are obtained to treat sequences of FRET efficiencies. - Abstract: We consider the analysis of a class of experiments in which the number of photons in consecutive time intervals is recorded. Sequence of photon counts or, alternatively, of FRET efficiencies can be studied using likelihood-based methods. For a kinetic model of the conformational dynamics and state-dependent Poisson photon statistics, the formalism to calculate the exact likelihood that this model describes such sequences of photons or FRET efficiencies is developed. Explicit analytic expressions for the likelihood function for a two-state kinetic model are provided. The important special case when conformational dynamics are so slow that at most a single transition occurs in a time bin is considered. By making a series of approximations, we eventually recover the likelihood function used in hidden Markov models. In this way, not only is insight gained into the range of validity of this procedure, but also an improved likelihood function can be obtained.

  11. Parallelization of maximum likelihood fits with OpenMP and CUDA

    CERN Document Server

    Jarp, S; Leduc, J; Nowak, A; Pantaleo, F

    2011-01-01

    Data analyses based on maximum likelihood fits are commonly used in the high energy physics community for fitting statistical models to data samples. This technique requires the numerical minimization of the negative log-likelihood function. MINUIT is the most common package used for this purpose in the high energy physics community. The main algorithm in this package, MIGRAD, searches the minimum by using the gradient information. The procedure requires several evaluations of the function, depending on the number of free parameters and their initial values. The whole procedure can be very CPU-time consuming in case of complex functions, with several free parameters, many independent variables and large data samples. Therefore, it becomes particularly important to speed-up the evaluation of the negative log-likelihood function. In this paper we present an algorithm and its implementation which benefits from data vectorization and parallelization (based on OpenMP) and which was also ported to Graphics Processi...

  12. Maximum likelihood-based analysis of single-molecule photon arrival trajectories

    Science.gov (United States)

    Hajdziona, Marta; Molski, Andrzej

    2011-02-01

    In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 103 photons. When the intensity levels are well-separated and 104 photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

  13. Maximum likelihood-based analysis of single-molecule photon arrival trajectories.

    Science.gov (United States)

    Hajdziona, Marta; Molski, Andrzej

    2011-02-07

    In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 10(3) photons. When the intensity levels are well-separated and 10(4) photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

  14. Maximum-likelihood methods for array processing based on time-frequency distributions

    Science.gov (United States)

    Zhang, Yimin; Mu, Weifeng; Amin, Moeness G.

    1999-11-01

    This paper proposes a novel time-frequency maximum likelihood (t-f ML) method for direction-of-arrival (DOA) estimation for non- stationary signals, and compares this method with conventional maximum likelihood DOA estimation techniques. Time-frequency distributions localize the signal power in the time-frequency domain, and as such enhance the effective SNR, leading to improved DOA estimation. The localization of signals with different t-f signatures permits the division of the time-frequency domain into smaller regions, each contains fewer signals than those incident on the array. The reduction of the number of signals within different time-frequency regions not only reduces the required number of sensors, but also decreases the computational load in multi- dimensional optimizations. Compared to the recently proposed time- frequency MUSIC (t-f MUSIC), the proposed t-f ML method can be applied in coherent environments, without the need to perform any type of preprocessing that is subject to both array geometry and array aperture.

  15. Improved Likelihood Function in Particle-based IR Eye Tracking

    DEFF Research Database (Denmark)

    Satria, R.; Sorensen, J.; Hammoud, R.

    2005-01-01

    In this paper we propose a log likelihood-ratio function of foreground and background models used in a particle filter to track the eye region in dark-bright pupil image sequences. This model fuses information from both dark and bright pupil images and their difference image into one model. Our...... enhanced tracker overcomes the issues of prior selection of static thresholds during the detection of feature observations in the bright-dark difference images. The auto-initialization process is performed using cascaded classifier trained using adaboost and adapted to IR eye images. Experiments show good...

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

    Science.gov (United States)

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

    2003-01-01

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

  17. Evidence Based Medicine; Positive and Negative Likelihood Ratios of Diagnostic Tests

    Directory of Open Access Journals (Sweden)

    Alireza Baratloo

    2015-10-01

    Full Text Available In the previous two parts of educational manuscript series in Emergency, we explained some screening characteristics of diagnostic tests including accuracy, sensitivity, specificity, and positive and negative predictive values. In the 3rd  part we aimed to explain positive and negative likelihood ratio (LR as one of the most reliable performance measures of a diagnostic test. To better understand this characteristic of a test, it is first necessary to fully understand the concept of sensitivity and specificity. So we strongly advise you to review the 1st part of this series again. In short, the likelihood ratios are about the percentage of people with and without a disease but having the same test result. The prevalence of a disease can directly influence screening characteristics of a diagnostic test, especially its sensitivity and specificity. Trying to eliminate this effect, LR was developed. Pre-test probability of a disease multiplied by positive or negative LR can estimate post-test probability. Therefore, LR is the most important characteristic of a test to rule out or rule in a diagnosis. A positive likelihood ratio > 1 means higher probability of the disease to be present in a patient with a positive test. The further from 1, either higher or lower, the stronger the evidence to rule in or rule out the disease, respectively. It is obvious that tests with LR close to one are less practical. On the other hand, LR further from one will have more value for application in medicine. Usually tests with 0.1 < LR > 10 are considered suitable for implication in routine practice.

  18. Image-Based Multi-Target Tracking through Multi-Bernoulli Filtering with Interactive Likelihoods.

    Science.gov (United States)

    Hoak, Anthony; Medeiros, Henry; Povinelli, Richard J

    2017-03-03

    We develop an interactive likelihood (ILH) for sequential Monte Carlo (SMC) methods for image-based multiple target tracking applications. The purpose of the ILH is to improve tracking accuracy by reducing the need for data association. In addition, we integrate a recently developed deep neural network for pedestrian detection along with the ILH with a multi-Bernoulli filter. We evaluate the performance of the multi-Bernoulli filter with the ILH and the pedestrian detector in a number of publicly available datasets (2003 PETS INMOVE, Australian Rules Football League (AFL) and TUD-Stadtmitte) using standard, well-known multi-target tracking metrics (optimal sub-pattern assignment (OSPA) and classification of events, activities and relationships for multi-object trackers (CLEAR MOT)). In all datasets, the ILH term increases the tracking accuracy of the multi-Bernoulli filter.

  19. Maximum likelihood versus likelihood-free quantum system identification in the atom maser

    International Nuclear Information System (INIS)

    Catana, Catalin; Kypraios, Theodore; Guţă, Mădălin

    2014-01-01

    We consider the problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation methods are investigated and compared. Firstly, the maximum likelihood estimator (MLE) takes into account the full measurement data and is asymptotically optimal in terms of its mean square error. Secondly, the ‘likelihood-free’ method of approximate Bayesian computation (ABC) produces an approximation of the posterior distribution for a given set of summary statistics, by sampling trajectories at different parameter values and comparing them with the measurement data via chosen statistics. Building on previous results which showed that atom counts are poor statistics for certain values of the Rabi angle, we apply MLE to the full measurement data and estimate its Fisher information. We then select several correlation statistics such as waiting times, distribution of successive identical detections, and use them as input of the ABC algorithm. The resulting posterior distribution follows closely the data likelihood, showing that the selected statistics capture ‘most’ statistical information about the Rabi angle. (paper)

  20. Profile-likelihood Confidence Intervals in Item Response Theory Models.

    Science.gov (United States)

    Chalmers, R Philip; Pek, Jolynn; Liu, Yang

    2017-01-01

    Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

  1. Deformation of log-likelihood loss function for multiclass boosting.

    Science.gov (United States)

    Kanamori, Takafumi

    2010-09-01

    The purpose of this paper is to study loss functions in multiclass classification. In classification problems, the decision function is estimated by minimizing an empirical loss function, and then, the output label is predicted by using the estimated decision function. We propose a class of loss functions which is obtained by a deformation of the log-likelihood loss function. There are four main reasons why we focus on the deformed log-likelihood loss function: (1) this is a class of loss functions which has not been deeply investigated so far, (2) in terms of computation, a boosting algorithm with a pseudo-loss is available to minimize the proposed loss function, (3) the proposed loss functions provide a clear correspondence between the decision functions and conditional probabilities of output labels, (4) the proposed loss functions satisfy the statistical consistency of the classification error rate which is a desirable property in classification problems. Based on (3), we show that the deformed log-likelihood loss provides a model of mislabeling which is useful as a statistical model of medical diagnostics. We also propose a robust loss function against outliers in multiclass classification based on our approach. The robust loss function is a natural extension of the existing robust loss function for binary classification. A model of mislabeling and a robust loss function are useful to cope with noisy data. Some numerical studies are presented to show the robustness of the proposed loss function. A mathematical characterization of the deformed log-likelihood loss function is also presented. Copyright 2010 Elsevier Ltd. All rights reserved.

  2. Likelihood ratio-based integrated personal risk assessment of type 2 diabetes.

    Science.gov (United States)

    Sato, Noriko; Htun, Nay Chi; Daimon, Makoto; Tamiya, Gen; Kato, Takeo; Kubota, Isao; Ueno, Yoshiyuki; Yamashita, Hidetoshi; Fukao, Akira; Kayama, Takamasa; Muramatsu, Masaaki

    2014-01-01

    To facilitate personalized health care for multifactorial diseases, risks of genetic and clinical/environmental factors should be assessed together for each individual in an integrated fashion. This approach is possible with the likelihood ratio (LR)-based risk assessment system, as this system can incorporate manifold tests. We examined the usefulness of this system for assessing type 2 diabetes (T2D). Our system employed 29 genetic susceptibility variants, body mass index (BMI), and hypertension as risk factors whose LRs can be estimated from openly available T2D association data for the Japanese population. The pretest probability was set at a sex- and age-appropriate population average of diabetes prevalence. The classification performance of our LR-based risk assessment was compared to that of a non-invasive screening test for diabetes called TOPICS (with score based on age, sex, family history, smoking, BMI, and hypertension) using receiver operating characteristic analysis with a community cohort (n = 1263). The area under the receiver operating characteristic curve (AUC) for the LR-based assessment and TOPICS was 0.707 (95% CI 0.665-0.750) and 0.719 (0.675-0.762), respectively. These AUCs were much higher than that of a genetic risk score constructed using the same genetic susceptibility variants, 0.624 (0.574-0.674). The use of ethnically matched LRs is necessary for proper personal risk assessment. In conclusion, although LR-based integrated risk assessment for T2D still requires additional tests that evaluate other factors, such as risks involved in missing heritability, our results indicate the potential usability of LR-based assessment system and stress the importance of stratified epidemiological investigations in personalized medicine.

  3. Computing power and sample size for case-control association studies with copy number polymorphism: application of mixture-based likelihood ratio test.

    Directory of Open Access Journals (Sweden)

    Wonkuk Kim

    Full Text Available Recent studies suggest that copy number polymorphisms (CNPs may play an important role in disease susceptibility and onset. Currently, the detection of CNPs mainly depends on microarray technology. For case-control studies, conventionally, subjects are assigned to a specific CNP category based on the continuous quantitative measure produced by microarray experiments, and cases and controls are then compared using a chi-square test of independence. The purpose of this work is to specify the likelihood ratio test statistic (LRTS for case-control sampling design based on the underlying continuous quantitative measurement, and to assess its power and relative efficiency (as compared to the chi-square test of independence on CNP counts. The sample size and power formulas of both methods are given. For the latter, the CNPs are classified using the Bayesian classification rule. The LRTS is more powerful than this chi-square test for the alternatives considered, especially alternatives in which the at-risk CNP categories have low frequencies. An example of the application of the LRTS is given for a comparison of CNP distributions in individuals of Caucasian or Taiwanese ethnicity, where the LRTS appears to be more powerful than the chi-square test, possibly due to misclassification of the most common CNP category into a less common category.

  4. Gaussian copula as a likelihood function for environmental models

    Science.gov (United States)

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

    2017-12-01

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

  5. Image-Based Multi-Target Tracking through Multi-Bernoulli Filtering with Interactive Likelihoods

    Directory of Open Access Journals (Sweden)

    Anthony Hoak

    2017-03-01

    Full Text Available We develop an interactive likelihood (ILH for sequential Monte Carlo (SMC methods for image-based multiple target tracking applications. The purpose of the ILH is to improve tracking accuracy by reducing the need for data association. In addition, we integrate a recently developed deep neural network for pedestrian detection along with the ILH with a multi-Bernoulli filter. We evaluate the performance of the multi-Bernoulli filter with the ILH and the pedestrian detector in a number of publicly available datasets (2003 PETS INMOVE, Australian Rules Football League (AFL and TUD-Stadtmitte using standard, well-known multi-target tracking metrics (optimal sub-pattern assignment (OSPA and classification of events, activities and relationships for multi-object trackers (CLEAR MOT. In all datasets, the ILH term increases the tracking accuracy of the multi-Bernoulli filter.

  6. Maximum likelihood of phylogenetic networks.

    Science.gov (United States)

    Jin, Guohua; Nakhleh, Luay; Snir, Sagi; Tuller, Tamir

    2006-11-01

    Horizontal gene transfer (HGT) is believed to be ubiquitous among bacteria, and plays a major role in their genome diversification as well as their ability to develop resistance to antibiotics. In light of its evolutionary significance and implications for human health, developing accurate and efficient methods for detecting and reconstructing HGT is imperative. In this article we provide a new HGT-oriented likelihood framework for many problems that involve phylogeny-based HGT detection and reconstruction. Beside the formulation of various likelihood criteria, we show that most of these problems are NP-hard, and offer heuristics for efficient and accurate reconstruction of HGT under these criteria. We implemented our heuristics and used them to analyze biological as well as synthetic data. In both cases, our criteria and heuristics exhibited very good performance with respect to identifying the correct number of HGT events as well as inferring their correct location on the species tree. Implementation of the criteria as well as heuristics and hardness proofs are available from the authors upon request. Hardness proofs can also be downloaded at http://www.cs.tau.ac.il/~tamirtul/MLNET/Supp-ML.pdf

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

    Science.gov (United States)

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

    1990-01-01

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

  8. An automated land-use mapping comparison of the Bayesian maximum likelihood and linear discriminant analysis algorithms

    Science.gov (United States)

    Tom, C. H.; Miller, L. D.

    1984-01-01

    The Bayesian maximum likelihood parametric classifier has been tested against the data-based formulation designated 'linear discrimination analysis', using the 'GLIKE' decision and "CLASSIFY' classification algorithms in the Landsat Mapping System. Identical supervised training sets, USGS land use/land cover classes, and various combinations of Landsat image and ancilliary geodata variables, were used to compare the algorithms' thematic mapping accuracy on a single-date summer subscene, with a cellularized USGS land use map of the same time frame furnishing the ground truth reference. CLASSIFY, which accepts a priori class probabilities, is found to be more accurate than GLIKE, which assumes equal class occurrences, for all three mapping variable sets and both levels of detail. These results may be generalized to direct accuracy, time, cost, and flexibility advantages of linear discriminant analysis over Bayesian methods.

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

    International Nuclear Information System (INIS)

    Beer, M.

    1980-01-01

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

  10. Essays on empirical likelihood in economics

    NARCIS (Netherlands)

    Gao, Z.

    2012-01-01

    This thesis intends to exploit the roots of empirical likelihood and its related methods in mathematical programming and computation. The roots will be connected and the connections will induce new solutions for the problems of estimation, computation, and generalization of empirical likelihood.

  11. Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation

    Directory of Open Access Journals (Sweden)

    Alejandro C. Frery

    2004-12-01

    Full Text Available This paper deals with numerical problems arising when performing maximum likelihood parameter estimation in speckled imagery using small samples. The noise that appears in images obtained with coherent illumination, as is the case of sonar, laser, ultrasound-B, and synthetic aperture radar, is called speckle, and it can neither be assumed Gaussian nor additive. The properties of speckle noise are well described by the multiplicative model, a statistical framework from which stem several important distributions. Amongst these distributions, one is regarded as the universal model for speckled data, namely, the 𝒢0 law. This paper deals with amplitude data, so the 𝒢A0 distribution will be used. The literature reports that techniques for obtaining estimates (maximum likelihood, based on moments and on order statistics of the parameters of the 𝒢A0 distribution require samples of hundreds, even thousands, of observations in order to obtain sensible values. This is verified for maximum likelihood estimation, and a proposal based on alternate optimization is made to alleviate this situation. The proposal is assessed with real and simulated data, showing that the convergence problems are no longer present. A Monte Carlo experiment is devised to estimate the quality of maximum likelihood estimators in small samples, and real data is successfully analyzed with the proposed alternated procedure. Stylized empirical influence functions are computed and used to choose a strategy for computing maximum likelihood estimates that is resistant to outliers.

  12. Maximum Likelihood-Based Methods for Target Velocity Estimation with Distributed MIMO Radar

    Directory of Open Access Journals (Sweden)

    Zhenxin Cao

    2018-02-01

    Full Text Available The estimation problem for target velocity is addressed in this in the scenario with a distributed multi-input multi-out (MIMO radar system. A maximum likelihood (ML-based estimation method is derived with the knowledge of target position. Then, in the scenario without the knowledge of target position, an iterative method is proposed to estimate the target velocity by updating the position information iteratively. Moreover, the Carmér-Rao Lower Bounds (CRLBs for both scenarios are derived, and the performance degradation of velocity estimation without the position information is also expressed. Simulation results show that the proposed estimation methods can approach the CRLBs, and the velocity estimation performance can be further improved by increasing either the number of radar antennas or the information accuracy of the target position. Furthermore, compared with the existing methods, a better estimation performance can be achieved.

  13. Preliminary application of maximum likelihood method in HL-2A Thomson scattering system

    International Nuclear Information System (INIS)

    Yao Ke; Huang Yuan; Feng Zhen; Liu Chunhua; Li Enping; Nie Lin

    2010-01-01

    Maximum likelihood method to process the data of HL-2A Thomson scattering system is presented. Using mathematical statistics, this method maximizes the possibility of the likeness between the theoretical data and the observed data, so that we could get more accurate result. It has been proved to be applicable in comparison with that of the ratios method, and some of the drawbacks in ratios method do not exist in this new one. (authors)

  14. A Penalized Likelihood Framework For High-Dimensional Phylogenetic Comparative Methods And An Application To New-World Monkeys Brain Evolution.

    Science.gov (United States)

    Julien, Clavel; Leandro, Aristide; Hélène, Morlon

    2018-06-19

    Working with high-dimensional phylogenetic comparative datasets is challenging because likelihood-based multivariate methods suffer from low statistical performances as the number of traits p approaches the number of species n and because some computational complications occur when p exceeds n. Alternative phylogenetic comparative methods have recently been proposed to deal with the large p small n scenario but their use and performances are limited. Here we develop a penalized likelihood framework to deal with high-dimensional comparative datasets. We propose various penalizations and methods for selecting the intensity of the penalties. We apply this general framework to the estimation of parameters (the evolutionary trait covariance matrix and parameters of the evolutionary model) and model comparison for the high-dimensional multivariate Brownian (BM), Early-burst (EB), Ornstein-Uhlenbeck (OU) and Pagel's lambda models. We show using simulations that our penalized likelihood approach dramatically improves the estimation of evolutionary trait covariance matrices and model parameters when p approaches n, and allows for their accurate estimation when p equals or exceeds n. In addition, we show that penalized likelihood models can be efficiently compared using Generalized Information Criterion (GIC). We implement these methods, as well as the related estimation of ancestral states and the computation of phylogenetic PCA in the R package RPANDA and mvMORPH. Finally, we illustrate the utility of the new proposed framework by evaluating evolutionary models fit, analyzing integration patterns, and reconstructing evolutionary trajectories for a high-dimensional 3-D dataset of brain shape in the New World monkeys. We find a clear support for an Early-burst model suggesting an early diversification of brain morphology during the ecological radiation of the clade. Penalized likelihood offers an efficient way to deal with high-dimensional multivariate comparative data.

  15. Maximum likelihood estimation for Cox's regression model under nested case-control sampling

    DEFF Research Database (Denmark)

    Scheike, Thomas Harder; Juul, Anders

    2004-01-01

    -like growth factor I was associated with ischemic heart disease. The study was based on a population of 3784 Danes and 231 cases of ischemic heart disease where controls were matched on age and gender. We illustrate the use of the MLE for these data and show how the maximum likelihood framework can be used......Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazards...... model. The MLE is computed by the EM-algorithm, which is easy to implement in the proportional hazards setting. Standard errors are estimated by a numerical profile likelihood approach based on EM aided differentiation. The work was motivated by a nested case-control study that hypothesized that insulin...

  16. Clinical Paresthesia Atlas Illustrates Likelihood of Coverage Based on Spinal Cord Stimulator Electrode Location.

    Science.gov (United States)

    Taghva, Alexander; Karst, Edward; Underwood, Paul

    2017-08-01

    Concordant paresthesia coverage is an independent predictor of pain relief following spinal cord stimulation (SCS). Using aggregate data, our objective is to produce a map of paresthesia coverage as a function of electrode location in SCS. This retrospective analysis used x-rays, SCS programming data, and paresthesia coverage maps from the EMPOWER registry of SCS implants for chronic neuropathic pain. Spinal level of dorsal column stimulation was determined by x-ray adjudication and active cathodes in patient programs. Likelihood of paresthesia coverage was determined as a function of stimulating electrode location. Segments of paresthesia coverage were grouped anatomically. Fisher's exact test was used to identify significant differences in likelihood of paresthesia coverage as a function of spinal stimulation level. In the 178 patients analyzed, the most prevalent areas of paresthesia coverage were buttocks, anterior and posterior thigh (each 98%), and low back (94%). Unwanted paresthesia at the ribs occurred in 8% of patients. There were significant differences in the likelihood of achieving paresthesia, with higher thoracic levels (T5, T6, and T7) more likely to achieve low back coverage but also more likely to introduce paresthesia felt at the ribs. Higher levels in the thoracic spine were associated with greater coverage of the buttocks, back, and thigh, and with lesser coverage of the leg and foot. This paresthesia atlas uses real-world, aggregate data to determine likelihood of paresthesia coverage as a function of stimulating electrode location. It represents an application of "big data" techniques, and a step toward achieving personalized SCS therapy tailored to the individual's chronic pain. © 2017 International Neuromodulation Society.

  17. Debris Likelihood, based on GhostNet, NASA Aqua MODIS, and GOES Imager, EXPERIMENTAL

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Debris Likelihood Index (Estimated) is calculated from GhostNet, NASA Aqua MODIS Chl a and NOAA GOES Imager SST data. THIS IS AN EXPERIMENTAL PRODUCT: intended...

  18. Inference for the Sharpe Ratio Using a Likelihood-Based Approach

    Directory of Open Access Journals (Sweden)

    Ying Liu

    2012-01-01

    Full Text Available The Sharpe ratio is the prominent risk-adjusted performance measure used by practitioners. Statistical testing of this ratio using its asymptotic distribution has lagged behind its use. In this paper, highly accurate likelihood analysis is applied for inference on the Sharpe ratio. Both the one- and two-sample problems are considered. The methodology has O(n−3/2 distributional accuracy and can be implemented using any parametric return distribution structure. Simulations are provided to demonstrate the method's superior accuracy over existing methods used for testing in the literature.

  19. Maximum Likelihood Blind Channel Estimation for Space-Time Coding Systems

    Directory of Open Access Journals (Sweden)

    Hakan A. Çırpan

    2002-05-01

    Full Text Available Sophisticated signal processing techniques have to be developed for capacity enhancement of future wireless communication systems. In recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. Space-time codes are obtained by combining channel coding, modulation, transmit diversity, and optional receive diversity in order to provide diversity at the receiver and coding gain without sacrificing the bandwidth. In this paper, we consider the problem of blind estimation of space-time coded signals along with the channel parameters. Both conditional and unconditional maximum likelihood approaches are developed and iterative solutions are proposed. The conditional maximum likelihood algorithm is based on iterative least squares with projection whereas the unconditional maximum likelihood approach is developed by means of finite state Markov process modelling. The performance analysis issues of the proposed methods are studied. Finally, some simulation results are presented.

  20. A Reliability Test of a Complex System Based on Empirical Likelihood

    OpenAIRE

    Zhou, Yan; Fu, Liya; Zhang, Jun; Hui, Yongchang

    2016-01-01

    To analyze the reliability of a complex system described by minimal paths, an empirical likelihood method is proposed to solve the reliability test problem when the subsystem distributions are unknown. Furthermore, we provide a reliability test statistic of the complex system and extract the limit distribution of the test statistic. Therefore, we can obtain the confidence interval for reliability and make statistical inferences. The simulation studies also demonstrate the theorem results.

  1. Evidence-Based Occupational Hearing Screening I: Modeling the Effects of Real-World Noise Environments on the Likelihood of Effective Speech Communication.

    Science.gov (United States)

    Soli, Sigfrid D; Giguère, Christian; Laroche, Chantal; Vaillancourt, Véronique; Dreschler, Wouter A; Rhebergen, Koenraad S; Harkins, Kevin; Ruckstuhl, Mark; Ramulu, Pradeep; Meyers, Lawrence S

    corrections environments. The likelihood of effective speech communication at communication distances of 0.5 and 1 m was often less than 0.50 for normal vocal effort. Likelihood values often increased to 0.80 or more when raised or loud vocal effort was used. Effective speech communication at and beyond 5 m was often unlikely, regardless of vocal effort. ESII modeling of nonstationary real-world noise environments may prove an objective means of characterizing their impact on the likelihood of effective speech communication. The normative reference provided by these measures predicts the extent to which hearing impairments that increase the ESII value required for effective speech communication also decrease the likelihood of effective speech communication. These predictions may provide an objective evidence-based link between the essential hearing-critical job task requirements of public safety and law enforcement personnel and ESII-based hearing assessment of individuals who seek to perform these jobs.

  2. The Laplace Likelihood Ratio Test for Heteroscedasticity

    Directory of Open Access Journals (Sweden)

    J. Martin van Zyl

    2011-01-01

    Full Text Available It is shown that the likelihood ratio test for heteroscedasticity, assuming the Laplace distribution, gives good results for Gaussian and fat-tailed data. The likelihood ratio test, assuming normality, is very sensitive to any deviation from normality, especially when the observations are from a distribution with fat tails. Such a likelihood test can also be used as a robust test for a constant variance in residuals or a time series if the data is partitioned into groups.

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

    Science.gov (United States)

    Bing, Li; Bai, Baoming

    2014-01-01

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

  4. Composite likelihood and two-stage estimation in family studies

    DEFF Research Database (Denmark)

    Andersen, Elisabeth Anne Wreford

    2004-01-01

    In this paper register based family studies provide the motivation for linking a two-stage estimation procedure in copula models for multivariate failure time data with a composite likelihood approach. The asymptotic properties of the estimators in both parametric and semi-parametric models are d...

  5. Comparison of least-squares vs. maximum likelihood estimation for standard spectrum technique of β−γ coincidence spectrum analysis

    International Nuclear Information System (INIS)

    Lowrey, Justin D.; Biegalski, Steven R.F.

    2012-01-01

    The spectrum deconvolution analysis tool (SDAT) software code was written and tested at The University of Texas at Austin utilizing the standard spectrum technique to determine activity levels of Xe-131m, Xe-133m, Xe-133, and Xe-135 in β–γ coincidence spectra. SDAT was originally written to utilize the method of least-squares to calculate the activity of each radionuclide component in the spectrum. Recently, maximum likelihood estimation was also incorporated into the SDAT tool. This is a robust statistical technique to determine the parameters that maximize the Poisson distribution likelihood function of the sample data. In this case it is used to parameterize the activity level of each of the radioxenon components in the spectra. A new test dataset was constructed utilizing Xe-131m placed on a Xe-133 background to compare the robustness of the least-squares and maximum likelihood estimation methods for low counting statistics data. The Xe-131m spectra were collected independently from the Xe-133 spectra and added to generate the spectra in the test dataset. The true independent counts of Xe-131m and Xe-133 are known, as they were calculated before the spectra were added together. Spectra with both high and low counting statistics are analyzed. Studies are also performed by analyzing only the 30 keV X-ray region of the β–γ coincidence spectra. Results show that maximum likelihood estimation slightly outperforms least-squares for low counting statistics data.

  6. Likelihood inference for a fractionally cointegrated vector autoregressive model

    DEFF Research Database (Denmark)

    Johansen, Søren; Ørregård Nielsen, Morten

    2012-01-01

    such that the process X_{t} is fractional of order d and cofractional of order d-b; that is, there exist vectors ß for which ß'X_{t} is fractional of order d-b, and no other fractionality order is possible. We define the statistical model by 0inference when the true values satisfy b0¿1/2 and d0-b0......We consider model based inference in a fractionally cointegrated (or cofractional) vector autoregressive model with a restricted constant term, ¿, based on the Gaussian likelihood conditional on initial values. The model nests the I(d) VAR model. We give conditions on the parameters...... process in the parameters when errors are i.i.d. with suitable moment conditions and initial values are bounded. When the limit is deterministic this implies uniform convergence in probability of the conditional likelihood function. If the true value b0>1/2, we prove that the limit distribution of (ß...

  7. Empirical likelihood-based confidence intervals for the sensitivity of a continuous-scale diagnostic test at a fixed level of specificity.

    Science.gov (United States)

    Gengsheng Qin; Davis, Angela E; Jing, Bing-Yi

    2011-06-01

    For a continuous-scale diagnostic test, it is often of interest to find the range of the sensitivity of the test at the cut-off that yields a desired specificity. In this article, we first define a profile empirical likelihood ratio for the sensitivity of a continuous-scale diagnostic test and show that its limiting distribution is a scaled chi-square distribution. We then propose two new empirical likelihood-based confidence intervals for the sensitivity of the test at a fixed level of specificity by using the scaled chi-square distribution. Simulation studies are conducted to compare the finite sample performance of the newly proposed intervals with the existing intervals for the sensitivity in terms of coverage probability. A real example is used to illustrate the application of the recommended methods.

  8. Maximum likelihood estimation of the parameters of nonminimum phase and noncausal ARMA models

    DEFF Research Database (Denmark)

    Rasmussen, Klaus Bolding

    1994-01-01

    The well-known prediction-error-based maximum likelihood (PEML) method can only handle minimum phase ARMA models. This paper presents a new method known as the back-filtering-based maximum likelihood (BFML) method, which can handle nonminimum phase and noncausal ARMA models. The BFML method...... is identical to the PEML method in the case of a minimum phase ARMA model, and it turns out that the BFML method incorporates a noncausal ARMA filter with poles outside the unit circle for estimation of the parameters of a causal, nonminimum phase ARMA model...

  9. New BFA Method Based on Attractor Neural Network and Likelihood Maximization

    Czech Academy of Sciences Publication Activity Database

    Frolov, A. A.; Húsek, Dušan; Polyakov, P.Y.; Snášel, V.

    2014-01-01

    Roč. 132, 20 May (2014), s. 14-29 ISSN 0925-2312 Grant - others:GA MŠk(CZ) ED1.1.00/02.0070; GA MŠk(CZ) EE.2.3.20.0073 Program:ED Institutional support: RVO:67985807 Keywords : recurrent neural network * associative memory * Hebbian learning rule * neural network application * data mining * statistics * Boolean factor analysis * information gain * dimension reduction * likelihood-maximization * bars problem Subject RIV: IN - Informatics, Computer Science Impact factor: 2.083, year: 2014

  10. Maximum Likelihood Approach for RFID Tag Set Cardinality Estimation with Detection Errors

    DEFF Research Database (Denmark)

    Nguyen, Chuyen T.; Hayashi, Kazunori; Kaneko, Megumi

    2013-01-01

    Abstract Estimation schemes of Radio Frequency IDentification (RFID) tag set cardinality are studied in this paper using Maximum Likelihood (ML) approach. We consider the estimation problem under the model of multiple independent reader sessions with detection errors due to unreliable radio...... is evaluated under dierent system parameters and compared with that of the conventional method via computer simulations assuming flat Rayleigh fading environments and framed-slotted ALOHA based protocol. Keywords RFID tag cardinality estimation maximum likelihood detection error...

  11. Diagonal Likelihood Ratio Test for Equality of Mean Vectors in High-Dimensional Data

    KAUST Repository

    Hu, Zongliang

    2017-10-27

    We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics under the assumption that the covariance matrices follow a diagonal matrix structure. In comparison with the diagonal Hotelling\\'s tests, our proposed test statistics display some interesting characteristics. In particular, they are a summation of the log-transformed squared t-statistics rather than a direct summation of those components. More importantly, to derive the asymptotic normality of our test statistics under the null and local alternative hypotheses, we do not require the assumption that the covariance matrix follows a diagonal matrix structure. As a consequence, our proposed test methods are very flexible and can be widely applied in practice. Finally, simulation studies and a real data analysis are also conducted to demonstrate the advantages of our likelihood ratio test method.

  12. Diagonal Likelihood Ratio Test for Equality of Mean Vectors in High-Dimensional Data

    KAUST Repository

    Hu, Zongliang; Tong, Tiejun; Genton, Marc G.

    2017-01-01

    We propose a likelihood ratio test framework for testing normal mean vectors in high-dimensional data under two common scenarios: the one-sample test and the two-sample test with equal covariance matrices. We derive the test statistics under the assumption that the covariance matrices follow a diagonal matrix structure. In comparison with the diagonal Hotelling's tests, our proposed test statistics display some interesting characteristics. In particular, they are a summation of the log-transformed squared t-statistics rather than a direct summation of those components. More importantly, to derive the asymptotic normality of our test statistics under the null and local alternative hypotheses, we do not require the assumption that the covariance matrix follows a diagonal matrix structure. As a consequence, our proposed test methods are very flexible and can be widely applied in practice. Finally, simulation studies and a real data analysis are also conducted to demonstrate the advantages of our likelihood ratio test method.

  13. Design of Simplified Maximum-Likelihood Receivers for Multiuser CPM Systems

    Directory of Open Access Journals (Sweden)

    Li Bing

    2014-01-01

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

  14. Multi-Channel Maximum Likelihood Pitch Estimation

    DEFF Research Database (Denmark)

    Christensen, Mads Græsbøll

    2012-01-01

    In this paper, a method for multi-channel pitch estimation is proposed. The method is a maximum likelihood estimator and is based on a parametric model where the signals in the various channels share the same fundamental frequency but can have different amplitudes, phases, and noise characteristics....... This essentially means that the model allows for different conditions in the various channels, like different signal-to-noise ratios, microphone characteristics and reverberation. Moreover, the method does not assume that a certain array structure is used but rather relies on a more general model and is hence...

  15. Task-based detectability in CT image reconstruction by filtered backprojection and penalized likelihood estimation

    Energy Technology Data Exchange (ETDEWEB)

    Gang, Grace J. [Institute of Biomaterials and Biomedical Engineering, University of Toronto, Toronto, Ontario M5G 2M9, Canada and Department of Biomedical Engineering, Johns Hopkins University, Baltimore Maryland 21205 (Canada); Stayman, J. Webster; Zbijewski, Wojciech [Department of Biomedical Engineering, Johns Hopkins University, Baltimore Maryland 21205 (United States); Siewerdsen, Jeffrey H., E-mail: jeff.siewerdsen@jhu.edu [Institute of Biomaterials and Biomedical Engineering, University of Toronto, Toronto, Ontario M5G 2M9, Canada and Department of Biomedical Engineering, Johns Hopkins University, Baltimore, Maryland 21205 (United States)

    2014-08-15

    Purpose: Nonstationarity is an important aspect of imaging performance in CT and cone-beam CT (CBCT), especially for systems employing iterative reconstruction. This work presents a theoretical framework for both filtered-backprojection (FBP) and penalized-likelihood (PL) reconstruction that includes explicit descriptions of nonstationary noise, spatial resolution, and task-based detectability index. Potential utility of the model was demonstrated in the optimal selection of regularization parameters in PL reconstruction. Methods: Analytical models for local modulation transfer function (MTF) and noise-power spectrum (NPS) were investigated for both FBP and PL reconstruction, including explicit dependence on the object and spatial location. For FBP, a cascaded systems analysis framework was adapted to account for nonstationarity by separately calculating fluence and system gains for each ray passing through any given voxel. For PL, the point-spread function and covariance were derived using the implicit function theorem and first-order Taylor expansion according toFessler [“Mean and variance of implicitly defined biased estimators (such as penalized maximum likelihood): Applications to tomography,” IEEE Trans. Image Process. 5(3), 493–506 (1996)]. Detectability index was calculated for a variety of simple tasks. The model for PL was used in selecting the regularization strength parameter to optimize task-based performance, with both a constant and a spatially varying regularization map. Results: Theoretical models of FBP and PL were validated in 2D simulated fan-beam data and found to yield accurate predictions of local MTF and NPS as a function of the object and the spatial location. The NPS for both FBP and PL exhibit similar anisotropic nature depending on the pathlength (and therefore, the object and spatial location within the object) traversed by each ray, with the PL NPS experiencing greater smoothing along directions with higher noise. The MTF of FBP

  16. Maximum likelihood based multi-channel isotropic reverberation reduction for hearing aids

    DEFF Research Database (Denmark)

    Kuklasiński, Adam; Doclo, Simon; Jensen, Søren Holdt

    2014-01-01

    We propose a multi-channel Wiener filter for speech dereverberation in hearing aids. The proposed algorithm uses joint maximum likelihood estimation of the speech and late reverberation spectral variances, under the assumption that the late reverberant sound field is cylindrically isotropic....... The dereverberation performance of the algorithm is evaluated using computer simulations with realistic hearing aid microphone signals including head-related effects. The algorithm is shown to work well with signals reverberated both by synthetic and by measured room impulse responses, achieving improvements...

  17. Sampling of systematic errors to estimate likelihood weights in nuclear data uncertainty propagation

    International Nuclear Information System (INIS)

    Helgesson, P.; Sjöstrand, H.; Koning, A.J.; Rydén, J.; Rochman, D.; Alhassan, E.; Pomp, S.

    2016-01-01

    In methodologies for nuclear data (ND) uncertainty assessment and propagation based on random sampling, likelihood weights can be used to infer experimental information into the distributions for the ND. As the included number of correlated experimental points grows large, the computational time for the matrix inversion involved in obtaining the likelihood can become a practical problem. There are also other problems related to the conventional computation of the likelihood, e.g., the assumption that all experimental uncertainties are Gaussian. In this study, a way to estimate the likelihood which avoids matrix inversion is investigated; instead, the experimental correlations are included by sampling of systematic errors. It is shown that the model underlying the sampling methodology (using univariate normal distributions for random and systematic errors) implies a multivariate Gaussian for the experimental points (i.e., the conventional model). It is also shown that the likelihood estimates obtained through sampling of systematic errors approach the likelihood obtained with matrix inversion as the sample size for the systematic errors grows large. In studied practical cases, it is seen that the estimates for the likelihood weights converge impractically slowly with the sample size, compared to matrix inversion. The computational time is estimated to be greater than for matrix inversion in cases with more experimental points, too. Hence, the sampling of systematic errors has little potential to compete with matrix inversion in cases where the latter is applicable. Nevertheless, the underlying model and the likelihood estimates can be easier to intuitively interpret than the conventional model and the likelihood function involving the inverted covariance matrix. Therefore, this work can both have pedagogical value and be used to help motivating the conventional assumption of a multivariate Gaussian for experimental data. The sampling of systematic errors could also

  18. Likelihood inference for a nonstationary fractional autoregressive model

    DEFF Research Database (Denmark)

    Johansen, Søren; Ørregård Nielsen, Morten

    2010-01-01

    This paper discusses model-based inference in an autoregressive model for fractional processes which allows the process to be fractional of order d or d-b. Fractional differencing involves infinitely many past values and because we are interested in nonstationary processes we model the data X1......,...,X_{T} given the initial values X_{-n}, n=0,1,..., as is usually done. The initial values are not modeled but assumed to be bounded. This represents a considerable generalization relative to all previous work where it is assumed that initial values are zero. For the statistical analysis we assume...... the conditional Gaussian likelihood and for the probability analysis we also condition on initial values but assume that the errors in the autoregressive model are i.i.d. with suitable moment conditions. We analyze the conditional likelihood and its derivatives as stochastic processes in the parameters, including...

  19. Cosmic shear measurement with maximum likelihood and maximum a posteriori inference

    Science.gov (United States)

    Hall, Alex; Taylor, Andy

    2017-06-01

    We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements, extending previous work on maximum likelihood inference for weak lensing. We show that a large part of the bias on these point estimators can be removed using information already contained in the likelihood when a galaxy model is specified, without the need for external calibration. We test these bias-corrected estimators on simulated galaxy images similar to those expected from planned space-based weak lensing surveys, with promising results. We find that the introduction of an intrinsic shape prior can help with mitigation of noise bias, such that the maximum a posteriori estimate can be made less biased than the maximum likelihood estimate. Second-order terms offer a check on the convergence of the estimators, but are largely subdominant. We show how biases propagate to shear estimates, demonstrating in our simple set-up that shear biases can be reduced by orders of magnitude and potentially to within the requirements of planned space-based surveys at mild signal-to-noise ratio. We find that second-order terms can exhibit significant cancellations at low signal-to-noise ratio when Gaussian noise is assumed, which has implications for inferring the performance of shear-measurement algorithms from simplified simulations. We discuss the viability of our point estimators as tools for lensing inference, arguing that they allow for the robust measurement of ellipticity and shear.

  20. Maximum likelihood positioning algorithm for high-resolution PET scanners

    International Nuclear Information System (INIS)

    Gross-Weege, Nicolas; Schug, David; Hallen, Patrick; Schulz, Volkmar

    2016-01-01

    Purpose: In high-resolution positron emission tomography (PET), lightsharing elements are incorporated into typical detector stacks to read out scintillator arrays in which one scintillator element (crystal) is smaller than the size of the readout channel. In order to identify the hit crystal by means of the measured light distribution, a positioning algorithm is required. One commonly applied positioning algorithm uses the center of gravity (COG) of the measured light distribution. The COG algorithm is limited in spatial resolution by noise and intercrystal Compton scatter. The purpose of this work is to develop a positioning algorithm which overcomes this limitation. Methods: The authors present a maximum likelihood (ML) algorithm which compares a set of expected light distributions given by probability density functions (PDFs) with the measured light distribution. Instead of modeling the PDFs by using an analytical model, the PDFs of the proposed ML algorithm are generated assuming a single-gamma-interaction model from measured data. The algorithm was evaluated with a hot-rod phantom measurement acquired with the preclinical HYPERION II D PET scanner. In order to assess the performance with respect to sensitivity, energy resolution, and image quality, the ML algorithm was compared to a COG algorithm which calculates the COG from a restricted set of channels. The authors studied the energy resolution of the ML and the COG algorithm regarding incomplete light distributions (missing channel information caused by detector dead time). Furthermore, the authors investigated the effects of using a filter based on the likelihood values on sensitivity, energy resolution, and image quality. Results: A sensitivity gain of up to 19% was demonstrated in comparison to the COG algorithm for the selected operation parameters. Energy resolution and image quality were on a similar level for both algorithms. Additionally, the authors demonstrated that the performance of the ML

  1. Posterior distributions for likelihood ratios in forensic science.

    Science.gov (United States)

    van den Hout, Ardo; Alberink, Ivo

    2016-09-01

    Evaluation of evidence in forensic science is discussed using posterior distributions for likelihood ratios. Instead of eliminating the uncertainty by integrating (Bayes factor) or by conditioning on parameter values, uncertainty in the likelihood ratio is retained by parameter uncertainty derived from posterior distributions. A posterior distribution for a likelihood ratio can be summarised by the median and credible intervals. Using the posterior mean of the distribution is not recommended. An analysis of forensic data for body height estimation is undertaken. The posterior likelihood approach has been criticised both theoretically and with respect to applicability. This paper addresses the latter and illustrates an interesting application area. Copyright © 2016 The Chartered Society of Forensic Sciences. Published by Elsevier Ireland Ltd. All rights reserved.

  2. Penalized Maximum Likelihood Estimation for univariate normal mixture distributions

    International Nuclear Information System (INIS)

    Ridolfi, A.; Idier, J.

    2001-01-01

    Due to singularities of the likelihood function, the maximum likelihood approach for the estimation of the parameters of normal mixture models is an acknowledged ill posed optimization problem. Ill posedness is solved by penalizing the likelihood function. In the Bayesian framework, it amounts to incorporating an inverted gamma prior in the likelihood function. A penalized version of the EM algorithm is derived, which is still explicit and which intrinsically assures that the estimates are not singular. Numerical evidence of the latter property is put forward with a test

  3. Expert elicitation on ultrafine particles: likelihood of health effects and causal pathways

    Directory of Open Access Journals (Sweden)

    Brunekreef Bert

    2009-07-01

    Full Text Available Abstract Background Exposure to fine ambient particulate matter (PM has consistently been associated with increased morbidity and mortality. The relationship between exposure to ultrafine particles (UFP and health effects is less firmly established. If UFP cause health effects independently from coarser fractions, this could affect health impact assessment of air pollution, which would possibly lead to alternative policy options to be considered to reduce the disease burden of PM. Therefore, we organized an expert elicitation workshop to assess the evidence for a causal relationship between exposure to UFP and health endpoints. Methods An expert elicitation on the health effects of ambient ultrafine particle exposure was carried out, focusing on: 1 the likelihood of causal relationships with key health endpoints, and 2 the likelihood of potential causal pathways for cardiac events. Based on a systematic peer-nomination procedure, fourteen European experts (epidemiologists, toxicologists and clinicians were selected, of whom twelve attended. They were provided with a briefing book containing key literature. After a group discussion, individual expert judgments in the form of ratings of the likelihood of causal relationships and pathways were obtained using a confidence scheme adapted from the one used by the Intergovernmental Panel on Climate Change. Results The likelihood of an independent causal relationship between increased short-term UFP exposure and increased all-cause mortality, hospital admissions for cardiovascular and respiratory diseases, aggravation of asthma symptoms and lung function decrements was rated medium to high by most experts. The likelihood for long-term UFP exposure to be causally related to all cause mortality, cardiovascular and respiratory morbidity and lung cancer was rated slightly lower, mostly medium. The experts rated the likelihood of each of the six identified possible causal pathways separately. Out of these

  4. Maximum-Likelihood Detection Of Noncoherent CPM

    Science.gov (United States)

    Divsalar, Dariush; Simon, Marvin K.

    1993-01-01

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

  5. Likelihood analysis of parity violation in the compound nucleus

    International Nuclear Information System (INIS)

    Bowman, D.; Sharapov, E.

    1993-01-01

    We discuss the determination of the root mean-squared matrix element of the parity-violating interaction between compound-nuclear states using likelihood analysis. We briefly review the relevant features of the statistical model of the compound nucleus and the formalism of likelihood analysis. We then discuss the application of likelihood analysis to data on panty-violating longitudinal asymmetries. The reliability of the extracted value of the matrix element and errors assigned to the matrix element is stressed. We treat the situations where the spins of the p-wave resonances are not known and known using experimental data and Monte Carlo techniques. We conclude that likelihood analysis provides a reliable way to determine M and its confidence interval. We briefly discuss some problems associated with the normalization of the likelihood function

  6. Modeling gene expression measurement error: a quasi-likelihood approach

    Directory of Open Access Journals (Sweden)

    Strimmer Korbinian

    2003-03-01

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

  7. A randomized trial to determine the impact on compliance of a psychophysical peripheral cue based on the Elaboration Likelihood Model.

    Science.gov (United States)

    Horton, Rachael Jane; Minniti, Antoinette; Mireylees, Stewart; McEntegart, Damian

    2008-11-01

    Non-compliance in clinical studies is a significant issue, but causes remain unclear. Utilizing the Elaboration Likelihood Model of persuasion, this study assessed the psychophysical peripheral cue 'Interactive Voice Response System (IVRS) call frequency' on compliance. 71 participants were randomized to once daily (OD), twice daily (BID) or three times daily (TID) call schedules over two weeks. Participants completed 30-item cognitive function tests at each call. Compliance was defined as proportion of expected calls within a narrow window (+/- 30 min around scheduled time), and within a relaxed window (-30 min to +4 h). Data were analyzed by ANOVA and pairwise comparisons adjusted by the Bonferroni correction. There was a relationship between call frequency and compliance. Bonferroni adjusted pairwise comparisons showed significantly higher compliance (p=0.03) for the BID (51.0%) than TID (30.3%) for the narrow window; for the extended window, compliance was higher (p=0.04) with OD (59.5%), than TID (38.4%). The IVRS psychophysical peripheral cue call frequency supported the ELM as a route to persuasion. The results also support OD strategy for optimal compliance. Models suggest specific indicators to enhance compliance with medication dosing and electronic patient diaries to improve health outcomes and data integrity respectively.

  8. Maximum likelihood as a common computational framework in tomotherapy

    International Nuclear Information System (INIS)

    Olivera, G.H.; Shepard, D.M.; Reckwerdt, P.J.; Ruchala, K.; Zachman, J.; Fitchard, E.E.; Mackie, T.R.

    1998-01-01

    Tomotherapy is a dose delivery technique using helical or axial intensity modulated beams. One of the strengths of the tomotherapy concept is that it can incorporate a number of processes into a single piece of equipment. These processes include treatment optimization planning, dose reconstruction and kilovoltage/megavoltage image reconstruction. A common computational technique that could be used for all of these processes would be very appealing. The maximum likelihood estimator, originally developed for emission tomography, can serve as a useful tool in imaging and radiotherapy. We believe that this approach can play an important role in the processes of optimization planning, dose reconstruction and kilovoltage and/or megavoltage image reconstruction. These processes involve computations that require comparable physical methods. They are also based on equivalent assumptions, and they have similar mathematical solutions. As a result, the maximum likelihood approach is able to provide a common framework for all three of these computational problems. We will demonstrate how maximum likelihood methods can be applied to optimization planning, dose reconstruction and megavoltage image reconstruction in tomotherapy. Results for planning optimization, dose reconstruction and megavoltage image reconstruction will be presented. Strengths and weaknesses of the methodology are analysed. Future directions for this work are also suggested. (author)

  9. Unbinned likelihood analysis of EGRET observations

    International Nuclear Information System (INIS)

    Digel, Seth W.

    2000-01-01

    We present a newly-developed likelihood analysis method for EGRET data that defines the likelihood function without binning the photon data or averaging the instrumental response functions. The standard likelihood analysis applied to EGRET data requires the photons to be binned spatially and in energy, and the point-spread functions to be averaged over energy and inclination angle. The full-width half maximum of the point-spread function increases by about 40% from on-axis to 30 degree sign inclination, and depending on the binning in energy can vary by more than that in a single energy bin. The new unbinned method avoids the loss of information that binning and averaging cause and can properly analyze regions where EGRET viewing periods overlap and photons with different inclination angles would otherwise be combined in the same bin. In the poster, we describe the unbinned analysis method and compare its sensitivity with binned analysis for detecting point sources in EGRET data

  10. Failed refutations: further comments on parsimony and likelihood methods and their relationship to Popper's degree of corroboration.

    Science.gov (United States)

    de Queiroz, Kevin; Poe, Steven

    2003-06-01

    Kluge's (2001, Syst. Biol. 50:322-330) continued arguments that phylogenetic methods based on the statistical principle of likelihood are incompatible with the philosophy of science described by Karl Popper are based on false premises related to Kluge's misrepresentations of Popper's philosophy. Contrary to Kluge's conjectures, likelihood methods are not inherently verificationist; they do not treat every instance of a hypothesis as confirmation of that hypothesis. The historical nature of phylogeny does not preclude phylogenetic hypotheses from being evaluated using the probability of evidence. The low absolute probabilities of hypotheses are irrelevant to the correct interpretation of Popper's concept termed degree of corroboration, which is defined entirely in terms of relative probabilities. Popper did not advocate minimizing background knowledge; in any case, the background knowledge of both parsimony and likelihood methods consists of the general assumption of descent with modification and additional assumptions that are deterministic, concerning which tree is considered most highly corroborated. Although parsimony methods do not assume (in the sense of entailing) that homoplasy is rare, they do assume (in the sense of requiring to obtain a correct phylogenetic inference) certain things about patterns of homoplasy. Both parsimony and likelihood methods assume (in the sense of implying by the manner in which they operate) various things about evolutionary processes, although violation of those assumptions does not always cause the methods to yield incorrect phylogenetic inferences. Test severity is increased by sampling additional relevant characters rather than by character reanalysis, although either interpretation is compatible with the use of phylogenetic likelihood methods. Neither parsimony nor likelihood methods assess test severity (critical evidence) when used to identify a most highly corroborated tree(s) based on a single method or model and a

  11. Parameterizing Spatial Models of Infectious Disease Transmission that Incorporate Infection Time Uncertainty Using Sampling-Based Likelihood Approximations.

    Directory of Open Access Journals (Sweden)

    Rajat Malik

    Full Text Available A class of discrete-time models of infectious disease spread, referred to as individual-level models (ILMs, are typically fitted in a Bayesian Markov chain Monte Carlo (MCMC framework. These models quantify probabilistic outcomes regarding the risk of infection of susceptible individuals due to various susceptibility and transmissibility factors, including their spatial distance from infectious individuals. The infectious pressure from infected individuals exerted on susceptible individuals is intrinsic to these ILMs. Unfortunately, quantifying this infectious pressure for data sets containing many individuals can be computationally burdensome, leading to a time-consuming likelihood calculation and, thus, computationally prohibitive MCMC-based analysis. This problem worsens when using data augmentation to allow for uncertainty in infection times. In this paper, we develop sampling methods that can be used to calculate a fast, approximate likelihood when fitting such disease models. A simple random sampling approach is initially considered followed by various spatially-stratified schemes. We test and compare the performance of our methods with both simulated data and data from the 2001 foot-and-mouth disease (FMD epidemic in the U.K. Our results indicate that substantial computation savings can be obtained--albeit, of course, with some information loss--suggesting that such techniques may be of use in the analysis of very large epidemic data sets.

  12. Improvement and comparison of likelihood functions for model calibration and parameter uncertainty analysis within a Markov chain Monte Carlo scheme

    Science.gov (United States)

    Cheng, Qin-Bo; Chen, Xi; Xu, Chong-Yu; Reinhardt-Imjela, Christian; Schulte, Achim

    2014-11-01

    In this study, the likelihood functions for uncertainty analysis of hydrological models are compared and improved through the following steps: (1) the equivalent relationship between the Nash-Sutcliffe Efficiency coefficient (NSE) and the likelihood function with Gaussian independent and identically distributed residuals is proved; (2) a new estimation method of the Box-Cox transformation (BC) parameter is developed to improve the effective elimination of the heteroscedasticity of model residuals; and (3) three likelihood functions-NSE, Generalized Error Distribution with BC (BC-GED) and Skew Generalized Error Distribution with BC (BC-SGED)-are applied for SWAT-WB-VSA (Soil and Water Assessment Tool - Water Balance - Variable Source Area) model calibration in the Baocun watershed, Eastern China. Performances of calibrated models are compared using the observed river discharges and groundwater levels. The result shows that the minimum variance constraint can effectively estimate the BC parameter. The form of the likelihood function significantly impacts on the calibrated parameters and the simulated results of high and low flow components. SWAT-WB-VSA with the NSE approach simulates flood well, but baseflow badly owing to the assumption of Gaussian error distribution, where the probability of the large error is low, but the small error around zero approximates equiprobability. By contrast, SWAT-WB-VSA with the BC-GED or BC-SGED approach mimics baseflow well, which is proved in the groundwater level simulation. The assumption of skewness of the error distribution may be unnecessary, because all the results of the BC-SGED approach are nearly the same as those of the BC-GED approach.

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

    Science.gov (United States)

    Wu, Xiaowei; Zhu, Hongxiao

    2015-02-07

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

  14. Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.

    Science.gov (United States)

    Kobert, K; Stamatakis, A; Flouri, T

    2017-03-01

    The phylogenetic likelihood function (PLF) is the major computational bottleneck in several applications of evolutionary biology such as phylogenetic inference, species delimitation, model selection, and divergence times estimation. Given the alignment, a tree and the evolutionary model parameters, the likelihood function computes the conditional likelihood vectors for every node of the tree. Vector entries for which all input data are identical result in redundant likelihood operations which, in turn, yield identical conditional values. Such operations can be omitted for improving run-time and, using appropriate data structures, reducing memory usage. We present a fast, novel method for identifying and omitting such redundant operations in phylogenetic likelihood calculations, and assess the performance improvement and memory savings attained by our method. Using empirical and simulated data sets, we show that a prototype implementation of our method yields up to 12-fold speedups and uses up to 78% less memory than one of the fastest and most highly tuned implementations of the PLF currently available. Our method is generic and can seamlessly be integrated into any phylogenetic likelihood implementation. [Algorithms; maximum likelihood; phylogenetic likelihood function; phylogenetics]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

  15. Maintaining symmetry of simulated likelihood functions

    DEFF Research Database (Denmark)

    Andersen, Laura Mørch

    This paper suggests solutions to two different types of simulation errors related to Quasi-Monte Carlo integration. Likelihood functions which depend on standard deviations of mixed parameters are symmetric in nature. This paper shows that antithetic draws preserve this symmetry and thereby...... improves precision substantially. Another source of error is that models testing away mixing dimensions must replicate the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood. These simulation errors are ignored in the standard estimation procedures used today...

  16. Extending the Applicability of the Generalized Likelihood Function for Zero-Inflated Data Series

    Science.gov (United States)

    Oliveira, Debora Y.; Chaffe, Pedro L. B.; Sá, João. H. M.

    2018-03-01

    Proper uncertainty estimation for data series with a high proportion of zero and near zero observations has been a challenge in hydrologic studies. This technical note proposes a modification to the Generalized Likelihood function that accounts for zero inflation of the error distribution (ZI-GL). We compare the performance of the proposed ZI-GL with the original Generalized Likelihood function using the entire data series (GL) and by simply suppressing zero observations (GLy>0). These approaches were applied to two interception modeling examples characterized by data series with a significant number of zeros. The ZI-GL produced better uncertainty ranges than the GL as measured by the precision, reliability and volumetric bias metrics. The comparison between ZI-GL and GLy>0 highlights the need for further improvement in the treatment of residuals from near zero simulations when a linear heteroscedastic error model is considered. Aside from the interception modeling examples illustrated herein, the proposed ZI-GL may be useful for other hydrologic studies, such as for the modeling of the runoff generation in hillslopes and ephemeral catchments.

  17. Application of the Elaboration Likelihood Model of Attitude Change to Assertion Training.

    Science.gov (United States)

    Ernst, John M.; Heesacker, Martin

    1993-01-01

    College students (n=113) participated in study comparing effects of elaboration likelihood model (ELM) based assertion workshop with those of typical assertion workshop. ELM-based workshop was significantly better at producing favorable attitude change, greater intention to act assertively, and more favorable evaluations of workshop content.…

  18. Wobbling and LSF-based maximum likelihood expectation maximization reconstruction for wobbling PET

    International Nuclear Information System (INIS)

    Kim, Hang-Keun; Son, Young-Don; Kwon, Dae-Hyuk; Joo, Yohan; Cho, Zang-Hee

    2016-01-01

    Positron emission tomography (PET) is a widely used imaging modality; however, the PET spatial resolution is not yet satisfactory for precise anatomical localization of molecular activities. Detector size is the most important factor because it determines the intrinsic resolution, which is approximately half of the detector size and determines the ultimate PET resolution. Detector size, however, cannot be made too small because both the decreased detection efficiency and the increased septal penetration effect degrade the image quality. A wobbling and line spread function (LSF)-based maximum likelihood expectation maximization (WL-MLEM) algorithm, which combined the MLEM iterative reconstruction algorithm with wobbled sampling and LSF-based deconvolution using the system matrix, was proposed for improving the spatial resolution of PET without reducing the scintillator or detector size. The new algorithm was evaluated using a simulation, and its performance was compared with that of the existing algorithms, such as conventional MLEM and LSF-based MLEM. Simulations demonstrated that the WL-MLEM algorithm yielded higher spatial resolution and image quality than the existing algorithms. The WL-MLEM algorithm with wobbling PET yielded substantially improved resolution compared with conventional algorithms with stationary PET. The algorithm can be easily extended to other iterative reconstruction algorithms, such as maximum a priori (MAP) and ordered subset expectation maximization (OSEM). The WL-MLEM algorithm with wobbling PET may offer improvements in both sensitivity and resolution, the two most sought-after features in PET design. - Highlights: • This paper proposed WL-MLEM algorithm for PET and demonstrated its performance. • WL-MLEM algorithm effectively combined wobbling and line spread function based MLEM. • WL-MLEM provided improvements in the spatial resolution and the PET image quality. • WL-MLEM can be easily extended to the other iterative

  19. Likelihood of cesarean delivery after applying leading active labor diagnostic guidelines.

    Science.gov (United States)

    Neal, Jeremy L; Lowe, Nancy K; Phillippi, Julia C; Ryan, Sharon L; Knupp, Amy M; Dietrich, Mary S; Thung, Stephen F

    2017-06-01

    Friedman, the United Kingdom's National Institute for Health and Care Excellence (NICE), and the American College of Obstetricians and Gynecologists/Society for Maternal-Fetal Medicine (ACOG/SMFM) support different active labor diagnostic guidelines. Our aims were to compare likelihoods for cesarean delivery among women admitted before vs in active labor by diagnostic guideline (within-guideline comparisons) and between women admitted in active labor per one or more of the guidelines (between-guideline comparisons). Active labor diagnostic guidelines were retrospectively applied to cervical examination data from nulliparous women with spontaneous labor onset (n = 2573). Generalized linear models were used to determine outcome likelihoods within- and between-guideline groups. At admission, 15.7%, 48.3%, and 10.1% of nulliparous women were in active labor per Friedman, NICE, and ACOG/SMFM diagnostic guidelines, respectively. Cesarean delivery was more likely among women admitted before vs in active labor per the Friedman (AOR 1.75 [95% CI 1.08-2.82] or NICE guideline (AOR 2.55 [95% CI 1.84-3.53]). Between guidelines, cesarean delivery was less likely among women admitted in active labor per the NICE guideline, as compared with the ACOG/SMFM guideline (AOR 0.55 [95% CI 0.35-0.88]). Many nulliparous women are admitted to the hospital before active labor onset. These women are significantly more likely to have a cesarean delivery. Diagnosing active labor before admission or before intervention to speed labor may be one component of a multi-faceted approach to decreasing the primary cesarean rate in the United States. The NICE diagnostic guideline is more inclusive than Friedman or ACOG/SMFM guidelines and its use may be the most clinically useful for safely lowering cesarean rates. © 2017 Wiley Periodicals, Inc.

  20. The fine-tuning cost of the likelihood in SUSY models

    CERN Document Server

    Ghilencea, D M

    2013-01-01

    In SUSY models, the fine tuning of the electroweak (EW) scale with respect to their parameters gamma_i={m_0, m_{1/2}, mu_0, A_0, B_0,...} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Delta of the usual likelihood L and the traditional fine tuning measure Delta of the EW scale. A similar result is obtained for the integrated likelihood over the set {gamma_i}, that can be written as a surface integral of the ratio L/Delta, with the surface in gamma_i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Delta or equivalently, a small chi^2_{new}=chi^2_{old}+2*ln(Delta). This shows the fine-tuning cost to the likelihood ...

  1. 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...

  2. Multimodal Personal Verification Using Likelihood Ratio for the Match Score Fusion

    Directory of Open Access Journals (Sweden)

    Long Binh Tran

    2017-01-01

    Full Text Available In this paper, the authors present a novel personal verification system based on the likelihood ratio test for fusion of match scores from multiple biometric matchers (face, fingerprint, hand shape, and palm print. In the proposed system, multimodal features are extracted by Zernike Moment (ZM. After matching, the match scores from multiple biometric matchers are fused based on the likelihood ratio test. A finite Gaussian mixture model (GMM is used for estimating the genuine and impostor densities of match scores for personal verification. Our approach is also compared to some different famous approaches such as the support vector machine and the sum rule with min-max. The experimental results have confirmed that the proposed system can achieve excellent identification performance for its higher level in accuracy than different famous approaches and thus can be utilized for more application related to person verification.

  3. THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.

    Science.gov (United States)

    Theobald, Douglas L; Wuttke, Deborah S

    2006-09-01

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

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

    Science.gov (United States)

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

    2014-06-12

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

  5. On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood.

    Science.gov (United States)

    Karabatsos, George

    2018-06-01

    This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon previous methods because it provides an omnibus test of the entire hierarchy of cancellation axioms, beyond double cancellation. It does so while accounting for the posterior uncertainty that is inherent in the empirical orderings that are implied by these axioms, together. The new method is illustrated through a test of the cancellation axioms on a classic survey data set, and through the analysis of simulated data.

  6. Maximum likelihood estimation for integrated diffusion processes

    DEFF Research Database (Denmark)

    Baltazar-Larios, Fernando; Sørensen, Michael

    We propose a method for obtaining maximum likelihood estimates of parameters in diffusion models when the data is a discrete time sample of the integral of the process, while no direct observations of the process itself are available. The data are, moreover, assumed to be contaminated...... EM-algorithm to obtain maximum likelihood estimates of the parameters in the diffusion model. As part of the algorithm, we use a recent simple method for approximate simulation of diffusion bridges. In simulation studies for the Ornstein-Uhlenbeck process and the CIR process the proposed method works...... by measurement errors. Integrated volatility is an example of this type of observations. Another example is ice-core data on oxygen isotopes used to investigate paleo-temperatures. The data can be viewed as incomplete observations of a model with a tractable likelihood function. Therefore we propose a simulated...

  7. High-order Composite Likelihood Inference for Max-Stable Distributions and Processes

    KAUST Repository

    Castruccio, Stefano; Huser, Raphaë l; Genton, Marc G.

    2015-01-01

    In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is a very challenging problem in computational statistics, and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely-used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

  8. High-order Composite Likelihood Inference for Max-Stable Distributions and Processes

    KAUST Repository

    Castruccio, Stefano

    2015-09-29

    In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of locations is a very challenging problem in computational statistics, and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely-used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

  9. Planck 2015 results: XI. CMB power spectra, likelihoods, and robustness of parameters

    DEFF Research Database (Denmark)

    Aghanim, N.; Arnaud, M.; Ashdown, M.

    2016-01-01

    on the same hybrid approach used for the previous release, i.e., a pixel-based likelihood at low multipoles (ℓ data and of Planck polarization......This paper presents the Planck 2015 likelihoods, statistical descriptions of the 2-point correlationfunctions of the cosmic microwave background (CMB) temperature and polarization fluctuations that account for relevant uncertainties, both instrumental and astrophysical in nature. They are based...... information, along with more detailed models of foregrounds and instrumental uncertainties. The increased redundancy brought by more than doubling the amount of data analysed enables further consistency checks and enhanced immunity to systematic effects. It also improves the constraining power of Planck...

  10. DarkBit. A GAMBIT module for computing dark matter observables and likelihoods

    Energy Technology Data Exchange (ETDEWEB)

    Bringmann, Torsten; Dal, Lars A. [University of Oslo, Department of Physics, Oslo (Norway); Conrad, Jan; Edsjoe, Joakim; Farmer, Ben [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Stockholm University, Department of Physics, Stockholm (Sweden); Cornell, Jonathan M. [McGill University, Department of Physics, Montreal, QC (Canada); Kahlhoefer, Felix; Wild, Sebastian [DESY, Hamburg (Germany); Kvellestad, Anders; Savage, Christopher [NORDITA, Stockholm (Sweden); Putze, Antje [LAPTh, Universite de Savoie, CNRS, Annecy-le-Vieux (France); Scott, Pat [Blackett Laboratory, Imperial College London, Department of Physics, London (United Kingdom); Weniger, Christoph [University of Amsterdam, GRAPPA, Institute of Physics, Amsterdam (Netherlands); White, Martin [University of Adelaide, Department of Physics, Adelaide, SA (Australia); Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale, Parkville (Australia); Collaboration: The GAMBIT Dark Matter Workgroup

    2017-12-15

    We introduce DarkBit, an advanced software code for computing dark matter constraints on various extensions to the Standard Model of particle physics, comprising both new native code and interfaces to external packages. This release includes a dedicated signal yield calculator for gamma-ray observations, which significantly extends current tools by implementing a cascade-decay Monte Carlo, as well as a dedicated likelihood calculator for current and future experiments (gamLike). This provides a general solution for studying complex particle physics models that predict dark matter annihilation to a multitude of final states. We also supply a direct detection package that models a large range of direct detection experiments (DDCalc), and that provides the corresponding likelihoods for arbitrary combinations of spin-independent and spin-dependent scattering processes. Finally, we provide custom relic density routines along with interfaces to DarkSUSY, micrOMEGAs, and the neutrino telescope likelihood package nulike. DarkBit is written in the framework of the Global And Modular Beyond the Standard Model Inference Tool (GAMBIT), providing seamless integration into a comprehensive statistical fitting framework that allows users to explore new models with both particle and astrophysics constraints, and a consistent treatment of systematic uncertainties. In this paper we describe its main functionality, provide a guide to getting started quickly, and show illustrative examples for results obtained with DarkBit (both as a stand-alone tool and as a GAMBIT module). This includes a quantitative comparison between two of the main dark matter codes (DarkSUSY and micrOMEGAs), and application of DarkBit's advanced direct and indirect detection routines to a simple effective dark matter model. (orig.)

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

    Science.gov (United States)

    Kieftenbeld, Vincent; Natesan, Prathiba

    2012-01-01

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

  12. Secondary Analysis under Cohort Sampling Designs Using Conditional Likelihood

    Directory of Open Access Journals (Sweden)

    Olli Saarela

    2012-01-01

    Full Text Available Under cohort sampling designs, additional covariate data are collected on cases of a specific type and a randomly selected subset of noncases, primarily for the purpose of studying associations with a time-to-event response of interest. With such data available, an interest may arise to reuse them for studying associations between the additional covariate data and a secondary non-time-to-event response variable, usually collected for the whole study cohort at the outset of the study. Following earlier literature, we refer to such a situation as secondary analysis. We outline a general conditional likelihood approach for secondary analysis under cohort sampling designs and discuss the specific situations of case-cohort and nested case-control designs. We also review alternative methods based on full likelihood and inverse probability weighting. We compare the alternative methods for secondary analysis in two simulated settings and apply them in a real-data example.

  13. Empirical likelihood based detection procedure for change point in mean residual life functions under random censorship.

    Science.gov (United States)

    Chen, Ying-Ju; Ning, Wei; Gupta, Arjun K

    2016-05-01

    The mean residual life (MRL) function is one of the basic parameters of interest in survival analysis that describes the expected remaining time of an individual after a certain age. The study of changes in the MRL function is practical and interesting because it may help us to identify some factors such as age and gender that may influence the remaining lifetimes of patients after receiving a certain surgery. In this paper, we propose a detection procedure based on the empirical likelihood for the changes in MRL functions with right censored data. Two real examples are also given: Veterans' administration lung cancer study and Stanford heart transplant to illustrate the detecting procedure. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  14. Phylogenetic analysis using parsimony and likelihood methods.

    Science.gov (United States)

    Yang, Z

    1996-02-01

    The assumptions underlying the maximum-parsimony (MP) method of phylogenetic tree reconstruction were intuitively examined by studying the way the method works. Computer simulations were performed to corroborate the intuitive examination. Parsimony appears to involve very stringent assumptions concerning the process of sequence evolution, such as constancy of substitution rates between nucleotides, constancy of rates across nucleotide sites, and equal branch lengths in the tree. For practical data analysis, the requirement of equal branch lengths means similar substitution rates among lineages (the existence of an approximate molecular clock), relatively long interior branches, and also few species in the data. However, a small amount of evolution is neither a necessary nor a sufficient requirement of the method. The difficulties involved in the application of current statistical estimation theory to tree reconstruction were discussed, and it was suggested that the approach proposed by Felsenstein (1981, J. Mol. Evol. 17: 368-376) for topology estimation, as well as its many variations and extensions, differs fundamentally from the maximum likelihood estimation of a conventional statistical parameter. Evidence was presented showing that the Felsenstein approach does not share the asymptotic efficiency of the maximum likelihood estimator of a statistical parameter. Computer simulations were performed to study the probability that MP recovers the true tree under a hierarchy of models of nucleotide substitution; its performance relative to the likelihood method was especially noted. The results appeared to support the intuitive examination of the assumptions underlying MP. When a simple model of nucleotide substitution was assumed to generate data, the probability that MP recovers the true topology could be as high as, or even higher than, that for the likelihood method. When the assumed model became more complex and realistic, e.g., when substitution rates were

  15. Stability of maximum-likelihood-based clustering methods: exploring the backbone of classifications

    International Nuclear Information System (INIS)

    Mungan, Muhittin; Ramasco, José J

    2010-01-01

    Components of complex systems are often classified according to the way they interact with each other. In graph theory such groups are known as clusters or communities. Many different techniques have been recently proposed to detect them, some of which involve inference methods using either Bayesian or maximum likelihood approaches. In this paper, we study a statistical model designed for detecting clusters based on connection similarity. The basic assumption of the model is that the graph was generated by a certain grouping of the nodes and an expectation maximization algorithm is employed to infer that grouping. We show that the method admits further development to yield a stability analysis of the groupings that quantifies the extent to which each node influences its neighbors' group membership. Our approach naturally allows for the identification of the key elements responsible for the grouping and their resilience to changes in the network. Given the generality of the assumptions underlying the statistical model, such nodes are likely to play special roles in the original system. We illustrate this point by analyzing several empirical networks for which further information about the properties of the nodes is available. The search and identification of stabilizing nodes constitutes thus a novel technique to characterize the relevance of nodes in complex networks

  16. A likelihood ratio test for species membership based on DNA sequence data

    DEFF Research Database (Denmark)

    Matz, Mikhail V.; Nielsen, Rasmus

    2005-01-01

    DNA barcoding as an approach for species identification is rapidly increasing in popularity. However, it remains unclear which statistical procedures should accompany the technique to provide a measure of uncertainty. Here we describe a likelihood ratio test which can be used to test if a sampled...... sequence is a member of an a priori specified species. We investigate the performance of the test using coalescence simulations, as well as using the real data from butterflies and frogs representing two kinds of challenge for DNA barcoding: extremely low and extremely high levels of sequence variability....

  17. Uncertainty about the true source. A note on the likelihood ratio at the activity level.

    Science.gov (United States)

    Taroni, Franco; Biedermann, Alex; Bozza, Silvia; Comte, Jennifer; Garbolino, Paolo

    2012-07-10

    This paper focuses on likelihood ratio based evaluations of fibre evidence in cases in which there is uncertainty about whether or not the reference item available for analysis - that is, an item typically taken from the suspect or seized at his home - is the item actually worn at the time of the offence. A likelihood ratio approach is proposed that, for situations in which certain categorical assumptions can be made about additionally introduced parameters, converges to formula described in existing literature. The properties of the proposed likelihood ratio approach are analysed through sensitivity analyses and discussed with respect to possible argumentative implications that arise in practice. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

  18. Corporate governance effect on financial distress likelihood: Evidence from Spain

    Directory of Open Access Journals (Sweden)

    Montserrat Manzaneque

    2016-01-01

    Full Text Available The paper explores some mechanisms of corporate governance (ownership and board characteristics in Spanish listed companies and their impact on the likelihood of financial distress. An empirical study was conducted between 2007 and 2012 using a matched-pairs research design with 308 observations, with half of them classified as distressed and non-distressed. Based on the previous study by Pindado, Rodrigues, and De la Torre (2008, a broader concept of bankruptcy is used to define business failure. Employing several conditional logistic models, as well as to other previous studies on bankruptcy, the results confirm that in difficult situations prior to bankruptcy, the impact of board ownership and proportion of independent directors on business failure likelihood are similar to those exerted in more extreme situations. These results go one step further, to offer a negative relationship between board size and the likelihood of financial distress. This result is interpreted as a form of creating diversity and to improve the access to the information and resources, especially in contexts where the ownership is highly concentrated and large shareholders have a great power to influence the board structure. However, the results confirm that ownership concentration does not have a significant impact on financial distress likelihood in the Spanish context. It is argued that large shareholders are passive as regards an enhanced monitoring of management and, alternatively, they do not have enough incentives to hold back the financial distress. These findings have important implications in the Spanish context, where several changes in the regulatory listing requirements have been carried out with respect to corporate governance, and where there is no empirical evidence regarding this respect.

  19. Maximum likelihood pixel labeling using a spatially variant finite mixture model

    International Nuclear Information System (INIS)

    Gopal, S.S.; Hebert, T.J.

    1996-01-01

    We propose a spatially-variant mixture model for pixel labeling. Based on this spatially-variant mixture model we derive an expectation maximization algorithm for maximum likelihood estimation of the pixel labels. While most algorithms using mixture models entail the subsequent use of a Bayes classifier for pixel labeling, the proposed algorithm yields maximum likelihood estimates of the labels themselves and results in unambiguous pixel labels. The proposed algorithm is fast, robust, easy to implement, flexible in that it can be applied to any arbitrary image data where the number of classes is known and, most importantly, obviates the need for an explicit labeling rule. The algorithm is evaluated both quantitatively and qualitatively on simulated data and on clinical magnetic resonance images of the human brain

  20. FPGA Acceleration of the phylogenetic likelihood function for Bayesian MCMC inference methods

    Directory of Open Access Journals (Sweden)

    Bakos Jason D

    2010-04-01

    Full Text Available Abstract Background Likelihood (ML-based phylogenetic inference has become a popular method for estimating the evolutionary relationships among species based on genomic sequence data. This method is used in applications such as RAxML, GARLI, MrBayes, PAML, and PAUP. The Phylogenetic Likelihood Function (PLF is an important kernel computation for this method. The PLF consists of a loop with no conditional behavior or dependencies between iterations. As such it contains a high potential for exploiting parallelism using micro-architectural techniques. In this paper, we describe a technique for mapping the PLF and supporting logic onto a Field Programmable Gate Array (FPGA-based co-processor. By leveraging the FPGA's on-chip DSP modules and the high-bandwidth local memory attached to the FPGA, the resultant co-processor can accelerate ML-based methods and outperform state-of-the-art multi-core processors. Results We use the MrBayes 3 tool as a framework for designing our co-processor. For large datasets, we estimate that our accelerated MrBayes, if run on a current-generation FPGA, achieves a 10× speedup relative to software running on a state-of-the-art server-class microprocessor. The FPGA-based implementation achieves its performance by deeply pipelining the likelihood computations, performing multiple floating-point operations in parallel, and through a natural log approximation that is chosen specifically to leverage a deeply pipelined custom architecture. Conclusions Heterogeneous computing, which combines general-purpose processors with special-purpose co-processors such as FPGAs and GPUs, is a promising approach for high-performance phylogeny inference as shown by the growing body of literature in this field. FPGAs in particular are well-suited for this task because of their low power consumption as compared to many-core processors and Graphics Processor Units (GPUs 1.

  1. The modified signed likelihood statistic and saddlepoint approximations

    DEFF Research Database (Denmark)

    Jensen, Jens Ledet

    1992-01-01

    SUMMARY: For a number of tests in exponential families we show that the use of a normal approximation to the modified signed likelihood ratio statistic r * is equivalent to the use of a saddlepoint approximation. This is also true in a large deviation region where the signed likelihood ratio...... statistic r is of order √ n. © 1992 Biometrika Trust....

  2. A multifactorial likelihood model for MMR gene variant classification incorporating probabilities based on sequence bioinformatics and tumor characteristics: a report from the Colon Cancer Family Registry.

    Science.gov (United States)

    Thompson, Bryony A; Goldgar, David E; Paterson, Carol; Clendenning, Mark; Walters, Rhiannon; Arnold, Sven; Parsons, Michael T; Michael D, Walsh; Gallinger, Steven; Haile, Robert W; Hopper, John L; Jenkins, Mark A; Lemarchand, Loic; Lindor, Noralane M; Newcomb, Polly A; Thibodeau, Stephen N; Young, Joanne P; Buchanan, Daniel D; Tavtigian, Sean V; Spurdle, Amanda B

    2013-01-01

    Mismatch repair (MMR) gene sequence variants of uncertain clinical significance are often identified in suspected Lynch syndrome families, and this constitutes a challenge for both researchers and clinicians. Multifactorial likelihood model approaches provide a quantitative measure of MMR variant pathogenicity, but first require input of likelihood ratios (LRs) for different MMR variation-associated characteristics from appropriate, well-characterized reference datasets. Microsatellite instability (MSI) and somatic BRAF tumor data for unselected colorectal cancer probands of known pathogenic variant status were used to derive LRs for tumor characteristics using the Colon Cancer Family Registry (CFR) resource. These tumor LRs were combined with variant segregation within families, and estimates of prior probability of pathogenicity based on sequence conservation and position, to analyze 44 unclassified variants identified initially in Australasian Colon CFR families. In addition, in vitro splicing analyses were conducted on the subset of variants based on bioinformatic splicing predictions. The LR in favor of pathogenicity was estimated to be ~12-fold for a colorectal tumor with a BRAF mutation-negative MSI-H phenotype. For 31 of the 44 variants, the posterior probabilities of pathogenicity were such that altered clinical management would be indicated. Our findings provide a working multifactorial likelihood model for classification that carefully considers mode of ascertainment for gene testing. © 2012 Wiley Periodicals, Inc.

  3. Planck intermediate results: XVI. Profile likelihoods for cosmological parameters

    DEFF Research Database (Denmark)

    Bartlett, J.G.; Cardoso, J.-F.; Delabrouille, J.

    2014-01-01

    We explore the 2013 Planck likelihood function with a high-precision multi-dimensional minimizer (Minuit). This allows a refinement of the CDM best-fit solution with respect to previously-released results, and the construction of frequentist confidence intervals using profile likelihoods. The agr...

  4. Planck 2013 results. XV. CMB power spectra and likelihood

    DEFF Research Database (Denmark)

    Tauber, Jan; Bartlett, J.G.; Bucher, M.

    2014-01-01

    This paper presents the Planck 2013 likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations that accounts for all known relevant uncertainties, both instrumental and astrophysical in nature. We use this likelihood to derive our best...

  5. The behavior of the likelihood ratio test for testing missingness

    OpenAIRE

    Hens, Niel; Aerts, Marc; Molenberghs, Geert; Thijs, Herbert

    2003-01-01

    To asses the sensitivity of conclusions to model choices in the context of selection models for non-random dropout, one can oppose the different missing mechanisms to each other; e.g. by the likelihood ratio tests. The finite sample behavior of the null distribution and the power of the likelihood ratio test is studied under a variety of missingness mechanisms. missing data; sensitivity analysis; likelihood ratio test; missing mechanisms

  6. Maximum likelihood estimation-based denoising of magnetic resonance images using restricted local neighborhoods

    International Nuclear Information System (INIS)

    Rajan, Jeny; Jeurissen, Ben; Sijbers, Jan; Verhoye, Marleen; Van Audekerke, Johan

    2011-01-01

    In this paper, we propose a method to denoise magnitude magnetic resonance (MR) images, which are Rician distributed. Conventionally, maximum likelihood methods incorporate the Rice distribution to estimate the true, underlying signal from a local neighborhood within which the signal is assumed to be constant. However, if this assumption is not met, such filtering will lead to blurred edges and loss of fine structures. As a solution to this problem, we put forward the concept of restricted local neighborhoods where the true intensity for each noisy pixel is estimated from a set of preselected neighboring pixels. To this end, a reference image is created from the noisy image using a recently proposed nonlocal means algorithm. This reference image is used as a prior for further noise reduction. A scheme is developed to locally select an appropriate subset of pixels from which the underlying signal is estimated. Experimental results based on the peak signal to noise ratio, structural similarity index matrix, Bhattacharyya coefficient and mean absolute difference from synthetic and real MR images demonstrate the superior performance of the proposed method over other state-of-the-art methods.

  7. Ego involvement increases doping likelihood.

    Science.gov (United States)

    Ring, Christopher; Kavussanu, Maria

    2018-08-01

    Achievement goal theory provides a framework to help understand how individuals behave in achievement contexts, such as sport. Evidence concerning the role of motivation in the decision to use banned performance enhancing substances (i.e., doping) is equivocal on this issue. The extant literature shows that dispositional goal orientation has been weakly and inconsistently associated with doping intention and use. It is possible that goal involvement, which describes the situational motivational state, is a stronger determinant of doping intention. Accordingly, the current study used an experimental design to examine the effects of goal involvement, manipulated using direct instructions and reflective writing, on doping likelihood in hypothetical situations in college athletes. The ego-involving goal increased doping likelihood compared to no goal and a task-involving goal. The present findings provide the first evidence that ego involvement can sway the decision to use doping to improve athletic performance.

  8. Maximum likelihood positioning for gamma-ray imaging detectors with depth of interaction measurement

    International Nuclear Information System (INIS)

    Lerche, Ch.W.; Ros, A.; Monzo, J.M.; Aliaga, R.J.; Ferrando, N.; Martinez, J.D.; Herrero, V.; Esteve, R.; Gadea, R.; Colom, R.J.; Toledo, J.; Mateo, F.; Sebastia, A.; Sanchez, F.; Benlloch, J.M.

    2009-01-01

    The center of gravity algorithm leads to strong artifacts for gamma-ray imaging detectors that are based on monolithic scintillation crystals and position sensitive photo-detectors. This is a consequence of using the centroids as position estimates. The fact that charge division circuits can also be used to compute the standard deviation of the scintillation light distribution opens a way out of this drawback. We studied the feasibility of maximum likelihood estimation for computing the true gamma-ray photo-conversion position from the centroids and the standard deviation of the light distribution. The method was evaluated on a test detector that consists of the position sensitive photomultiplier tube H8500 and a monolithic LSO crystal (42mmx42mmx10mm). Spatial resolution was measured for the centroids and the maximum likelihood estimates. The results suggest that the maximum likelihood positioning is feasible and partially removes the strong artifacts of the center of gravity algorithm.

  9. Maximum likelihood positioning for gamma-ray imaging detectors with depth of interaction measurement

    Energy Technology Data Exchange (ETDEWEB)

    Lerche, Ch.W. [Grupo de Sistemas Digitales, ITACA, Universidad Politecnica de Valencia, 46022 Valencia (Spain)], E-mail: lerche@ific.uv.es; Ros, A. [Grupo de Fisica Medica Nuclear, IFIC, Universidad de Valencia-Consejo Superior de Investigaciones Cientificas, 46980 Paterna (Spain); Monzo, J.M.; Aliaga, R.J.; Ferrando, N.; Martinez, J.D.; Herrero, V.; Esteve, R.; Gadea, R.; Colom, R.J.; Toledo, J.; Mateo, F.; Sebastia, A. [Grupo de Sistemas Digitales, ITACA, Universidad Politecnica de Valencia, 46022 Valencia (Spain); Sanchez, F.; Benlloch, J.M. [Grupo de Fisica Medica Nuclear, IFIC, Universidad de Valencia-Consejo Superior de Investigaciones Cientificas, 46980 Paterna (Spain)

    2009-06-01

    The center of gravity algorithm leads to strong artifacts for gamma-ray imaging detectors that are based on monolithic scintillation crystals and position sensitive photo-detectors. This is a consequence of using the centroids as position estimates. The fact that charge division circuits can also be used to compute the standard deviation of the scintillation light distribution opens a way out of this drawback. We studied the feasibility of maximum likelihood estimation for computing the true gamma-ray photo-conversion position from the centroids and the standard deviation of the light distribution. The method was evaluated on a test detector that consists of the position sensitive photomultiplier tube H8500 and a monolithic LSO crystal (42mmx42mmx10mm). Spatial resolution was measured for the centroids and the maximum likelihood estimates. The results suggest that the maximum likelihood positioning is feasible and partially removes the strong artifacts of the center of gravity algorithm.

  10. PERBANDINGAN ESTIMASI KEMAMPUAN LATEN ANTARA METODE MAKSIMUM LIKELIHOOD DAN METODE BAYES

    Directory of Open Access Journals (Sweden)

    Heri Retnawati

    2015-10-01

    Full Text Available Studi ini bertujuan untuk membandingkan ketepatan estimasi kemampuan laten (latent trait pada model logistik dengan metode maksimum likelihood (ML gabungan dan bayes. Studi ini menggunakan metode simulasi Monte Carlo, dengan model data ujian nasional matematika SMP. Variabel simulasi adalah panjang tes dan banyaknya peserta.  Data dibangkitkan dengan menggunakan SAS/IML dengan replikasi 40 kali, dan tiap data diestimasi dengan ML dan Bayes. Hasil estimasi kemudian dibandingkan dengan kemampuan yang sebenarnya, dengan menghitung mean square of error (MSE dan korelasi antara kemampuan laten yang sebenarnya dan hasil estimasi. Metode yang memiliki MSE lebih kecil dikatakan sebagai metode estimasi yang lebih baik. Hasil studi menunjukkan bahwa pada estimasi kemampuan laten dengan 15, 20, 25, dan 30 butir dengan 500 dan 1.000 peserta, hasil MSE belum stabil, namun ketika peserta menjadi 1.500 orang, diperoleh akurasi estimasi kemampuan yang hampir sama baik estimasi antara metode ML dan metode Bayes. Pada estimasi dengan 15 dan 20 butir dan peserta 500, 1.000, dan 1.500, hasil MSE belum stabil, dan ketika estimasi melibatkan 25 dan 30 butir, baik dengan peserta 500, 1.000, maupun 1.500 akan diperoleh hasil yang lebih akurat dengan metode ML. Kata kunci: estimasi kemampuan, metode maksimum likelihood, metode Bayes     THE COMPARISON OF ESTIMATION OF LATENT TRAITS USING MAXIMUM LIKELIHOOD AND BAYES METHODS Abstract This study aimed to compare the accuracy of the estimation of latent ability (latent trait in the logistic model using maximum likelihood (ML and Bayes methods. This study uses a quantitative approach that is the Monte Carlo simulation method using students responses to national examination as data model, and variables are the length of the test and the number of participants. The data were generated using SAS/IML with replication 40 times, and each datum is then estimated by ML and Bayes. The estimation results are then compared with the

  11. Fingermark evidence evaluation based on automated fingerprint identification system matching scores: the effect of different types of conditioning on likelihood ratios.

    Science.gov (United States)

    Alberink, Ivo; de Jongh, Arent; Rodriguez, Crystal

    2014-01-01

    In recent studies, the evidential value of the similarity of minutiae configurations of fingermarks and fingerprints, for example expressed by automated fingerprint identification systems (AFIS), is determined by likelihood ratios (LRs). The paper explores whether there is an effect on LRs if conditioning takes place on specified fingers, fingerprints, or fingermarks under competing hypotheses: In addition, an approach is explored where conditioning is asymmetric. Comparisons between fingerprints and simulated fingermarks with eight minutiae are performed to produce similarity score distributions for each type of conditioning, given a fixed AFIS matching algorithm. Both similarity scores and LRs are significantly different if the conditioning changes. Given a common-source scenario, "LRs" resulting from asymmetric conditioning are on average higher. The difference may reach a factor of 2000. As conditioning on a suspect's finger(print) is labor-intensive and requires a cooperating suspect, it is recommended to just condition on the number of minutiae in the fingermark. © 2013 American Academy of Forensic Sciences.

  12. Powdered alcohol: Awareness and likelihood of use among a sample of college students.

    Science.gov (United States)

    Vail-Smith, Karen; Chaney, Beth H; Martin, Ryan J; Don Chaney, J

    2016-01-01

    In March 2015, the Alcohol and Tobacco Tax and Trade Bureau approved the sale of Palcohol, the first powdered alcohol product to be marketed and sold in the U.S. Powdered alcohol is freeze-dried, and one individual-serving size packet added to 6 ounces of liquid is equivalent to a standard drink. This study assessed awareness of powered alcohol and likelihood to use and/or misuse powdered alcohol among college students. Surveys were administered to a convenience sample of 1,841 undergraduate students. Only 16.4% of respondents had heard of powdered alcohol. After being provided a brief description of powdered alcohol, 23% indicated that they would use the product if available, and of those, 62.1% also indicated likelihood of misusing the product (eg, snorting it, mixing it with alcohol). Caucasian students (OR = 1.5) and hazardous drinkers (based on AUDIT-C scores; OR = 4.7) were significantly more likely to indicate likelihood of use. Hazardous drinkers were also six times more likely to indicate likelihood to misuse the product. These findings can inform upstream prevention efforts in states debating bans on powdered alcohol. In states where powdered alcohol will soon be available, alcohol education initiatives should be updated to include information on the potential risks of use and be targeted to those populations most likely to misuse. This is the first peer-reviewed study to assess the awareness of and likelihood to use and/or misuse powdered alcohol, a potentially emerging form of alcohol. © American Academy of Addiction Psychiatry.

  13. Incorporating Nuisance Parameters in Likelihoods for Multisource Spectra

    CERN Document Server

    Conway, J.S.

    2011-01-01

    We describe here the general mathematical approach to constructing likelihoods for fitting observed spectra in one or more dimensions with multiple sources, including the effects of systematic uncertainties represented as nuisance parameters, when the likelihood is to be maximized with respect to these parameters. We consider three types of nuisance parameters: simple multiplicative factors, source spectra "morphing" parameters, and parameters representing statistical uncertainties in the predicted source spectra.

  14. Workplace air measurements and likelihood of exposure to manufactured nano-objects, agglomerates, and aggregates

    International Nuclear Information System (INIS)

    Brouwer, Derk H.; Duuren-Stuurman, Birgit van; Berges, Markus; Bard, Delphine; Jankowska, Elzbieta; Moehlmann, Carsten; Pelzer, Johannes; Mark, Dave

    2013-01-01

    Manufactured nano-objects, agglomerates, and aggregates (NOAA) may have adverse effect on human health, but little is known about occupational risks since actual estimates of exposure are lacking. In a large-scale workplace air-monitoring campaign, 19 enterprises were visited and 120 potential exposure scenarios were measured. A multi-metric exposure assessment approach was followed and a decision logic was developed to afford analysis of all results in concert. The overall evaluation was classified by categories of likelihood of exposure. At task level about 53 % showed increased particle number or surface area concentration compared to “background” level, whereas 72 % of the TEM samples revealed an indication that NOAA were present in the workplace. For 54 out of the 120 task-based exposure scenarios, an overall evaluation could be made based on all parameters of the decision logic. For only 1 exposure scenario (approximately 2 %), the highest level of potential likelihood was assigned, whereas in total in 56 % of the exposure scenarios the overall evaluation revealed the lowest level of likelihood. However, for the remaining 42 % exposure to NOAA could not be excluded

  15. Predicting Likelihood of Surgery Prior to First Visit in Patients with Back and Lower Extremity Symptoms: A simple mathematical model based on over 8000 patients.

    Science.gov (United States)

    Boden, Lauren M; Boden, Stephanie A; Premkumar, Ajay; Gottschalk, Michael B; Boden, Scott D

    2018-02-09

    Retrospective analysis of prospectively collected data. To create a data-driven triage system stratifying patients by likelihood of undergoing spinal surgery within one year of presentation. Low back pain (LBP) and radicular lower extremity (LE) symptoms are common musculoskeletal problems. There is currently no standard data-derived triage process based on information that can be obtained prior to the initial physician-patient encounter to direct patients to the optimal physician type. We analyzed patient-reported data from 8006 patients with a chief complaint of LBP and/or LE radicular symptoms who presented to surgeons at a large multidisciplinary spine center between September 1, 2005 and June 30, 2016. Univariate and multivariate analysis identified independent risk factors for undergoing spinal surgery within one year of initial visit. A model incorporating these risk factors was created using a random sample of 80% of the total patients in our cohort, and validated on the remaining 20%. The baseline one-year surgery rate within our cohort was 39% for all patients and 42% for patients with LE symptoms. Those identified as high likelihood by the center's existing triage process had a surgery rate of 45%. The new triage scoring system proposed in this study was able to identify a high likelihood group in which 58% underwent surgery, which is a 46% higher surgery rate than in non-triaged patients and a 29% improvement from our institution's existing triage system. The data-driven triage model and scoring system derived and validated in this study (Spine Surgery Likelihood model [SSL-11]), significantly improved existing processes in predicting the likelihood of undergoing spinal surgery within one year of initial presentation. This triage system will allow centers to more selectively screen for surgical candidates and more effectively direct patients to surgeons or non-operative spine specialists. 4.

  16. Constraint likelihood analysis for a network of gravitational wave detectors

    International Nuclear Information System (INIS)

    Klimenko, S.; Rakhmanov, M.; Mitselmakher, G.; Mohanty, S.

    2005-01-01

    We propose a coherent method for detection and reconstruction of gravitational wave signals with a network of interferometric detectors. The method is derived by using the likelihood ratio functional for unknown signal waveforms. In the likelihood analysis, the global maximum of the likelihood ratio over the space of waveforms is used as the detection statistic. We identify a problem with this approach. In the case of an aligned pair of detectors, the detection statistic depends on the cross correlation between the detectors as expected, but this dependence disappears even for infinitesimally small misalignments. We solve the problem by applying constraints on the likelihood functional and obtain a new class of statistics. The resulting method can be applied to data from a network consisting of any number of detectors with arbitrary detector orientations. The method allows us reconstruction of the source coordinates and the waveforms of two polarization components of a gravitational wave. We study the performance of the method with numerical simulations and find the reconstruction of the source coordinates to be more accurate than in the standard likelihood method

  17. The fine-tuning cost of the likelihood in SUSY models

    International Nuclear Information System (INIS)

    Ghilencea, D.M.; Ross, G.G.

    2013-01-01

    In SUSY models, the fine-tuning of the electroweak (EW) scale with respect to their parameters γ i ={m 0 ,m 1/2 ,μ 0 ,A 0 ,B 0 ,…} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Δ of the usual likelihood L and the traditional fine-tuning measure Δ of the EW scale. A similar result is obtained for the integrated likelihood over the set {γ i }, that can be written as a surface integral of the ratio L/Δ, with the surface in γ i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Δ or equivalently, a small χ new 2 =χ old 2 +2lnΔ. This shows the fine-tuning cost to the likelihood (χ new 2 ) of the EW scale stability enforced by SUSY, that is ignored in data fits. A good χ new 2 /d.o.f.≈1 thus demands SUSY models have a fine-tuning amount Δ≪exp(d.o.f./2), which provides a model-independent criterion for acceptable fine-tuning. If this criterion is not met, one can thus rule out SUSY models without a further χ 2 /d.o.f. analysis. Numerical methods to fit the data can easily be adapted to account for this effect.

  18. A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood

    KAUST Repository

    Lee, Seokho

    2013-01-31

    We propose a new biclustering method for binary data matrices using the maximum penalized Bernoulli likelihood estimation. Our method applies a multi-layer model defined on the logits of the success probabilities, where each layer represents a simple bicluster structure and the combination of multiple layers is able to reveal complicated, multiple biclusters. The method allows for non-pure biclusters, and can simultaneously identify the 1-prevalent blocks and 0-prevalent blocks. A computationally efficient algorithm is developed and guidelines are provided for specifying the tuning parameters, including initial values of model parameters, the number of layers, and the penalty parameters. Missing-data imputation can be handled in the EM framework. The method is tested using synthetic and real datasets and shows good performance. © 2013 Springer Science+Business Media New York.

  19. Likelihood ratio-based differentiation of nodular Hashimoto thyroiditis and papillary thyroid carcinoma in patients with sonographically evident diffuse hashimoto thyroiditis: preliminary study.

    Science.gov (United States)

    Wang, Liang; Xia, Yu; Jiang, Yu-Xin; Dai, Qing; Li, Xiao-Yi

    2012-11-01

    To assess the efficacy of sonography for discriminating nodular Hashimoto thyroiditis from papillary thyroid carcinoma in patients with sonographically evident diffuse Hashimoto thyroiditis. This study included 20 patients with 24 surgically confirmed Hashimoto thyroiditis nodules and 40 patients with 40 papillary thyroid carcinoma nodules; all had sonographically evident diffuse Hashimoto thyroiditis. A retrospective review of the sonograms was performed, and significant benign and malignant sonographic features were selected by univariate and multivariate analyses. The combined likelihood ratio was calculated as the product of each feature's likelihood ratio for papillary thyroid carcinoma. We compared the abilities of the original sonographic features and combined likelihood ratios in diagnosing nodular Hashimoto thyroiditis and papillary thyroid carcinoma by their sensitivity, specificity, and Youden index. The diagnostic capabilities of the sonographic features varied greatly, with Youden indices ranging from 0.175 to 0.700. Compared with single features, combinations of features were unable to improve the Youden indices effectively because the sensitivity and specificity usually changed in opposite directions. For combined likelihood ratios, however, the sensitivity improved greatly without an obvious reduction in specificity, which resulted in the maximum Youden index (0.825). With a combined likelihood ratio greater than 7.00 as the diagnostic criterion for papillary thyroid carcinoma, sensitivity reached 82.5%, whereas specificity remained at 100.0%. With a combined likelihood ratio less than 1.00 for nodular Hashimoto thyroiditis, sensitivity and specificity were 90.0% and 92.5%, respectively. Several sonographic features of nodular Hashimoto thyroiditis and papillary thyroid carcinoma in a background of diffuse Hashimoto thyroiditis were significantly different. The combined likelihood ratio may be superior to original sonographic features for

  20. Penalized maximum likelihood reconstruction for x-ray differential phase-contrast tomography

    International Nuclear Information System (INIS)

    Brendel, Bernhard; Teuffenbach, Maximilian von; Noël, Peter B.; Pfeiffer, Franz; Koehler, Thomas

    2016-01-01

    Purpose: The purpose of this work is to propose a cost function with regularization to iteratively reconstruct attenuation, phase, and scatter images simultaneously from differential phase contrast (DPC) acquisitions, without the need of phase retrieval, and examine its properties. Furthermore this reconstruction method is applied to an acquisition pattern that is suitable for a DPC tomographic system with continuously rotating gantry (sliding window acquisition), overcoming the severe smearing in noniterative reconstruction. Methods: We derive a penalized maximum likelihood reconstruction algorithm to directly reconstruct attenuation, phase, and scatter image from the measured detector values of a DPC acquisition. The proposed penalty comprises, for each of the three images, an independent smoothing prior. Image quality of the proposed reconstruction is compared to images generated with FBP and iterative reconstruction after phase retrieval. Furthermore, the influence between the priors is analyzed. Finally, the proposed reconstruction algorithm is applied to experimental sliding window data acquired at a synchrotron and results are compared to reconstructions based on phase retrieval. Results: The results show that the proposed algorithm significantly increases image quality in comparison to reconstructions based on phase retrieval. No significant mutual influence between the proposed independent priors could be observed. Further it could be illustrated that the iterative reconstruction of a sliding window acquisition results in images with substantially reduced smearing artifacts. Conclusions: Although the proposed cost function is inherently nonconvex, it can be used to reconstruct images with less aliasing artifacts and less streak artifacts than reconstruction methods based on phase retrieval. Furthermore, the proposed method can be used to reconstruct images of sliding window acquisitions with negligible smearing artifacts

  1. Lay understanding of forensic statistics: Evaluation of random match probabilities, likelihood ratios, and verbal equivalents.

    Science.gov (United States)

    Thompson, William C; Newman, Eryn J

    2015-08-01

    Forensic scientists have come under increasing pressure to quantify the strength of their evidence, but it is not clear which of several possible formats for presenting quantitative conclusions will be easiest for lay people, such as jurors, to understand. This experiment examined the way that people recruited from Amazon's Mechanical Turk (n = 541) responded to 2 types of forensic evidence--a DNA comparison and a shoeprint comparison--when an expert explained the strength of this evidence 3 different ways: using random match probabilities (RMPs), likelihood ratios (LRs), or verbal equivalents of likelihood ratios (VEs). We found that verdicts were sensitive to the strength of DNA evidence regardless of how the expert explained it, but verdicts were sensitive to the strength of shoeprint evidence only when the expert used RMPs. The weight given to DNA evidence was consistent with the predictions of a Bayesian network model that incorporated the perceived risk of a false match from 3 causes (coincidence, a laboratory error, and a frame-up), but shoeprint evidence was undervalued relative to the same Bayesian model. Fallacious interpretations of the expert's testimony (consistent with the source probability error and the defense attorney's fallacy) were common and were associated with the weight given to the evidence and verdicts. The findings indicate that perceptions of forensic science evidence are shaped by prior beliefs and expectations as well as expert testimony and consequently that the best way to characterize and explain forensic evidence may vary across forensic disciplines. (c) 2015 APA, all rights reserved).

  2. Estimating likelihood of future crashes for crash-prone drivers

    OpenAIRE

    Subasish Das; Xiaoduan Sun; Fan Wang; Charles Leboeuf

    2015-01-01

    At-fault crash-prone drivers are usually considered as the high risk group for possible future incidents or crashes. In Louisiana, 34% of crashes are repeatedly committed by the at-fault crash-prone drivers who represent only 5% of the total licensed drivers in the state. This research has conducted an exploratory data analysis based on the driver faultiness and proneness. The objective of this study is to develop a crash prediction model to estimate the likelihood of future crashes for the a...

  3. Dissociating response conflict and error likelihood in anterior cingulate cortex.

    Science.gov (United States)

    Yeung, Nick; Nieuwenhuis, Sander

    2009-11-18

    Neuroimaging studies consistently report activity in anterior cingulate cortex (ACC) in conditions of high cognitive demand, leading to the view that ACC plays a crucial role in the control of cognitive processes. According to one prominent theory, the sensitivity of ACC to task difficulty reflects its role in monitoring for the occurrence of competition, or "conflict," between responses to signal the need for increased cognitive control. However, a contrasting theory proposes that ACC is the recipient rather than source of monitoring signals, and that ACC activity observed in relation to task demand reflects the role of this region in learning about the likelihood of errors. Response conflict and error likelihood are typically confounded, making the theories difficult to distinguish empirically. The present research therefore used detailed computational simulations to derive contrasting predictions regarding ACC activity and error rate as a function of response speed. The simulations demonstrated a clear dissociation between conflict and error likelihood: fast response trials are associated with low conflict but high error likelihood, whereas slow response trials show the opposite pattern. Using the N2 component as an index of ACC activity, an EEG study demonstrated that when conflict and error likelihood are dissociated in this way, ACC activity tracks conflict and is negatively correlated with error likelihood. These findings support the conflict-monitoring theory and suggest that, in speeded decision tasks, ACC activity reflects current task demands rather than the retrospective coding of past performance.

  4. Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood

    NARCIS (Netherlands)

    Emvalomatis, G.; Stefanou, S.E.; Oude Lansink, A.G.J.M.

    2011-01-01

    Estimation of nonlinear fixed-effects models is plagued by the incidental parameters problem. This paper proposes a procedure for choosing appropriate densities for integrating the incidental parameters from the likelihood function in a general context. The densities are based on priors that are

  5. Factors Associated with Young Adults’ Pregnancy Likelihood

    Science.gov (United States)

    Kitsantas, Panagiota; Lindley, Lisa L.; Wu, Huichuan

    2014-01-01

    OBJECTIVES While progress has been made to reduce adolescent pregnancies in the United States, rates of unplanned pregnancy among young adults (18–29 years) remain high. In this study, we assessed factors associated with perceived likelihood of pregnancy (likelihood of getting pregnant/getting partner pregnant in the next year) among sexually experienced young adults who were not trying to get pregnant and had ever used contraceptives. METHODS We conducted a secondary analysis of 660 young adults, 18–29 years old in the United States, from the cross-sectional National Survey of Reproductive and Contraceptive Knowledge. Logistic regression and classification tree analyses were conducted to generate profiles of young adults most likely to report anticipating a pregnancy in the next year. RESULTS Nearly one-third (32%) of young adults indicated they believed they had at least some likelihood of becoming pregnant in the next year. Young adults who believed that avoiding pregnancy was not very important were most likely to report pregnancy likelihood (odds ratio [OR], 5.21; 95% CI, 2.80–9.69), as were young adults for whom avoiding a pregnancy was important but not satisfied with their current contraceptive method (OR, 3.93; 95% CI, 1.67–9.24), attended religious services frequently (OR, 3.0; 95% CI, 1.52–5.94), were uninsured (OR, 2.63; 95% CI, 1.31–5.26), and were likely to have unprotected sex in the next three months (OR, 1.77; 95% CI, 1.04–3.01). DISCUSSION These results may help guide future research and the development of pregnancy prevention interventions targeting sexually experienced young adults. PMID:25782849

  6. 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.

  7. Improved EDELWEISS-III sensitivity for low-mass WIMPs using a profile likelihood approach

    Energy Technology Data Exchange (ETDEWEB)

    Hehn, L. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Armengaud, E.; Boissiere, T. de; Gros, M.; Navick, X.F.; Nones, C.; Paul, B. [CEA Saclay, DSM/IRFU, Gif-sur-Yvette Cedex (France); Arnaud, Q. [Univ Lyon, Universite Claude Bernard Lyon 1, CNRS/IN2P3, Institut de Physique Nucleaire de Lyon, Lyon (France); Queen' s University, Kingston (Canada); Augier, C.; Billard, J.; Cazes, A.; Charlieux, F.; Jesus, M. de; Gascon, J.; Juillard, A.; Queguiner, E.; Sanglard, V.; Vagneron, L. [Univ Lyon, Universite Claude Bernard Lyon 1, CNRS/IN2P3, Institut de Physique Nucleaire de Lyon, Lyon (France); Benoit, A.; Camus, P. [Institut Neel, CNRS/UJF, Grenoble (France); Berge, L.; Chapellier, M.; Dumoulin, L.; Giuliani, A.; Le-Sueur, H.; Marnieros, S.; Olivieri, E.; Poda, D. [CSNSM, Univ. Paris-Sud, CNRS/IN2P3, Universite Paris-Saclay, Orsay (France); Bluemer, J. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Broniatowski, A. [CSNSM, Univ. Paris-Sud, CNRS/IN2P3, Universite Paris-Saclay, Orsay (France); Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Eitel, K.; Kozlov, V.; Siebenborn, B. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Foerster, N.; Heuermann, G.; Scorza, S. [Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Jin, Y. [Laboratoire de Photonique et de Nanostructures, CNRS, Route de Nozay, Marcoussis (France); Kefelian, C. [Univ Lyon, Universite Claude Bernard Lyon 1, CNRS/IN2P3, Institut de Physique Nucleaire de Lyon, Lyon (France); Karlsruher Institut fuer Technologie, Institut fuer Experimentelle Kernphysik, Karlsruhe (Germany); Kleifges, M.; Tcherniakhovski, D.; Weber, M. [Karlsruher Institut fuer Technologie, Institut fuer Prozessdatenverarbeitung und Elektronik, Karlsruhe (Germany); Kraus, H. [University of Oxford, Department of Physics, Oxford (United Kingdom); Kudryavtsev, V.A. [University of Sheffield, Department of Physics and Astronomy, Sheffield (United Kingdom); Pari, P. [CEA Saclay, DSM/IRAMIS, Gif-sur-Yvette (France); Piro, M.C. [CSNSM, Univ. Paris-Sud, CNRS/IN2P3, Universite Paris-Saclay, Orsay (France); Rensselaer Polytechnic Institute, Troy, NY (United States); Rozov, S.; Yakushev, E. [JINR, Laboratory of Nuclear Problems, Dubna, Moscow Region (Russian Federation); Schmidt, B. [Karlsruher Institut fuer Technologie, Institut fuer Kernphysik, Karlsruhe (Germany); Lawrence Berkeley National Laboratory, Berkeley, CA (United States)

    2016-10-15

    We report on a dark matter search for a Weakly Interacting Massive Particle (WIMP) in the mass range m{sub χ} element of [4, 30] GeV/c{sup 2} with the EDELWEISS-III experiment. A 2D profile likelihood analysis is performed on data from eight selected detectors with the lowest energy thresholds leading to a combined fiducial exposure of 496 kg-days. External backgrounds from γ- and β-radiation, recoils from {sup 206}Pb and neutrons as well as detector intrinsic backgrounds were modelled from data outside the region of interest and constrained in the analysis. The basic data selection and most of the background models are the same as those used in a previously published analysis based on boosted decision trees (BDT) [1]. For the likelihood approach applied in the analysis presented here, a larger signal efficiency and a subtraction of the expected background lead to a higher sensitivity, especially for the lowest WIMP masses probed. No statistically significant signal was found and upper limits on the spin-independent WIMP-nucleon scattering cross section can be set with a hypothesis test based on the profile likelihood test statistics. The 90 % C.L. exclusion limit set for WIMPs with m{sub χ} = 4 GeV/c{sup 2} is 1.6 x 10{sup -39} cm{sup 2}, which is an improvement of a factor of seven with respect to the BDT-based analysis. For WIMP masses above 15 GeV/c{sup 2} the exclusion limits found with both analyses are in good agreement. (orig.)

  8. Maximum Likelihood Estimation and Inference With Examples in R, SAS and ADMB

    CERN Document Server

    Millar, Russell B

    2011-01-01

    This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statis

  9. Detecting the contagion effect in mass killings; a constructive example of the statistical advantages of unbinned likelihood methods.

    Science.gov (United States)

    Towers, Sherry; Mubayi, Anuj; Castillo-Chavez, Carlos

    2018-01-01

    When attempting to statistically distinguish between a null and an alternative hypothesis, many researchers in the life and social sciences turn to binned statistical analysis methods, or methods that are simply based on the moments of a distribution (such as the mean, and variance). These methods have the advantage of simplicity of implementation, and simplicity of explanation. However, when null and alternative hypotheses manifest themselves in subtle differences in patterns in the data, binned analysis methods may be insensitive to these differences, and researchers may erroneously fail to reject the null hypothesis when in fact more sensitive statistical analysis methods might produce a different result when the null hypothesis is actually false. Here, with a focus on two recent conflicting studies of contagion in mass killings as instructive examples, we discuss how the use of unbinned likelihood methods makes optimal use of the information in the data; a fact that has been long known in statistical theory, but perhaps is not as widely appreciated amongst general researchers in the life and social sciences. In 2015, Towers et al published a paper that quantified the long-suspected contagion effect in mass killings. However, in 2017, Lankford & Tomek subsequently published a paper, based upon the same data, that claimed to contradict the results of the earlier study. The former used unbinned likelihood methods, and the latter used binned methods, and comparison of distribution moments. Using these analyses, we also discuss how visualization of the data can aid in determination of the most appropriate statistical analysis methods to distinguish between a null and alternate hypothesis. We also discuss the importance of assessment of the robustness of analysis results to methodological assumptions made (for example, arbitrary choices of number of bins and bin widths when using binned methods); an issue that is widely overlooked in the literature, but is critical

  10. Factors Associated With the Likelihood of Hospitalization Following Emergency Department Visits for Behavioral Health Conditions.

    Science.gov (United States)

    Hamilton, Jane E; Desai, Pratikkumar V; Hoot, Nathan R; Gearing, Robin E; Jeong, Shin; Meyer, Thomas D; Soares, Jair C; Begley, Charles E

    2016-11-01

    Behavioral health-related emergency department (ED) visits have been linked with ED overcrowding, an increased demand on limited resources, and a longer length of stay (LOS) due in part to patients being admitted to the hospital but waiting for an inpatient bed. This study examines factors associated with the likelihood of hospital admission for ED patients with behavioral health conditions at 16 hospital-based EDs in a large urban area in the southern United States. Using Andersen's Behavioral Model of Health Service Use for guidance, the study examined the relationship between predisposing (characteristics of the individual, i.e., age, sex, race/ethnicity), enabling (system or structural factors affecting healthcare access), and need (clinical) factors and the likelihood of hospitalization following ED visits for behavioral health conditions (n = 28,716 ED visits). In the adjusted analysis, a logistic fixed-effects model with blockwise entry was used to estimate the relative importance of predisposing, enabling, and need variables added separately as blocks while controlling for variation in unobserved hospital-specific practices across hospitals and time in years. Significant predisposing factors associated with an increased likelihood of hospitalization following an ED visit included increasing age, while African American race was associated with a lower likelihood of hospitalization. Among enabling factors, arrival by emergency transport and a longer ED LOS were associated with a greater likelihood of hospitalization while being uninsured and the availability of community-based behavioral health services within 5 miles of the ED were associated with lower odds. Among need factors, having a discharge diagnosis of schizophrenia/psychotic spectrum disorder, an affective disorder, a personality disorder, dementia, or an impulse control disorder as well as secondary diagnoses of suicidal ideation and/or suicidal behavior increased the likelihood of hospitalization

  11. Computation of the Likelihood in Biallelic Diffusion Models Using Orthogonal Polynomials

    Directory of Open Access Journals (Sweden)

    Claus Vogl

    2014-11-01

    Full Text Available In population genetics, parameters describing forces such as mutation, migration and drift are generally inferred from molecular data. Lately, approximate methods based on simulations and summary statistics have been widely applied for such inference, even though these methods waste information. In contrast, probabilistic methods of inference can be shown to be optimal, if their assumptions are met. In genomic regions where recombination rates are high relative to mutation rates, polymorphic nucleotide sites can be assumed to evolve independently from each other. The distribution of allele frequencies at a large number of such sites has been called “allele-frequency spectrum” or “site-frequency spectrum” (SFS. Conditional on the allelic proportions, the likelihoods of such data can be modeled as binomial. A simple model representing the evolution of allelic proportions is the biallelic mutation-drift or mutation-directional selection-drift diffusion model. With series of orthogonal polynomials, specifically Jacobi and Gegenbauer polynomials, or the related spheroidal wave function, the diffusion equations can be solved efficiently. In the neutral case, the product of the binomial likelihoods with the sum of such polynomials leads to finite series of polynomials, i.e., relatively simple equations, from which the exact likelihoods can be calculated. In this article, the use of orthogonal polynomials for inferring population genetic parameters is investigated.

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

    Science.gov (United States)

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

    1978-01-01

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

  13. pplacer: linear time maximum-likelihood and Bayesian phylogenetic placement of sequences onto a fixed reference tree

    Directory of Open Access Journals (Sweden)

    Kodner Robin B

    2010-10-01

    Full Text Available Abstract Background Likelihood-based phylogenetic inference is generally considered to be the most reliable classification method for unknown sequences. However, traditional likelihood-based phylogenetic methods cannot be applied to large volumes of short reads from next-generation sequencing due to computational complexity issues and lack of phylogenetic signal. "Phylogenetic placement," where a reference tree is fixed and the unknown query sequences are placed onto the tree via a reference alignment, is a way to bring the inferential power offered by likelihood-based approaches to large data sets. Results This paper introduces pplacer, a software package for phylogenetic placement and subsequent visualization. The algorithm can place twenty thousand short reads on a reference tree of one thousand taxa per hour per processor, has essentially linear time and memory complexity in the number of reference taxa, and is easy to run in parallel. Pplacer features calculation of the posterior probability of a placement on an edge, which is a statistically rigorous way of quantifying uncertainty on an edge-by-edge basis. It also can inform the user of the positional uncertainty for query sequences by calculating expected distance between placement locations, which is crucial in the estimation of uncertainty with a well-sampled reference tree. The software provides visualizations using branch thickness and color to represent number of placements and their uncertainty. A simulation study using reads generated from 631 COG alignments shows a high level of accuracy for phylogenetic placement over a wide range of alignment diversity, and the power of edge uncertainty estimates to measure placement confidence. Conclusions Pplacer enables efficient phylogenetic placement and subsequent visualization, making likelihood-based phylogenetics methodology practical for large collections of reads; it is freely available as source code, binaries, and a web service.

  14. Outlier identification procedures for contingency tables using maximum likelihood and $L_1$ estimates

    NARCIS (Netherlands)

    Kuhnt, S.

    2004-01-01

    Observed cell counts in contingency tables are perceived as outliers if they have low probability under an anticipated loglinear Poisson model. New procedures for the identification of such outliers are derived using the classical maximum likelihood estimator and an estimator based on the L1 norm.

  15. On the likelihood function of Gaussian max-stable processes

    KAUST Repository

    Genton, M. G.; Ma, Y.; Sang, H.

    2011-01-01

    We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

  16. On the likelihood function of Gaussian max-stable processes

    KAUST Repository

    Genton, M. G.

    2011-05-24

    We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

  17. Sampling variability in forensic likelihood-ratio computation: A simulation study

    NARCIS (Netherlands)

    Ali, Tauseef; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.; Meuwly, Didier

    2015-01-01

    Recently, in the forensic biometric community, there is a growing interest to compute a metric called “likelihood- ratio‿ when a pair of biometric specimens is compared using a biometric recognition system. Generally, a biomet- ric recognition system outputs a score and therefore a likelihood-ratio

  18. Maximum likelihood estimation of finite mixture model for economic data

    Science.gov (United States)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-06-01

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

  19. LASER: A Maximum Likelihood Toolkit for Detecting Temporal Shifts in Diversification Rates From Molecular Phylogenies

    Directory of Open Access Journals (Sweden)

    Daniel L. Rabosky

    2006-01-01

    Full Text Available Rates of species origination and extinction can vary over time during evolutionary radiations, and it is possible to reconstruct the history of diversification using molecular phylogenies of extant taxa only. Maximum likelihood methods provide a useful framework for inferring temporal variation in diversification rates. LASER is a package for the R programming environment that implements maximum likelihood methods based on the birth-death process to test whether diversification rates have changed over time. LASER contrasts the likelihood of phylogenetic data under models where diversification rates have changed over time to alternative models where rates have remained constant over time. Major strengths of the package include the ability to detect temporal increases in diversification rates and the inference of diversification parameters under multiple rate-variable models of diversification. The program and associated documentation are freely available from the R package archive at http://cran.r-project.org.

  20. Similar tests and the standardized log likelihood ratio statistic

    DEFF Research Database (Denmark)

    Jensen, Jens Ledet

    1986-01-01

    When testing an affine hypothesis in an exponential family the 'ideal' procedure is to calculate the exact similar test, or an approximation to this, based on the conditional distribution given the minimal sufficient statistic under the null hypothesis. By contrast to this there is a 'primitive......' approach in which the marginal distribution of a test statistic considered and any nuisance parameter appearing in the test statistic is replaced by an estimate. We show here that when using standardized likelihood ratio statistics the 'primitive' procedure is in fact an 'ideal' procedure to order O(n -3...

  1. PIRPLE: a penalized-likelihood framework for incorporation of prior images in CT reconstruction

    International Nuclear Information System (INIS)

    Stayman, J Webster; Dang, Hao; Ding, Yifu; Siewerdsen, Jeffrey H

    2013-01-01

    Over the course of diagnosis and treatment, it is common for a number of imaging studies to be acquired. Such imaging sequences can provide substantial patient-specific prior knowledge about the anatomy that can be incorporated into a prior-image-based tomographic reconstruction for improved image quality and better dose utilization. We present a general methodology using a model-based reconstruction approach including formulations of the measurement noise that also integrates prior images. This penalized-likelihood technique adopts a sparsity enforcing penalty that incorporates prior information yet allows for change between the current reconstruction and the prior image. Moreover, since prior images are generally not registered with the current image volume, we present a modified model-based approach that seeks a joint registration of the prior image in addition to the reconstruction of projection data. We demonstrate that the combined prior-image- and model-based technique outperforms methods that ignore the prior data or lack a noise model. Moreover, we demonstrate the importance of registration for prior-image-based reconstruction methods and show that the prior-image-registered penalized-likelihood estimation (PIRPLE) approach can maintain a high level of image quality in the presence of noisy and undersampled projection data. (paper)

  2. Assessing Compatibility of Direct Detection Data: Halo-Independent Global Likelihood Analyses

    CERN Document Server

    Gelmini, Graciela B.

    2016-10-18

    We present two different halo-independent methods utilizing a global maximum likelihood that can assess the compatibility of dark matter direct detection data given a particular dark matter model. The global likelihood we use is comprised of at least one extended likelihood and an arbitrary number of Poisson or Gaussian likelihoods. In the first method we find the global best fit halo function and construct a two sided pointwise confidence band, which can then be compared with those derived from the extended likelihood alone to assess the joint compatibility of the data. In the second method we define a "constrained parameter goodness-of-fit" test statistic, whose $p$-value we then use to define a "plausibility region" (e.g. where $p \\geq 10\\%$). For any halo function not entirely contained within the plausibility region, the level of compatibility of the data is very low (e.g. $p < 10 \\%$). As an example we apply these methods to CDMS-II-Si and SuperCDMS data, assuming dark matter particles with elastic s...

  3. A short proof that phylogenetic tree reconstruction by maximum likelihood is hard.

    Science.gov (United States)

    Roch, Sebastien

    2006-01-01

    Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.

  4. A Short Proof that Phylogenetic Tree Reconstruction by Maximum Likelihood is Hard

    OpenAIRE

    Roch, S.

    2005-01-01

    Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.

  5. Applying the elaboration likelihood model of persuasion to a videotape-based eating disorders primary prevention program for adolescent girls.

    Science.gov (United States)

    Withers, Giselle F; Wertheim, Eleanor H

    2004-01-01

    This study applied principles from the Elaboration Likelihood Model of Persuasion to the prevention of disordered eating. Early adolescent girls watched either a preventive videotape only (n=114) or video plus post-video activity (verbal discussion, written exercises, or control discussion) (n=187); or had no intervention (n=104). Significantly more body image and knowledge improvements occurred at post video and follow-up in the intervention groups compared to no intervention. There were no outcome differences among intervention groups, or between girls with high or low elaboration likelihood. Further research is needed in integrating the videotape into a broader prevention package.

  6. Applying exclusion likelihoods from LHC searches to extended Higgs sectors

    International Nuclear Information System (INIS)

    Bechtle, Philip; Heinemeyer, Sven; Staal, Oscar; Stefaniak, Tim; Weiglein, Georg

    2015-01-01

    LHC searches for non-standard Higgs bosons decaying into tau lepton pairs constitute a sensitive experimental probe for physics beyond the Standard Model (BSM), such as supersymmetry (SUSY). Recently, the limits obtained from these searches have been presented by the CMS collaboration in a nearly model-independent fashion - as a narrow resonance model - based on the full 8 TeV dataset. In addition to publishing a 95 % C.L. exclusion limit, the full likelihood information for the narrowresonance model has been released. This provides valuable information that can be incorporated into global BSM fits. We present a simple algorithm that maps an arbitrary model with multiple neutral Higgs bosons onto the narrow resonance model and derives the corresponding value for the exclusion likelihood from the CMS search. This procedure has been implemented into the public computer code HiggsBounds (version 4.2.0 and higher). We validate our implementation by cross-checking against the official CMS exclusion contours in three Higgs benchmark scenarios in the Minimal Supersymmetric Standard Model (MSSM), and find very good agreement. Going beyond validation, we discuss the combined constraints of the ττ search and the rate measurements of the SM-like Higgs at 125 GeV in a recently proposed MSSM benchmark scenario, where the lightest Higgs boson obtains SM-like couplings independently of the decoupling of the heavier Higgs states. Technical details for how to access the likelihood information within HiggsBounds are given in the appendix. The program is available at http:// higgsbounds.hepforge.org. (orig.)

  7. Simplified likelihood for the re-interpretation of public CMS results

    CERN Document Server

    The CMS Collaboration

    2017-01-01

    In this note, a procedure for the construction of simplified likelihoods for the re-interpretation of the results of CMS searches for new physics is presented. The procedure relies on the use of a reduced set of information on the background models used in these searches which can readily be provided by the CMS collaboration. A toy example is used to demonstrate the procedure and its accuracy in reproducing the full likelihood for setting limits in models for physics beyond the standard model. Finally, two representative searches from the CMS collaboration are used to demonstrate the validity of the simplified likelihood approach under realistic conditions.

  8. Moral Identity Predicts Doping Likelihood via Moral Disengagement and Anticipated Guilt.

    Science.gov (United States)

    Kavussanu, Maria; Ring, Christopher

    2017-08-01

    In this study, we integrated elements of social cognitive theory of moral thought and action and the social cognitive model of moral identity to better understand doping likelihood in athletes. Participants (N = 398) recruited from a variety of team sports completed measures of moral identity, moral disengagement, anticipated guilt, and doping likelihood. Moral identity predicted doping likelihood indirectly via moral disengagement and anticipated guilt. Anticipated guilt about potential doping mediated the relationship between moral disengagement and doping likelihood. Our findings provide novel evidence to suggest that athletes, who feel that being a moral person is central to their self-concept, are less likely to use banned substances due to their lower tendency to morally disengage and the more intense feelings of guilt they expect to experience for using banned substances.

  9. Parameter-free bearing fault detection based on maximum likelihood estimation and differentiation

    International Nuclear Information System (INIS)

    Bozchalooi, I Soltani; Liang, Ming

    2009-01-01

    Bearing faults can lead to malfunction and ultimately complete stall of many machines. The conventional high-frequency resonance (HFR) method has been commonly used for bearing fault detection. However, it is often very difficult to obtain and calibrate bandpass filter parameters, i.e. the center frequency and bandwidth, the key to the success of the HFR method. This inevitably undermines the usefulness of the conventional HFR technique. To avoid such difficulties, we propose parameter-free, versatile yet straightforward techniques to detect bearing faults. We focus on two types of measured signals frequently encountered in practice: (1) a mixture of impulsive faulty bearing vibrations and intrinsic background noise and (2) impulsive faulty bearing vibrations blended with intrinsic background noise and vibration interferences. To design a proper signal processing technique for each case, we analyze the effects of intrinsic background noise and vibration interferences on amplitude demodulation. For the first case, a maximum likelihood-based fault detection method is proposed to accommodate the Rician distribution of the amplitude-demodulated signal mixture. For the second case, we first illustrate that the high-amplitude low-frequency vibration interferences can make the amplitude demodulation ineffective. Then we propose a differentiation method to enhance the fault detectability. It is shown that the iterative application of a differentiation step can boost the relative strength of the impulsive faulty bearing signal component with respect to the vibration interferences. This preserves the effectiveness of amplitude demodulation and hence leads to more accurate fault detection. The proposed approaches are evaluated on simulated signals and experimental data acquired from faulty bearings

  10. Predictors of Self-Reported Likelihood of Working with Older Adults

    Science.gov (United States)

    Eshbaugh, Elaine M.; Gross, Patricia E.; Satrom, Tatum

    2010-01-01

    This study examined the self-reported likelihood of working with older adults in a future career among 237 college undergraduates at a midsized Midwestern university. Although aging anxiety was not significantly related to likelihood of working with older adults, those students who had a greater level of death anxiety were less likely than other…

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

    Science.gov (United States)

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

    1976-01-01

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

  12. Supplementary Material for: High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes

    KAUST Repository

    Castruccio, Stefano; Huser, Raphaë l; Genton, Marc G.

    2016-01-01

    In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of points is a very challenging problem and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

  13. Exclusion probabilities and likelihood ratios with applications to mixtures.

    Science.gov (United States)

    Slooten, Klaas-Jan; Egeland, Thore

    2016-01-01

    The statistical evidence obtained from mixed DNA profiles can be summarised in several ways in forensic casework including the likelihood ratio (LR) and the Random Man Not Excluded (RMNE) probability. The literature has seen a discussion of the advantages and disadvantages of likelihood ratios and exclusion probabilities, and part of our aim is to bring some clarification to this debate. In a previous paper, we proved that there is a general mathematical relationship between these statistics: RMNE can be expressed as a certain average of the LR, implying that the expected value of the LR, when applied to an actual contributor to the mixture, is at least equal to the inverse of the RMNE. While the mentioned paper presented applications for kinship problems, the current paper demonstrates the relevance for mixture cases, and for this purpose, we prove some new general properties. We also demonstrate how to use the distribution of the likelihood ratio for donors of a mixture, to obtain estimates for exceedance probabilities of the LR for non-donors, of which the RMNE is a special case corresponding to L R>0. In order to derive these results, we need to view the likelihood ratio as a random variable. In this paper, we describe how such a randomization can be achieved. The RMNE is usually invoked only for mixtures without dropout. In mixtures, artefacts like dropout and drop-in are commonly encountered and we address this situation too, illustrating our results with a basic but widely implemented model, a so-called binary model. The precise definitions, modelling and interpretation of the required concepts of dropout and drop-in are not entirely obvious, and we attempt to clarify them here in a general likelihood framework for a binary model.

  14. [Effects of attitude formation, persuasive message, and source expertise on attitude change: an examination based on the Elaboration Likelihood Model and the Attitude Formation Theory].

    Science.gov (United States)

    Nakamura, M; Saito, K; Wakabayashi, M

    1990-04-01

    The purpose of this study was to investigate how attitude change is generated by the recipient's degree of attitude formation, evaluative-emotional elements contained in the persuasive messages, and source expertise as a peripheral cue in the persuasion context. Hypotheses based on the Attitude Formation Theory of Mizuhara (1982) and the Elaboration Likelihood Model of Petty and Cacioppo (1981, 1986) were examined. Eighty undergraduate students served as subjects in the experiment, the first stage of which involving manipulating the degree of attitude formation with respect to nuclear power development. Then, the experimenter presented persuasive messages with varying combinations of evaluative-emotional elements from a source with either high or low expertise on the subject. Results revealed a significant interaction effect on attitude change among attitude formation, persuasive message and the expertise of the message source. That is, high attitude formation subjects resisted evaluative-emotional persuasion from the high expertise source while low attitude formation subjects changed their attitude when exposed to the same persuasive message from a low expertise source. Results exceeded initial predictions based on the Attitude Formation Theory and the Elaboration Likelihood Model.

  15. Planck 2015 results. XI. CMB power spectra, likelihoods, and robustness of parameters

    CERN Document Server

    Aghanim, N.; Ashdown, M.; Aumont, J.; Baccigalupi, C.; Banday, A.J.; Barreiro, R.B.; Bartlett, J.G.; Bartolo, N.; Battaner, E.; Benabed, K.; Benoit, A.; Benoit-Levy, A.; Bernard, J.P.; Bersanelli, M.; Bielewicz, P.; Bock, J.J.; Bonaldi, A.; Bonavera, L.; Bond, J.R.; Borrill, J.; Bouchet, F.R.; Boulanger, F.; Bucher, M.; Burigana, C.; Butler, R.C.; Calabrese, E.; Cardoso, J.F.; Catalano, A.; Challinor, A.; Chiang, H.C.; Christensen, P.R.; Clements, D.L.; Colombo, L.P.L.; Combet, C.; Coulais, A.; Crill, B.P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R.D.; Davis, R.J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Desert, F.X.; Di Valentino, E.; Dickinson, C.; Diego, J.M.; Dolag, K.; Dole, H.; Donzelli, S.; Dore, O.; Douspis, M.; Ducout, A.; Dunkley, J.; Dupac, X.; Efstathiou, G.; Elsner, F.; Ensslin, T.A.; Eriksen, H.K.; Fergusson, J.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A.A.; Franceschi, E.; Frejsel, A.; Galeotta, S.; Galli, S.; Ganga, K.; Gauthier, C.; Gerbino, M.; Giard, M.; Gjerlow, E.; Gonzalez-Nuevo, J.; Gorski, K.M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J.E.; Hamann, J.; Hansen, F.K.; Harrison, D.L.; Helou, G.; Henrot-Versille, S.; Hernandez-Monteagudo, C.; Herranz, D.; Hildebrandt, S.R.; Hivon, E.; Holmes, W.A.; Hornstrup, A.; Huffenberger, K.M.; Hurier, G.; Jaffe, A.H.; Jones, W.C.; Juvela, M.; Keihanen, E.; Keskitalo, R.; Kiiveri, K.; Knoche, J.; Knox, L.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lahteenmaki, A.; Lamarre, J.M.; Lasenby, A.; Lattanzi, M.; Lawrence, C.R.; Le Jeune, M.; Leonardi, R.; Lesgourgues, J.; Levrier, F.; Lewis, A.; Liguori, M.; Lilje, P.B.; Lilley, M.; Linden-Vornle, M.; Lindholm, V.; Lopez-Caniego, M.; Macias-Perez, J.F.; Maffei, B.; Maggio, G.; Maino, D.; Mandolesi, N.; Mangilli, A.; Maris, M.; Martin, P.G.; Martinez-Gonzalez, E.; Masi, S.; Matarrese, S.; Meinhold, P.R.; Melchiorri, A.; Migliaccio, M.; Millea, M.; Miville-Deschenes, M.A.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Munshi, D.; Murphy, J.A.; Narimani, A.; Naselsky, P.; Nati, F.; Natoli, P.; Noviello, F.; Novikov, D.; Novikov, I.; Oxborrow, C.A.; Paci, F.; Pagano, L.; Pajot, F.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Pearson, T.J.; Perdereau, O.; Perotto, L.; Pettorino, V.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Ponthieu, N.; Pratt, G.W.; Prunet, S.; Puget, J.L.; Rachen, J.P.; Reinecke, M.; Remazeilles, M.; Renault, C.; Renzi, A.; Ristorcelli, I.; Rocha, G.; Rossetti, M.; Roudier, G.; d'Orfeuil, B.Rouille; Rubino-Martin, J.A.; Rusholme, B.; Salvati, L.; Sandri, M.; Santos, D.; Savelainen, M.; Savini, G.; Scott, D.; Serra, P.; Spencer, L.D.; Spinelli, M.; Stolyarov, V.; Stompor, R.; Sunyaev, R.; Sutton, D.; Suur-Uski, A.S.; Sygnet, J.F.; Tauber, J.A.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Trombetti, T.; Tucci, M.; Tuovinen, J.; Umana, G.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Vielva, P.; Villa, F.; Wade, L.A.; Wandelt, B.D.; Wehus, I.K.; Yvon, D.; Zacchei, A.; Zonca, A.

    2016-01-01

    This paper presents the Planck 2015 likelihoods, statistical descriptions of the 2-point correlation functions of CMB temperature and polarization. They use the hybrid approach employed previously: pixel-based at low multipoles, $\\ell$, and a Gaussian approximation to the distribution of cross-power spectra at higher $\\ell$. The main improvements are the use of more and better processed data and of Planck polarization data, and more detailed foreground and instrumental models. More than doubling the data allows further checks and enhanced immunity to systematics. Progress in foreground modelling enables a larger sky fraction, contributing to enhanced precision. Improvements in processing and instrumental models further reduce uncertainties. Extensive tests establish robustness and accuracy, from temperature, from polarization, and from their combination, and show that the {\\Lambda}CDM model continues to offer a very good fit. We further validate the likelihood against specific extensions to this baseline, suc...

  16. The Neural Bases of Difficult Speech Comprehension and Speech Production: Two Activation Likelihood Estimation (ALE) Meta-Analyses

    Science.gov (United States)

    Adank, Patti

    2012-01-01

    The role of speech production mechanisms in difficult speech comprehension is the subject of on-going debate in speech science. Two Activation Likelihood Estimation (ALE) analyses were conducted on neuroimaging studies investigating difficult speech comprehension or speech production. Meta-analysis 1 included 10 studies contrasting comprehension…

  17. Implementation and assessment of a likelihood ratio approach for the evaluation of LA-ICP-MS evidence in forensic glass analysis.

    Science.gov (United States)

    van Es, Andrew; Wiarda, Wim; Hordijk, Maarten; Alberink, Ivo; Vergeer, Peter

    2017-05-01

    For the comparative analysis of glass fragments, a method using Laser Ablation Inductively Coupled Plasma Mass Spectrometry (LA-ICP-MS) is in use at the NFI, giving measurements of the concentration of 18 elements. An important question is how to evaluate the results as evidence that a glass sample originates from a known glass source or from an arbitrary different glass source. One approach is the use of matching criteria e.g. based on a t-test or overlap of confidence intervals. An important drawback of this method is the fact that the rarity of the glass composition is not taken into account. A similar match can have widely different evidential values. In addition the use of fixed matching criteria can give rise to a "fall off the cliff" effect. Small differences may result in a match or a non-match. In this work a likelihood ratio system is presented, largely based on the two-level model as proposed by Aitken and Lucy [1], and Aitken, Zadora and Lucy [2]. Results show that the output from the two-level model gives good discrimination between same and different source hypotheses, but a post-hoc calibration step is necessary to improve the accuracy of the likelihood ratios. Subsequently, the robustness and performance of the LR system are studied. Results indicate that the output of the LR system is robust to the sample properties of the dataset used for calibration. Furthermore, the empirical upper and lower bound method [3], designed to deal with extrapolation errors in the density models, results in minimum and maximum values of the LR outputted by the system of 3.1×10 -3 and 3.4×10 4 . Calibration of the system, as measured by empirical cross-entropy, shows good behavior over the complete prior range. Rates of misleading evidence are small: for same-source comparisons, 0.3% of LRs support a different-source hypothesis; for different-source comparisons, 0.2% supports a same-source hypothesis. The authors use the LR system in reporting of glass cases to

  18. Comparison of different uncertainty techniques in urban stormwater quantity and quality modelling

    DEFF Research Database (Denmark)

    Dotto, C. B.; Mannina, G.; Kleidorfer, M.

    2012-01-01

    -UA), an approach based on a multi-objective auto-calibration (a multialgorithm, genetically adaptive multiobjective method, AMALGAM) and a Bayesian approach based on a simplified Markov Chain Monte Carlo method (implemented in the software MICA). To allow a meaningful comparison among the different uncertainty...... techniques, common criteria have been set for the likelihood formulation, defining the number of simulations, and the measure of uncertainty bounds. Moreover, all the uncertainty techniques were implemented for the same case study, in which the same stormwater quantity and quality model was used alongside...... the same dataset. The comparison results for a well-posed rainfall/runoff model showed that the four methods provide similar probability distributions of model parameters, and model prediction intervals. For ill-posed water quality model the differences between the results were much wider; and the paper...

  19. Likelihood ratio decisions in memory: three implied regularities.

    Science.gov (United States)

    Glanzer, Murray; Hilford, Andrew; Maloney, Laurence T

    2009-06-01

    We analyze four general signal detection models for recognition memory that differ in their distributional assumptions. Our analyses show that a basic assumption of signal detection theory, the likelihood ratio decision axis, implies three regularities in recognition memory: (1) the mirror effect, (2) the variance effect, and (3) the z-ROC length effect. For each model, we present the equations that produce the three regularities and show, in computed examples, how they do so. We then show that the regularities appear in data from a range of recognition studies. The analyses and data in our study support the following generalization: Individuals make efficient recognition decisions on the basis of likelihood ratios.

  20. CONSTRUCTING A FLEXIBLE LIKELIHOOD FUNCTION FOR SPECTROSCOPIC INFERENCE

    International Nuclear Information System (INIS)

    Czekala, Ian; Andrews, Sean M.; Mandel, Kaisey S.; Green, Gregory M.; Hogg, David W.

    2015-01-01

    We present a modular, extensible likelihood framework for spectroscopic inference based on synthetic model spectra. The subtraction of an imperfect model from a continuously sampled spectrum introduces covariance between adjacent datapoints (pixels) into the residual spectrum. For the high signal-to-noise data with large spectral range that is commonly employed in stellar astrophysics, that covariant structure can lead to dramatically underestimated parameter uncertainties (and, in some cases, biases). We construct a likelihood function that accounts for the structure of the covariance matrix, utilizing the machinery of Gaussian process kernels. This framework specifically addresses the common problem of mismatches in model spectral line strengths (with respect to data) due to intrinsic model imperfections (e.g., in the atomic/molecular databases or opacity prescriptions) by developing a novel local covariance kernel formalism that identifies and self-consistently downweights pathological spectral line “outliers.” By fitting many spectra in a hierarchical manner, these local kernels provide a mechanism to learn about and build data-driven corrections to synthetic spectral libraries. An open-source software implementation of this approach is available at http://iancze.github.io/Starfish, including a sophisticated probabilistic scheme for spectral interpolation when using model libraries that are sparsely sampled in the stellar parameters. We demonstrate some salient features of the framework by fitting the high-resolution V-band spectrum of WASP-14, an F5 dwarf with a transiting exoplanet, and the moderate-resolution K-band spectrum of Gliese 51, an M5 field dwarf

  1. Asymptotic Likelihood Distribution for Correlated & Constrained Systems

    CERN Document Server

    Agarwal, Ujjwal

    2016-01-01

    It describes my work as summer student at CERN. The report discusses the asymptotic distribution of the likelihood ratio for total no. of parameters being h and 2 out of these being are constrained and correlated.

  2. A likelihood-based biostatistical model for analyzing consumer movement in simultaneous choice experiments.

    Science.gov (United States)

    Zeilinger, Adam R; Olson, Dawn M; Andow, David A

    2014-08-01

    Consumer feeding preference among resource choices has critical implications for basic ecological and evolutionary processes, and can be highly relevant to applied problems such as ecological risk assessment and invasion biology. Within consumer choice experiments, also known as feeding preference or cafeteria experiments, measures of relative consumption and measures of consumer movement can provide distinct and complementary insights into the strength, causes, and consequences of preference. Despite the distinct value of inferring preference from measures of consumer movement, rigorous and biologically relevant analytical methods are lacking. We describe a simple, likelihood-based, biostatistical model for analyzing the transient dynamics of consumer movement in a paired-choice experiment. With experimental data consisting of repeated discrete measures of consumer location, the model can be used to estimate constant consumer attraction and leaving rates for two food choices, and differences in choice-specific attraction and leaving rates can be tested using model selection. The model enables calculation of transient and equilibrial probabilities of consumer-resource association, which could be incorporated into larger scale movement models. We explore the effect of experimental design on parameter estimation through stochastic simulation and describe methods to check that data meet model assumptions. Using a dataset of modest sample size, we illustrate the use of the model to draw inferences on consumer preference as well as underlying behavioral mechanisms. Finally, we include a user's guide and computer code scripts in R to facilitate use of the model by other researchers.

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

    Science.gov (United States)

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

    2014-09-01

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

  4. ReplacementMatrix: a web server for maximum-likelihood estimation of amino acid replacement rate matrices.

    Science.gov (United States)

    Dang, Cuong Cao; Lefort, Vincent; Le, Vinh Sy; Le, Quang Si; Gascuel, Olivier

    2011-10-01

    Amino acid replacement rate matrices are an essential basis of protein studies (e.g. in phylogenetics and alignment). A number of general purpose matrices have been proposed (e.g. JTT, WAG, LG) since the seminal work of Margaret Dayhoff and co-workers. However, it has been shown that matrices specific to certain protein groups (e.g. mitochondrial) or life domains (e.g. viruses) differ significantly from general average matrices, and thus perform better when applied to the data to which they are dedicated. This Web server implements the maximum-likelihood estimation procedure that was used to estimate LG, and provides a number of tools and facilities. Users upload a set of multiple protein alignments from their domain of interest and receive the resulting matrix by email, along with statistics and comparisons with other matrices. A non-parametric bootstrap is performed optionally to assess the variability of replacement rate estimates. Maximum-likelihood trees, inferred using the estimated rate matrix, are also computed optionally for each input alignment. Finely tuned procedures and up-to-date ML software (PhyML 3.0, XRATE) are combined to perform all these heavy calculations on our clusters. http://www.atgc-montpellier.fr/ReplacementMatrix/ olivier.gascuel@lirmm.fr Supplementary data are available at http://www.atgc-montpellier.fr/ReplacementMatrix/

  5. A note on estimating errors from the likelihood function

    International Nuclear Information System (INIS)

    Barlow, Roger

    2005-01-01

    The points at which the log likelihood falls by 12 from its maximum value are often used to give the 'errors' on a result, i.e. the 68% central confidence interval. The validity of this is examined for two simple cases: a lifetime measurement and a Poisson measurement. Results are compared with the exact Neyman construction and with the simple Bartlett approximation. It is shown that the accuracy of the log likelihood method is poor, and the Bartlett construction explains why it is flawed

  6. MAXIMUM LIKELIHOOD CLASSIFICATION OF HIGH-RESOLUTION SAR IMAGES IN URBAN AREA

    Directory of Open Access Journals (Sweden)

    M. Soheili Majd

    2012-09-01

    Full Text Available In this work, we propose a state-of-the-art on statistical analysis of polarimetric synthetic aperture radar (SAR data, through the modeling of several indices. We concentrate on eight ground classes which have been carried out from amplitudes, co-polarisation ratio, depolarization ratios, and other polarimetric descriptors. To study their different statistical behaviours, we consider Gauss, log- normal, Beta I, Weibull, Gamma, and Fisher statistical models and estimate their parameters using three methods: method of moments (MoM, maximum-likelihood (ML methodology, and log-cumulants method (MoML. Then, we study the opportunity of introducing this information in an adapted supervised classification scheme based on Maximum–Likelihood and Fisher pdf. Our work relies on an image of a suburban area, acquired by the airborne RAMSES SAR sensor of ONERA. The results prove the potential of such data to discriminate urban surfaces and show the usefulness of adapting any classical classification algorithm however classification maps present a persistant class confusion between flat gravelled or concrete roofs and trees.

  7. Bayesian risk-based decision method for model validation under uncertainty

    International Nuclear Information System (INIS)

    Jiang Xiaomo; Mahadevan, Sankaran

    2007-01-01

    This paper develops a decision-making methodology for computational model validation, considering the risk of using the current model, data support for the current model, and cost of acquiring new information to improve the model. A Bayesian decision theory-based method is developed for this purpose, using a likelihood ratio as the validation metric for model assessment. An expected risk or cost function is defined as a function of the decision costs, and the likelihood and prior of each hypothesis. The risk is minimized through correctly assigning experimental data to two decision regions based on the comparison of the likelihood ratio with a decision threshold. A Bayesian validation metric is derived based on the risk minimization criterion. Two types of validation tests are considered: pass/fail tests and system response value measurement tests. The methodology is illustrated for the validation of reliability prediction models in a tension bar and an engine blade subjected to high cycle fatigue. The proposed method can effectively integrate optimal experimental design into model validation to simultaneously reduce the cost and improve the accuracy of reliability model assessment

  8. Adjusted Empirical Likelihood Method in the Presence of Nuisance Parameters with Application to the Sharpe Ratio

    Directory of Open Access Journals (Sweden)

    Yuejiao Fu

    2018-04-01

    Full Text Available The Sharpe ratio is a widely used risk-adjusted performance measurement in economics and finance. Most of the known statistical inferential methods devoted to the Sharpe ratio are based on the assumption that the data are normally distributed. In this article, without making any distributional assumption on the data, we develop the adjusted empirical likelihood method to obtain inference for a parameter of interest in the presence of nuisance parameters. We show that the log adjusted empirical likelihood ratio statistic is asymptotically distributed as the chi-square distribution. The proposed method is applied to obtain inference for the Sharpe ratio. Simulation results illustrate that the proposed method is comparable to Jobson and Korkie’s method (1981 and outperforms the empirical likelihood method when the data are from a symmetric distribution. In addition, when the data are from a skewed distribution, the proposed method significantly outperforms all other existing methods. A real-data example is analyzed to exemplify the application of the proposed method.

  9. Semi-Parametric Maximum Likelihood Method for Interaction in Case-Mother Control-Mother Designs: Package SPmlficmcm

    Directory of Open Access Journals (Sweden)

    Moliere Nguile-Makao

    2015-12-01

    Full Text Available The analysis of interaction effects involving genetic variants and environmental exposures on the risk of adverse obstetric and early-life outcomes is generally performed using standard logistic regression in the case-mother and control-mother design. However such an analysis is inefficient because it does not take into account the natural family-based constraints present in the parent-child relationship. Recently, a new approach based on semi-parametric maximum likelihood estimation was proposed. The advantage of this approach is that it takes into account the parental relationship between the mother and her child in estimation. But a package implementing this method has not been widely available. In this paper, we present SPmlficmcm, an R package implementing this new method and we propose an extension of the method to handle missing offspring genotype data by maximum likelihood estimation. Our choice to treat missing data of the offspring genotype was motivated by the fact that in genetic association studies where the genetic data of mother and child are available, there are usually more missing data on the genotype of the offspring than that of the mother. The package builds a non-linear system from the data and solves and computes the estimates from the gradient and the Hessian matrix of the log profile semi-parametric likelihood function. Finally, we analyze a simulated dataset to show the usefulness of the package.

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

    Directory of Open Access Journals (Sweden)

    Dongming Li

    2017-04-01

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

  11. Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

    Science.gov (United States)

    Xie, Yanmei; Zhang, Biao

    2017-04-20

    Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and

  12. The Likelihood of Parent-Adult Child Coresidence: Effects of Family Structure and Parental Characteristics.

    Science.gov (United States)

    Aquilino, William S.

    1990-01-01

    Estimated influence of child, parent, and family structural characteristics on likelihood of parents having coresident adult child, based on national sample of 4,893 parents. Results indicated most parents maintained own households and most parents and adult children who coresided lived in parents' home. Family structure was found to exert strong…

  13. Transfer Entropy as a Log-Likelihood Ratio

    Science.gov (United States)

    Barnett, Lionel; Bossomaier, Terry

    2012-09-01

    Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

  14. Experimental congruence of interval scale production from paired comparisons and ranking for image evaluation

    Science.gov (United States)

    Handley, John C.; Babcock, Jason S.; Pelz, Jeff B.

    2003-12-01

    Image evaluation tasks are often conducted using paired comparisons or ranking. To elicit interval scales, both methods rely on Thurstone's Law of Comparative Judgment in which objects closer in psychological space are more often confused in preference comparisons by a putative discriminal random process. It is often debated whether paired comparisons and ranking yield the same interval scales. An experiment was conducted to assess scale production using paired comparisons and ranking. For this experiment a Pioneer Plasma Display and Apple Cinema Display were used for stimulus presentation. Observers performed rank order and paired comparisons tasks on both displays. For each of five scenes, six images were created by manipulating attributes such as lightness, chroma, and hue using six different settings. The intention was to simulate the variability from a set of digital cameras or scanners. Nineteen subjects, (5 females, 14 males) ranging from 19-51 years of age participated in this experiment. Using a paired comparison model and a ranking model, scales were estimated for each display and image combination yielding ten scale pairs, ostensibly measuring the same psychological scale. The Bradley-Terry model was used for the paired comparisons data and the Bradley-Terry-Mallows model was used for the ranking data. Each model was fit using maximum likelihood estimation and assessed using likelihood ratio tests. Approximate 95% confidence intervals were also constructed using likelihood ratios. Model fits for paired comparisons were satisfactory for all scales except those from two image/display pairs; the ranking model fit uniformly well on all data sets. Arguing from overlapping confidence intervals, we conclude that paired comparisons and ranking produce no conflicting decisions regarding ultimate ordering of treatment preferences, but paired comparisons yield greater precision at the expense of lack-of-fit.

  15. Efficient Bit-to-Symbol Likelihood Mappings

    Science.gov (United States)

    Moision, Bruce E.; Nakashima, Michael A.

    2010-01-01

    This innovation is an efficient algorithm designed to perform bit-to-symbol and symbol-to-bit likelihood mappings that represent a significant portion of the complexity of an error-correction code decoder for high-order constellations. Recent implementation of the algorithm in hardware has yielded an 8- percent reduction in overall area relative to the prior design.

  16. 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.

  17. Communicating likelihoods and probabilities in forecasts of volcanic eruptions

    Science.gov (United States)

    Doyle, Emma E. H.; McClure, John; Johnston, David M.; Paton, Douglas

    2014-02-01

    The issuing of forecasts and warnings of natural hazard events, such as volcanic eruptions, earthquake aftershock sequences and extreme weather often involves the use of probabilistic terms, particularly when communicated by scientific advisory groups to key decision-makers, who can differ greatly in relative expertise and function in the decision making process. Recipients may also differ in their perception of relative importance of political and economic influences on interpretation. Consequently, the interpretation of these probabilistic terms can vary greatly due to the framing of the statements, and whether verbal or numerical terms are used. We present a review from the psychology literature on how the framing of information influences communication of these probability terms. It is also unclear as to how people rate their perception of an event's likelihood throughout a time frame when a forecast time window is stated. Previous research has identified that, when presented with a 10-year time window forecast, participants viewed the likelihood of an event occurring ‘today’ as being of less than that in year 10. Here we show that this skew in perception also occurs for short-term time windows (under one week) that are of most relevance for emergency warnings. In addition, unlike the long-time window statements, the use of the phrasing “within the next…” instead of “in the next…” does not mitigate this skew, nor do we observe significant differences between the perceived likelihoods of scientists and non-scientists. This finding suggests that effects occurring due to the shorter time window may be ‘masking’ any differences in perception due to wording or career background observed for long-time window forecasts. These results have implications for scientific advice, warning forecasts, emergency management decision-making, and public information as any skew in perceived event likelihood towards the end of a forecast time window may result in

  18. Pendeteksian Outlier pada Regresi Nonlinier dengan Metode statistik Likelihood Displacement

    Directory of Open Access Journals (Sweden)

    Siti Tabi'atul Hasanah

    2012-11-01

    Full Text Available Outlier is an observation that much different (extreme from the other observational data, or data can be interpreted that do not follow the general pattern of the model. Sometimes outliers provide information that can not be provided by other data. That's why outliers should not just be eliminated. Outliers can also be an influential observation. There are many methods that can be used to detect of outliers. In previous studies done on outlier detection of linear regression. Next will be developed detection of outliers in nonlinear regression. Nonlinear regression here is devoted to multiplicative nonlinear regression. To detect is use of statistical method likelihood displacement. Statistical methods abbreviated likelihood displacement (LD is a method to detect outliers by removing the suspected outlier data. To estimate the parameters are used to the maximum likelihood method, so we get the estimate of the maximum. By using LD method is obtained i.e likelihood displacement is thought to contain outliers. Further accuracy of LD method in detecting the outliers are shown by comparing the MSE of LD with the MSE from the regression in general. Statistic test used is Λ. Initial hypothesis was rejected when proved so is an outlier.

  19. Susceptibility, likelihood to be diagnosed, worry and fear for contracting Lyme disease.

    Science.gov (United States)

    Fogel, Joshua; Chawla, Gurasees S

    Risk perception and psychological concerns are relevant for understanding how people view Lyme disease. This study investigates the four separate outcomes of susceptibility, likelihood to be diagnosed, worry, and fear for contracting Lyme disease. University students (n=713) were surveyed about demographics, perceived health, Lyme disease knowledge, Lyme disease preventive behaviors, Lyme disease history, and Lyme disease miscellaneous variables. We found that women were associated with increased susceptibility and fear. Asian/Asian-American race/ethnicity was associated with increased worry and fear. Perceived good health was associated with increased likelihood to be diagnosed, worry, and fear. Correct knowledge was associated with increased susceptibility and likelihood to be diagnosed. Those who typically spend a lot of time outdoors were associated with increased susceptibility, likelihood to be diagnosed, worry, and fear. In conclusion, healthcare providers and public health campaigns should address susceptibility, likelihood to be diagnosed, worry, and fear about Lyme disease, and should particularly target women and Asians/Asian-Americans to address any possible misconceptions and/or offer effective coping strategies. Copyright © 2016 King Saud Bin Abdulaziz University for Health Sciences. Published by Elsevier Ltd. All rights reserved.

  20. The unfolding of NaI(Tl) γ-ray spectrum based on maximum likelihood method

    International Nuclear Information System (INIS)

    Zhang Qingxian; Ge Liangquan; Gu Yi; Zeng Guoqiang; Lin Yanchang; Wang Guangxi

    2011-01-01

    NaI(Tl) detectors, having a good detection efficiency, are used to detect gamma rays in field surveys. But the poor energy resolution hinders their applications, despite the use of traditional methods to resolve the overlapped gamma-ray peaks. In this paper, the maximum likelihood (ML) solution is used to resolve the spectrum. The ML method,which is capable of decomposing the peaks in energy difference of over 2/3 FWHM, is applied to scale NaI(Tl) the spectrometer. The result shows that the net area is in proportion to the content of isotopes and the precision of scaling is better than the stripping ration method. (authors)

  1. Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.

    Science.gov (United States)

    Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L

    2016-08-01

    This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.

  2. Subtracting and Fitting Histograms using Profile Likelihood

    CERN Document Server

    D'Almeida, F M L

    2008-01-01

    It is known that many interesting signals expected at LHC are of unknown shape and strongly contaminated by background events. These signals will be dif cult to detect during the rst years of LHC operation due to the initial low luminosity. In this work, one presents a method of subtracting histograms based on the pro le likelihood function when the background is previously estimated by Monte Carlo events and one has low statistics. Estimators for the signal in each bin of the histogram difference are calculated so as limits for the signals with 68.3% of Con dence Level in a low statistics case when one has a exponential background and a Gaussian signal. The method can also be used to t histograms when the signal shape is known. Our results show a good performance and avoid the problem of negative values when subtracting histograms.

  3. Supervisor Autonomy and Considerate Leadership Style are Associated with Supervisors' Likelihood to Accommodate Back Injured Workers.

    Science.gov (United States)

    McGuire, Connor; Kristman, Vicki L; Shaw, William; Williams-Whitt, Kelly; Reguly, Paula; Soklaridis, Sophie

    2015-09-01

    To determine the association between supervisors' leadership style and autonomy and supervisors' likelihood of supporting job accommodations for back-injured workers. A cross-sectional study of supervisors from Canadian and US employers was conducted using a web-based, self-report questionnaire that included a case vignette of a back-injured worker. Autonomy and two dimensions of leadership style (considerate and initiating structure) were included as exposures. The outcome, supervisors' likeliness to support job accommodation, was measured with the Job Accommodation Scale (JAS). We conducted univariate analyses of all variables and bivariate analyses of the JAS score with each exposure and potential confounding factor. We used multivariable generalized linear models to control for confounding factors. A total of 796 supervisors participated. Considerate leadership style (β = .012; 95% CI .009-.016) and autonomy (β = .066; 95% CI .025-.11) were positively associated with supervisors' likelihood to accommodate after adjusting for appropriate confounding factors. An initiating structure leadership style was not significantly associated with supervisors' likelihood to accommodate (β = .0018; 95% CI -.0026 to .0061) after adjusting for appropriate confounders. Autonomy and a considerate leadership style were positively associated with supervisors' likelihood to accommodate a back-injured worker. Providing supervisors with more autonomy over decisions of accommodation and developing their considerate leadership style may aid in increasing work accommodation for back-injured workers and preventing prolonged work disability.

  4. An efficient implementation of maximum likelihood identification of LTI state-space models by local gradient search

    NARCIS (Netherlands)

    Bergboer, N.H.; Verdult, V.; Verhaegen, M.H.G.

    2002-01-01

    We present a numerically efficient implementation of the nonlinear least squares and maximum likelihood identification of multivariable linear time-invariant (LTI) state-space models. This implementation is based on a local parameterization of the system and a gradient search in the resulting

  5. Likelihood ratio data to report the validation of a forensic fingerprint evaluation method

    Directory of Open Access Journals (Sweden)

    Daniel Ramos

    2017-02-01

    Full Text Available Data to which the authors refer to throughout this article are likelihood ratios (LR computed from the comparison of 5–12 minutiae fingermarks with fingerprints. These LRs data are used for the validation of a likelihood ratio (LR method in forensic evidence evaluation. These data present a necessary asset for conducting validation experiments when validating LR methods used in forensic evidence evaluation and set up validation reports. These data can be also used as a baseline for comparing the fingermark evidence in the same minutiae configuration as presented in (D. Meuwly, D. Ramos, R. Haraksim, [1], although the reader should keep in mind that different feature extraction algorithms and different AFIS systems used may produce different LRs values. Moreover, these data may serve as a reproducibility exercise, in order to train the generation of validation reports of forensic methods, according to [1]. Alongside the data, a justification and motivation for the use of methods is given. These methods calculate LRs from the fingerprint/mark data and are subject to a validation procedure. The choice of using real forensic fingerprint in the validation and simulated data in the development is described and justified. Validation criteria are set for the purpose of validation of the LR methods, which are used to calculate the LR values from the data and the validation report. For privacy and data protection reasons, the original fingerprint/mark images cannot be shared. But these images do not constitute the core data for the validation, contrarily to the LRs that are shared.

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

    Science.gov (United States)

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

    2017-04-01

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

  7. Maximum Likelihood DOA Estimation of Multiple Wideband Sources in the Presence of Nonuniform Sensor Noise

    Directory of Open Access Journals (Sweden)

    K. Yao

    2007-12-01

    Full Text Available We investigate the maximum likelihood (ML direction-of-arrival (DOA estimation of multiple wideband sources in the presence of unknown nonuniform sensor noise. New closed-form expression for the direction estimation Cramér-Rao-Bound (CRB has been derived. The performance of the conventional wideband uniform ML estimator under nonuniform noise has been studied. In order to mitigate the performance degradation caused by the nonuniformity of the noise, a new deterministic wideband nonuniform ML DOA estimator is derived and two associated processing algorithms are proposed. The first algorithm is based on an iterative procedure which stepwise concentrates the log-likelihood function with respect to the DOAs and the noise nuisance parameters, while the second is a noniterative algorithm that maximizes the derived approximately concentrated log-likelihood function. The performance of the proposed algorithms is tested through extensive computer simulations. Simulation results show the stepwise-concentrated ML algorithm (SC-ML requires only a few iterations to converge and both the SC-ML and the approximately-concentrated ML algorithm (AC-ML attain a solution close to the derived CRB at high signal-to-noise ratio.

  8. Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

    Science.gov (United States)

    Zeng, X.

    2015-12-01

    A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

  9. Unbinned likelihood maximisation framework for neutrino clustering in Python

    Energy Technology Data Exchange (ETDEWEB)

    Coenders, Stefan [Technische Universitaet Muenchen, Boltzmannstr. 2, 85748 Garching (Germany)

    2016-07-01

    Albeit having detected an astrophysical neutrino flux with IceCube, sources of astrophysical neutrinos remain hidden up to now. A detection of a neutrino point source is a smoking gun for hadronic processes and acceleration of cosmic rays. The search for neutrino sources has many degrees of freedom, for example steady versus transient, point-like versus extended sources, et cetera. Here, we introduce a Python framework designed for unbinned likelihood maximisations as used in searches for neutrino point sources by IceCube. Implementing source scenarios in a modular way, likelihood searches on various kinds can be implemented in a user-friendly way, without sacrificing speed and memory management.

  10. Dimension-Independent Likelihood-Informed MCMC

    KAUST Repository

    Cui, Tiangang; Law, Kody; Marzouk, Youssef

    2015-01-01

    Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.

  11. Dimension-Independent Likelihood-Informed MCMC

    KAUST Repository

    Cui, Tiangang

    2015-01-07

    Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.

  12. Steady state likelihood ratio sensitivity analysis for stiff kinetic Monte Carlo simulations.

    Science.gov (United States)

    Núñez, M; Vlachos, D G

    2015-01-28

    Kinetic Monte Carlo simulation is an integral tool in the study of complex physical phenomena present in applications ranging from heterogeneous catalysis to biological systems to crystal growth and atmospheric sciences. Sensitivity analysis is useful for identifying important parameters and rate-determining steps, but the finite-difference application of sensitivity analysis is computationally demanding. Techniques based on the likelihood ratio method reduce the computational cost of sensitivity analysis by obtaining all gradient information in a single run. However, we show that disparity in time scales of microscopic events, which is ubiquitous in real systems, introduces drastic statistical noise into derivative estimates for parameters affecting the fast events. In this work, the steady-state likelihood ratio sensitivity analysis is extended to singularly perturbed systems by invoking partial equilibration for fast reactions, that is, by working on the fast and slow manifolds of the chemistry. Derivatives on each time scale are computed independently and combined to the desired sensitivity coefficients to considerably reduce the noise in derivative estimates for stiff systems. The approach is demonstrated in an analytically solvable linear system.

  13. Marginal likelihood estimation of negative binomial parameters with applications to RNA-seq data.

    Science.gov (United States)

    León-Novelo, Luis; Fuentes, Claudio; Emerson, Sarah

    2017-10-01

    RNA-Seq data characteristically exhibits large variances, which need to be appropriately accounted for in any proposed model. We first explore the effects of this variability on the maximum likelihood estimator (MLE) of the dispersion parameter of the negative binomial distribution, and propose instead to use an estimator obtained via maximization of the marginal likelihood in a conjugate Bayesian framework. We show, via simulation studies, that the marginal MLE can better control this variation and produce a more stable and reliable estimator. We then formulate a conjugate Bayesian hierarchical model, and use this new estimator to propose a Bayesian hypothesis test to detect differentially expressed genes in RNA-Seq data. We use numerical studies to show that our much simpler approach is competitive with other negative binomial based procedures, and we use a real data set to illustrate the implementation and flexibility of the procedure. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  14. Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis

    DEFF Research Database (Denmark)

    Jansson, Michael; Nielsen, Morten Ørregaard

    Seemingly absent from the arsenal of currently available "nearly efficient" testing procedures for the unit root hypothesis, i.e. tests whose local asymptotic power functions are indistinguishable from the Gaussian power envelope, is a test admitting a (quasi-)likelihood ratio interpretation. We...... show that the likelihood ratio unit root test derived in a Gaussian AR(1) model with standard normal innovations is nearly efficient in that model. Moreover, these desirable properties carry over to more complicated models allowing for serially correlated and/or non-Gaussian innovations....

  15. A Predictive Likelihood Approach to Bayesian Averaging

    Directory of Open Access Journals (Sweden)

    Tomáš Jeřábek

    2015-01-01

    Full Text Available Multivariate time series forecasting is applied in a wide range of economic activities related to regional competitiveness and is the basis of almost all macroeconomic analysis. In this paper we combine multivariate density forecasts of GDP growth, inflation and real interest rates from four various models, two type of Bayesian vector autoregression (BVAR models, a New Keynesian dynamic stochastic general equilibrium (DSGE model of small open economy and DSGE-VAR model. The performance of models is identified using historical dates including domestic economy and foreign economy, which is represented by countries of the Eurozone. Because forecast accuracy of observed models are different, the weighting scheme based on the predictive likelihood, the trace of past MSE matrix, model ranks are used to combine the models. The equal-weight scheme is used as a simple combination scheme. The results show that optimally combined densities are comparable to the best individual models.

  16. Likelihood Analysis of Supersymmetric SU(5) GUTs

    CERN Document Server

    Bagnaschi, E.

    2017-01-01

    We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has 7 parameters: a universal gaugino mass $m_{1/2}$, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), $m_5$ and $m_{10}$, and for the $\\mathbf{5}$ and $\\mathbf{\\bar 5}$ Higgs representations $m_{H_u}$ and $m_{H_d}$, a universal trilinear soft SUSY-breaking parameter $A_0$, and the ratio of Higgs vevs $\\tan \\beta$. In addition to previous constraints from direct sparticle searches, low-energy and flavour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets + MET events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously-identified mechanisms for bringi...

  17. Efficient simulation and likelihood methods for non-neutral multi-allele models.

    Science.gov (United States)

    Joyce, Paul; Genz, Alan; Buzbas, Erkan Ozge

    2012-06-01

    Throughout the 1980s, Simon Tavaré made numerous significant contributions to population genetics theory. As genetic data, in particular DNA sequence, became more readily available, a need to connect population-genetic models to data became the central issue. The seminal work of Griffiths and Tavaré (1994a , 1994b , 1994c) was among the first to develop a likelihood method to estimate the population-genetic parameters using full DNA sequences. Now, we are in the genomics era where methods need to scale-up to handle massive data sets, and Tavaré has led the way to new approaches. However, performing statistical inference under non-neutral models has proved elusive. In tribute to Simon Tavaré, we present an article in spirit of his work that provides a computationally tractable method for simulating and analyzing data under a class of non-neutral population-genetic models. Computational methods for approximating likelihood functions and generating samples under a class of allele-frequency based non-neutral parent-independent mutation models were proposed by Donnelly, Nordborg, and Joyce (DNJ) (Donnelly et al., 2001). DNJ (2001) simulated samples of allele frequencies from non-neutral models using neutral models as auxiliary distribution in a rejection algorithm. However, patterns of allele frequencies produced by neutral models are dissimilar to patterns of allele frequencies produced by non-neutral models, making the rejection method inefficient. For example, in some cases the methods in DNJ (2001) require 10(9) rejections before a sample from the non-neutral model is accepted. Our method simulates samples directly from the distribution of non-neutral models, making simulation methods a practical tool to study the behavior of the likelihood and to perform inference on the strength of selection.

  18. Should I Text or Call Here? A Situation-Based Analysis of Drivers' Perceived Likelihood of Engaging in Mobile Phone Multitasking.

    Science.gov (United States)

    Oviedo-Trespalacios, Oscar; Haque, Md Mazharul; King, Mark; Washington, Simon

    2018-05-29

    This study investigated how situational characteristics typically encountered in the transport system influence drivers' perceived likelihood of engaging in mobile phone multitasking. The impacts of mobile phone tasks, perceived environmental complexity/risk, and drivers' individual differences were evaluated as relevant individual predictors within the behavioral adaptation framework. An innovative questionnaire, which includes randomized textual and visual scenarios, was administered to collect data from a sample of 447 drivers in South East Queensland-Australia (66% females; n = 296). The likelihood of engaging in a mobile phone task across various scenarios was modeled by a random parameters ordered probit model. Results indicated that drivers who are female, are frequent users of phones for texting/answering calls, have less favorable attitudes towards safety, and are highly disinhibited were more likely to report stronger intentions of engaging in mobile phone multitasking. However, more years with a valid driving license, self-efficacy toward self-regulation in demanding traffic conditions and police enforcement, texting tasks, and demanding traffic conditions were negatively related to self-reported likelihood of mobile phone multitasking. The unobserved heterogeneity warned of riskier groups among female drivers and participants who need a lot of convincing to believe that multitasking while driving is dangerous. This research concludes that behavioral adaptation theory is a robust framework explaining self-regulation of distracted drivers. © 2018 Society for Risk Analysis.

  19. A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood.

    Science.gov (United States)

    Enström, Rickard; Schmaltz, Rodney

    2017-01-01

    From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific 'problem music' like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals' risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety.

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

    Energy Technology Data Exchange (ETDEWEB)

    Gelmini, Graciela B. [Department of Physics and Astronomy, UCLA,475 Portola Plaza, Los Angeles, CA 90095 (United States); Huh, Ji-Haeng [CERN Theory Division,CH-1211, Geneva 23 (Switzerland); Witte, Samuel J. [Department of Physics and Astronomy, UCLA,475 Portola Plaza, Los Angeles, CA 90095 (United States)

    2016-10-18

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

  1. Penalized likelihood and multi-objective spatial scans for the detection and inference of irregular clusters

    Directory of Open Access Journals (Sweden)

    Fonseca Carlos M

    2010-10-01

    Full Text Available Abstract Background Irregularly shaped spatial clusters are difficult to delineate. A cluster found by an algorithm often spreads through large portions of the map, impacting its geographical meaning. Penalized likelihood methods for Kulldorff's spatial scan statistics have been used to control the excessive freedom of the shape of clusters. Penalty functions based on cluster geometry and non-connectivity have been proposed recently. Another approach involves the use of a multi-objective algorithm to maximize two objectives: the spatial scan statistics and the geometric penalty function. Results & Discussion We present a novel scan statistic algorithm employing a function based on the graph topology to penalize the presence of under-populated disconnection nodes in candidate clusters, the disconnection nodes cohesion function. A disconnection node is defined as a region within a cluster, such that its removal disconnects the cluster. By applying this function, the most geographically meaningful clusters are sifted through the immense set of possible irregularly shaped candidate cluster solutions. To evaluate the statistical significance of solutions for multi-objective scans, a statistical approach based on the concept of attainment function is used. In this paper we compared different penalized likelihoods employing the geometric and non-connectivity regularity functions and the novel disconnection nodes cohesion function. We also build multi-objective scans using those three functions and compare them with the previous penalized likelihood scans. An application is presented using comprehensive state-wide data for Chagas' disease in puerperal women in Minas Gerais state, Brazil. Conclusions We show that, compared to the other single-objective algorithms, multi-objective scans present better performance, regarding power, sensitivity and positive predicted value. The multi-objective non-connectivity scan is faster and better suited for the

  2. Supervisor Autonomy and Considerate Leadership Style are Associated with Supervisors’ Likelihood to Accommodate Back Injured Workers

    Science.gov (United States)

    McGuire, Connor; Kristman, Vicki L; Williams-Whitt, Kelly; Reguly, Paula; Shaw, William; Soklaridis, Sophie

    2015-01-01

    PURPOSE To determine the association between supervisors’ leadership style and autonomy and supervisors’ likelihood of supporting job accommodations for back-injured workers. METHODS A cross-sectional study of supervisors from Canadian and US employers was conducted using a web-based, self-report questionnaire that included a case vignette of a back-injured worker. Autonomy and two dimensions of leadership style (considerate and initiating structure) were included as exposures. The outcome, supervisors’ likeliness to support job accommodation, was measured with the Job Accommodation Scale. We conducted univariate analyses of all variables and bivariate analyses of the JAS score with each exposure and potential confounding factor. We used multivariable generalized linear models to control for confounding factors. RESULTS A total of 796 supervisors participated. Considerate leadership style (β= .012; 95% CI: .009–.016) and autonomy (β= .066; 95% CI: .025–.11) were positively associated with supervisors’ likelihood to accommodate after adjusting for appropriate confounding factors. An initiating structure leadership style was not significantly associated with supervisors’ likelihood to accommodate (β = .0018; 95% CI: −.0026–.0061) after adjusting for appropriate confounders. CONCLUSIONS Autonomy and a considerate leadership style were positively associated with supervisors’ likelihood to accommodate a back-injured worker. Providing supervisors with more autonomy over decisions of accommodation and developing their considerate leadership style may aid in increasing work accommodation for back-injured workers and preventing prolonged work disability. PMID:25595332

  3. Imagination perspective affects ratings of the likelihood of occurrence of autobiographical memories.

    Science.gov (United States)

    Marsh, Benjamin U; Pezdek, Kathy; Lam, Shirley T

    2014-07-01

    Two experiments tested and confirmed the hypothesis that when the phenomenological characteristics of imagined events are more similar to those of related autobiographical memories, the imagined event is more likely to be considered to have occurred. At Time 1 and 2-weeks later, individuals rated the likelihood of occurrence for 20 life events. In Experiment 1, 1-week after Time 1, individuals imagined 3 childhood events from a first-person or third-person perspective. There was a no-imagination control. An increase in likelihood ratings from Time 1 to Time 2 resulted when imagination was from the third-person but not first-person perspective. In Experiment 2, childhood and recent events were imagined from a third- or first-person perspective. A significant interaction resulted. For childhood events, likelihood change scores were greater for third-person than first-person perspective; for recent adult events, likelihood change scores were greater for first-person than third-person perspective, although this latter trend was not significant. Copyright © 2014 Elsevier B.V. All rights reserved.

  4. Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution

    Directory of Open Access Journals (Sweden)

    Hare Krishna

    2017-01-01

    Full Text Available In this article, we study the geometric distribution under randomly censored data. Maximum likelihood estimators and confidence intervals based on Fisher information matrix are derived for the unknown parameters with randomly censored data. Bayes estimators are also developed using beta priors under generalized entropy and LINEX loss functions. Also, Bayesian credible and highest posterior density (HPD credible intervals are obtained for the parameters. Expected time on test and reliability characteristics are also analyzed in this article. To compare various estimates developed in the article, a Monte Carlo simulation study is carried out. Finally, for illustration purpose, a randomly censored real data set is discussed.

  5. Narrow band interference cancelation in OFDM: Astructured maximum likelihood approach

    KAUST Repository

    Sohail, Muhammad Sadiq

    2012-06-01

    This paper presents a maximum likelihood (ML) approach to mitigate the effect of narrow band interference (NBI) in a zero padded orthogonal frequency division multiplexing (ZP-OFDM) system. The NBI is assumed to be time variant and asynchronous with the frequency grid of the ZP-OFDM system. The proposed structure based technique uses the fact that the NBI signal is sparse as compared to the ZP-OFDM signal in the frequency domain. The structure is also useful in reducing the computational complexity of the proposed method. The paper also presents a data aided approach for improved NBI estimation. The suitability of the proposed method is demonstrated through simulations. © 2012 IEEE.

  6. Tolerance to missing data using a likelihood ratio based classifier for computer-aided classification of breast cancer

    International Nuclear Information System (INIS)

    Bilska-Wolak, Anna O; Floyd, Carey E Jr

    2004-01-01

    While mammography is a highly sensitive method for detecting breast tumours, its ability to differentiate between malignant and benign lesions is low, which may result in as many as 70% of unnecessary biopsies. The purpose of this study was to develop a highly specific computer-aided diagnosis algorithm to improve classification of mammographic masses. A classifier based on the likelihood ratio was developed to accommodate cases with missing data. Data for development included 671 biopsy cases (245 malignant), with biopsy-proved outcome. Sixteen features based on the BI-RADS TM lexicon and patient history had been recorded for the cases, with 1.3 ± 1.1 missing feature values per case. Classifier evaluation methods included receiver operating characteristic and leave-one-out bootstrap sampling. The classifier achieved 32% specificity at 100% sensitivity on the 671 cases with 16 features that had missing values. Utilizing just the seven features present for all cases resulted in decreased performance at 100% sensitivity with average 19% specificity. No cases and no feature data were omitted during classifier development, showing that it is more beneficial to utilize cases with missing values than to discard incomplete cases that cannot be handled by many algorithms. Classification of mammographic masses was commendable at high sensitivity levels, indicating that benign cases could be potentially spared from biopsy

  7. Use of deterministic sampling for exploring likelihoods in linkage analysis for quantitative traits.

    NARCIS (Netherlands)

    Mackinnon, M.J.; Beek, van der S.; Kinghorn, B.P.

    1996-01-01

    Deterministic sampling was used to numerically evaluate the expected log-likelihood surfaces of QTL-marker linkage models in large pedigrees with simple structures. By calculating the expected values of likelihoods, questions of power of experimental designs, bias in parameter estimates, approximate

  8. A Non-standard Empirical Likelihood for Time Series

    DEFF Research Database (Denmark)

    Nordman, Daniel J.; Bunzel, Helle; Lahiri, Soumendra N.

    Standard blockwise empirical likelihood (BEL) for stationary, weakly dependent time series requires specifying a fixed block length as a tuning parameter for setting confidence regions. This aspect can be difficult and impacts coverage accuracy. As an alternative, this paper proposes a new version...... of BEL based on a simple, though non-standard, data-blocking rule which uses a data block of every possible length. Consequently, the method involves no block selection and is also anticipated to exhibit better coverage performance. Its non-standard blocking scheme, however, induces non......-standard asymptotics and requires a significantly different development compared to standard BEL. We establish the large-sample distribution of log-ratio statistics from the new BEL method for calibrating confidence regions for mean or smooth function parameters of time series. This limit law is not the usual chi...

  9. Constructing valid density matrices on an NMR quantum information processor via maximum likelihood estimation

    Energy Technology Data Exchange (ETDEWEB)

    Singh, Harpreet; Arvind; Dorai, Kavita, E-mail: kavita@iisermohali.ac.in

    2016-09-07

    Estimation of quantum states is an important step in any quantum information processing experiment. A naive reconstruction of the density matrix from experimental measurements can often give density matrices which are not positive, and hence not physically acceptable. How do we ensure that at all stages of reconstruction, we keep the density matrix positive? Recently a method has been suggested based on maximum likelihood estimation, wherein the density matrix is guaranteed to be positive definite. We experimentally implement this protocol on an NMR quantum information processor. We discuss several examples and compare with the standard method of state estimation. - Highlights: • State estimation using maximum likelihood method was performed on an NMR quantum information processor. • Physically valid density matrices were obtained every time in contrast to standard quantum state tomography. • Density matrices of several different entangled and separable states were reconstructed for two and three qubits.

  10. Development of likelihood estimation method for criticality accidents of mixed oxide fuel fabrication facilities

    International Nuclear Information System (INIS)

    Tamaki, Hitoshi; Yoshida, Kazuo; Kimoto, Tatsuya; Hamaguchi, Yoshikane

    2010-01-01

    A criticality accident in a MOX fuel fabrication facility may occur depending on several parameters, such as mass inventory and plutonium enrichment. MOX handling units in the facility are designed and operated based on the double contingency principle to prevent criticality accidents. Control failures of at least two parameters are needed for the occurrence of criticality accident. To evaluate the probability of such control failures, the criticality conditions of each parameter for a specific handling unit are necessary for accident scenario analysis to be clarified quantitatively with a criticality analysis computer code. In addition to this issue, a computer-based control system for mass inventory is planned to be installed into MOX handling equipment in a commercial MOX fuel fabrication plant. The reliability analysis is another important issue in evaluating the likelihood of control failure caused by software malfunction. A likelihood estimation method for criticality accident has been developed with these issues been taken into consideration. In this paper, an example of analysis with the proposed method and the applicability of the method are also shown through a trial application to a model MOX fabrication facility. (author)

  11. Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains

    Energy Technology Data Exchange (ETDEWEB)

    Bouland, Adam; Easther, Richard; Rosenfeld, Katherine, E-mail: adam.bouland@aya.yale.edu, E-mail: richard.easther@yale.edu, E-mail: krosenfeld@cfa.harvard.edu [Department of Physics, Yale University, New Haven CT 06520 (United States)

    2011-05-01

    We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user.

  12. Caching and interpolated likelihoods: accelerating cosmological Monte Carlo Markov chains

    International Nuclear Information System (INIS)

    Bouland, Adam; Easther, Richard; Rosenfeld, Katherine

    2011-01-01

    We describe a novel approach to accelerating Monte Carlo Markov Chains. Our focus is cosmological parameter estimation, but the algorithm is applicable to any problem for which the likelihood surface is a smooth function of the free parameters and computationally expensive to evaluate. We generate a high-order interpolating polynomial for the log-likelihood using the first points gathered by the Markov chains as a training set. This polynomial then accurately computes the majority of the likelihoods needed in the latter parts of the chains. We implement a simple version of this algorithm as a patch (InterpMC) to CosmoMC and show that it accelerates parameter estimatation by a factor of between two and four for well-converged chains. The current code is primarily intended as a ''proof of concept'', and we argue that there is considerable room for further performance gains. Unlike other approaches to accelerating parameter fits, we make no use of precomputed training sets or special choices of variables, and InterpMC is almost entirely transparent to the user

  13. A maximum pseudo-likelihood approach for estimating species trees under the coalescent model

    Directory of Open Access Journals (Sweden)

    Edwards Scott V

    2010-10-01

    Full Text Available Abstract Background Several phylogenetic approaches have been developed to estimate species trees from collections of gene trees. However, maximum likelihood approaches for estimating species trees under the coalescent model are limited. Although the likelihood of a species tree under the multispecies coalescent model has already been derived by Rannala and Yang, it can be shown that the maximum likelihood estimate (MLE of the species tree (topology, branch lengths, and population sizes from gene trees under this formula does not exist. In this paper, we develop a pseudo-likelihood function of the species tree to obtain maximum pseudo-likelihood estimates (MPE of species trees, with branch lengths of the species tree in coalescent units. Results We show that the MPE of the species tree is statistically consistent as the number M of genes goes to infinity. In addition, the probability that the MPE of the species tree matches the true species tree converges to 1 at rate O(M -1. The simulation results confirm that the maximum pseudo-likelihood approach is statistically consistent even when the species tree is in the anomaly zone. We applied our method, Maximum Pseudo-likelihood for Estimating Species Trees (MP-EST to a mammal dataset. The four major clades found in the MP-EST tree are consistent with those in the Bayesian concatenation tree. The bootstrap supports for the species tree estimated by the MP-EST method are more reasonable than the posterior probability supports given by the Bayesian concatenation method in reflecting the level of uncertainty in gene trees and controversies over the relationship of four major groups of placental mammals. Conclusions MP-EST can consistently estimate the topology and branch lengths (in coalescent units of the species tree. Although the pseudo-likelihood is derived from coalescent theory, and assumes no gene flow or horizontal gene transfer (HGT, the MP-EST method is robust to a small amount of HGT in the

  14. Likelihood estimators for multivariate extremes

    KAUST Repository

    Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.

    2015-01-01

    The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

  15. Likelihood estimators for multivariate extremes

    KAUST Repository

    Huser, Raphaël

    2015-11-17

    The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

  16. Cases in which ancestral maximum likelihood will be confusingly misleading.

    Science.gov (United States)

    Handelman, Tomer; Chor, Benny

    2017-05-07

    Ancestral maximum likelihood (AML) is a phylogenetic tree reconstruction criteria that "lies between" maximum parsimony (MP) and maximum likelihood (ML). ML has long been known to be statistically consistent. On the other hand, Felsenstein (1978) showed that MP is statistically inconsistent, and even positively misleading: There are cases where the parsimony criteria, applied to data generated according to one tree topology, will be optimized on a different tree topology. The question of weather AML is statistically consistent or not has been open for a long time. Mossel et al. (2009) have shown that AML can "shrink" short tree edges, resulting in a star tree with no internal resolution, which yields a better AML score than the original (resolved) model. This result implies that AML is statistically inconsistent, but not that it is positively misleading, because the star tree is compatible with any other topology. We show that AML is confusingly misleading: For some simple, four taxa (resolved) tree, the ancestral likelihood optimization criteria is maximized on an incorrect (resolved) tree topology, as well as on a star tree (both with specific edge lengths), while the tree with the original, correct topology, has strictly lower ancestral likelihood. Interestingly, the two short edges in the incorrect, resolved tree topology are of length zero, and are not adjacent, so this resolved tree is in fact a simple path. While for MP, the underlying phenomenon can be described as long edge attraction, it turns out that here we have long edge repulsion. Copyright © 2017. Published by Elsevier Ltd.

  17. MADmap: A Massively Parallel Maximum-Likelihood Cosmic Microwave Background Map-Maker

    Energy Technology Data Exchange (ETDEWEB)

    Cantalupo, Christopher; Borrill, Julian; Jaffe, Andrew; Kisner, Theodore; Stompor, Radoslaw

    2009-06-09

    MADmap is a software application used to produce maximum-likelihood images of the sky from time-ordered data which include correlated noise, such as those gathered by Cosmic Microwave Background (CMB) experiments. It works efficiently on platforms ranging from small workstations to the most massively parallel supercomputers. Map-making is a critical step in the analysis of all CMB data sets, and the maximum-likelihood approach is the most accurate and widely applicable algorithm; however, it is a computationally challenging task. This challenge will only increase with the next generation of ground-based, balloon-borne and satellite CMB polarization experiments. The faintness of the B-mode signal that these experiments seek to measure requires them to gather enormous data sets. MADmap is already being run on up to O(1011) time samples, O(108) pixels and O(104) cores, with ongoing work to scale to the next generation of data sets and supercomputers. We describe MADmap's algorithm based around a preconditioned conjugate gradient solver, fast Fourier transforms and sparse matrix operations. We highlight MADmap's ability to address problems typically encountered in the analysis of realistic CMB data sets and describe its application to simulations of the Planck and EBEX experiments. The massively parallel and distributed implementation is detailed and scaling complexities are given for the resources required. MADmap is capable of analysing the largest data sets now being collected on computing resources currently available, and we argue that, given Moore's Law, MADmap will be capable of reducing the most massive projected data sets.

  18. On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

    Science.gov (United States)

    Beauducel, Andre; Herzberg, Philipp Yorck

    2006-01-01

    This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

  19. Modeling phytoplankton community in reservoirs. A comparison between taxonomic and functional groups-based models.

    Science.gov (United States)

    Di Maggio, Jimena; Fernández, Carolina; Parodi, Elisa R; Diaz, M Soledad; Estrada, Vanina

    2016-01-01

    In this paper we address the formulation of two mechanistic water quality models that differ in the way the phytoplankton community is described. We carry out parameter estimation subject to differential-algebraic constraints and validation for each model and comparison between models performance. The first approach aggregates phytoplankton species based on their phylogenetic characteristics (Taxonomic group model) and the second one, on their morpho-functional properties following Reynolds' classification (Functional group model). The latter approach takes into account tolerance and sensitivity to environmental conditions. The constrained parameter estimation problems are formulated within an equation oriented framework, with a maximum likelihood objective function. The study site is Paso de las Piedras Reservoir (Argentina), which supplies water for consumption for 450,000 population. Numerical results show that phytoplankton morpho-functional groups more closely represent each species growth requirements within the group. Each model performance is quantitatively assessed by three diagnostic measures. Parameter estimation results for seasonal dynamics of the phytoplankton community and main biogeochemical variables for a one-year time horizon are presented and compared for both models, showing the functional group model enhanced performance. Finally, we explore increasing nutrient loading scenarios and predict their effect on phytoplankton dynamics throughout a one-year time horizon. Copyright © 2015 Elsevier Ltd. All rights reserved.

  20. Generalized linear models with random effects unified analysis via H-likelihood

    CERN Document Server

    Lee, Youngjo; Pawitan, Yudi

    2006-01-01

    Since their introduction in 1972, generalized linear models (GLMs) have proven useful in the generalization of classical normal models. Presenting methods for fitting GLMs with random effects to data, Generalized Linear Models with Random Effects: Unified Analysis via H-likelihood explores a wide range of applications, including combining information over trials (meta-analysis), analysis of frailty models for survival data, genetic epidemiology, and analysis of spatial and temporal models with correlated errors.Written by pioneering authorities in the field, this reference provides an introduction to various theories and examines likelihood inference and GLMs. The authors show how to extend the class of GLMs while retaining as much simplicity as possible. By maximizing and deriving other quantities from h-likelihood, they also demonstrate how to use a single algorithm for all members of the class, resulting in a faster algorithm as compared to existing alternatives. Complementing theory with examples, many of...

  1. Source and Message Factors in Persuasion: A Reply to Stiff's Critique of the Elaboration Likelihood Model.

    Science.gov (United States)

    Petty, Richard E.; And Others

    1987-01-01

    Answers James Stiff's criticism of the Elaboration Likelihood Model (ELM) of persuasion. Corrects certain misperceptions of the ELM and criticizes Stiff's meta-analysis that compares ELM predictions with those derived from Kahneman's elastic capacity model. Argues that Stiff's presentation of the ELM and the conclusions he draws based on the data…

  2. A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood

    Science.gov (United States)

    Enström, Rickard; Schmaltz, Rodney

    2017-01-01

    From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific ‘problem music’ like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals’ risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety. PMID:28539908

  3. A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood

    Directory of Open Access Journals (Sweden)

    Rickard Enström

    2017-05-01

    Full Text Available From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific ‘problem music’ like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals’ risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety.

  4. Bearing Fault Detection Based on Maximum Likelihood Estimation and Optimized ANN Using the Bees Algorithm

    Directory of Open Access Journals (Sweden)

    Behrooz Attaran

    2015-01-01

    Full Text Available Rotating machinery is the most common machinery in industry. The root of the faults in rotating machinery is often faulty rolling element bearings. This paper presents a technique using optimized artificial neural network by the Bees Algorithm for automated diagnosis of localized faults in rolling element bearings. The inputs of this technique are a number of features (maximum likelihood estimation values, which are derived from the vibration signals of test data. The results shows that the performance of the proposed optimized system is better than most previous studies, even though it uses only two features. Effectiveness of the above method is illustrated using obtained bearing vibration data.

  5. Adaptive Unscented Kalman Filter using Maximum Likelihood Estimation

    DEFF Research Database (Denmark)

    Mahmoudi, Zeinab; Poulsen, Niels Kjølstad; Madsen, Henrik

    2017-01-01

    The purpose of this study is to develop an adaptive unscented Kalman filter (UKF) by tuning the measurement noise covariance. We use the maximum likelihood estimation (MLE) and the covariance matching (CM) method to estimate the noise covariance. The multi-step prediction errors generated...

  6. Neandertal admixture in Eurasia confirmed by maximum-likelihood analysis of three genomes.

    Science.gov (United States)

    Lohse, Konrad; Frantz, Laurent A F

    2014-04-01

    Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4-7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination.

  7. Comparison of estimation methods for fitting weibull distribution to ...

    African Journals Online (AJOL)

    Comparison of estimation methods for fitting weibull distribution to the natural stand of Oluwa Forest Reserve, Ondo State, Nigeria. ... Journal of Research in Forestry, Wildlife and Environment ... The result revealed that maximum likelihood method was more accurate in fitting the Weibull distribution to the natural stand.

  8. Maximum likelihood estimation of the attenuated ultrasound pulse

    DEFF Research Database (Denmark)

    Rasmussen, Klaus Bolding

    1994-01-01

    The attenuated ultrasound pulse is divided into two parts: a stationary basic pulse and a nonstationary attenuation pulse. A standard ARMA model is used for the basic pulse, and a nonstandard ARMA model is derived for the attenuation pulse. The maximum likelihood estimator of the attenuated...

  9. Use of Maximum Likelihood-Mixed Models to select stable reference genes: a case of heat stress response in sheep

    Directory of Open Access Journals (Sweden)

    Salces Judit

    2011-08-01

    Full Text Available Abstract Background Reference genes with stable expression are required to normalize expression differences of target genes in qPCR experiments. Several procedures and companion software have been proposed to find the most stable genes. Model based procedures are attractive because they provide a solid statistical framework. NormFinder, a widely used software, uses a model based method. The pairwise comparison procedure implemented in GeNorm is a simpler procedure but one of the most extensively used. In the present work a statistical approach based in Maximum Likelihood estimation under mixed models was tested and compared with NormFinder and geNorm softwares. Sixteen candidate genes were tested in whole blood samples from control and heat stressed sheep. Results A model including gene and treatment as fixed effects, sample (animal, gene by treatment, gene by sample and treatment by sample interactions as random effects with heteroskedastic residual variance in gene by treatment levels was selected using goodness of fit and predictive ability criteria among a variety of models. Mean Square Error obtained under the selected model was used as indicator of gene expression stability. Genes top and bottom ranked by the three approaches were similar; however, notable differences for the best pair of genes selected for each method and the remaining genes of the rankings were shown. Differences among the expression values of normalized targets for each statistical approach were also found. Conclusions Optimal statistical properties of Maximum Likelihood estimation joined to mixed model flexibility allow for more accurate estimation of expression stability of genes under many different situations. Accurate selection of reference genes has a direct impact over the normalized expression values of a given target gene. This may be critical when the aim of the study is to compare expression rate differences among samples under different environmental

  10. Likelihood ratio meta-analysis: New motivation and approach for an old method.

    Science.gov (United States)

    Dormuth, Colin R; Filion, Kristian B; Platt, Robert W

    2016-03-01

    A 95% confidence interval (CI) in an updated meta-analysis may not have the expected 95% coverage. If a meta-analysis is simply updated with additional data, then the resulting 95% CI will be wrong because it will not have accounted for the fact that the earlier meta-analysis failed or succeeded to exclude the null. This situation can be avoided by using the likelihood ratio (LR) as a measure of evidence that does not depend on type-1 error. We show how an LR-based approach, first advanced by Goodman, can be used in a meta-analysis to pool data from separate studies to quantitatively assess where the total evidence points. The method works by estimating the log-likelihood ratio (LogLR) function from each study. Those functions are then summed to obtain a combined function, which is then used to retrieve the total effect estimate, and a corresponding 'intrinsic' confidence interval. Using as illustrations the CAPRIE trial of clopidogrel versus aspirin in the prevention of ischemic events, and our own meta-analysis of higher potency statins and the risk of acute kidney injury, we show that the LR-based method yields the same point estimate as the traditional analysis, but with an intrinsic confidence interval that is appropriately wider than the traditional 95% CI. The LR-based method can be used to conduct both fixed effect and random effects meta-analyses, it can be applied to old and new meta-analyses alike, and results can be presented in a format that is familiar to a meta-analytic audience. Copyright © 2016 Elsevier Inc. All rights reserved.

  11. Measurement of the Top Quark Mass by Dynamical Likelihood Method using the Lepton + Jets Events with the Collider Detector at Fermilab

    Energy Technology Data Exchange (ETDEWEB)

    Kubo, Taichi [Univ. of Tsukuba (Japan)

    2008-02-01

    We have measured the top quark mass with the dynamical likelihood method. The data corresponding to an integrated luminosity of 1.7fb-1 was collected in proton antiproton collisions at a center of mass energy of 1.96 TeV with the CDF detector at Fermilab Tevatron during the period March 2002-March 2007. We select t$\\bar{t}$ pair production candidates by requiring one high energy lepton and four jets, in which at least one of jets must be tagged as a b-jet. In order to reconstruct the top quark mass, we use the dynamical likelihood method based on maximum likelihood method where a likelihood is defined as the differential cross section multiplied by the transfer function from observed quantities to parton quantities, as a function of the top quark mass and the jet energy scale(JES). With this method, we measure the top quark mass to be 171.6 ± 2.0 (stat.+ JES) ± 1.3(syst.) = 171.6 ± 2.4 GeV/c2.

  12. An Elaboration Likelihood Model Based Longitudinal Analysis of Attitude Change during the Process of IT Acceptance via Education Program

    Science.gov (United States)

    Lee, Woong-Kyu

    2012-01-01

    The principal objective of this study was to gain insight into attitude changes occurring during IT acceptance from the perspective of elaboration likelihood model (ELM). In particular, the primary target of this study was the process of IT acceptance through an education program. Although the Internet and computers are now quite ubiquitous, and…

  13. Maximum Likelihood PSD Estimation for Speech Enhancement in Reverberation and Noise

    DEFF Research Database (Denmark)

    Kuklasinski, Adam; Doclo, Simon; Jensen, Søren Holdt

    2016-01-01

    In this contribution we focus on the problem of power spectral density (PSD) estimation from multiple microphone signals in reverberant and noisy environments. The PSD estimation method proposed in this paper is based on the maximum likelihood (ML) methodology. In particular, we derive a novel ML...... instrumental measures and is shown to be higher than when the competing estimator is used. Moreover, we perform a speech intelligibility test where we demonstrate that both the proposed and the competing PSD estimators lead to similar intelligibility improvements......., it is shown numerically that the mean squared estimation error achieved by the proposed method is near the limit set by the corresponding Cram´er-Rao lower bound. The speech dereverberation performance of a multi-channel Wiener filter (MWF) based on the proposed PSD estimators is measured using several...

  14. Attitude towards, and likelihood of, complaining in the banking ...

    African Journals Online (AJOL)

    aims to determine customers' attitudes towards complaining as well as their likelihood of voicing a .... is particularly powerful and impacts greatly on customer satisfaction and retention. ...... 'Cross-national analysis of hotel customers' attitudes ...

  15. Physical constraints on the likelihood of life on exoplanets

    Science.gov (United States)

    Lingam, Manasvi; Loeb, Abraham

    2018-04-01

    One of the most fundamental questions in exoplanetology is to determine whether a given planet is habitable. We estimate the relative likelihood of a planet's propensity towards habitability by considering key physical characteristics such as the role of temperature on ecological and evolutionary processes, and atmospheric losses via hydrodynamic escape and stellar wind erosion. From our analysis, we demonstrate that Earth-sized exoplanets in the habitable zone around M-dwarfs seemingly display much lower prospects of being habitable relative to Earth, owing to the higher incident ultraviolet fluxes and closer distances to the host star. We illustrate our results by specifically computing the likelihood (of supporting life) for the recently discovered exoplanets, Proxima b and TRAPPIST-1e, which we find to be several orders of magnitude smaller than that of Earth.

  16. Maximal information analysis: I - various Wayne State plots and the most common likelihood principle

    International Nuclear Information System (INIS)

    Bonvicini, G.

    2005-01-01

    Statistical analysis using all moments of the likelihood L(y vertical bar α) (y being the data and α being the fit parameters) is presented. The relevant plots for various data fitting situations are presented. The goodness of fit (GOF) parameter (currently the χ 2 ) is redefined as the isoprobability level in a multidimensional space. Many useful properties of statistical analysis are summarized in a new statistical principle which states that the most common likelihood, and not the tallest, is the best possible likelihood, when comparing experiments or hypotheses

  17. Climate reconstruction analysis using coexistence likelihood estimation (CRACLE): a method for the estimation of climate using vegetation.

    Science.gov (United States)

    Harbert, Robert S; Nixon, Kevin C

    2015-08-01

    • Plant distributions have long been understood to be correlated with the environmental conditions to which species are adapted. Climate is one of the major components driving species distributions. Therefore, it is expected that the plants coexisting in a community are reflective of the local environment, particularly climate.• Presented here is a method for the estimation of climate from local plant species coexistence data. The method, Climate Reconstruction Analysis using Coexistence Likelihood Estimation (CRACLE), is a likelihood-based method that employs specimen collection data at a global scale for the inference of species climate tolerance. CRACLE calculates the maximum joint likelihood of coexistence given individual species climate tolerance characterization to estimate the expected climate.• Plant distribution data for more than 4000 species were used to show that this method accurately infers expected climate profiles for 165 sites with diverse climatic conditions. Estimates differ from the WorldClim global climate model by less than 1.5°C on average for mean annual temperature and less than ∼250 mm for mean annual precipitation. This is a significant improvement upon other plant-based climate-proxy methods.• CRACLE validates long hypothesized interactions between climate and local associations of plant species. Furthermore, CRACLE successfully estimates climate that is consistent with the widely used WorldClim model and therefore may be applied to the quantitative estimation of paleoclimate in future studies. © 2015 Botanical Society of America, Inc.

  18. Price Comparisons on the Internet Based on Computational Intelligence

    Science.gov (United States)

    Kim, Jun Woo; Ha, Sung Ho

    2014-01-01

    Information-intensive Web services such as price comparison sites have recently been gaining popularity. However, most users including novice shoppers have difficulty in browsing such sites because of the massive amount of information gathered and the uncertainty surrounding Web environments. Even conventional price comparison sites face various problems, which suggests the necessity of a new approach to address these problems. Therefore, for this study, an intelligent product search system was developed that enables price comparisons for online shoppers in a more effective manner. In particular, the developed system adopts linguistic price ratings based on fuzzy logic to accommodate user-defined price ranges, and personalizes product recommendations based on linguistic product clusters, which help online shoppers find desired items in a convenient manner. PMID:25268901

  19. On the application of the expected log-likelihood gain to decision making in molecular replacement.

    Science.gov (United States)

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

    2018-04-01

    Molecular-replacement phasing of macromolecular crystal structures is often fast, but if a molecular-replacement solution is not immediately obtained the crystallographer must judge whether to pursue molecular replacement or to attempt experimental phasing as the quickest path to structure solution. The introduction of the expected log-likelihood gain [eLLG; McCoy et al. (2017), Proc. Natl Acad. Sci. USA, 114, 3637-3641] has given the crystallographer a powerful new tool to aid in making this decision. The eLLG is the log-likelihood gain on intensity [LLGI; Read & McCoy (2016), Acta Cryst. D72, 375-387] expected from a correctly placed model. It is calculated as a sum over the reflections of a function dependent on the fraction of the scattering for which the model accounts, the estimated model coordinate error and the measurement errors in the data. It is shown how the eLLG may be used to answer the question `can I solve my structure by molecular replacement?'. However, this is only the most obvious of the applications of the eLLG. It is also discussed how the eLLG may be used to determine the search order and minimal data requirements for obtaining a molecular-replacement solution using a given model, and for decision making in fragment-based molecular replacement, single-atom molecular replacement and likelihood-guided model pruning.

  20. Forensic Automatic Speaker Recognition Based on Likelihood Ratio Using Acoustic-phonetic Features Measured Automatically

    Directory of Open Access Journals (Sweden)

    Huapeng Wang

    2015-01-01

    Full Text Available Forensic speaker recognition is experiencing a remarkable paradigm shift in terms of the evaluation framework and presentation of voice evidence. This paper proposes a new method of forensic automatic speaker recognition using the likelihood ratio framework to quantify the strength of voice evidence. The proposed method uses a reference database to calculate the within- and between-speaker variability. Some acoustic-phonetic features are extracted automatically using the software VoiceSauce. The effectiveness of the approach was tested using two Mandarin databases: A mobile telephone database and a landline database. The experiment's results indicate that these acoustic-phonetic features do have some discriminating potential and are worth trying in discrimination. The automatic acoustic-phonetic features have acceptable discriminative performance and can provide more reliable results in evidence analysis when fused with other kind of voice features.

  1. Greenery in the university environment: Students’ preferences and perceived restoration likelihood

    Science.gov (United States)

    2018-01-01

    A large body of evidence shows that interaction with greenery can be beneficial for human stress reduction, emotional states, and improved cognitive function. It can, therefore, be expected that university students might benefit from greenery in the university environment. Before investing in real-life interventions in a university environment, it is necessary to first explore students’ perceptions of greenery in the university environment. This study examined (1) preference for university indoor and outdoor spaces with and without greenery (2) perceived restoration likelihood of university outdoor spaces with and without greenery and (3) if preference and perceived restoration likelihood ratings were modified by demographic characteristics or connectedness to nature in Dutch university students (N = 722). Digital photographic stimuli represented four university spaces (lecture hall, classroom, study area, university outdoor space). For each of the three indoor spaces there were four or five stimuli conditions: (1) the standard design (2) the standard design with a colorful poster (3) the standard design with a nature poster (4) the standard design with a green wall (5) the standard design with a green wall plus interior plants. The university outdoor space included: (1) the standard design (2) the standard design with seating (3) the standard design with colorful artifacts (4) the standard design with green elements (5) the standard design with extensive greenery. Multi-level analyses showed that students gave higher preference ratings to the indoor spaces with a nature poster, a green wall, or a green wall plus interior plants than to the standard designs and the designs with the colorful posters. Students also rated preference and perceived restoration likelihood of the outdoor spaces that included greenery higher than those without. Preference and perceived restoration likelihood were not modified by demographic characteristics, but students with strong

  2. Greenery in the university environment: Students' preferences and perceived restoration likelihood.

    Directory of Open Access Journals (Sweden)

    Nicole van den Bogerd

    Full Text Available A large body of evidence shows that interaction with greenery can be beneficial for human stress reduction, emotional states, and improved cognitive function. It can, therefore, be expected that university students might benefit from greenery in the university environment. Before investing in real-life interventions in a university environment, it is necessary to first explore students' perceptions of greenery in the university environment. This study examined (1 preference for university indoor and outdoor spaces with and without greenery (2 perceived restoration likelihood of university outdoor spaces with and without greenery and (3 if preference and perceived restoration likelihood ratings were modified by demographic characteristics or connectedness to nature in Dutch university students (N = 722. Digital photographic stimuli represented four university spaces (lecture hall, classroom, study area, university outdoor space. For each of the three indoor spaces there were four or five stimuli conditions: (1 the standard design (2 the standard design with a colorful poster (3 the standard design with a nature poster (4 the standard design with a green wall (5 the standard design with a green wall plus interior plants. The university outdoor space included: (1 the standard design (2 the standard design with seating (3 the standard design with colorful artifacts (4 the standard design with green elements (5 the standard design with extensive greenery. Multi-level analyses showed that students gave higher preference ratings to the indoor spaces with a nature poster, a green wall, or a green wall plus interior plants than to the standard designs and the designs with the colorful posters. Students also rated preference and perceived restoration likelihood of the outdoor spaces that included greenery higher than those without. Preference and perceived restoration likelihood were not modified by demographic characteristics, but students with strong

  3. Greenery in the university environment: Students' preferences and perceived restoration likelihood.

    Science.gov (United States)

    van den Bogerd, Nicole; Dijkstra, S Coosje; Seidell, Jacob C; Maas, Jolanda

    2018-01-01

    A large body of evidence shows that interaction with greenery can be beneficial for human stress reduction, emotional states, and improved cognitive function. It can, therefore, be expected that university students might benefit from greenery in the university environment. Before investing in real-life interventions in a university environment, it is necessary to first explore students' perceptions of greenery in the university environment. This study examined (1) preference for university indoor and outdoor spaces with and without greenery (2) perceived restoration likelihood of university outdoor spaces with and without greenery and (3) if preference and perceived restoration likelihood ratings were modified by demographic characteristics or connectedness to nature in Dutch university students (N = 722). Digital photographic stimuli represented four university spaces (lecture hall, classroom, study area, university outdoor space). For each of the three indoor spaces there were four or five stimuli conditions: (1) the standard design (2) the standard design with a colorful poster (3) the standard design with a nature poster (4) the standard design with a green wall (5) the standard design with a green wall plus interior plants. The university outdoor space included: (1) the standard design (2) the standard design with seating (3) the standard design with colorful artifacts (4) the standard design with green elements (5) the standard design with extensive greenery. Multi-level analyses showed that students gave higher preference ratings to the indoor spaces with a nature poster, a green wall, or a green wall plus interior plants than to the standard designs and the designs with the colorful posters. Students also rated preference and perceived restoration likelihood of the outdoor spaces that included greenery higher than those without. Preference and perceived restoration likelihood were not modified by demographic characteristics, but students with strong

  4. Maximum likelihood pedigree reconstruction using integer linear programming.

    Science.gov (United States)

    Cussens, James; Bartlett, Mark; Jones, Elinor M; Sheehan, Nuala A

    2013-01-01

    Large population biobanks of unrelated individuals have been highly successful in detecting common genetic variants affecting diseases of public health concern. However, they lack the statistical power to detect more modest gene-gene and gene-environment interaction effects or the effects of rare variants for which related individuals are ideally required. In reality, most large population studies will undoubtedly contain sets of undeclared relatives, or pedigrees. Although a crude measure of relatedness might sometimes suffice, having a good estimate of the true pedigree would be much more informative if this could be obtained efficiently. Relatives are more likely to share longer haplotypes around disease susceptibility loci and are hence biologically more informative for rare variants than unrelated cases and controls. Distant relatives are arguably more useful for detecting variants with small effects because they are less likely to share masking environmental effects. Moreover, the identification of relatives enables appropriate adjustments of statistical analyses that typically assume unrelatedness. We propose to exploit an integer linear programming optimisation approach to pedigree learning, which is adapted to find valid pedigrees by imposing appropriate constraints. Our method is not restricted to small pedigrees and is guaranteed to return a maximum likelihood pedigree. With additional constraints, we can also search for multiple high-probability pedigrees and thus account for the inherent uncertainty in any particular pedigree reconstruction. The true pedigree is found very quickly by comparison with other methods when all individuals are observed. Extensions to more complex problems seem feasible. © 2012 Wiley Periodicals, Inc.

  5. Dark Energy Survey Year 1 Results: Multi-Probe Methodology and Simulated Likelihood Analyses

    Energy Technology Data Exchange (ETDEWEB)

    Krause, E.; et al.

    2017-06-28

    We present the methodology for and detail the implementation of the Dark Energy Survey (DES) 3x2pt DES Year 1 (Y1) analysis, which combines configuration-space two-point statistics from three different cosmological probes: cosmic shear, galaxy-galaxy lensing, and galaxy clustering, using data from the first year of DES observations. We have developed two independent modeling pipelines and describe the code validation process. We derive expressions for analytical real-space multi-probe covariances, and describe their validation with numerical simulations. We stress-test the inference pipelines in simulated likelihood analyses that vary 6-7 cosmology parameters plus 20 nuisance parameters and precisely resemble the analysis to be presented in the DES 3x2pt analysis paper, using a variety of simulated input data vectors with varying assumptions. We find that any disagreement between pipelines leads to changes in assigned likelihood $\\Delta \\chi^2 \\le 0.045$ with respect to the statistical error of the DES Y1 data vector. We also find that angular binning and survey mask do not impact our analytic covariance at a significant level. We determine lower bounds on scales used for analysis of galaxy clustering (8 Mpc$~h^{-1}$) and galaxy-galaxy lensing (12 Mpc$~h^{-1}$) such that the impact of modeling uncertainties in the non-linear regime is well below statistical errors, and show that our analysis choices are robust against a variety of systematics. These tests demonstrate that we have a robust analysis pipeline that yields unbiased cosmological parameter inferences for the flagship 3x2pt DES Y1 analysis. We emphasize that the level of independent code development and subsequent code comparison as demonstrated in this paper is necessary to produce credible constraints from increasingly complex multi-probe analyses of current data.

  6. Undernutrition among adults in India: the significance of individual-level and contextual factors impacting on the likelihood of underweight across sub-populations.

    Science.gov (United States)

    Siddiqui, Md Zakaria; Donato, Ronald

    2017-01-01

    To investigate the extent to which individual-level as well as macro-level contextual factors influence the likelihood of underweight across adult sub-populations in India. Population-based cross-sectional survey included in India's National Health Family Survey conducted in 2005-06. We disaggregated into eight sub-populations. Multistage nationally representative household survey covering 99 % of India's population. The survey covered 124 385 females aged 15-49 years and 74 369 males aged 15-54 years. A social gradient in underweight exists in India. Even after allowing for wealth status, differences in the predicted probability of underweight persisted based upon rurality, age/maturity and gender. We found individual-level education lowered the likelihood of underweight for males, but no statistical association for females. Paradoxically, rural young (15-24 years) females from more educated villages had a higher likelihood of underweight relative to those in less educated villages; but for rural mature (>24 years) females the opposite was the case. Christians had a significantly lower likelihood of underweight relative to other socio-religious groups (OR=0·53-0·80). Higher state-level inequality increased the likelihood of underweight across most population groups, while neighbourhood inequality exhibited a similar relationship for the rural young population subgroups only. Individual states/neighbourhoods accounted for 5-9 % of the variation in the prediction of underweight. We found that rural young females represent a particularly highly vulnerable sub-population. Economic growth alone is unlikely to reduce the burden of malnutrition in India; accordingly, policy makers need to address the broader social determinants that contribute to higher underweight prevalence in specific demographic subgroups.

  7. Elevated levels of serum IL-5 are associated with an increased likelihood of major depressive disorder.

    Science.gov (United States)

    Elomaa, Antti-Pekka; Niskanen, Leo; Herzig, Karl-Heinz; Viinamäki, Heimo; Hintikka, Jukka; Koivumaa-Honkanen, Heli; Honkalampi, Kirsi; Valkonen-Korhonen, Minna; Harvima, Ilkka T; Lehto, Soili M

    2012-01-09

    Inflammatory mediators in both the peripheral circulation and central nervous system (CNS) are dysregulated in major depressive disorder (MDD). Nevertheless, relatively little is known about the role of the T-helper (Th)-2 effector cytokines interleukin (IL)-5 and IL-13 in MDD. We examined the serum levels of these cytokines and a Th-1 comparison cytokine, interferon (IFN)-γ, in 116 individuals (MDD, n = 58; controls, n = 58). In our basic multivariate model controlling for the effects of potential confounders on the associations between MDD and the examined cytokines, each 1-unit increase in the serum IL-5 level increased the likelihood of belonging to the MDD group by 76% (OR 1.76, 95% CI 1.03-2.99, p = 0.04; model covariates: age, gender, marital status, daily smoking and alcohol use). The likelihood further increased in models additionally controlling for the effects of the use of antidepressants and NSAIDS, and a diagnosis of asthma. No such associations were detected with regard to IL-13 (OR 1.08, 95% CI 0.96-1.22, p = 0.22) or IFN-γ (OR 1.02, 95% CI 0.99-1.05, p = 0.23). Elevated levels of IL-5, which uses the neural plasticity-related RAS GTPase-extracellular signal-regulated kinase (Ras-ERK) pathway to mediate its actions in the central nervous system (CNS), could be one of the factors underlying the depression-related changes in CNS plasticity.

  8. Elevated levels of serum IL-5 are associated with an increased likelihood of major depressive disorder

    Directory of Open Access Journals (Sweden)

    Elomaa Antti-Pekka

    2012-01-01

    Full Text Available Abstract Background Inflammatory mediators in both the peripheral circulation and central nervous system (CNS are dysregulated in major depressive disorder (MDD. Nevertheless, relatively little is known about the role of the T-helper (Th-2 effector cytokines interleukin (IL-5 and IL-13 in MDD. Methods We examined the serum levels of these cytokines and a Th-1 comparison cytokine, interferon (IFN-γ, in 116 individuals (MDD, n = 58; controls, n = 58. Results In our basic multivariate model controlling for the effects of potential confounders on the associations between MDD and the examined cytokines, each 1-unit increase in the serum IL-5 level increased the likelihood of belonging to the MDD group by 76% (OR 1.76, 95% CI 1.03-2.99, p = 0.04; model covariates: age, gender, marital status, daily smoking and alcohol use. The likelihood further increased in models additionally controlling for the effects of the use of antidepressants and NSAIDS, and a diagnosis of asthma. No such associations were detected with regard to IL-13 (OR 1.08, 95% CI 0.96-1.22, p = 0.22 or IFN-γ (OR 1.02, 95% CI 0.99-1.05, p = 0.23. Conclusions Elevated levels of IL-5, which uses the neural plasticity-related RAS GTPase-extracellular signal-regulated kinase (Ras-ERK pathway to mediate its actions in the central nervous system (CNS, could be one of the factors underlying the depression-related changes in CNS plasticity.

  9. Comparison of statistical sampling methods with ScannerBit, the GAMBIT scanning module

    Energy Technology Data Exchange (ETDEWEB)

    Martinez, Gregory D. [University of California, Physics and Astronomy Department, Los Angeles, CA (United States); McKay, James; Scott, Pat [Imperial College London, Department of Physics, Blackett Laboratory, London (United Kingdom); Farmer, Ben; Conrad, Jan [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Stockholm University, Department of Physics, Stockholm (Sweden); Roebber, Elinore [McGill University, Department of Physics, Montreal, QC (Canada); Putze, Antje [LAPTh, Universite de Savoie, CNRS, Annecy-le-Vieux (France); Collaboration: The GAMBIT Scanner Workgroup

    2017-11-15

    We introduce ScannerBit, the statistics and sampling module of the public, open-source global fitting framework GAMBIT. ScannerBit provides a standardised interface to different sampling algorithms, enabling the use and comparison of multiple computational methods for inferring profile likelihoods, Bayesian posteriors, and other statistical quantities. The current version offers random, grid, raster, nested sampling, differential evolution, Markov Chain Monte Carlo (MCMC) and ensemble Monte Carlo samplers. We also announce the release of a new standalone differential evolution sampler, Diver, and describe its design, usage and interface to ScannerBit. We subject Diver and three other samplers (the nested sampler MultiNest, the MCMC GreAT, and the native ScannerBit implementation of the ensemble Monte Carlo algorithm T-Walk) to a battery of statistical tests. For this we use a realistic physical likelihood function, based on the scalar singlet model of dark matter. We examine the performance of each sampler as a function of its adjustable settings, and the dimensionality of the sampling problem. We evaluate performance on four metrics: optimality of the best fit found, completeness in exploring the best-fit region, number of likelihood evaluations, and total runtime. For Bayesian posterior estimation at high resolution, T-Walk provides the most accurate and timely mapping of the full parameter space. For profile likelihood analysis in less than about ten dimensions, we find that Diver and MultiNest score similarly in terms of best fit and speed, outperforming GreAT and T-Walk; in ten or more dimensions, Diver substantially outperforms the other three samplers on all metrics. (orig.)

  10. A score to estimate the likelihood of detecting advanced colorectal neoplasia at colonoscopy.

    Science.gov (United States)

    Kaminski, Michal F; Polkowski, Marcin; Kraszewska, Ewa; Rupinski, Maciej; Butruk, Eugeniusz; Regula, Jaroslaw

    2014-07-01

    This study aimed to develop and validate a model to estimate the likelihood of detecting advanced colorectal neoplasia in Caucasian patients. We performed a cross-sectional analysis of database records for 40-year-old to 66-year-old patients who entered a national primary colonoscopy-based screening programme for colorectal cancer in 73 centres in Poland in the year 2007. We used multivariate logistic regression to investigate the associations between clinical variables and the presence of advanced neoplasia in a randomly selected test set, and confirmed the associations in a validation set. We used model coefficients to develop a risk score for detection of advanced colorectal neoplasia. Advanced colorectal neoplasia was detected in 2544 of the 35,918 included participants (7.1%). In the test set, a logistic-regression model showed that independent risk factors for advanced colorectal neoplasia were: age, sex, family history of colorectal cancer, cigarette smoking (padvanced neoplasia: 1.00 (95% CI 0.95 to 1.06)) and had moderate discriminatory power (c-statistic 0.62). We developed a score that estimated the likelihood of detecting advanced neoplasia in the validation set, from 1.32% for patients scoring 0, to 19.12% for patients scoring 7-8. Developed and internally validated score consisting of simple clinical factors successfully estimates the likelihood of detecting advanced colorectal neoplasia in asymptomatic Caucasian patients. Once externally validated, it may be useful for counselling or designing primary prevention studies. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://group.bmj.com/group/rights-licensing/permissions.

  11. Mapping grey matter reductions in schizophrenia: an anatomical likelihood estimation analysis of voxel-based morphometry studies.

    Science.gov (United States)

    Fornito, A; Yücel, M; Patti, J; Wood, S J; Pantelis, C

    2009-03-01

    Voxel-based morphometry (VBM) is a popular tool for mapping neuroanatomical changes in schizophrenia patients. Several recent meta-analyses have identified the brain regions in which patients most consistently show grey matter reductions, although they have not examined whether such changes reflect differences in grey matter concentration (GMC) or grey matter volume (GMV). These measures assess different aspects of grey matter integrity, and may therefore reflect different pathological processes. In this study, we used the Anatomical Likelihood Estimation procedure to analyse significant differences reported in 37 VBM studies of schizophrenia patients, incorporating data from 1646 patients and 1690 controls, and compared the findings of studies using either GMC or GMV to index grey matter differences. Analysis of all studies combined indicated that grey matter reductions in a network of frontal, temporal, thalamic and striatal regions are among the most frequently reported in literature. GMC reductions were generally larger and more consistent than GMV reductions, and were more frequent in the insula, medial prefrontal, medial temporal and striatal regions. GMV reductions were more frequent in dorso-medial frontal cortex, and lateral and orbital frontal areas. These findings support the primacy of frontal, limbic, and subcortical dysfunction in the pathophysiology of schizophrenia, and suggest that the grey matter changes observed with MRI may not necessarily result from a unitary pathological process.

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

    Science.gov (United States)

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

    2018-05-01

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

  13. Music genre classification via likelihood fusion from multiple feature models

    Science.gov (United States)

    Shiu, Yu; Kuo, C.-C. J.

    2005-01-01

    Music genre provides an efficient way to index songs in a music database, and can be used as an effective means to retrieval music of a similar type, i.e. content-based music retrieval. A new two-stage scheme for music genre classification is proposed in this work. At the first stage, we examine a couple of different features, construct their corresponding parametric models (e.g. GMM and HMM) and compute their likelihood functions to yield soft classification results. In particular, the timbre, rhythm and temporal variation features are considered. Then, at the second stage, these soft classification results are integrated to result in a hard decision for final music genre classification. Experimental results are given to demonstrate the performance of the proposed scheme.

  14. Superfast maximum-likelihood reconstruction for quantum tomography

    Science.gov (United States)

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

    2017-06-01

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

  15. Generalized Likelihood Uncertainty Estimation (GLUE) Using Multi-Optimization Algorithm as Sampling Method

    Science.gov (United States)

    Wang, Z.

    2015-12-01

    For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.

  16. The skewed weak lensing likelihood: why biases arise, despite data and theory being sound.

    Science.gov (United States)

    Sellentin, Elena; Heymans, Catherine; Harnois-Déraps, Joachim

    2018-04-01

    We derive the essentials of the skewed weak lensing likelihood via a simple Hierarchical Forward Model. Our likelihood passes four objective and cosmology-independent tests which a standard Gaussian likelihood fails. We demonstrate that sound weak lensing data are naturally biased low, since they are drawn from a skewed distribution. This occurs already in the framework of ΛCDM. Mathematically, the biases arise because noisy two-point functions follow skewed distributions. This form of bias is already known from CMB analyses, where the low multipoles have asymmetric error bars. Weak lensing is more strongly affected by this asymmetry as galaxies form a discrete set of shear tracer particles, in contrast to a smooth shear field. We demonstrate that the biases can be up to 30% of the standard deviation per data point, dependent on the properties of the weak lensing survey and the employed filter function. Our likelihood provides a versatile framework with which to address this bias in future weak lensing analyses.

  17. Penalized likelihood fluence optimization with evolutionary components for intensity modulated radiation therapy treatment planning

    International Nuclear Information System (INIS)

    Baydush, Alan H.; Marks, Lawrence B.; Das, Shiva K.

    2004-01-01

    A novel iterative penalized likelihood algorithm with evolutionary components for the optimization of beamlet fluences for intensity modulated radiation therapy (IMRT) is presented. This algorithm is designed to be flexible in terms of the objective function and automatically escalates dose, as long as the objective function increases and all constraints are met. For this study, the objective function employed was the product of target equivalent uniform dose (EUD) and fraction of target tissue within set homogeneity constraints. The likelihood component of the algorithm iteratively attempts to minimize the mean squared error between a homogeneous dose prescription and the actual target dose distribution. The updated beamlet fluences are then adjusted via a quadratic penalty function that is based on the dose-volume histogram (DVH) constraints of the organs at risk. The evolutionary components were included to prevent the algorithm from converging to a local maximum. The algorithm was applied to a prostate cancer dataset, with especially difficult DVH constraints on bladder, rectum, and femoral heads. Dose distributions were generated for manually selected sets of three-, four-, five-, and seven-field treatment plans. Additionally, a global search was performed to find the optimal orientations for an axial three-beam plan. The results from this optimal orientation set were compared to results for manually selected orientation (gantry angle) sets of 3- (0 deg., 90 deg., 270 deg. ), 4- (0 deg., 90 deg., 180 deg., 270 deg. ), 5- (0 deg., 50 deg., 130 deg., 230 deg., 310 deg.), and 7- (0 deg., 40 deg., 90 deg., 140 deg., 230 deg., 270 deg., 320 deg. ) field axial treatment plans. For all the plans generated, all DVH constraints were met and average optimization computation time was approximately 30 seconds. For the manually selected orientations, the algorithm was successful in providing a relatively homogeneous target dose distribution, while simultaneously satisfying

  18. Likelihood analysis of the minimal AMSB model

    Energy Technology Data Exchange (ETDEWEB)

    Bagnaschi, E.; Weiglein, G. [DESY, Hamburg (Germany); Borsato, M.; Chobanova, V.; Lucio, M.; Santos, D.M. [Universidade de Santiago de Compostela, Santiago de Compostela (Spain); Sakurai, K. [Institute for Particle Physics Phenomenology, University of Durham, Science Laboratories, Department of Physics, Durham (United Kingdom); University of Warsaw, Faculty of Physics, Institute of Theoretical Physics, Warsaw (Poland); Buchmueller, O.; Citron, M.; Costa, J.C.; Richards, A. [Imperial College, High Energy Physics Group, Blackett Laboratory, London (United Kingdom); Cavanaugh, R. [Fermi National Accelerator Laboratory, Batavia, IL (United States); University of Illinois at Chicago, Physics Department, Chicago, IL (United States); De Roeck, A. [Experimental Physics Department, CERN, Geneva (Switzerland); Antwerp University, Wilrijk (Belgium); Dolan, M.J. [School of Physics, University of Melbourne, ARC Centre of Excellence for Particle Physics at the Terascale, Melbourne (Australia); Ellis, J.R. [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); CERN, Theoretical Physics Department, Geneva (Switzerland); Flaecher, H. [University of Bristol, H.H. Wills Physics Laboratory, Bristol (United Kingdom); Heinemeyer, S. [Campus of International Excellence UAM+CSIC, Madrid (Spain); Instituto de Fisica Teorica UAM-CSIC, Madrid (Spain); Instituto de Fisica de Cantabria (CSIC-UC), Cantabria (Spain); Isidori, G. [Physik-Institut, Universitaet Zuerich, Zurich (Switzerland); Luo, F. [Kavli IPMU (WPI), UTIAS, The University of Tokyo, Kashiwa, Chiba (Japan); Olive, K.A. [School of Physics and Astronomy, University of Minnesota, William I. Fine Theoretical Physics Institute, Minneapolis, MN (United States)

    2017-04-15

    We perform a likelihood analysis of the minimal anomaly-mediated supersymmetry-breaking (mAMSB) model using constraints from cosmology and accelerator experiments. We find that either a wino-like or a Higgsino-like neutralino LSP, χ{sup 0}{sub 1}, may provide the cold dark matter (DM), both with similar likelihoods. The upper limit on the DM density from Planck and other experiments enforces m{sub χ{sup 0}{sub 1}} 0) but the scalar mass m{sub 0} is poorly constrained. In the wino-LSP case, m{sub 3/2} is constrained to about 900 TeV and m{sub χ{sup 0}{sub 1}} to 2.9 ± 0.1 TeV, whereas in the Higgsino-LSP case m{sub 3/2} has just a lower limit >or similar 650 TeV (>or similar 480 TeV) and m{sub χ{sup 0}{sub 1}} is constrained to 1.12 (1.13) ± 0.02 TeV in the μ > 0 (μ < 0) scenario. In neither case can the anomalous magnetic moment of the muon, (g-2){sub μ}, be improved significantly relative to its Standard Model (SM) value, nor do flavour measurements constrain the model significantly, and there are poor prospects for discovering supersymmetric particles at the LHC, though there are some prospects for direct DM detection. On the other hand, if the χ{sup 0}{sub 1} contributes only a fraction of the cold DM density, future LHC E{sub T}-based searches for gluinos, squarks and heavier chargino and neutralino states as well as disappearing track searches in the wino-like LSP region will be relevant, and interference effects enable BR(B{sub s,d} → μ{sup +}μ{sup -}) to agree with the data better than in the SM in the case of wino-like DM with μ > 0. (orig.)

  19. Average Likelihood Methods of Classification of Code Division Multiple Access (CDMA)

    Science.gov (United States)

    2016-05-01

    subject to code matrices that follows the structure given by (113). [⃗ yR y⃗I ] = √ Es 2L [ GR1 −GI1 GI2 GR2 ] [ QR −QI QI QR ] [⃗ bR b⃗I ] + [⃗ nR n⃗I... QR ] [⃗ b+ b⃗− ] + [⃗ n+ n⃗− ] (115) The average likelihood for type 4 CDMA (116) is a special case of type 1 CDMA with twice the code length and...AVERAGE LIKELIHOOD METHODS OF CLASSIFICATION OF CODE DIVISION MULTIPLE ACCESS (CDMA) MAY 2016 FINAL TECHNICAL REPORT APPROVED FOR PUBLIC RELEASE

  20. Review of Elaboration Likelihood Model of persuasion

    OpenAIRE

    藤原, 武弘; 神山, 貴弥

    1989-01-01

    This article mainly introduces Elaboration Likelihood Model (ELM), proposed by Petty & Cacioppo, that is, a general attitude change theory. ELM posturates two routes to persuasion; central and peripheral route. Attitude change by central route is viewed as resulting from a diligent consideration of the issue-relevant informations presented. On the other hand, attitude change by peripheral route is viewed as resulting from peripheral cues in the persuasion context. Secondly we compare these tw...

  1. Validation of software for calculating the likelihood ratio for parentage and kinship.

    Science.gov (United States)

    Drábek, J

    2009-03-01

    Although the likelihood ratio is a well-known statistical technique, commercial off-the-shelf (COTS) software products for its calculation are not sufficiently validated to suit general requirements for the competence of testing and calibration laboratories (EN/ISO/IEC 17025:2005 norm) per se. The software in question can be considered critical as it directly weighs the forensic evidence allowing judges to decide on guilt or innocence or to identify person or kin (i.e.: in mass fatalities). For these reasons, accredited laboratories shall validate likelihood ratio software in accordance with the above norm. To validate software for calculating the likelihood ratio in parentage/kinship scenarios I assessed available vendors, chose two programs (Paternity Index and familias) for testing, and finally validated them using tests derived from elaboration of the available guidelines for the field of forensics, biomedicine, and software engineering. MS Excel calculation using known likelihood ratio formulas or peer-reviewed results of difficult paternity cases were used as a reference. Using seven testing cases, it was found that both programs satisfied the requirements for basic paternity cases. However, only a combination of two software programs fulfills the criteria needed for our purpose in the whole spectrum of functions under validation with the exceptions of providing algebraic formulas in cases of mutation and/or silent allele.

  2. A likelihood-based time series modeling approach for application in dendrochronology to examine the growth-climate relations and forest disturbance history

    Science.gov (United States)

    A time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for ...

  3. A guideline for the validation of likelihood ratio methods used for forensic evidence evaluation

    NARCIS (Netherlands)

    Meuwly, Didier; Ramos, Daniel; Haraksim, Rudolf

    2017-01-01

    This Guideline proposes a protocol for the validation of forensic evaluation methods at the source level, using the Likelihood Ratio framework as defined within the Bayes’ inference model. In the context of the inference of identity of source, the Likelihood Ratio is used to evaluate the strength of

  4. Targeted maximum likelihood estimation for a binary treatment: A tutorial.

    Science.gov (United States)

    Luque-Fernandez, Miguel Angel; Schomaker, Michael; Rachet, Bernard; Schnitzer, Mireille E

    2018-04-23

    When estimating the average effect of a binary treatment (or exposure) on an outcome, methods that incorporate propensity scores, the G-formula, or targeted maximum likelihood estimation (TMLE) are preferred over naïve regression approaches, which are biased under misspecification of a parametric outcome model. In contrast propensity score methods require the correct specification of an exposure model. Double-robust methods only require correct specification of either the outcome or the exposure model. Targeted maximum likelihood estimation is a semiparametric double-robust method that improves the chances of correct model specification by allowing for flexible estimation using (nonparametric) machine-learning methods. It therefore requires weaker assumptions than its competitors. We provide a step-by-step guided implementation of TMLE and illustrate it in a realistic scenario based on cancer epidemiology where assumptions about correct model specification and positivity (ie, when a study participant had 0 probability of receiving the treatment) are nearly violated. This article provides a concise and reproducible educational introduction to TMLE for a binary outcome and exposure. The reader should gain sufficient understanding of TMLE from this introductory tutorial to be able to apply the method in practice. Extensive R-code is provided in easy-to-read boxes throughout the article for replicability. Stata users will find a testing implementation of TMLE and additional material in the Appendix S1 and at the following GitHub repository: https://github.com/migariane/SIM-TMLE-tutorial. © 2018 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.

  5. Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise.

    Science.gov (United States)

    Wang, Hui; Cheng, Xiujun; Duan, Jinqiao; Kurths, Jürgen; Li, Xiaofan

    2018-01-01

    This work is devoted to investigating the evolution of concentration in a genetic regulation system, when the synthesis reaction rate is under additive and multiplicative asymmetric stable Lévy fluctuations. By focusing on the impact of skewness (i.e., non-symmetry) in the probability distributions of noise, we find that via examining the mean first exit time (MFET) and the first escape probability (FEP), the asymmetric fluctuations, interacting with nonlinearity in the system, lead to peculiar likelihood for transcription. This includes, in the additive noise case, realizing higher likelihood of transcription for larger positive skewness (i.e., asymmetry) index β, causing a stochastic bifurcation at the non-Gaussianity index value α = 1 (i.e., it is a separating point or line for the likelihood for transcription), and achieving a turning point at the threshold value β≈-0.5 (i.e., beyond which the likelihood for transcription suddenly reversed for α values). The stochastic bifurcation and turning point phenomena do not occur in the symmetric noise case (β = 0). While in the multiplicative noise case, non-Gaussianity index value α = 1 is a separating point or line for both the MFET and the FEP. We also investigate the noise enhanced stability phenomenon. Additionally, we are able to specify the regions in the whole parameter space for the asymmetric noise, in which we attain desired likelihood for transcription. We have conducted a series of numerical experiments in "regulating" the likelihood of gene transcription by tuning asymmetric stable Lévy noise indexes. This work offers insights for possible ways of achieving gene regulation in experimental research.

  6. A review of studies on persuasion from the viewpoint of the Elaboration Likelihood Model (1)

    OpenAIRE

    Fukada, Hiromi; Kimura, Kenichi; Makino, Koshi; Higuchi, Masataka

    2000-01-01

    The purpose of this paper was to review studies on persuasion from the viewpoint of the Elaboration Likelihood Model based on Petty & Wegener (1998). The paper consists of the following four parts. 1. Introduction. 2. Multiple roles for persuasion variables. 3. Source variables: (1) credibility (expertise, trustworthiness), (2) attractiveness/likableness, (3) power, (4) additional source factors related to credibility, liking and power (speed of speech, demographic variables, majority/minorit...

  7. Reconceptualizing Social Influence in Counseling: The Elaboration Likelihood Model.

    Science.gov (United States)

    McNeill, Brian W.; Stoltenberg, Cal D.

    1989-01-01

    Presents Elaboration Likelihood Model (ELM) of persuasion (a reconceptualization of the social influence process) as alternative model of attitude change. Contends ELM unifies conflicting social psychology results and can potentially account for inconsistent research findings in counseling psychology. Provides guidelines on integrating…

  8. Elaboration likelihood and the perceived value of labels

    DEFF Research Database (Denmark)

    Poulsen, Carsten Stig; Juhl, Hans Jørn

    2001-01-01

    In this paper the increasingly popular method of choice based on conjoint analysis is used and data are collected by pairwise comparisons. A latent class model is formulated allowing that the resulting data can be analyzed with segmentation in mind. The empirical study is on food labeling...

  9. Practical Statistics for LHC Physicists: Descriptive Statistics, Probability and Likelihood (1/3)

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    These lectures cover those principles and practices of statistics that are most relevant for work at the LHC. The first lecture discusses the basic ideas of descriptive statistics, probability and likelihood. The second lecture covers the key ideas in the frequentist approach, including confidence limits, profile likelihoods, p-values, and hypothesis testing. The third lecture covers inference in the Bayesian approach. Throughout, real-world examples will be used to illustrate the practical application of the ideas. No previous knowledge is assumed.

  10. A composite likelihood approach for spatially correlated survival data

    Science.gov (United States)

    Paik, Jane; Ying, Zhiliang

    2013-01-01

    The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory. PMID:24223450

  11. A composite likelihood approach for spatially correlated survival data.

    Science.gov (United States)

    Paik, Jane; Ying, Zhiliang

    2013-01-01

    The aim of this paper is to provide a composite likelihood approach to handle spatially correlated survival data using pairwise joint distributions. With e-commerce data, a recent question of interest in marketing research has been to describe spatially clustered purchasing behavior and to assess whether geographic distance is the appropriate metric to describe purchasing dependence. We present a model for the dependence structure of time-to-event data subject to spatial dependence to characterize purchasing behavior from the motivating example from e-commerce data. We assume the Farlie-Gumbel-Morgenstern (FGM) distribution and then model the dependence parameter as a function of geographic and demographic pairwise distances. For estimation of the dependence parameters, we present pairwise composite likelihood equations. We prove that the resulting estimators exhibit key properties of consistency and asymptotic normality under certain regularity conditions in the increasing-domain framework of spatial asymptotic theory.

  12. Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager

    Energy Technology Data Exchange (ETDEWEB)

    Lowell, A. W.; Boggs, S. E; Chiu, C. L.; Kierans, C. A.; Sleator, C.; Tomsick, J. A.; Zoglauer, A. C. [Space Sciences Laboratory, University of California, Berkeley (United States); Chang, H.-K.; Tseng, C.-H.; Yang, C.-Y. [Institute of Astronomy, National Tsing Hua University, Taiwan (China); Jean, P.; Ballmoos, P. von [IRAP Toulouse (France); Lin, C.-H. [Institute of Physics, Academia Sinica, Taiwan (China); Amman, M. [Lawrence Berkeley National Laboratory (United States)

    2017-10-20

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

  13. Statistical analysis of COMPTEL maximum likelihood-ratio distributions: evidence for a signal from previously undetected AGN

    International Nuclear Information System (INIS)

    Williams, O. R.; Bennett, K.; Much, R.; Schoenfelder, V.; Blom, J. J.; Ryan, J.

    1997-01-01

    The maximum likelihood-ratio method is frequently used in COMPTEL analysis to determine the significance of a point source at a given location. In this paper we do not consider whether the likelihood-ratio at a particular location indicates a detection, but rather whether distributions of likelihood-ratios derived from many locations depart from that expected for source free data. We have constructed distributions of likelihood-ratios by reading values from standard COMPTEL maximum-likelihood ratio maps at positions corresponding to the locations of different categories of AGN. Distributions derived from the locations of Seyfert galaxies are indistinguishable, according to a Kolmogorov-Smirnov test, from those obtained from ''random'' locations, but differ slightly from those obtained from the locations of flat spectrum radio loud quasars, OVVs, and BL Lac objects. This difference is not due to known COMPTEL sources, since regions near these sources are excluded from the analysis. We suggest that it might arise from a number of sources with fluxes below the COMPTEL detection threshold

  14. Robust Gaussian Process Regression with a Student-t Likelihood

    NARCIS (Netherlands)

    Jylänki, P.P.; Vanhatalo, J.; Vehtari, A.

    2011-01-01

    This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model, which has a non-log-concave likelihood. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have

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

    Directory of Open Access Journals (Sweden)

    Manuel Gil

    2014-09-01

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

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

    Science.gov (United States)

    Gil, Manuel

    2014-01-01

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

  17. LIKELIHOOD ESTIMATION OF PARAMETERS USING SIMULTANEOUSLY MONITORED PROCESSES

    DEFF Research Database (Denmark)

    Friis-Hansen, Peter; Ditlevsen, Ove Dalager

    2004-01-01

    The topic is maximum likelihood inference from several simultaneously monitored response processes of a structure to obtain knowledge about the parameters of other not monitored but important response processes when the structure is subject to some Gaussian load field in space and time. The consi....... The considered example is a ship sailing with a given speed through a Gaussian wave field....

  18. Regularization parameter selection methods for ill-posed Poisson maximum likelihood estimation

    International Nuclear Information System (INIS)

    Bardsley, Johnathan M; Goldes, John

    2009-01-01

    In image processing applications, image intensity is often measured via the counting of incident photons emitted by the object of interest. In such cases, image data noise is accurately modeled by a Poisson distribution. This motivates the use of Poisson maximum likelihood estimation for image reconstruction. However, when the underlying model equation is ill-posed, regularization is needed. Regularized Poisson likelihood estimation has been studied extensively by the authors, though a problem of high importance remains: the choice of the regularization parameter. We will present three statistically motivated methods for choosing the regularization parameter, and numerical examples will be presented to illustrate their effectiveness

  19. Comparison of home- and gymnasium-based resistance training on ...

    African Journals Online (AJOL)

    Comparison of home- and gymnasium-based resistance training on flexibility in the ... which is especially essential in the maintenance of functional abilities of the ... the effects of a home- and gymnasium-based resistance training programme ...

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

    Science.gov (United States)

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

    1992-08-01

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

  1. Maximum likelihood unit rooting test in the presence GARCH: A new test with increased power

    OpenAIRE

    Cook , Steve

    2008-01-01

    Abstract The literature on testing the unit root hypothesis in the presence of GARCH errors is extended. A new test based upon the combination of local-to-unity detrending and joint maximum likelihood estimation of the autoregressive parameter and GARCH process is presented. The finite sample distribution of the test is derived under alternative decisions regarding the deterministic terms employed. Using Monte Carlo simulation, the newly proposed ML t-test is shown to exhibit incre...

  2. Organizational Justice and Men's Likelihood to Sexually Harass: The Moderating Role of Sexism and Personality

    Science.gov (United States)

    Krings, Franciska; Facchin, Stephanie

    2009-01-01

    This study demonstrated relations between men's perceptions of organizational justice and increased sexual harassment proclivities. Respondents reported higher likelihood to sexually harass under conditions of low interactional justice, suggesting that sexual harassment likelihood may increase as a response to perceived injustice. Moreover, the…

  3. Comparison of gas dehydration methods based on energy ...

    African Journals Online (AJOL)

    Comparison of gas dehydration methods based on energy consumption. ... PROMOTING ACCESS TO AFRICAN RESEARCH ... This study compares three conventional methods of natural gas (Associated Natural Gas) dehydration to carry out ...

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

    Science.gov (United States)

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

    2010-05-01

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

  5. Quantitative comparison of OSEM and penalized likelihood image reconstruction using relative difference penalties for clinical PET

    International Nuclear Information System (INIS)

    Ahn, Sangtae; Asma, Evren; Cheng, Lishui; Manjeshwar, Ravindra M; Ross, Steven G; Miao, Jun; Jin, Xiao; Wollenweber, Scott D

    2015-01-01

    Ordered subset expectation maximization (OSEM) is the most widely used algorithm for clinical PET image reconstruction. OSEM is usually stopped early and post-filtered to control image noise and does not necessarily achieve optimal quantitation accuracy. As an alternative to OSEM, we have recently implemented a penalized likelihood (PL) image reconstruction algorithm for clinical PET using the relative difference penalty with the aim of improving quantitation accuracy without compromising visual image quality. Preliminary clinical studies have demonstrated visual image quality including lesion conspicuity in images reconstructed by the PL algorithm is better than or at least as good as that in OSEM images. In this paper we evaluate lesion quantitation accuracy of the PL algorithm with the relative difference penalty compared to OSEM by using various data sets including phantom data acquired with an anthropomorphic torso phantom, an extended oval phantom and the NEMA image quality phantom; clinical data; and hybrid clinical data generated by adding simulated lesion data to clinical data. We focus on mean standardized uptake values and compare them for PL and OSEM using both time-of-flight (TOF) and non-TOF data. The results demonstrate improvements of PL in lesion quantitation accuracy compared to OSEM with a particular improvement in cold background regions such as lungs. (paper)

  6. Menyoal Elaboration Likelihood Model (ELM dan Teori Retorika

    Directory of Open Access Journals (Sweden)

    Yudi Perbawaningsih

    2012-06-01

    Full Text Available Abstract: Persuasion is a communication process to establish or change attitudes, which can be understood through theory of Rhetoric and theory of Elaboration Likelihood Model (ELM. This study elaborates these theories in a Public Lecture series which to persuade the students in choosing their concentration of study. The result shows that in term of persuasion effectiveness it is not quite relevant to separate the message and its source. The quality of source is determined by the quality of the message, and vice versa. Separating the two routes of the persuasion process as described in the ELM theory would not be relevant. Abstrak: Persuasi adalah proses komunikasi untuk membentuk atau mengubah sikap, yang dapat dipahami dengan teori Retorika dan teori Elaboration Likelihood Model (ELM. Penelitian ini mengelaborasi teori tersebut dalam Kuliah Umum sebagai sarana mempersuasi mahasiswa untuk memilih konsentrasi studi studi yang didasarkan pada proses pengolahan informasi. Menggunakan metode survey, didapatkan hasil yaitu tidaklah cukup relevan memisahkan pesan dan narasumber dalam melihat efektivitas persuasi. Keduanya menyatu yang berarti bahwa kualitas narasumber ditentukan oleh kualitas pesan yang disampaikannya, dan sebaliknya. Memisahkan proses persuasi dalam dua lajur seperti yang dijelaskan dalam ELM teori menjadi tidak relevan.

  7. Does better access to FPs decrease the likelihood of emergency department use?

    Science.gov (United States)

    Mian, Oxana; Pong, Raymond

    2012-01-01

    Abstract Objective To determine whether better access to FP services decreases the likelihood of emergency department (ED) use among the Ontario population. Design Population-based telephone survey. Setting Ontario. Participants A total of 8502 Ontario residents aged 16 years and older. Main outcome measures Emergency department use in the 12 months before the survey. Results Among the general population, having a regular FP was associated with having better access to FPs for immediate care (P FPs for immediate care at least once a year; 63.1% of them had seen FPs without difficulties and were significantly less likely to use EDs than those who did not see FPs or had difficulties accessing physicians when needed (OR = 0.62, P FPs (P FPs for immediate care among the general population. Further research is needed to understand what accounts for a higher likelihood of ED use among those with regular FPs, new immigrants, residents of northern and rural areas of Ontario, and people with low socioeconomic status when actual access and sociodemographic characteristics have been taken into consideration. More important, this study demonstrates a need of distinguishing between potential and actual access to care, as having a regular FP and having timely and effective access to FP care might mean different things and have different effects on ED use. PMID:23152473

  8. A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation

    Directory of Open Access Journals (Sweden)

    Shu Cai

    2016-12-01

    Full Text Available Direction of arrival (DOA estimation using a uniform linear array (ULA is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS, and then solve it using semidefinite programming (SDP. We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.

  9. Performance of penalized maximum likelihood in estimation of genetic covariances matrices

    Directory of Open Access Journals (Sweden)

    Meyer Karin

    2011-11-01

    Full Text Available Abstract Background Estimation of genetic covariance matrices for multivariate problems comprising more than a few traits is inherently problematic, since sampling variation increases dramatically with the number of traits. This paper investigates the efficacy of regularized estimation of covariance components in a maximum likelihood framework, imposing a penalty on the likelihood designed to reduce sampling variation. In particular, penalties that "borrow strength" from the phenotypic covariance matrix are considered. Methods An extensive simulation study was carried out to investigate the reduction in average 'loss', i.e. the deviation in estimated matrices from the population values, and the accompanying bias for a range of parameter values and sample sizes. A number of penalties are examined, penalizing either the canonical eigenvalues or the genetic covariance or correlation matrices. In addition, several strategies to determine the amount of penalization to be applied, i.e. to estimate the appropriate tuning factor, are explored. Results It is shown that substantial reductions in loss for estimates of genetic covariance can be achieved for small to moderate sample sizes. While no penalty performed best overall, penalizing the variance among the estimated canonical eigenvalues on the logarithmic scale or shrinking the genetic towards the phenotypic correlation matrix appeared most advantageous. Estimating the tuning factor using cross-validation resulted in a loss reduction 10 to 15% less than that obtained if population values were known. Applying a mild penalty, chosen so that the deviation in likelihood from the maximum was non-significant, performed as well if not better than cross-validation and can be recommended as a pragmatic strategy. Conclusions Penalized maximum likelihood estimation provides the means to 'make the most' of limited and precious data and facilitates more stable estimation for multi-dimensional analyses. It should

  10. Analyzing multivariate survival data using composite likelihood and flexible parametric modeling of the hazard functions

    DEFF Research Database (Denmark)

    Nielsen, Jan; Parner, Erik

    2010-01-01

    In this paper, we model multivariate time-to-event data by composite likelihood of pairwise frailty likelihoods and marginal hazards using natural cubic splines. Both right- and interval-censored data are considered. The suggested approach is applied on two types of family studies using the gamma...

  11. Gravitational wave chirp search: no-signal cumulative distribution of the maximum likelihood detection statistic

    International Nuclear Information System (INIS)

    Croce, R P; Demma, Th; Longo, M; Marano, S; Matta, V; Pierro, V; Pinto, I M

    2003-01-01

    The cumulative distribution of the supremum of a set (bank) of correlators is investigated in the context of maximum likelihood detection of gravitational wave chirps from coalescing binaries with unknown parameters. Accurate (lower-bound) approximants are introduced based on a suitable generalization of previous results by Mohanty. Asymptotic properties (in the limit where the number of correlators goes to infinity) are highlighted. The validity of numerical simulations made on small-size banks is extended to banks of any size, via a Gaussian correlation inequality

  12. HLA Match Likelihoods for Hematopoietic Stem-Cell Grafts in the U.S. Registry

    Science.gov (United States)

    Gragert, Loren; Eapen, Mary; Williams, Eric; Freeman, John; Spellman, Stephen; Baitty, Robert; Hartzman, Robert; Rizzo, J. Douglas; Horowitz, Mary; Confer, Dennis; Maiers, Martin

    2018-01-01

    Background Hematopoietic stem-cell transplantation (HSCT) is a potentially lifesaving therapy for several blood cancers and other diseases. For patients without a suitable related HLA-matched donor, unrelated-donor registries of adult volunteers and banked umbilical cord–blood units, such as the Be the Match Registry operated by the National Marrow Donor Program (NMDP), provide potential sources of donors. Our goal in the present study was to measure the likelihood of finding a suitable donor in the U.S. registry. Methods Using human HLA data from the NMDP donor and cord-blood-unit registry, we built population-based genetic models for 21 U.S. racial and ethnic groups to predict the likelihood of identifying a suitable donor (either an adult donor or a cord-blood unit) for patients in each group. The models incorporated the degree of HLA matching, adult-donor availability (i.e., ability to donate), and cord-blood-unit cell dose. Results Our models indicated that most candidates for HSCT will have a suitable (HLA-matched or minimally mismatched) adult donor. However, many patients will not have an optimal adult donor — that is, a donor who is matched at high resolution at HLA-A, HLA-B, HLA-C, and HLA-DRB1. The likelihood of finding an optimal donor varies among racial and ethnic groups, with the highest probability among whites of European descent, at 75%, and the lowest probability among blacks of South or Central American descent, at 16%. Likelihoods for other groups are intermediate. Few patients will have an optimal cord-blood unit — that is, one matched at the antigen level at HLA-A and HLA-B and matched at high resolution at HLA-DRB1. However, cord-blood units mismatched at one or two HLA loci are available for almost all patients younger than 20 years of age and for more than 80% of patients 20 years of age or older, regardless of racial and ethnic background. Conclusions Most patients likely to benefit from HSCT will have a donor. Public investment in

  13. MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR

    NARCIS (Netherlands)

    SCHOUTEN, JC; TAKENS, F; VANDENBLEEK, CM

    In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the

  14. Determination of point of maximum likelihood in failure domain using genetic algorithms

    International Nuclear Information System (INIS)

    Obadage, A.S.; Harnpornchai, N.

    2006-01-01

    The point of maximum likelihood in a failure domain yields the highest value of the probability density function in the failure domain. The maximum-likelihood point thus represents the worst combination of random variables that contribute in the failure event. In this work Genetic Algorithms (GAs) with an adaptive penalty scheme have been proposed as a tool for the determination of the maximum likelihood point. The utilization of only numerical values in the GAs operation makes the algorithms applicable to cases of non-linear and implicit single and multiple limit state function(s). The algorithmic simplicity readily extends its application to higher dimensional problems. When combined with Monte Carlo Simulation, the proposed methodology will reduce the computational complexity and at the same time will enhance the possibility in rare-event analysis under limited computational resources. Since, there is no approximation done in the procedure, the solution obtained is considered accurate. Consequently, GAs can be used as a tool for increasing the computational efficiency in the element and system reliability analyses

  15. DREAM3: network inference using dynamic context likelihood of relatedness and the inferelator.

    Directory of Open Access Journals (Sweden)

    Aviv Madar

    2010-03-01

    Full Text Available Many current works aiming to learn regulatory networks from systems biology data must balance model complexity with respect to data availability and quality. Methods that learn regulatory associations based on unit-less metrics, such as Mutual Information, are attractive in that they scale well and reduce the number of free parameters (model complexity per interaction to a minimum. In contrast, methods for learning regulatory networks based on explicit dynamical models are more complex and scale less gracefully, but are attractive as they may allow direct prediction of transcriptional dynamics and resolve the directionality of many regulatory interactions.We aim to investigate whether scalable information based methods (like the Context Likelihood of Relatedness method and more explicit dynamical models (like Inferelator 1.0 prove synergistic when combined. We test a pipeline where a novel modification of the Context Likelihood of Relatedness (mixed-CLR, modified to use time series data is first used to define likely regulatory interactions and then Inferelator 1.0 is used for final model selection and to build an explicit dynamical model.Our method ranked 2nd out of 22 in the DREAM3 100-gene in silico networks challenge. Mixed-CLR and Inferelator 1.0 are complementary, demonstrating a large performance gain relative to any single tested method, with precision being especially high at low recall values. Partitioning the provided data set into four groups (knock-down, knock-out, time-series, and combined revealed that using comprehensive knock-out data alone provides optimal performance. Inferelator 1.0 proved particularly powerful at resolving the directionality of regulatory interactions, i.e. "who regulates who" (approximately of identified true positives were correctly resolved. Performance drops for high in-degree genes, i.e. as the number of regulators per target gene increases, but not with out-degree, i.e. performance is not affected by

  16. Is there pre-attentive memory-based comparison of pitch?

    Science.gov (United States)

    Jacobsen, T; Schröger, E

    2001-07-01

    The brain's responsiveness to changes in sound frequency has been demonstrated by an overwhelming number of studies. Change detection occurs unintentionally and automatically. It is generally assumed that this brain response, the so-called mismatch negativity (MMN) of the event-related brain potential or evoked magnetic field, is based on the outcome of a memory-comparison mechanism rather than being due to a differential state of refractoriness of tonotopically organized cortical neurons. To the authors' knowledge, however, there is no entirely compelling evidence for this belief. An experimental protocol controlling for refractoriness effects was developed and a true memory-comparison-based brain response to pitch change was demonstrated.

  17. Narrow band interference cancelation in OFDM: Astructured maximum likelihood approach

    KAUST Repository

    Sohail, Muhammad Sadiq; Al-Naffouri, Tareq Y.; Al-Ghadhban, Samir N.

    2012-01-01

    This paper presents a maximum likelihood (ML) approach to mitigate the effect of narrow band interference (NBI) in a zero padded orthogonal frequency division multiplexing (ZP-OFDM) system. The NBI is assumed to be time variant and asynchronous

  18. Frequency-Domain Maximum-Likelihood Estimation of High-Voltage Pulse Transformer Model Parameters

    CERN Document Server

    Aguglia, D; Martins, C.D.A.

    2014-01-01

    This paper presents an offline frequency-domain nonlinear and stochastic identification method for equivalent model parameter estimation of high-voltage pulse transformers. Such kinds of transformers are widely used in the pulsed-power domain, and the difficulty in deriving pulsed-power converter optimal control strategies is directly linked to the accuracy of the equivalent circuit parameters. These components require models which take into account electric fields energies represented by stray capacitance in the equivalent circuit. These capacitive elements must be accurately identified, since they greatly influence the general converter performances. A nonlinear frequency-based identification method, based on maximum-likelihood estimation, is presented, and a sensitivity analysis of the best experimental test to be considered is carried out. The procedure takes into account magnetic saturation and skin effects occurring in the windings during the frequency tests. The presented method is validated by experim...

  19. Comparison of nonstationary generalized logistic models based on Monte Carlo simulation

    Directory of Open Access Journals (Sweden)

    S. Kim

    2015-06-01

    Full Text Available Recently, the evidences of climate change have been observed in hydrologic data such as rainfall and flow data. The time-dependent characteristics of statistics in hydrologic data are widely defined as nonstationarity. Therefore, various nonstationary GEV and generalized Pareto models have been suggested for frequency analysis of nonstationary annual maximum and POT (peak-over-threshold data, respectively. However, the alternative models are required for nonstatinoary frequency analysis because of analyzing the complex characteristics of nonstationary data based on climate change. This study proposed the nonstationary generalized logistic model including time-dependent parameters. The parameters of proposed model are estimated using the method of maximum likelihood based on the Newton-Raphson method. In addition, the proposed model is compared by Monte Carlo simulation to investigate the characteristics of models and applicability.

  20. Observation Likelihood Model Design and Failure Recovery Scheme toward Reliable Localization of Mobile Robots

    Directory of Open Access Journals (Sweden)

    Chang-bae Moon

    2011-01-01

    Full Text Available Although there have been many researches on mobile robot localization, it is still difficult to obtain reliable localization performance in a human co-existing real environment. Reliability of localization is highly dependent upon developer's experiences because uncertainty is caused by a variety of reasons. We have developed a range sensor based integrated localization scheme for various indoor service robots. Through the experience, we found out that there are several significant experimental issues. In this paper, we provide useful solutions for following questions which are frequently faced with in practical applications: 1 How to design an observation likelihood model? 2 How to detect the localization failure? 3 How to recover from the localization failure? We present design guidelines of observation likelihood model. Localization failure detection and recovery schemes are presented by focusing on abrupt wheel slippage. Experiments were carried out in a typical office building environment. The proposed scheme to identify the localizer status is useful in practical environments. Moreover, the semi-global localization is a computationally efficient recovery scheme from localization failure. The results of experiments and analysis clearly present the usefulness of proposed solutions.

  1. Observation Likelihood Model Design and Failure Recovery Scheme Toward Reliable Localization of Mobile Robots

    Directory of Open Access Journals (Sweden)

    Chang-bae Moon

    2010-12-01

    Full Text Available Although there have been many researches on mobile robot localization, it is still difficult to obtain reliable localization performance in a human co-existing real environment. Reliability of localization is highly dependent upon developer's experiences because uncertainty is caused by a variety of reasons. We have developed a range sensor based integrated localization scheme for various indoor service robots. Through the experience, we found out that there are several significant experimental issues. In this paper, we provide useful solutions for following questions which are frequently faced with in practical applications: 1 How to design an observation likelihood model? 2 How to detect the localization failure? 3 How to recover from the localization failure? We present design guidelines of observation likelihood model. Localization failure detection and recovery schemes are presented by focusing on abrupt wheel slippage. Experiments were carried out in a typical office building environment. The proposed scheme to identify the localizer status is useful in practical environments. Moreover, the semi-global localization is a computationally efficient recovery scheme from localization failure. The results of experiments and analysis clearly present the usefulness of proposed solutions.

  2. Approximate likelihood approaches for detecting the influence of primordial gravitational waves in cosmic microwave background polarization

    Science.gov (United States)

    Pan, Zhen; Anderes, Ethan; Knox, Lloyd

    2018-05-01

    One of the major targets for next-generation cosmic microwave background (CMB) experiments is the detection of the primordial B-mode signal. Planning is under way for Stage-IV experiments that are projected to have instrumental noise small enough to make lensing and foregrounds the dominant source of uncertainty for estimating the tensor-to-scalar ratio r from polarization maps. This makes delensing a crucial part of future CMB polarization science. In this paper we present a likelihood method for estimating the tensor-to-scalar ratio r from CMB polarization observations, which combines the benefits of a full-scale likelihood approach with the tractability of the quadratic delensing technique. This method is a pixel space, all order likelihood analysis of the quadratic delensed B modes, and it essentially builds upon the quadratic delenser by taking into account all order lensing and pixel space anomalies. Its tractability relies on a crucial factorization of the pixel space covariance matrix of the polarization observations which allows one to compute the full Gaussian approximate likelihood profile, as a function of r , at the same computational cost of a single likelihood evaluation.

  3. Quantifying the Establishment Likelihood of Invasive Alien Species Introductions Through Ports with Application to Honeybees in Australia.

    Science.gov (United States)

    Heersink, Daniel K; Caley, Peter; Paini, Dean R; Barry, Simon C

    2016-05-01

    The cost of an uncontrolled incursion of invasive alien species (IAS) arising from undetected entry through ports can be substantial, and knowledge of port-specific risks is needed to help allocate limited surveillance resources. Quantifying the establishment likelihood of such an incursion requires quantifying the ability of a species to enter, establish, and spread. Estimation of the approach rate of IAS into ports provides a measure of likelihood of entry. Data on the approach rate of IAS are typically sparse, and the combinations of risk factors relating to country of origin and port of arrival diverse. This presents challenges to making formal statistical inference on establishment likelihood. Here we demonstrate how these challenges can be overcome with judicious use of mixed-effects models when estimating the incursion likelihood into Australia of the European (Apis mellifera) and Asian (A. cerana) honeybees, along with the invasive parasites of biosecurity concern they host (e.g., Varroa destructor). Our results demonstrate how skewed the establishment likelihood is, with one-tenth of the ports accounting for 80% or more of the likelihood for both species. These results have been utilized by biosecurity agencies in the allocation of resources to the surveillance of maritime ports. © 2015 Society for Risk Analysis.

  4. A simple route to maximum-likelihood estimates of two-locus

    Indian Academy of Sciences (India)

    Home; Journals; Journal of Genetics; Volume 94; Issue 3. A simple route to maximum-likelihood estimates of two-locus recombination fractions under inequality restrictions. Iain L. Macdonald Philasande Nkalashe. Research Note Volume 94 Issue 3 September 2015 pp 479-481 ...

  5. The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function

    CSIR Research Space (South Africa)

    Kok, S

    2012-07-01

    Full Text Available continuously as the correlation function hyper-parameters approach zero. Since the global minimizer of the maximum likelihood function is an asymptote in this case, it is unclear if maximum likelihood estimation (MLE) remains valid. Numerical ill...

  6. Multilevel maximum likelihood estimation with application to covariance matrices

    Czech Academy of Sciences Publication Activity Database

    Turčičová, Marie; Mandel, J.; Eben, Kryštof

    Published online: 23 January ( 2018 ) ISSN 0361-0926 R&D Projects: GA ČR GA13-34856S Institutional support: RVO:67985807 Keywords : Fisher information * High dimension * Hierarchical maximum likelihood * Nested parameter spaces * Spectral diagonal covariance model * Sparse inverse covariance model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.311, year: 2016

  7. Approximate maximum parsimony and ancestral maximum likelihood.

    Science.gov (United States)

    Alon, Noga; Chor, Benny; Pardi, Fabio; Rapoport, Anat

    2010-01-01

    We explore the maximum parsimony (MP) and ancestral maximum likelihood (AML) criteria in phylogenetic tree reconstruction. Both problems are NP-hard, so we seek approximate solutions. We formulate the two problems as Steiner tree problems under appropriate distances. The gist of our approach is the succinct characterization of Steiner trees for a small number of leaves for the two distances. This enables the use of known Steiner tree approximation algorithms. The approach leads to a 16/9 approximation ratio for AML and asymptotically to a 1.55 approximation ratio for MP.

  8. Modelling maximum likelihood estimation of availability

    International Nuclear Information System (INIS)

    Waller, R.A.; Tietjen, G.L.; Rock, G.W.

    1975-01-01

    Suppose the performance of a nuclear powered electrical generating power plant is continuously monitored to record the sequence of failure and repairs during sustained operation. The purpose of this study is to assess one method of estimating the performance of the power plant when the measure of performance is availability. That is, we determine the probability that the plant is operational at time t. To study the availability of a power plant, we first assume statistical models for the variables, X and Y, which denote the time-to-failure and the time-to-repair variables, respectively. Once those statistical models are specified, the availability, A(t), can be expressed as a function of some or all of their parameters. Usually those parameters are unknown in practice and so A(t) is unknown. This paper discusses the maximum likelihood estimator of A(t) when the time-to-failure model for X is an exponential density with parameter, lambda, and the time-to-repair model for Y is an exponential density with parameter, theta. Under the assumption of exponential models for X and Y, it follows that the instantaneous availability at time t is A(t)=lambda/(lambda+theta)+theta/(lambda+theta)exp[-[(1/lambda)+(1/theta)]t] with t>0. Also, the steady-state availability is A(infinity)=lambda/(lambda+theta). We use the observations from n failure-repair cycles of the power plant, say X 1 , X 2 , ..., Xsub(n), Y 1 , Y 2 , ..., Ysub(n) to present the maximum likelihood estimators of A(t) and A(infinity). The exact sampling distributions for those estimators and some statistical properties are discussed before a simulation model is used to determine 95% simulation intervals for A(t). The methodology is applied to two examples which approximate the operating history of two nuclear power plants. (author)

  9. Influence of population size, density, and proximity to talent clubs on the likelihood of becoming elite youth athlete.

    Science.gov (United States)

    Rossing, N N; Stentoft, D; Flattum, A; Côté, J; Karbing, D S

    2018-03-01

    Previous studies have found significant differences in the likelihood of becoming an elite athlete depending on community population sizes and densities, an effect known as the place of early development, or birthplace effect. However, the results have not been consistent between sports or European countries. As both professional and voluntary clubs are vital to the talent development systems in Europe, the proximity of an athlete's place of early development to the location of talent clubs may be an important predictor of the likelihood of becoming an elite athlete. Therefore, the primary purpose of this study was to investigate the place of early development effect and the effect of proximity to talent clubs. The samples included elite youth league athletes (579 football and 311 handball) and national youth athletes (85 football and 80 handball) and a comparison group of 147 221 football and 26 290 handball youth athletes. Odds ratios showed variations in the optimal community size and density across sports. Geospatial analyses of proximity to talent clubs highlighted a trend indicating that most national and elite youth league athletes in both sports had their place of early development in their sport near a talent club. The results suggest that proximity is an important predictor in the development of expertise across sports, but future studies need to clarify if proximity is important in other countries and sports. © 2017 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

  10. Maximum-likelihood-based extended-source spatial acquisition and tracking for planetary optical communications

    Science.gov (United States)

    Tsou, Haiping; Yan, Tsun-Yee

    1999-04-01

    This paper describes an extended-source spatial acquisition and tracking scheme for planetary optical communications. This scheme uses the Sun-lit Earth image as the beacon signal, which can be computed according to the current Sun-Earth-Probe angle from a pre-stored Earth image or a received snapshot taken by other Earth-orbiting satellite. Onboard the spacecraft, the reference image is correlated in the transform domain with the received image obtained from a detector array, which is assumed to have each of its pixels corrupted by an independent additive white Gaussian noise. The coordinate of the ground station is acquired and tracked, respectively, by an open-loop acquisition algorithm and a closed-loop tracking algorithm derived from the maximum likelihood criterion. As shown in the paper, the optimal spatial acquisition requires solving two nonlinear equations, or iteratively solving their linearized variants, to estimate the coordinate when translation in the relative positions of onboard and ground transceivers is considered. Similar assumption of linearization leads to the closed-loop spatial tracking algorithm in which the loop feedback signals can be derived from the weighted transform-domain correlation. Numerical results using a sample Sun-lit Earth image demonstrate that sub-pixel resolutions can be achieved by this scheme in a high disturbance environment.

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

    Science.gov (United States)

    Zhang, Jinming

    2005-01-01

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

  12. Parameter estimation in astronomy through application of the likelihood ratio. [satellite data analysis techniques

    Science.gov (United States)

    Cash, W.

    1979-01-01

    Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.

  13. GENERALIZATION OF RAYLEIGH MAXIMUM LIKELIHOOD DESPECKLING FILTER USING QUADRILATERAL KERNELS

    Directory of Open Access Journals (Sweden)

    S. Sridevi

    2013-02-01

    Full Text Available Speckle noise is the most prevalent noise in clinical ultrasound images. It visibly looks like light and dark spots and deduce the pixel intensity as murkiest. Gazing at fetal ultrasound images, the impact of edge and local fine details are more palpable for obstetricians and gynecologists to carry out prenatal diagnosis of congenital heart disease. A robust despeckling filter has to be contrived to proficiently suppress speckle noise and simultaneously preserve the features. The proposed filter is the generalization of Rayleigh maximum likelihood filter by the exploitation of statistical tools as tuning parameters and use different shapes of quadrilateral kernels to estimate the noise free pixel from neighborhood. The performance of various filters namely Median, Kuwahura, Frost, Homogenous mask filter and Rayleigh maximum likelihood filter are compared with the proposed filter in terms PSNR and image profile. Comparatively the proposed filters surpass the conventional filters.

  14. Multiple Improvements of Multiple Imputation Likelihood Ratio Tests

    OpenAIRE

    Chan, Kin Wai; Meng, Xiao-Li

    2017-01-01

    Multiple imputation (MI) inference handles missing data by first properly imputing the missing values $m$ times, and then combining the $m$ analysis results from applying a complete-data procedure to each of the completed datasets. However, the existing method for combining likelihood ratio tests has multiple defects: (i) the combined test statistic can be negative in practice when the reference null distribution is a standard $F$ distribution; (ii) it is not invariant to re-parametrization; ...

  15. Analysis of hourly crash likelihood using unbalanced panel data mixed logit model and real-time driving environmental big data.

    Science.gov (United States)

    Chen, Feng; Chen, Suren; Ma, Xiaoxiang

    2018-06-01

    Driving environment, including road surface conditions and traffic states, often changes over time and influences crash probability considerably. It becomes stretched for traditional crash frequency models developed in large temporal scales to capture the time-varying characteristics of these factors, which may cause substantial loss of critical driving environmental information on crash prediction. Crash prediction models with refined temporal data (hourly records) are developed to characterize the time-varying nature of these contributing factors. Unbalanced panel data mixed logit models are developed to analyze hourly crash likelihood of highway segments. The refined temporal driving environmental data, including road surface and traffic condition, obtained from the Road Weather Information System (RWIS), are incorporated into the models. Model estimation results indicate that the traffic speed, traffic volume, curvature and chemically wet road surface indicator are better modeled as random parameters. The estimation results of the mixed logit models based on unbalanced panel data show that there are a number of factors related to crash likelihood on I-25. Specifically, weekend indicator, November indicator, low speed limit and long remaining service life of rutting indicator are found to increase crash likelihood, while 5-am indicator and number of merging ramps per lane per mile are found to decrease crash likelihood. The study underscores and confirms the unique and significant impacts on crash imposed by the real-time weather, road surface, and traffic conditions. With the unbalanced panel data structure, the rich information from real-time driving environmental big data can be well incorporated. Copyright © 2018 National Safety Council and Elsevier Ltd. All rights reserved.

  16. Optimal Time-Space Trade-Offs for Non-Comparison-Based Sorting

    DEFF Research Database (Denmark)

    Pagh, Rasmus; Pagter, Jacob Illeborg

    2002-01-01

    We study the problem of sorting n integers of w bits on a unit-cost RAM with word size w, and in particular consider the time-space trade-off (product of time and space in bits) for this problem. For comparison-based algorithms, the time-space complexity is known to be Θ(n2). A result of Beame...... shows that the lower bound also holds for non-comparison-based algorithms, but no algorithm has met this for time below the comparison-based Ω(nlgn) lower bound.We show that if sorting within some time bound &Ttilde; is possible, then time T = O(&Ttilde; + nlg* n) can be achieved with high probability...... using space S = O(n2/T + w), which is optimal. Given a deterministic priority queue using amortized time t(n) per operation and space nO(1), we provide a deterministic algorithm sorting in time T = O(n(t(n) + lg* n)) with S = O(n2/T + w). Both results require that w ≤ n1-Ω(1). Using existing priority...

  17. Local likelihood estimation of complex tail dependence structures in high dimensions, applied to US precipitation extremes

    KAUST Repository

    Camilo, Daniela Castro

    2017-10-02

    In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.

  18. Local likelihood estimation of complex tail dependence structures in high dimensions, applied to US precipitation extremes

    KAUST Repository

    Camilo, Daniela Castro; Huser, Raphaë l

    2017-01-01

    In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.

  19. Parametric Roll Resonance Detection using Phase Correlation and Log-likelihood Testing Techniques

    DEFF Research Database (Denmark)

    Galeazzi, Roberto; Blanke, Mogens; Poulsen, Niels Kjølstad

    2009-01-01

    generation warning system the purpose of which is to provide the master with an onboard system able to trigger an alarm when parametric roll is likely to happen within the immediate future. A detection scheme is introduced, which is able to issue a warning within five roll periods after a resonant motion......Real-time detection of parametric roll is still an open issue that is gathering an increasing attention. A first generation warning systems, based on guidelines and polar diagrams, showed their potential to face issues like long-term prediction and risk assessment. This paper presents a second...... started. After having determined statistical properties of the signals at hand, a detector based on the generalised log-likelihood ratio test (GLRT) is designed to look for variation in signal power. The ability of the detector to trigger alarms when parametric roll is going to onset is evaluated on two...

  20. Existence and uniqueness of the maximum likelihood estimator for models with a Kronecker product covariance structure

    NARCIS (Netherlands)

    Ros, B.P.; Bijma, F.; de Munck, J.C.; de Gunst, M.C.M.

    2016-01-01

    This paper deals with multivariate Gaussian models for which the covariance matrix is a Kronecker product of two matrices. We consider maximum likelihood estimation of the model parameters, in particular of the covariance matrix. There is no explicit expression for the maximum likelihood estimator

  1. Accelerated maximum likelihood parameter estimation for stochastic biochemical systems

    Directory of Open Access Journals (Sweden)

    Daigle Bernie J

    2012-05-01

    . Conclusions This work provides a novel, accelerated version of a likelihood-based parameter estimation method that can be readily applied to stochastic biochemical systems. In addition, our results suggest opportunities for added efficiency improvements that will further enhance our ability to mechanistically simulate biological processes.

  2. A new iterative speech enhancement scheme based on Kalman filtering

    DEFF Research Database (Denmark)

    Li, Chunjian; Andersen, Søren Vang

    2005-01-01

    for a high temporal resolution estimation of this variance. A Local Variance Estimator based on a Prediction Error Kalman Filter is designed for this high temporal resolution variance estimation. To achieve fast convergence and avoid local maxima of the likelihood function, a Weighted Power Spectral....... Performance comparison shows significant improvement over the baseline EM algorithm in terms of three objective measures. Listening test indicates an improvement in subjective quality due to a significant reduction of musical noise compared to the baseline EM algorithm....

  3. Searching for degenerate Higgs bosons a profile likelihood ratio method to test for mass-degenerate states in the presence of censored data and uncertainties

    CERN Document Server

    David, André; Petrucciani, Giovanni

    2015-01-01

    Using the likelihood ratio test statistic, we present a method which can be employed to test the hypothesis of a single Higgs boson using the matrix of measured signal strengths. This method can be applied in the presence of censored data and takes into account uncertainties on the measurements. The p-value against the hypothesis of a single Higgs boson is defined from the expected distribution of the test statistic, generated using pseudo-experiments. The applicability of the likelihood-based test is demonstrated using numerical examples with uncertainties and missing matrix elements.

  4. On Maximum Likelihood Estimation for Left Censored Burr Type III Distribution

    Directory of Open Access Journals (Sweden)

    Navid Feroze

    2015-12-01

    Full Text Available Burr type III is an important distribution used to model the failure time data. The paper addresses the problem of estimation of parameters of the Burr type III distribution based on maximum likelihood estimation (MLE when the samples are left censored. As the closed form expression for the MLEs of the parameters cannot be derived, the approximate solutions have been obtained through iterative procedures. An extensive simulation study has been carried out to investigate the performance of the estimators with respect to sample size, censoring rate and true parametric values. A real life example has also been presented. The study revealed that the proposed estimators are consistent and capable of providing efficient results under small to moderate samples.

  5. Counseling Pretreatment and the Elaboration Likelihood Model of Attitude Change.

    Science.gov (United States)

    Heesacker, Martin

    1986-01-01

    Results of the application of the Elaboration Likelihood Model (ELM) to a counseling context revealed that more favorable attitudes toward counseling occurred as subjects' ego involvement increased and as intervention quality improved. Counselor credibility affected the degree to which subjects' attitudes reflected argument quality differences.…

  6. Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc [Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)

    2016-03-14

    We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

  7. Likelihood updating of random process load and resistance parameters by monitoring

    DEFF Research Database (Denmark)

    Friis-Hansen, Peter; Ditlevsen, Ove Dalager

    2003-01-01

    that maximum likelihood estimation is a rational alternative to an arbitrary weighting for least square fitting. The derived likelihood function gets singularities if the spectrum is prescribed with zero values at some frequencies. This is often the case for models of technically relevant processes......, even though it is of complicated mathematical form, allows an approximate Bayesian updating and control of the time development of the parameters. Some of these parameters can be structural parameters that by too much change reveal progressing damage or other malfunctioning. Thus current process......Spectral parameters for a stationary Gaussian process are most often estimated by Fourier transformation of a realization followed by some smoothing procedure. This smoothing is often a weighted least square fitting of some prespecified parametric form of the spectrum. In this paper it is shown...

  8. Menyoal Elaboration Likelihood Model (ELM) dan Teori Retorika

    OpenAIRE

    Yudi Perbawaningsih

    2012-01-01

    Abstract: Persuasion is a communication process to establish or change attitudes, which can be understood through theory of Rhetoric and theory of Elaboration Likelihood Model (ELM). This study elaborates these theories in a Public Lecture series which to persuade the students in choosing their concentration of study. The result shows that in term of persuasion effectiveness it is not quite relevant to separate the message and its source. The quality of source is determined by the quality of ...

  9. Menyoal Elaboration Likelihood Model (ELM) Dan Teori Retorika

    OpenAIRE

    Perbawaningsih, Yudi

    2012-01-01

    : Persuasion is a communication process to establish or change attitudes, which can be understood through theory of Rhetoric and theory of Elaboration Likelihood Model (ELM). This study elaborates these theories in a Public Lecture series which to persuade the students in choosing their concentration of study. The result shows that in term of persuasion effectiveness it is not quite relevant to separate the message and its source. The quality of source is determined by the quality of the mess...

  10. Democracy, Autocracy and the Likelihood of International Conflict

    OpenAIRE

    Tangerås, Thomas

    2008-01-01

    This is a game-theoretic analysis of the link between regime type and international conflict. The democratic electorate can credibly punish the leader for bad conflict outcomes, whereas the autocratic selectorate cannot. For the fear of being thrown out of office, democratic leaders are (i) more selective about the wars they initiate and (ii) on average win more of the wars they start. Foreign policy behaviour is found to display strategic complementarities. The likelihood of interstate war, ...

  11. Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

    International Nuclear Information System (INIS)

    Stoneking, M.R.; Den Hartog, D.J.

    1996-06-01

    The fitting of data by χ 2 -minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimates for the fit parameters. They compare this method with a χ 2 -minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than ∼20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers

  12. A Space Object Detection Algorithm using Fourier Domain Likelihood Ratio Test

    Science.gov (United States)

    Becker, D.; Cain, S.

    Space object detection is of great importance in the highly dependent yet competitive and congested space domain. Detection algorithms employed play a crucial role in fulfilling the detection component in the situational awareness mission to detect, track, characterize and catalog unknown space objects. Many current space detection algorithms use a matched filter or a spatial correlator to make a detection decision at a single pixel point of a spatial image based on the assumption that the data follows a Gaussian distribution. This paper explores the potential for detection performance advantages when operating in the Fourier domain of long exposure images of small and/or dim space objects from ground based telescopes. A binary hypothesis test is developed based on the joint probability distribution function of the image under the hypothesis that an object is present and under the hypothesis that the image only contains background noise. The detection algorithm tests each pixel point of the Fourier transformed images to make the determination if an object is present based on the criteria threshold found in the likelihood ratio test. Using simulated data, the performance of the Fourier domain detection algorithm is compared to the current algorithm used in space situational awareness applications to evaluate its value.

  13. On the insufficiency of arbitrarily precise covariance matrices: non-Gaussian weak-lensing likelihoods

    Science.gov (United States)

    Sellentin, Elena; Heavens, Alan F.

    2018-01-01

    We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in a data set, and then measures the non-Gaussian correlations that remain. This procedure flags pairs of data points that depend on each other in a non-Gaussian fashion, and thereby identifies where the assumption of a Gaussian likelihood breaks down. Using this diagnosis, we find that non-Gaussian correlations in the CFHTLenS cosmic shear correlation functions are significant. With a simple exclusion of the most contaminated data points, the posterior for s8 is shifted without broadening, but we find no significant reduction in the tension with s8 derived from Planck cosmic microwave background data. However, we also show that the one-point distributions of the correlation statistics are noticeably skewed, such that sound weak-lensing data sets are intrinsically likely to lead to a systematically low lensing amplitude being inferred. The detected non-Gaussianities get larger with increasing angular scale such that for future wide-angle surveys such as Euclid or LSST, with their very small statistical errors, the large-scale modes are expected to be increasingly affected. The shifts in posteriors may then not be negligible and we recommend that these diagnostic tests be run as part of future analyses.

  14. Development and Performance of Detectors for the Cryogenic Dark Matter Search Experiment with an Increased Sensitivity Based on a Maximum Likelihood Analysis of Beta Contamination

    Energy Technology Data Exchange (ETDEWEB)

    Driscoll, Donald D [Case Western Reserve Univ., Cleveland, OH (United States)

    2004-05-01

    The Cryogenic Dark Matter Search (CDMS) uses cryogenically-cooled detectors made of germanium and silicon in an attempt to detect dark matter in the form of Weakly-Interacting Massive Particles (WIMPs). The expected interaction rate of these particles is on the order of 1/kg/day, far below the 200/kg/day expected rate of background interactions after passive shielding and an active cosmic ray muon veto. Our detectors are instrumented to make a simultaneous measurement of both the ionization energy and thermal energy deposited by the interaction of a particle with the crystal substrate. A comparison of these two quantities allows for the rejection of a background of electromagnetically-interacting particles at a level of better than 99.9%. The dominant remaining background at a depth of ~ 11 m below the surface comes from fast neutrons produced by cosmic ray muons interacting in the rock surrounding the experiment. Contamination of our detectors by a beta emitter can add an unknown source of unrejected background. In the energy range of interest for a WIMP study, electrons will have a short penetration depth and preferentially interact near the surface. Some of the ionization signal can be lost to the charge contacts there and a decreased ionization signal relative to the thermal signal will cause a background event which interacts at the surface to be misidentified as a signal event. We can use information about the shape of the thermal signal pulse to discriminate against these surface events. Using a subset of our calibration set which contains a large fraction of electron events, we can characterize the expected behavior of surface events and construct a cut to remove them from our candidate signal events. This thesis describes the development of the 6 detectors (4 x 250 g Ge and 2 x 100 g Si) used in the 2001-2002 CDMS data run at the Stanford Underground Facility with a total of 119 livedays of data. The preliminary results presented are based on the first use

  15. Robust Likelihoods for Inflationary Gravitational Waves from Maps of Cosmic Microwave Background Polarization

    Science.gov (United States)

    Switzer, Eric Ryan; Watts, Duncan J.

    2016-01-01

    The B-mode polarization of the cosmic microwave background provides a unique window into tensor perturbations from inflationary gravitational waves. Survey effects complicate the estimation and description of the power spectrum on the largest angular scales. The pixel-space likelihood yields parameter distributions without the power spectrum as an intermediate step, but it does not have the large suite of tests available to power spectral methods. Searches for primordial B-modes must rigorously reject and rule out contamination. Many forms of contamination vary or are uncorrelated across epochs, frequencies, surveys, or other data treatment subsets. The cross power and the power spectrum of the difference of subset maps provide approaches to reject and isolate excess variance. We develop an analogous joint pixel-space likelihood. Contamination not modeled in the likelihood produces parameter-dependent bias and complicates the interpretation of the difference map. We describe a null test that consistently weights the difference map. Excess variance should either be explicitly modeled in the covariance or be removed through reprocessing the data.

  16. A simplification of the likelihood ratio test statistic for testing ...

    African Journals Online (AJOL)

    The traditional likelihood ratio test statistic for testing hypothesis about goodness of fit of multinomial probabilities in one, two and multi – dimensional contingency table was simplified. Advantageously, using the simplified version of the statistic to test the null hypothesis is easier and faster because calculating the expected ...

  17. Identification of contemporary selection signatures using composite log likelihood and their associations with marbling score in Korean cattle.

    Science.gov (United States)

    Ryu, Jihye; Lee, Chaeyoung

    2014-12-01

    Positive selection not only increases beneficial allele frequency but also causes augmentation of allele frequencies of sequence variants in close proximity. Signals for positive selection were detected by the statistical differences in subsequent allele frequencies. To identify selection signatures in Korean cattle, we applied a composite log-likelihood (CLL)-based method, which calculates a composite likelihood of the allelic frequencies observed across sliding windows of five adjacent loci and compares the value with the critical statistic estimated by 50,000 permutations. Data for a total of 11,799 nucleotide polymorphisms were used with 71 Korean cattle and 209 foreign beef cattle. As a result, 147 signals were identified for Korean cattle based on CLL estimates (P selected. Further genetic association analysis with 41 intragenic variants in the selection signatures with the greatest CLL for each chromosome revealed that marbling score was associated with five variants. Intensive association studies with all the selection signatures identified in this study are required to exclude signals associated with other phenotypes or signals falsely detected and thus to identify genetic markers for meat quality. © 2014 Stichting International Foundation for Animal Genetics.

  18. A Game Theoretical Approach to Hacktivism: Is Attack Likelihood a Product of Risks and Payoffs?

    Science.gov (United States)

    Bodford, Jessica E; Kwan, Virginia S Y

    2018-02-01

    The current study examines hacktivism (i.e., hacking to convey a moral, ethical, or social justice message) through a general game theoretic framework-that is, as a product of costs and benefits. Given the inherent risk of carrying out a hacktivist attack (e.g., legal action, imprisonment), it would be rational for the user to weigh these risks against perceived benefits of carrying out the attack. As such, we examined computer science students' estimations of risks, payoffs, and attack likelihood through a game theoretic design. Furthermore, this study aims at constructing a descriptive profile of potential hacktivists, exploring two predicted covariates of attack decision making, namely, peer prevalence of hacking and sex differences. Contrary to expectations, results suggest that participants' estimations of attack likelihood stemmed solely from expected payoffs, rather than subjective risks. Peer prevalence significantly predicted increased payoffs and attack likelihood, suggesting an underlying descriptive norm in social networks. Notably, we observed no sex differences in the decision to attack, nor in the factors predicting attack likelihood. Implications for policymakers and the understanding and prevention of hacktivism are discussed, as are the possible ramifications of widely communicated payoffs over potential risks in hacking communities.

  19. A social comparison theory analysis of group composition and efficacy of cancer support group programs.

    Science.gov (United States)

    Carmack Taylor, Cindy L; Kulik, James; Badr, Hoda; Smith, Murray; Basen-Engquist, Karen; Penedo, Frank; Gritz, Ellen R

    2007-07-01

    Group-based psychosocial programs provide an effective forum for improving mood and social support for cancer patients. Because some studies show more benefit for patients with initially high psychosocial distress, and little or no benefit for patients with initially low distress, support programs may better address patient needs by only including distressed patients. However, distressed patients may benefit particularly from the presence of nondistressed patients who model effective coping, an idea many researchers and extensions of social comparison theory support. We present a theoretical analysis, based on a social comparison perspective, of how group composition (heterogeneous group of distressed and nondistressed patients versus homogeneous group of distressed patients) may affect the efficacy of cancer support programs. We propose that a heterogeneous group allows distressed patients maximal opportunity for the various social comparison activities they are likely to prefer; a homogeneous group does not. Though the presence of nondistressed patients in a heterogeneous group potentially benefits distressed patients, the benefits for nondistressed patients are unclear. For nondistressed patients, heterogeneous groups may provide limited opportunities for preferred social comparison activity and may create the possibility for no benefit or even negative effects on quality of life. We also discuss ethical issues with enrolling nondistressed patients whose presence may help others, but whose likelihood of personal benefit is questionable.

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

    Directory of Open Access Journals (Sweden)

    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.

  1. Is Primary Prostate Cancer Treatment Influenced by Likelihood of Extraprostatic Disease? A Surveillance, Epidemiology and End Results Patterns of Care Study

    International Nuclear Information System (INIS)

    Holmes, Jordan A.; Wang, Andrew Z.; Hoffman, Karen E.; Hendrix, Laura H.; Rosenman, Julian G.; Carpenter, William R.; Godley, Paul A.; Chen, Ronald C.

    2012-01-01

    Purpose: To examine the patterns of primary treatment in a recent population-based cohort of prostate cancer patients, stratified by the likelihood of extraprostatic cancer as predicted by disease characteristics available at diagnosis. Methods and Materials: A total of 157,371 patients diagnosed from 2004 to 2008 with clinically localized and potentially curable (node-negative, nonmetastatic) prostate cancer, who have complete information on prostate-specific antigen, Gleason score, and clinical stage, were included. Patients with clinical T1/T2 disease were grouped into categories of 50% likelihood of having extraprostatic disease using the Partin nomogram. Clinical T3/T4 patients were examined separately as the highest-risk group. Logistic regression was used to examine the association between patient group and receipt of each primary treatment, adjusting for age, race, year of diagnosis, marital status, Surveillance, Epidemiology and End Results database region, and county-level education. Separate models were constructed for primary surgery, external-beam radiotherapy (RT), and conservative management. Results: On multivariable analysis, increasing likelihood of extraprostatic disease was significantly associated with increasing use of RT and decreased conservative management. Use of surgery also increased. Patients with >50% likelihood of extraprostatic cancer had almost twice the odds of receiving prostatectomy as those with 50% likelihood of extraprostatic cancer (34%) and clinical T3–T4 disease (24%). The proportion of patients who received prostatectomy or conservative management was approximately 50% or slightly higher in all groups. Conclusions: There may be underutilization of RT in older prostate cancer patients and those with likely extraprostatic disease. Because more than half of prostate cancer patients do not consult with a radiation oncologist, a multidisciplinary consultation may affect the treatment decision-making process.

  2. 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

  3. Improved anomaly detection using multi-scale PLS and generalized likelihood ratio test

    KAUST Repository

    Madakyaru, Muddu

    2017-02-16

    Process monitoring has a central role in the process industry to enhance productivity, efficiency, and safety, and to avoid expensive maintenance. In this paper, a statistical approach that exploit the advantages of multiscale PLS models (MSPLS) and those of a generalized likelihood ratio (GLR) test to better detect anomalies is proposed. Specifically, to consider the multivariate and multi-scale nature of process dynamics, a MSPLS algorithm combining PLS and wavelet analysis is used as modeling framework. Then, GLR hypothesis testing is applied using the uncorrelated residuals obtained from MSPLS model to improve the anomaly detection abilities of these latent variable based fault detection methods even further. Applications to a simulated distillation column data are used to evaluate the proposed MSPLS-GLR algorithm.

  4. Improved anomaly detection using multi-scale PLS and generalized likelihood ratio test

    KAUST Repository

    Madakyaru, Muddu; Harrou, Fouzi; Sun, Ying

    2017-01-01

    Process monitoring has a central role in the process industry to enhance productivity, efficiency, and safety, and to avoid expensive maintenance. In this paper, a statistical approach that exploit the advantages of multiscale PLS models (MSPLS) and those of a generalized likelihood ratio (GLR) test to better detect anomalies is proposed. Specifically, to consider the multivariate and multi-scale nature of process dynamics, a MSPLS algorithm combining PLS and wavelet analysis is used as modeling framework. Then, GLR hypothesis testing is applied using the uncorrelated residuals obtained from MSPLS model to improve the anomaly detection abilities of these latent variable based fault detection methods even further. Applications to a simulated distillation column data are used to evaluate the proposed MSPLS-GLR algorithm.

  5. The gap between fatherhood and couplehood desires among Israeli gay men and estimations of their likelihood.

    Science.gov (United States)

    Shenkman, Geva

    2012-10-01

    This study examined the frequencies of the desires and likelihood estimations of Israeli gay men regarding fatherhood and couplehood, using a sample of 183 gay men aged 19-50. It follows previous research which indicated the existence of a gap in the United States with respect to fatherhood, and called for generalizability examinations in other countries and the exploration of possible explanations. As predicted, a gap was also found in Israel between fatherhood desires and their likelihood estimations, as well as between couplehood desires and their likelihood estimations. In addition, lower estimations of fatherhood likelihood were found to predict depression and to correlate with decreased subjective well-being. Possible psychosocial explanations are offered. Moreover, by mapping attitudes toward fatherhood and couplehood among Israeli gay men, the current study helps to extend our knowledge of several central human development motivations and their correlations with depression and subjective well-being in a less-studied sexual minority in a complex cultural climate. (PsycINFO Database Record (c) 2012 APA, all rights reserved).

  6. A comparison of ancestral state reconstruction methods for quantitative characters.

    Science.gov (United States)

    Royer-Carenzi, Manuela; Didier, Gilles

    2016-09-07

    Choosing an ancestral state reconstruction method among the alternatives available for quantitative characters may be puzzling. We present here a comparison of seven of them, namely the maximum likelihood, restricted maximum likelihood, generalized least squares under Brownian, Brownian-with-trend and Ornstein-Uhlenbeck models, phylogenetic independent contrasts and squared parsimony methods. A review of the relations between these methods shows that the maximum likelihood, the restricted maximum likelihood and the generalized least squares under Brownian model infer the same ancestral states and can only be distinguished by the distributions accounting for the reconstruction uncertainty which they provide. The respective accuracy of the methods is assessed over character evolution simulated under a Brownian motion with (and without) directional or stabilizing selection. We give the general form of ancestral state distributions conditioned on leaf states under the simulation models. Ancestral distributions are used first, to give a theoretical lower bound of the expected reconstruction error, and second, to develop an original evaluation scheme which is more efficient than comparing the reconstructed and the simulated states. Our simulations show that: (i) the distributions of the reconstruction uncertainty provided by the methods generally make sense (some more than others); (ii) it is essential to detect the presence of an evolutionary trend and to choose a reconstruction method accordingly; (iii) all the methods show good performances on characters under stabilizing selection; (iv) without trend or stabilizing selection, the maximum likelihood method is generally the most accurate. Copyright © 2016 Elsevier Ltd. All rights reserved.

  7. Understanding the properties of diagnostic tests - Part 2: Likelihood ratios.

    Science.gov (United States)

    Ranganathan, Priya; Aggarwal, Rakesh

    2018-01-01

    Diagnostic tests are used to identify subjects with and without disease. In a previous article in this series, we examined some attributes of diagnostic tests - sensitivity, specificity, and predictive values. In this second article, we look at likelihood ratios, which are useful for the interpretation of diagnostic test results in everyday clinical practice.

  8. Refining the relevant population in forensic voice comparison - A response to Hicks et alii (2015) The importance of distinguishing information from evidence/observations when formulating propositions.

    Science.gov (United States)

    Morrison, Geoffrey Stewart; Enzinger, Ewald; Zhang, Cuiling

    2016-12-01

    Hicks et alii [Sci. Just. 55 (2015) 520-525. http://dx.doi.org/10.1016/j.scijus.2015.06.008] propose that forensic speech scientists not use the accent of the speaker of questioned identity to refine the relevant population. This proposal is based on a lack of understanding of the realities of forensic voice comparison. If it were implemented, it would make data-based forensic voice comparison analysis within the likelihood ratio framework virtually impossible. We argue that it would also lead forensic speech scientists to present invalid unreliable strength of evidence statements, and not allow them to conduct the tests that would make them aware of this problem. Copyright © 2016 The Chartered Society of Forensic Sciences. Published by Elsevier Ireland Ltd. All rights reserved.

  9. How to Improve the Likelihood of CDM Approval?

    DEFF Research Database (Denmark)

    Brandt, Urs Steiner; Svendsen, Gert Tinggaard

    2014-01-01

    How can the likelihood of Clean Development Mechanism (CDM) approval be improved in the face of institutional shortcomings? To answer this question, we focus on the three institutional shortcomings of income sharing, risk sharing and corruption prevention concerning afforestation/reforestation (A....../R). Furthermore, three main stakeholders are identified, namely investors, governments and agents in a principal-agent model regarding monitoring and enforcement capacity. Developing countries such as West Africa have, despite huge potentials, not been integrated in A/R CDM projects yet. Remote sensing, however...

  10. It's DE-licious: A Recipe for Differential Expression Analyses of RNA-seq Experiments Using Quasi-Likelihood Methods in edgeR.

    Science.gov (United States)

    Lun, Aaron T L; Chen, Yunshun; Smyth, Gordon K

    2016-01-01

    RNA sequencing (RNA-seq) is widely used to profile transcriptional activity in biological systems. Here we present an analysis pipeline for differential expression analysis of RNA-seq experiments using the Rsubread and edgeR software packages. The basic pipeline includes read alignment and counting, filtering and normalization, modelling of biological variability and hypothesis testing. For hypothesis testing, we describe particularly the quasi-likelihood features of edgeR. Some more advanced downstream analysis steps are also covered, including complex comparisons, gene ontology enrichment analyses and gene set testing. The code required to run each step is described, along with an outline of the underlying theory. The chapter includes a case study in which the pipeline is used to study the expression profiles of mammary gland cells in virgin, pregnant and lactating mice.

  11. A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures.

    Science.gov (United States)

    Filipiak, Katarzyna; Klein, Daniel; Roy, Anuradha

    2017-01-01

    The problem of testing the separability of a covariance matrix against an unstructured variance-covariance matrix is studied in the context of multivariate repeated measures data using Rao's score test (RST). The RST statistic is developed with the first component of the separable structure as a first-order autoregressive (AR(1)) correlation matrix or an unstructured (UN) covariance matrix under the assumption of multivariate normality. It is shown that the distribution of the RST statistic under the null hypothesis of any separability does not depend on the true values of the mean or the unstructured components of the separable structure. A significant advantage of the RST is that it can be performed for small samples, even smaller than the dimension of the data, where the likelihood ratio test (LRT) cannot be used, and it outperforms the standard LRT in a number of contexts. Monte Carlo simulations are then used to study the comparative behavior of the null distribution of the RST statistic, as well as that of the LRT statistic, in terms of sample size considerations, and for the estimation of the empirical percentiles. Our findings are compared with existing results where the first component of the separable structure is a compound symmetry (CS) correlation matrix. It is also shown by simulations that the empirical null distribution of the RST statistic converges faster than the empirical null distribution of the LRT statistic to the limiting χ 2 distribution. The tests are implemented on a real dataset from medical studies. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  12. Investigation of various factors influencing Raman spectra interpretation with the use of likelihood ratio approach.

    Science.gov (United States)

    Michalska, Aleksandra; Martyna, Agnieszka; Zadora, Grzegorz

    2018-01-01

    The main aim of this study was to verify whether selected analytical parameters may affect solving the comparison problem of Raman spectra with the use of the likelihood ratio (LR) approach. Firstly the LR methodologies developed for Raman spectra of blue automotive paints obtained with the use of 785nm laser source (results published by the authors previously) were implemented for good quality spectra recorded for these paints with the use of 514.5nm laser source. For LR models construction two types of variables were used i.e. areas under selected pigments bands and coefficients derived from discrete wavelet transform procedure (DWT). Few experiments were designed for 785nm and 514.5nm Raman spectra databases after constructing well performing LR models (low rates of false positive and false negative answers and acceptable results of empirical cross entropy approach). In order to verify whether objective magnification described by its numerical aperture affects spectra interpretation, three objective magnifications -20×(N.A.=0.4.), 50×(N.A.=0.75) and 100×(N.A.=0.85) within each of the applied laser sources (514.5nm and 785nm) were tested for a group of blue solid and metallic automotive paints having the same sets of pigments depending on the applied laser source. The findings obtained by two types of LR models indicate the importance of this parameter for solving the comparison problem of both solid and metallic automotive paints regardless of the laser source used for measuring Raman signal. Hence, the same objective magnification, preferably 50× (established based on the analysis of within- and between-samples variability and F-factor value), should be used when focusing the laser on samples during Raman measurements. Then the influence of parameters (laser power and time of irradiation) of one of the recommended fluorescence suppression techniques, namely photobleaching, was under investigation. Analysis performed on a group of solid automotive paint

  13. Estimation of flashover voltage probability of overhead line insulators under industrial pollution, based on maximum likelihood method

    International Nuclear Information System (INIS)

    Arab, M.N.; Ayaz, M.

    2004-01-01

    The performance of transmission line insulator is greatly affected by dust, fumes from industrial areas and saline deposit near the coast. Such pollutants in the presence of moisture form a coating on the surface of the insulator, which in turn allows the passage of leakage current. This leakage builds up to a point where flashover develops. The flashover is often followed by permanent failure of insulation resulting in prolong outages. With the increase in system voltage owing to the greater demand of electrical energy over the past few decades, the importance of flashover due to pollution has received special attention. The objective of the present work was to study the performance of overhead line insulators in the presence of contaminants such as induced salts. A detailed review of the literature and the mechanisms of insulator flashover due to the pollution are presented. Experimental investigations on the behavior of overhead line insulators under industrial salt contamination are carried out. A special fog chamber was designed in which the contamination testing of insulators was carried out. Flashover behavior under various degrees of contamination of insulators with the most common industrial fume components such as Nitrate and Sulphate compounds was studied. Substituting the normal distribution parameter in the probability distribution function based on maximum likelihood develops a statistical method. The method gives a high accuracy in the estimation of the 50% flashover voltage, which is then used to evaluate the critical flashover index at various contamination levels. The critical flashover index is a valuable parameter in insulation design for numerous applications. (author)

  14. A likelihood ratio-based method to predict exact pedigrees for complex families from next-generation sequencing data.

    Science.gov (United States)

    Heinrich, Verena; Kamphans, Tom; Mundlos, Stefan; Robinson, Peter N; Krawitz, Peter M

    2017-01-01

    Next generation sequencing technology considerably changed the way we screen for pathogenic mutations in rare Mendelian disorders. However, the identification of the disease-causing mutation amongst thousands of variants of partly unknown relevance is still challenging and efficient techniques that reduce the genomic search space play a decisive role. Often segregation- or linkage analysis are used to prioritize candidates, however, these approaches require correct information about the degree of relationship among the sequenced samples. For quality assurance an automated control of pedigree structures and sample assignment is therefore highly desirable in order to detect label mix-ups that might otherwise corrupt downstream analysis. We developed an algorithm based on likelihood ratios that discriminates between different classes of relationship for an arbitrary number of genotyped samples. By identifying the most likely class we are able to reconstruct entire pedigrees iteratively, even for highly consanguineous families. We tested our approach on exome data of different sequencing studies and achieved high precision for all pedigree predictions. By analyzing the precision for varying degrees of relatedness or inbreeding we could show that a prediction is robust down to magnitudes of a few hundred loci. A java standalone application that computes the relationships between multiple samples as well as a Rscript that visualizes the pedigree information is available for download as well as a web service at www.gene-talk.de CONTACT: heinrich@molgen.mpg.deSupplementary information: Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

  15. Tests and Confidence Intervals for an Extended Variance Component Using the Modified Likelihood Ratio Statistic

    DEFF Research Database (Denmark)

    Christensen, Ole Fredslund; Frydenberg, Morten; Jensen, Jens Ledet

    2005-01-01

    The large deviation modified likelihood ratio statistic is studied for testing a variance component equal to a specified value. Formulas are presented in the general balanced case, whereas in the unbalanced case only the one-way random effects model is studied. Simulation studies are presented......, showing that the normal approximation to the large deviation modified likelihood ratio statistic gives confidence intervals for variance components with coverage probabilities very close to the nominal confidence coefficient....

  16. Maximum likelihood estimation of the position of a radiating source in a waveguide

    International Nuclear Information System (INIS)

    Hinich, M.J.

    1979-01-01

    An array of sensors is receiving radiation from a source of interest. The source and the array are in a one- or two-dimensional waveguide. The maximum-likelihood estimators of the coordinates of the source are analyzed under the assumptions that the noise field is Gaussian. The Cramer-Rao lower bound is of the order of the number of modes which define the source excitation function. The results show that the accuracy of the maximum likelihood estimator of source depth using a vertical array in a infinite horizontal waveguide (such as the ocean) is limited by the number of modes detected by the array regardless of the array size

  17. Process criticality accident likelihoods, consequences and emergency planning

    International Nuclear Information System (INIS)

    McLaughlin, T.P.

    1992-01-01

    Evaluation of criticality accident risks in the processing of significant quantities of fissile materials is both complex and subjective, largely due to the lack of accident statistics. Thus, complying with national and international standards and regulations which require an evaluation of the net benefit of a criticality accident alarm system, is also subjective. A review of guidance found in the literature on potential accident magnitudes is presented for different material forms and arrangements. Reasoned arguments are also presented concerning accident prevention and accident likelihoods for these material forms and arrangements. (Author)

  18. Process criticality accident likelihoods, consequences, and emergency planning

    Energy Technology Data Exchange (ETDEWEB)

    McLaughlin, T.P.

    1991-01-01

    Evaluation of criticality accident risks in the processing of significant quantities of fissile materials is both complex and subjective, largely due to the lack of accident statistics. Thus, complying with standards such as ISO 7753 which mandates that the need for an alarm system be evaluated, is also subjective. A review of guidance found in the literature on potential accident magnitudes is presented for different material forms and arrangements. Reasoned arguments are also presented concerning accident prevention and accident likelihoods for these material forms and arrangements. 13 refs., 1 fig., 1 tab.

  19. Likelihood Estimation of Gamma Ray Bursts Duration Distribution

    OpenAIRE

    Horvath, Istvan

    2005-01-01

    Two classes of Gamma Ray Bursts have been identified so far, characterized by T90 durations shorter and longer than approximately 2 seconds. It was shown that the BATSE 3B data allow a good fit with three Gaussian distributions in log T90. In the same Volume in ApJ. another paper suggested that the third class of GRBs is may exist. Using the full BATSE catalog here we present the maximum likelihood estimation, which gives us 0.5% probability to having only two subclasses. The MC simulation co...

  20. Neural Networks Involved in Adolescent Reward Processing: An Activation Likelihood Estimation Meta-Analysis of Functional Neuroimaging Studies

    Science.gov (United States)

    Silverman, Merav H.; Jedd, Kelly; Luciana, Monica

    2015-01-01

    Behavioral responses to, and the neural processing of, rewards change dramatically during adolescence and may contribute to observed increases in risk-taking during this developmental period. Functional MRI (fMRI) studies suggest differences between adolescents and adults in neural activation during reward processing, but findings are contradictory, and effects have been found in non-predicted directions. The current study uses an activation likelihood estimation (ALE) approach for quantitative meta-analysis of functional neuroimaging studies to: 1) confirm the network of brain regions involved in adolescents’ reward processing, 2) identify regions involved in specific stages (anticipation, outcome) and valence (positive, negative) of reward processing, and 3) identify differences in activation likelihood between adolescent and adult reward-related brain activation. Results reveal a subcortical network of brain regions involved in adolescent reward processing similar to that found in adults with major hubs including the ventral and dorsal striatum, insula, and posterior cingulate cortex (PCC). Contrast analyses find that adolescents exhibit greater likelihood of activation in the insula while processing anticipation relative to outcome and greater likelihood of activation in the putamen and amygdala during outcome relative to anticipation. While processing positive compared to negative valence, adolescents show increased likelihood for activation in the posterior cingulate cortex (PCC) and ventral striatum. Contrasting adolescent reward processing with the existing ALE of adult reward processing (Liu et al., 2011) reveals increased likelihood for activation in limbic, frontolimbic, and striatal regions in adolescents compared with adults. Unlike adolescents, adults also activate executive control regions of the frontal and parietal lobes. These findings support hypothesized elevations in motivated activity during adolescence. PMID:26254587

  1. Penggunaan Elaboration Likelihood Model dalam Menganalisis Penerimaan Teknologi Informasi

    OpenAIRE

    vitrian, vitrian2

    2010-01-01

    This article discusses some technology acceptance models in an organization. Thorough analysis of how technology is acceptable help managers make any planning to implement new teachnology and make sure that new technology could enhance organization's performance. Elaboration Likelihood Model (ELM) is the one which sheds light on some behavioral factors in acceptance of information technology. The basic tenet of ELM states that human behavior in principle can be influenced through central r...

  2. Evaluation of robustness of maximum likelihood cone-beam CT reconstruction with total variation regularization

    International Nuclear Information System (INIS)

    Stsepankou, D; Arns, A; Hesser, J; Ng, S K; Zygmanski, P

    2012-01-01

    The objective of this paper is to evaluate an iterative maximum likelihood (ML) cone–beam computed tomography (CBCT) reconstruction with total variation (TV) regularization with respect to the robustness of the algorithm due to data inconsistencies. Three different and (for clinical application) typical classes of errors are considered for simulated phantom and measured projection data: quantum noise, defect detector pixels and projection matrix errors. To quantify those errors we apply error measures like mean square error, signal-to-noise ratio, contrast-to-noise ratio and streak indicator. These measures are derived from linear signal theory and generalized and applied for nonlinear signal reconstruction. For quality check, we focus on resolution and CT-number linearity based on a Catphan phantom. All comparisons are made versus the clinical standard, the filtered backprojection algorithm (FBP). In our results, we confirm and substantially extend previous results on iterative reconstruction such as massive undersampling of the number of projections. Errors of projection matrix parameters of up to 1° projection angle deviations are still in the tolerance level. Single defect pixels exhibit ring artifacts for each method. However using defect pixel compensation, allows up to 40% of defect pixels for passing the standard clinical quality check. Further, the iterative algorithm is extraordinarily robust in the low photon regime (down to 0.05 mAs) when compared to FPB, allowing for extremely low-dose image acquisitions, a substantial issue when considering daily CBCT imaging for position correction in radiotherapy. We conclude that the ML method studied herein is robust under clinical quality assurance conditions. Consequently, low-dose regime imaging, especially for daily patient localization in radiation therapy is possible without change of the current hardware of the imaging system. (paper)

  3. Computer-aided detection of masses in digital tomosynthesis mammography: Comparison of three approaches

    International Nuclear Information System (INIS)

    Chan Heangping; Wei Jun; Zhang Yiheng; Helvie, Mark A.; Moore, Richard H.; Sahiner, Berkman; Hadjiiski, Lubomir; Kopans, Daniel B.

    2008-01-01

    The authors are developing a computer-aided detection (CAD) system for masses on digital breast tomosynthesis mammograms (DBT). Three approaches were evaluated in this study. In the first approach, mass candidate identification and feature analysis are performed in the reconstructed three-dimensional (3D) DBT volume. A mass likelihood score is estimated for each mass candidate using a linear discriminant analysis (LDA) classifier. Mass detection is determined by a decision threshold applied to the mass likelihood score. A free response receiver operating characteristic (FROC) curve that describes the detection sensitivity as a function of the number of false positives (FPs) per breast is generated by varying the decision threshold over a range. In the second approach, prescreening of mass candidate and feature analysis are first performed on the individual two-dimensional (2D) projection view (PV) images. A mass likelihood score is estimated for each mass candidate using an LDA classifier trained for the 2D features. The mass likelihood images derived from the PVs are backprojected to the breast volume to estimate the 3D spatial distribution of the mass likelihood scores. The FROC curve for mass detection can again be generated by varying the decision threshold on the 3D mass likelihood scores merged by backprojection. In the third approach, the mass likelihood scores estimated by the 3D and 2D approaches, described above, at the corresponding 3D location are combined and evaluated using FROC analysis. A data set of 100 DBT cases acquired with a GE prototype system at the Breast Imaging Laboratory in the Massachusetts General Hospital was used for comparison of the three approaches. The LDA classifiers with stepwise feature selection were designed with leave-one-case-out resampling. In FROC analysis, the CAD system for detection in the DBT volume alone achieved test sensitivities of 80% and 90% at average FP rates of 1.94 and 3.40 per breast, respectively. With the

  4. Likelihood based inference for partially observed renewal processes

    NARCIS (Netherlands)

    van Lieshout, Maria Nicolette Margaretha

    2016-01-01

    This paper is concerned with inference for renewal processes on the real line that are observed in a broken interval. For such processes, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point process theory to propose a Monte Carlo maximum

  5. Likelihood analysis of supersymmetric SU(5) GUTs

    Energy Technology Data Exchange (ETDEWEB)

    Bagnaschi, E.; Weiglein, G. [DESY, Hamburg (Germany); Costa, J.C.; Buchmueller, O.; Citron, M.; Richards, A.; De Vries, K.J. [Imperial College, High Energy Physics Group, Blackett Laboratory, London (United Kingdom); Sakurai, K. [University of Durham, Science Laboratories, Department of Physics, Institute for Particle Physics Phenomenology, Durham (United Kingdom); University of Warsaw, Faculty of Physics, Institute of Theoretical Physics, Warsaw (Poland); Borsato, M.; Chobanova, V.; Lucio, M.; Martinez Santos, D. [Universidade de Santiago de Compostela, Santiago de Compostela (Spain); Cavanaugh, R. [Fermi National Accelerator Laboratory, Batavia, IL (United States); University of Illinois at Chicago, Physics Department, Chicago, IL (United States); Roeck, A. de [CERN, Experimental Physics Department, Geneva (Switzerland); Antwerp University, Wilrijk (Belgium); Dolan, M.J. [University of Melbourne, ARC Centre of Excellence for Particle Physics at the Terascale, School of Physics, Parkville (Australia); Ellis, J.R. [King' s College London, Theoretical Particle Physics and Cosmology Group, Department of Physics, London (United Kingdom); Theoretical Physics Department, CERN, Geneva 23 (Switzerland); Flaecher, H. [University of Bristol, H.H. Wills Physics Laboratory, Bristol (United Kingdom); Heinemeyer, S. [Campus of International Excellence UAM+CSIC, Cantoblanco, Madrid (Spain); Instituto de Fisica Teorica UAM-CSIC, Madrid (Spain); Instituto de Fisica de Cantabria (CSIC-UC), Santander (Spain); Isidori, G. [Universitaet Zuerich, Physik-Institut, Zurich (Switzerland); Olive, K.A. [University of Minnesota, William I. Fine Theoretical Physics Institute, School of Physics and Astronomy, Minneapolis, MN (United States)

    2017-02-15

    We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has seven parameters: a universal gaugino mass m{sub 1/2}, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), m{sub 5} and m{sub 10}, and for the 5 and anti 5 Higgs representations m{sub H{sub u}} and m{sub H{sub d}}, a universal trilinear soft SUSY-breaking parameter A{sub 0}, and the ratio of Higgs vevs tan β. In addition to previous constraints from direct sparticle searches, low-energy and flavour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets + E{sub T} events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously identified mechanisms for bringing the supersymmetric relic density into the range allowed by cosmology, we identify a novel u{sub R}/c{sub R} - χ{sup 0}{sub 1} coannihilation mechanism that appears in the supersymmetric SU(5) GUT model and discuss the role of ν{sub τ} coannihilation. We find complementarity between the prospects for direct Dark Matter detection and SUSY searches at the LHC. (orig.)

  6. Likelihood analysis of supersymmetric SU(5) GUTs

    Energy Technology Data Exchange (ETDEWEB)

    Bagnaschi, E. [DESY, Hamburg (Germany); Costa, J.C. [Imperial College, London (United Kingdom). Blackett Lab.; Sakurai, K. [Durham Univ. (United Kingdom). Inst. for Particle Physics Phenomonology; Warsaw Univ. (Poland). Inst. of Theoretical Physics; Collaboration: MasterCode Collaboration; and others

    2016-10-15

    We perform a likelihood analysis of the constraints from accelerator experiments and astrophysical observations on supersymmetric (SUSY) models with SU(5) boundary conditions on soft SUSY-breaking parameters at the GUT scale. The parameter space of the models studied has 7 parameters: a universal gaugino mass m{sub 1/2}, distinct masses for the scalar partners of matter fermions in five- and ten-dimensional representations of SU(5), m{sub 5} and m{sub 10}, and for the 5 and anti 5 Higgs representations m{sub H{sub u}} and m{sub H{sub d}}, a universal trilinear soft SUSY-breaking parameter A{sub 0}, and the ratio of Higgs vevs tan β. In addition to previous constraints from direct sparticle searches, low-energy and avour observables, we incorporate constraints based on preliminary results from 13 TeV LHC searches for jets+E{sub T} events and long-lived particles, as well as the latest PandaX-II and LUX searches for direct Dark Matter detection. In addition to previously-identified mechanisms for bringing the supersymmetric relic density into the range allowed by cosmology, we identify a novel u{sub R}/c{sub R}-χ{sup 0}{sub 1} coannihilation mechanism that appears in the supersymmetric SU(5) GUT model and discuss the role of ν{sub T} coannihilation. We find complementarity between the prospects for direct Dark Matter detection and SUSY searches at the LHC.

  7. Computational Software to Fit Seismic Data Using Epidemic-Type Aftershock Sequence Models and Modeling Performance Comparisons

    Science.gov (United States)

    Chu, A.

    2016-12-01

    Modern earthquake catalogs are often analyzed using spatial-temporal point process models such as the epidemic-type aftershock sequence (ETAS) models of Ogata (1998). My work implements three of the homogeneous ETAS models described in Ogata (1998). With a model's log-likelihood function, my software finds the Maximum-Likelihood Estimates (MLEs) of the model's parameters to estimate the homogeneous background rate and the temporal and spatial parameters that govern triggering effects. EM-algorithm is employed for its advantages of stability and robustness (Veen and Schoenberg, 2008). My work also presents comparisons among the three models in robustness, convergence speed, and implementations from theory to computing practice. Up-to-date regional seismic data of seismic active areas such as Southern California and Japan are used to demonstrate the comparisons. Data analysis has been done using computer languages Java and R. Java has the advantages of being strong-typed and easiness of controlling memory resources, while R has the advantages of having numerous available functions in statistical computing. Comparisons are also made between the two programming languages in convergence and stability, computational speed, and easiness of implementation. Issues that may affect convergence such as spatial shapes are discussed.

  8. Seasonal species interactions minimize the impact of species turnover on the likelihood of community persistence.

    Science.gov (United States)

    Saavedra, Serguei; Rohr, Rudolf P; Fortuna, Miguel A; Selva, Nuria; Bascompte, Jordi

    2016-04-01

    Many of the observed species interactions embedded in ecological communities are not permanent, but are characterized by temporal changes that are observed along with abiotic and biotic variations. While work has been done describing and quantifying these changes, little is known about their consequences for species coexistence. Here, we investigate the extent to which changes of species composition impact the likelihood of persistence of the predator-prey community in the highly seasonal Białowieza Primeval Forest (northeast Poland), and the extent to which seasonal changes of species interactions (predator diet) modulate the expected impact. This likelihood is estimated extending recent developments on the study of structural stability in ecological communities. We find that the observed species turnover strongly varies the likelihood of community persistence between summer and winter. Importantly, we demonstrate that the observed seasonal interaction changes minimize the variation in the likelihood of persistence associated with species turnover across the year. We find that these community dynamics can be explained as the coupling of individual species to their environment by minimizing both the variation in persistence conditions and the interaction changes between seasons. Our results provide a homeostatic explanation for seasonal species interactions and suggest that monitoring the association of interactions changes with the level of variation in community dynamics can provide a good indicator of the response of species to environmental pressures.

  9. APPLICATION OF A GENERALIZED MAXIMUM LIKELIHOOD METHOD IN THE REDUCTION OF MULTICOMPONENT LIQUID-LIQUID EQUILIBRIUM DATA

    Directory of Open Access Journals (Sweden)

    L. STRAGEVITCH

    1997-03-01

    Full Text Available The equations of the method based on the maximum likelihood principle have been rewritten in a suitable generalized form to allow the use of any number of implicit constraints in the determination of model parameters from experimental data and from the associated experimental uncertainties. In addition to the use of any number of constraints, this method also allows data, with different numbers of constraints, to be reduced simultaneously. Application of the method is illustrated in the reduction of liquid-liquid equilibrium data of binary, ternary and quaternary systems simultaneously

  10. 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...

  11. The Elaboration Likelihood Model: Implications for the Practice of School Psychology.

    Science.gov (United States)

    Petty, Richard E.; Heesacker, Martin; Hughes, Jan N.

    1997-01-01

    Reviews a contemporary theory of attitude change, the Elaboration Likelihood Model (ELM) of persuasion, and addresses its relevance to school psychology. Claims that a key postulate of ELM is that attitude change results from thoughtful (central route) or nonthoughtful (peripheral route) processes. Illustrations of ELM's utility for school…

  12. Bayesian interpretation of Generalized empirical likelihood by maximum entropy

    OpenAIRE

    Rochet , Paul

    2011-01-01

    We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted, extending the MEM procedure to parametric moment conditions. We show in particular that a large number of GEL estimators can be interpreted as a maximum entropy solution. Moreover, we provide a more general field of applications by proving the method to be rob...

  13. Risk Presentation Using the Three Dimensions of Likelihood, Severity, and Level of Control

    Science.gov (United States)

    Watson, Clifford

    2010-01-01

    Traditional hazard analysis techniques utilize a two-dimensional representation of the results determined by relative likelihood and severity of the residual risk. These matrices present a quick-look at the Likelihood (Y-axis) and Severity (X-axis) of the probable outcome of a hazardous event. A three-dimensional method, described herein, utilizes the traditional X and Y axes, while adding a new, third dimension, shown as the Z-axis, and referred to as the Level of Control. The elements of the Z-axis are modifications of the Hazard Elimination and Control steps (also known as the Hazard Reduction Precedence Sequence). These steps are: 1. Eliminate risk through design. 2. Substitute less risky materials for more hazardous materials. 3. Install safety devices. 4. Install caution and warning devices. 5. Develop administrative controls (to include special procedures and training.) 6. Provide protective clothing and equipment. When added to the two-dimensional models, the level of control adds a visual representation of the risk associated with the hazardous condition, creating a tall-pole for the leastwell-controlled failure while establishing the relative likelihood and severity of all causes and effects for an identified hazard. Computer modeling of the analytical results, using spreadsheets and three-dimensional charting gives a visual confirmation of the relationship between causes and their controls.

  14. Analysis and Comparison of Information Theory-based Distances for Genomic Strings

    Science.gov (United States)

    Balzano, Walter; Cicalese, Ferdinando; Del Sorbo, Maria Rosaria; Vaccaro, Ugo

    2008-07-01

    Genomic string comparison via alignment are widely applied for mining and retrieval of information in biological databases. In some situation, the effectiveness of such alignment based comparison is still unclear, e.g., for sequences with non-uniform length and with significant shuffling of identical substrings. An alternative approach is the one based on information theory distances. Biological data information content is stored in very long strings of only four characters. In last ten years, several entropic measures have been proposed for genomic string analysis. Notwithstanding their individual merit and experimental validation, to the nest of our knowledge, there is no direct comparison of these different metrics. We shall present four of the most representative alignment-free distance measures, based on mutual information. Each one has a different origin and expression. Our comparison involves a sort of arrangement, to reduce different concepts to a unique formalism, so as it has been possible to construct a phylogenetic tree for each of them. The trees produced via these metrics are compared to the ones widely accepted as biologically validated. In general the results provided more evidence of the reliability of the alignment-free distance models. Also, we observe that one of the metrics appeared to be more robust than the other three. We believe that this result can be object of further researches and observations. Many of the results of experimentation, the graphics and the table are available at the following URL: http://people.na.infn.it/˜wbalzano/BIO

  15. Major Accidents (Gray Swans) Likelihood Modeling Using Accident Precursors and Approximate Reasoning.

    Science.gov (United States)

    Khakzad, Nima; Khan, Faisal; Amyotte, Paul

    2015-07-01

    Compared to the remarkable progress in risk analysis of normal accidents, the risk analysis of major accidents has not been so well-established, partly due to the complexity of such accidents and partly due to low probabilities involved. The issue of low probabilities normally arises from the scarcity of major accidents' relevant data since such accidents are few and far between. In this work, knowing that major accidents are frequently preceded by accident precursors, a novel precursor-based methodology has been developed for likelihood modeling of major accidents in critical infrastructures based on a unique combination of accident precursor data, information theory, and approximate reasoning. For this purpose, we have introduced an innovative application of information analysis to identify the most informative near accident of a major accident. The observed data of the near accident were then used to establish predictive scenarios to foresee the occurrence of the major accident. We verified the methodology using offshore blowouts in the Gulf of Mexico, and then demonstrated its application to dam breaches in the United Sates. © 2015 Society for Risk Analysis.

  16. The role of self-regulatory efficacy, moral disengagement and guilt on doping likelihood: A social cognitive theory perspective.

    Science.gov (United States)

    Ring, Christopher; Kavussanu, Maria

    2018-03-01

    Given the concern over doping in sport, researchers have begun to explore the role played by self-regulatory processes in the decision whether to use banned performance-enhancing substances. Grounded on Bandura's (1991) theory of moral thought and action, this study examined the role of self-regulatory efficacy, moral disengagement and anticipated guilt on the likelihood to use a banned substance among college athletes. Doping self-regulatory efficacy was associated with doping likelihood both directly (b = -.16, P self-regulatory efficacy influences the likelihood to use banned performance-enhancing substances both directly and indirectly via moral disengagement.

  17. The numerical evaluation of maximum-likelihood estimates of the parameters for a mixture of normal distributions from partially identified samples

    Science.gov (United States)

    Walker, H. F.

    1976-01-01

    Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.

  18. Predicting likelihood of seeking help through the employee assistance program among salaried and union hourly employees.

    Science.gov (United States)

    Delaney, W; Grube, J W; Ames, G M

    1998-03-01

    This research investigated belief, social support and background predictors of employee likelihood to use an Employee Assistance Program (EAP) for a drinking problem. An anonymous cross-sectional survey was administered in the home. Bivariate analyses and simultaneous equations path analysis were used to explore a model of EAP use. Survey and ethnographic research were conducted in a unionized heavy machinery manufacturing plant in the central states of the United States. A random sample of 852 hourly and salaried employees was selected. In addition to background variables, measures included: likelihood of going to an EAP for a drinking problem, belief the EAP can help, social support for the EAP from co-workers/others, belief that EAP use will harm employment, and supervisor encourages the EAP for potential drinking problems. Belief in EAP efficacy directly increased the likelihood of going to an EAP. Greater perceived social support and supervisor encouragement increased the likelihood of going to an EAP both directly and indirectly through perceived EAP efficacy. Black and union hourly employees were more likely to say they would use an EAP. Males and those who reported drinking during working hours were less likely to say they would use an EAP for a drinking problem. EAP beliefs and social support have significant effects on likelihood to go to an EAP for a drinking problem. EAPs may wish to focus their efforts on creating an environment where there is social support from coworkers and encouragement from supervisors for using EAP services. Union networks and team members have an important role to play in addition to conventional supervisor intervention.

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

    Science.gov (United States)

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

    2015-09-01

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

  20. Quantifying uncertainty, variability and likelihood for ordinary differential equation models

    LENUS (Irish Health Repository)

    Weisse, Andrea Y

    2010-10-28

    Abstract Background In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space. Results The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability. Conclusions While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations.

  1. The influence of design characteristics on statistical inference in nonlinear estimation: A simulation study based on survival data and hazard modeling

    DEFF Research Database (Denmark)

    Andersen, J.S.; Bedaux, J.J.M.; Kooijman, S.A.L.M.

    2000-01-01

    This paper describes the influence of design characteristics on the statistical inference for an ecotoxicological hazard-based model using simulated survival data. The design characteristics of interest are the number and spacing of observations (counts) in time, the number and spacing of exposure...... concentrations (within c(min) and c(max)), and the initial number of individuals at time 0 in each concentration. A comparison of the coverage probabilities for confidence limits arising from the profile-likelihood approach and the Wald-based approach is carried out. The Wald-based approach is very sensitive...

  2. Australian food life style segments and elaboration likelihood differences

    DEFF Research Database (Denmark)

    Brunsø, Karen; Reid, Mike

    As the global food marketing environment becomes more competitive, the international and comparative perspective of consumers' attitudes and behaviours becomes more important for both practitioners and academics. This research employs the Food-Related Life Style (FRL) instrument in Australia...... in order to 1) determine Australian Life Style Segments and compare these with their European counterparts, and to 2) explore differences in elaboration likelihood among the Australian segments, e.g. consumers' interest and motivation to perceive product related communication. The results provide new...

  3. Maximum Likelihood Joint Tracking and Association in Strong Clutter

    Directory of Open Access Journals (Sweden)

    Leonid I. Perlovsky

    2013-01-01

    Full Text Available We have developed a maximum likelihood formulation for a joint detection, tracking and association problem. An efficient non-combinatorial algorithm for this problem is developed in case of strong clutter for radar data. By using an iterative procedure of the dynamic logic process “from vague-to-crisp” explained in the paper, the new tracker overcomes the combinatorial complexity of tracking in highly-cluttered scenarios and results in an orders-of-magnitude improvement in signal-to-clutter ratio.

  4. Audio-visual Classification and Fusion of Spontaneous Affect Data in Likelihood Space

    NARCIS (Netherlands)

    Nicolaou, Mihalis A.; Gunes, Hatice; Pantic, Maja

    2010-01-01

    This paper focuses on audio-visual (using facial expression, shoulder and audio cues) classification of spontaneous affect, utilising generative models for classification (i) in terms of Maximum Likelihood Classification with the assumption that the generative model structure in the classifier is

  5. Measurement of $b$-tagging Efficiency of $c$-jets in $t\\bar{t}$ Events Using a Likelihood Approach with the ATLAS Detector

    CERN Document Server

    The ATLAS collaboration

    2018-01-01

    A new technique is presented to measure the rate at which charm jets are tagged as $b$-jets based on a data sample of single lepton $t\\bar{t}$ events, where one of the $W$-bosons decays leptonically and the other decays to a $c$- and $s$-quark, or other quark pair combinations. The data sample was collected by the ATLAS detector at $\\sqrt{s} = 13$ TeV in 2015 and 2016 and corresponds to an integrated luminosity of 36 fb$^{-1}$. A kinematic likelihood technique is used to assign jets to the corresponding $t\\bar{t}$ decay products. A likelihood fit is used to extract the $c$-jet tagging efficiency from the pair of jets associated to $W$-boson decays. This new technique is used to calibrate the ATLAS MV2c10 $b$-tagging algorithm.

  6. Robust Biometric Score Fusion by Naive Likelihood Ratio via Receiver Operating Characteristics

    NARCIS (Netherlands)

    Tao, Q.; Veldhuis, Raymond N.J.

    This paper presents a novel method of fusing multiple biometrics on the matching score level. We estimate the likelihood ratios of the fused biometric scores, via individual receiver operating characteristics (ROC) which construct the Naive Bayes classifier. Using a limited number of operation

  7. Comparison of MRI-based and CT/MRI fusion-based postimplant dosimetric analysis of prostate brachytherapy

    International Nuclear Information System (INIS)

    Tanaka, Osamu; Hayashi, Shinya; Matsuo, Masayuki; Sakurai, Kota; Nakano, Masahiro; Maeda, Sunaho; Kajita, Kimihiro R.T.; Deguchi, Takashi; Hoshi, Hiroaki

    2006-01-01

    Purpose: The aim of this study was to compare the outcomes between magnetic resonance imaging (MRI)-based and computed tomography (CT)/MRI fusion-based postimplant dosimetry methods in permanent prostate brachytherapy. Methods and Materials: Between October 2004 and March 2006, a total of 52 consecutive patients with prostate cancer were treated by brachytherapy, and postimplant dosimetry was performed using CT/MRI fusion. The accuracy and reproducibility were prospectively compared between MRI-based dosimetry and CT/MRI fusion-based dosimetry based on the dose-volume histogram (DVH) related parameters as recommended by the American Brachytherapy Society. Results: The prostate volume was 15.97 ± 6.17 cc (mean ± SD) in MRI-based dosimetry, and 15.97 ± 6.02 cc in CT/MRI fusion-based dosimetry without statistical difference. The prostate V100 was 94.5% and 93.0% in MRI-based and CT/MRI fusion-based dosimetry, respectively, and the difference was statistically significant (p = 0.002). The prostate D90 was 119.4% and 114.4% in MRI-based and CT/MRI fusion-based dosimetry, respectively, and the difference was statistically significant (p = 0.004). Conclusion: Our current results suggested that, as with fusion images, MR images allowed accurate contouring of the organs, but they tended to overestimate the analysis of postimplant dosimetry in comparison to CT/MRI fusion images. Although this MRI-based dosimetric discrepancy was negligible, MRI-based dosimetry was acceptable and reproducible in comparison to CT-based dosimetry, because the difference between MRI-based and CT/MRI fusion-based results was smaller than that between CT-based and CT/MRI fusion-based results as previously reported

  8. Likelihood inference for COM-Poisson cure rate model with interval-censored data and Weibull lifetimes.

    Science.gov (United States)

    Pal, Suvra; Balakrishnan, N

    2017-10-01

    In this paper, we consider a competing cause scenario and assume the number of competing causes to follow a Conway-Maxwell Poisson distribution which can capture both over and under dispersion that is usually encountered in discrete data. Assuming the population of interest having a component cure and the form of the data to be interval censored, as opposed to the usually considered right-censored data, the main contribution is in developing the steps of the expectation maximization algorithm for the determination of the maximum likelihood estimates of the model parameters of the flexible Conway-Maxwell Poisson cure rate model with Weibull lifetimes. An extensive Monte Carlo simulation study is carried out to demonstrate the performance of the proposed estimation method. Model discrimination within the Conway-Maxwell Poisson distribution is addressed using the likelihood ratio test and information-based criteria to select a suitable competing cause distribution that provides the best fit to the data. A simulation study is also carried out to demonstrate the loss in efficiency when selecting an improper competing cause distribution which justifies the use of a flexible family of distributions for the number of competing causes. Finally, the proposed methodology and the flexibility of the Conway-Maxwell Poisson distribution are illustrated with two known data sets from the literature: smoking cessation data and breast cosmesis data.

  9. A partial differential equation-based general framework adapted to Rayleigh's, Rician's and Gaussian's distributed noise for restoration and enhancement of magnetic resonance image.

    Science.gov (United States)

    Yadav, Ram Bharos; Srivastava, Subodh; Srivastava, Rajeev

    2016-01-01

    The proposed framework is obtained by casting the noise removal problem into a variational framework. This framework automatically identifies the various types of noise present in the magnetic resonance image and filters them by choosing an appropriate filter. This filter includes two terms: the first term is a data likelihood term and the second term is a prior function. The first term is obtained by minimizing the negative log likelihood of the corresponding probability density functions: Gaussian or Rayleigh or Rician. Further, due to the ill-posedness of the likelihood term, a prior function is needed. This paper examines three partial differential equation based priors which include total variation based prior, anisotropic diffusion based prior, and a complex diffusion (CD) based prior. A regularization parameter is used to balance the trade-off between data fidelity term and prior. The finite difference scheme is used for discretization of the proposed method. The performance analysis and comparative study of the proposed method with other standard methods is presented for brain web dataset at varying noise levels in terms of peak signal-to-noise ratio, mean square error, structure similarity index map, and correlation parameter. From the simulation results, it is observed that the proposed framework with CD based prior is performing better in comparison to other priors in consideration.

  10. Consumer Decision-Making Styles Extension to Trust-Based Product Comparison Site Usage Model

    Directory of Open Access Journals (Sweden)

    Radoslaw Macik

    2016-09-01

    Full Text Available The paper describes an implementation of extended consumer decision-making styles concept in explaining consumer choices made in product comparison site environment in the context of trust-based information technology acceptance model. Previous research proved that trust-based acceptance model is useful in explaining purchase intention and anticipated satisfaction in product comparison site environment, as an example of online decision shopping aids. Trust to such aids is important in explaining their usage by consumers. The connections between consumer decision-making styles, product and sellers opinions usage, cognitive and affective trust toward online product comparison site, as well as choice outcomes (purchase intention and brand choice are explored trough structural equation models using PLS-SEM approach, using a sample of 461 young consumers. Research confirmed the validity of research model in explaining product comparison usage, and some consumer decision-making styles influenced consumers’ choices and purchase intention. Product and sellers reviews usage were partially mediating mentioned relationships.

  11. From Ambiguities to Insights: Query-based Comparisons of High-Dimensional Data

    Science.gov (United States)

    Kowalski, Jeanne; Talbot, Conover; Tsai, Hua L.; Prasad, Nijaguna; Umbricht, Christopher; Zeiger, Martha A.

    2007-11-01

    Genomic technologies will revolutionize drag discovery and development; that much is universally agreed upon. The high dimension of data from such technologies has challenged available data analytic methods; that much is apparent. To date, large-scale data repositories have not been utilized in ways that permit their wealth of information to be efficiently processed for knowledge, presumably due in large part to inadequate analytical tools to address numerous comparisons of high-dimensional data. In candidate gene discovery, expression comparisons are often made between two features (e.g., cancerous versus normal), such that the enumeration of outcomes is manageable. With multiple features, the setting becomes more complex, in terms of comparing expression levels of tens of thousands transcripts across hundreds of features. In this case, the number of outcomes, while enumerable, become rapidly large and unmanageable, and scientific inquiries become more abstract, such as "which one of these (compounds, stimuli, etc.) is not like the others?" We develop analytical tools that promote more extensive, efficient, and rigorous utilization of the public data resources generated by the massive support of genomic studies. Our work innovates by enabling access to such metadata with logically formulated scientific inquires that define, compare and integrate query-comparison pair relations for analysis. We demonstrate our computational tool's potential to address an outstanding biomedical informatics issue of identifying reliable molecular markers in thyroid cancer. Our proposed query-based comparison (QBC) facilitates access to and efficient utilization of metadata through logically formed inquires expressed as query-based comparisons by organizing and comparing results from biotechnologies to address applications in biomedicine.

  12. Phylogenetic systematics and biogeography of hummingbirds: Bayesian and maximum likelihood analyses of partitioned data and selection of an appropriate partitioning strategy.

    Science.gov (United States)

    McGuire, Jimmy A; Witt, Christopher C; Altshuler, Douglas L; Remsen, J V

    2007-10-01

    Hummingbirds are an important model system in avian biology, but to date the group has been the subject of remarkably few phylogenetic investigations. Here we present partitioned Bayesian and maximum likelihood phylogenetic analyses for 151 of approximately 330 species of hummingbirds and 12 outgroup taxa based on two protein-coding mitochondrial genes (ND2 and ND4), flanking tRNAs, and two nuclear introns (AK1 and BFib). We analyzed these data under several partitioning strategies ranging between unpartitioned and a maximum of nine partitions. In order to select a statistically justified partitioning strategy following partitioned Bayesian analysis, we considered four alternative criteria including Bayes factors, modified versions of the Akaike information criterion for small sample sizes (AIC(c)), Bayesian information criterion (BIC), and a decision-theoretic methodology (DT). Following partitioned maximum likelihood analyses, we selected a best-fitting strategy using hierarchical likelihood ratio tests (hLRTS), the conventional AICc, BIC, and DT, concluding that the most stringent criterion, the performance-based DT, was the most appropriate methodology for selecting amongst partitioning strategies. In the context of our well-resolved and well-supported phylogenetic estimate, we consider the historical biogeography of hummingbirds using ancestral state reconstructions of (1) primary geographic region of occurrence (i.e., South America, Central America, North America, Greater Antilles, Lesser Antilles), (2) Andean or non-Andean geographic distribution, and (3) minimum elevational occurrence. These analyses indicate that the basal hummingbird assemblages originated in the lowlands of South America, that most of the principle clades of hummingbirds (all but Mountain Gems and possibly Bees) originated on this continent, and that there have been many (at least 30) independent invasions of other primary landmasses, especially Central America.

  13. Comparison of Prediction-Error-Modelling Criteria

    DEFF Research Database (Denmark)

    Jørgensen, John Bagterp; Jørgensen, Sten Bay

    2007-01-01

    Single and multi-step prediction-error-methods based on the maximum likelihood and least squares criteria are compared. The prediction-error methods studied are based on predictions using the Kalman filter and Kalman predictors for a linear discrete-time stochastic state space model, which is a r...

  14. Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets

    KAUST Repository

    Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E.

    2017-01-01

    The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\H$-) matrix format with computational cost $\\mathcal{O}(k^2n \\log^2 n/p)$ and storage $\\mathcal{O}(kn \\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

  15. Risk factors and likelihood of Campylobacter colonization in broiler flocks

    Directory of Open Access Journals (Sweden)

    SL Kuana

    2007-09-01

    Full Text Available Campylobacter was investigated in cecal droppings, feces, and cloacal swabs of 22 flocks of 3 to 5 week-old broilers. Risk factors and the likelihood of the presence of this agent in these flocks were determined. Management practices, such as cleaning and disinfection, feeding, drinkers, and litter treatments, were assessed. Results were evaluated using Odds Ratio (OR test, and their significance was tested by Fisher's test (p<0.05. A Campylobacter prevalence of 81.8% was found in the broiler flocks (18/22, and within positive flocks, it varied between 85 and 100%. Campylobacter incidence among sample types was homogenous, being 81.8% in cecal droppings, 80.9% in feces, and 80.4% in cloacal swabs (230. Flocks fed by automatic feeding systems presented higher incidence of Campylobacter as compared to those fed by tube feeders. Litter was reused in 63.6% of the farm, and, despite the lack of statistical significance, there was higher likelihood of Campylobacter incidence when litter was reused. Foot bath was not used in 45.5% of the flocks, whereas the use of foot bath associated to deficient lime management increased the number of positive flocks, although with no statiscal significance. The evaluated parameters were not significantly associated with Campylobacter colonization in the assessed broiler flocks.

  16. Likelihood Approximation With Parallel Hierarchical Matrices For Large Spatial Datasets

    KAUST Repository

    Litvinenko, Alexander

    2017-11-01

    The main goal of this article is to introduce the parallel hierarchical matrix library HLIBpro to the statistical community. We describe the HLIBCov package, which is an extension of the HLIBpro library for approximating large covariance matrices and maximizing likelihood functions. We show that an approximate Cholesky factorization of a dense matrix of size $2M\\\\times 2M$ can be computed on a modern multi-core desktop in few minutes. Further, HLIBCov is used for estimating the unknown parameters such as the covariance length, variance and smoothness parameter of a Matérn covariance function by maximizing the joint Gaussian log-likelihood function. The computational bottleneck here is expensive linear algebra arithmetics due to large and dense covariance matrices. Therefore covariance matrices are approximated in the hierarchical ($\\\\H$-) matrix format with computational cost $\\\\mathcal{O}(k^2n \\\\log^2 n/p)$ and storage $\\\\mathcal{O}(kn \\\\log n)$, where the rank $k$ is a small integer (typically $k<25$), $p$ the number of cores and $n$ the number of locations on a fairly general mesh. We demonstrate a synthetic example, where the true values of known parameters are known. For reproducibility we provide the C++ code, the documentation, and the synthetic data.

  17. Gauging the likelihood of stable cavitation from ultrasound contrast agents.

    Science.gov (United States)

    Bader, Kenneth B; Holland, Christy K

    2013-01-07

    The mechanical index (MI) was formulated to gauge the likelihood of adverse bioeffects from inertial cavitation. However, the MI formulation did not consider bubble activity from stable cavitation. This type of bubble activity can be readily nucleated from ultrasound contrast agents (UCAs) and has the potential to promote beneficial bioeffects. Here, the presence of stable cavitation is determined numerically by tracking the onset of subharmonic oscillations within a population of bubbles for frequencies up to 7 MHz and peak rarefactional pressures up to 3 MPa. In addition, the acoustic pressure rupture threshold of an UCA population was determined using the Marmottant model. The threshold for subharmonic emissions of optimally sized bubbles was found to be lower than the inertial cavitation threshold for all frequencies studied. The rupture thresholds of optimally sized UCAs were found to be lower than the threshold for subharmonic emissions for either single cycle or steady state acoustic excitations. Because the thresholds of both subharmonic emissions and UCA rupture are linearly dependent on frequency, an index of the form I(CAV) = P(r)/f (where P(r) is the peak rarefactional pressure in MPa and f is the frequency in MHz) was derived to gauge the likelihood of subharmonic emissions due to stable cavitation activity nucleated from UCAs.

  18. Maximum likelihood estimation of phase-type distributions

    DEFF Research Database (Denmark)

    Esparza, Luz Judith R

    for both univariate and multivariate cases. Methods like the EM algorithm and Markov chain Monte Carlo are applied for this purpose. Furthermore, this thesis provides explicit formulae for computing the Fisher information matrix for discrete and continuous phase-type distributions, which is needed to find......This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions...... confidence regions for their estimated parameters. Finally, a new general class of distributions, called bilateral matrix-exponential distributions, is defined. These distributions have the entire real line as domain and can be used, for instance, for modelling. In addition, this class of distributions...

  19. Bayesian and likelihood phylogenetic reconstructions of morphological traits are not discordant when taking uncertainty into consideration: a comment on Puttick et al.

    Science.gov (United States)

    Brown, Joseph W; Parins-Fukuchi, Caroline; Stull, Gregory W; Vargas, Oscar M; Smith, Stephen A

    2017-10-11

    Puttick et al. (2017 Proc. R. Soc. B 284 , 20162290 (doi:10.1098/rspb.2016.2290)) performed a simulation study to compare accuracy among methods of inferring phylogeny from discrete morphological characters. They report that a Bayesian implementation of the Mk model (Lewis 2001 Syst. Biol. 50 , 913-925 (doi:10.1080/106351501753462876)) was most accurate (but with low resolution), while a maximum-likelihood (ML) implementation of the same model was least accurate. They conclude by strongly advocating that Bayesian implementations of the Mk model should be the default method of analysis for such data. While we appreciate the authors' attempt to investigate the accuracy of alternative methods of analysis, their conclusion is based on an inappropriate comparison of the ML point estimate, which does not consider confidence, with the Bayesian consensus, which incorporates estimation credibility into the summary tree. Using simulation, we demonstrate that ML and Bayesian estimates are concordant when confidence and credibility are comparably reflected in summary trees, a result expected from statistical theory. We therefore disagree with the conclusions of Puttick et al. and consider their prescription of any default method to be poorly founded. Instead, we recommend caution and thoughtful consideration of the model or method being applied to a morphological dataset. © 2017 The Author(s).

  20. Supervised maximum-likelihood weighting of composite protein networks for complex prediction

    Directory of Open Access Journals (Sweden)

    Yong Chern Han

    2012-12-01

    Full Text Available Abstract Background Protein complexes participate in many important cellular functions, so finding the set of existent complexes is essential for understanding the organization and regulation of processes in the cell. With the availability of large amounts of high-throughput protein-protein interaction (PPI data, many algorithms have been proposed to discover protein complexes from PPI networks. However, such approaches are hindered by the high rate of noise in high-throughput PPI data, including spurious and missing interactions. Furthermore, many transient interactions are detected between proteins that are not from the same complex, while not all proteins from the same complex may actually interact. As a result, predicted complexes often do not match true complexes well, and many true complexes go undetected. Results We address these challenges by integrating PPI data with other heterogeneous data sources to construct a composite protein network, and using a supervised maximum-likelihood approach to weight each edge based on its posterior probability of belonging to a complex. We then use six different clustering algorithms, and an aggregative clustering strategy, to discover complexes in the weighted network. We test our method on Saccharomyces cerevisiae and Homo sapiens, and show that complex discovery is improved: compared to previously proposed supervised and unsupervised weighting approaches, our method recalls more known complexes, achieves higher precision at all recall levels, and generates novel complexes of greater functional similarity. Furthermore, our maximum-likelihood approach allows learned parameters to be used to visualize and evaluate the evidence of novel predictions, aiding human judgment of their credibility. Conclusions Our approach integrates multiple data sources with supervised learning to create a weighted composite protein network, and uses six clustering algorithms with an aggregative clustering strategy to

  1. Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models

    NARCIS (Netherlands)

    Mesters, G.; Koopman, S.J.; Ooms, M.

    2016-01-01

    An exact maximum likelihood method is developed for the estimation of parameters in a non-Gaussian nonlinear density function that depends on a latent Gaussian dynamic process with long-memory properties. Our method relies on the method of importance sampling and on a linear Gaussian approximating

  2. A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses

    Science.gov (United States)

    Vasdekis, Vassilis G. S.; Cagnone, Silvia; Moustaki, Irini

    2012-01-01

    The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate…

  3. Maximum likelihood estimation for Cox's regression model under nested case-control sampling

    DEFF Research Database (Denmark)

    Scheike, Thomas; Juul, Anders

    2004-01-01

    Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazard...

  4. Maximum-likelihood method for numerical inversion of Mellin transform

    International Nuclear Information System (INIS)

    Iqbal, M.

    1997-01-01

    A method is described for inverting the Mellin transform which uses an expansion in Laguerre polynomials and converts the Mellin transform to Laplace transform, then the maximum-likelihood regularization method is used to recover the original function of the Mellin transform. The performance of the method is illustrated by the inversion of the test functions available in the literature (J. Inst. Math. Appl., 20 (1977) 73; Math. Comput., 53 (1989) 589). Effectiveness of the method is shown by results obtained through demonstration by means of tables and diagrams

  5. Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation

    OpenAIRE

    Rajiv D. Banker

    1993-01-01

    This paper provides a formal statistical basis for the efficiency evaluation techniques of data envelopment analysis (DEA). DEA estimators of the best practice monotone increasing and concave production function are shown to be also maximum likelihood estimators if the deviation of actual output from the efficient output is regarded as a stochastic variable with a monotone decreasing probability density function. While the best practice frontier estimator is biased below the theoretical front...

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

    Science.gov (United States)

    Webster, L.

    1976-01-01

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

  7. Predictors of Likelihood of Speaking Up about Safety Concerns in Labour and Delivery

    Science.gov (United States)

    Lyndon, Audrey; Sexton, J. Bryan; Simpson, Kathleen Rice; Rosenstein, Alan; Lee, Kathryn A.; Wachter, Robert M.

    2011-01-01

    Background Despite widespread emphasis on promoting “assertive communication” by caregivers as essential to patient safety improvement efforts, fairly little is known about when and how clinicians speak up to address safety concerns. In this cross-sectional study we use a new measure of speaking up to begin exploring this issue in maternity care. Methods We developed a scenario-based measure of clinician’s assessment of potential harm and likelihood of speaking up in response to perceived harm. We embedded this scale in a survey with measures of safety climate, teamwork climate, disruptive behaviour, work stress, and personality traits of bravery and assertiveness. The survey was distributed to all registered nurses and obstetricians practicing in two US Labour & Delivery units. Results The response rate was 54% (125 of 230 potential respondents). Respondents were experienced clinicians (13.7 ± 11 years in specialty). Higher perception of harm, respondent role, specialty experience, and site predicted likelihood of speaking up when controlling for bravery and assertiveness. Physicians rated potential harm in common clinical scenarios lower than nurses did (7.5 vs. 8.4 on 2–10 scale; p<0.001). Some participants (12%) indicated they were unlikely to speak up despite perceiving high potential for harm in certain situations. Discussion This exploratory study found nurses and physicians differed in their harm ratings, and harm rating was a predictor of speaking up. This may partially explain persistent discrepancies between physicians and nurses in teamwork climate scores. Differing assessments of potential harms inherent in everyday practice may be a target for teamwork intervention in maternity care. PMID:22927492

  8. 2-Step Maximum Likelihood Channel Estimation for Multicode DS-CDMA with Frequency-Domain Equalization

    Science.gov (United States)

    Kojima, Yohei; Takeda, Kazuaki; Adachi, Fumiyuki

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

  9. Orthogonal series generalized likelihood ratio test for failure detection and isolation. [for aircraft control

    Science.gov (United States)

    Hall, Steven R.; Walker, Bruce K.

    1990-01-01

    A new failure detection and isolation algorithm for linear dynamic systems is presented. This algorithm, the Orthogonal Series Generalized Likelihood Ratio (OSGLR) test, is based on the assumption that the failure modes of interest can be represented by truncated series expansions. This assumption leads to a failure detection algorithm with several desirable properties. Computer simulation results are presented for the detection of the failures of actuators and sensors of a C-130 aircraft. The results show that the OSGLR test generally performs as well as the GLR test in terms of time to detect a failure and is more robust to failure mode uncertainty. However, the OSGLR test is also somewhat more sensitive to modeling errors than the GLR test.

  10. The impact of food intake and social habits on embryo quality and the likelihood of blastocyst formation.

    Science.gov (United States)

    Braga, Daniela Paes Almeida Ferreira; Halpern, Gabriela; Setti, Amanda S; Figueira, Rita Cássia S; Iaconelli, Assumpto; Borges, Edson

    2015-07-01

    The aim of this study was to evaluate the influence of patients' lifestyle factors and eating habits on embryo development. A total of 2659 embryos recovered from 269 patients undergoing intracytoplasmic sperm injection cycles were included. The frequency of intake of food items and social habits were registered and its influences on embryo development evaluated. The consumption of cereals, vegetables and fruits positively influenced the embryo quality at the cleavage stage. The quality of the embryo at the cleavage stage was also negatively correlated with the consumption of alcoholic drinks and smoking habits. The consumption of fruits influenced the likelihood of blastocyst formation, which was also positively affected by the consumption of fish. Being on a weight-loss diet and consumption of red meat had a negative influence on the likelihood of blastocyst formation. The likelihood of blastocyst formation was also negatively influenced by the consumption of alcoholic drinks and by smoking habits. The consumption of red meat and body mass index had a negative effect on the implantation rate and the likelihood of pregnancy. In addition, being on a weight-loss diet had a negative influence on implantation rate. Our evidence suggests a possible relationship between environmental factors and ovary biology. Copyright © 2015 Reproductive Healthcare Ltd. Published by Elsevier Ltd. All rights reserved.

  11. An efficient binomial model-based measure for sequence comparison and its application.

    Science.gov (United States)

    Liu, Xiaoqing; Dai, Qi; Li, Lihua; He, Zerong

    2011-04-01

    Sequence comparison is one of the major tasks in bioinformatics, which could serve as evidence of structural and functional conservation, as well as of evolutionary relations. There are several similarity/dissimilarity measures for sequence comparison, but challenges remains. This paper presented a binomial model-based measure to analyze biological sequences. With help of a random indicator, the occurrence of a word at any position of sequence can be regarded as a random Bernoulli variable, and the distribution of a sum of the word occurrence is well known to be a binomial one. By using a recursive formula, we computed the binomial probability of the word count and proposed a binomial model-based measure based on the relative entropy. The proposed measure was tested by extensive experiments including classification of HEV genotypes and phylogenetic analysis, and further compared with alignment-based and alignment-free measures. The results demonstrate that the proposed measure based on binomial model is more efficient.

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

    Science.gov (United States)

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

    1975-01-01

    New results and insights concerning a previously published iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions were discussed. It was shown that the procedure converges locally to the consistent maximum likelihood estimate as long as a specified parameter is bounded between two limits. Bound values were given to yield optimal local convergence.

  13. Comparison on Integer Wavelet Transforms in Spherical Wavelet Based Image Based Relighting

    Institute of Scientific and Technical Information of China (English)

    WANGZe; LEEYin; LEUNGChising; WONGTientsin; ZHUYisheng

    2003-01-01

    To provide a good quality rendering in the Image based relighting (IBL) system, tremendous reference images under various illumination conditions are needed. Therefore data compression is essential to enable interactive action. And the rendering speed is another crucial consideration for real applications. Based on Spherical wavelet transform (SWT), this paper presents a quick representation method with Integer wavelet transform (IWT) for the IBL system. It focuses on comparison on different IWTs with the Embedded zerotree wavelet (EZW) used in the IBL system. The whole compression procedure contains two major compression steps. Firstly, SWT is applied to consider the correlation among different reference images. Secondly, the SW transformed images are compressed with IWT based image compression approach. Two IWTs are used and good results are showed in the simulations.

  14. Consensus building for interlaboratory studies, key comparisons, and meta-analysis

    Science.gov (United States)

    Koepke, Amanda; Lafarge, Thomas; Possolo, Antonio; Toman, Blaza

    2017-06-01

    Interlaboratory studies in measurement science, including key comparisons, and meta-analyses in several fields, including medicine, serve to intercompare measurement results obtained independently, and typically produce a consensus value for the common measurand that blends the values measured by the participants. Since interlaboratory studies and meta-analyses reveal and quantify differences between measured values, regardless of the underlying causes for such differences, they also provide so-called ‘top-down’ evaluations of measurement uncertainty. Measured values are often substantially over-dispersed by comparison with their individual, stated uncertainties, thus suggesting the existence of yet unrecognized sources of uncertainty (dark uncertainty). We contrast two different approaches to take dark uncertainty into account both in the computation of consensus values and in the evaluation of the associated uncertainty, which have traditionally been preferred by different scientific communities. One inflates the stated uncertainties by a multiplicative factor. The other adds laboratory-specific ‘effects’ to the value of the measurand. After distinguishing what we call recipe-based and model-based approaches to data reductions in interlaboratory studies, we state six guiding principles that should inform such reductions. These principles favor model-based approaches that expose and facilitate the critical assessment of validating assumptions, and give preeminence to substantive criteria to determine which measurement results to include, and which to exclude, as opposed to purely statistical considerations, and also how to weigh them. Following an overview of maximum likelihood methods, three general purpose procedures for data reduction are described in detail, including explanations of how the consensus value and degrees of equivalence are computed, and the associated uncertainty evaluated: the DerSimonian-Laird procedure; a hierarchical Bayesian

  15. Dimension-independent likelihood-informed MCMC

    KAUST Repository

    Cui, Tiangang

    2015-10-08

    Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

  16. Dimension-independent likelihood-informed MCMC

    KAUST Repository

    Cui, Tiangang; Law, Kody; Marzouk, Youssef M.

    2015-01-01

    Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

  17. Performance and Complexity Analysis of Blind FIR Channel Identification Algorithms Based on Deterministic Maximum Likelihood in SIMO Systems

    DEFF Research Database (Denmark)

    De Carvalho, Elisabeth; Omar, Samir; Slock, Dirk

    2013-01-01

    We analyze two algorithms that have been introduced previously for Deterministic Maximum Likelihood (DML) blind estimation of multiple FIR channels. The first one is a modification of the Iterative Quadratic ML (IQML) algorithm. IQML gives biased estimates of the channel and performs poorly at low...... to the initialization. Its asymptotic performance does not reach the DML performance though. The second strategy, called Pseudo-Quadratic ML (PQML), is naturally denoised. The denoising in PQML is furthermore more efficient than in DIQML: PQML yields the same asymptotic performance as DML, as opposed to DIQML......, but requires a consistent initialization. We furthermore compare DIQML and PQML to the strategy of alternating minimization w.r.t. symbols and channel for solving DML (AQML). An asymptotic performance analysis, a complexity evaluation and simulation results are also presented. The proposed DIQML and PQML...

  18. Efficient algorithms for maximum likelihood decoding in the surface code

    Science.gov (United States)

    Bravyi, Sergey; Suchara, Martin; Vargo, Alexander

    2014-09-01

    We describe two implementations of the optimal error correction algorithm known as the maximum likelihood decoder (MLD) for the two-dimensional surface code with a noiseless syndrome extraction. First, we show how to implement MLD exactly in time O (n2), where n is the number of code qubits. Our implementation uses a reduction from MLD to simulation of matchgate quantum circuits. This reduction however requires a special noise model with independent bit-flip and phase-flip errors. Secondly, we show how to implement MLD approximately for more general noise models using matrix product states (MPS). Our implementation has running time O (nχ3), where χ is a parameter that controls the approximation precision. The key step of our algorithm, borrowed from the density matrix renormalization-group method, is a subroutine for contracting a tensor network on the two-dimensional grid. The subroutine uses MPS with a bond dimension χ to approximate the sequence of tensors arising in the course of contraction. We benchmark the MPS-based decoder against the standard minimum weight matching decoder observing a significant reduction of the logical error probability for χ ≥4.

  19. Full likelihood analysis of genetic risk with variable age at onset disease--combining population-based registry data and demographic information.

    Directory of Open Access Journals (Sweden)

    Janne Pitkäniemi

    Full Text Available BACKGROUND: In genetic studies of rare complex diseases it is common to ascertain familial data from population based registries through all incident cases diagnosed during a pre-defined enrollment period. Such an ascertainment procedure is typically taken into account in the statistical analysis of the familial data by constructing either a retrospective or prospective likelihood expression, which conditions on the ascertainment event. Both of these approaches lead to a substantial loss of valuable data. METHODOLOGY AND FINDINGS: Here we consider instead the possibilities provided by a Bayesian approach to risk analysis, which also incorporates the ascertainment procedure and reference information concerning the genetic composition of the target population to the considered statistical model. Furthermore, the proposed Bayesian hierarchical survival model does not require the considered genotype or haplotype effects be expressed as functions of corresponding allelic effects. Our modeling strategy is illustrated by a risk analysis of type 1 diabetes mellitus (T1D in the Finnish population-based on the HLA-A, HLA-B and DRB1 human leucocyte antigen (HLA information available for both ascertained sibships and a large number of unrelated individuals from the Finnish bone marrow donor registry. The heterozygous genotype DR3/DR4 at the DRB1 locus was associated with the lowest predictive probability of T1D free survival to the age of 15, the estimate being 0.936 (0.926; 0.945 95% credible interval compared to the average population T1D free survival probability of 0.995. SIGNIFICANCE: The proposed statistical method can be modified to other population-based family data ascertained from a disease registry provided that the ascertainment process is well documented, and that external information concerning the sizes of birth cohorts and a suitable reference sample are available. We confirm the earlier findings from the same data concerning the HLA-DR3

  20. Cox regression with missing covariate data using a modified partial likelihood method

    DEFF Research Database (Denmark)

    Martinussen, Torben; Holst, Klaus K.; Scheike, Thomas H.

    2016-01-01

    Missing covariate values is a common problem in survival analysis. In this paper we propose a novel method for the Cox regression model that is close to maximum likelihood but avoids the use of the EM-algorithm. It exploits that the observed hazard function is multiplicative in the baseline hazard...