Maximum Likelihood Approach for RFID Tag Set Cardinality Estimation with Detection Errors
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...
Estimation of bias errors in measured airplane responses using maximum likelihood method
Klein, Vladiaslav; Morgan, Dan R.
1987-01-01
A maximum likelihood method is used for estimation of unknown bias errors in measured airplane responses. The mathematical model of an airplane is represented by six-degrees-of-freedom kinematic equations. In these equations the input variables are replaced by their measured values which are assumed to be without random errors. The resulting algorithm is verified with a simulation and flight test data. The maximum likelihood estimates from in-flight measured data are compared with those obtained by using a nonlinear-fixed-interval-smoother and an extended Kalmar filter.
Houle, D; Meyer, K
2015-08-01
We explore the estimation of uncertainty in evolutionary parameters using a recently devised approach for resampling entire additive genetic variance-covariance matrices (G). Large-sample theory shows that maximum-likelihood estimates (including restricted maximum likelihood, REML) asymptotically have a multivariate normal distribution, with covariance matrix derived from the inverse of the information matrix, and mean equal to the estimated G. This suggests that sampling estimates of G from this distribution can be used to assess the variability of estimates of G, and of functions of G. We refer to this as the REML-MVN method. This has been implemented in the mixed-model program WOMBAT. Estimates of sampling variances from REML-MVN were compared to those from the parametric bootstrap and from a Bayesian Markov chain Monte Carlo (MCMC) approach (implemented in the R package MCMCglmm). We apply each approach to evolvability statistics previously estimated for a large, 20-dimensional data set for Drosophila wings. REML-MVN and MCMC sampling variances are close to those estimated with the parametric bootstrap. Both slightly underestimate the error in the best-estimated aspects of the G matrix. REML analysis supports the previous conclusion that the G matrix for this population is full rank. REML-MVN is computationally very efficient, making it an attractive alternative to both data resampling and MCMC approaches to assessing confidence in parameters of evolutionary interest. © 2015 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2015 European Society For Evolutionary Biology.
Macbeth, Gilbert M; Broderick, Damien; Ovenden, Jennifer R; Buckworth, Rik C
2011-11-01
Genotypes produced from samples collected non-invasively in harsh field conditions often lack the full complement of data from the selected microsatellite loci. The application to genetic mark-recapture methodology in wildlife species can therefore be prone to misidentifications leading to both 'true non-recaptures' being falsely accepted as recaptures (Type I errors) and 'true recaptures' being undetected (Type II errors). Here we present a new likelihood method that allows every pairwise genotype comparison to be evaluated independently. We apply this method to determine the total number of recaptures by estimating and optimising the balance between Type I errors and Type II errors. We show through simulation that the standard error of recapture estimates can be minimised through our algorithms. Interestingly, the precision of our recapture estimates actually improved when we included individuals with missing genotypes, as this increased the number of pairwise comparisons potentially uncovering more recaptures. Simulations suggest that the method is tolerant to per locus error rates of up to 5% per locus and can theoretically work in datasets with as little as 60% of loci genotyped. Our methods can be implemented in datasets where standard mismatch analyses fail to distinguish recaptures. Finally, we show that by assigning a low Type I error rate to our matching algorithms we can generate a dataset of individuals of known capture histories that is suitable for the downstream analysis with traditional mark-recapture methods.
Raghunathan, Srinivasan; Patil, Sanjaykumar; Baxter, Eric J.; Bianchini, Federico; Bleem, Lindsey E.; Crawford, Thomas M.; Holder, Gilbert P.; Manzotti, Alessandro; Reichardt, Christian L.
2017-08-01
We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, we examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment's beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.
Kukush, Alexander; Schneeweiss, Hans
2004-01-01
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal up to the order of the measurement error variance and thus nearly equally efficient.
Maximum likelihood estimation of fractionally cointegrated systems
Lasak, Katarzyna
In this paper we consider a fractionally cointegrated error correction model and investigate asymptotic properties of the maximum likelihood (ML) estimators of the matrix of the cointe- gration relations, the degree of fractional cointegration, the matrix of the speed of adjustment...
Likelihood estimators for multivariate extremes
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.
Semiparametric maximum likelihood for nonlinear regression with measurement errors.
Suh, Eun-Young; Schafer, Daniel W
2002-06-01
This article demonstrates semiparametric maximum likelihood estimation of a nonlinear growth model for fish lengths using imprecisely measured ages. Data on the species corvina reina, found in the Gulf of Nicoya, Costa Rica, consist of lengths and imprecise ages for 168 fish and precise ages for a subset of 16 fish. The statistical problem may therefore be classified as nonlinear errors-in-variables regression with internal validation data. Inferential techniques are based on ideas extracted from several previous works on semiparametric maximum likelihood for errors-in-variables problems. The illustration of the example clarifies practical aspects of the associated computational, inferential, and data analytic techniques.
The Sherpa Maximum Likelihood Estimator
Nguyen, D.; Doe, S.; Evans, I.; Hain, R.; Primini, F.
2011-07-01
A primary goal for the second release of the Chandra Source Catalog (CSC) is to include X-ray sources with as few as 5 photon counts detected in stacked observations of the same field, while maintaining acceptable detection efficiency and false source rates. Aggressive source detection methods will result in detection of many false positive source candidates. Candidate detections will then be sent to a new tool, the Maximum Likelihood Estimator (MLE), to evaluate the likelihood that a detection is a real source. MLE uses the Sherpa modeling and fitting engine to fit a model of a background and source to multiple overlapping candidate source regions. A background model is calculated by simultaneously fitting the observed photon flux in multiple background regions. This model is used to determine the quality of the fit statistic for a background-only hypothesis in the potential source region. The statistic for a background-plus-source hypothesis is calculated by adding a Gaussian source model convolved with the appropriate Chandra point spread function (PSF) and simultaneously fitting the observed photon flux in each observation in the stack. Since a candidate source may be located anywhere in the field of view of each stacked observation, a different PSF must be used for each observation because of the strong spatial dependence of the Chandra PSF. The likelihood of a valid source being detected is a function of the two statistics (for background alone, and for background-plus-source). The MLE tool is an extensible Python module with potential for use by the general Chandra user.
Sabitha Gauni
2014-03-01
Full Text Available In the field of Wireless Communication, there is always a demand for reliability, improved range and speed. Many wireless networks such as OFDM, CDMA2000, WCDMA etc., provide a solution to this problem when incorporated with Multiple input- multiple output (MIMO technology. Due to the complexity in signal processing, MIMO is highly expensive in terms of area consumption. In this paper, a method of MIMO receiver design is proposed to reduce the area consumed by the processing elements involved in complex signal processing. In this paper, a solution for area reduction in the Multiple input multiple output(MIMO Maximum Likelihood Receiver(MLE using Sorted QR Decomposition and Unitary transformation method is analyzed. It provides unified approach and also reduces ISI and provides better performance at low cost. The receiver pre-processor architecture based on Minimum Mean Square Error (MMSE is compared while using Iterative SQRD and Unitary transformation method for vectoring. Unitary transformations are transformations of the matrices which maintain the Hermitian nature of the matrix, and the multiplication and addition relationship between the operators. This helps to reduce the computational complexity significantly. The dynamic range of all variables is tightly bound and the algorithm is well suited for fixed point arithmetic.
Maximum Likelihood Estimation of the Identification Parameters and Its Correction
无
2002-01-01
By taking the subsequence out of the input-output sequence of a system polluted by white noise, anindependent observation sequence and its probability density are obtained and then a maximum likelihood estimation of theidentification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML)estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error thanthe least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higherapproximating precision to the true parameters than the least square methods.
Likelihood-Based Inference in Nonlinear Error-Correction Models
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...
Maximum-likelihood method in quantum estimation
Paris, M G A; Sacchi, M F
2001-01-01
The maximum-likelihood method for quantum estimation is reviewed and applied to the reconstruction of density matrix of spin and radiation as well as to the determination of several parameters of interest in quantum optics.
Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models
J.J.J. Groen (Jan); F.R. Kleibergen (Frank)
1999-01-01
textabstractWe propose in this paper a likelihood-based framework for cointegration analysis in panels of a fixed number of vector error correction models. Maximum likelihood estimators of the cointegrating vectors are constructed using iterated Generalized Method of Moments estimators. Using these
EMPIRICAL LIKELIHOOD FOR LINEAR MODELS UNDER m-DEPENDENT ERRORS
QinYongsong; JiangBo; LiYufang
2005-01-01
In this paper，the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors. It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.
Maximum Likelihood Estimation of Search Costs
J.L. Moraga-Gonzalez (José Luis); M.R. Wildenbeest (Matthijs)
2006-01-01
textabstractIn a recent paper Hong and Shum (forthcoming) present a structural methodology to estimate search cost distributions. We extend their approach to the case of oligopoly and present a maximum likelihood estimate of the search cost distribution. We apply our method to a data set of online p
Errors on errors - Estimating cosmological parameter covariance
Joachimi, Benjamin
2014-01-01
Current and forthcoming cosmological data analyses share the challenge of huge datasets alongside increasingly tight requirements on the precision and accuracy of extracted cosmological parameters. The community is becoming increasingly aware that these requirements not only apply to the central values of parameters but, equally important, also to the error bars. Due to non-linear effects in the astrophysics, the instrument, and the analysis pipeline, data covariance matrices are usually not well known a priori and need to be estimated from the data itself, or from suites of large simulations. In either case, the finite number of realisations available to determine data covariances introduces significant biases and additional variance in the errors on cosmological parameters in a standard likelihood analysis. Here, we review recent work on quantifying these biases and additional variances and discuss approaches to remedy these effects.
Likelihood-Based Inference in Nonlinear Error-Correction Models
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...... of the process in terms of stochastic and deter- ministic trends as well as stationary components. In particular, the behaviour of the cointegrating relations is described in terms of geo- metric ergodicity. Despite the fact that no deterministic terms are included, the process will have both stochastic trends...... 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...
Penalized maximum likelihood estimation and variable selection in geostatistics
Chu, Tingjin; Wang, Haonan; 10.1214/11-AOS919
2012-01-01
We consider the problem of selecting covariates in spatial linear models with Gaussian process errors. Penalized maximum likelihood estimation (PMLE) that enables simultaneous variable selection and parameter estimation is developed and, for ease of computation, PMLE is approximated by one-step sparse estimation (OSE). To further improve computational efficiency, particularly with large sample sizes, we propose penalized maximum covariance-tapered likelihood estimation (PMLE$_{\\mathrm{T}}$) and its one-step sparse estimation (OSE$_{\\mathrm{T}}$). General forms of penalty functions with an emphasis on smoothly clipped absolute deviation are used for penalized maximum likelihood. Theoretical properties of PMLE and OSE, as well as their approximations PMLE$_{\\mathrm{T}}$ and OSE$_{\\mathrm{T}}$ using covariance tapering, are derived, including consistency, sparsity, asymptotic normality and the oracle properties. For covariance tapering, a by-product of our theoretical results is consistency and asymptotic normal...
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando; Sørensen, Michael
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...
Composite likelihood estimation of demographic parameters
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
Model Selection Through Sparse Maximum Likelihood Estimation
Banerjee, Onureena; D'Aspremont, Alexandre
2007-01-01
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm penalty term. The problem as formulated is convex but the memory requirements and complexity of existing interior point methods are prohibitive for problems with more than tens of nodes. We present two new algorithms for solving problems with at least a thousand nodes in the Gaussian case. Our first algorithm uses block coordinate descent, and can be interpreted as recursive l_1-norm penalized regression. Our second algorithm, based on Nesterov's first order method, yields a complexity estimate with a better dependence on problem size than existing interior point methods. Using a log determinant relaxation of the log partition function (Wainwright & Jordan (2006)), we show that these same algorithms can be used to solve an approximate sparse maximum likelihood problem for...
Maximum likelihood estimation of fractionally cointegrated systems
Lasak, Katarzyna
to the equilibrium parameters and the variance-covariance matrix of the error term. We show that using ML principles to estimate jointly all parameters of the fractionally cointegrated system we obtain consistent estimates and provide their asymptotic distributions. The cointegration matrix is asymptotically mixed...
Multi-Channel Maximum Likelihood Pitch Estimation
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...
Maximum-likelihood estimation prevents unphysical Mueller matrices
Aiello, A; Voigt, D; Woerdman, J P
2005-01-01
We show that the method of maximum-likelihood estimation, recently introduced in the context of quantum process tomography, can be applied to the determination of Mueller matrices characterizing the polarization properties of classical optical systems. Contrary to linear reconstruction algorithms, the proposed method yields physically acceptable Mueller matrices even in presence of uncontrolled experimental errors. We illustrate the method on the case of an unphysical measured Mueller matrix taken from the literature.
Blasone, Roberta-Serena; Vrugt, Jasper A.; Madsen, Henrik
2008-01-01
estimate of the associated uncertainty. This uncertainty arises from incomplete process representation, uncertainty in initial conditions, input, output and parameter error. The generalized likelihood uncertainty estimation (GLUE) framework was one of the first attempts to represent prediction uncertainty...
Wang, Ming; Flanders, W Dana; Bostick, Roberd M; Long, Qi
2012-12-20
Measurement error is common in epidemiological and biomedical studies. When biomarkers are measured in batches or groups, measurement error is potentially correlated within each batch or group. In regression analysis, most existing methods are not applicable in the presence of batch-specific measurement error in predictors. We propose a robust conditional likelihood approach to account for batch-specific error in predictors when batch effect is additive and the predominant source of error, which requires no assumptions on the distribution of measurement error. Although a regression model with batch as a categorical covariable yields the same parameter estimates as the proposed conditional likelihood approach for linear regression, this result does not hold in general for all generalized linear models, in particular, logistic regression. Our simulation studies show that the conditional likelihood approach achieves better finite sample performance than the regression calibration approach or a naive approach without adjustment for measurement error. In the case of logistic regression, our proposed approach is shown to also outperform the regression approach with batch as a categorical covariate. In addition, we also examine a 'hybrid' approach combining the conditional likelihood method and the regression calibration method, which is shown in simulations to achieve good performance in the presence of both batch-specific and measurement-specific errors. We illustrate our method by using data from a colorectal adenoma study.
Bayesian and maximum likelihood estimation of genetic maps
York, Thomas L.; Durrett, Richard T.; Tanksley, Steven;
2005-01-01
There has recently been increased interest in the use of Markov Chain Monte Carlo (MCMC)-based Bayesian methods for estimating genetic maps. The advantage of these methods is that they can deal accurately with missing data and genotyping errors. Here we present an extension of the previous methods...... that makes the Bayesian method applicable to large data sets. We present an extensive simulation study examining the statistical properties of the method and comparing it with the likelihood method implemented in Mapmaker. We show that the Maximum A Posteriori (MAP) estimator of the genetic distances...
Composite likelihood and two-stage estimation in family studies
Andersen, Elisabeth Anne Wreford
2002-01-01
Composite likelihood; Two-stage estimation; Family studies; Copula; Optimal weights; All possible pairs......Composite likelihood; Two-stage estimation; Family studies; Copula; Optimal weights; All possible pairs...
Maximum likelihood estimates of pairwise rearrangement distances.
Serdoz, Stuart; Egri-Nagy, Attila; Sumner, Jeremy; Holland, Barbara R; Jarvis, Peter D; Tanaka, Mark M; Francis, Andrew R
2017-06-21
Accurate estimation of evolutionary distances between taxa is important for many phylogenetic reconstruction methods. Distances can be estimated using a range of different evolutionary models, from single nucleotide polymorphisms to large-scale genome rearrangements. Corresponding corrections for genome rearrangement distances fall into 3 categories: Empirical computational studies, Bayesian/MCMC approaches, and combinatorial approaches. Here, we introduce a maximum likelihood estimator for the inversion distance between a pair of genomes, using a group-theoretic approach to modelling inversions introduced recently. This MLE functions as a corrected distance: in particular, we show that because of the way sequences of inversions interact with each other, it is quite possible for minimal distance and MLE distance to differently order the distances of two genomes from a third. The second aspect tackles the problem of accounting for the symmetries of circular arrangements. While, generally, a frame of reference is locked, and all computation made accordingly, this work incorporates the action of the dihedral group so that distance estimates are free from any a priori frame of reference. The philosophy of accounting for symmetries can be applied to any existing correction method, for which examples are offered. Copyright © 2017 Elsevier Ltd. All rights reserved.
Phylogenetic estimation with partial likelihood tensors
Sumner, J G
2008-01-01
We present an alternative method for calculating likelihoods in molecular phylogenetics. Our method is based on partial likelihood tensors, which are generalizations of partial likelihood vectors, as used in Felsenstein's approach. Exploiting a lexicographic sorting and partial likelihood tensors, it is possible to obtain significant computational savings. We show this on a range of simulated data by enumerating all numerical calculations that are required by our method and the standard approach.
Analytical maximum likelihood estimation of stellar magnetic fields
González, M J Martínez; Ramos, A Asensio; Belluzzi, L
2011-01-01
The polarised spectrum of stellar radiation encodes valuable information on the conditions of stellar atmospheres and the magnetic fields that permeate them. In this paper, we give explicit expressions to estimate the magnetic field vector and its associated error from the observed Stokes parameters. We study the solar case where specific intensities are observed and then the stellar case, where we receive the polarised flux. In this second case, we concentrate on the explicit expression for the case of a slow rotator with a dipolar magnetic field geometry. Moreover, we also give explicit formulae to retrieve the magnetic field vector from the LSD profiles without assuming mean values for the LSD artificial spectral line. The formulae have been obtained assuming that the spectral lines can be described in the weak field regime and using a maximum likelihood approach. The errors are recovered by means of the hermitian matrix. The bias of the estimators are analysed in depth.
Read, Randy J; McCoy, Airlie J
2016-03-01
The crystallographic diffraction experiment measures Bragg intensities; crystallographic electron-density maps and other crystallographic calculations in phasing require structure-factor amplitudes. If data were measured with no errors, the structure-factor amplitudes would be trivially proportional to the square roots of the intensities. When the experimental errors are large, and especially when random errors yield negative net intensities, the conversion of intensities and their error estimates into amplitudes and associated error estimates becomes nontrivial. Although this problem has been addressed intermittently in the history of crystallographic phasing, current approaches to accounting for experimental errors in macromolecular crystallography have numerous significant defects. These have been addressed with the formulation of LLGI, a log-likelihood-gain function in terms of the Bragg intensities and their associated experimental error estimates. LLGI has the correct asymptotic behaviour for data with large experimental error, appropriately downweighting these reflections without introducing bias. LLGI abrogates the need for the conversion of intensity data to amplitudes, which is usually performed with the French and Wilson method [French & Wilson (1978), Acta Cryst. A35, 517-525], wherever likelihood target functions are required. It has general applicability for a wide variety of algorithms in macromolecular crystallography, including scaling, characterizing anisotropy and translational noncrystallographic symmetry, detecting outliers, experimental phasing, molecular replacement and refinement. Because it is impossible to reliably recover the original intensity data from amplitudes, it is suggested that crystallographers should always deposit the intensity data in the Protein Data Bank.
Empirical likelihood estimation of discretely sampled processes of OU type
SUN ShuGuang; ZHANG XinSheng
2009-01-01
This paper presents an empirical likelihood estimation procedure for parameters of the discretely sampled process of Ornstein-Uhlenbeck type. The proposed procedure is based on the condi-tional characteristic function, and the maximum empirical likelihood estimator is proved to be consistent and asymptotically normal. Moreover, this estimator is shown to be asymptotically efficient under some tensity parameter can be exactly recovered, and we study the maximum empirical likelihood estimator with the plug-in estimated intensity parameter. Testing procedures based on the empirical likelihood ratio statistic are developed for parameters and for estimating equations, respectively. Finally, Monte Carlo simulations are conducted to demonstrate the performance of proposed estimators.
Local solutions of Maximum Likelihood Estimation in Quantum State Tomography
Gonçalves, Douglas S; Lavor, Carlile; Farías, Osvaldo Jiménez; Ribeiro, P H Souto
2011-01-01
Maximum likelihood estimation is one of the most used methods in quantum state tomography, where the aim is to find the best density matrix for the description of a physical system. Results of measurements on the system should match the expected values produced by the density matrix. In some cases however, if the matrix is parameterized to ensure positivity and unit trace, the negative log-likelihood function may have several local minima. In several papers in the field, authors associate a source of errors to the possibility that most of these local minima are not global, so that optimization methods can be trapped in the wrong minimum, leading to a wrong density matrix. Here we show that, for convex negative log-likelihood functions, all local minima are global. We also show that a practical source of errors is in fact the use of optimization methods that do not have global convergence property or present numerical instabilities. The clarification of this point has important repercussion on quantum informat...
Likelihood Principle and Maximum Likelihood Estimator of Location Parameter for Cauchy Distribution.
1986-05-01
consistency (or strong consistency) of maximum likelihood estimator has been studied by many researchers, for example, Wald (1949), Wolfowitz (1953, 1965...20, 595-601. [25] Wolfowitz , J. (1953). The method of maximum likelihood and Wald theory of decision functions. Indag. Math., Vol. 15, 114-119. [26...Probability Letters Vol. 1, No. 3, 197-202. [24] Wald , A. (1949). Note on the consistency of maximum likelihood estimates. Ann. Math. Statist., Vol
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.
Estimating nonlinear dynamic equilibrium economies: a likelihood approach
2004-01-01
This paper presents a framework to undertake likelihood-based inference in nonlinear dynamic equilibrium economies. The authors develop a sequential Monte Carlo algorithm that delivers an estimate of the likelihood function of the model using simulation methods. This likelihood can be used for parameter estimation and for model comparison. The algorithm can deal both with nonlinearities of the economy and with the presence of non-normal shocks. The authors show consistency of the estimate and...
Boedeker, Peter
2017-01-01
Hierarchical linear modeling (HLM) is a useful tool when analyzing data collected from groups. There are many decisions to be made when constructing and estimating a model in HLM including which estimation technique to use. Three of the estimation techniques available when analyzing data with HLM are maximum likelihood, restricted maximum…
Empirical likelihood estimation of discretely sampled processes of OU type
2009-01-01
This paper presents an empirical likelihood estimation procedure for parameters of the discretely sampled process of Ornstein-Uhlenbeck type. The proposed procedure is based on the condi- tional characteristic function, and the maximum empirical likelihood estimator is proved to be consistent and asymptotically normal. Moreover, this estimator is shown to be asymptotically efficient under some mild conditions. When the background driving Lévy process is of type A or B, we show that the intensity parameter can be exactly recovered, and we study the maximum empirical likelihood estimator with the plug-in estimated intensity parameter. Testing procedures based on the empirical likelihood ratio statistic are developed for parameters and for estimating equations, respectively. Finally, Monte Carlo simulations are conducted to demonstrate the performance of proposed estimators.
INTERACTING MULTIPLE MODEL ALGORITHM BASED ON JOINT LIKELIHOOD ESTIMATION
Sun Jie; Jiang Chaoshu; Chen Zhuming; Zhang Wei
2011-01-01
A novel approach is proposed for the estimation of likelihood on Interacting Multiple-Model (IMM) filter.In this approach,the actual innovation,based on a mismatched model,can be formulated as sum of the theoretical innovation based on a matched model and the distance between matched and mismatched models,whose probability distributions are known.The joint likelihood of innovation sequence can be estimated by convolution of the two known probability density functions.The likelihood of tracking models can be calculated by conditional probability formula.Compared with the conventional likelihood estimation method,the proposed method improves the estimation accuracy of likelihood and robustness of IMM,especially when maneuver occurs.
Optimized Large-Scale CMB Likelihood And Quadratic Maximum Likelihood Power Spectrum Estimation
Gjerløw, E; Eriksen, H K; Górski, K M; Gruppuso, A; Jewell, J B; Plaszczynski, S; Wehus, I K
2015-01-01
We revisit the problem of exact CMB likelihood and power spectrum estimation with the goal of minimizing computational cost through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al.\\ (1997), and here we develop it into a fully working computational framework for large-scale polarization analysis, adopting \\WMAP\\ as a worked 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 $\\ell\\le32$, and a...
Maximum likelihood estimation for semiparametric density ratio model.
Diao, Guoqing; Ning, Jing; Qin, Jing
2012-06-27
In the statistical literature, the conditional density model specification is commonly used to study regression effects. One attractive model is the semiparametric density ratio model, under which the conditional density function is the product of an unknown baseline density function and a known parametric function containing the covariate information. This model has a natural connection with generalized linear models and is closely related to biased sampling problems. Despite the attractive features and importance of this model, most existing methods are too restrictive since they are based on multi-sample data or conditional likelihood functions. The conditional likelihood approach can eliminate the unknown baseline density but cannot estimate it. We propose efficient estimation procedures based on the nonparametric likelihood. The nonparametric likelihood approach allows for general forms of covariates and estimates the regression parameters and the baseline density simultaneously. Therefore, the nonparametric likelihood approach is more versatile than the conditional likelihood approach especially when estimation of the conditional mean or other quantities of the outcome is of interest. We show that the nonparametric maximum likelihood estimators are consistent, asymptotically normal, and asymptotically efficient. Simulation studies demonstrate that the proposed methods perform well in practical settings. A real example is used for illustration.
Maximum likelihood estimation of finite mixture model for economic data
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.
Anke Hammer
Full Text Available BACKGROUND: The anterior cingulate cortex (ACC is thought to be overacting in patients with Obsessive Compulsive Disorder (OCD reflecting an enhanced action monitoring system. However, influences of conflict and error-likelihood have not been explored. Here, the error-related negativity (ERN originating in ACC served as a measure of conflict and error-likelihood during memory recognition following different learning modes. Errorless learning prevents the generation of false memory candidates and has been shown to be superior to trial-and-error-learning. The latter, errorful learning, introduces false memory candidates which interfere with correct information in later recognition leading to enhanced conflict processing. METHODOLOGY/PRINCIPAL FINDINGS: Sixteen OCD patients according to DSM-IV criteria and 16 closely matched healthy controls participated voluntarily in the event-related potential study. Both, OCD- and control group showed enhanced memory performance following errorless compared to errorful learning. Nevertheless, response-locked data showed clear modulations of the ERN amplitude. OCD patients compared to controls showed an increased error-likelihood effect after errorless learning. However, with increased conflict after errorful learning, OCD patients showed a reduced error-likelihood effect in contrast to controls who showed an increase. CONCLUSION/SIGNIFICANCE: The increase of the errorlikelihood effect for OCD patients within low conflict situations (recognition after errorless learning might be conceptualized as a hyperactive monitoring system. However, within high conflict situations (recognition after EF-learning the opposite effect was observed: whereas the control group showed an increased error-likelihood effect, the OCD group showed a reduction of the error-likelihood effect based on altered ACC learning rates in response to errors. These findings support theoretical frameworks explaining differences in ACC activity on
Bias Correction for Alternating Iterative Maximum Likelihood Estimators
Gang YU; Wei GAO; Ningzhong SHI
2013-01-01
In this paper,we give a definition of the alternating iterative maximum likelihood estimator (AIMLE) which is a biased estimator.Furthermore we adjust the AIMLE to result in asymptotically unbiased and consistent estimators by using a bootstrap iterative bias correction method as in Kuk (1995).Two examples and simulation results reported illustrate the performance of the bias correction for AIMLE.
Likelihood-based inference for cointegration with nonlinear error-correction
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...
Improving and Evaluating Nested Sampling Algorithm for Marginal Likelihood Estimation
Ye, M.; Zeng, X.; Wu, J.; Wang, D.; Liu, J.
2016-12-01
With the growing impacts of climate change and human activities on the cycle of water resources, an increasing number of researches focus on the quantification of modeling uncertainty. Bayesian model averaging (BMA) provides a popular framework for quantifying conceptual model and parameter uncertainty. The ensemble prediction is generated by combining each plausible model's prediction, and each model is attached with a model weight which is determined by model's prior weight and marginal likelihood. Thus, the estimation of model's marginal likelihood is crucial for reliable and accurate BMA prediction. Nested sampling estimator (NSE) is a new proposed method for marginal likelihood estimation. The process of NSE is accomplished by searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm is often used for local sampling. However, M-H is not an efficient sampling algorithm for high-dimensional or complicated parameter space. For improving the efficiency of NSE, it could be ideal to incorporate the robust and efficient sampling algorithm - DREAMzs into the local sampling of NSE. The comparison results demonstrated that the improved NSE could improve the efficiency of marginal likelihood estimation significantly. However, both improved and original NSEs suffer from heavy instability. In addition, the heavy computation cost of huge number of model executions is overcome by using an adaptive sparse grid surrogates.
MAXIMUM LIKELIHOOD ESTIMATION IN GENERALIZED GAMMA TYPE MODEL
Vinod Kumar
2010-01-01
Full Text Available In the present paper, the maximum likelihood estimates of the two parameters of ageneralized gamma type model have been obtained directly by solving the likelihood equationsas well as by reparametrizing the model first and then solving the likelihood equations (as doneby Prentice, 1974 for fixed values of the third parameter. It is found that reparametrization doesneither reduce the bulk nor the complexity of calculations. as claimed by Prentice (1974. Theprocedure has been illustrated with the help of an example. The distribution of MLE of q alongwith its properties has also been obtained.
GaoChunwen; XuJingzhen; RichardSinding-Larsen
2005-01-01
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith's discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.
Estimating dynamic equilibrium economies: linear versus nonlinear likelihood
2004-01-01
This paper compares two methods for undertaking likelihood-based inference in dynamic equilibrium economies: a sequential Monte Carlo filter proposed by Fernández-Villaverde and Rubio-Ramírez (2004) and the Kalman filter. The sequential Monte Carlo filter exploits the nonlinear structure of the economy and evaluates the likelihood function of the model by simulation methods. The Kalman filter estimates a linearization of the economy around the steady state. The authors report two main results...
MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR
SCHOUTEN, JC; TAKENS, F; VANDENBLEEK, CM
1994-01-01
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 est
Composite likelihood and two-stage estimation in family studies
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...
Trimmed Likelihood-based Estimation in Binary Regression Models
Cizek, P.
2005-01-01
The binary-choice regression models such as probit and logit are typically estimated by the maximum likelihood method.To improve its robustness, various M-estimation based procedures were proposed, which however require bias corrections to achieve consistency and their resistance to outliers is rela
Maximum likelihood estimation for Cox's regression model under nested case-control sampling
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 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...
Smoothed log-concave maximum likelihood estimation with applications
Chen, Yining
2011-01-01
We study the smoothed log-concave maximum likelihood estimator of a probability distribution on $\\mathbb{R}^d$. This is a fully automatic nonparametric density estimator, obtained as a canonical smoothing of the log-concave maximum likelihood estimator. We demonstrate its attractive features both through an analysis of its theoretical properties and a simulation study. Moreover, we show how the estimator can be used as an intermediate stage of more involved procedures, such as constructing a classifier or estimating a functional of the density. Here again, the use of the estimator can be justified both on theoretical grounds and through its finite sample performance, and we illustrate its use in a breast cancer diagnosis (classification) problem.
Maximum likelihood estimation for life distributions with competing failure modes
Sidik, S. M.
1979-01-01
The general model for the competing failure modes assuming that location parameters for each mode are expressible as linear functions of the stress variables and the failure modes act independently is presented. The general form of the likelihood function and the likelihood equations are derived for the extreme value distributions, and solving these equations using nonlinear least squares techniques provides an estimate of the asymptotic covariance matrix of the estimators. Monte-Carlo results indicate that, under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slightly biased, and the asymptotic covariances are rapidly approached.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
Langbein, John O.
2017-01-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/fα">1/fα1/fα with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi:10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
Langbein, John
2017-02-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
Langbein, John
2017-08-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
Parameter Estimation for an Electric Arc Furnace Model Using Maximum Likelihood
Jesser J. Marulanda-Durango
2012-12-01
Full Text Available In this paper, we present a methodology for estimating the parameters of a model for an electrical arc furnace, by using maximum likelihood estimation. Maximum likelihood estimation is one of the most employed methods for parameter estimation in practical settings. The model for the electrical arc furnace that we consider, takes into account the non-periodic and non-linear variations in the voltage-current characteristic. We use NETLAB, an open source MATLAB® toolbox, for solving a set of non-linear algebraic equations that relate all the parameters to be estimated. Results obtained through simulation of the model in PSCADTM, are contrasted against real measurements taken during the furnance's most critical operating point. We show how the model for the electrical arc furnace, with appropriate parameter tuning, captures with great detail the real voltage and current waveforms generated by the system. Results obtained show a maximum error of 5% for the current's root mean square error.
Maximum likelihood estimation of phase-type distributions
Esparza, Luz Judith R
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 ...
Maximum Likelihood Estimation of Nonlinear Structural Equation Models.
Lee, Sik-Yum; Zhu, Hong-Tu
2002-01-01
Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)
Maximum likelihood estimation of the attenuated ultrasound pulse
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...
Yang, Yang; Wise, Carol A; Gordon, Derek; Finch, Stephen J
2008-01-01
The purpose of this work is the development of a family-based association test that allows for random genotyping errors and missing data and makes use of information on affected and unaffected pedigree members. We derive the conditional likelihood functions of the general nuclear family for the following scenarios: complete parental genotype data and no genotyping errors; only one genotyped parent and no genotyping errors; no parental genotype data and no genotyping errors; and no parental genotype data with genotyping errors. We find maximum likelihood estimates of the marker locus parameters, including the penetrances and population genotype frequencies under the null hypothesis that all penetrance values are equal and under the alternative hypothesis. We then compute the likelihood ratio test. We perform simulations to assess the adequacy of the central chi-square distribution approximation when the null hypothesis is true. We also perform simulations to compare the power of the TDT and this likelihood-based method. Finally, we apply our method to 23 SNPs genotyped in nuclear families from a recently published study of idiopathic scoliosis (IS). Our simulations suggest that this likelihood ratio test statistic follows a central chi-square distribution with 1 degree of freedom under the null hypothesis, even in the presence of missing data and genotyping errors. The power comparison shows that this likelihood ratio test is more powerful than the original TDT for the simulations considered. For the IS data, the marker rs7843033 shows the most significant evidence for our method (p = 0.0003), which is consistent with a previous report, which found rs7843033 to be the 2nd most significant TDTae p value among a set of 23 SNPs.
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
2009-01-01
We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML) estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed s...
Influence functions of trimmed likelihood estimators for lifetime experiments
2015-01-01
We provide a general approach for deriving the influence function for trimmed likelihood estimators using the implicit function theorem. The approach is applied to lifetime models with exponential or lognormal distributions possessing a linear or nonlinear link function. A side result is that the functional form of the trimmed estimator for location and linear regression used by Bednarski and Clarke (1993, 2002) and Bednarski et al. (2010) is not generally always the correct fu...
Approximated maximum likelihood estimation in multifractal random walks
Løvsletten, Ola
2011-01-01
We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry et al., Phys. Rev. E 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the dependency structure for the latent volatility. The procedure is implemented as a package in the R computer language. Its performance is tested on synthetic data and compared to an inference approach based on the generalized method of moments. The method is applied to estimate parameters for various financial stock indices.
Parameter estimation in X-ray astronomy using maximum likelihood
Wachter, K.; Leach, R.; Kellogg, E.
1979-01-01
Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.
Adaptive quasi-likelihood estimate in generalized linear models
CHEN Xia; CHEN Xiru
2005-01-01
This paper gives a thorough theoretical treatment on the adaptive quasilikelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the sample. It is shown that the adaptive estimator defined in this paper is asymptotically most efficient in the sense that it is asymptotic normal, and the covariance matrix of the limit distribution coincides with the one for the quasi-likelihood estimator for the case that the covariance matrix of the response variable is completely known.
Penalized maximum likelihood estimation for generalized linear point processes
Hansen, Niels Richard
2010-01-01
A generalized linear point process is specified in terms of an intensity that depends upon a linear predictor process through a fixed non-linear function. We present a framework where the linear predictor is parametrized by a Banach space and give results on Gateaux differentiability of the log-likelihood....... Of particular interest is when the intensity is expressed in terms of a linear filter parametrized by a Sobolev space. Using that the Sobolev spaces are reproducing kernel Hilbert spaces we derive results on the representation of the penalized maximum likelihood estimator in a special case and the gradient...... of the negative log-likelihood in general. The latter is used to develop a descent algorithm in the Sobolev space. We conclude the paper by extensions to multivariate and additive model specifications. The methods are implemented in the R-package ppstat....
Maximum-likelihood fits to histograms for improved parameter estimation
Fowler, Joseph W
2013-01-01
Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the total number of events is large. For the case of estimating a microcalorimeter's energy resolution at 6 keV from the observed shape of the Mn K-alpha fluorescence spectrum, a poor choice of chi^2 can lead to biases of at least 10% in the estimated resolution when up to thousands of photons are observed. The best remedy is a Poisson maximum-likelihood fit, through a simple modification of the standard Levenberg-Marquardt algorithm for chi^2 minimization. Where the modification is not possible, another approach allows iterative approximation of the maximum-likelihood fit.
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
Kenneth W. K. Lui
2009-01-01
Full Text Available We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed signals. By relaxing the nonconvex ML formulations using semidefinite programs, high-fidelity approximate solutions are obtained in a globally optimum fashion. Computer simulations are included to contrast the estimation performance of the proposed semi-definite relaxation methods with the iterative quadratic maximum likelihood technique as well as Cramér-Rao lower bound.
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
Lui, Kenneth W. K.; So, H. C.
2009-12-01
We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML) estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed signals. By relaxing the nonconvex ML formulations using semidefinite programs, high-fidelity approximate solutions are obtained in a globally optimum fashion. Computer simulations are included to contrast the estimation performance of the proposed semi-definite relaxation methods with the iterative quadratic maximum likelihood technique as well as Cramér-Rao lower bound.
CMB likelihood approximation by a Gaussianized Blackwell-Rao estimator
Rudjord, Ø; Eriksen, H K; Huey, Greg; Górski, K M; Jewell, J B
2008-01-01
We introduce a new CMB temperature likelihood approximation called the Gaussianized Blackwell-Rao (GBR) 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 approximate 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 WMAP and Planck. A single evaluation of this estimator between l=2 and 200 takes ~0.2 CPU milliseconds, while for comparison, a single pixel space likelihood evaluation between l=2 and 30 for a map with ~2500 pixels requires ~20 seconds. We apply this tool to the 5-year WMAP temperature data, and re-estimate the angular temperature power spectrum, $C_{\\ell}$, and likelihood, L(C_l), for l<=200, and derive new cosmological parameters for the standard six-parameter LambdaCDM mo...
Maximum likelihood estimation of the parameters of nonminimum phase and noncausal ARMA models
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 id...... 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...
Orlov A. I.
2015-05-01
Full Text Available According to the new paradigm of applied mathematical statistics one should prefer non-parametric methods and models. However, in applied statistics we currently use a variety of parametric models. The term "parametric" means that the probabilistic-statistical model is fully described by a finite-dimensional vector of fixed dimension, and this dimension does not depend on the size of the sample. In parametric statistics the estimation problem is to estimate the unknown value (for statistician of parameter by means of the best (in some sense method. In the statistical problems of standardization and quality control we use a three-parameter family of gamma distributions. In this article, it is considered as an example of the parametric distribution family. We compare the methods for estimating the parameters. The method of moments is universal. However, the estimates obtained with the help of method of moments have optimal properties only in rare cases. Maximum likelihood estimation (MLE belongs to the class of the best asymptotically normal estimates. In most cases, analytical solutions do not exist; therefore, to find MLE it is necessary to apply numerical methods. However, the use of numerical methods creates numerous problems. Convergence of iterative algorithms requires justification. In a number of examples of the analysis of real data, the likelihood function has many local maxima, and because of that natural iterative procedures do not converge. We suggest the use of one-step estimates (OS-estimates. They have equally good asymptotic properties as the maximum likelihood estimators, under the same conditions of regularity that MLE. One-step estimates are written in the form of explicit formulas. In this article it is proved that the one-step estimates are the best asymptotically normal estimates (under natural conditions. We have found OS-estimates for the gamma distribution and given the results of calculations using data on operating time
Evaluating maximum likelihood estimation methods to determine the hurst coefficients
Kendziorski, C. M.; Bassingthwaighte, J. B.; Tonellato, P. J.
1999-12-01
A maximum likelihood estimation method implemented in S-PLUS ( S-MLE) to estimate the Hurst coefficient ( H) is evaluated. The Hurst coefficient, with 0.5long memory time series by quantifying the rate of decay of the autocorrelation function. S-MLE was developed to estimate H for fractionally differenced (fd) processes. However, in practice it is difficult to distinguish between fd processes and fractional Gaussian noise (fGn) processes. Thus, the method is evaluated for estimating H for both fd and fGn processes. S-MLE gave biased results of H for fGn processes of any length and for fd processes of lengths less than 2 10. A modified method is proposed to correct for this bias. It gives reliable estimates of H for both fd and fGn processes of length greater than or equal to 2 11.
Application of an Error Statistics Estimation Method to the PSAS Forecast Error Covariance Model
无
2006-01-01
In atmospheric data assimilation systems, the forecast error covariance model is an important component. However, the parameters required by a forecast error covariance model are difficult to obtain due to the absence of the truth. This study applies an error statistics estimation method to the Physical-space Statistical Analysis System (PSAS) height-wind forecast error covariance model. This method consists of two components: the first component computes the error statistics by using the National Meteorological Center (NMC) method, which is a lagged-forecast difference approach, within the framework of the PSAS height-wind forecast error covariance model; the second obtains a calibration formula to rescale the error standard deviations provided by the NMC method. The calibration is against the error statistics estimated by using a maximum-likelihood estimation (MLE) with rawindsonde height observed-minus-forecast residuals. A complete set of formulas for estimating the error statistics and for the calibration is applied to a one-month-long dataset generated by a general circulation model of the Global Model and Assimilation Office (GMAO), NASA. There is a clear constant relationship between the error statistics estimates of the NMC-method and MLE. The final product provides a full set of 6-hour error statistics required by the PSAS height-wind forecast error covariance model over the globe. The features of these error statistics are examined and discussed.
Empirical Likelihood for Mixed-effects Error-in-variables Model
Qiu-hua Chen; Ping-shou Zhong; Heng-jian Cui
2009-01-01
This paper mainly introduces the method of empirical likelihood and its applications on two dif-ferent models.We discuss the empirical likelihood inference on fixed-effect parameter in mixed-effects model with error-in-variables.We first consider a linear mixed-effects model with measurement errors in both fixed and random effects.We construct the empirical likelihood confidence regions for the fixed-effects parameters and the mean parameters of random-effects.The limiting distribution of the empirical log likelihood ratio at the true parameter is χ2p+q,where p,q are dimension of fixed and random effects respectively.Then we discuss empirical likelihood inference in a semi-linear error-in-variable mixed-effects model.Under certain conditions,it is shown that the empirical log likelihood ratio at the true parameter also converges to χ2p+q.Simulations illustrate that the proposed confidence region has a coverage probability more closer to the nominal level than normal approximation based confidence region.
tmle : An R Package for Targeted Maximum Likelihood Estimation
Susan Gruber
2012-11-01
Full Text Available Targeted maximum likelihood estimation (TMLE is a general approach for constructing an efficient double-robust semi-parametric substitution estimator of a causal effect parameter or statistical association measure. tmle is a recently developed R package that implements TMLE of the effect of a binary treatment at a single point in time on an outcome of interest, controlling for user supplied covariates, including an additive treatment effect, relative risk, odds ratio, and the controlled direct effect of a binary treatment controlling for a binary intermediate variable on the pathway from treatment to the out- come. Estimation of the parameters of a marginal structural model is also available. The package allows outcome data with missingness, and experimental units that contribute repeated records of the point-treatment data structure, thereby allowing the analysis of longitudinal data structures. Relevant factors of the likelihood may be modeled or fit data-adaptively according to user specifications, or passed in from an external estimation procedure. Effect estimates, variances, p values, and 95% confidence intervals are provided by the software.
Accurate determination of phase arrival times using autoregressive likelihood estimation
G. Kvaerna
1994-06-01
Full Text Available We have investigated the potential automatic use of an onset picker based on autoregressive likelihood estimation. Both a single component version and a three component version of this method have been tested on data from events located in the Khibiny Massif of the Kola peninsula, recorded at the Apatity array, the Apatity three component station and the ARCESS array. Using this method, we have been able to estimate onset times to an accuracy (standard deviation of about 0.05 s for P-phases and 0.15 0.20 s for S phases. These accuracies are as good as for analyst picks, and are considerably better than the accuracies of the current onset procedure used for processing of regional array data at NORSAR. In another application, we have developed a generic procedure to reestimate the onsets of all types of first arriving P phases. By again applying the autoregressive likelihood technique, we have obtained automatic onset times of a quality such that 70% of the automatic picks are within 0.1 s of the best manual pick. For the onset time procedure currently used at NORSAR, the corresponding number is 28%. Clearly, automatic reestimation of first arriving P onsets using the autoregressive likelihood technique has the potential of significantly reducing the retiming efforts of the analyst.
MAXIMUM LIKELIHOOD ESTIMATION FOR PERIODIC AUTOREGRESSIVE MOVING AVERAGE MODELS.
Vecchia, A.V.
1985-01-01
A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.
Error effects in anterior cingulate cortex reverse when error likelihood is high
Jessup, Ryan K.; Busemeyer, Jerome R.; Brown, Joshua W.
2010-01-01
Strong error-related activity in medial prefrontal cortex (mPFC) has been shown repeatedly with neuroimaging and event-related potential studies for the last several decades. Multiple theories have been proposed to account for error effects, including comparator models and conflict detection models, but the neural mechanisms that generate error signals remain in dispute. Typical studies use relatively low error rates, confounding the expectedness and the desirability of an error. Here we show with a gambling task and fMRI that when losses are more frequent than wins, the mPFC error effect disappears, and moreover, exhibits the opposite pattern by responding more strongly to unexpected wins than losses. These findings provide perspective on recent ERP studies and suggest that mPFC error effects result from a comparison between actual and expected outcomes. PMID:20203206
Maximum-likelihood estimation of circle parameters via convolution.
Zelniker, Emanuel E; Clarkson, I Vaughan L
2006-04-01
The accurate fitting of a circle to noisy measurements of circumferential points is a much studied problem in the literature. In this paper, we present an interpretation of the maximum-likelihood estimator (MLE) and the Delogne-Kåsa estimator (DKE) for circle-center and radius estimation in terms of convolution on an image which is ideal in a certain sense. We use our convolution-based MLE approach to find good estimates for the parameters of a circle in digital images. In digital images, it is then possible to treat these estimates as preliminary estimates into various other numerical techniques which further refine them to achieve subpixel accuracy. We also investigate the relationship between the convolution of an ideal image with a "phase-coded kernel" (PCK) and the MLE. This is related to the "phase-coded annulus" which was introduced by Atherton and Kerbyson who proposed it as one of a number of new convolution kernels for estimating circle center and radius. We show that the PCK is an approximate MLE (AMLE). We compare our AMLE method to the MLE and the DKE as well as the Cramér-Rao Lower Bound in ideal images and in both real and synthetic digital images.
Melo, Tatiane F N; Patriota, Alexandre G
2012-01-01
In this paper, we develop a modified version of the likelihood ratio test for multivariate heteroskedastic errors-in-variables regression models. The error terms are allowed to follow a multivariate distribution in the elliptical class of distributions, which has the normal distribution as a special case. We derive the Skovgaard adjusted likelihood ratio statistic, which follows a chi-squared distribution with a high degree of accuracy. We conduct a simulation study and show that the proposed test displays superior finite sample behavior as compared to the standard likelihood ratio test. We illustrate the usefulness of our results in applied settings using a data set from the WHO MONICA Project on cardiovascular disease.
Error-likelihood prediction in the medial frontal cortex: A critical evaluation
Nieuwenhuis, S.; Scheizer, T.S.; Mars, R.B.; Botvinick, M.M.; Hajcal, G.
2007-01-01
A recent study has proposed that posterior regions of the medial frontal cortex (pMFC) learn to predict the likelihood of errors ccurring in a given task context. A key prediction of the errorlZelihood (EL) hypothesis is that the pMFC should exhibit enhanced activity to cues that are predictive of h
Accelerated maximum likelihood parameter estimation for stochastic biochemical systems
Daigle Bernie J
2012-05-01
Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods
Murphy, Patrick Charles
1985-01-01
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.
Marginal Maximum Likelihood Estimation of Item Response Models in R
Matthew S. Johnson
2007-02-01
Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.
Likelihood of tree topologies with fossils and diversification rate estimation.
Didier, Gilles; Fau, Marine; Laurin, Michel
2017-04-18
Since the diversification process cannot be directly observed at the human scale, it has to be studied from the information available, namely the extant taxa and the fossil record. In this sense, phylogenetic trees including both extant taxa and fossils are the most complete representations of the diversification process that one can get. Such phylogenetic trees can be reconstructed from molecular and morphological data, to some extent. Among the temporal information of such phylogenetic trees, fossil ages are by far the most precisely known (divergence times are inferences calibrated mostly with fossils). We propose here a method to compute the likelihood of a phylogenetic tree with fossils in which the only considered time information is the fossil ages, and apply it to the estimation of the diversification rates from such data. Since it is required in our computation, we provide a method for determining the probability of a tree topology under the standard diversification model.Testing 21 our approach on simulated data shows that the maximum likelihood rate estimates from the phylogenetic tree topology and the fossil dates are almost as accurate as those obtained by taking into account all the data, including the divergence times. Moreover, they are substantially more accurate than the estimates obtained only from the exact divergence times (without taking into account the fossil record).We also provide an empirical example composed of 50 Permo-carboniferous eupelycosaur (early synapsid) taxa ranging in age from about 315 Ma (Late Carboniferous) to 270 Ma (shortly after the end of the Early Permian). Our analyses suggest a speciation (cladogenesis, or birth) rate of about 0.1 per lineage and per My, a marginally lower extinction rate, and a considerable hidden paleobiodiversity of early synapsids. © The Author(s) 2017. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email
Kiviet, J.F.; Phillips, G.D.A.
2014-01-01
In dynamic regression models conditional maximum likelihood (least-squares) coefficient and variance estimators are biased. Using expansion techniques an approximation is obtained to the bias in variance estimation yielding a bias corrected variance estimator. This is achieved for both the standard
Joint maximum likelihood estimation of carrier and sampling frequency offsets for OFDM systems
Kim, Y H
2010-01-01
In orthogonal-frequency division multiplexing (OFDM) systems, carrier and sampling frequency offsets (CFO and SFO, respectively) can destroy the orthogonality of the subcarriers and degrade system performance. In the literature, Nguyen-Le, Le-Ngoc, and Ko proposed a simple maximum-likelihood (ML) scheme using two long training symbols for estimating the initial CFO and SFO of a recursive least-squares (RLS) estimation scheme. However, the results of Nguyen-Le's ML estimation show poor performance relative to the Cramer-Rao bound (CRB). In this paper, we extend Moose's CFO estimation algorithm to joint ML estimation of CFO and SFO using two long training symbols. In particular, we derive CRBs for the mean square errors (MSEs) of CFO and SFO estimation. Simulation results show that the proposed ML scheme provides better performance than Nguyen-Le's ML scheme.
Nonparametric likelihood based estimation of linear filters for point processes
Hansen, Niels Richard
2015-01-01
result is a representation of the gradient of the log-likelihood, which we use to derive computable approximations of the log-likelihood and the gradient by time discretization. These approximations are then used to minimize the approximate penalized log-likelihood. For time and memory efficiency...
无
2008-01-01
Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case.Under some regularity conditions,the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) is obtained in QLNM.In an important case,this rate is O(n-1/2(loglogn)1/2),which is just the rate of LIL of partial sums for I.I.d variables,and thus cannot be improved anymore.
Maximum-likelihood estimation of haplotype frequencies in nuclear families.
Becker, Tim; Knapp, Michael
2004-07-01
The importance of haplotype analysis in the context of association fine mapping of disease genes has grown steadily over the last years. Since experimental methods to determine haplotypes on a large scale are not available, phase has to be inferred statistically. For individual genotype data, several reconstruction techniques and many implementations of the expectation-maximization (EM) algorithm for haplotype frequency estimation exist. Recent research work has shown that incorporating available genotype information of related individuals largely increases the precision of haplotype frequency estimates. We, therefore, implemented a highly flexible program written in C, called FAMHAP, which calculates maximum likelihood estimates (MLEs) of haplotype frequencies from general nuclear families with an arbitrary number of children via the EM-algorithm for up to 20 SNPs. For more loci, we have implemented a locus-iterative mode of the EM-algorithm, which gives reliable approximations of the MLEs for up to 63 SNP loci, or less when multi-allelic markers are incorporated into the analysis. Missing genotypes can be handled as well. The program is able to distinguish cases (haplotypes transmitted to the first affected child of a family) from pseudo-controls (non-transmitted haplotypes with respect to the child). We tested the performance of FAMHAP and the accuracy of the obtained haplotype frequencies on a variety of simulated data sets. The implementation proved to work well when many markers were considered and no significant differences between the estimates obtained with the usual EM-algorithm and those obtained in its locus-iterative mode were observed. We conclude from the simulations that the accuracy of haplotype frequency estimation and reconstruction in nuclear families is very reliable in general and robust against missing genotypes.
Jäntschi, Lorentz; Bálint, Donatella; Bolboacă, Sorana D
2016-01-01
Multiple linear regression analysis is widely used to link an outcome with predictors for better understanding of the behaviour of the outcome of interest. Usually, under the assumption that the errors follow a normal distribution, the coefficients of the model are estimated by minimizing the sum of squared deviations. A new approach based on maximum likelihood estimation is proposed for finding the coefficients on linear models with two predictors without any constrictive assumptions on the distribution of the errors. The algorithm was developed, implemented, and tested as proof-of-concept using fourteen sets of compounds by investigating the link between activity/property (as outcome) and structural feature information incorporated by molecular descriptors (as predictors). The results on real data demonstrated that in all investigated cases the power of the error is significantly different by the convenient value of two when the Gauss-Laplace distribution was used to relax the constrictive assumption of the normal distribution of the error. Therefore, the Gauss-Laplace distribution of the error could not be rejected while the hypothesis that the power of the error from Gauss-Laplace distribution is normal distributed also failed to be rejected.
Maximum likelihood estimation for cytogenetic dose-response curves
Frome, E.L; DuFrain, R.J.
1983-10-01
In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa(..gamma..d + g(t, tau)d/sup 2/), where t is the time and d is dose. The coefficient of the d/sup 2/ term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.
Maximum likelihood sequence estimation for optical complex direct modulation.
Che, Di; Yuan, Feng; Shieh, William
2017-04-17
Semiconductor lasers are versatile optical transmitters in nature. Through the direct modulation (DM), the intensity modulation is realized by the linear mapping between the injection current and the light power, while various angle modulations are enabled by the frequency chirp. Limited by the direct detection, DM lasers used to be exploited only as 1-D (intensity or angle) transmitters by suppressing or simply ignoring the other modulation. Nevertheless, through the digital coherent detection, simultaneous intensity and angle modulations (namely, 2-D complex DM, CDM) can be realized by a single laser diode. The crucial technique of CDM is the joint demodulation of intensity and differential phase with the maximum likelihood sequence estimation (MLSE), supported by a closed-form discrete signal approximation of frequency chirp to characterize the MLSE transition probability. This paper proposes a statistical method for the transition probability to significantly enhance the accuracy of the chirp model. Using the statistical estimation, we demonstrate the first single-channel 100-Gb/s PAM-4 transmission over 1600-km fiber with only 10G-class DM lasers.
Adjoint Error Estimation for Linear Advection
Connors, J M; Banks, J W; Hittinger, J A; Woodward, C S
2011-03-30
An a posteriori error formula is described when a statistical measurement of the solution to a hyperbolic conservation law in 1D is estimated by finite volume approximations. This is accomplished using adjoint error estimation. In contrast to previously studied methods, the adjoint problem is divorced from the finite volume method used to approximate the forward solution variables. An exact error formula and computable error estimate are derived based on an abstractly defined approximation of the adjoint solution. This framework allows the error to be computed to an arbitrary accuracy given a sufficiently well resolved approximation of the adjoint solution. The accuracy of the computable error estimate provably satisfies an a priori error bound for sufficiently smooth solutions of the forward and adjoint problems. The theory does not currently account for discontinuities. Computational examples are provided that show support of the theory for smooth solutions. The application to problems with discontinuities is also investigated computationally.
Two-Stage Maximum Likelihood Estimation (TSMLE for MT-CDMA Signals in the Indoor Environment
Sesay Abu B
2004-01-01
Full Text Available This paper proposes a two-stage maximum likelihood estimation (TSMLE technique suited for multitone code division multiple access (MT-CDMA system. Here, an analytical framework is presented in the indoor environment for determining the average bit error rate (BER of the system, over Rayleigh and Ricean fading channels. The analytical model is derived for quadrature phase shift keying (QPSK modulation technique by taking into account the number of tones, signal bandwidth (BW, bit rate, and transmission power. Numerical results are presented to validate the analysis, and to justify the approximations made therein. Moreover, these results are shown to agree completely with those obtained by simulation.
Khairuzzaman, Md; Zhang, Chao; Igarashi, Koji; Katoh, Kazuhiro; Kikuchi, Kazuro
2010-03-01
We describe a successful introduction of maximum-likelihood-sequence estimation (MLSE) into digital coherent receivers together with finite-impulse response (FIR) filters in order to equalize both linear and nonlinear fiber impairments. The MLSE equalizer based on the Viterbi algorithm is implemented in the offline digital signal processing (DSP) core. We transmit 20-Gbit/s quadrature phase-shift keying (QPSK) signals through a 200-km-long standard single-mode fiber. The bit-error rate performance shows that the MLSE equalizer outperforms the conventional adaptive FIR filter, especially when nonlinear impairments are predominant.
Model error estimation in ensemble data assimilation
S. Gillijns
2007-01-01
Full Text Available A new methodology is proposed to estimate and account for systematic model error in linear filtering as well as in nonlinear ensemble based filtering. Our results extend the work of Dee and Todling (2000 on constant bias errors to time-varying model errors. In contrast to existing methodologies, the new filter can also deal with the case where no dynamical model for the systematic error is available. In the latter case, the applicability is limited by a matrix rank condition which has to be satisfied in order for the filter to exist. The performance of the filter developed in this paper is limited by the availability and the accuracy of observations and by the variance of the stochastic model error component. The effect of these aspects on the estimation accuracy is investigated in several numerical experiments using the Lorenz (1996 model. Experimental results indicate that the availability of a dynamical model for the systematic error significantly reduces the variance of the model error estimates, but has only minor effect on the estimates of the system state. The filter is able to estimate additive model error of any type, provided that the rank condition is satisfied and that the stochastic errors and measurement errors are significantly smaller than the systematic errors. The results of this study are encouraging. However, it remains to be seen how the filter performs in more realistic applications.
MLGA: A SAS Macro to Compute Maximum Likelihood Estimators via Genetic Algorithms
Francisco Juretig
2015-08-01
Full Text Available Nonlinear regression is usually implemented in SAS either by using PROC NLIN or PROC NLMIXED. Apart from the model structure, initial values need to be specified for each parameter. And after some convergence criteria are fulfilled, the second order conditions need to be analyzed. But numerical problems are expected to appear in case the likelihood is nearly discontinuous, has plateaus, multiple maxima, or the initial values are distant from the true parameter estimates. The usual solution consists of using a grid, and then choosing the set of parameters reporting the highest log-likelihood. However, if the amount of parameters or grid points is large, the computational burden will be excessive. Furthermore, there is no guarantee that, as the number of grid points increases, an equal or better set of points will be found. Genetic algorithms can overcome these problems by replicating how nature optimizes its processes. The MLGA macro is presented; it solves a maximum likelihood estimation problem under normality through PROC GA, and the resulting values can later be used as the starting values in SAS nonlinear procedures. As will be demonstrated, this macro can avoid the usual trial and error approach that is needed when convergence problems arise. Finally, it will be shown how this macro can deal with complicated restrictions involving multiple parameters.
Estimating likelihood of future crashes for crash-prone drivers
Subasish Das
2015-06-01
Full Text Available 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 at-fault drivers. The logistic regression method is used by employing eight years' traffic crash data (2004–2011 in Louisiana. Crash predictors such as the driver's crash involvement, crash and road characteristics, human factors, collision type, and environmental factors are considered in the model. The at-fault and not-at-fault status of the crashes are used as the response variable. The developed model has identified a few important variables, and is used to correctly classify at-fault crashes up to 62.40% with a specificity of 77.25%. This model can identify as many as 62.40% of the crash incidence of at-fault drivers in the upcoming year. Traffic agencies can use the model for monitoring the performance of an at-fault crash-prone drivers and making roadway improvements meant to reduce crash proneness. From the findings, it is recommended that crash-prone drivers should be targeted for special safety programs regularly through education and regulations.
Gu, Fei; Wu, Hao
2016-09-01
The specifications of state space model for some principal component-related models are described, including the independent-group common principal component (CPC) model, the dependent-group CPC model, and principal component-based multivariate analysis of variance. Some derivations are provided to show the equivalence of the state space approach and the existing Wishart-likelihood approach. For each model, a numeric example is used to illustrate the state space approach. In addition, a simulation study is conducted to evaluate the standard error estimates under the normality and nonnormality conditions. In order to cope with the nonnormality conditions, the robust standard errors are also computed. Finally, other possible applications of the state space approach are discussed at the end.
无
2007-01-01
Suppose that several different imperfect instruments and one perfect instrument are independently used to measure some characteristics of a population. Thus, measurements of two or more sets of samples with varying accuracies are obtained. Statistical inference should be based on the pooled samples. In this article, the authors also assumes that all the imperfect instruments are unbiased. They consider the problem of combining this information to make statistical tests for parameters more relevant. They define the empirical likelihood ratio functions and obtain their asymptotic distributions in the presence of measurement error.
Estimation for Non-Gaussian Locally Stationary Processes with Empirical Likelihood Method
Hiroaki Ogata
2012-01-01
Full Text Available An application of the empirical likelihood method to non-Gaussian locally stationary processes is presented. Based on the central limit theorem for locally stationary processes, we give the asymptotic distributions of the maximum empirical likelihood estimator and the empirical likelihood ratio statistics, respectively. It is shown that the empirical likelihood method enables us to make inferences on various important indices in a time series analysis. Furthermore, we give a numerical study and investigate a finite sample property.
On the existence of maximum likelihood estimates for presence-only data
Hefley, Trevor J.; Hooten, Mevin B.
2015-01-01
Presence-only data can be used to determine resource selection and estimate a species’ distribution. Maximum likelihood is a common parameter estimation method used for species distribution models. Maximum likelihood estimates, however, do not always exist for a commonly used species distribution model – the Poisson point process.
无
2004-01-01
［1］Fuller, W. A., Measurement Error Models, New York: John Wiley & Sons Inc., 1987.［2］Carroll, R. J., Ruppert, D., Stefanski, L. W., Measurement Error in Nonlinear Models, New York: Chapman and Hall, 1995.［3］Wittes, J., Lakatos, E., Probstfied, J., Surrogate endpoints in clinical trails: Cardiovascular diseases, Statist,Med., 1989, 8: 415-425.［4］Buonaccorsi, J. P., Measurement error in the response in the general linear model, J. Amer. Statist. Assoc., 1996,91(434): 633-642.［5］Carroll, R. J., Stefanski, L. A., Approximate quasi-likelihood estimation in models with surrogate predictors, J.Amer. Statist. Assoc., 1990, 85: 652-663.［6］Pepe, M. S., Inference using surrogate outcome data and a validation sample, Biometrika, 1992, 79: 355-365.［7］Duncan, G., Hill, D., An investigations of the extent and consequences of measurement error in labor-economics survey data, Journal of Labor Economics, 1985, 3: 508-532.［8］Stefanski, L. A., Carrol, R. J., Conditional scores and optimal scores for generalized linear measurement error models, Biometrika, 1987, 74:703-716.［9］Carroll, R. J., Wand, M. P., Semiparametric estimation in logistic measure error models, J. Roy. Statist. Soc.,Ser B, 1991, 53: 652-663.［10］Pepe, M. S., Fleming, T. R., A general nonparametric method for dealing with errors in missing or surrogate covariate data, J. Amer. Statist. Assoc. 1991, 86:108-113.［11］Pepe, M. S., Reilly, M., Fleming, T. R., Auxiliary outcome data and the mean score method, J. Statist. Plan.Inference, 1994, 42: 137-160.［12］Reilly, M., Pepe, M. S., A mean score method for missing and auxiliary covariate data in regression models,Biometrika, 1995, 82: 299-314.［13］Carroll, R. J., Knickerbocker, R. K., Wang, C. Y., Dimension reduction in a semiparametric regression model with errors in covariates, The Annals of Statistics, 1995, 23: 161-181.［14］Sepanski, J. H., Lee, L. F., Semiparametric estimation of nonlinear error-in-variables models
LIKELIHOOD ESTIMATION OF PARAMETERS USING SIMULTANEOUSLY MONITORED PROCESSES
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 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 considered example is a ship sailing with a given speed through a Gaussian wave field....
Wind power error estimation in resource assessments.
Rodríguez, Osvaldo; Del Río, Jesús A; Jaramillo, Oscar A; Martínez, Manuel
2015-01-01
Estimating the power output is one of the elements that determine the techno-economic feasibility of a renewable project. At present, there is a need to develop reliable methods that achieve this goal, thereby contributing to wind power penetration. In this study, we propose a method for wind power error estimation based on the wind speed measurement error, probability density function, and wind turbine power curves. This method uses the actual wind speed data without prior statistical treatment based on 28 wind turbine power curves, which were fitted by Lagrange's method, to calculate the estimate wind power output and the corresponding error propagation. We found that wind speed percentage errors of 10% were propagated into the power output estimates, thereby yielding an error of 5%. The proposed error propagation complements the traditional power resource assessments. The wind power estimation error also allows us to estimate intervals for the power production leveled cost or the investment time return. The implementation of this method increases the reliability of techno-economic resource assessment studies.
Wind Power Error Estimation in Resource Assessments
Rodríguez, Osvaldo; del Río, Jesús A.; Jaramillo, Oscar A.; Martínez, Manuel
2015-01-01
Estimating the power output is one of the elements that determine the techno-economic feasibility of a renewable project. At present, there is a need to develop reliable methods that achieve this goal, thereby contributing to wind power penetration. In this study, we propose a method for wind power error estimation based on the wind speed measurement error, probability density function, and wind turbine power curves. This method uses the actual wind speed data without prior statistical treatment based on 28 wind turbine power curves, which were fitted by Lagrange's method, to calculate the estimate wind power output and the corresponding error propagation. We found that wind speed percentage errors of 10% were propagated into the power output estimates, thereby yielding an error of 5%. The proposed error propagation complements the traditional power resource assessments. The wind power estimation error also allows us to estimate intervals for the power production leveled cost or the investment time return. The implementation of this method increases the reliability of techno-economic resource assessment studies. PMID:26000444
Wind power error estimation in resource assessments.
Osvaldo Rodríguez
Full Text Available Estimating the power output is one of the elements that determine the techno-economic feasibility of a renewable project. At present, there is a need to develop reliable methods that achieve this goal, thereby contributing to wind power penetration. In this study, we propose a method for wind power error estimation based on the wind speed measurement error, probability density function, and wind turbine power curves. This method uses the actual wind speed data without prior statistical treatment based on 28 wind turbine power curves, which were fitted by Lagrange's method, to calculate the estimate wind power output and the corresponding error propagation. We found that wind speed percentage errors of 10% were propagated into the power output estimates, thereby yielding an error of 5%. The proposed error propagation complements the traditional power resource assessments. The wind power estimation error also allows us to estimate intervals for the power production leveled cost or the investment time return. The implementation of this method increases the reliability of techno-economic resource assessment studies.
Quasi-Maximum Likelihood Estimators in Generalized Linear Models with Autoregressive Processes
Hong Chang HU; Lei SONG
2014-01-01
The paper studies a generalized linear model (GLM) yt=h(xTtβ)+εt, t=1, 2, . . . , n, whereε1=η1,εt=ρεt-1+ηt, t=2,3,...,n, h is a continuous diff erentiable function,ηt’s are independent and identically distributed random errors with zero mean and finite varianceσ 2. Firstly, the quasi-maximum likelihood (QML) estimators ofβ,ρandσ 2 are given. Secondly, under mild conditions, the asymptotic properties (including the existence, weak consistency and asymptotic distribution) of the QML estimators are investigated. Lastly, the validity of method is illuminated by a simulation example.
Error Estimates of Theoretical Models: a Guide
Dobaczewski, J; Reinhard, P -G
2014-01-01
This guide offers suggestions/insights on uncertainty quantification of nuclear structure models. We discuss a simple approach to statistical error estimates, strategies to assess systematic errors, and show how to uncover inter-dependencies by correlation analysis. The basic concepts are illustrated through simple examples. By providing theoretical error bars on predicted quantities and using statistical methods to study correlations between observables, theory can significantly enhance the feedback between experiment and nuclear modeling.
Heteroscedastic one-factor models and marginal maximum likelihood estimation
Hessen, D.J.; Dolan, C.V.
2009-01-01
In the present paper, a general class of heteroscedastic one-factor models is considered. In these models, the residual variances of the observed scores are explicitly modelled as parametric functions of the one-dimensional factor score. A marginal maximum likelihood procedure for parameter estimati
A generalization error estimate for nonlinear systems
Larsen, Jan
1992-01-01
models of linear and simple neural network systems. Within the linear system GEN is compared to the final prediction error criterion and the leave-one-out cross-validation technique. It was found that the GEN estimate of the true generalization error is less biased on the average. It is concluded...
Error estimation and adaptivity for incompressible hyperelasticity
Whiteley, J.P.
2014-04-30
SUMMARY: A Galerkin FEM is developed for nonlinear, incompressible (hyper) elasticity that takes account of nonlinearities in both the strain tensor and the relationship between the strain tensor and the stress tensor. By using suitably defined linearised dual problems with appropriate boundary conditions, a posteriori error estimates are then derived for both linear functionals of the solution and linear functionals of the stress on a boundary, where Dirichlet boundary conditions are applied. A second, higher order method for calculating a linear functional of the stress on a Dirichlet boundary is also presented together with an a posteriori error estimator for this approach. An implementation for a 2D model problem with known solution, where the entries of the strain tensor exhibit large, rapid variations, demonstrates the accuracy and sharpness of the error estimators. Finally, using a selection of model problems, the a posteriori error estimate is shown to provide a basis for effective mesh adaptivity. © 2014 John Wiley & Sons, Ltd.
Penalized maximum likelihood estimation for generalized linear point processes
2010-01-01
A generalized linear point process is specified in terms of an intensity that depends upon a linear predictor process through a fixed non-linear function. We present a framework where the linear predictor is parametrized by a Banach space and give results on Gateaux differentiability of the log-likelihood. Of particular interest is when the intensity is expressed in terms of a linear filter parametrized by a Sobolev space. Using that the Sobolev spaces are reproducing kernel Hilbert spaces we...
Magis, David; Raiche, Gilles
2012-01-01
This paper focuses on two estimators of ability with logistic item response theory models: the Bayesian modal (BM) estimator and the weighted likelihood (WL) estimator. For the BM estimator, Jeffreys' prior distribution is considered, and the corresponding estimator is referred to as the Jeffreys modal (JM) estimator. It is established that under…
Precise Estimation of Cosmological Parameters Using a More Accurate Likelihood Function
Sato, Masanori; Ichiki, Kiyotomo; Takeuchi, Tsutomu T.
2010-12-01
The estimation of cosmological parameters from a given data set requires a construction of a likelihood function which, in general, has a complicated functional form. We adopt a Gaussian copula and constructed a copula likelihood function for the convergence power spectrum from a weak lensing survey. We show that the parameter estimation based on the Gaussian likelihood erroneously introduces a systematic shift in the confidence region, in particular, for a parameter of the dark energy equation of state w. Thus, the copula likelihood should be used in future cosmological observations.
The early maximum likelihood estimation model of audiovisual integration in speech perception
Andersen, Tobias
2015-01-01
Speech perception is facilitated by seeing the articulatory mouth movements of the talker. This is due to perceptual audiovisual integration, which also causes the McGurk−MacDonald illusion, and for which a comprehensive computational account is still lacking. Decades of research have largely...... focused on the fuzzy logical model of perception (FLMP), which provides excellent fits to experimental observations but also has been criticized for being too flexible, post hoc and difficult to interpret. The current study introduces the early maximum likelihood estimation (MLE) model of audiovisual......-validation can evaluate models of audiovisual integration based on typical data sets taking both goodness-of-fit and model flexibility into account. All models were tested on a published data set previously used for testing the FLMP. Cross-validation favored the early MLE while more conventional error measures...
De Vos, Paul; Wu, Qiang
2015-01-01
We employ a parameter-free distribution estimation framework where estimators are random distributions and utilize the Kullback–Leibler (KL) divergence as a loss function. Wu and Vos [ J. Statist. Plann. Inference 142 (2012) 1525–1536] show that when an estimator obtained from an i.i.d. sample is viewed as a random distribution, the KL risk of the estimator decomposes in a fashion parallel to the mean squared error decomposition when the estimator is a real-valued random variable. In th...
Asymptotic properties of maximum likelihood estimators in models with multiple change points
He, Heping; 10.3150/09-BEJ232
2011-01-01
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic properties of maximum likelihood estimators of the parameters of a multiple change-point model for a general class of models in which the form of the distribution can change from segment to segment and in which, possibly, there are parameters that are common to all segments. Consistency of the maximum likelihood estimators of the change points is established and the rate of convergence is determined; the asymptotic distribution of the maximum likelihood estimators of the parameters of the within-segment distributions is also derived. Since the approach used in single change-point models is not easily extended to multiple change-point models, these results require the introduction of those tools for analyzing the likelihood function in a multiple change-point model.
Moderate deviations of maximum likelihood estimators under alternatives
Inglot, T.; Kallenberg, W.C.M.
2000-01-01
Since statistical models are simplifications of reality, it is important in estimation theory to study the behavior of estimators also under distributions (slightly) different from the proposed model. In testing theory, when dealing with test statistics where nuisance parameters are estimated,
Chave, Alan D.
2017-08-01
The robust statistical model of a Gaussian core contaminated by outlying data in use since the 1980s, and which underlies modern estimation of the magnetotelluric (MT) response function, is re-examined from first principles. The residuals from robust estimators applied to MT data are shown to be systematically long-tailed compared to a distribution based on the Gaussian and hence inconsistent with the robust model. Instead, MT data are pervasively described by the stable distribution family for which the Gaussian is an end member, but whose remaining distributions have algebraic rather than exponential tails. The validity of the stable model is rigorously demonstrated using a permutation test. A maximum likelihood estimator (MLE), including the use of a remote reference, that exploits the stable nature of MT data is formulated, and its two-stage implementation, in which stable parameters are first fit to the residuals, and then the MT responses are solved for, with iteration between them, is described. The MLE is inherently robust, but differs from a conventional robust estimator because it is based on a statistical model derived from the data rather than being ad hoc. Finally, the covariance matrices obtained from MT data are pervasively improper as a result of weak non-stationarity, and the Cramér-Rao lower bound for the improper covariance matrix is derived, resulting in reliable second-order statistics for MT responses. The stable MLE was applied to an exemplar broadband data set from northwest Namibia. The stable MLE is shown to be consistent with the statistical model underlying linear regression and hence is unconditionally unbiased, in contrast to the robust model. The MLE is compared to conventional robust remote reference and two-stage estimators, establishing that the standard errors of the former are systematically smaller than for either of the latter, and that the standardized differences between them exhibit excursions that are both too frequent and
Error estimation in plant growth analysis
Andrzej Gregorczyk
2014-01-01
Full Text Available The scheme is presented for calculation of errors of dry matter values which occur during approximation of data with growth curves, determined by the analytical method (logistic function and by the numerical method (Richards function. Further formulae are shown, which describe absolute errors of growth characteristics: Growth rate (GR, Relative growth rate (RGR, Unit leaf rate (ULR and Leaf area ratio (LAR. Calculation examples concerning the growth course of oats and maize plants are given. The critical analysis of the estimation of obtained results has been done. The purposefulness of joint application of statistical methods and error calculus in plant growth analysis has been ascertained.
Error estimation and adaptive chemical transport modeling
Malte Braack
2014-09-01
Full Text Available We present a numerical method to use several chemical transport models of increasing accuracy and complexity in an adaptive way. In largest parts of the domain, a simplified chemical model may be used, whereas in certain regions a more complex model is needed for accuracy reasons. A mathematically derived error estimator measures the modeling error and provides information where to use more accurate models. The error is measured in terms of output functionals. Therefore, one has to consider adjoint problems which carry sensitivity information. This concept is demonstrated by means of ozone formation and pollution emission.
Mahmud, Jumailiyah; Sutikno, Muzayanah; Naga, Dali S.
2016-01-01
The aim of this study is to determine variance difference between maximum likelihood and expected A posteriori estimation methods viewed from number of test items of aptitude test. The variance presents an accuracy generated by both maximum likelihood and Bayes estimation methods. The test consists of three subtests, each with 40 multiple-choice…
Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
Genon-Catalot, Valentine; Jeantheau, Thierry; Laredo, Catherine
2003-01-01
ABSTRACT. This paper develops a new contrast process for parametric inference of general hidden Markov models, when the hidden chain has a non-compact state space. This contrast is based on the conditional likelihood approach, often used for ARCH-type models. We prove the strong consistency of the conditional likelihood estimators under appropriate conditions. The method is applied to the Kalman filter (for which this contrast and the exact likelihood lead to asymptotically equivalent estimat...
Maximum Likelihood Blood Velocity Estimator Incorporating Properties of Flow Physics
Schlaikjer, Malene; Jensen, Jørgen Arendt
2004-01-01
The aspect of correlation among the blood velocities in time and space has not received much attention in previous blood velocity estimators. The theory of fluid mechanics predicts this property of the blood flow. Additionally, most estimators based on a cross-correlation analysis are limited...... of simulated and in vivo data from the carotid artery. The estimator is meant for two-dimensional (2-D) color flow imaging. The resulting mathematical relation for the estimator consists of two terms. The first term performs a cross-correlation analysis on the signal segment in the radio frequency (RF......)-data under investigation. The flow physic properties are exploited in the second term, as the range of velocity values investigated in the cross-correlation analysis are compared to the velocity estimates in the temporal and spatial neighborhood of the signal segment under investigation. The new estimator...
Error estimation in the direct state tomography
Sainz, I.; Klimov, A. B.
2016-10-01
We show that reformulating the Direct State Tomography (DST) protocol in terms of projections into a set of non-orthogonal bases one can perform an accuracy analysis of DST in a similar way as in the standard projection-based reconstruction schemes, i.e., in terms of the Hilbert-Schmidt distance between estimated and true states. This allows us to determine the estimation error for any measurement strength, including the weak measurement case, and to obtain an explicit analytic form for the average minimum square errors.
Zhu, Ke; 10.1214/11-AOS895
2012-01-01
This paper investigates the asymptotic theory of the quasi-maximum exponential likelihood estimators (QMELE) for ARMA--GARCH models. Under only a fractional moment condition, the strong consistency and the asymptotic normality of the global self-weighted QMELE are obtained. Based on this self-weighted QMELE, the local QMELE is showed to be asymptotically normal for the ARMA model with GARCH (finite variance) and IGARCH errors. A formal comparison of two estimators is given for some cases. A simulation study is carried out to assess the performance of these estimators, and a real example on the world crude oil price is given.
Building Unbiased Estimators from Non-Gaussian Likelihoods with Application to Shear Estimation
Madhavacheril, Mathew S; Sehgal, Neelima; Slosar, Anže
2014-01-01
We develop a general framework for generating estimators of a given quantity which are unbiased to a given order in the difference between the true value of the underlying quantity and the fiducial position in theory space around which we expand the likelihood. We apply this formalism to rederive the optimal quadratic estimator and show how the replacement of the second derivative matrix with the Fisher matrix is generic way of creating an unbiased estimator (if one does not modify the initial guess at the weight matrix $C^{-1}$ iteratively based estimates from the data, which generally creates a bias). Next we apply the approach to estimation of shear lensing, closely following the work of Bernstein and Armstrong (2014). Our first order estimator reduces to their estimator in the limit of zero shear, but it also naturally allows for the case of non-constant shear and the easy calculation of correlation functions or power spectra using standard methods. Both our first-order estimator and Bernstein and Armstro...
Izsak, F.
2006-01-01
A numerical maximum likelihood (ML) estimation procedure is developed for the constrained parameters of multinomial distributions. The main dif��?culty involved in computing the likelihood function is the precise and fast determination of the multinomial coef��?cients. For this the coef��?cients are
Lui, Kung-Jong
2015-07-15
A random effects logistic regression model is proposed for an incomplete block crossover trial comparing three treatments when the underlying patient response is dichotomous. On the basis of the conditional distributions, the conditional maximum likelihood estimator for the relative effect between treatments and its estimated asymptotic standard error are derived. Asymptotic interval estimator and exact interval estimator are also developed. Monte Carlo simulation is used to evaluate the performance of these estimators. Both asymptotic and exact interval estimators are found to perform well in a variety of situations. When the number of patients is small, the exact interval estimator with assuring the coverage probability larger than or equal to the desired confidence level can be especially of use. The data taken from a crossover trial comparing the low and high doses of an analgesic with a placebo for the relief of pain in primary dysmenorrhea are used to illustrate the use of estimators and the potential usefulness of the incomplete block crossover design.
Maximum Likelihood Estimation and Inference With Examples in R, SAS and ADMB
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
Huang, Jinxin; Yuan, Qun; Tankam, Patrice; Clarkson, Eric; Kupinski, Matthew; Hindman, Holly B.; Aquavella, James V.; Rolland, Jannick P.
2015-03-01
In biophotonics imaging, one important and quantitative task is layer-thickness estimation. In this study, we investigate the approach of combining optical coherence tomography and a maximum-likelihood (ML) estimator for layer thickness estimation in the context of tear film imaging. The motivation of this study is to extend our understanding of tear film dynamics, which is the prerequisite to advance the management of Dry Eye Disease, through the simultaneous estimation of the thickness of the tear film lipid and aqueous layers. The estimator takes into account the different statistical processes associated with the imaging chain. We theoretically investigated the impact of key system parameters, such as the axial point spread functions (PSF) and various sources of noise on measurement uncertainty. Simulations show that an OCT system with a 1 μm axial PSF (FWHM) allows unbiased estimates down to nanometers with nanometer precision. In implementation, we built a customized Fourier domain OCT system that operates in the 600 to 1000 nm spectral window and achieves 0.93 micron axial PSF in corneal epithelium. We then validated the theoretical framework with physical phantoms made of custom optical coatings, with layer thicknesses from tens of nanometers to microns. Results demonstrate unbiased nanometer-class thickness estimates in three different physical phantoms.
Roy Choudhury, Kingshuk; O'Sullivan, Finbarr; Kasman, Ian; Plowman, Greg D
2012-12-20
Measurements in tumor growth experiments are stopped once the tumor volume exceeds a preset threshold: a mechanism we term volume endpoint censoring. We argue that this type of censoring is informative. Further, least squares (LS) parameter estimates are shown to suffer a bias in a general parametric model for tumor growth with an independent and identically distributed measurement error, both theoretically and in simulation experiments. In a linear growth model, the magnitude of bias in the LS growth rate estimate increases with the growth rate and the standard deviation of measurement error. We propose a conditional maximum likelihood estimation procedure, which is shown both theoretically and in simulation experiments to yield approximately unbiased parameter estimates in linear and quadratic growth models. Both LS and maximum likelihood estimators have similar variance characteristics. In simulation studies, these properties appear to extend to the case of moderately dependent measurement error. The methodology is illustrated by application to a tumor growth study for an ovarian cancer cell line.
FLEAD: online frequency likelihood estimation anomaly detection for mobile sensing
Le, Viet-Duc; Scholten, Hans; Havinga, Paul
2013-01-01
With the rise of smartphone platforms, adaptive sensing becomes an predominant key to overcome intricate constraints such as smartphone's capabilities and dynamic data. One way to do this is estimating the event probability based on anomaly detection to invoke heavy processes, such as switching on m
A Rayleigh Doppler Frequency Estimator Derived from Maximum Likelihood Theory
Hansen, Henrik; Affes, Sofiene; Mermelstein, Paul
1999-01-01
Reliable estimates of Rayleigh Doppler frequency are useful for the optimization of adaptive multiple access wireless receivers.The adaptation parameters of such receivers are sensitive to the amount of Doppler and automatic reconfiguration to the speed of terminalmovement can optimize cell...
Maximum Likelihood Estimation in Meta-Analytic Structural Equation Modeling
Oort, Frans J.; Jak, Suzanne
2016-01-01
Meta-analytic structural equation modeling (MASEM) involves fitting models to a common population correlation matrix that is estimated on the basis of correlation coefficients that are reported by a number of independent studies. MASEM typically consist of two stages. The method that has been found to perform best in terms of statistical…
A Rayleigh Doppler frequency estimator derived from maximum likelihood theory
Hansen, Henrik; Affes, Sofiéne; Mermelstein, Paul
1999-01-01
Reliable estimates of Rayleigh Doppler frequency are useful for the optimization of adaptive multiple access wireless receivers. The adaptation parameters of such receivers are sensitive to the amount of Doppler and automatic reconfiguration to the speed of terminal movement can optimize cell cap...
EXPLICIT ERROR ESTIMATE FOR THE NONCONFORMING WILSON'S ELEMENT
Jikun ZHAO; Shaochun CHEN
2013-01-01
In this article,we study the explicit expressions of the constants in the error estimate of the nonconforming finite element method.We explicitly obtain the approximation error estimate and the consistency error estimate for the Wilson's element without the regular assumption,respectively,which implies the final finite element error estimate.Such explicit a priori error estimates can be used as computable error bounds.
Current error estimates for LISA spurious accelerations
Stebbins, R T [NASA Goddard Space Flight Center, Greenbelt, MD 20771 (United States); Bender, P L [JILA-University of Colorado, Boulder, CO (United States); Hanson, J [Stanford University, Stanford, CA (United States); Hoyle, C D [University of Trento, Trento (Italy); Schumaker, B L [Jet Propulsion Laboratory, Pasadena, CA (United States); Vitale, S [University of Trento, Trento (Italy)
2004-03-07
The performance of the LISA gravitational wave detector depends critically on limiting spurious accelerations of the fiducial masses. Consequently, the requirements on allowable acceleration levels must be carefully allocated based on estimates of the achievable limits on spurious accelerations from all disturbances. Changes in the allocation of requirements are being considered, and are proposed here. The total spurious acceleration error requirement would remain unchanged, but a few new error sources would be added, and the allocations for some specific error sources would be changed. In support of the recommended revisions in the requirements budget, estimates of plausible acceleration levels for 17 of the main error sources are discussed. In most cases, the formula for calculating the size of the effect is known, but there may be questions about the values of various parameters to use in the estimates. Different possible parameter values have been discussed, and a representative set is presented. Improvements in our knowledge of the various experimental parameters will come from planned experimental and modelling studies, supported by further theoretical work.
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models
Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni
In this paper, we develop a maximum likelihood estimator of time-varying loadings in high-dimensional factor models. We specify the loadings to evolve as stationary vector autoregressions (VAR) and show that consistent estimates of the loadings parameters can be obtained by a two-step maximum...... likelihood estimation procedure. In the first step, principal components are extracted from the data to form factor estimates. In the second step, the parameters of the loadings VARs are estimated as a set of univariate regression models with time-varying coefficients. We document the finite...
Recent developments in maximum likelihood estimation of MTMM models for categorical data
Minjeong eJeon
2014-04-01
Full Text Available Maximum likelihood (ML estimation of categorical multitrait-multimethod (MTMM data is challenging because the likelihood involves high-dimensional integrals over the crossed method and trait factors, with no known closed-form solution.The purpose of the study is to introduce three newly developed ML methods that are eligible for estimating MTMM models with categorical responses: Variational maximization-maximization, Alternating imputation posterior, and Monte Carlo local likelihood. Each method is briefly described and its applicability for MTMM models with categorical data are discussed.An illustration is provided using an empirical example.
Mean square convergence rates for maximum quasi-likelihood estimator
Arnoud V. den Boer
2015-03-01
Full Text Available In this note we study the behavior of maximum quasilikelihood estimators (MQLEs for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed. This class includes, but is not restricted to, generalized linear models with general link function. Our main results are related to guarantees on existence, strong consistency and mean square convergence rates of MQLEs. The rates are obtained from first principles and are stronger than known a.s. rates. Our results find important application in sequential decision problems with parametric uncertainty arising in dynamic pricing.
James O Lloyd-Smith
Full Text Available BACKGROUND: The negative binomial distribution is used commonly throughout biology as a model for overdispersed count data, with attention focused on the negative binomial dispersion parameter, k. A substantial literature exists on the estimation of k, but most attention has focused on datasets that are not highly overdispersed (i.e., those with k>or=1, and the accuracy of confidence intervals estimated for k is typically not explored. METHODOLOGY: This article presents a simulation study exploring the bias, precision, and confidence interval coverage of maximum-likelihood estimates of k from highly overdispersed distributions. In addition to exploring small-sample bias on negative binomial estimates, the study addresses estimation from datasets influenced by two types of event under-counting, and from disease transmission data subject to selection bias for successful outbreaks. CONCLUSIONS: Results show that maximum likelihood estimates of k can be biased upward by small sample size or under-reporting of zero-class events, but are not biased downward by any of the factors considered. Confidence intervals estimated from the asymptotic sampling variance tend to exhibit coverage below the nominal level, with overestimates of k comprising the great majority of coverage errors. Estimation from outbreak datasets does not increase the bias of k estimates, but can add significant upward bias to estimates of the mean. Because k varies inversely with the degree of overdispersion, these findings show that overestimation of the degree of overdispersion is very rare for these datasets.
Tolerance for error and computational estimation ability.
Hogan, Thomas P; Wyckoff, Laurie A; Krebs, Paul; Jones, William; Fitzgerald, Mark P
2004-06-01
Previous investigators have suggested that the personality variable tolerance for error is related to success in computational estimation. However, this suggestion has not been tested directly. This study examined the relationship between performance on a computational estimation test and scores on the NEO-Five Factor Inventory, a measure of the Big Five personality traits, including Openness, an index of tolerance for ambiguity. Other variables included SAT-I Verbal and Mathematics scores and self-rated mathematics ability. Participants were 65 college students. There was no significant relationship between the tolerance variable and computational estimation performance. There was a modest negative relationship between Agreeableness and estimation performance. The skepticism associated with the negative pole of the Agreeableness dimension may be important to pursue in further understanding of estimation ability.
Xiaogu ZHENG
2009-01-01
An adaptive estimation of forecast error covariance matrices is proposed for Kalman filtering data assimilation. A forecast error covariance matrix is initially estimated using an ensemble of perturbation forecasts. This initially estimated matrix is then adjusted with scale parameters that are adaptively estimated by minimizing -2log-likelihood of observed-minus-forecast residuals. The proposed approach could be applied to Kalman filtering data assimilation with imperfect models when the model error statistics are not known. A simple nonlinear model (Burgers' equation model) is used to demonstrate the efficacy of the proposed approach.
Mean likelihood estimation of target micro-motion parameters in laser detection
Guo, Liren; Hu, Yihua; Wang, Yunpeng
2016-10-01
Maximum Likelihood Estimation(MLE) is the optimal estimator for Micro-Doppler feature extracting. However, the enormous computational burden of the grid search and the existence of many local maxima of the respective highly nonlinear cost function are harmful for accurate estimation. A new method combining the Mean Likelihood Estimation(MELE) and the Monte Carlo(MC) way is proposed to solve this problem. A closed-form expression to evaluate the parameters which maximize the cost function is derived. Then the compressed likelihood function is designed to obtain the global maximum. Finally the parameters are estimated by calculating the circular mean of the samples get from MC method. The high dependence of accurate initials and the computational complexity of the iteration algorithms are avoided in this method. Applied to the simulated and experimental data, the proposed method achieves similar performance as MLE but less computational amount. Meanwhile, this method guarantees the global convergence and joint parameter estimation.
Inkmann, J.
2005-01-01
The inverse probability weighted Generalised Empirical Likelihood (IPW-GEL) estimator is proposed for the estimation of the parameters of a vector of possibly non-linear unconditional moment functions in the presence of conditionally independent sample selection or attrition.The estimator is applied
Revising probability estimates: Why increasing likelihood means increasing impact.
Maglio, Sam J; Polman, Evan
2016-08-01
Forecasted probabilities rarely stay the same for long. Instead, they are subject to constant revision-moving upward or downward, uncertain events become more or less likely. Yet little is known about how people interpret probability estimates beyond static snapshots, like a 30% chance of rain. Here, we consider the cognitive, affective, and behavioral consequences of revisions to probability forecasts. Stemming from a lay belief that revisions signal the emergence of a trend, we find in 10 studies (comprising uncertain events such as weather, climate change, sex, sports, and wine) that upward changes to event-probability (e.g., increasing from 20% to 30%) cause events to feel less remote than downward changes (e.g., decreasing from 40% to 30%), and subsequently change people's behavior regarding those events despite the revised event-probabilities being the same. Our research sheds light on how revising the probabilities for future events changes how people manage those uncertain events. (PsycINFO Database Record
maxLik: A package for maximum likelihood estimation in R
Henningsen, Arne; Toomet, Ott
2011-01-01
This paper describes the package maxLik for the statistical environment R. The package is essentially a unified wrapper interface to various optimization routines, offering easy access to likelihood-specific features like standard errors or information matrix equality (BHHH method). More advanced...
Curiale, Ariel H; Vegas-Sánchez-Ferrero, Gonzalo; Bosch, Johan G; Aja-Fernández, Santiago
2015-08-01
The strain and strain-rate measures are commonly used for the analysis and assessment of regional myocardial function. In echocardiography (EC), the strain analysis became possible using Tissue Doppler Imaging (TDI). Unfortunately, this modality shows an important limitation: the angle between the myocardial movement and the ultrasound beam should be small to provide reliable measures. This constraint makes it difficult to provide strain measures of the entire myocardium. Alternative non-Doppler techniques such as Speckle Tracking (ST) can provide strain measures without angle constraints. However, the spatial resolution and the noisy appearance of speckle still make the strain estimation a challenging task in EC. Several maximum likelihood approaches have been proposed to statistically characterize the behavior of speckle, which results in a better performance of speckle tracking. However, those models do not consider common transformations to achieve the final B-mode image (e.g. interpolation). This paper proposes a new maximum likelihood approach for speckle tracking which effectively characterizes speckle of the final B-mode image. Its formulation provides a diffeomorphic scheme than can be efficiently optimized with a second-order method. The novelty of the method is threefold: First, the statistical characterization of speckle generalizes conventional speckle models (Rayleigh, Nakagami and Gamma) to a more versatile model for real data. Second, the formulation includes local correlation to increase the efficiency of frame-to-frame speckle tracking. Third, a probabilistic myocardial tissue characterization is used to automatically identify more reliable myocardial motions. The accuracy and agreement assessment was evaluated on a set of 16 synthetic image sequences for three different scenarios: normal, acute ischemia and acute dyssynchrony. The proposed method was compared to six speckle tracking methods. Results revealed that the proposed method is the most
Maximum likelihood estimation in constrained parameter spaces for mixtures of factor analyzers
Greselin, Francesca; Ingrassia, Salvatore
2013-01-01
Mixtures of factor analyzers are becoming more and more popular in the area of model based clustering of high-dimensional data. According to the likelihood approach in data modeling, it is well known that the unconstrained log-likelihood function may present spurious maxima and singularities and this is due to specific patterns of the estimated covariance structure, when their determinant approaches 0. To reduce such drawbacks, in this paper we introduce a procedure for the parameter estimati...
雷达组网的精确极大似然误差配准算法%An Exact Maximum Likelihood Error Registration Algorithm for Radar Network
丰昌政; 薛强
2012-01-01
针对最小二乘法和卡尔曼滤波方法在雷达网系统中的误差配准问题,提出一种雷达组网的精确极大似然误差配准算法.采用基于圆极投影的极大似然配准算法,利用各雷达站的几何关系,通过极大似然混合高斯-牛顿迭代方法估计出雷达网的系统误差,并进行仿真.仿真结果证明:该配准方法具有良好的一致性,可以用于多雷达组网的误差配准.%For the least square method and Caiman filter method in radar network system's error registration problems, put forward a kind of radar netting exact maximum likelihood error registration algorithm. Using maximum likelihood registration algorithm based on circular polar projection, according to the radar station geometric relationship, to estimate the error of radar network system by maximum likelihood mixed Gauss-Newton iterative method, and carried out a simulation. The simulation results show that the algorithm has good compatibility, can be used for multi radar netted registration.
Silver, Jeremy D; Ritchie, Matthew E; Smyth, Gordon K
2009-01-01
is developed for exact maximum likelihood estimation (MLE) using high-quality optimization software and using the saddle-point estimates as starting values. "MLE" is shown to outperform heuristic estimators proposed by other authors, both in terms of estimation accuracy and in terms of performance on real data....... The saddle-point approximation is an adequate replacement in most practical situations. The performance of normexp for assessing differential expression is improved by adding a small offset to the corrected intensities....
2005-01-01
The inverse probability weighted Generalised Empirical Likelihood (IPW-GEL) estimator is proposed for the estimation of the parameters of a vector of possibly non-linear unconditional moment functions in the presence of conditionally independent sample selection or attrition.The estimator is applied to the estimation of the firm size elasticity of product and process R&D expenditures using a panel of German manufacturing firms, which is affected by attrition and selection into R&D activities....
Maximum likelihood PSD estimation for speech enhancement in reverberant and noisy conditions
Kuklasinski, Adam; Doclo, Simon; Jensen, Jesper
2016-01-01
We propose a novel Power Spectral Density (PSD) estimator for multi-microphone systems operating in reverberant and noisy conditions. The estimator is derived using the maximum likelihood approach and is based on a blocked and pre-whitened additive signal model. The intended application......, the difference between algorithms was found to be statistically significant only in some of the experimental conditions....
On the Loss of Information in Conditional Maximum Likelihood Estimation of Item Parameters.
Eggen, Theo J. H. M.
2000-01-01
Shows that the concept of F-information, a generalization of Fisher information, is a useful took for evaluating the loss of information in conditional maximum likelihood (CML) estimation. With the F-information concept it is possible to investigate the conditions under which there is no loss of information in CML estimation and to quantify a loss…
Casabianca, Jodi M.; Lewis, Charles
2015-01-01
Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…
Enders, Craig K.
2001-01-01
Examined the performance of a recently available full information maximum likelihood (FIML) estimator in a multiple regression model with missing data using Monte Carlo simulation and considering the effects of four independent variables. Results indicate that FIML estimation was superior to that of three ad hoc techniques, with less bias and less…
Hierarchical Boltzmann simulations and model error estimation
Torrilhon, Manuel; Sarna, Neeraj
2017-08-01
A hierarchical simulation approach for Boltzmann's equation should provide a single numerical framework in which a coarse representation can be used to compute gas flows as accurately and efficiently as in computational fluid dynamics, but a subsequent refinement allows to successively improve the result to the complete Boltzmann result. We use Hermite discretization, or moment equations, for the steady linearized Boltzmann equation for a proof-of-concept of such a framework. All representations of the hierarchy are rotationally invariant and the numerical method is formulated on fully unstructured triangular and quadrilateral meshes using a implicit discontinuous Galerkin formulation. We demonstrate the performance of the numerical method on model problems which in particular highlights the relevance of stability of boundary conditions on curved domains. The hierarchical nature of the method allows also to provide model error estimates by comparing subsequent representations. We present various model errors for a flow through a curved channel with obstacles.
Systematic Error Estimation for Chemical Reaction Energies
Simm, Gregor N
2016-01-01
For the theoretical understanding of the reactivity of complex chemical systems accurate relative energies between intermediates and transition states are required. Despite its popularity, density functional theory (DFT) often fails to provide sufficiently accurate data, especially for molecules containing transition metals. Due to the huge number of intermediates that need to be studied for all but the simplest chemical processes, DFT is to date the only method that is computationally feasible. Here, we present a Bayesian framework for DFT that allows for error estimation of calculated properties. Since the optimal choice of parameters in present-day density functionals is strongly system dependent, we advocate for a system-focused re-parameterization. While, at first sight, this approach conflicts with the first-principles character of DFT that should make it in principle system independent, we deliberately introduce system dependence because we can then assign a stochastically meaningful error to the syste...
A MATHEMATICAL APPROACH TO ESTIMATE THE ERROR
Thomas MELCHER
2016-06-01
Full Text Available Engineering based calculation procedures in fire safety science often consist of unknown or uncertain input data which are to be estimated by the engineer using appropriate and plausible assumptions. Thereby, errors in this data are induced in the calculation and thus, impact the number as well as the reliability of the results. In this paper a procedure is presented to directly quantify and consider unknown input properties in the process of calculation using distribution functions and Monte-Carlo Simulations. A sensitivity analysis reveals the properties which have a major impact on the calculation reliability. Furthermore, the results are compared to the numerical models of CFAST and FDS.
Factoring Algebraic Error for Relative Pose Estimation
Lindstrom, P; Duchaineau, M
2009-03-09
We address the problem of estimating the relative pose, i.e. translation and rotation, of two calibrated cameras from image point correspondences. Our approach is to factor the nonlinear algebraic pose error functional into translational and rotational components, and to optimize translation and rotation independently. This factorization admits subproblems that can be solved using direct methods with practical guarantees on global optimality. That is, for a given translation, the corresponding optimal rotation can directly be determined, and vice versa. We show that these subproblems are equivalent to computing the least eigenvector of second- and fourth-order symmetric tensors. When neither translation or rotation is known, alternating translation and rotation optimization leads to a simple, efficient, and robust algorithm for pose estimation that improves on the well-known 5- and 8-point methods.
Blind Joint Maximum Likelihood Channel Estimation and Data Detection for SIMO Systems
Sheng Chen; Xiao-Chen Yang; Lei Chen; Lajos Hanzo
2007-01-01
A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems.
Yatracos, Yannis G.
2013-01-01
The inherent bias pathology of the maximum likelihood (ML) estimation method is confirmed for models with unknown parameters $\\theta$ and $\\psi$ when MLE $\\hat \\psi$ is function of MLE $\\hat \\theta.$ To reduce $\\hat \\psi$'s bias the likelihood equation to be solved for $\\psi$ is updated using the model for the data $Y$ in it. Model updated (MU) MLE, $\\hat \\psi_{MU},$ often reduces either totally or partially $\\hat \\psi$'s bias when estimating shape parameter $\\psi.$ For the Pareto model $\\hat...
Gupta, N. K.; Mehra, R. K.
1974-01-01
This paper discusses numerical aspects of computing maximum likelihood estimates for linear dynamical systems in state-vector form. Different gradient-based nonlinear programming methods are discussed in a unified framework and their applicability to maximum likelihood estimation is examined. The problems due to singular Hessian or singular information matrix that are common in practice are discussed in detail and methods for their solution are proposed. New results on the calculation of state sensitivity functions via reduced order models are given. Several methods for speeding convergence and reducing computation time are also discussed.
GOMOS data characterization and error estimation
J. Tamminen
2010-03-01
Full Text Available The Global Ozone Monitoring by Occultation of Stars (GOMOS instrument uses stellar occultation technique for monitoring ozone and other trace gases in the stratosphere and mesosphere. The self-calibrating measurement principle of GOMOS together with a relatively simple data retrieval where only minimal use of a priori data is required, provides excellent possibilities for long term monitoring of atmospheric composition.
GOMOS uses about 180 brightest stars as the light source. Depending on the individual spectral characteristics of the stars, the signal-to-noise ratio of GOMOS is changing from star to star, resulting also varying accuracy to the retrieved profiles. We present the overview of the GOMOS data characterization and error estimation, including modeling errors, for ozone, NO_{2}, NO_{3} and aerosol profiles. The retrieval error (precision of the night time measurements in the stratosphere is typically 0.5–4% for ozone, about 10–20% for NO_{2}, 20–40% for NO_{3} and 2–50% for aerosols. Mesospheric O_{3}, up to 100 km, can be measured with 2–10% precision. The main sources of the modeling error are the incompletely corrected atmospheric turbulence causing scintillation, inaccurate aerosol modeling, uncertainties in cross sections of the trace gases and in the atmospheric temperature. The sampling resolution of GOMOS varies depending on the measurement geometry. In the data inversion a Tikhonov-type regularization with pre-defined target resolution requirement is applied leading to 2–3 km resolution for ozone and 4 km resolution for other trace gases.
Fosgate GT
2006-07-01
Full Text Available Abstract Diagnostic test evaluations are susceptible to random and systematic error. Simulated non-differential random error for six different error distributions was evaluated for its effect on measures of diagnostic accuracy for a brucellosis competitive ELISA. Test results were divided into four categories:
Second order pseudo-maximum likelihood estimation and conditional variance misspecification
Lejeune, Bernard
1997-01-01
In this paper, we study the behavior of second order pseudo-maximum likelihood estimators under conditional variance misspecification. We determine sufficient and essentially necessary conditions for such a estimator to be, regardless of the conditional variance (mis)specification, consistent for the mean parameters when the conditional mean is correctly specified. These conditions implie that, even if mean and variance parameters vary independently, standard PML2 estimators are generally not...
Lee, C.-H.; Herget, C. J.
1976-01-01
This short paper considers the parameter-identification problem of general discrete-time, nonlinear, multiple input-multiple output dynamic systems with Gaussian white distributed measurement errors. Knowledge of the system parameterization is assumed to be available. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems.
Integration based profile likelihood calculation for PDE constrained parameter estimation problems
Boiger, R.; Hasenauer, J.; Hroß, S.; Kaltenbacher, B.
2016-12-01
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental data. Due to partial observations and measurement noise, these parameter estimates are subject to uncertainty. This uncertainty can be assessed using profile likelihoods, a reliable but computationally intensive approach. In this paper, we present the integration based approach for the profile likelihood calculation developed by (Chen and Jennrich 2002 J. Comput. Graph. Stat. 11 714-32) and adapt it to inverse problems with PDE constraints. While existing methods for profile likelihood calculation in parameter estimation problems with PDE constraints rely on repeated optimization, the proposed approach exploits a dynamical system evolving along the likelihood profile. We derive the dynamical system for the unreduced estimation problem, prove convergence and study the properties of the integration based approach for the PDE case. To evaluate the proposed method, we compare it with state-of-the-art algorithms for a simple reaction-diffusion model for a cellular patterning process. We observe a good accuracy of the method as well as a significant speed up as compared to established methods. Integration based profile calculation facilitates rigorous uncertainty analysis for computationally demanding parameter estimation problems with PDE constraints.
A conditional likelihood is required to estimate the selection coefficient in ancient DNA
Valleriani, Angelo
2016-01-01
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to end anywhere. Based on the Moran model of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation ...
Performance of penalized maximum likelihood in estimation of genetic covariances matrices
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
Quasi-likelihood estimation of average treatment effects based on model information
Zhi-hua SUN
2007-01-01
In this paper, the estimation of average treatment effects is considered when we have the model information of the conditional mean and conditional variance for the responses given the covariates. The quasi-likelihood method adapted to treatment effects data is developed to estimate the parameters in the conditional mean and conditional variance models. Based on the model information, we define three estimators by imputation, regression and inverse probability weighted methods.All the estimators are shown asymptotically normal. Our simulation results show that by using the model information, the substantial efficiency gains are obtained which are comparable with the existing estimators.
Quasi-likelihood estimation of average treatment effects based on model information
2007-01-01
In this paper, the estimation of average treatment effects is considered when we have the model information of the conditional mean and conditional variance for the responses given the covariates. The quasi-likelihood method adapted to treatment effects data is developed to estimate the parameters in the conditional mean and conditional variance models. Based on the model information, we define three estimators by imputation, regression and inverse probability weighted methods. All the estimators are shown asymptotically normal. Our simulation results show that by using the model information, the substantial efficiency gains are obtained which are comparable with the existing estimators.
Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation
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 Ã°ÂÂ’Â¢0 law. This paper deals with amplitude data, so the Ã°ÂÂ’Â¢A0 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 Ã°ÂÂ’Â¢A0 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.
A conditional likelihood is required to estimate the selection coefficient in ancient DNA
Valleriani, Angelo
2016-08-01
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to visit the available fitness landscape. Based on two models of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation whereas the unconditioned likelihood fails. Finally, we discuss the fact that the traditional, unconditioned likelihood always delivers an answer, which is often unfalsifiable and appears reasonable also when it is not correct.
A conditional likelihood is required to estimate the selection coefficient in ancient DNA.
Valleriani, Angelo
2016-08-16
Time-series of allele frequencies are a useful and unique set of data to determine the strength of natural selection on the background of genetic drift. Technically, the selection coefficient is estimated by means of a likelihood function built under the hypothesis that the available trajectory spans a sufficiently large portion of the fitness landscape. Especially for ancient DNA, however, often only one single such trajectories is available and the coverage of the fitness landscape is very limited. In fact, one single trajectory is more representative of a process conditioned both in the initial and in the final condition than of a process free to visit the available fitness landscape. Based on two models of population genetics, here we show how to build a likelihood function for the selection coefficient that takes the statistical peculiarity of single trajectories into account. We show that this conditional likelihood delivers a precise estimate of the selection coefficient also when allele frequencies are close to fixation whereas the unconditioned likelihood fails. Finally, we discuss the fact that the traditional, unconditioned likelihood always delivers an answer, which is often unfalsifiable and appears reasonable also when it is not correct.
On the Existence and Uniqueness of Maximum-Likelihood Estimates in the Rasch Model.
Fischer, Gerhard H.
1981-01-01
Necessary and sufficient conditions for the existence and uniqueness of a solution of the so-called "unconditional" and the "conditional" maximum-likelihood estimation equations in the dichotomous Rasch model are given. It is shown how to apply the results in practical uses of the Rasch model. (Author/JKS)
Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood
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
Jie Li DING; Xi Ru CHEN
2006-01-01
For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE)(β^)n of the parameters are studied. Under reasonable conditions, we prove the weak, strong consistency and asymptotic normality of(β^)n.
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) ...
A note on the maximum likelihood estimator in the gamma regression model
Jerzy P. Rydlewski
2009-01-01
Full Text Available This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
Klein, Andreas G.; Muthen, Bengt O.
2007-01-01
In this article, a nonlinear structural equation model is introduced and a quasi-maximum likelihood method for simultaneous estimation and testing of multiple nonlinear effects is developed. The focus of the new methodology lies on efficiency, robustness, and computational practicability. Monte-Carlo studies indicate that the method is highly…
Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood
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 upd
Marginal Maximum Likelihood Estimation of a Latent Variable Model with Interaction
Cudeck, Robert; Harring, Jeffrey R.; du Toit, Stephen H. C.
2009-01-01
There has been considerable interest in nonlinear latent variable models specifying interaction between latent variables. Although it seems to be only slightly more complex than linear regression without the interaction, the model that includes a product of latent variables cannot be estimated by maximum likelihood assuming normality.…
On penalized likelihood estimation for a non-proportional hazards regression model.
Devarajan, Karthik; Ebrahimi, Nader
2013-07-01
In this paper, a semi-parametric generalization of the Cox model that permits crossing hazard curves is described. A theoretical framework for estimation in this model is developed based on penalized likelihood methods. It is shown that the optimal solution to the baseline hazard, baseline cumulative hazard and their ratio are hyperbolic splines with knots at the distinct failure times.
Constrained Maximum Likelihood Estimation for Two-Level Mean and Covariance Structure Models
Bentler, Peter M.; Liang, Jiajuan; Tang, Man-Lai; Yuan, Ke-Hai
2011-01-01
Maximum likelihood is commonly used for the estimation of model parameters in the analysis of two-level structural equation models. Constraints on model parameters could be encountered in some situations such as equal factor loadings for different factors. Linear constraints are the most common ones and they are relatively easy to handle in…
Trujillo, B. M.
1986-01-01
This paper presents the technique and results of maximum likelihood estimation used to determine lift and drag characteristics of the Space Shuttle Orbiter. Maximum likelihood estimation uses measurable parameters to estimate nonmeasurable parameters. The nonmeasurable parameters for this case are elements of a nonlinear, dynamic model of the orbiter. The estimated parameters are used to evaluate a cost function that computes the differences between the measured and estimated longitudinal parameters. The case presented is a dynamic analysis. This places less restriction on pitching motion and can provide additional information about the orbiter such as lift and drag characteristics at conditions other than trim, instrument biases, and pitching moment characteristics. In addition, an output of the analysis is an estimate of the values for the individual components of lift and drag that contribute to the total lift and drag. The results show that maximum likelihood estimation is a useful tool for analysis of Space Shuttle Orbiter performance and is also applicable to parameter analysis of other types of aircraft.
Donato, David I.
2012-01-01
This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.
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.
Radiation risk estimation based on measurement error models
Masiuk, Sergii; Shklyar, Sergiy; Chepurny, Mykola; Likhtarov, Illya
2017-01-01
This monograph discusses statistics and risk estimates applied to radiation damage under the presence of measurement errors. The first part covers nonlinear measurement error models, with a particular emphasis on efficiency of regression parameter estimators. In the second part, risk estimation in models with measurement errors is considered. Efficiency of the methods presented is verified using data from radio-epidemiological studies.
Moore, S K; Hunter, W C J; Furenlid, L.R.; Barrett, H. H.
2007-01-01
We present a simple 3D event position-estimation method using raw list-mode acquisition and maximum-likelihood estimation in a modular gamma camera with a thick (25mm) monolithic scintillation crystal. This method involves measuring 2D calibration scans with a well-collimated 511 keV source and fitting each point to a simple depth-dependent light distribution model. Preliminary results show that angled collimated beams appear properly reconstructed.
Qibing GAO; Yaohua WU; Chunhua ZHU; Zhanfeng WANG
2008-01-01
In generalized linear models with fixed design, under the assumption ~ →∞ and otherregularity conditions, the asymptotic normality of maximum quasi-likelihood estimator (β)n, which is the root of the quasi-likelihood equation with natural link function ∑n/i=1Xi(yi-μ(X1/iβ))=0, is obtained,where λ/-n denotes the minimum eigenvalue of ∑n/i=1XiX/1/i, Xi are bounded p x q regressors, and yi are q × 1 responses.
A real-time maximum-likelihood heart-rate estimator for wearable textile sensors.
Cheng, Mu-Huo; Chen, Li-Chung; Hung, Ying-Che; Yang, Chang Ming
2008-01-01
This paper presents a real-time maximum-likelihood heart-rate estimator for ECG data measured via wearable textile sensors. The ECG signals measured from wearable dry electrodes are notorious for its susceptibility to interference from the respiration or the motion of wearing person such that the signal quality may degrade dramatically. To overcome these obstacles, in the proposed heart-rate estimator we first employ the subspace approach to remove the wandering baseline, then use a simple nonlinear absolute operation to reduce the high-frequency noise contamination, and finally apply the maximum likelihood estimation technique for estimating the interval of R-R peaks. A parameter derived from the byproduct of maximum likelihood estimation is also proposed as an indicator for signal quality. To achieve the goal of real-time, we develop a simple adaptive algorithm from the numerical power method to realize the subspace filter and apply the fast-Fourier transform (FFT) technique for realization of the correlation technique such that the whole estimator can be implemented in an FPGA system. Experiments are performed to demonstrate the viability of the proposed system.
Indoor Ultra-Wide Band Network Adjustment using Maximum Likelihood Estimation
Koppanyi, Z.; Toth, C. K.
2014-11-01
This study is the part of our ongoing research on using ultra-wide band (UWB) technology for navigation at the Ohio State University. Our tests have indicated that the UWB two-way time-of-flight ranges under indoor circumstances follow a Gaussian mixture distribution that may be caused by the incompleteness of the functional model. In this case, to adjust the UWB network from the observed ranges, the maximum likelihood estimation (MLE) may provide a better solution for the node coordinates than the widely-used least squares approach. The prerequisite of the maximum likelihood method is to know the probability density functions. The 30 Hz sampling rate of the UWB sensors enables to estimate these functions between each node from the samples in static positioning mode. In order to prove the MLE hypothesis, an UWB network has been established in a multi-path density environment for test data acquisition. The least squares and maximum likelihood coordinate solutions are determined and compared, and the results indicate that better accuracy can be achieved with maximum likelihood estimation.
Maximum Likelihood PSD Estimation for Speech Enhancement in Reverberation and Noise
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...... PSD estimation scheme that is suitable for sound scenes which besides speech and reverberation consist of an additional noise component whose second-order statistics are known. The proposed algorithm is shown to outperform an existing similar algorithm in terms of PSD estimation accuracy. Moreover...
Diego Rivera; Yessica Rivas; Alex Godoy
2015-02-01
Hydrological models are simplified representations of natural processes and subject to errors. Uncertainty bounds are a commonly used way to assess the impact of an input or model architecture uncertainty in model outputs. Different sets of parameters could have equally robust goodness-of-fit indicators, which is known as Equifinality. We assessed the outputs from a lumped conceptual hydrological model to an agricultural watershed in central Chile under strong interannual variability (coefficient of variability of 25%) by using the Equifinality concept and uncertainty bounds. The simulation period ran from January 1999 to December 2006. Equifinality and uncertainty bounds from GLUE methodology (Generalized Likelihood Uncertainty Estimation) were used to identify parameter sets as potential representations of the system. The aim of this paper is to exploit the use of uncertainty bounds to differentiate behavioural parameter sets in a simple hydrological model. Then, we analyze the presence of equifinality in order to improve the identification of relevant hydrological processes. The water balance model for Chillan River exhibits, at a first stage, equifinality. However, it was possible to narrow the range for the parameters and eventually identify a set of parameters representing the behaviour of the watershed (a behavioural model) in agreement with observational and soft data (calculation of areal precipitation over the watershed using an isohyetal map). The mean width of the uncertainty bound around the predicted runoff for the simulation period decreased from 50 to 20 m3s−1 after fixing the parameter controlling the areal precipitation over the watershed. This decrement is equivalent to decreasing the ratio between simulated and observed discharge from 5.2 to 2.5. Despite the criticisms against the GLUE methodology, such as the lack of statistical formality, it is identified as a useful tool assisting the modeller with the identification of critical parameters.
Maximum Likelihood Blind Channel Estimation for Space-Time Coding Systems
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.
Song, Dong; Wang, Haonan; Tu, Catherine Y.; Marmarelis, Vasilis Z.; Hampson, Robert E.; Deadwyler, Sam A.; Berger, Theodore W.
2013-01-01
One key problem in computational neuroscience and neural engineering is the identification and modeling of functional connectivity in the brain using spike train data. To reduce model complexity, alleviate overfitting, and thus facilitate model interpretation, sparse representation and estimation of functional connectivity is needed. Sparsities include global sparsity, which captures the sparse connectivities between neurons, and local sparsity, which reflects the active temporal ranges of the input-output dynamical interactions. In this paper, we formulate a generalized functional additive model (GFAM) and develop the associated penalized likelihood estimation methods for such a modeling problem. A GFAM consists of a set of basis functions convolving the input signals, and a link function generating the firing probability of the output neuron from the summation of the convolutions weighted by the sought model coefficients. Model sparsities are achieved by using various penalized likelihood estimations and basis functions. Specifically, we introduce two variations of the GFAM using a global basis (e.g., Laguerre basis) and group LASSO estimation, and a local basis (e.g., B-spline basis) and group bridge estimation, respectively. We further develop an optimization method based on quadratic approximation of the likelihood function for the estimation of these models. Simulation and experimental results show that both group-LASSO-Laguerre and group-bridge-B-spline can capture faithfully the global sparsities, while the latter can replicate accurately and simultaneously both global and local sparsities. The sparse models outperform the full models estimated with the standard maximum likelihood method in out-of-sample predictions. PMID:23674048
Floating-Point Numbers with Error Estimates (revised)
Masotti, Glauco
2012-01-01
The study addresses the problem of precision in floating-point (FP) computations. A method for estimating the errors which affect intermediate and final results is proposed and a summary of many software simulations is discussed. The basic idea consists of representing FP numbers by means of a data structure collecting value and estimated error information. Under certain constraints, the estimate of the absolute error is accurate and has a compact statistical distribution. By monitoring the estimated relative error during a computation (an ad-hoc definition of relative error has been used), the validity of results can be ensured. The error estimate enables the implementation of robust algorithms, and the detection of ill-conditioned problems. A dynamic extension of number precision, under the control of error estimates, is advocated, in order to compute results within given error bounds. A reduced time penalty could be achieved by a specialized FP processor. The realization of a hardwired processor incorporat...
无
2007-01-01
This paper addresses the problems of parameter estimation of multivariable stationary stochastic systems on the basis of observed output data. The main contribution is to employ the expectation-maximisation (EM) method as a means for computation of the maximum-likelihood (ML) parameter estimation of the system. Closed form of the expectation of the studied system subjected to Gaussian distribution noise is derived and paraneter choice that maximizes the expectation is also proposed. This results in an iterative algorithm for parameter estimation and the robust algorithm implementation based on technique of QR-factorization and Cholesky factorization is also discussed. Moreover, algorithmic properties such as non-decreasing likelihood value, necessary and sufficient conditions for the algorithm to arrive at a local stationary parameter, the convergence rate and the factors affecting the convergence rate are analyzed. Simulation study shows that the proposed algorithm has attractive properties such as numerical stability, and avoidance of difficult initial conditions.
Simple Penalties on Maximum-Likelihood Estimates of Genetic Parameters to Reduce Sampling Variation.
Meyer, Karin
2016-08-01
Multivariate estimates of genetic parameters are subject to substantial sampling variation, especially for smaller data sets and more than a few traits. A simple modification of standard, maximum-likelihood procedures for multivariate analyses to estimate genetic covariances is described, which can improve estimates by substantially reducing their sampling variances. This is achieved by maximizing the likelihood subject to a penalty. Borrowing from Bayesian principles, we propose a mild, default penalty-derived assuming a Beta distribution of scale-free functions of the covariance components to be estimated-rather than laboriously attempting to determine the stringency of penalization from the data. An extensive simulation study is presented, demonstrating that such penalties can yield very worthwhile reductions in loss, i.e., the difference from population values, for a wide range of scenarios and without distorting estimates of phenotypic covariances. Moreover, mild default penalties tend not to increase loss in difficult cases and, on average, achieve reductions in loss of similar magnitude to computationally demanding schemes to optimize the degree of penalization. Pertinent details required for the adaptation of standard algorithms to locate the maximum of the likelihood function are outlined.
Error estimate for Doo-Sabin surfaces
无
2002-01-01
Based on a general bound on the distance error between a uniform Doo-Sabin surface and its control polyhedron, an exponential error bound independent of the subdivision process is presented in this paper. Using the exponential bound, one can predict the depth of recursive subdivision of the Doo-Sabin surface within any user-specified error tolerance.
Fearn, T; Hill, D C; Darby, S C
2008-05-30
In epidemiology, one approach to investigating the dependence of disease risk on an explanatory variable in the presence of several confounding variables is by fitting a binary regression using a conditional likelihood, thus eliminating the nuisance parameters. When the explanatory variable is measured with error, the estimated regression coefficient is biased usually towards zero. Motivated by the need to correct for this bias in analyses that combine data from a number of case-control studies of lung cancer risk associated with exposure to residential radon, two approaches are investigated. Both employ the conditional distribution of the true explanatory variable given the measured one. The method of regression calibration uses the expected value of the true given measured variable as the covariate. The second approach integrates the conditional likelihood numerically by sampling from the distribution of the true given measured explanatory variable. The two approaches give very similar point estimates and confidence intervals not only for the motivating example but also for an artificial data set with known properties. These results and some further simulations that demonstrate correct coverage for the confidence intervals suggest that for studies of residential radon and lung cancer the regression calibration approach will perform very well, so that nothing more sophisticated is needed to correct for measurement error.
Influences of observation errors in eddy flux data on inverse model parameter estimation
G. Lasslop
2008-09-01
Full Text Available Eddy covariance data are increasingly used to estimate parameters of ecosystem models. For proper maximum likelihood parameter estimates the error structure in the observed data has to be fully characterized. In this study we propose a method to characterize the random error of the eddy covariance flux data, and analyse error distribution, standard deviation, cross- and autocorrelation of CO_{2} and H_{2}O flux errors at four different European eddy covariance flux sites. Moreover, we examine how the treatment of those errors and additional systematic errors influence statistical estimates of parameters and their associated uncertainties with three models of increasing complexity – a hyperbolic light response curve, a light response curve coupled to water fluxes and the SVAT scheme BETHY. In agreement with previous studies we find that the error standard deviation scales with the flux magnitude. The previously found strongly leptokurtic error distribution is revealed to be largely due to a superposition of almost Gaussian distributions with standard deviations varying by flux magnitude. The crosscorrelations of CO_{2} and H_{2}O fluxes were in all cases negligible (R^{2} below 0.2, while the autocorrelation is usually below 0.6 at a lag of 0.5 h and decays rapidly at larger time lags. This implies that in these cases the weighted least squares criterion yields maximum likelihood estimates. To study the influence of the observation errors on model parameter estimates we used synthetic datasets, based on observations of two different sites. We first fitted the respective models to observations and then added the random error estimates described above and the systematic error, respectively, to the model output. This strategy enables us to compare the estimated parameters with true parameters. We illustrate that the correct implementation of the random error standard deviation scaling with flux
Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
无
2004-01-01
［1］McCullagh, P., Nelder, J. A., Generalized Linear Models, New York: Chapman and Hall, 1989.［2］Wedderbum, R. W. M., Quasi-likelihood functions, generalized linear models and Gauss-Newton method,Biometrika, 1974, 61:439-447.［3］Fahrmeir, L., Maximum likelihood estimation in misspecified generalized linear models, Statistics, 1990, 21:487-502.［4］Fahrmeir, L., Kaufmann, H., Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models, Ann. Statist., 1985, 13: 342-368.［5］Melder, J. A., Pregibon, D., An extended quasi-likelihood function, Biometrika, 1987, 74: 221-232.［6］Bennet, G., Probability inequalities for the sum of independent random variables, JASA, 1962, 57: 33-45.［7］Stout, W. F., Almost Sure Convergence, New York:Academic Press, 1974.［8］Petrov, V, V., Sums of Independent Random Variables, Berlin, New York: Springer-Verlag, 1975.
A maximum likelihood estimation framework for delay logistic differential equation model
Mahmoud, Ahmed Adly; Dass, Sarat Chandra; Muthuvalu, Mohana S.
2016-11-01
This paper will introduce the maximum likelihood method of estimation for delay differential equation model governed by unknown delay and other parameters of interest followed by a numerical solver approach. As an example we consider the delayed logistic differential equation. A grid based estimation framework is proposed. Our methodology estimates correctly the delay parameter as well as the initial starting value of the dynamical system based on simulation data. The computations have been carried out with help of mathematical software: MATLAB® 8.0 R2012b.
Nonlinear Random Effects Mixture Models: Maximum Likelihood Estimation via the EM Algorithm.
Wang, Xiaoning; Schumitzky, Alan; D'Argenio, David Z
2007-08-15
Nonlinear random effects models with finite mixture structures are used to identify polymorphism in pharmacokinetic/pharmacodynamic phenotypes. An EM algorithm for maximum likelihood estimation approach is developed and uses sampling-based methods to implement the expectation step, that results in an analytically tractable maximization step. A benefit of the approach is that no model linearization is performed and the estimation precision can be arbitrarily controlled by the sampling process. A detailed simulation study illustrates the feasibility of the estimation approach and evaluates its performance. Applications of the proposed nonlinear random effects mixture model approach to other population pharmacokinetic/pharmacodynamic problems will be of interest for future investigation.
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 CramÃƒÂ©r-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.
Robust maximum likelihood estimation for stochastic state space model with observation outliers
AlMutawa, J.
2016-08-01
The objective of this paper is to develop a robust maximum likelihood estimation (MLE) for the stochastic state space model via the expectation maximisation algorithm to cope with observation outliers. Two types of outliers and their influence are studied in this paper: namely,the additive outlier (AO) and innovative outlier (IO). Due to the sensitivity of the MLE to AO and IO, we propose two techniques for robustifying the MLE: the weighted maximum likelihood estimation (WMLE) and the trimmed maximum likelihood estimation (TMLE). The WMLE is easy to implement with weights estimated from the data; however, it is still sensitive to IO and a patch of AO outliers. On the other hand, the TMLE is reduced to a combinatorial optimisation problem and hard to implement but it is efficient to both types of outliers presented here. To overcome the difficulty, we apply the parallel randomised algorithm that has a low computational cost. A Monte Carlo simulation result shows the efficiency of the proposed algorithms. An earlier version of this paper was presented at the 8th Asian Control Conference, Kaohsiung, Taiwan, 2011.
Zeynep Aydin
Full Text Available Coalescent-based inference of phylogenetic relationships among species takes into account gene tree incongruence due to incomplete lineage sorting, but for such methods to make sense species have to be correctly delimited. Because alternative assignments of individuals to species result in different parametric models, model selection methods can be applied to optimise model of species classification. In a Bayesian framework, Bayes factors (BF, based on marginal likelihood estimates, can be used to test a range of possible classifications for the group under study. Here, we explore BF and the Akaike Information Criterion (AIC to discriminate between different species classifications in the flowering plant lineage Silene sect. Cryptoneurae (Caryophyllaceae. We estimated marginal likelihoods for different species classification models via the Path Sampling (PS, Stepping Stone sampling (SS, and Harmonic Mean Estimator (HME methods implemented in BEAST. To select among alternative species classification models a posterior simulation-based analog of the AIC through Markov chain Monte Carlo analysis (AICM was also performed. The results are compared to outcomes from the software BP&P. Our results agree with another recent study that marginal likelihood estimates from PS and SS methods are useful for comparing different species classifications, and strongly support the recognition of the newly described species S. ertekinii.
Loyka, Sergey; Gagnon, Francois
2009-01-01
Motivated by a recent surge of interest in convex optimization techniques, convexity/concavity properties of error rates of the maximum likelihood detector operating in the AWGN channel are studied and extended to frequency-flat slow-fading channels. Generic conditions are identified under which the symbol error rate (SER) is convex/concave for arbitrary multi-dimensional constellations. In particular, the SER is convex in SNR for any one- and two-dimensional constellation, and also in higher dimensions at high SNR. Pairwise error probability and bit error rate are shown to be convex at high SNR, for arbitrary constellations and bit mapping. Universal bounds for the SER 1st and 2nd derivatives are obtained, which hold for arbitrary constellations and are tight for some of them. Applications of the results are discussed, which include optimum power allocation in spatial multiplexing systems, optimum power/time sharing to decrease or increase (jamming problem) error rate, an implication for fading channels ("fa...
Recursive Pathways to Marginal Likelihood Estimation with Prior-Sensitivity Analysis
Cameron, Ewan
2013-01-01
We investigate the utility to contemporary Bayesian studies of recursive, Gauss-Seidel-type pathways to marginal likelihood estimation characterized by reverse logistic regression and the density of states. Through a pair of illustrative, numerical examples (including mixture modeling of the well-known 'galaxy dataset') we highlight both the remarkable diversity of bridging schemes amenable to recursive normalization and the notable efficiency of the resulting pseudo-mixture densities for gauging prior-sensitivity in the model selection context. Our key theoretical contributions show the connection between the nested sampling identity and the density of states. Further, we introduce a novel heuristic ('thermodynamic integration via importance sampling') for qualifying the role of the bridging sequence in marginal likelihood estimation. An efficient pseudo-mixture density scheme for harnessing the information content of otherwise discarded draws in ellipse-based nested sampling is also introduced.
The Multivariate Watson Distribution: Maximum-Likelihood Estimation and other Aspects
Sra, Suvrit
2011-01-01
This paper studies fundamental aspects of modelling data using multivariate Watson distributions. Although these distributions are natural for modelling axially symmetric data (i.e., unit vectors where $\\pm \\x$ are equivalent), for high-dimensions using them can be difficult. Why so? Largely because for Watson distributions even basic tasks such as maximum-likelihood are numerically challenging. To tackle the numerical difficulties some approximations have been derived---but these are either grossly inaccurate in high-dimensions (\\emph{Directional Statistics}, Mardia & Jupp. 2000) or when reasonably accurate (\\emph{J. Machine Learning Research, W. & C.P., v2}, Bijral \\emph{et al.}, 2007, pp. 35--42), they lack theoretical justification. We derive new approximations to the maximum-likelihood estimates; our approximations are theoretically well-defined, numerically accurate, and easy to compute. We build on our parameter estimation and discuss mixture-modelling with Watson distributions; here we uncover...
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics
Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc
2016-03-01
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.
A hardware error estimate for floating-point computations
Lang, Tomás; Bruguera, Javier D.
2008-08-01
We propose a hardware-computed estimate of the roundoff error in floating-point computations. The estimate is computed concurrently with the execution of the program and gives an estimation of the accuracy of the result. The intention is to have a qualitative indication when the accuracy of the result is low. We aim for a simple implementation and a negligible effect on the execution of the program. Large errors due to roundoff occur in some computations, producing inaccurate results. However, usually these large errors occur only for some values of the data, so that the result is accurate in most executions. As a consequence, the computation of an estimate of the error during execution would allow the use of algorithms that produce accurate results most of the time. In contrast, if an error estimate is not available, the solution is to perform an error analysis. However, this analysis is complex or impossible in some cases, and it produces a worst-case error bound. The proposed approach is to keep with each value an estimate of its error, which is computed when the value is produced. This error is the sum of a propagated error, due to the errors of the operands, plus the generated error due to roundoff during the operation. Since roundoff errors are signed values (when rounding to nearest is used), the computation of the error allows for compensation when errors are of different sign. However, since the error estimate is of finite precision, it suffers from similar accuracy problems as any floating-point computation. Moreover, it is not an error bound. Ideally, the estimate should be large when the error is large and small when the error is small. Since this cannot be achieved always with an inexact estimate, we aim at assuring the first property always, and the second most of the time. As a minimum, we aim to produce a qualitative indication of the error. To indicate the accuracy of the value, the most appropriate type of error is the relative error. However
López-Valcarce Roberto
2004-01-01
Full Text Available We address the problem of estimating the speed of a road vehicle from its acoustic signature, recorded by a pair of omnidirectional microphones located next to the road. This choice of sensors is motivated by their nonintrusive nature as well as low installation and maintenance costs. A novel estimation technique is proposed, which is based on the maximum likelihood principle. It directly estimates car speed without any assumptions on the acoustic signal emitted by the vehicle. This has the advantages of bypassing troublesome intermediate delay estimation steps as well as eliminating the need for an accurate yet general enough acoustic traffic model. An analysis of the estimate for narrowband and broadband sources is provided and verified with computer simulations. The estimation algorithm uses a bank of modified crosscorrelators and therefore it is well suited to DSP implementation, performing well with preliminary field data.
A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation
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.
Estimating IMU heading error from SAR images.
Doerry, Armin Walter
2009-03-01
Angular orientation errors of the real antenna for Synthetic Aperture Radar (SAR) will manifest as undesired illumination gradients in SAR images. These gradients can be measured, and the pointing error can be calculated. This can be done for single images, but done more robustly using multi-image methods. Several methods are provided in this report. The pointing error can then be fed back to the navigation Kalman filter to correct for problematic heading (yaw) error drift. This can mitigate the need for uncomfortable and undesired IMU alignment maneuvers such as S-turns.
On the rate of convergence of the maximum likelihood estimator of a k-monotone density
WELLNER; Jon; A
2009-01-01
Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0,A] are obtained under both the Hellinger distance and the Lp(Q) distance,where 1 p < ∞ and Q is a probability measure on [0,A].The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a k-monotone density.
On the rate of convergence of the maximum likelihood estimator of a K-monotone density
GAO FuChang; WELLNER Jon A
2009-01-01
Bounds for the bracketing entropy of the classes of bounded K-monotone functions on [0, A] are obtained under both the Hellinger distance and the LP(Q) distance, where 1 ≤ p < ∞ and Q is a probability measure on [0, A]. The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a K-monotone density.
YIN; Changming; ZHAO; Lincheng; WEI; Chengdong
2006-01-01
In a generalized linear model with q × 1 responses, the bounded and fixed (or adaptive) p × q regressors Zi and the general link function, under the most general assumption on the minimum eigenvalue of ∑ni=1 ZiZ'i, the moment condition on responses as weak as possible and the other mild regular conditions, we prove that the maximum quasi-likelihood estimates for the regression parameter vector are asymptotically normal and strongly consistent.
ASYMPTOTIC NORMALITY OF QUASI MAXIMUM LIKELIHOOD ESTIMATE IN GENERALIZED LINEAR MODELS
YUE LI; CHEN XIRU
2005-01-01
For the Generalized Linear Model (GLM), under some conditions including that the specification of the expectation is correct, it is shown that the Quasi Maximum Likelihood Estimate (QMLE) of the parameter-vector is asymptotic normal. It is also shown that the asymptotic covariance matrix of the QMLE reaches its minimum (in the positive-definte sense) in case that the specification of the covariance matrix is correct.
Magnard, Christophe; Small, David; Meier, Erich
2015-01-01
The phase estimation of cross-track multibaseline synthetic aperture interferometric data is usually thought to be very efficiently achieved using the maximum likelihood (ML) method. The suitability of this method is investigated here as applied to airborne single pass multibaseline data. Experimental interferometric data acquired with a Ka-band sensor were processed using (a) a ML method that fuses the complex data from all receivers and (b) a coarse-to-fine method that only uses the interme...
Prediction and simulation errors in parameter estimation for nonlinear systems
Aguirre, Luis A.; Barbosa, Bruno H. G.; Braga, Antônio P.
2010-11-01
This article compares the pros and cons of using prediction error and simulation error to define cost functions for parameter estimation in the context of nonlinear system identification. To avoid being influenced by estimators of the least squares family (e.g. prediction error methods), and in order to be able to solve non-convex optimisation problems (e.g. minimisation of some norm of the free-run simulation error), evolutionary algorithms were used. Simulated examples which include polynomial, rational and neural network models are discussed. Our results—obtained using different model classes—show that, in general the use of simulation error is preferable to prediction error. An interesting exception to this rule seems to be the equation error case when the model structure includes the true model. In the case of error-in-variables, although parameter estimation is biased in both cases, the algorithm based on simulation error is more robust.
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.
Application of Artificial Bee Colony Algorithm to Maximum Likelihood DOA Estimation
Zhicheng Zhang; Jun Lin; Yaowu Shi
2013-01-01
Maximum Likelihood (ML) method has an excellent performance for Direction-Of-Arrival (DOA) estimation,but a multidimensional nonlinear solution search is required which complicates the computation and prevents the method from practical use.To reduce the high computational burden of ML method and make it more suitable to engineering applications,we apply the Artificial Bee Colony (ABC) algorithm to maximize the likelihood function for DOA estimation.As a recently proposed bio-inspired computing algorithm,ABC algorithm is originally used to optimize multivariable functions by imitating the behavior of bee colony finding excellent nectar sources in the nature environment.It offers an excellent alternative to the conventional methods in ML-DOA estimation.The performance of ABC-based ML and other popular meta-heuristic-based ML methods for DOA estimation are compared for various scenarios of convergence,Signal-to-Noise Ratio (SNR),and number of iterations.The computation loads of ABC-based ML and the conventional ML methods for DOA estimation are also investigated.Simulation results demonstrate that the proposed ABC based method is more efficient in computation and statistical performance than other ML-based DOA estimation methods.
Off-Grid DOA Estimation Based on Analysis of the Convexity of Maximum Likelihood Function
LIU, Liang; WEI, Ping; LIAO, Hong Shu
Spatial compressive sensing (SCS) has recently been applied to direction-of-arrival (DOA) estimation owing to advantages over conventional ones. However the performance of compressive sensing (CS)-based estimation methods decreases when true DOAs are not exactly on the discretized sampling grid. We solve the off-grid DOA estimation problem using the deterministic maximum likelihood (DML) estimation method. In this work, we analyze the convexity of the DML function in the vicinity of the global solution. Especially under the condition of large array, we search for an approximately convex range around the ture DOAs to guarantee the DML function convex. Based on the convexity of the DML function, we propose a computationally efficient algorithm framework for off-grid DOA estimation. Numerical experiments show that the rough convex range accords well with the exact convex range of the DML function with large array and demonstrate the superior performance of the proposed methods in terms of accuracy, robustness and speed.
Penalized Likelihood Methods for Estimation of Sparse High Dimensional Directed Acyclic Graphs
Shojaie, Ali
2009-01-01
Directed acyclic graphs (DAGs) are commonly used to represent causal relationships among random variables in graphical models. Applications of these models arise in the study of physical, as well as biological systems, where directed edges between nodes represent the influence of components of the system on each other. The general problem of estimating DAGs from observed data is computationally NP-hard, Moreover two directed graphs may be observationally equivalent. When the nodes exhibit a natural ordering, the problem of estimating directed graphs reduces to the problem of estimating the structure of the network. In this paper, we propose a penalized likelihood approach that directly estimates the adjacency matrix of DAGs. Both lasso and adaptive lasso penalties are considered and an efficient algorithm is proposed for estimation of high dimensional DAGs. We study variable selection consistency of the two penalties when the number of variables grows to infinity with the sample size. We show that although la...
A New Maximum-Likelihood Change Estimator for Two-Pass SAR Coherent Change Detection.
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Charles V,
2014-09-01
In this paper, we derive a new optimal change metric to be used in synthetic aperture RADAR (SAR) coherent change detection (CCD). Previous CCD methods tend to produce false alarm states (showing change when there is none) in areas of the image that have a low clutter-to-noise power ratio (CNR). The new estimator does not suffer from this shortcoming. It is a surprisingly simple expression, easy to implement, and is optimal in the maximum-likelihood (ML) sense. The estimator produces very impressive results on the CCD collects that we have tested.
Maja Olsbjerg
2015-10-01
Full Text Available Item response theory models are often applied when a number items are used to measure a unidimensional latent variable. Originally proposed and used within educational research, they are also used when focus is on physical functioning or psychological wellbeing. Modern applications often need more general models, typically models for multidimensional latent variables or longitudinal models for repeated measurements. This paper describes a SAS macro that fits two-dimensional polytomous Rasch models using a specification of the model that is sufficiently flexible to accommodate longitudinal Rasch models. The macro estimates item parameters using marginal maximum likelihood estimation. A graphical presentation of item characteristic curves is included.
Maja Olsbjerg
2015-10-01
Full Text Available Item response theory models are often applied when a number items are used to measure a unidimensional latent variable. Originally proposed and used within educational research, they are also used when focus is on physical functioning or psychological wellbeing. Modern applications often need more general models, typically models for multidimensional latent variables or longitudinal models for repeated measurements. This paper describes a SAS macro that fits two-dimensional polytomous Rasch models using a specification of the model that is sufficiently flexible to accommodate longitudinal Rasch models. The macro estimates item parameters using marginal maximum likelihood estimation. A graphical presentation of item characteristic curves is included.
Decentralized estimation of sensor systematic error andtarget state vector
贺明科; 王正明; 朱炬波
2003-01-01
An accurate estimation of the sensor systematic error is significant for improving the performance of target tracking system. The existing methods usually append the bias states directly to the variable states to form augmented state vectors and utilize the conventional Kalman estimator to achieve state vectors estimate. So doing is expensive in computation, and much work is devoted to decoupling variable states and systematic error. But the decentralied estimation of systematic errors and reduction of the amount of computation as well as decentralied track fusion are far from being realized. This paper addresses distributed track fusion problem in multi-sensor tracking system in the presence of sensor bias. By this method, variable states and systematic error is decoupled. Decentralized systematic error estimation and track fusion are achieved. Simulation results verify that this method can get accurate estimation of systematic error and state vector.
Lin, Feng-Chang; Zhu, Jun
2012-01-01
We develop continuous-time models for the analysis of environmental or ecological monitoring data such that subjects are observed at multiple monitoring time points across space. Of particular interest are additive hazards regression models where the baseline hazard function can take on flexible forms. We consider time-varying covariates and take into account spatial dependence via autoregression in space and time. We develop statistical inference for the regression coefficients via partial likelihood. Asymptotic properties, including consistency and asymptotic normality, are established for parameter estimates under suitable regularity conditions. Feasible algorithms utilizing existing statistical software packages are developed for computation. We also consider a simpler additive hazards model with homogeneous baseline hazard and develop hypothesis testing for homogeneity. A simulation study demonstrates that the statistical inference using partial likelihood has sound finite-sample properties and offers a viable alternative to maximum likelihood estimation. For illustration, we analyze data from an ecological study that monitors bark beetle colonization of red pines in a plantation of Wisconsin.
ASYMPTOTICS OF MEAN TRANSFORMATION ESTIMATORS WITH ERRORS IN VARIABLES MODEL
CUI Hengjian
2005-01-01
This paper addresses estimation and its asymptotics of mean transformation θ = E[h(X)] of a random variable X based on n iid. Observations from errors-in-variables model Y = X + v, where v is a measurement error with a known distribution and h(.) is a known smooth function. The asymptotics of deconvolution kernel estimator for ordinary smooth error distribution and expectation extrapolation estimator are given for normal error distribution respectively. Under some mild regularity conditions, the consistency and asymptotically normality are obtained for both type of estimators. Simulations show they have good performance.
Baudry, Jean-Patrick
2012-01-01
The Integrated Completed Likelihood (ICL) criterion has been proposed by Biernacki et al. (2000) in the model-based clustering framework to select a relevant number of classes and has been used by statisticians in various application areas. A theoretical study of this criterion is proposed. A contrast related to the clustering objective is introduced: the conditional classification likelihood. This yields an estimator and a model selection criteria class. The properties of these new procedures are studied and ICL is proved to be an approximation of one of these criteria. We oppose these results to the current leading point of view about ICL, that it would not be consistent. Moreover these results give insights into the class notion underlying ICL and feed a reflection on the class notion in clustering. General results on penalized minimum contrast criteria and on mixture models are derived, which are interesting in their own right.
Bolboacă, Sorana; Jäntschi, Lorentz
2005-01-01
Likelihood Ratio medical key parameters calculated on categorical results from diagnostic tests are usually express accompanied with their confidence intervals, computed using the normal distribution approximation of binomial distribution. The approximation creates known anomalies,especially for limit cases. In order to improve the quality of estimation, four new methods (called here RPAC, RPAC0, RPAC1, and RPAC2) were developed and compared with the classical method (called here RPWald), using an exact probability calculation algorithm.Computer implementations of the methods use the PHP language. We defined and implemented the functions of the four new methods and the five criterions of confidence interval assessment. The experiments run for samples sizes which vary in 14 - 34 range, 90 - 100 range (0 binomial variables (1 likelihood ratios.
Comparison of sinogram- and image-domain penalized-likelihood image reconstruction estimators.
Vargas, Phillip A; La Rivière, Patrick J
2011-08-01
In recent years, the authors and others have been exploring the use of penalized-likelihood sinogram-domain smoothing and restoration approaches for emission and transmission tomography. The motivation for this strategy was initially pragmatic: to provide a more computationally feasible alternative to fully iterative penalized-likelihood image reconstruction involving expensive backprojections and reprojections, while still obtaining some of the benefits of the statistical modeling employed in penalized-likelihood approaches. In this work, the authors seek to compare the two approaches in greater detail. The sinogram-domain strategy entails estimating the "ideal" line integrals needed for reconstruction of an activity or attenuation distribution from the set of noisy, potentially degraded tomographic measurements by maximizing a penalized-likelihood objective function. The objective function models the data statistics as well as any degradation that can be represented in the sinogram domain. The estimated line integrals can then be input to analytic reconstruction algorithms such as filtered backprojection (FBP). The authors compare this to fully iterative approaches maximizing similar objective functions. The authors present mathematical analyses based on so-called equivalent optimization problems that establish that the approaches can be made precisely equivalent under certain restrictive conditions. More significantly, by use of resolution-variance tradeoff studies, the authors show that they can yield very similar performance under more relaxed, realistic conditions. The sinogram- and image-domain approaches are equivalent under certain restrictive conditions and can perform very similarly under more relaxed conditions. The match is particularly good for fully sampled, high-resolution CT geometries. One limitation of the sinogram-domain approach relative to the image-domain approach is the difficulty of imposing additional constraints, such as image non-negativity.
A Fast Algorithm for Maximum Likelihood-based Fundamental Frequency Estimation
Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm; Jensen, Jesper Rindom
2015-01-01
Print Request Permissions Periodic signals are encountered in many applications. Such signals can be modelled by a weighted sum of sinusoidal components whose frequencies are integer multiples of a fundamental frequency. Given a data set, the fundamental frequency can be estimated in many ways...... including a maximum likelihood (ML) approach. Unfortunately, the ML estimator has a very high computational complexity, and the more inaccurate, but faster correlation-based estimators are therefore often used instead. In this paper, we propose a fast algorithm for the evaluation of the ML cost function...... for complex-valued data over all frequencies on a Fourier grid and up to a maximum model order. The proposed algorithm significantly reduces the computational complexity to a level not far from the complexity of the popular harmonic summation method which is an approximate ML estimator....
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
Boundary Integral Equations and A Posteriori Error Estimates
YU Dehao; ZHAO Longhua
2005-01-01
Adaptive methods have been rapidly developed and applied in many fields of scientific and engineering computing. Reliable and efficient a posteriori error estimates play key roles for both adaptive finite element and boundary element methods. The aim of this paper is to develop a posteriori error estimates for boundary element methods. The standard a posteriori error estimates for boundary element methods are obtained from the classical boundary integral equations. This paper presents hyper-singular a posteriori error estimates based on the hyper-singular integral equations. Three kinds of residuals are used as the estimates for boundary element errors. The theoretical analysis and numerical examples show that the hyper-singular residuals are good a posteriori error indicators in many adaptive boundary element computations.
Plan, Elodie L; Maloney, Alan; Mentré, France; Karlsson, Mats O; Bertrand, Julie
2012-09-01
Estimation methods for nonlinear mixed-effects modelling have considerably improved over the last decades. Nowadays, several algorithms implemented in different software are used. The present study aimed at comparing their performance for dose-response models. Eight scenarios were considered using a sigmoid E(max) model, with varying sigmoidicity and residual error models. One hundred simulated datasets for each scenario were generated. One hundred individuals with observations at four doses constituted the rich design and at two doses, the sparse design. Nine parametric approaches for maximum likelihood estimation were studied: first-order conditional estimation (FOCE) in NONMEM and R, LAPLACE in NONMEM and SAS, adaptive Gaussian quadrature (AGQ) in SAS, and stochastic approximation expectation maximization (SAEM) in NONMEM and MONOLIX (both SAEM approaches with default and modified settings). All approaches started first from initial estimates set to the true values and second, using altered values. Results were examined through relative root mean squared error (RRMSE) of the estimates. With true initial conditions, full completion rate was obtained with all approaches except FOCE in R. Runtimes were shortest with FOCE and LAPLACE and longest with AGQ. Under the rich design, all approaches performed well except FOCE in R. When starting from altered initial conditions, AGQ, and then FOCE in NONMEM, LAPLACE in SAS, and SAEM in NONMEM and MONOLIX with tuned settings, consistently displayed lower RRMSE than the other approaches. For standard dose-response models analyzed through mixed-effects models, differences were identified in the performance of estimation methods available in current software, giving material to modellers to identify suitable approaches based on an accuracy-versus-runtime trade-off.
Kirkpatrick Mark
2005-01-01
Full Text Available Abstract Principal component analysis is a widely used 'dimension reduction' technique, albeit generally at a phenotypic level. It is shown that we can estimate genetic principal components directly through a simple reparameterisation of the usual linear, mixed model. This is applicable to any analysis fitting multiple, correlated genetic effects, whether effects for individual traits or sets of random regression coefficients to model trajectories. Depending on the magnitude of genetic correlation, a subset of the principal component generally suffices to capture the bulk of genetic variation. Corresponding estimates of genetic covariance matrices are more parsimonious, have reduced rank and are smoothed, with the number of parameters required to model the dispersion structure reduced from k(k + 1/2 to m(2k - m + 1/2 for k effects and m principal components. Estimation of these parameters, the largest eigenvalues and pertaining eigenvectors of the genetic covariance matrix, via restricted maximum likelihood using derivatives of the likelihood, is described. It is shown that reduced rank estimation can reduce computational requirements of multivariate analyses substantially. An application to the analysis of eight traits recorded via live ultrasound scanning of beef cattle is given.
Reliable estimation of orbit errors in spaceborne SAR interferometry
Bähr, H.; Hanssen, R.F.
2012-01-01
An approach to improve orbital state vectors by orbit error estimates derived from residual phase patterns in synthetic aperture radar interferograms is presented. For individual interferograms, an error representation by two parameters is motivated: the baseline error in cross-range and the rate of
Estimation in the polynomial errors-in-variables model
无
2002-01-01
Estimators are presented for the coefficients of the polynomial errors-in-variables (EV) model when replicated observations are taken at some experimental points. These estimators are shown to be strongly consistent under mild conditions.
EXPLICIT ERROR ESTIMATES FOR MIXED AND NONCONFORMING FINITE ELEMENTS
Shipeng Mao; Zhong-Ci Shi
2009-01-01
In this paper, we study the explicit expressions of the constants in the error estimates of the lowest order mixed and nonconforming finite element methods. We start with an ex-plicit relation between the error constant of the lowest order Raviart-Thomas interpolation error and the geometric characters of the triangle. This gives an explicit error constant of the lowest order mixed finite element method. Furthermore, similar results can be ex-tended to the nonconforming P1 scheme based on its close connection with the lowest order Raviart-Thomas method. Meanwhile, such explicit a priori error estimates can be used as computable error bounds, which are also consistent with the maximal angle condition for the optimal error estimates of mixed and nonconforming finite element methods.Mathematics subject classification: 65N12, 65N15, 65N30, 65N50.
A Penalized Likelihood Approach to Parameter Estimation with Integral Reliability Constraints
Barry Smith
2015-06-01
Full Text Available Stress-strength reliability problems arise frequently in applied statistics and related fields. Often they involve two independent and possibly small samples of measurements on strength and breakdown pressures (stress. The goal of the researcher is to use the measurements to obtain inference on reliability, which is the probability that stress will exceed strength. This paper addresses the case where reliability is expressed in terms of an integral which has no closed form solution and where the number of observed values on stress and strength is small. We find that the Lagrange approach to estimating constrained likelihood, necessary for inference, often performs poorly. We introduce a penalized likelihood method and it appears to always work well. We use third order likelihood methods to partially offset the issue of small samples. The proposed method is applied to draw inferences on reliability in stress-strength problems with independent exponentiated exponential distributions. Simulation studies are carried out to assess the accuracy of the proposed method and to compare it with some standard asymptotic methods.
Deconvolution Estimation in Measurement Error Models: The R Package decon
Xiao-Feng Wang
2011-03-01
Full Text Available Data from many scientific areas often come with measurement error. Density or distribution function estimation from contaminated data and nonparametric regression with errors in variables are two important topics in measurement error models. In this paper, we present a new software package decon for R, which contains a collection of functions that use the deconvolution kernel methods to deal with the measurement error problems. The functions allow the errors to be either homoscedastic or heteroscedastic. To make the deconvolution estimators computationally more efficient in R, we adapt the fast Fourier transform algorithm for density estimation with error-free data to the deconvolution kernel estimation. We discuss the practical selection of the smoothing parameter in deconvolution methods and illustrate the use of the package through both simulated and real examples.
Lee, Wonyul; Liu, Yufeng
2012-10-01
Multivariate regression is a common statistical tool for practical problems. Many multivariate regression techniques are designed for univariate response cases. For problems with multiple response variables available, one common approach is to apply the univariate response regression technique separately on each response variable. Although it is simple and popular, the univariate response approach ignores the joint information among response variables. In this paper, we propose three new methods for utilizing joint information among response variables. All methods are in a penalized likelihood framework with weighted L(1) regularization. The proposed methods provide sparse estimators of conditional inverse co-variance matrix of response vector given explanatory variables as well as sparse estimators of regression parameters. Our first approach is to estimate the regression coefficients with plug-in estimated inverse covariance matrices, and our second approach is to estimate the inverse covariance matrix with plug-in estimated regression parameters. Our third approach is to estimate both simultaneously. Asymptotic properties of these methods are explored. Our numerical examples demonstrate that the proposed methods perform competitively in terms of prediction, variable selection, as well as inverse covariance matrix estimation.
Carroll, Raymond J.
2010-05-01
This paper considers identification and estimation of a general nonlinear Errors-in-Variables (EIV) model using two samples. Both samples consist of a dependent variable, some error-free covariates, and an error-prone covariate, for which the measurement error has unknown distribution and could be arbitrarily correlated with the latent true values; and neither sample contains an accurate measurement of the corresponding true variable. We assume that the regression model of interest - the conditional distribution of the dependent variable given the latent true covariate and the error-free covariates - is the same in both samples, but the distributions of the latent true covariates vary with observed error-free discrete covariates. We first show that the general latent nonlinear model is nonparametrically identified using the two samples when both could have nonclassical errors, without either instrumental variables or independence between the two samples. When the two samples are independent and the nonlinear regression model is parameterized, we propose sieve Quasi Maximum Likelihood Estimation (Q-MLE) for the parameter of interest, and establish its root-n consistency and asymptotic normality under possible misspecification, and its semiparametric efficiency under correct specification, with easily estimated standard errors. A Monte Carlo simulation and a data application are presented to show the power of the approach.
Dong, Yi; Mihalas, Stefan; Russell, Alexander; Etienne-Cummings, Ralph; Niebur, Ernst
2011-11-01
When a neuronal spike train is observed, what can we deduce from it about the properties of the neuron that generated it? A natural way to answer this question is to make an assumption about the type of neuron, select an appropriate model for this type, and then choose the model parameters as those that are most likely to generate the observed spike train. This is the maximum likelihood method. If the neuron obeys simple integrate-and-fire dynamics, Paninski, Pillow, and Simoncelli (2004) showed that its negative log-likelihood function is convex and that, at least in principle, its unique global minimum can thus be found by gradient descent techniques. Many biological neurons are, however, known to generate a richer repertoire of spiking behaviors than can be explained in a simple integrate-and-fire model. For instance, such a model retains only an implicit (through spike-induced currents), not an explicit, memory of its input; an example of a physiological situation that cannot be explained is the absence of firing if the input current is increased very slowly. Therefore, we use an expanded model (Mihalas & Niebur, 2009 ), which is capable of generating a large number of complex firing patterns while still being linear. Linearity is important because it maintains the distribution of the random variables and still allows maximum likelihood methods to be used. In this study, we show that although convexity of the negative log-likelihood function is not guaranteed for this model, the minimum of this function yields a good estimate for the model parameters, in particular if the noise level is treated as a free parameter. Furthermore, we show that a nonlinear function minimization method (r-algorithm with space dilation) usually reaches the global minimum.
Rizzo, R. E.; Healy, D.; De Siena, L.
2017-02-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in rocks, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture lengths and apertures are fundamental to estimate bulk permeability and therefore fluid flow, especially for rocks with low primary porosity where most of the flow takes place within fractures. We collected outcrop data from a fractured upper Miocene biosiliceous mudstone formation (California, USA), which exhibits seepage of bitumen-rich fluids through the fractures. The dataset was analysed using Maximum Likelihood Estimators to extract the underlying scaling parameters, and we found a log-normal distribution to be the best representative statistic for both fracture lengths and apertures in the study area. By applying Maximum Likelihood Estimators on outcrop fracture data, we generate fracture network models with the same statistical attributes to the ones observed on outcrop, from which we can achieve more robust predictions of bulk permeability.
Conditional maximum likelihood estimation in semiparametric transformation model with LTRC data.
Chen, Chyong-Mei; Shen, Pao-Sheng
2017-02-06
Left-truncated data often arise in epidemiology and individual follow-up studies due to a biased sampling plan since subjects with shorter survival times tend to be excluded from the sample. Moreover, the survival time of recruited subjects are often subject to right censoring. In this article, a general class of semiparametric transformation models that include proportional hazards model and proportional odds model as special cases is studied for the analysis of left-truncated and right-censored data. We propose a conditional likelihood approach and develop the conditional maximum likelihood estimators (cMLE) for the regression parameters and cumulative hazard function of these models. The derived score equations for regression parameter and infinite-dimensional function suggest an iterative algorithm for cMLE. The cMLE is shown to be consistent and asymptotically normal. The limiting variances for the estimators can be consistently estimated using the inverse of negative Hessian matrix. Intensive simulation studies are conducted to investigate the performance of the cMLE. An application to the Channing House data is given to illustrate the methodology.
A likelihood approach to estimate the number of co-infections.
Kristan A Schneider
Full Text Available The number of co-infections of a pathogen (multiplicity of infection or MOI is a relevant parameter in epidemiology as it relates to transmission intensity. Notably, such quantities can be built into a metric in the context of disease control and prevention. Having applications to malaria in mind, we develop here a maximum-likelihood (ML framework to estimate the quantities of interest at low computational and no additional costs to study designs or data collection. We show how the ML estimate for the quantities of interest and corresponding confidence-regions are obtained from multiple genetic loci. Assuming specifically that infections are rare and independent events, the number of infections per host follows a conditional Poisson distribution. Under this assumption, we show that a unique ML estimate for the parameter (λ describing MOI exists which is found by a simple recursion. Moreover, we provide explicit formulas for asymptotic confidence intervals, and show that profile-likelihood-based confidence intervals exist, which are found by a simple two-dimensional recursion. Based on the confidence intervals we provide alternative statistical tests for the MOI parameter. Finally, we illustrate the methods on three malaria data sets. The statistical framework however is not limited to malaria.
On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
Jensen, Jens Ledet; Künsch, Hans R.
1994-01-01
We consider point processes defined through a pairwise interaction potential and admitting a two-dimensional sufficient statistic. It is shown that the pseudo maximum likelihood estimate can be stochastically normed so that the limiting distribution is a standard normal distribution. This result...... is true irrespectively of the possible existence of phase transitions. The work here is an extension of the work Guyon and Künsch (1992, Lecture Notes in Statist., 74, Springer, New York) and is based on viewing a point process interchangeably as a lattice field. © 1994 The Institute of Statistical...
Adaptive speckle reduction of ultrasound images based on maximum likelihood estimation
Xu Liu(刘旭); Yongfeng Huang(黄永锋); Wende Shou(寿文德); Tao Ying(应涛)
2004-01-01
A method has been developed in this paper to gain effective speckle reduction in medical ultrasound images.To exploit full knowledge of the speckle distribution, here maximum likelihood was used to estimate speckle parameters corresponding to its statistical mode. Then the results were incorporated into the nonlinear anisotropic diffusion to achieve adaptive speckle reduction. Verified with simulated and ultrasound images,we show that this algorithm is capable of enhancing features of clinical interest and reduces speckle noise more efficiently than just applying classical filters. To avoid edge contribution, changes of contrast-to-noise ratio of different regions are also compared to investigate the performance of this approach.
Magnard, C.; Small, D.; Meier, E.
2015-03-01
The phase estimation of cross-track multibaseline synthetic aperture interferometric data is usually thought to be very efficiently achieved using the maximum likelihood (ML) method. The suitability of this method is investigated here as applied to airborne single pass multibaseline data. Experimental interferometric data acquired with a Ka-band sensor were processed using (a) a ML method that fuses the complex data from all receivers and (b) a coarse-to-fine method that only uses the intermediate baselines to unwrap the phase values from the longest baseline. The phase noise was analyzed for both methods: in most cases, a small improvement was found when the ML method was used.
Error Estimation for Indoor 802.11 Location Fingerprinting
Lemelson, Hendrik; Kjærgaard, Mikkel Baun; Hansen, Rene
2009-01-01
that is inherent to 802.11-based positioning systems can be estimated. Knowing the position error is crucial for many applications that rely on position information: End users could be informed about the estimated position error to avoid frustration in case the system gives faulty position information. Service...
Sampling errors of quantile estimations from finite samples of data
Roy, Philippe; Gachon, Philippe
2016-01-01
Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a scaling factor times the standard error of the mean; these give a quick tool to estimate the uncertainty of quantiles for a given finite sample size.
Louis de Grange
2010-09-01
Full Text Available Maximum entropy models are often used to describe supply and demand behavior in urban transportation and land use systems. However, they have been criticized for not representing behavioral rules of system agents and because their parameters seems to adjust only to modeler-imposed constraints. In response, it is demonstrated that the solution to the entropy maximization problem with linear constraints is a multinomial logit model whose parameters solve the likelihood maximization problem of this probabilistic model. But this result neither provides a microeconomic interpretation of the entropy maximization problem nor explains the equivalence of these two optimization problems. This work demonstrates that an analysis of the dual of the entropy maximization problem yields two useful alternative explanations of its solution. The first shows that the maximum entropy estimators of the multinomial logit model parameters reproduce rational user behavior, while the second shows that the likelihood maximization problem for multinomial logit models is the dual of the entropy maximization problem.
Aminah, Agustin Siti; Pawitan, Gandhi; Tantular, Bertho
2017-03-01
So far, most of the data published by Statistics Indonesia (BPS) as data providers for national statistics are still limited to the district level. Less sufficient sample size for smaller area levels to make the measurement of poverty indicators with direct estimation produced high standard error. Therefore, the analysis based on it is unreliable. To solve this problem, the estimation method which can provide a better accuracy by combining survey data and other auxiliary data is required. One method often used for the estimation is the Small Area Estimation (SAE). There are many methods used in SAE, one of them is Empirical Best Linear Unbiased Prediction (EBLUP). EBLUP method of maximum likelihood (ML) procedures does not consider the loss of degrees of freedom due to estimating β with β ^. This drawback motivates the use of the restricted maximum likelihood (REML) procedure. This paper proposed EBLUP with REML procedure for estimating poverty indicators by modeling the average of household expenditures per capita and implemented bootstrap procedure to calculate MSE (Mean Square Error) to compare the accuracy EBLUP method with the direct estimation method. Results show that EBLUP method reduced MSE in small area estimation.
Bias in parameter estimation of form errors
Zhang, Xiangchao; Zhang, Hao; He, Xiaoying; Xu, Min
2014-09-01
The surface form qualities of precision components are critical to their functionalities. In precision instruments algebraic fitting is usually adopted and the form deviations are assessed in the z direction only, in which case the deviations at steep regions of curved surfaces will be over-weighted, making the fitted results biased and unstable. In this paper the orthogonal distance fitting is performed for curved surfaces and the form errors are measured along the normal vectors of the fitted ideal surfaces. The relative bias of the form error parameters between the vertical assessment and orthogonal assessment are analytically calculated and it is represented as functions of the surface slopes. The parameter bias caused by the non-uniformity of data points can be corrected by weighting, i.e. each data is weighted by the 3D area of the Voronoi cell around the projection point on the fitted surface. Finally numerical experiments are given to compare different fitting methods and definitions of the form error parameters. The proposed definition is demonstrated to show great superiority in terms of stability and unbiasedness.
Parameter estimation and error analysis in environmental modeling and computation
Kalmaz, E. E.
1986-01-01
A method for the estimation of parameters and error analysis in the development of nonlinear modeling for environmental impact assessment studies is presented. The modular computer program can interactively fit different nonlinear models to the same set of data, dynamically changing the error structure associated with observed values. Parameter estimation techniques and sequential estimation algorithms employed in parameter identification and model selection are first discussed. Then, least-square parameter estimation procedures are formulated, utilizing differential or integrated equations, and are used to define a model for association of error with experimentally observed data.
Estimation of the likelihood of fecal-oral HEV transmission among pigs.
Bouwknegt, Martijn; Teunis, Peter F M; Frankena, Klaas; de Jong, Mart C M; de Roda Husman, Ana Maria
2011-06-01
Sources for human hepatitis E virus (HEV) infections of genotype 3 are largely unknown. Pigs are potential animal reservoirs for HEV. Intervention at pig farms may be desired when pigs are confirmed as a source for human infections, requiring knowledge about transmission routes. These routes are currently understudied. The current study aims to quantify the likelihood of pig feces in causing new HEV infections in pigs due to oral ingestion. We estimated the daily infection risk for pigs by modeling the fate of HEV in the fecal-oral (F-O) pathway. Using parameter values deemed most plausible by the authors based on current knowledge the daily risk of infection was 0.85 (95% interval: 0.03-1). The associated expected number of new infections per day was ∼4 (2.5% limit 0.1, the 97% limit tending to infinity) compared to 0.7 observed in a transmission experiment with pigs, and the likelihood of feces causing the transmission approached 1. In alternative scenarios, F-O transmission of HEV was also very likely to cause new infections. By reducing the total value of all explanatory variables by 2 orders of magnitude, the expected numbers of newly infected pigs approached the observed number. The likelihood of F-O transmission decreased by decreasing parameter values, allowing for at most 94% of infections being caused by additional transmission routes. Nevertheless, in all scenarios F-O transmission was estimated to contribute to HEV transmission. Thus, despite the difficulty in infecting pigs with HEV via oral inoculation, the F-O route is likely to cause HEV transmission among pigs.
Matilainen, Kaarina; Mäntysaari, Esa A; Lidauer, Martin H; Strandén, Ismo; Thompson, Robin
2013-01-01
Estimation of variance components by Monte Carlo (MC) expectation maximization (EM) restricted maximum likelihood (REML) is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR), where the information matrix was generated via sampling; MC average information(AI), where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.
Kaarina Matilainen
Full Text Available Estimation of variance components by Monte Carlo (MC expectation maximization (EM restricted maximum likelihood (REML is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR, where the information matrix was generated via sampling; MC average information(AI, where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.
Pilot power optimization for AF relaying using maximum likelihood channel estimation
Wang, Kezhi
2014-09-01
Bit error rates (BERs) for amplify-and-forward (AF) relaying systems with two different pilot-symbol-aided channel estimation methods, disintegrated channel estimation (DCE) and cascaded channel estimation (CCE), are derived in Rayleigh fading channels. Based on these BERs, the pilot powers at the source and at the relay are optimized when their total transmitting powers are fixed. Numerical results show that the optimized system has a better performance than other conventional nonoptimized allocation systems. They also show that the optimal pilot power in variable gain is nearly the same as that in fixed gain for similar system settings. andcopy; 2014 IEEE.
A maximum likelihood approach to estimating articulator positions from speech acoustics
Hogden, J.
1996-09-23
This proposal presents an algorithm called maximum likelihood continuity mapping (MALCOM) which recovers the positions of the tongue, jaw, lips, and other speech articulators from measurements of the sound-pressure waveform of speech. MALCOM differs from other techniques for recovering articulator positions from speech in three critical respects: it does not require training on measured or modeled articulator positions, it does not rely on any particular model of sound propagation through the vocal tract, and it recovers a mapping from acoustics to articulator positions that is linearly, not topographically, related to the actual mapping from acoustics to articulation. The approach categorizes short-time windows of speech into a finite number of sound types, and assumes the probability of using any articulator position to produce a given sound type can be described by a parameterized probability density function. MALCOM then uses maximum likelihood estimation techniques to: (1) find the most likely smooth articulator path given a speech sample and a set of distribution functions (one distribution function for each sound type), and (2) change the parameters of the distribution functions to better account for the data. Using this technique improves the accuracy of articulator position estimates compared to continuity mapping -- the only other technique that learns the relationship between acoustics and articulation solely from acoustics. The technique has potential application to computer speech recognition, speech synthesis and coding, teaching the hearing impaired to speak, improving foreign language instruction, and teaching dyslexics to read. 34 refs., 7 figs.
Chase, Henry W; Kumar, Poornima; Eickhoff, Simon B; Dombrovski, Alexandre Y
2015-06-01
Reinforcement learning describes motivated behavior in terms of two abstract signals. The representation of discrepancies between expected and actual rewards/punishments-prediction error-is thought to update the expected value of actions and predictive stimuli. Electrophysiological and lesion studies have suggested that mesostriatal prediction error signals control behavior through synaptic modification of cortico-striato-thalamic networks. Signals in the ventromedial prefrontal and orbitofrontal cortex are implicated in representing expected value. To obtain unbiased maps of these representations in the human brain, we performed a meta-analysis of functional magnetic resonance imaging studies that had employed algorithmic reinforcement learning models across a variety of experimental paradigms. We found that the ventral striatum (medial and lateral) and midbrain/thalamus represented reward prediction errors, consistent with animal studies. Prediction error signals were also seen in the frontal operculum/insula, particularly for social rewards. In Pavlovian studies, striatal prediction error signals extended into the amygdala, whereas instrumental tasks engaged the caudate. Prediction error maps were sensitive to the model-fitting procedure (fixed or individually estimated) and to the extent of spatial smoothing. A correlate of expected value was found in a posterior region of the ventromedial prefrontal cortex, caudal and medial to the orbitofrontal regions identified in animal studies. These findings highlight a reproducible motif of reinforcement learning in the cortico-striatal loops and identify methodological dimensions that may influence the reproducibility of activation patterns across studies.
Campbell, D A; Chkrebtii, O
2013-12-01
Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories.
Gutenberg-Richter b-value maximum likelihood estimation and sample size
Nava, F. A.; Márquez-Ramírez, V. H.; Zúñiga, F. R.; Ávila-Barrientos, L.; Quinteros, C. B.
2017-01-01
The Aki-Utsu maximum likelihood method is widely used for estimation of the Gutenberg-Richter b-value, but not all authors are conscious of the method's limitations and implicit requirements. The Aki/Utsu method requires a representative estimate of the population mean magnitude; a requirement seldom satisfied in b-value studies, particularly in those that use data from small geographic and/or time windows, such as b-mapping and b-vs-time studies. Monte Carlo simulation methods are used to determine how large a sample is necessary to achieve representativity, particularly for rounded magnitudes. The size of a representative sample weakly depends on the actual b-value. It is shown that, for commonly used precisions, small samples give meaningless estimations of b. Our results give estimates on the probabilities of getting correct estimates of b for a given desired precision for samples of different sizes. We submit that all published studies reporting b-value estimations should include information about the size of the samples used.
Maximum Likelihood Estimation of Monocular Optical Flow Field for Mobile Robot Ego-motion
Huajun Liu
2016-01-01
Full Text Available This paper presents an optimized scheme of monocular ego-motion estimation to provide location and pose information for mobile robots with one fixed camera. First, a multi-scale hyper-complex wavelet phase-derived optical flow is applied to estimate micro motion of image blocks. Optical flow computation overcomes the difficulties of unreliable feature selection and feature matching of outdoor scenes; at the same time, the multi-scale strategy overcomes the problem of road surface self-similarity and local occlusions. Secondly, a support probability of flow vector is defined to evaluate the validity of the candidate image motions, and a Maximum Likelihood Estimation (MLE optical flow model is constructed based not only on image motion residuals but also their distribution of inliers and outliers, together with their support probabilities, to evaluate a given transform. This yields an optimized estimation of inlier parts of optical flow. Thirdly, a sampling and consensus strategy is designed to estimate the ego-motion parameters. Our model and algorithms are tested on real datasets collected from an intelligent vehicle. The experimental results demonstrate the estimated ego-motion parameters closely follow the GPS/INS ground truth in complex outdoor road scenarios.
Maximum likelihood estimation of parameterized 3-D surfaces using a moving camera
Hung, Y.; Cernuschi-Frias, B.; Cooper, D. B.
1987-01-01
A new approach is introduced to estimating object surfaces in three-dimensional space from a sequence of images. A surface of interest here is modeled as a 3-D function known up to the values of a few parameters. The approach will work with any parameterization. However, in work to date researchers have modeled objects as patches of spheres, cylinders, and planes - primitive objects. These primitive surfaces are special cases of 3-D quadric surfaces. Primitive surface estimation is treated as the general problem of maximum likelihood parameter estimation based on two or more functionally related data sets. In the present case, these data sets constitute a sequence of images taken at different locations and orientations. A simple geometric explanation is given for the estimation algorithm. Though various techniques can be used to implement this nonlinear estimation, researches discuss the use of gradient descent. Experiments are run and discussed for the case of a sphere of unknown location. These experiments graphically illustrate the various advantages of using as many images as possible in the estimation and of distributing camera positions from first to last over as large a baseline as possible. Researchers introduce the use of asymptotic Bayesian approximations in order to summarize the useful information in a sequence of images, thereby drastically reducing both the storage and amount of processing required.
da Silva, A J; Santos, D O C; Lima, R F
2013-01-01
Recently, we demonstrated the existence of nonextensivity in neuromuscular transmission [Phys. Rev. E 84, 041925 (2011)]. In the present letter, we propose a general criterion based on the q-calculus foundations and nonextensive statistics to estimate the values for both scale factor and q-index using the maximum likelihood q-estimation method (MLqE). We next applied our theoretical findings to electrophysiological recordings from neuromuscular junction (NMJ) where spontaneous miniature end plate potentials (MEPP) were analyzed. These calculations were performed in both normal and high extracellular potassium concentration, [K+]o. This protocol was assumed to test the validity of the q-index in electrophysiological conditions closely resembling physiological stimuli. Surprisingly, the analysis showed a significant difference between the q-index in high and normal [K+]o, where the magnitude of nonextensivity was increased. Our letter provides a general way to obtain the best q-index from the q-Gaussian distrib...
Frequency-Domain Maximum-Likelihood Estimation of High-Voltage Pulse Transformer Model Parameters
Aguglia, D
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...
Howell, L W
2002-01-01
The method of Maximum Likelihood (ML) is used to estimate the spectral parameters of an assumed broken power law energy spectrum from simulated detector responses. This methodology, which requires the complete specificity of all cosmic-ray detector design parameters, is shown to provide approximately unbiased, minimum variance, and normally distributed spectra information for events detected by an instrument having a wide range of commonly used detector response functions. The ML procedure, coupled with the simulated performance of a proposed space-based detector and its planned life cycle, has proved to be of significant value in the design phase of a new science instrument. The procedure helped make important trade studies in design parameters as a function of the science objectives, which is particularly important for space-based detectors where physical parameters, such as dimension and weight, impose rigorous practical limits to the design envelope. This ML methodology is then generalized to estimate bro...
Eberhard, Wynn L
2017-04-01
The maximum likelihood estimator (MLE) is derived for retrieving the extinction coefficient and zero-range intercept in the lidar slope method in the presence of random and independent Gaussian noise. Least-squares fitting, weighted by the inverse of the noise variance, is equivalent to the MLE. Monte Carlo simulations demonstrate that two traditional least-squares fitting schemes, which use different weights, are less accurate. Alternative fitting schemes that have some positive attributes are introduced and evaluated. The principal factors governing accuracy of all these schemes are elucidated. Applying these schemes to data with Poisson rather than Gaussian noise alters accuracy little, even when the signal-to-noise ratio is low. Methods to estimate optimum weighting factors in actual data are presented. Even when the weighting estimates are coarse, retrieval accuracy declines only modestly. Mathematical tools are described for predicting retrieval accuracy. Least-squares fitting with inverse variance weighting has optimum accuracy for retrieval of parameters from single-wavelength lidar measurements when noise, errors, and uncertainties are Gaussian distributed, or close to optimum when only approximately Gaussian.
Wang, Kezhi
2014-10-01
Bit error rate (BER) and outage probability for amplify-and-forward (AF) relaying systems with two different channel estimation methods, disintegrated channel estimation and cascaded channel estimation, using pilot-aided maximum likelihood method in slowly fading Rayleigh channels are derived. Based on the BERs, the optimal values of pilot power under the total transmitting power constraints at the source and the optimal values of pilot power under the total transmitting power constraints at the relay are obtained, separately. Moreover, the optimal power allocation between the pilot power at the source, the pilot power at the relay, the data power at the source and the data power at the relay are obtained when their total transmitting power is fixed. Numerical results show that the derived BER expressions match with the simulation results. They also show that the proposed systems with optimal power allocation outperform the conventional systems without power allocation under the same other conditions. In some cases, the gain could be as large as several dB\\'s in effective signal-to-noise ratio.
Bayesian ensemble approach to error estimation of interatomic potentials
Frederiksen, Søren Lund; Jacobsen, Karsten Wedel; Brown, K.S.;
2004-01-01
Using a Bayesian approach a general method is developed to assess error bars on predictions made by models fitted to data. The error bars are estimated from fluctuations in ensembles of models sampling the model-parameter space with a probability density set by the minimum cost. The method...... is applied to the development of interatomic potentials for molybdenum using various potential forms and databases based on atomic forces. The calculated error bars on elastic constants, gamma-surface energies, structural energies, and dislocation properties are shown to provide realistic estimates...... of the actual errors for the potentials....
Zhou, Si-Da; Heylen, Ward; Sas, Paul; Liu, Li
2014-05-01
This paper investigates the problem of modal parameter estimation of time-varying structures under unknown excitation. A time-frequency-domain maximum likelihood estimator of modal parameters for linear time-varying structures is presented by adapting the frequency-domain maximum likelihood estimator to the time-frequency domain. The proposed estimator is parametric, that is, the linear time-varying structures are represented by a time-dependent common-denominator model. To adapt the existing frequency-domain estimator for time-invariant structures to the time-frequency methods for time-varying cases, an orthogonal polynomial and z-domain mapping hybrid basis function is presented, which has the advantageous numerical condition and with which it is convenient to calculate the modal parameters. A series of numerical examples have evaluated and illustrated the performance of the proposed maximum likelihood estimator, and a group of laboratory experiments has further validated the proposed estimator.
A-posteriori error estimation for second order mechanical systems
Thomas Ruiner; J(ǒ)rg Fehr; Bernard Haasdonk; Peter Eberhard
2012-01-01
One important issue for the simulation of flexible multibody systems is the reduction of the flexible bodies degrees of freedom.As far as safety questions are concerned knowledge about the error introduced by the reduction of the flexible degrees of freedom is helpful and very important.In this work,an a-posteriori error estimator for linear first order systems is extended for error estimation of mechanical second order systems.Due to the special second order structure of mechanical systems,an improvement of the a-posteriori error estimator is achieved· A major advantage of the a-posteriori error estimator is that the estimator is independent of the used reduction technique.Therefore,it can be used for moment-matching based,Gramian matrices based or modal based model reduction techniques.The capability of the proposed technique is demonstrated by the a-posteriori error estimation of a mechanical system,and a sensitivity analysis of the parameters involved in the error estimation process is conducted.
Galili, Tal; Meilijson, Isaac
2016-01-02
The Rao-Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a "better" one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao-Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao-Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.].
Galili, Tal; Meilijson, Isaac
2016-01-01
The Rao–Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a “better” one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao–Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao–Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.] PMID:27499547
MPDATA error estimator for mesh adaptivity
Szmelter, Joanna; Smolarkiewicz, Piotr K.
2006-04-01
In multidimensional positive definite advection transport algorithm (MPDATA) the leading error as well as the first- and second-order solutions are known explicitly by design. This property is employed to construct refinement indicators for mesh adaptivity. Recent progress with the edge-based formulation of MPDATA facilitates the use of the method in an unstructured-mesh environment. In particular, the edge-based data structure allows for flow solvers to operate on arbitrary hybrid meshes, thereby lending itself to implementations of various mesh adaptivity techniques. A novel unstructured-mesh nonoscillatory forward-in-time (NFT) solver for compressible Euler equations is used to illustrate the benefits of adaptive remeshing as well as mesh movement and enrichment for the efficacy of MPDATA-based flow solvers. Validation against benchmark test cases demonstrates robustness and accuracy of the approach.
LaCroix, Arianna N.; Diaz, Alvaro F.; Rogalsky, Corianne
2015-01-01
The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent) music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel's Shared Syntactic Integration Resource Hypothesis (SSIRH) and Koelsch's neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET) literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music vs. speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music. PMID:26321976
LaCroix, Arianna N; Diaz, Alvaro F; Rogalsky, Corianne
2015-01-01
The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent) music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel's Shared Syntactic Integration Resource Hypothesis (SSIRH) and Koelsch's neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET) literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music vs. speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music.
Arianna eLaCroix
2015-08-01
Full Text Available The relationship between the neurobiology of speech and music has been investigated for more than a century. There remains no widespread agreement regarding how (or to what extent music perception utilizes the neural circuitry that is engaged in speech processing, particularly at the cortical level. Prominent models such as Patel’s Shared Syntactic Integration Resource Hypothesis (SSIRH and Koelsch’s neurocognitive model of music perception suggest a high degree of overlap, particularly in the frontal lobe, but also perhaps more distinct representations in the temporal lobe with hemispheric asymmetries. The present meta-analysis study used activation likelihood estimate analyses to identify the brain regions consistently activated for music as compared to speech across the functional neuroimaging (fMRI and PET literature. Eighty music and 91 speech neuroimaging studies of healthy adult control subjects were analyzed. Peak activations reported in the music and speech studies were divided into four paradigm categories: passive listening, discrimination tasks, error/anomaly detection tasks and memory-related tasks. We then compared activation likelihood estimates within each category for music versus speech, and each music condition with passive listening. We found that listening to music and to speech preferentially activate distinct temporo-parietal bilateral cortical networks. We also found music and speech to have shared resources in the left pars opercularis but speech-specific resources in the left pars triangularis. The extent to which music recruited speech-activated frontal resources was modulated by task. While there are certainly limitations to meta-analysis techniques particularly regarding sensitivity, this work suggests that the extent of shared resources between speech and music may be task-dependent and highlights the need to consider how task effects may be affecting conclusions regarding the neurobiology of speech and music.
Unbiased bootstrap error estimation for linear discriminant analysis.
Vu, Thang; Sima, Chao; Braga-Neto, Ulisses M; Dougherty, Edward R
2014-12-01
Convex bootstrap error estimation is a popular tool for classifier error estimation in gene expression studies. A basic question is how to determine the weight for the convex combination between the basic bootstrap estimator and the resubstitution estimator such that the resulting estimator is unbiased at finite sample sizes. The well-known 0.632 bootstrap error estimator uses asymptotic arguments to propose a fixed 0.632 weight, whereas the more recent 0.632+ bootstrap error estimator attempts to set the weight adaptively. In this paper, we study the finite sample problem in the case of linear discriminant analysis under Gaussian populations. We derive exact expressions for the weight that guarantee unbiasedness of the convex bootstrap error estimator in the univariate and multivariate cases, without making asymptotic simplifications. Using exact computation in the univariate case and an accurate approximation in the multivariate case, we obtain the required weight and show that it can deviate significantly from the constant 0.632 weight, depending on the sample size and Bayes error for the problem. The methodology is illustrated by application on data from a well-known cancer classification study.
2008-01-01
In this paper,we explore some weakly consistent properties of quasi-maximum likelihood estimates(QMLE) concerning the quasi-likelihood equation in=1 Xi(yi-μ(Xiβ)) = 0 for univariate generalized linear model E(y |X) = μ(X’β).Given uncorrelated residuals {ei = Yi-μ(Xiβ0),1 i n} and other conditions,we prove that βn-β0 = Op(λn-1/2) holds,where βn is a root of the above equation,β0 is the true value of parameter β and λn denotes the smallest eigenvalue of the matrix Sn = ni=1 XiXi.We also show that the convergence rate above is sharp,provided independent non-asymptotically degenerate residual sequence and other conditions.Moreover,paralleling to the elegant result of Drygas(1976) for classical linear regression models,we point out that the necessary condition guaranteeing the weak consistency of QMLE is Sn-1→ 0,as the sample size n →∞.
ZHANG SanGuo; LIAO Yuan
2008-01-01
In this paper, we explore some weakly consistent properties of quasi-maximum likelihood estimates(QMLE)concerning the quasi-likelihood equation ∑ni=1 Xi(yi-μ(X1iβ)) =0 for univariate generalized linear model E(y|X) =μ(X1β). Given uncorrelated residuals{ei=Yi-μ(X1iβ0), 1≤i≤n}and other conditions, we prove that (β)n-β0=Op(λ--1/2n)holds, where (β)n is a root of the above equation,β0 is the true value of parameter β and λ-n denotes the smallest eigenvalue of the matrix Sn=Σni=1 XiX1i. We also show that the convergence rate above is sharp, provided independent nonasymptotically degenerate residual sequence and other conditions. Moreover, paralleling to the elegant result of Drygas(1976)for classical linear regression models,we point out that the necessary condition guaranteeing the weak consistency of QMLE is S-1n→0, as the sample size n→∞.
Nikoloulopoulos, Aristidis K
2016-06-30
The method of generalized estimating equations (GEE) is popular in the biostatistics literature for analyzing longitudinal binary and count data. It assumes a generalized linear model for the outcome variable, and a working correlation among repeated measurements. In this paper, we introduce a viable competitor: the weighted scores method for generalized linear model margins. We weight the univariate score equations using a working discretized multivariate normal model that is a proper multivariate model. Because the weighted scores method is a parametric method based on likelihood, we propose composite likelihood information criteria as an intermediate step for model selection. The same criteria can be used for both correlation structure and variable selection. Simulations studies and the application example show that our method outperforms other existing model selection methods in GEE. From the example, it can be seen that our methods not only improve on GEE in terms of interpretability and efficiency but also can change the inferential conclusions with respect to GEE. Copyright © 2016 John Wiley & Sons, Ltd.
Ranking translations using error analysis and quality estimation
Fishel, Mark
2013-01-01
We describe TerrorCat, a submission to this year’s metrics shared task. It is a machine learning-based metric that is trained on manual ranking data from WMT shared tasks 2008–2012. Input features are generated by applying automatic translation error analysis to the translation hypotheses and calculating the error category frequency differences. We additionally experiment with adding quality estimation features in addition to the error analysis-based ones. When evaluated against WMT’2012 rank...
Likelihood Analysis of Seasonal Cointegration
Johansen, Søren; Schaumburg, Ernst
1999-01-01
The error correction model for seasonal cointegration is analyzed. Conditions are found under which the process is integrated of order 1 and cointegrated at seasonal frequency, and a representation theorem is given. The likelihood function is analyzed and the numerical calculation of the maximum...... likelihood estimators is discussed. The asymptotic distribution of the likelihood ratio test for cointegrating rank is given. It is shown that the estimated cointegrating vectors are asymptotically mixed Gaussian. The results resemble the results for cointegration at zero frequency when expressed in terms...
Mohammad H. Radfar
2006-11-01
Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.
Dansereau Richard M
2007-01-01
Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.
Esra Saatci
2010-01-01
Full Text Available We propose a procedure to estimate the model parameters of presented nonlinear Resistance-Capacitance (RC and the widely used linear Resistance-Inductance-Capacitance (RIC models of the respiratory system by Maximum Likelihood Estimator (MLE. The measurement noise is assumed to be Generalized Gaussian Distributed (GGD, and the variance and the shape factor of the measurement noise are estimated by MLE and Kurtosis method, respectively. The performance of the MLE algorithm is also demonstrated by the Cramer-Rao Lower Bound (CRLB with artificially produced respiratory signals. Airway flow, mask pressure, and lung volume are measured from patients with Chronic Obstructive Pulmonary Disease (COPD under the noninvasive ventilation and from healthy subjects. Simulations show that respiratory signals from healthy subjects are better represented by the RIC model compared to the nonlinear RC model. On the other hand, the Patient group respiratory signals are fitted to the nonlinear RC model with lower measurement noise variance, better converged measurement noise shape factor, and model parameter tracks. Also, it is observed that for the Patient group the shape factor of the measurement noise converges to values between 1 and 2 whereas for the Control group shape factor values are estimated in the super-Gaussian area.
Approaches to relativistic positioning around Earth and error estimations
Puchades, Neus
2016-01-01
In the context of relativistic positioning, the coordinates of a given user may be calculated by using suitable information broadcast by a 4-tuple of satellites. Our 4-tuples belong to the Galileo constellation. Recently, we estimated the positioning errors due to uncertainties in the satellite world lines (U-errors). A distribution of U-errors was obtained, at various times, in a set of points covering a large region surrounding Earth. Here, the positioning errors associated to the simplifying assumption that photons move in Minkowski space-time (S-errors) are estimated and compared with the U-errors. Both errors have been calculated for the same points and times to make comparisons possible. For a certain realistic modeling of the world line uncertainties, the estimated S-errors have proved to be smaller than the U-errors, which shows that the approach based on the assumption that the Earth's gravitational field produces negligible effects on photons may be used in a large region surrounding Earth. The appl...
Estimate of error bounds in the improved support vector regression
SUN Yanfeng; LIANG Yanchun; WU Chunguo; YANG Xiaowei; LEE Heow Pueh; LIN Wu Zhong
2004-01-01
An estimate of a generalization error bound of the improved support vector regression(SVR)is provided based on our previous work.The boundedness of the error of the improved SVR is proved when the algorithm is applied to the function approximation.
Jafarizadeh, M A; Sabric, H; Malekic, B Rashidian
2011-01-01
In this paper,a systematic study of quantum phase transition within U(5) \\leftrightarrow SO(6) limits is presented in terms of infinite dimensional Algebraic technique in the IBM framework. Energy level statistics are investigated with Maximum Likelihood Estimation (MLE) method in order to characterize transitional region. Eigenvalues of these systems are obtained by solving Bethe-Ansatz equations with least square fitting processes to experimental data to obtain constants of Hamiltonian. Our obtained results verify the dependence of Nearest Neighbor Spacing Distribution's (NNSD) parameter to control parameter (c_{s}) and also display chaotic behavior of transitional regions in comparing with both limits. In order to compare our results for two limits with both GUE and GOE ensembles, we have suggested a new NNSD distribution and have obtained better KLD distances for the new distribution in compared with others in both limits. Also in the case of N\\to\\infty, the total boson number dependence displays the univ...
Selva, J
2011-01-01
This paper presents an efficient method to compute the maximum likelihood (ML) estimation of the parameters of a complex 2-D sinusoidal, with the complexity order of the FFT. The method is based on an accurate barycentric formula for interpolating band-limited signals, and on the fact that the ML cost function can be viewed as a signal of this type, if the time and frequency variables are switched. The method consists in first computing the DFT of the data samples, and then locating the maximum of the cost function by means of Newton's algorithm. The fact is that the complexity of the latter step is small and independent of the data size, since it makes use of the barycentric formula for obtaining the values of the cost function and its derivatives. Thus, the total complexity order is that of the FFT. The method is validated in a numerical example.
Haberman, Shelby J.
2004-01-01
The usefulness of joint and conditional maximum-likelihood is considered for the Rasch model under realistic testing conditions in which the number of examinees is very large and the number is items is relatively large. Conditions for consistency and asymptotic normality are explored, effects of model error are investigated, measures of prediction…
Using doppler radar images to estimate aircraft navigational heading error
Doerry, Armin W [Albuquerque, NM; Jordan, Jay D [Albuquerque, NM; Kim, Theodore J [Albuquerque, NM
2012-07-03
A yaw angle error of a motion measurement system carried on an aircraft for navigation is estimated from Doppler radar images captured using the aircraft. At least two radar pulses aimed at respectively different physical locations in a targeted area are transmitted from a radar antenna carried on the aircraft. At least two Doppler radar images that respectively correspond to the at least two transmitted radar pulses are produced. These images are used to produce an estimate of the yaw angle error.
Emanuele Rizzo, Roberto; Healy, David; De Siena, Luca
2016-04-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in fractured rock, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (lengths, apertures, orientations and densities) is fundamental to the estimation of permeability and fluid flow, which are of primary importance in a number of contexts including: hydrocarbon production from fractured reservoirs; geothermal energy extraction; and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. Our work links outcrop fracture data to modelled fracture networks in order to numerically predict bulk permeability. We collected outcrop data from a highly fractured upper Miocene biosiliceous mudstone formation, cropping out along the coastline north of Santa Cruz (California, USA). Using outcrop fracture networks as analogues for subsurface fracture systems has several advantages, because key fracture attributes such as spatial arrangements and lengths can be effectively measured only on outcrops [1]. However, a limitation when dealing with outcrop data is the relative sparseness of natural data due to the intrinsic finite size of the outcrops. We make use of a statistical approach for the overall workflow, starting from data collection with the Circular Windows Method [2]. Then we analyse the data statistically using Maximum Likelihood Estimators, which provide greater accuracy compared to the more commonly used Least Squares linear regression when investigating distribution of fracture attributes. Finally, we estimate the bulk permeability of the fractured rock mass using Oda's tensorial approach [3]. The higher quality of this statistical analysis is fundamental: better statistics of the fracture attributes means more accurate permeability estimation, since the fracture attributes feed
Small-Sample Error Estimation for Bagged Classification Rules
Vu, T. T.; Braga-Neto, U. M.
2010-12-01
Application of ensemble classification rules in genomics and proteomics has become increasingly common. However, the problem of error estimation for these classification rules, particularly for bagging under the small-sample settings prevalent in genomics and proteomics, is not well understood. Breiman proposed the "out-of-bag" method for estimating statistics of bagged classifiers, which was subsequently applied by other authors to estimate the classification error. In this paper, we give an explicit definition of the out-of-bag estimator that is intended to remove estimator bias, by formulating carefully how the error count is normalized. We also report the results of an extensive simulation study of bagging of common classification rules, including LDA, 3NN, and CART, applied on both synthetic and real patient data, corresponding to the use of common error estimators such as resubstitution, leave-one-out, cross-validation, basic bootstrap, bootstrap 632, bootstrap 632 plus, bolstering, semi-bolstering, in addition to the out-of-bag estimator. The results from the numerical experiments indicated that the performance of the out-of-bag estimator is very similar to that of leave-one-out; in particular, the out-of-bag estimator is slightly pessimistically biased. The performance of the other estimators is consistent with their performance with the corresponding single classifiers, as reported in other studies.
Small-Sample Error Estimation for Bagged Classification Rules
Vu TT
2010-01-01
Full Text Available Application of ensemble classification rules in genomics and proteomics has become increasingly common. However, the problem of error estimation for these classification rules, particularly for bagging under the small-sample settings prevalent in genomics and proteomics, is not well understood. Breiman proposed the "out-of-bag" method for estimating statistics of bagged classifiers, which was subsequently applied by other authors to estimate the classification error. In this paper, we give an explicit definition of the out-of-bag estimator that is intended to remove estimator bias, by formulating carefully how the error count is normalized. We also report the results of an extensive simulation study of bagging of common classification rules, including LDA, 3NN, and CART, applied on both synthetic and real patient data, corresponding to the use of common error estimators such as resubstitution, leave-one-out, cross-validation, basic bootstrap, bootstrap 632, bootstrap 632 plus, bolstering, semi-bolstering, in addition to the out-of-bag estimator. The results from the numerical experiments indicated that the performance of the out-of-bag estimator is very similar to that of leave-one-out; in particular, the out-of-bag estimator is slightly pessimistically biased. The performance of the other estimators is consistent with their performance with the corresponding single classifiers, as reported in other studies.
Guo Jianhua
2008-01-01
Full Text Available Abstract Background The goal of linkage analysis is to determine the chromosomal location of the gene(s for a trait of interest such as a common disease. Three-locus linkage analysis is an important case of multi-locus problems. Solutions can be found analytically for the case of triple backcross mating. However, in the present study of linkage analysis and gene mapping some natural inequality restrictions on parameters have not been considered sufficiently, when the maximum likelihood estimates (MLEs of the two-locus recombination fractions are calculated. Results In this paper, we present a study of estimating the two-locus recombination fractions for the phase-unknown triple backcross with two offspring in each family in the framework of some natural and necessary parameter restrictions. A restricted expectation-maximization (EM algorithm, called REM is developed. We also consider some extensions in which the proposed REM can be taken as a unified method. Conclusion Our simulation work suggests that the REM performs well in the estimation of recombination fractions and outperforms current method. We apply the proposed method to a published data set of mouse backcross families.
Accurate and fast methods to estimate the population mutation rate from error prone sequences
Miyamoto Michael M
2009-08-01
Full Text Available Abstract Background The population mutation rate (θ remains one of the most fundamental parameters in genetics, ecology, and evolutionary biology. However, its accurate estimation can be seriously compromised when working with error prone data such as expressed sequence tags, low coverage draft sequences, and other such unfinished products. This study is premised on the simple idea that a random sequence error due to a chance accident during data collection or recording will be distributed within a population dataset as a singleton (i.e., as a polymorphic site where one sampled sequence exhibits a unique base relative to the common nucleotide of the others. Thus, one can avoid these random errors by ignoring the singletons within a dataset. Results This strategy is implemented under an infinite sites model that focuses on only the internal branches of the sample genealogy where a shared polymorphism can arise (i.e., a variable site where each alternative base is represented by at least two sequences. This approach is first used to derive independently the same new Watterson and Tajima estimators of θ, as recently reported by Achaz 1 for error prone sequences. It is then used to modify the recent, full, maximum-likelihood model of Knudsen and Miyamoto 2, which incorporates various factors for experimental error and design with those for coalescence and mutation. These new methods are all accurate and fast according to evolutionary simulations and analyses of a real complex population dataset for the California seahare. Conclusion In light of these results, we recommend the use of these three new methods for the determination of θ from error prone sequences. In particular, we advocate the new maximum likelihood model as a starting point for the further development of more complex coalescent/mutation models that also account for experimental error and design.
Bayesian error estimation in density-functional theory
Mortensen, Jens Jørgen; Kaasbjerg, Kristen; Frederiksen, Søren Lund
2005-01-01
We present a practical scheme for performing error estimates for density-functional theory calculations. The approach, which is based on ideas from Bayesian statistics, involves creating an ensemble of exchange-correlation functionals by comparing with an experimental database of binding energies...... for molecules and solids. Fluctuations within the ensemble can then be used to estimate errors relative to experiment on calculated quantities such as binding energies, bond lengths, and vibrational frequencies. It is demonstrated that the error bars on energy differences may vary by orders of magnitude...
Laser Doppler anemometer measurements using nonorthogonal velocity components: error estimates.
Orloff, K L; Snyder, P K
1982-01-15
Laser Doppler anemometers (LDAs) that are arranged to measure nonorthogonal velocity components (from which orthogonal components are computed through transformation equations) are more susceptible to calibration and sampling errors than are systems with uncoupled channels. In this paper uncertainty methods and estimation theory are used to evaluate, respectively, the systematic and statistical errors that are present when such devices are applied to the measurement of mean velocities in turbulent flows. Statistical errors are estimated for two-channel LDA data that are either correlated or uncorrelated. For uncorrelated data the directional uncertainty of the measured velocity vector is considered for applications where mean streamline patterns are desired.
An Empirical State Error Covariance Matrix for Batch State Estimation
Frisbee, Joseph H., Jr.
2011-01-01
State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the
Multiadaptive Galerkin Methods for ODEs III: A Priori Error Estimates
Logg, Anders
2012-01-01
The multiadaptive continuous/discontinuous Galerkin methods mcG(q) and mdG(q) for the numerical solution of initial value problems for ordinary differential equations are based on piecewise polynomial approximation of degree q on partitions in time with time steps which may vary for different components of the computed solution. In this paper, we prove general order a priori error estimates for the mcG(q) and mdG(q) methods. To prove the error estimates, we represent the error in terms of a discrete dual solution and the residual of an interpolant of the exact solution. The estimates then follow from interpolation estimates, together with stability estimates for the discrete dual solution.
Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density.
Balabdaoui, Fadoua; Rufibach, Kaspar; Wellner, Jon A
2009-06-01
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, i.e. a density of the form f(0) = exp varphi(0) where varphi(0) is a concave function on R. Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (2006) and Dümbgen and Rufibach (2007). The characterization of the log-concave MLE in terms of distribution functions is the same (up to sign) as the characterization of the least squares estimator of a convex density on [0, infinity) as studied by Groeneboom, Jongbloed and Wellner (2001b). We use this connection to show that the limiting distributions of the MLE and its derivative are, under comparable smoothness assumptions, the same (up to sign) as in the convex density estimation problem. In particular, changing the smoothness assumptions of Groeneboom, Jongbloed and Wellner (2001b) slightly by allowing some higher derivatives to vanish at the point of interest, we find that the pointwise limiting distributions depend on the second and third derivatives at 0 of H(k), the "lower invelope" of an integrated Brownian motion process minus a drift term depending on the number of vanishing derivatives of varphi(0) = log f(0) at the point of interest. We also establish the limiting distribution of the resulting estimator of the mode M(f(0)) and establish a new local asymptotic minimax lower bound which shows the optimality of our mode estimator in terms of both rate of convergence and dependence of constants on population values.
Analytic Methods for Cosmological Likelihoods
Taylor, A. N.; Kitching, T. D.
2010-01-01
We present general, analytic methods for Cosmological likelihood analysis and solve the "many-parameters" problem in Cosmology. Maxima are found by Newton's Method, while marginalization over nuisance parameters, and parameter errors and covariances are estimated by analytic marginalization of an arbitrary likelihood function with flat or Gaussian priors. We show that information about remaining parameters is preserved by marginalization. Marginalizing over all parameters, we find an analytic...
Shiraishi, Hiroshi
2010-01-01
.... Based on this we construct an estimator of the lower tail of the estimation error. Moreover, we introduce the Estimation Error Efficient Portfolio which considers the estimation error as the portfolio risk...
Concept for estimating mitochondrial DNA haplogroups using a maximum likelihood approach (EMMA)☆
Röck, Alexander W.; Dür, Arne; van Oven, Mannis; Parson, Walther
2013-01-01
The assignment of haplogroups to mitochondrial DNA haplotypes contributes substantial value for quality control, not only in forensic genetics but also in population and medical genetics. The availability of Phylotree, a widely accepted phylogenetic tree of human mitochondrial DNA lineages, led to the development of several (semi-)automated software solutions for haplogrouping. However, currently existing haplogrouping tools only make use of haplogroup-defining mutations, whereas private mutations (beyond the haplogroup level) can be additionally informative allowing for enhanced haplogroup assignment. This is especially relevant in the case of (partial) control region sequences, which are mainly used in forensics. The present study makes three major contributions toward a more reliable, semi-automated estimation of mitochondrial haplogroups. First, a quality-controlled database consisting of 14,990 full mtGenomes downloaded from GenBank was compiled. Together with Phylotree, these mtGenomes serve as a reference database for haplogroup estimates. Second, the concept of fluctuation rates, i.e. a maximum likelihood estimation of the stability of mutations based on 19,171 full control region haplotypes for which raw lane data is available, is presented. Finally, an algorithm for estimating the haplogroup of an mtDNA sequence based on the combined database of full mtGenomes and Phylotree, which also incorporates the empirically determined fluctuation rates, is brought forward. On the basis of examples from the literature and EMPOP, the algorithm is not only validated, but both the strength of this approach and its utility for quality control of mitochondrial haplotypes is also demonstrated. PMID:23948335
Atalay Kabasakal, Kübra; Arsan, Nihan; Gök, Bilge; Kelecioglu, Hülya
2014-01-01
This simulation study compared the performances (Type I error and power) of Mantel-Haenszel (MH), SIBTEST, and item response theory-likelihood ratio (IRT-LR) methods under certain conditions. Manipulated factors were sample size, ability differences between groups, test length, the percentage of differential item functioning (DIF), and underlying…
Gianfrancesco, M A; Balzer, L; Taylor, K E; Trupin, L; Nititham, J; Seldin, M F; Singer, A W; Criswell, L A; Barcellos, L F
2016-09-01
Systemic lupus erythematous (SLE) is a chronic autoimmune disease associated with genetic and environmental risk factors. However, the extent to which genetic risk is causally associated with disease activity is unknown. We utilized longitudinal-targeted maximum likelihood estimation to estimate the causal association between a genetic risk score (GRS) comprising 41 established SLE variants and clinically important disease activity as measured by the validated Systemic Lupus Activity Questionnaire (SLAQ) in a multiethnic cohort of 942 individuals with SLE. We did not find evidence of a clinically important SLAQ score difference (>4.0) for individuals with a high GRS compared with those with a low GRS across nine time points after controlling for sex, ancestry, renal status, dialysis, disease duration, treatment, depression, smoking and education, as well as time-dependent confounding of missing visits. Individual single-nucleotide polymorphism (SNP) analyses revealed that 12 of the 41 variants were significantly associated with clinically relevant changes in SLAQ scores across time points eight and nine after controlling for multiple testing. Results based on sophisticated causal modeling of longitudinal data in a large patient cohort suggest that individual SLE risk variants may influence disease activity over time. Our findings also emphasize a role for other biological or environmental factors.
Emma L Snary
Full Text Available The genus Henipavirus includes Hendra virus (HeV and Nipah virus (NiV, for which fruit bats (particularly those of the genus Pteropus are considered to be the wildlife reservoir. The recognition of henipaviruses occurring across a wider geographic and host range suggests the possibility of the virus entering the United Kingdom (UK. To estimate the likelihood of henipaviruses entering the UK, a qualitative release assessment was undertaken. To facilitate the release assessment, the world was divided into four zones according to location of outbreaks of henipaviruses, isolation of henipaviruses, proximity to other countries where incidents of henipaviruses have occurred and the distribution of Pteropus spp. fruit bats. From this release assessment, the key findings are that the importation of fruit from Zone 1 and 2 and bat bushmeat from Zone 1 each have a Low annual probability of release of henipaviruses into the UK. Similarly, the importation of bat meat from Zone 2, horses and companion animals from Zone 1 and people travelling from Zone 1 and entering the UK was estimated to pose a Very Low probability of release. The annual probability of release for all other release routes was assessed to be Negligible. It is recommended that the release assessment be periodically re-assessed to reflect changes in knowledge and circumstances over time.
Karbauskaitė Rasa
2015-12-01
Full Text Available One of the problems in the analysis of the set of images of a moving object is to evaluate the degree of freedom of motion and the angle of rotation. Here the intrinsic dimensionality of multidimensional data, characterizing the set of images, can be used. Usually, the image may be represented by a high-dimensional point whose dimensionality depends on the number of pixels in the image. The knowledge of the intrinsic dimensionality of a data set is very useful information in exploratory data analysis, because it is possible to reduce the dimensionality of the data without losing much information. In this paper, the maximum likelihood estimator (MLE of the intrinsic dimensionality is explored experimentally. In contrast to the previous works, the radius of a hypersphere, which covers neighbours of the analysed points, is fixed instead of the number of the nearest neighbours in the MLE. A way of choosing the radius in this method is proposed. We explore which metric—Euclidean or geodesic—must be evaluated in the MLE algorithm in order to get the true estimate of the intrinsic dimensionality. The MLE method is examined using a number of artificial and real (images data sets.
Adaptive Error Estimation in Linearized Ocean General Circulation Models
Chechelnitsky, Michael Y.
1999-01-01
Data assimilation methods are routinely used in oceanography. The statistics of the model and measurement errors need to be specified a priori. This study addresses the problem of estimating model and measurement error statistics from observations. We start by testing innovation based methods of adaptive error estimation with low-dimensional models in the North Pacific (5-60 deg N, 132-252 deg E) to TOPEX/POSEIDON (TIP) sea level anomaly data, acoustic tomography data from the ATOC project, and the MIT General Circulation Model (GCM). A reduced state linear model that describes large scale internal (baroclinic) error dynamics is used. The methods are shown to be sensitive to the initial guess for the error statistics and the type of observations. A new off-line approach is developed, the covariance matching approach (CMA), where covariance matrices of model-data residuals are "matched" to their theoretical expectations using familiar least squares methods. This method uses observations directly instead of the innovations sequence and is shown to be related to the MT method and the method of Fu et al. (1993). Twin experiments using the same linearized MIT GCM suggest that altimetric data are ill-suited to the estimation of internal GCM errors, but that such estimates can in theory be obtained using acoustic data. The CMA is then applied to T/P sea level anomaly data and a linearization of a global GFDL GCM which uses two vertical modes. We show that the CMA method can be used with a global model and a global data set, and that the estimates of the error statistics are robust. We show that the fraction of the GCM-T/P residual variance explained by the model error is larger than that derived in Fukumori et al.(1999) with the method of Fu et al.(1993). Most of the model error is explained by the barotropic mode. However, we find that impact of the change in the error statistics on the data assimilation estimates is very small. This is explained by the large
A novel TOA estimation method with effective NLOS error reduction
ZHANG Yi-heng; CUI Qi-mei; LI Yu-xiang; ZHANG Ping
2008-01-01
It is well known that non-line-of-sight (NLOS)error has been the major factor impeding the enhancement ofaccuracy for time of arrival (TOA) estimation and wirelesspositioning. This article proposes a novel method of TOAestimation effectively reducing the NLOS error by 60%,comparing with the traditional timing and synchronizationmethod. By constructing the orthogonal training sequences,this method converts the traditional TOA estimation to thedetection of the first arrival path (FAP) in the NLOS multipathenvironment, and then estimates the TOA by the round-triptransmission (RTT) technology. Both theoretical analysis andnumerical simulations prove that the method proposed in thisarticle achieves better performance than the traditional methods.
Draxler, Clemens; Alexandrowicz, Rainer W
2015-12-01
This paper refers to the exponential family of probability distributions and the conditional maximum likelihood (CML) theory. It is concerned with the determination of the sample size for three groups of tests of linear hypotheses, known as the fundamental trinity of Wald, score, and likelihood ratio tests. The main practical purpose refers to the special case of tests of the class of Rasch models. The theoretical background is discussed and the formal framework for sample size calculations is provided, given a predetermined deviation from the model to be tested and the probabilities of the errors of the first and second kinds.
Estimating the Count Error in the Australian Census
Chipperfield James
2017-03-01
Full Text Available In many countries, counts of people are a key factor in the allocation of government resources. However, it is well known that errors arise in Census counting of people (e.g., undercoverage due to missing people. Therefore, it is common for national statistical agencies to conduct one or more “audit” surveys that are designed to estimate and remove systematic errors in Census counting. For example, the Australian Bureau of Statistics (ABS conducts a single audit sample, called the Post Enumeration Survey (PES, shortly after each Australian Population Census. This article describes the estimator used by the ABS to estimate the count of people in Australia. Key features of this estimator are that it is unbiased when there is systematic measurement error in Census counting and when nonresponse to the PES is nonignorable.
冯三营; 薛留根
2012-01-01
考虑非参数协变量带有测量误差(EV)的非线性半参数模型,在测量误差分布为普通光滑分布时,利用经验似然方法,给出了回归系数,光滑函数以及误差方差的最大经验似然估计.在一定条件下证明了所得估计量的渐近正态性和相合性.最后通过数值模拟研究了所提估计方法在有限样本下的实际表现.%In this paper, we consider the nonlinear semiparametric models with measurement error in the nonparametric part. When the error is ordinarily smooth, we obtain the maximum empirical likelihood estimators of regression coefficient, smooth function and error variance by using the empirical likelihood method. The asymptotic normality and consistency of the proposed estimators are proved under some appropriate conditions. Finite sample performance of the proposed method is illustrated in a simulation study.
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
Laurence, T; Chromy, B
2009-11-10
Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE
Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong
2016-06-16
Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain's response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°.
Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose
2017-01-01
Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.
Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong
2016-01-01
Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°. PMID:27322267
Kyungsoo Kim
2016-06-01
Full Text Available Electroencephalograms (EEGs measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP signal that represents a brain’s response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE schemes based on a joint maximum likelihood (ML criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°.
An information-guided channel-hopping scheme for block-fading channels with estimation errors
Yang, Yuli
2010-12-01
Information-guided channel-hopping technique employing multiple transmit antennas was previously proposed for supporting high data rate transmission over fading channels. This scheme achieves higher data rates than some mature schemes, such as the well-known cyclic transmit antenna selection and space-time block coding, by exploiting the independence character of multiple channels, which effectively results in having an additional information transmitting channel. Moreover, maximum likelihood decoding may be performed by simply decoupling the signals conveyed by the different mapping methods. In this paper, we investigate the achievable spectral efficiency of this scheme in the case of having channel estimation errors, with optimum pilot overhead for minimum meansquare error channel estimation, when transmitting over blockfading channels. Our numerical results further substantiate the robustness of the presented scheme, even with imperfect channel state information. ©2010 IEEE.
Rizzo, R. E.; Healy, D.; De Siena, L.
2015-12-01
The success of any model prediction is largely dependent on the accuracy with which its parameters are known. In characterising fracture networks in naturally fractured rocks, the main issues are related with the difficulties in accurately up- and down-scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (fracture lengths, apertures, orientations and densities) represents a fundamental step which can aid the estimation of permeability and fluid flow, which are of primary importance in a number of contexts ranging from hydrocarbon production in fractured reservoirs and reservoir stimulation by hydrofracturing, to geothermal energy extraction and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. This work focuses on linking fracture data collected directly from outcrops to permeability estimation and fracture network modelling. Outcrop studies can supplement the limited data inherent to natural fractured systems in the subsurface. The study area is a highly fractured upper Miocene biosiliceous mudstone formation cropping out along the coastline north of Santa Cruz (California, USA). These unique outcrops exposes a recently active bitumen-bearing formation representing a geological analogue of a fractured top seal. In order to validate field observations as useful analogues of subsurface reservoirs, we describe a methodology of statistical analysis for more accurate probability distribution of fracture attributes, using Maximum Likelihood Estimators. These procedures aim to understand whether the average permeability of a fracture network can be predicted reducing its uncertainties, and if outcrop measurements of fracture attributes can be used directly to generate statistically identical fracture network models.
Lu, Dan; Ye, Ming; Meyer, Philip D.; Curtis, Gary P.; Shi, Xiaoqing; Niu, Xu-Feng; Yabusaki, Steve B.
2013-01-01
When conducting model averaging for assessing groundwater conceptual model uncertainty, the averaging weights are often evaluated using model selection criteria such as AIC, AICc, BIC, and KIC (Akaike Information Criterion, Corrected Akaike Information Criterion, Bayesian Information Criterion, and Kashyap Information Criterion, respectively). However, this method often leads to an unrealistic situation in which the best model receives overwhelmingly large averaging weight (close to 100%), which cannot be justified by available data and knowledge. It was found in this study that this problem was caused by using the covariance matrix, CE, of measurement errors for estimating the negative log likelihood function common to all the model selection criteria. This problem can be resolved by using the covariance matrix, Cek, of total errors (including model errors and measurement errors) to account for the correlation between the total errors. An iterative two-stage method was developed in the context of maximum likelihood inverse modeling to iteratively infer the unknown Cek from the residuals during model calibration. The inferred Cek was then used in the evaluation of model selection criteria and model averaging weights. While this method was limited to serial data using time series techniques in this study, it can be extended to spatial data using geostatistical techniques. The method was first evaluated in a synthetic study and then applied to an experimental study, in which alternative surface complexation models were developed to simulate column experiments of uranium reactive transport. It was found that the total errors of the alternative models were temporally correlated due to the model errors. The iterative two-stage method using Cekresolved the problem that the best model receives 100% model averaging weight, and the resulting model averaging weights were supported by the calibration results and physical understanding of the alternative models. Using Cek
Lu, Dan; Ye, Ming; Meyer, Philip D.; Curtis, Gary P.; Shi, Xiaoqing; Niu, Xu-Feng; Yabusaki, Steven B.
2013-07-23
When conducting model averaging for assessing groundwater conceptual model uncertainty, the averaging weights are often evaluated using model selection criteria such as AIC, AICc, BIC, and KIC (Akaike Information Criterion, Corrected Akaike Information Criterion, Bayesian Information Criterion, and Kashyap Information Criterion, respectively). However, this method often leads to an unrealistic situation in which the best model receives overwhelmingly large averaging weight (close to 100%), which cannot be justified by available data and knowledge. It was found in this study that this problem was caused by using the covariance matrix, CE, of measurement errors for estimating the negative log likelihood function common to all the model selection criteria. This problem can be resolved by using the covariance matrix, Cek, of total errors (including model errors and measurement errors) to account for the correlation between the total errors. An iterative two-stage method was developed in the context of maximum likelihood inverse modeling to iteratively infer the unknown Cek from the residuals during model calibration. The inferred Cek was then used in the evaluation of model selection criteria and model averaging weights. While this method was limited to serial data using time series techniques in this study, it can be extended to spatial data using geostatistical techniques. The method was first evaluated in a synthetic study and then applied to an experimental study, in which alternative surface complexation models were developed to simulate column experiments of uranium reactive transport. It was found that the total errors of the alternative models were temporally correlated due to the model errors. The iterative two-stage method using Cek resolved the problem that the best model receives 100% model averaging weight, and the resulting model averaging weights were supported by the calibration results and physical understanding of the alternative models. Using Cek
Lu, Dan; Ye, Ming; Meyer, Philip D.; Curtis, Gary P.; Shi, Xiaoqing; Niu, Xu-Feng; Yabusaki, Steve B.
2013-09-01
When conducting model averaging for assessing groundwater conceptual model uncertainty, the averaging weights are often evaluated using model selection criteria such as AIC, AICc, BIC, and KIC (Akaike Information Criterion, Corrected Akaike Information Criterion, Bayesian Information Criterion, and Kashyap Information Criterion, respectively). However, this method often leads to an unrealistic situation in which the best model receives overwhelmingly large averaging weight (close to 100%), which cannot be justified by available data and knowledge. It was found in this study that this problem was caused by using the covariance matrix, Cɛ, of measurement errors for estimating the negative log likelihood function common to all the model selection criteria. This problem can be resolved by using the covariance matrix, Cek, of total errors (including model errors and measurement errors) to account for the correlation between the total errors. An iterative two-stage method was developed in the context of maximum likelihood inverse modeling to iteratively infer the unknown Cek from the residuals during model calibration. The inferred Cek was then used in the evaluation of model selection criteria and model averaging weights. While this method was limited to serial data using time series techniques in this study, it can be extended to spatial data using geostatistical techniques. The method was first evaluated in a synthetic study and then applied to an experimental study, in which alternative surface complexation models were developed to simulate column experiments of uranium reactive transport. It was found that the total errors of the alternative models were temporally correlated due to the model errors. The iterative two-stage method using Cek resolved the problem that the best model receives 100% model averaging weight, and the resulting model averaging weights were supported by the calibration results and physical understanding of the alternative models. Using Cek
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...
Sethi, Suresh A; Linden, Daniel; Wenburg, John; Lewis, Cara; Lemons, Patrick; Fuller, Angela; Hare, Matthew P
2016-12-01
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.
Sampling errors in satellite estimates of tropical rain
Mcconnell, Alan; North, Gerald R.
1987-01-01
The GATE rainfall data set is used in a statistical study to estimate the sampling errors that might be expected for the type of snapshot sampling that a low earth-orbiting satellite makes. For averages over the entire 400-km square and for the duration of several weeks, strong evidence is found that sampling errors less than 10 percent can be expected in contributions from each of four rain rate categories which individually account for about one quarter of the total rain.
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
Laurence, T; Chromy, B
2009-11-10
Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE
CME Velocity and Acceleration Error Estimates Using the Bootstrap Method
Michalek, Grzegorz; Gopalswamy, Nat; Yashiro, Seiji
2017-08-01
The bootstrap method is used to determine errors of basic attributes of coronal mass ejections (CMEs) visually identified in images obtained by the Solar and Heliospheric Observatory (SOHO) mission's Large Angle and Spectrometric Coronagraph (LASCO) instruments. The basic parameters of CMEs are stored, among others, in a database known as the SOHO/LASCO CME catalog and are widely employed for many research studies. The basic attributes of CMEs ( e.g. velocity and acceleration) are obtained from manually generated height-time plots. The subjective nature of manual measurements introduces random errors that are difficult to quantify. In many studies the impact of such measurement errors is overlooked. In this study we present a new possibility to estimate measurements errors in the basic attributes of CMEs. This approach is a computer-intensive method because it requires repeating the original data analysis procedure several times using replicate datasets. This is also commonly called the bootstrap method in the literature. We show that the bootstrap approach can be used to estimate the errors of the basic attributes of CMEs having moderately large numbers of height-time measurements. The velocity errors are in the vast majority small and depend mostly on the number of height-time points measured for a particular event. In the case of acceleration, the errors are significant, and for more than half of all CMEs, they are larger than the acceleration itself.
Error-space estimate method for generalized synergic target tracking
Ming CEN; Chengyu FU; Ke CHEN; Xingfa LIU
2009-01-01
To improve the tracking accuracy and stability of an optic-electronic target tracking system,the concept of generalized synergic target and an algorithm named error-space estimate method is presented.In this algo-rithm,the motion of target is described by guide data and guide errors,and then the maneuver of the target is separated into guide data and guide errors to reduce the maneuver level.Then state estimate is implemented in target state-space and error-space respectively,and the prediction data of target position are acquired by synthe-sizing the filtering data from target state-space according to kinematic model and the prediction data from error-space according to guide error model.Differing from typ-ical multi-model method,the kinematic and guide error models work concurrently rather than switch between models.Experiment results show that the performance of the algorithm is better than Kalman filter and strong tracking filter at the same maneuver level.
Sonali Sachin Sankpal
2016-01-01
Full Text Available Scattering and absorption of light is main reason for limited visibility in water. The suspended particles and dissolved chemical compounds in water are also responsible for scattering and absorption of light in water. The limited visibility in water results in degradation of underwater images. The visibility can be increased by using artificial light source in underwater imaging system. But the artificial light illuminates the scene in a nonuniform fashion. It produces bright spot at the center with the dark region at surroundings. In some cases imaging system itself creates dark region in the image by producing shadow on the objects. The problem of nonuniform illumination is neglected by the researchers in most of the image enhancement techniques of underwater images. Also very few methods are discussed showing the results on color images. This paper suggests a method for nonuniform illumination correction for underwater images. The method assumes that natural underwater images are Rayleigh distributed. This paper used maximum likelihood estimation of scale parameter to map distribution of image to Rayleigh distribution. The method is compared with traditional methods for nonuniform illumination correction using no-reference image quality metrics like average luminance, average information entropy, normalized neighborhood function, average contrast, and comprehensive assessment function.
Autistic disorders and schizophrenia: related or remote? An anatomical likelihood estimation.
Charlton Cheung
Full Text Available Shared genetic and environmental risk factors have been identified for autistic spectrum disorders (ASD and schizophrenia. Social interaction, communication, emotion processing, sensorimotor gating and executive function are disrupted in both, stimulating debate about whether these are related conditions. Brain imaging studies constitute an informative and expanding resource to determine whether brain structural phenotype of these disorders is distinct or overlapping. We aimed to synthesize existing datasets characterizing ASD and schizophrenia within a common framework, to quantify their structural similarities. In a novel modification of Anatomical Likelihood Estimation (ALE, 313 foci were extracted from 25 voxel-based studies comprising 660 participants (308 ASD, 352 first-episode schizophrenia and 801 controls. The results revealed that, compared to controls, lower grey matter volumes within limbic-striato-thalamic circuitry were common to ASD and schizophrenia. Unique features of each disorder included lower grey matter volume in amygdala, caudate, frontal and medial gyrus for schizophrenia and putamen for autism. Thus, in terms of brain volumetrics, ASD and schizophrenia have a clear degree of overlap that may reflect shared etiological mechanisms. However, the distinctive neuroanatomy also mapped in each condition raises the question about how this is arrived in the context of common etiological pressures.
Gray matter atrophy in narcolepsy: An activation likelihood estimation meta-analysis.
Weng, Hsu-Huei; Chen, Chih-Feng; Tsai, Yuan-Hsiung; Wu, Chih-Ying; Lee, Meng; Lin, Yu-Ching; Yang, Cheng-Ta; Tsai, Ying-Huang; Yang, Chun-Yuh
2015-12-01
The authors reviewed the literature on the use of voxel-based morphometry (VBM) in narcolepsy magnetic resonance imaging (MRI) studies via the use of a meta-analysis of neuroimaging to identify concordant and specific structural deficits in patients with narcolepsy as compared with healthy subjects. We used PubMed to retrieve articles published between January 2000 and March 2014. The authors included all VBM research on narcolepsy and compared the findings of the studies by using gray matter volume (GMV) or gray matter concentration (GMC) to index differences in gray matter. Stereotactic data were extracted from 8 VBM studies of 149 narcoleptic patients and 162 control subjects. We applied activation likelihood estimation (ALE) technique and found significant regional gray matter reduction in the bilateral hypothalamus, thalamus, globus pallidus, extending to nucleus accumbens (NAcc) and anterior cingulate cortex (ACC), left mid orbital and rectal gyri (BAs 10 and 11), right inferior frontal gyrus (BA 47), and the right superior temporal gyrus (BA 41) in patients with narcolepsy. The significant gray matter deficits in narcoleptic patients occurred in the bilateral hypothalamus and frontotemporal regions, which may be related to the emotional processing abnormalities and orexin/hypocretin pathway common among populations of patients with narcolepsy.
Araujo, Helder F.; Kaplan, Jonas; Damasio, Antonio
2013-01-01
The autobiographical-self refers to a mental state derived from the retrieval and assembly of memories regarding one’s biography. The process of retrieval and assembly, which can focus on biographical facts or personality traits or some combination thereof, is likely to vary according to the domain chosen for an experiment. To date, the investigation of the neural basis of this process has largely focused on the domain of personality traits using paradigms that contrasted the evaluation of one’s traits (self-traits) with those of another person’s (other-traits). This has led to the suggestion that cortical midline structures (CMSs) are specifically related to self states. Here, with the goal of testing this suggestion, we conducted activation-likelihood estimation (ALE) meta-analyses based on data from 28 neuroimaging studies. The ALE results show that both self-traits and other-traits engage CMSs; however, the engagement of medial prefrontal cortex is greater for self-traits than for other-traits, while the posteromedial cortex is more engaged for other-traits than for self-traits. These findings suggest that the involvement CMSs is not specific to the evaluation of one’s own traits, but also occurs during the evaluation of another person’s traits. PMID:24027520
Carlisle, Daren M.; Wolock, David M.; Howard, Jeannette K.; Grantham, Theodore E.; Fesenmyer, Kurt; Wieczorek, Michael
2016-12-12
Because natural patterns of streamflow are a fundamental property of the health of streams, there is a critical need to quantify the degree to which human activities have modified natural streamflows. A requirement for assessing streamflow modification in a given stream is a reliable estimate of flows expected in the absence of human influences. Although there are many techniques to predict streamflows in specific river basins, there is a lack of approaches for making predictions of natural conditions across large regions and over many decades. In this study conducted by the U.S. Geological Survey, in cooperation with The Nature Conservancy and Trout Unlimited, the primary objective was to develop empirical models that predict natural (that is, unaffected by land use or water management) monthly streamflows from 1950 to 2012 for all stream segments in California. Models were developed using measured streamflow data from the existing network of streams where daily flow monitoring occurs, but where the drainage basins have minimal human influences. Widely available data on monthly weather conditions and the physical attributes of river basins were used as predictor variables. Performance of regional-scale models was comparable to that of published mechanistic models for specific river basins, indicating the models can be reliably used to estimate natural monthly flows in most California streams. A second objective was to develop a model that predicts the likelihood that streams experience modified hydrology. New models were developed to predict modified streamflows at 558 streamflow monitoring sites in California where human activities affect the hydrology, using basin-scale geospatial indicators of land use and water management. Performance of these models was less reliable than that for the natural-flow models, but results indicate the models could be used to provide a simple screening tool for identifying, across the State of California, which streams may be
Error estimation and adaptivity in Navier-Stokes incompressible flows
Wu, J.; Zhu, J. Z.; Szmelter, J.; Zienkiewicz, O. C.
1990-07-01
An adaptive remeshing procedure for solving Navier-Stokes incompressible fluid flow problems is presented in this paper. This procedure has been implemented using the error estimator developed by Zienkiewicz and Zhu (1987, 1989) and a semi-implicit time-marching scheme for Navier-Stokes flow problems (Zienkiewicz et al. 1990). Numerical examples are presented, showing that the error estimation and adaptive procedure are capable of monitoring the flow field, updating the mesh when necessary, and providing nearly optimal meshes throughout the calculation, thus making the solution reliable and the computation economical and efficient.
A TYPE OF NEW POSTERIORI ERROR ESTIMATORS FOR STOKES PROBLEMS
罗振东; 王烈衡; 李雅如
2001-01-01
In this paper, a new discrete formulation and a type of new posteriori error estimators for the second-order element discretization for Stokes problems are presented, where pressure is approximated with piecewise first-degree polynomials and velocity vector field with piecewise seconddegree polynomials with a cubic bubble function to be added. The estimators are the globally upper and locally lower bounds for the error of the finite element discretization. It is shown that the bubble part for this second-order element approximation is substituted for the other parts of the approximate solution.
Minimum Mean Square Error Estimation Under Gaussian Mixture Statistics
Flam, John T; Kansanen, Kimmo; Ekman, Torbjorn
2011-01-01
This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a generalization of the more familiar and simpler Gaussian signal and Gaussian noise instance. We present the necessary theoretical foundation and derive the MMSE estimator for x in a closed form. Furthermore, we provide upper and lower bounds for its mean square error (MSE). These bounds are validated through Monte Carlo simulations.
Gabarro, Carolina; Turiel, Antonio; Elosegui, Pedro; Pla-Resina, Joaquim A.; Portabella, Marcos
2017-08-01
Monitoring sea ice concentration is required for operational and climate studies in the Arctic Sea. Technologies used so far for estimating sea ice concentration have some limitations, for instance the impact of the atmosphere, the physical temperature of ice, and the presence of snow and melting. In the last years, L-band radiometry has been successfully used to study some properties of sea ice, remarkably sea ice thickness. However, the potential of satellite L-band observations for obtaining sea ice concentration had not yet been explored. In this paper, we present preliminary evidence showing that data from the Soil Moisture Ocean Salinity (SMOS) mission can be used to estimate sea ice concentration. Our method, based on a maximum-likelihood estimator (MLE), exploits the marked difference in the radiative properties of sea ice and seawater. In addition, the brightness temperatures of 100 % sea ice and 100 % seawater, as well as their combined values (polarization and angular difference), have been shown to be very stable during winter and spring, so they are robust to variations in physical temperature and other geophysical parameters. Therefore, we can use just two sets of tie points, one for summer and another for winter, for calculating sea ice concentration, leading to a more robust estimate. After analysing the full year 2014 in the entire Arctic, we have found that the sea ice concentration obtained with our method is well determined as compared to the Ocean and Sea Ice Satellite Application Facility (OSI SAF) dataset. However, when thin sea ice is present (ice thickness ≲ 0.6 m), the method underestimates the actual sea ice concentration. Our results open the way for a systematic exploitation of SMOS data for monitoring sea ice concentration, at least for specific seasons. Additionally, SMOS data can be synergistically combined with data from other sensors to monitor pan-Arctic sea ice conditions.
Application of variance components estimation to calibrate geoid error models.
Guo, Dong-Mei; Xu, Hou-Ze
2015-01-01
The method of using Global Positioning System-leveling data to obtain orthometric heights has been well studied. A simple formulation for the weighted least squares problem has been presented in an earlier work. This formulation allows one directly employing the errors-in-variables models which completely descript the covariance matrices of the observables. However, an important question that what accuracy level can be achieved has not yet to be satisfactorily solved by this traditional formulation. One of the main reasons for this is the incorrectness of the stochastic models in the adjustment, which in turn allows improving the stochastic models of measurement noises. Therefore the issue of determining the stochastic modeling of observables in the combined adjustment with heterogeneous height types will be a main focus point in this paper. Firstly, the well-known method of variance component estimation is employed to calibrate the errors of heterogeneous height data in a combined least square adjustment of ellipsoidal, orthometric and gravimetric geoid. Specifically, the iterative algorithms of minimum norm quadratic unbiased estimation are used to estimate the variance components for each of heterogeneous observations. Secondly, two different statistical models are presented to illustrate the theory. The first method directly uses the errors-in-variables as a priori covariance matrices and the second method analyzes the biases of variance components and then proposes bias-corrected variance component estimators. Several numerical test results show the capability and effectiveness of the variance components estimation procedure in combined adjustment for calibrating geoid error model.
Influence of measurement errors and estimated parameters on combustion diagnosis
Payri, F.; Molina, S.; Martin, J. [CMT-Motores Termicos, Universidad Politecnica de Valencia, Camino de Vera s/n. 46022 Valencia (Spain); Armas, O. [Departamento de Mecanica Aplicada e Ingenieria de proyectos, Universidad de Castilla-La Mancha. Av. Camilo Jose Cela s/n 13071,Ciudad Real (Spain)
2006-02-01
Thermodynamic diagnosis models are valuable tools for the study of Diesel combustion. Inputs required by such models comprise measured mean and instantaneous variables, together with suitable values for adjustable parameters used in different submodels. In the case of measured variables, one may estimate the uncertainty associated with measurement errors; however, the influence of errors in model parameter estimation may not be so easily established on an experimental basis. In this paper, a simulated pressure cycle has been used along with known input parameters, so that any uncertainty in the inputs is avoided. Then, the influence of errors in measured variables and geometric and heat transmission parameters on the results of a diagnosis combustion model for direct injection diesel engines have been studied. This procedure allowed to establish the relative importance of these parameters and to set limits to the maximal errors of the model, accounting for both the maximal expected errors in the input parameters and the sensitivity of the model to those errors. (author)
ZHOU Jie; TANG Aiping; FENG Hailin
2016-01-01
The statistical inference for generalized mixed-effects state space models (MESSM) are investigated when the random effects are unknown.Two filtering algorithms are designed both of which are based on mixture Kalman filter.These algorithms are particularly useful when the longitudinal measurements are sparse.The authors also propose a globally convergent algorithm for parameter estimation of MESSM which can be used to locate the initial value of parameters for local while more efficient algorithms.Simulation examples are carried out which validate the efficacy of the proposed approaches.A data set from the clinical trial is investigated and a smaller mean square error is achieved compared to the existing results in literatures.
Troxel, Andrea B.; Lipsitz, Stuart R.; Fitzmaurice, Garrett M.; Ibrahim, Joseph G.; Sinha, Debajyoti; Molenberghs, Geert
2010-01-01
SUMMARY For longitudinal binary data with non-monotone non-ignorably missing outcomes over time, a full likelihood approach is complicated algebraically, and with many follow-up times, maximum likelihood estimation can be computationally prohibitive. As alternatives, two pseudo-likelihood approaches have been proposed that use minimal parametric assumptions. One formulation requires specification of the marginal distributions of the outcome and missing data mechanism at each time point, but uses an “independence working assumption,” i.e., an assumption that observations are independent over time. Another method avoids having to estimate the missing data mechanism by formulating a “protective estimator.” In simulations, these two estimators can be very inefficient, both for estimating time trends in the first case and for estimating both time-varying and time-stationary effects in the second. In this paper, we propose use of the optimal weighted combination of these two estimators, and in simulations we show that the optimal weighted combination can be much more efficient than either estimator alone. Finally, the proposed method is used to analyze data from two longitudinal clinical trials of HIV-infected patients. PMID:20205269
Sensitivity to Estimation Errors in Mean-variance Models
Zhi-ping Chen; Cai-e Zhao
2003-01-01
In order to give a complete and accurate description about the sensitivity of efficient portfolios to changes in assets' expected returns, variances and covariances, the joint effect of estimation errors in means, variances and covariances on the efficient portfolio's weights is investigated in this paper. It is proved that the efficient portfolio's composition is a Lipschitz continuous, differentiable mapping of these parameters under suitable conditions. The change rate of the efficient portfolio's weights with respect to variations about riskreturn estimations is derived by estimating the Lipschitz constant. Our general quantitative results show thatthe efficient portfolio's weights are normally not so sensitive to estimation errors about means and variances .Moreover, we point out those extreme cases which might cause stability problems and how to avoid them in practice. Preliminary numerical results are also provided as an illustration to our theoretical results.
Error Estimation for the Linearized Auto-Localization Algorithm
Fernando Seco
2012-02-01
Full Text Available The Linearized Auto-Localization (LAL algorithm estimates the position of beacon nodes in Local Positioning Systems (LPSs, using only the distance measurements to a mobile node whose position is also unknown. The LAL algorithm calculates the inter-beacon distances, used for the estimation of the beacons’ positions, from the linearized trilateration equations. In this paper we propose a method to estimate the propagation of the errors of the inter-beacon distances obtained with the LAL algorithm, based on a first order Taylor approximation of the equations. Since the method depends on such approximation, a confidence parameter τ is defined to measure the reliability of the estimated error. Field evaluations showed that by applying this information to an improved weighted-based auto-localization algorithm (WLAL, the standard deviation of the inter-beacon distances can be improved by more than 30% on average with respect to the original LAL method.
Bernau, Christoph; Augustin, Thomas; Boulesteix, Anne-Laure
2013-09-01
High-dimensional binary classification tasks, for example, the classification of microarray samples into normal and cancer tissues, usually involve a tuning parameter. By reporting the performance of the best tuning parameter value only, over-optimistic prediction errors are obtained. For correcting this tuning bias, we develop a new method which is based on a decomposition of the unconditional error rate involving the tuning procedure, that is, we estimate the error rate of wrapper algorithms as introduced in the context of internal cross-validation (ICV) by Varma and Simon (2006, BMC Bioinformatics 7, 91). Our subsampling-based estimator can be written as a weighted mean of the errors obtained using the different tuning parameter values, and thus can be interpreted as a smooth version of ICV, which is the standard approach for avoiding tuning bias. In contrast to ICV, our method guarantees intuitive bounds for the corrected error. Additionally, we suggest to use bias correction methods also to address the conceptually similar method selection bias that results from the optimal choice of the classification method itself when evaluating several methods successively. We demonstrate the performance of our method on microarray and simulated data and compare it to ICV. This study suggests that our approach yields competitive estimates at a much lower computational price.
On the error estimate for cubature on Wiener space
Cass, Thomas
2011-01-01
It was pointed out in Crisan, Ghazali [2] that the error estimate for the cubature on Wiener space algorithm developed in Lyons, Victoir [11] requires an additional assumption on the drift. In this note we demonstrate that it is straightforward to adopt the analysis of Kusuoka [7] to obtain a general estimate without an additional assumptions on the drift. In the process we slightly sharpen the bounds derived in [7].
A precise error bound for quantum phase estimation.
James M Chappell
Full Text Available Quantum phase estimation is one of the key algorithms in the field of quantum computing, but up until now, only approximate expressions have been derived for the probability of error. We revisit these derivations, and find that by ensuring symmetry in the error definitions, an exact formula can be found. This new approach may also have value in solving other related problems in quantum computing, where an expected error is calculated. Expressions for two special cases of the formula are also developed, in the limit as the number of qubits in the quantum computer approaches infinity and in the limit as the extra added qubits to improve reliability goes to infinity. It is found that this formula is useful in validating computer simulations of the phase estimation procedure and in avoiding the overestimation of the number of qubits required in order to achieve a given reliability. This formula thus brings improved precision in the design of quantum computers.
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…
Rijmen, Frank
2009-01-01
Maximum marginal likelihood estimation of multidimensional item response theory (IRT) models has been hampered by the calculation of the multidimensional integral over the ability distribution. However, the researcher often has a specific hypothesis about the conditional (in)dependence relations among the latent variables. Exploiting these…
Maris, E.
1998-01-01
The sampling interpretation of confidence intervals and hypothesis tests is discussed in the context of conditional maximum likelihood estimation. Three different interpretations are discussed, and it is shown that confidence intervals constructed from the asymptotic distribution under the third sampling scheme discussed are valid for the first…
Løkkegaard, Annemette; Herz, Damian M; Haagensen, Brian N;
2016-01-01
. Further, study size was usually small including different types of dystonia. Here we performed an activation likelihood estimation (ALE) meta-analysis of functional neuroimaging studies in patients with primary dystonia to test for convergence of dystonia-related alterations in task-related activity....... Hum Brain Mapp 37:547-557, 2016. © 2015 Wiley Periodicals, Inc....
Kelderman, Henk
1992-01-01
In this paper algorithms are described for obtaining the maximum likelihood estimates of the parameters in loglinear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual cou
Error estimates in horocycle averages asymptotics: challenges from string theory
Cardella, M.A.
2010-01-01
For modular functions of rapid decay, a classical result connects the error estimate in their long horocycle average asymptotic to the Riemann hypothesis. We study similar asymptotics, for modular functions with not that mild growing conditions, such as of polynomial growth and of exponential growth
On global error estimation and control for initial value problems
J. Lang; J.G. Verwer
2007-01-01
Abstract. This paper addresses global error estimation and control for initial value problems for ordinary differential equations. The focus lies on a comparison between a novel approach based on the adjoint method combined with a small sample statistical initialization and the classical approach ba
On global error estimation and control for initial value problems
Lang, J.; Verwer, J.G.
2007-01-01
Abstract. This paper addresses global error estimation and control for initial value problems for ordinary differential equations. The focus lies on a comparison between a novel approach based on the adjoint method combined with a small sample statistical initialization and the classical approach
Wu, Xin; Yang, Wenjing; Tong, Dandan; Sun, Jiangzhou; Chen, Qunlin; Wei, Dongtao; Zhang, Qinglin; Zhang, Meng; Qiu, Jiang
2015-07-01
In this study, an activation likelihood estimation (ALE) meta-analysis was used to conduct a quantitative investigation of neuroimaging studies on divergent thinking. Based on the ALE results, the functional magnetic resonance imaging (fMRI) studies showed that distributed brain regions were more active under divergent thinking tasks (DTTs) than those under control tasks, but a large portion of the brain regions were deactivated. The ALE results indicated that the brain networks of the creative idea generation in DTTs may be composed of the lateral prefrontal cortex, posterior parietal cortex [such as the inferior parietal lobule (BA 40) and precuneus (BA 7)], anterior cingulate cortex (ACC) (BA 32), and several regions in the temporal cortex [such as the left middle temporal gyrus (BA 39), and left fusiform gyrus (BA 37)]. The left dorsolateral prefrontal cortex (BA 46) was related to selecting the loosely and remotely associated concepts and organizing them into creative ideas, whereas the ACC (BA 32) was related to observing and forming distant semantic associations in performing DTTs. The posterior parietal cortex may be involved in the semantic information related to the retrieval and buffering of the formed creative ideas, and several regions in the temporal cortex may be related to the stored long-term memory. In addition, the ALE results of the structural studies showed that divergent thinking was related to the dopaminergic system (e.g., left caudate and claustrum). Based on the ALE results, both fMRI and structural MRI studies could uncover the neural basis of divergent thinking from different aspects (e.g., specific cognitive processing and stable individual difference of cognitive capability). © 2015 Wiley Periodicals, Inc.
DeRamus, Thomas P; Kana, Rajesh K
2015-01-01
Autism spectrum disorders (ASD) are characterized by impairments in social communication and restrictive, repetitive behaviors. While behavioral symptoms are well-documented, investigations into the neurobiological underpinnings of ASD have not resulted in firm biomarkers. Variability in findings across structural neuroimaging studies has contributed to difficulty in reliably characterizing the brain morphology of individuals with ASD. These inconsistencies may also arise from the heterogeneity of ASD, and wider age-range of participants included in MRI studies and in previous meta-analyses. To address this, the current study used coordinate-based anatomical likelihood estimation (ALE) analysis of 21 voxel-based morphometry (VBM) studies examining high-functioning individuals with ASD, resulting in a meta-analysis of 1055 participants (506 ASD, and 549 typically developing individuals). Results consisted of grey, white, and global differences in cortical matter between the groups. Modeled anatomical maps consisting of concentration, thickness, and volume metrics of grey and white matter revealed clusters suggesting age-related decreases in grey and white matter in parietal and inferior temporal regions of the brain in ASD, and age-related increases in grey matter in frontal and anterior-temporal regions. White matter alterations included fiber tracts thought to play key roles in information processing and sensory integration. Many current theories of pathobiology ASD suggest that the brains of individuals with ASD may have less-functional long-range (anterior-to-posterior) connections. Our findings of decreased cortical matter in parietal-temporal and occipital regions, and thickening in frontal cortices in older adults with ASD may entail altered cortical anatomy, and neurodevelopmental adaptations.
Zhou, Rurui; Li, Yu; Lu, Di; Liu, Haixing; Zhou, Huicheng
2016-09-01
This paper investigates the use of an epsilon-dominance non-dominated sorted genetic algorithm II (ɛ-NSGAII) as a sampling approach with an aim to improving sampling efficiency for multiple metrics uncertainty analysis using Generalized Likelihood Uncertainty Estimation (GLUE). The effectiveness of ɛ-NSGAII based sampling is demonstrated compared with Latin hypercube sampling (LHS) through analyzing sampling efficiency, multiple metrics performance, parameter uncertainty and flood forecasting uncertainty with a case study of flood forecasting uncertainty evaluation based on Xinanjiang model (XAJ) for Qing River reservoir, China. Results obtained demonstrate the following advantages of the ɛ-NSGAII based sampling approach in comparison to LHS: (1) The former performs more effective and efficient than LHS, for example the simulation time required to generate 1000 behavioral parameter sets is shorter by 9 times; (2) The Pareto tradeoffs between metrics are demonstrated clearly with the solutions from ɛ-NSGAII based sampling, also their Pareto optimal values are better than those of LHS, which means better forecasting accuracy of ɛ-NSGAII parameter sets; (3) The parameter posterior distributions from ɛ-NSGAII based sampling are concentrated in the appropriate ranges rather than uniform, which accords with their physical significance, also parameter uncertainties are reduced significantly; (4) The forecasted floods are close to the observations as evaluated by three measures: the normalized total flow outside the uncertainty intervals (FOUI), average relative band-width (RB) and average deviation amplitude (D). The flood forecasting uncertainty is also reduced a lot with ɛ-NSGAII based sampling. This study provides a new sampling approach to improve multiple metrics uncertainty analysis under the framework of GLUE, and could be used to reveal the underlying mechanisms of parameter sets under multiple conflicting metrics in the uncertainty analysis process.
Thomas P. DeRamus
2015-01-01
Full Text Available Autism spectrum disorders (ASD are characterized by impairments in social communication and restrictive, repetitive behaviors. While behavioral symptoms are well-documented, investigations into the neurobiological underpinnings of ASD have not resulted in firm biomarkers. Variability in findings across structural neuroimaging studies has contributed to difficulty in reliably characterizing the brain morphology of individuals with ASD. These inconsistencies may also arise from the heterogeneity of ASD, and wider age-range of participants included in MRI studies and in previous meta-analyses. To address this, the current study used coordinate-based anatomical likelihood estimation (ALE analysis of 21 voxel-based morphometry (VBM studies examining high-functioning individuals with ASD, resulting in a meta-analysis of 1055 participants (506 ASD, and 549 typically developing individuals. Results consisted of grey, white, and global differences in cortical matter between the groups. Modeled anatomical maps consisting of concentration, thickness, and volume metrics of grey and white matter revealed clusters suggesting age-related decreases in grey and white matter in parietal and inferior temporal regions of the brain in ASD, and age-related increases in grey matter in frontal and anterior-temporal regions. White matter alterations included fiber tracts thought to play key roles in information processing and sensory integration. Many current theories of pathobiology ASD suggest that the brains of individuals with ASD may have less-functional long-range (anterior-to-posterior connections. Our findings of decreased cortical matter in parietal–temporal and occipital regions, and thickening in frontal cortices in older adults with ASD may entail altered cortical anatomy, and neurodevelopmental adaptations.
Estimating the Effect of Competition on Trait Evolution Using Maximum Likelihood Inference.
Drury, Jonathan; Clavel, Julien; Manceau, Marc; Morlon, Hélène
2016-07-01
Many classical ecological and evolutionary theoretical frameworks posit that competition between species is an important selective force. For example, in adaptive radiations, resource competition between evolving lineages plays a role in driving phenotypic diversification and exploration of novel ecological space. Nevertheless, current models of trait evolution fit to phylogenies and comparative data sets are not designed to incorporate the effect of competition. The most advanced models in this direction are diversity-dependent models where evolutionary rates depend on lineage diversity. However, these models still treat changes in traits in one branch as independent of the value of traits on other branches, thus ignoring the effect of species similarity on trait evolution. Here, we consider a model where the evolutionary dynamics of traits involved in interspecific interactions are influenced by species similarity in trait values and where we can specify which lineages are in sympatry. We develop a maximum likelihood based approach to fit this model to combined phylogenetic and phenotypic data. Using simulations, we demonstrate that the approach accurately estimates the simulated parameter values across a broad range of parameter space. Additionally, we develop tools for specifying the biogeographic context in which trait evolution occurs. In order to compare models, we also apply these biogeographic methods to specify which lineages interact sympatrically for two diversity-dependent models. Finally, we fit these various models to morphological data from a classical adaptive radiation (Greater Antillean Anolis lizards). We show that models that account for competition and geography perform better than other models. The matching competition model is an important new tool for studying the influence of interspecific interactions, in particular competition, on phenotypic evolution. More generally, it constitutes a step toward a better integration of interspecific
Cătălina Lionte
2016-12-01
Full Text Available Purpose: Acute exposure to a systemic poison represents an important segment of medical emergencies. We aimed to estimate the likelihood of systemic poison-induced morbidity in a population admitted in a tertiary referral center from North East Romania, based on the determinant factors. Methodology: This was a prospective observational cohort study on adult poisoned patients. Demographic, clinical and laboratory characteristics were recorded in all patients. We analyzed three groups of patients, based on the associated morbidity during hospitalization. We identified significant differences between groups and predictors with significant effects on morbidity using multiple multinomial logistic regressions. ROC analysis proved that a combination of tests could improve diagnostic accuracy of poison-related morbidity. Main findings: Of the 180 patients included, aged 44.7 ± 17.2 years, 51.1% males, 49.4% had no poison-related morbidity, 28.9% developed a mild morbidity, and 21.7% had a severe morbidity, followed by death in 16 patients (8.9%. Multiple complications and deaths were recorded in patients aged 53.4 ± 17.6 years (p .001, with a lower Glasgow Coma Scale (GCS score upon admission and a significantly higher heart rate (101 ± 32 beats/min, p .011. Routine laboratory tests were significantly higher in patients with a recorded morbidity. Multiple logistic regression analysis demonstrated that a GCS < 8, a high white blood cells count (WBC, alanine aminotransferase (ALAT, myoglobin, glycemia and brain natriuretic peptide (BNP are strongly predictive for in-hospital severe morbidity. Originality: This is the first Romanian prospective study on adult poisoned patients, which identifies the factors responsible for in-hospital morbidity using logistic regression analyses, with resulting receiver operating characteristic (ROC curves. Conclusion: In acute intoxication with systemic poisons, we identified several clinical and laboratory variables
夏天; 孔繁超
2008-01-01
This paper proposes some regularity conditions.On the basis of the proposed regularity conditions,we show the strong consistency of maximum quasi-likelihood estimation (MQLE)in quasi-likelihood nonlinear models (QLNM).Our results may he regarded as a further generalization of the relevant results in Ref.[4].
2015-08-01
Respondents should be aware that notwithstanding any other provision of law, no person shall be subject to any penalty for failing to comply with a...quasi-completely separated, the traditional maximum likelihood estimation (MLE) method generates infinite estimates. The bias -reduction (BR) method...which is a variant of the bias -correction method, removes the first-order bias term by applying a modified score function, and it always produces
Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun
2002-01-01
Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)
Optimizing Neural Network Architectures Using Generalization Error Estimators
Larsen, Jan
1994-01-01
This paper addresses the optimization of neural network architectures. It is suggested to optimize the architecture by selecting the model with minimal estimated averaged generalization error. We consider a least-squares (LS) criterion for estimating neural network models, i.e., the associated...... neural network applications, it is impossible to suggest a perfect model, and consequently the ability to handle incomplete models is urgent. A concise derivation of the GEN-estimator is provided, and its qualities are demonstrated by comparative numerical studies...
Optimizing Neural Network Architectures Using Generalization Error Estimators
Larsen, Jan
1994-01-01
This paper addresses the optimization of neural network architectures. It is suggested to optimize the architecture by selecting the model with minimal estimated averaged generalization error. We consider a least-squares (LS) criterion for estimating neural network models, i.e., the associated...... neural network applications, it is impossible to suggest a perfect model, and consequently the ability to handle incomplete models is urgent. A concise derivation of the GEN-estimator is provided, and its qualities are demonstrated by comparative numerical studies...
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.
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.
Errors in estimating volume increments of forest trees
Magnani F
2014-02-01
Full Text Available Errors in estimating volume increments of forest trees. Periodic tree and stand increments are often estimated retrospectively from measurements of diameter and height growth of standing trees, through the application of various simplifications of the general formula for volume increment rates. In particular, the Hellrigl method and its various formulations have been often suggested in Italy. Like other retrospective approaches, the Hellrigl method is affected by a systematic error, resulting from the assumption as a reference term of conditions at one of the extremes of the period considered. The magnitude of the error introduced by different formulations has been assessed in the present study through their application to mensurational and increment measurements from the detailed growth analysis of 107 Picea abies trees. Results are compared with those obtained with a new equation, which makes reference to the interval mid-point. The newly proposed method makes it possible to drastically reduce the error in the estimate of periodic tree increments, and especially its systematic component. This appears of particular relevance for stand- and national level applications.
ESTIMATING ERROR BOUNDS FOR TERNARY SUBDIVISION CURVES/SURFACES
Ghulam Mustafa; Jiansong Deng
2007-01-01
We estimate error bounds between ternary subdivision curves/surfaces and their control polygons after k-fold subdivision in terms of the maximal differences of the initial control point sequences and constants that depend on the subdivision mask. The bound is independent of the process of subdivision and can be evaluated without recursive subdivision.Our technique is independent of parametrization therefore it can be easily and efficiently implemented. This is useful and important for pre-computing the error bounds of subdivision curves/surfaces in advance in many engineering applications such as surface/surface intersection, mesh generation, NC machining, surface rendering and so on.
Precise Asymptotics of Error Variance Estimator in Partially Linear Models
Shao-jun Guo; Min Chen; Feng Liu
2008-01-01
In this paper, we focus our attention on the precise asymptoties of error variance estimator in partially linear regression models, yi = xTi β + g(ti) +εi, 1 ≤i≤n, {εi,i = 1,... ,n } are i.i.d random errors with mean 0 and positive finite variance q2. Following the ideas of Allan Gut and Aurel Spataru[7,8] and Zhang[21],on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm, respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models.
Estimating pole/zero errors in GSN-IRIS/USGS network calibration metadata
Ringler, A.T.; Hutt, C.R.; Aster, R.; Bolton, H.; Gee, L.S.; Storm, T.
2012-01-01
Mapping the digital record of a seismograph into true ground motion requires the correction of the data by some description of the instrument's response. For the Global Seismographic Network (Butler et al., 2004), as well as many other networks, this instrument response is represented as a Laplace domain pole–zero model and published in the Standard for the Exchange of Earthquake Data (SEED) format. This Laplace representation assumes that the seismometer behaves as a linear system, with any abrupt changes described adequately via multiple time-invariant epochs. The SEED format allows for published instrument response errors as well, but these typically have not been estimated or provided to users. We present an iterative three-step method to estimate the instrument response parameters (poles and zeros) and their associated errors using random calibration signals. First, we solve a coarse nonlinear inverse problem using a least-squares grid search to yield a first approximation to the solution. This approach reduces the likelihood of poorly estimated parameters (a local-minimum solution) caused by noise in the calibration records and enhances algorithm convergence. Second, we iteratively solve a nonlinear parameter estimation problem to obtain the least-squares best-fit Laplace pole–zero–gain model. Third, by applying the central limit theorem, we estimate the errors in this pole–zero model by solving the inverse problem at each frequency in a two-thirds octave band centered at each best-fit pole–zero frequency. This procedure yields error estimates of the 99% confidence interval. We demonstrate the method by applying it to a number of recent Incorporated Research Institutions in Seismology/United States Geological Survey (IRIS/USGS) network calibrations (network code IU).
无
2005-01-01
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith's discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.
Error bounds for surface area estimators based on Crofton's formula
Kiderlen, Markus; Meschenmoser, Daniel
2009-01-01
and the mean is approximated by a finite weighted sum S(A) of the total projections in these directions. The choice of the weights depends on the selected quadrature rule. We define an associated zonotope Z (depending only on the projection directions and the quadrature rule), and show that the relative error...... in the sense that the relative error of the surface area estimator is very close to the minimal error.......According to Crofton’s formula, the surface area S(A) of a sufficiently regular compact set A in R^d is proportional to the mean of all total projections pA (u) on a linear hyperplane with normal u, uniformly averaged over all unit vectors u. In applications, pA (u) is only measured in k directions...
Error Estimation for Moments Analysis in Heavy Ion Collision Experiment
Luo, Xiaofeng
2011-01-01
Higher moments of conserved quantities are predicted to be sensitive to the correlation length and connected to the thermodynamic susceptibility. Thus, higher moments of net-baryon, net-charge and net-strangeness have been extensively studied theoretically and experimentally to explore phase structure and bulk properties of QCD matters created in heavy ion collision experiment. As the higher moments analysis is statistics hungry study, the error estimation is crucial to extract physics information from the limited experimental data. In this paper, we will derive the limit distributions and error formula based on Delta theorem in statistics for various order moments used in the experimental data analysis. The Monte Carlo simulation is also applied to test the error formula.
Error Estimation and Uncertainty Propagation in Computational Fluid Mechanics
Zhu, J. Z.; He, Guowei; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
Numerical simulation has now become an integral part of engineering design process. Critical design decisions are routinely made based on the simulation results and conclusions. Verification and validation of the reliability of the numerical simulation is therefore vitally important in the engineering design processes. We propose to develop theories and methodologies that can automatically provide quantitative information about the reliability of the numerical simulation by estimating numerical approximation error, computational model induced errors and the uncertainties contained in the mathematical models so that the reliability of the numerical simulation can be verified and validated. We also propose to develop and implement methodologies and techniques that can control the error and uncertainty during the numerical simulation so that the reliability of the numerical simulation can be improved.
Dang, H.; Wang, A. S.; Sussman, Marc S.; Siewerdsen, J. H.; Stayman, J. W.
2014-09-01
Sequential imaging studies are conducted in many clinical scenarios. Prior images from previous studies contain a great deal of patient-specific anatomical information and can be used in conjunction with subsequent imaging acquisitions to maintain image quality while enabling radiation dose reduction (e.g., through sparse angular sampling, reduction in fluence, etc). However, patient motion between images in such sequences results in misregistration between the prior image and current anatomy. Existing prior-image-based approaches often include only a simple rigid registration step that can be insufficient for capturing complex anatomical motion, introducing detrimental effects in subsequent image reconstruction. In this work, we propose a joint framework that estimates the 3D deformation between an unregistered prior image and the current anatomy (based on a subsequent data acquisition) and reconstructs the current anatomical image using a model-based reconstruction approach that includes regularization based on the deformed prior image. This framework is referred to as deformable prior image registration, penalized-likelihood estimation (dPIRPLE). Central to this framework is the inclusion of a 3D B-spline-based free-form-deformation model into the joint registration-reconstruction objective function. The proposed framework is solved using a maximization strategy whereby alternating updates to the registration parameters and image estimates are applied allowing for improvements in both the registration and reconstruction throughout the optimization process. Cadaver experiments were conducted on a cone-beam CT testbench emulating a lung nodule surveillance scenario. Superior reconstruction accuracy and image quality were demonstrated using the dPIRPLE algorithm as compared to more traditional reconstruction methods including filtered backprojection, penalized-likelihood estimation (PLE), prior image penalized-likelihood estimation (PIPLE) without registration, and
Green, Cynthia L; Brownie, Cavell; Boos, Dennis D; Lu, Jye-Chyi; Krucoff, Mitchell W
2016-04-01
We propose a novel likelihood method for analyzing time-to-event data when multiple events and multiple missing data intervals are possible prior to the first observed event for a given subject. This research is motivated by data obtained from a heart monitor used to track the recovery process of subjects experiencing an acute myocardial infarction. The time to first recovery, T1, is defined as the time when the ST-segment deviation first falls below 50% of the previous peak level. Estimation of T1 is complicated by data gaps during monitoring and the possibility that subjects can experience more than one recovery. If gaps occur prior to the first observed event, T, the first observed recovery may not be the subject's first recovery. We propose a parametric gap likelihood function conditional on the gap locations to estimate T1 Standard failure time methods that do not fully utilize the data are compared to the gap likelihood method by analyzing data from an actual study and by simulation. The proposed gap likelihood method is shown to be more efficient and less biased than interval censoring and more efficient than right censoring if data gaps occur early in the monitoring process or are short in duration.
Maximum likelihood estimation for Cox's regression model under nested case-control sampling
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...
Maximum Likelihood Estimation of Nonlinear Structural Equation Models with Ignorable Missing Data
Lee, Sik-Yum; Song, Xin-Yuan; Lee, John C. K.
2003-01-01
The existing maximum likelihood theory and its computer software in structural equation modeling are established on the basis of linear relationships among latent variables with fully observed data. However, in social and behavioral sciences, nonlinear relationships among the latent variables are important for establishing more meaningful models…
GPS/DR Error Estimation for Autonomous Vehicle Localization.
Lee, Byung-Hyun; Song, Jong-Hwa; Im, Jun-Hyuck; Im, Sung-Hyuck; Heo, Moon-Beom; Jee, Gyu-In
2015-08-21
Autonomous vehicles require highly reliable navigation capabilities. For example, a lane-following method cannot be applied in an intersection without lanes, and since typical lane detection is performed using a straight-line model, errors can occur when the lateral distance is estimated in curved sections due to a model mismatch. Therefore, this paper proposes a localization method that uses GPS/DR error estimation based on a lane detection method with curved lane models, stop line detection, and curve matching in order to improve the performance during waypoint following procedures. The advantage of using the proposed method is that position information can be provided for autonomous driving through intersections, in sections with sharp curves, and in curved sections following a straight section. The proposed method was applied in autonomous vehicles at an experimental site to evaluate its performance, and the results indicate that the positioning achieved accuracy at the sub-meter level.
Stress Recovery and Error Estimation for Shell Structures
Yazdani, A. A.; Riggs, H. R.; Tessler, A.
2000-01-01
The Penalized Discrete Least-Squares (PDLS) stress recovery (smoothing) technique developed for two dimensional linear elliptic problems is adapted here to three-dimensional shell structures. The surfaces are restricted to those which have a 2-D parametric representation, or which can be built-up of such surfaces. The proposed strategy involves mapping the finite element results to the 2-D parametric space which describes the geometry, and smoothing is carried out in the parametric space using the PDLS-based Smoothing Element Analysis (SEA). Numerical results for two well-known shell problems are presented to illustrate the performance of SEA/PDLS for these problems. The recovered stresses are used in the Zienkiewicz-Zhu a posteriori error estimator. The estimated errors are used to demonstrate the performance of SEA-recovered stresses in automated adaptive mesh refinement of shell structures. The numerical results are encouraging. Further testing involving more complex, practical structures is necessary.
GPS/DR Error Estimation for Autonomous Vehicle Localization
Byung-Hyun Lee
2015-08-01
Full Text Available Autonomous vehicles require highly reliable navigation capabilities. For example, a lane-following method cannot be applied in an intersection without lanes, and since typical lane detection is performed using a straight-line model, errors can occur when the lateral distance is estimated in curved sections due to a model mismatch. Therefore, this paper proposes a localization method that uses GPS/DR error estimation based on a lane detection method with curved lane models, stop line detection, and curve matching in order to improve the performance during waypoint following procedures. The advantage of using the proposed method is that position information can be provided for autonomous driving through intersections, in sections with sharp curves, and in curved sections following a straight section. The proposed method was applied in autonomous vehicles at an experimental site to evaluate its performance, and the results indicate that the positioning achieved accuracy at the sub-meter level.
Zhou, Daniel K.; Larar, Allen M.; Liu, Xu; Smith, William L.; Strow, Larry, L.
2013-01-01
Great effort has been devoted towards validating geophysical parameters retrieved from ultraspectral infrared radiances obtained from satellite remote sensors. An error consistency analysis scheme (ECAS), utilizing fast radiative transfer model (RTM) forward and inverse calculations, has been developed to estimate the error budget in terms of mean difference and standard deviation of error in both spectral radiance and retrieval domains. The retrieval error is assessed through ECAS without relying on other independent measurements such as radiosonde data. ECAS establishes a link between the accuracies of radiances and retrieved geophysical parameters. ECAS can be applied to measurements from any ultraspectral instrument and any retrieval scheme with its associated RTM. In this manuscript, ECAS is described and demonstrated with measurements from the MetOp-A satellite Infrared Atmospheric Sounding Interferometer (IASI). This scheme can be used together with other validation methodologies to give a more definitive characterization of the error and/or uncertainty of geophysical parameters retrieved from ultraspectral radiances observed from current and future satellite remote sensors such as IASI, the Atmospheric Infrared Sounder (AIRS), and the Cross-track Infrared Sounder (CrIS).
Regularization and error estimates for nonhomogeneous backward heat problems
Duc Trong Dang
2006-01-01
Full Text Available In this article, we study the inverse time problem for the non-homogeneous heat equation which is a severely ill-posed problem. We regularize this problem using the quasi-reversibility method and then obtain error estimates on the approximate solutions. Solutions are calculated by the contraction principle and shown in numerical experiments. We obtain also rates of convergence to the exact solution.
Sensor Analytics: Radioactive gas Concentration Estimation and Error Propagation
Anderson, Dale N.; Fagan, Deborah K.; Suarez, Reynold; Hayes, James C.; McIntyre, Justin I.
2007-04-15
This paper develops the mathematical statistics of a radioactive gas quantity measurement and associated error propagation. The probabilistic development is a different approach to deriving attenuation equations and offers easy extensions to more complex gas analysis components through simulation. The mathematical development assumes a sequential process of three components; I) the collection of an environmental sample, II) component gas extraction from the sample through the application of gas separation chemistry, and III) the estimation of radioactivity of component gases.
Interpolation Error Estimates for Mean Value Coordinates over Convex Polygons.
Rand, Alexander; Gillette, Andrew; Bajaj, Chandrajit
2013-08-01
In a similar fashion to estimates shown for Harmonic, Wachspress, and Sibson coordinates in [Gillette et al., AiCM, to appear], we prove interpolation error estimates for the mean value coordinates on convex polygons suitable for standard finite element analysis. Our analysis is based on providing a uniform bound on the gradient of the mean value functions for all convex polygons of diameter one satisfying certain simple geometric restrictions. This work makes rigorous an observed practical advantage of the mean value coordinates: unlike Wachspress coordinates, the gradient of the mean value coordinates does not become large as interior angles of the polygon approach π.
Zhu, Fangqiang; Hummer, Gerhard
2012-02-05
The weighted histogram analysis method (WHAM) has become the standard technique for the analysis of umbrella sampling simulations. In this article, we address the challenges (1) of obtaining fast and accurate solutions of the coupled nonlinear WHAM equations, (2) of quantifying the statistical errors of the resulting free energies, (3) of diagnosing possible systematic errors, and (4) of optimally allocating of the computational resources. Traditionally, the WHAM equations are solved by a fixed-point direct iteration method, despite poor convergence and possible numerical inaccuracies in the solutions. Here, we instead solve the mathematically equivalent problem of maximizing a target likelihood function, by using superlinear numerical optimization algorithms with a significantly faster convergence rate. To estimate the statistical errors in one-dimensional free energy profiles obtained from WHAM, we note that for densely spaced umbrella windows with harmonic biasing potentials, the WHAM free energy profile can be approximated by a coarse-grained free energy obtained by integrating the mean restraining forces. The statistical errors of the coarse-grained free energies can be estimated straightforwardly and then used for the WHAM results. A generalization to multidimensional WHAM is described. We also propose two simple statistical criteria to test the consistency between the histograms of adjacent umbrella windows, which help identify inadequate sampling and hysteresis in the degrees of freedom orthogonal to the reaction coordinate. Together, the estimates of the statistical errors and the diagnostics of inconsistencies in the potentials of mean force provide a basis for the efficient allocation of computational resources in free energy simulations.
Silverman, Merav H; Jedd, Kelly; Luciana, Monica
2015-11-15
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 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.
Nezhel'skaya, L. A.
2016-09-01
A flow of physical events (photons, electrons, and other elementary particles) is studied. One of the mathematical models of such flows is the modulated MAP flow of events circulating under conditions of unextendable dead time period. It is assumed that the dead time period is an unknown fixed value. The problem of estimation of the dead time period from observations of arrival times of events is solved by the method of maximum likelihood.
Zhanshan Wang; Longhu Quan; Xiuchong Liu
2014-01-01
The control of a high performance alternative current (AC) motor drive under sensorless operation needs the accurate estimation of rotor position. In this paper, one method of accurately estimating rotor position by using both motor complex number model based position estimation and position estimation error suppression proportion integral (PI) controller is proposed for the sensorless control of the surface permanent magnet synchronous motor (SPMSM). In order to guarantee the accuracy of rot...
Yang Fengfan
2004-01-01
A new technique for turbo decoder is proposed by using a local subsidiary maximum likelihood decoding and a probability distributions family for the extrinsic information. The optimal distribution of the extrinsic information is dynamically specified for each component decoder.The simulation results show that the iterative decoder with the new technique outperforms that of the decoder with the traditional Gaussian approach for the extrinsic information under the same conditions.
Kassabian, Nazelie; Lo Presti, Letizia; Rispoli, Francesco
2014-06-11
Railway signaling is a safety system that has evolved over the last couple of centuries towards autonomous functionality. Recently, great effort is being devoted in this field, towards the use and exploitation of Global Navigation Satellite System (GNSS) signals and GNSS augmentation systems in view of lower railway track equipments and maintenance costs, that is a priority to sustain the investments for modernizing the local and regional lines most of which lack automatic train protection systems and are still manually operated. The objective of this paper is to assess the sensitivity of the Linear Minimum Mean Square Error (LMMSE) algorithm to modeling errors in the spatial correlation function that characterizes true pseudorange Differential Corrections (DCs). This study is inspired by the railway application; however, it applies to all transportation systems, including the road sector, that need to be complemented by an augmentation system in order to deliver accurate and reliable positioning with integrity specifications. A vector of noisy pseudorange DC measurements are simulated, assuming a Gauss-Markov model with a decay rate parameter inversely proportional to the correlation distance that exists between two points of a certain environment. The LMMSE algorithm is applied on this vector to estimate the true DC, and the estimation error is compared to the noise added during simulation. The results show that for large enough correlation distance to Reference Stations (RSs) distance separation ratio values, the LMMSE brings considerable advantage in terms of estimation error accuracy and precision. Conversely, the LMMSE algorithm may deteriorate the quality of the DC measurements whenever the ratio falls below a certain threshold.
Nazelie Kassabian
2014-06-01
Full Text Available Railway signaling is a safety system that has evolved over the last couple of centuries towards autonomous functionality. Recently, great effort is being devoted in this field, towards the use and exploitation of Global Navigation Satellite System (GNSS signals and GNSS augmentation systems in view of lower railway track equipments and maintenance costs, that is a priority to sustain the investments for modernizing the local and regional lines most of which lack automatic train protection systems and are still manually operated. The objective of this paper is to assess the sensitivity of the Linear Minimum Mean Square Error (LMMSE algorithm to modeling errors in the spatial correlation function that characterizes true pseudorange Differential Corrections (DCs. This study is inspired by the railway application; however, it applies to all transportation systems, including the road sector, that need to be complemented by an augmentation system in order to deliver accurate and reliable positioning with integrity specifications. A vector of noisy pseudorange DC measurements are simulated, assuming a Gauss-Markov model with a decay rate parameter inversely proportional to the correlation distance that exists between two points of a certain environment. The LMMSE algorithm is applied on this vector to estimate the true DC, and the estimation error is compared to the noise added during simulation. The results show that for large enough correlation distance to Reference Stations (RSs distance separation ratio values, the LMMSE brings considerable advantage in terms of estimation error accuracy and precision. Conversely, the LMMSE algorithm may deteriorate the quality of the DC measurements whenever the ratio falls below a certain threshold.
Kendall, W L; Pollock, K H; Brownie, C
1995-03-01
The Jolly-Seber method has been the traditional approach to the estimation of demographic parameters in long-term capture-recapture studies of wildlife and fish species. This method involves restrictive assumptions about capture probabilities that can lead to biased estimates, especially of population size and recruitment. Pollock (1982, Journal of Wildlife Management 46, 752-757) proposed a sampling scheme in which a series of closely spaced samples were separated by longer intervals such as a year. For this "robust design," Pollock suggested a flexible ad hoc approach that combines the Jolly-Seber estimators with closed population estimators, to reduce bias caused by unequal catchability, and to provide estimates for parameters that are unidentifiable by the Jolly-Seber method alone. In this paper we provide a formal modelling framework for analysis of data obtained using the robust design. We develop likelihood functions for the complete data structure under a variety of models and examine the relationship among the models. We compute maximum likelihood estimates for the parameters by applying a conditional argument, and compare their performance against those of ad hoc and Jolly-Seber approaches using simulation.
Normalized Minimum Error Entropy Algorithm with Recursive Power Estimation
Namyong Kim
2016-06-01
Full Text Available The minimum error entropy (MEE algorithm is known to be superior in signal processing applications under impulsive noise. In this paper, based on the analysis of behavior of the optimum weight and the properties of robustness against impulsive noise, a normalized version of the MEE algorithm is proposed. The step size of the MEE algorithm is normalized with the power of input entropy that is estimated recursively for reducing its computational complexity. The proposed algorithm yields lower minimum MSE (mean squared error and faster convergence speed simultaneously than the original MEE algorithm does in the equalization simulation. On the condition of the same convergence speed, its performance enhancement in steady state MSE is above 3 dB.
Estimation in the polynomial errors-in-variables model
ZHANG; Sanguo
2002-01-01
［1］Kendall, M. G., Stuart, A., The Advanced Theory of Statistics, Vol. 2, New York: Charles Griffin, 1979.［2］Fuller, W. A., Measurement Error Models, New York: Wiley, 1987.［3］Carroll, R. J., Ruppert D., Stefanski, L. A., Measurement Error in Nonlinear Models, London: Chapman & Hall, 1995.［4］Stout, W. F., Almost Sure Convergence, New York: Academic Press, 1974,154.［5］Petrov, V. V., Sums of Independent Random Variables, New York: Springer-Verlag, 1975, 272.［6］Zhang, S. G., Chen, X. R., Consistency of modified MLE in EV model with replicated observation, Science in China, Ser. A, 2001, 44(3): 304-310.［7］Lai, T. L., Robbins, H., Wei, C. Z., Strong consistency of least squares estimates in multiple regression, J. Multivariate Anal., 1979, 9: 343-362.
Error estimation and adaptivity for transport problems with uncertain parameters
Sahni, Onkar; Li, Jason; Oberai, Assad
2016-11-01
Stochastic partial differential equations (PDEs) with uncertain parameters and source terms arise in many transport problems. In this study, we develop and apply an adaptive approach based on the variational multiscale (VMS) formulation for discretizing stochastic PDEs. In this approach we employ finite elements in the physical domain and generalize polynomial chaos based spectral basis in the stochastic domain. We demonstrate our approach on non-trivial transport problems where the uncertain parameters are such that the advective and diffusive regimes are spanned in the stochastic domain. We show that the proposed method is effective as a local error estimator in quantifying the element-wise error and in driving adaptivity in the physical and stochastic domains. We will also indicate how this approach may be extended to the Navier-Stokes equations. NSF Award 1350454 (CAREER).
Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
YUE Li; CHEN Xiru
2004-01-01
Under the assumption that in the generalized linear model (GLM) the expectation of the response variable has a correct specification and some other smooth conditions,it is shown that with probability one the quasi-likelihood equation for the GLM has a solution when the sample size n is sufficiently large. The rate of this solution tending to the true value is determined. In an important special case, this rate is the same as specified in the LIL for iid partial sums and thus cannot be improved anymore.
Morse, Brad S.; Pohll, Greg; Huntington, Justin; Rodriguez Castillo, Ramiro
2003-06-01
In 1992, Mexican researchers discovered concentrations of arsenic in excess of World Heath Organization (WHO) standards in several municipal wells in the Zimapan Valley of Mexico. This study describes a method to delineate a capture zone for one of the most highly contaminated wells to aid in future well siting. A stochastic approach was used to model the capture zone because of the high level of uncertainty in several input parameters. Two stochastic techniques were performed and compared: "standard" Monte Carlo analysis and the generalized likelihood uncertainty estimator (GLUE) methodology. The GLUE procedure differs from standard Monte Carlo analysis in that it incorporates a goodness of fit (termed a likelihood measure) in evaluating the model. This allows for more information (in this case, head data) to be used in the uncertainty analysis, resulting in smaller prediction uncertainty. Two likelihood measures are tested in this study to determine which are in better agreement with the observed heads. While the standard Monte Carlo approach does not aid in parameter estimation, the GLUE methodology indicates best fit models when hydraulic conductivity is approximately 10-6.5 m/s, with vertically isotropic conditions and large quantities of interbasin flow entering the basin. Probabilistic isochrones (capture zone boundaries) are then presented, and as predicted, the GLUE-derived capture zones are significantly smaller in area than those from the standard Monte Carlo approach.
Erasing errors due to alignment ambiguity when estimating positive selection.
Redelings, Benjamin
2014-08-01
Current estimates of diversifying positive selection rely on first having an accurate multiple sequence alignment. Simulation studies have shown that under biologically plausible conditions, relying on a single estimate of the alignment from commonly used alignment software can lead to unacceptably high false-positive rates in detecting diversifying positive selection. We present a novel statistical method that eliminates excess false positives resulting from alignment error by jointly estimating the degree of positive selection and the alignment under an evolutionary model. Our model treats both substitutions and insertions/deletions as sequence changes on a tree and allows site heterogeneity in the substitution process. We conduct inference starting from unaligned sequence data by integrating over all alignments. This approach naturally accounts for ambiguous alignments without requiring ambiguously aligned sites to be identified and removed prior to analysis. We take a Bayesian approach and conduct inference using Markov chain Monte Carlo to integrate over all alignments on a fixed evolutionary tree topology. We introduce a Bayesian version of the branch-site test and assess the evidence for positive selection using Bayes factors. We compare two models of differing dimensionality using a simple alternative to reversible-jump methods. We also describe a more accurate method of estimating the Bayes factor using Rao-Blackwellization. We then show using simulated data that jointly estimating the alignment and the presence of positive selection solves the problem with excessive false positives from erroneous alignments and has nearly the same power to detect positive selection as when the true alignment is known. We also show that samples taken from the posterior alignment distribution using the software BAli-Phy have substantially lower alignment error compared with MUSCLE, MAFFT, PRANK, and FSA alignments.
ERROR ESTIMATES FOR THE TIME DISCRETIZATION FOR NONLINEAR MAXWELL'S EQUATIONS
Marián Slodi(c)ka; Ján Bu(s)a Jr.
2008-01-01
This paper is devoted to the study of a nonlinear evolution eddy current model of the type (б)tB(H) +▽×(▽×H) = 0 subject to homogeneous Dirichlet boundary conditions H×v = 0 and a given initial datum. Here, the magnetic properties of a soft ferromagnet are linked by a nonlinear material law described by B(H). We apply the backward Euler method for the time discretization and we derive the error estimates in suitable function spaces. The results depend on the nonlinearity of B(H).
Bellili, Faouzi; Meftehi, Rabii; Affes, Sofiene; Stephenne, Alex
2015-01-01
In this paper, we tackle for the first time the problem of maximum likelihood (ML) estimation of the signal-to-noise ratio (SNR) parameter over time-varying single-input multiple-output (SIMO) channels. Both the data-aided (DA) and the non-data-aided (NDA) schemes are investigated. Unlike classical techniques where the channel is assumed to be slowly time-varying and, therefore, considered as constant over the entire observation period, we address the more challenging problem of instantaneous (i.e., short-term or local) SNR estimation over fast time-varying channels. The channel variations are tracked locally using a polynomial-in-time expansion. First, we derive in closed-form expressions the DA ML estimator and its bias. The latter is subsequently subtracted in order to obtain a new unbiased DA estimator whose variance and the corresponding Cram\\'er-Rao lower bound (CRLB) are also derived in closed form. Due to the extreme nonlinearity of the log-likelihood function (LLF) in the NDA case, we resort to the expectation-maximization (EM) technique to iteratively obtain the exact NDA ML SNR estimates within very few iterations. Most remarkably, the new EM-based NDA estimator is applicable to any linearly-modulated signal and provides sufficiently accurate soft estimates (i.e., soft detection) for each of the unknown transmitted symbols. Therefore, hard detection can be easily embedded in the iteration loop in order to improve its performance at low to moderate SNR levels. We show by extensive computer simulations that the new estimators are able to accurately estimate the instantaneous per-antenna SNRs as they coincide with the DA CRLB over a wide range of practical SNRs.
O'Hare, A; Orton, R J; Bessell, P R; Kao, R R
2014-05-22
Fitting models with Bayesian likelihood-based parameter inference is becoming increasingly important in infectious disease epidemiology. Detailed datasets present the opportunity to identify subsets of these data that capture important characteristics of the underlying epidemiology. One such dataset describes the epidemic of bovine tuberculosis (bTB) in British cattle, which is also an important exemplar of a disease with a wildlife reservoir (the Eurasian badger). Here, we evaluate a set of nested dynamic models of bTB transmission, including individual- and herd-level transmission heterogeneity and assuming minimal prior knowledge of the transmission and diagnostic test parameters. We performed a likelihood-based bootstrapping operation on the model to infer parameters based only on the recorded numbers of cattle testing positive for bTB at the start of each herd outbreak considering high- and low-risk areas separately. Models without herd heterogeneity are preferred in both areas though there is some evidence for super-spreading cattle. Similar to previous studies, we found low test sensitivities and high within-herd basic reproduction numbers (R0), suggesting that there may be many unobserved infections in cattle, even though the current testing regime is sufficient to control within-herd epidemics in most cases. Compared with other, more data-heavy approaches, the summary data used in our approach are easily collected, making our approach attractive for other systems.
Falk, Carl F; Cai, Li
2016-06-01
We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives.
E. Waarts (Eric); M.A. Carree (Martin); B. Wierenga (Berend)
1991-01-01
textabstractThe authors build on the idea put forward by Shugan to infer product maps from scanning data. They demonstrate that the actual estimation procedure used by Shugan has several methodological problems and may yield unstable estimates. They propose an alternative estimation procedure, full-
Real-Time Parameter Estimation Using Output Error
Grauer, Jared A.
2014-01-01
Output-error parameter estimation, normally a post- ight batch technique, was applied to real-time dynamic modeling problems. Variations on the traditional algorithm were investigated with the goal of making the method suitable for operation in real time. Im- plementation recommendations are given that are dependent on the modeling problem of interest. Application to ight test data showed that accurate parameter estimates and un- certainties for the short-period dynamics model were available every 2 s using time domain data, or every 3 s using frequency domain data. The data compatibility problem was also solved in real time, providing corrected sensor measurements every 4 s. If uncertainty corrections for colored residuals are omitted, this rate can be increased to every 0.5 s.
Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood.
Davenport, Clemontina A; Maity, Arnab; Wu, Yichao
2015-04-01
Varying coefficient models allow us to generalize standard linear regression models to incorporate complex covariate effects by modeling the regression coefficients as functions of another covariate. For nonparametric varying coefficients, we can borrow the idea of parametrically guided estimation to improve asymptotic bias. In this paper, we develop a guided estimation procedure for the nonparametric varying coefficient models. Asymptotic properties are established for the guided estimators and a method of bandwidth selection via bias-variance tradeoff is proposed. We compare the performance of the guided estimator with that of the unguided estimator via both simulation and real data examples.
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/
D. L. Bricker
1997-01-01
Full Text Available The problem of assigning cell probabilities to maximize a multinomial likelihood with order restrictions on the probabilies and/or restrictions on the local odds ratios is modeled as a posynomial geometric program (GP, a class of nonlinear optimization problems with a well-developed duality theory and collection of algorithms. (Local odds ratios provide a measure of association between categorical random variables. A constrained multinomial MLE example from the literature is solved, and the quality of the solution is compared with that obtained by the iterative method of El Barmi and Dykstra, which is based upon Fenchel duality. Exploiting the proximity of the GP model of MLE problems to linear programming (LP problems, we also describe as an alternative, in the absence of special-purpose GP software, an easily implemented successive LP approximation method for solving this class of MLE problems using one of the readily available LP solvers.
Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang
2017-02-09
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 (MLE1 and MLE2, respectively), and Greenwood approximation (MLEgw) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE1, the MLE2 and MLEgw 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 MLE2 and MLEgw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE2 and MLEgw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization.
EMPIRICAL LIKELIHOOD FOR LINEAR MODELS UNDER m-DEPENDENT ERRORS%m-相依误差情形线性模型中的经验似然方法
秦永松; 姜波; 黎玉芳
2005-01-01
In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.
Lermer, Eva; Streicher, Bernhard; Sachs, Rainer; Raue, Martina; Frey, Dieter
2016-03-01
Recent findings on construal level theory (CLT) suggest that abstract thinking leads to a lower estimated probability of an event occurring compared to concrete thinking. We applied this idea to the risk context and explored the influence of construal level (CL) on the overestimation of small and underestimation of large probabilities for risk estimates concerning a vague target person (Study 1 and Study 3) and personal risk estimates (Study 2). We were specifically interested in whether the often-found overestimation of small probabilities could be reduced with abstract thinking, and the often-found underestimation of large probabilities was reduced with concrete thinking. The results showed that CL influenced risk estimates. In particular, a concrete mindset led to higher risk estimates compared to an abstract mindset for several adverse events, including events with small and large probabilities. This suggests that CL manipulation can indeed be used for improving the accuracy of lay people's estimates of small and large probabilities. Moreover, the results suggest that professional risk managers' risk estimates of common events (thus with a relatively high probability) could be improved by adopting a concrete mindset. However, the abstract manipulation did not lead managers to estimate extremely unlikely events more accurately. Potential reasons for different CL manipulation effects on risk estimates' accuracy between lay people and risk managers are discussed.
CO2 flux estimation errors associated with moist atmospheric processes
S. Pawson
2012-04-01
Full Text Available Vertical transport by moist sub-grid scale processes such as deep convection is a well-known source of uncertainty in CO2 source/sink inversion. However, a dynamical link between moist transport, satellite CO2 retrievals, and source/sink inversion has not yet been established. Here we examine the effect of moist processes on (1 synoptic CO2 transport by Version-4 and Version-5 NASA Goddard Earth Observing System Data Assimilation System (NASA-DAS meteorological analyses, and (2 source/sink inversion. We find that synoptic transport processes, such as fronts and dry/moist conveyors, feed off background vertical CO2 gradients, which are modulated by sub-grid vertical transport. The implication for source/sink estimation is two-fold. First, CO2 variations contained in moist poleward moving air masses are systematically different from variations in dry equatorward moving air. Moist poleward transport is hidden from orbital sensors on satellites, causing a sampling bias, which leads directly to continental scale source/sink estimation errors of up to 0.25 PgC yr−1 in northern mid-latitudes. Second, moist processes are represented differently in GEOS-4 and GEOS-5, leading to differences in vertical CO2 gradients, moist poleward and dry equatorward CO2 transport, and therefore the fraction of CO2 variations hidden in moist air from satellites. As a result, sampling biases are amplified, causing source/sink estimation errors of up to 0.55 PgC yr−1 in northern mid-latitudes. These results, cast from the perspective of moist frontal transport processes, support previous arguments that the vertical gradient of CO2 is a major source of uncertainty in source/sink inversion.
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, Robert
We consider the problem of conducting estimation and inference on the parameters of univariate heteroskedastic fractionally integrated time series models. We first extend existing results in the literature, developed for conditional sum-of squares estimators in the context of parametric fractional...... time series models driven by conditionally homoskedastic shocks, to allow for conditional and unconditional heteroskedasticity both of a quite general and unknown form. Global consistency and asymptotic normality are shown to still obtain; however, the covariance matrix of the limiting distribution...... of the estimator now depends on nuisance parameters derived both from the weak dependence and heteroskedasticity present in the shocks. We then investigate classical methods of inference based on the Wald, likelihood ratio and Lagrange multiplier tests for linear hypotheses on either or both of the long and short...
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/.
Wang Huai-Chun
2009-09-01
Full Text Available Abstract Background The covarion hypothesis of molecular evolution holds that selective pressures on a given amino acid or nucleotide site are dependent on the identity of other sites in the molecule that change throughout time, resulting in changes of evolutionary rates of sites along the branches of a phylogenetic tree. At the sequence level, covarion-like evolution at a site manifests as conservation of nucleotide or amino acid states among some homologs where the states are not conserved in other homologs (or groups of homologs. Covarion-like evolution has been shown to relate to changes in functions at sites in different clades, and, if ignored, can adversely affect the accuracy of phylogenetic inference. Results PROCOV (protein covarion analysis is a software tool that implements a number of previously proposed covarion models of protein evolution for phylogenetic inference in a maximum likelihood framework. Several algorithmic and implementation improvements in this tool over previous versions make computationally expensive tree searches with covarion models more efficient and analyses of large phylogenomic data sets tractable. PROCOV can be used to identify covarion sites by comparing the site likelihoods under the covarion process to the corresponding site likelihoods under a rates-across-sites (RAS process. Those sites with the greatest log-likelihood difference between a 'covarion' and an RAS process were found to be of functional or structural significance in a dataset of bacterial and eukaryotic elongation factors. Conclusion Covarion models implemented in PROCOV may be especially useful for phylogenetic estimation when ancient divergences between sequences have occurred and rates of evolution at sites are likely to have changed over the tree. It can also be used to study lineage-specific functional shifts in protein families that result in changes in the patterns of site variability among subtrees.
Richards, V. M.; Dai, W.
2014-01-01
A MATLAB toolbox for the efficient estimation of the threshold, slope, and lapse rate of the psychometric function is described. The toolbox enables the efficient implementation of the updated maximum-likelihood (UML) procedure. The toolbox uses an object-oriented architecture for organizing the experimental variables and computational algorithms, which provides experimenters with flexibility in experimental design and data management. Descriptions of the UML procedure and the UML Toolbox are provided, followed by toolbox use examples. Finally, guidelines and recommendations of parameter configurations are given. PMID:24671826
Shen, Yi; Dai, Wei; Richards, Virginia M
2015-03-01
A MATLAB toolbox for the efficient estimation of the threshold, slope, and lapse rate of the psychometric function is described. The toolbox enables the efficient implementation of the updated maximum-likelihood (UML) procedure. The toolbox uses an object-oriented architecture for organizing the experimental variables and computational algorithms, which provides experimenters with flexibility in experimental design and data management. Descriptions of the UML procedure and the UML Toolbox are provided, followed by toolbox use examples. Finally, guidelines and recommendations of parameter configurations are given.
OPTIMAL ERROR ESTIMATES OF THE PARTITION OF UNITY METHOD WITH LOCAL POLYNOMIAL APPROXIMATION SPACES
Yun-qing Huang; Wei Li; Fang Su
2006-01-01
In this paper, we provide a theoretical analysis of the partition of unity finite element method(PUFEM), which belongs to the family of meshfree methods. The usual error analysis only shows the order of error estimate to the same as the local approximations[12].Using standard linear finite element base functions as partition of unity and polynomials as local approximation space, in 1-d case, we derive optimal order error estimates for PUFEM interpolants. Our analysis show that the error estimate is of one order higher than the local approximations. The interpolation error estimates yield optimal error estimates for PUFEM solutions of elliptic boundary value problems.
Estimating the likelihood of an eruption from a volcano with missing onsets in its record
Wang, Ting; Bebbington, Mark
2012-10-01
Historical eruption records are often incomplete, a problem which is exacerbated in dealing with catalogs derived from geologic records. We examine the problem of estimating the true (adjusted for missing observations) parameters and hence the hazard in a Weibull (or gamma) renewal model, which is commonly used to model time series of volcanic onsets. Robust regression, robust estimation using repeated medians, and results from the theory of inverses of thinned renewal processes failed to provide consistent estimates from simulated data. Hence we adopted a hidden Markov model framework, where the hidden state is a reflection of the number of missing onsets. This also allows for the completeness level of the record to be estimated, and offers a means of determining where in the record the missing observations are likely to be found. Tested on data from the Holocene record of Mt Taranaki, the preliminary estimates of completeness are 86-87% complete (record 7 ka — present) and 78-80% complete beyond that. These figures were independently verified using a model of tephra dispersal. The estimated present hazard is approximately 20% higher than estimated without allowing for missing data.
Jones, Douglas H.
The progress of modern mental test theory depends very much on the techniques of maximum likelihood estimation, and many popular applications make use of likelihoods induced by logistic item response models. While, in reality, item responses are nonreplicate within a single examinee and the logistic models are only ideal, practitioners make…
LOCAL A PRIORI AND A POSTERIORI ERROR ESTIMATE OF TQC9 ELEMENT FOR THE BIHARMONIC EQUATION
Ming Wang; Weimeng Zhang
2008-01-01
In this paper,local a priori,local a posteriori and global a posteriori error estimates are obtained for TQC9 element for the biharmonic equation.An adaptive algorithm is given based on the a posteriori error estimates.
Mazza, Gina L; Enders, Craig K; Ruehlman, Linda S
2015-01-01
Often when participants have missing scores on one or more of the items comprising a scale, researchers compute prorated scale scores by averaging the available items. Methodologists have cautioned that proration may make strict assumptions about the mean and covariance structures of the items comprising the scale (Schafer & Graham, 2002 ; Graham, 2009 ; Enders, 2010 ). We investigated proration empirically and found that it resulted in bias even under a missing completely at random (MCAR) mechanism. To encourage researchers to forgo proration, we describe a full information maximum likelihood (FIML) approach to item-level missing data handling that mitigates the loss in power due to missing scale scores and utilizes the available item-level data without altering the substantive analysis. Specifically, we propose treating the scale score as missing whenever one or more of the items are missing and incorporating items as auxiliary variables. Our simulations suggest that item-level missing data handling drastically increases power relative to scale-level missing data handling. These results have important practical implications, especially when recruiting more participants is prohibitively difficult or expensive. Finally, we illustrate the proposed method with data from an online chronic pain management program.
Transition State Theory: Variational Formulation, Dynamical Corrections, and Error Estimates
vanden-Eijnden, Eric
2009-03-01
Transition state theory (TST) is discussed from an original viewpoint: it is shown how to compute exactly the mean frequency of transition between two predefined sets which either partition phase space (as in TST) or are taken to be well separate metastable sets corresponding to long-lived conformation states (as necessary to obtain the actual transition rate constants between these states). Exact and approximate criterions for the optimal TST dividing surface with minimum recrossing rate are derived. Some issues about the definition and meaning of the free energy in the context of TST are also discussed. Finally precise error estimates for the numerical procedure to evaluate the transmission coefficient κS of the TST dividing surface are given, and it shown that the relative error on κS scales as 1/√κS when κS is small. This implies that dynamical corrections to the TST rate constant can be computed efficiently if and only if the TST dividing surface has a transmission coefficient κS which is not too small. In particular the TST dividing surface must be optimized upon (for otherwise κS is generally very small), but this may not be sufficient to make the procedure numerically efficient (because the optimal dividing surface has maximum κS, but this coefficient may still be very small).
LEE Tien-hsu; WANG Jong-tzy; CHEN Jhih-bin; CHANG Pao-chi
2006-01-01
Although H.264 video coding standard provides several error resilience tools, the damage caused by error propagation may still be tremendous. This work is aimed at developing a robust and standard-compliant error resilient coding scheme for H.264and uses techniques of mode decision, data hiding, and error concealment to reduce the damage from error propagation. This paper proposes a system with two error resilience techniques that can improve the robustness of H.264 in noisy channels. The first technique is Nearest Neighbor motion compensated Error Concealment (NNEC) that chooses the nearest neighbors in the reference frames for error concealment. The second technique is Distortion Estimated Mode Decision (DEMD) that selects an optimal mode based on stochastically distorted frames. Observed simulation results showed that the rate-distortion performances of the proposed algorithms are better than those of the compared algorithms.
Error estimates for the Skyrme-Hartree-Fock model
Erler, J
2014-01-01
There are many complementing strategies to estimate the extrapolation errors of a model which was calibrated in least-squares fits. We consider the Skyrme-Hartree-Fock model for nuclear structure and dynamics and exemplify the following five strategies: uncertainties from statistical analysis, covariances between observables, trends of residuals, variation of fit data, dedicated variation of model parameters. This gives useful insight into the impact of the key fit data as they are: binding energies, charge r.m.s. radii, and charge formfactor. Amongst others, we check in particular the predictive value for observables in the stable nucleus $^{208}$Pb, the super-heavy element $^{266}$Hs, $r$-process nuclei, and neutron stars.
Sampling errors in rainfall estimates by multiple satellites
North, Gerald R.; Shen, Samuel S. P.; Upson, Robert
1993-01-01
This paper examines the sampling characteristics of combining data collected by several low-orbiting satellites attempting to estimate the space-time average of rain rates. The several satellites can have different orbital and swath-width parameters. The satellite overpasses are allowed to make partial coverage snapshots of the grid box with each overpass. Such partial visits are considered in an approximate way, letting each intersection area fraction of the grid box by a particular satellite swath be a random variable with mean and variance parameters computed from exact orbit calculations. The derivation procedure is based upon the spectral minimum mean-square error formalism introduced by North and Nakamoto. By using a simple parametric form for the spacetime spectral density, simple formulas are derived for a large number of examples, including the combination of the Tropical Rainfall Measuring Mission with an operational sun-synchronous orbiter. The approximations and results are discussed and directions for future research are summarized.
基于最大似然估计的加权质心定位算法%Weighted Centroid Localization Algorithm Based on Maximum Likelihood Estimation
卢先领; 夏文瑞
2016-01-01
In solving the problem of localizing nodes in a wireless sensor network,we propose a weighted centroid localization algorithm based on maximum likelihood estimation,with the specific goal of solving the problems of big received signal strength indication (RSSI)ranging error and low accuracy of the centroid localization algorithm.Firstly,the maximum likelihood estimation between the estimated distance and the actual distance is calculated as weights.Then,a parameter k is introduced to optimize the weights between the anchor nodes and the unknown nodes in the weight model.Finally,the locations of the unknown nodes are calculated and modified by using the proposed algorithm.The simulation results show that the weighted centroid algorithm based on the maximum likelihood estimation has the features of high localization accuracy and low cost,and has better performance compared with the inverse distance-based algorithm and the inverse RSSI-based algo-rithm.Hence,the proposed algorithm is more suitable for the indoor localization of large areas.%为解决无线传感器网络中节点自身定位问题，针对接收信号强度指示（received signal strength indication，RSSI）测距误差大和质心定位算法精度低的问题，提出一种基于最大似然估计的加权质心定位算法。首先通过计算将估计距离与实际距离之间的最大似然估计值作为权值，然后在权值模型中，引进一个参数k优化未知节点周围锚节点分布，最后计算出未知节点的位置并加以修正。仿真结果表明，基于最大似然估计的加权质心算法具有定位精度高和成本低的特点，优于基于距离倒数的质心加权和基于RSSI倒数的质心加权算法，适用于大面积的室内定位。
Discontinuous Galerkin error estimation for linear symmetric hyperbolic systems
Adjerid, Slimane; Weinhart, Thomas
2009-01-01
In this manuscript we present an error analysis for the discontinuous Galerkin discretization error of multi-dimensional first-order linear symmetric hyperbolic systems of partial differential equations. We perform a local error analysis by writing the local error as a series and showing that its le
Process for estimating likelihood and confidence in post detonation nuclear forensics.
Darby, John L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Craft, Charles M. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2014-07-01
Technical nuclear forensics (TNF) must provide answers to questions of concern to the broader community, including an estimate of uncertainty. There is significant uncertainty associated with post-detonation TNF. The uncertainty consists of a great deal of epistemic (state of knowledge) as well as aleatory (random) uncertainty, and many of the variables of interest are linguistic (words) and not numeric. We provide a process by which TNF experts can structure their process for answering questions and provide an estimate of uncertainty. The process uses belief and plausibility, fuzzy sets, and approximate reasoning.
Castrillon, Julio
2015-11-10
We develop a multi-level restricted Gaussian maximum likelihood method for estimating the covariance function parameters and computing the best unbiased predictor. Our approach produces a new set of multi-level contrasts where the deterministic parameters of the model are filtered out thus enabling the estimation of the covariance parameters to be decoupled from the deterministic component. Moreover, the multi-level covariance matrix of the contrasts exhibit fast decay that is dependent on the smoothness of the covariance function. Due to the fast decay of the multi-level covariance matrix coefficients only a small set is computed with a level dependent criterion. We demonstrate our approach on problems of up to 512,000 observations with a Matérn covariance function and highly irregular placements of the observations. In addition, these problems are numerically unstable and hard to solve with traditional methods.
Iliff, K. W.; Maine, R. E.
1976-01-01
A maximum likelihood estimation method was applied to flight data and procedures to facilitate the routine analysis of a large amount of flight data were described. Techniques that can be used to obtain stability and control derivatives from aircraft maneuvers that are less than ideal for this purpose are described. The techniques involve detecting and correcting the effects of dependent or nearly dependent variables, structural vibration, data drift, inadequate instrumentation, and difficulties with the data acquisition system and the mathematical model. The use of uncertainty levels and multiple maneuver analysis also proved to be useful in improving the quality of the estimated coefficients. The procedures used for editing the data and for overall analysis are also discussed.
Zhanshan Wang
2014-01-01
Full Text Available The control of a high performance alternative current (AC motor drive under sensorless operation needs the accurate estimation of rotor position. In this paper, one method of accurately estimating rotor position by using both motor complex number model based position estimation and position estimation error suppression proportion integral (PI controller is proposed for the sensorless control of the surface permanent magnet synchronous motor (SPMSM. In order to guarantee the accuracy of rotor position estimation in the flux-weakening region, one scheme of identifying the permanent magnet flux of SPMSM by extended Kalman filter (EKF is also proposed, which formed the effective combination method to realize the sensorless control of SPMSM with high accuracy. The simulation results demonstrated the validity and feasibility of the proposed position/speed estimation system.
1990-11-01
findings contained in this report are thosE Df the author(s) and should not he construed as an official Department Df the Army position, policy , or...Marquardt methods" to perform linear and nonlinear estimations. One idea in this area by Box and Jenkins (1976) was the " backcasting " procedure to evaluate
See, M T; Mabry, J W; Bertrand, J K
1993-11-01
Variance components for number of pigs born alive (NBA) were estimated from sow productivity field records collected by purebred breed associations. Data sets analyzed were as follows: Hampshire (n = 13,537), Landrace (n = 10,822), and Spotted (n = 3,949). Variance components for service sire, sire of sow, dam of sow, and residual effects on NBA (adjusted for parity) were estimated. The single-trait model included relationships between service sires, sires of sows, and dams of sows. The model was implemented using an expectation maximization (EM) REML algorithm. A sparse-matrix solver was also used. Heritability estimates for NBA were .13, .13, and .12 for Hampshire, Spotted, and Landrace, respectively. Estimates of maternal genetic (co)variances (m2) expressed as a proportion of the phenotypic variance were .05, .01, and .03 for Hampshire, Spotted, and Landrace, respectively. Results indicated that service sires account for 1 to 2% of the total variation for NBA. Genetic effects influencing NBA seem to be small in these data sets, but selection for increased NBA should be effective.
Cherchi, Elisabetta; Guevara, Cristian
2012-01-01
. In a series of Monte Carlo experiments, evidence suggested four main conclusions: (a) efficiency increased when the true variance-covariance matrix became diagonal, (b) EM was more robust to the curse of dimensionality in regard to efficiency and estimation time, (c) EM did not recover the true scale...
Estimating Water Demand in Urban Indonesia: A Maximum Likelihood Approach to block Rate Pricing Data
Rietveld, Piet; Rouwendal, Jan; Zwart, Bert
1997-01-01
In this paper the Burtless and Hausman model is used to estimate water demand in Salatiga, Indonesia. Other statistical models, as OLS and IV, are found to be inappropiate. A topic, which does not seem to appear in previous studies, is the fact that the density function of the loglikelihood can be m
Estimating Water Demand in Urban Indonesia: A Maximum Likelihood Approach to block Rate Pricing Data
Rietveld, Piet; Rouwendal, Jan; Zwart, Bert
1997-01-01
In this paper the Burtless and Hausman model is used to estimate water demand in Salatiga, Indonesia. Other statistical models, as OLS and IV, are found to be inappropiate. A topic, which does not seem to appear in previous studies, is the fact that the density function of the loglikelihood can be
The Undiscovered Country: Can We Estimate the Likelihood of Extrasolar Planetary Habitability?
Unterborn, C. T.; Panero, W. R.; Hull, S. D.
2015-12-01
Plate tectonics have operated on Earth for a majority of its lifetime. Tectonics regulates atmospheric carbon and creates a planetary-scale water cycle, and is a primary factor in the Earth being habitable. While the mechanism for initiating tectonics is unknown, as we expand our search for habitable worlds, understanding which planetary compositions produce planets capable of supporting long-term tectonics is of paramount importance. On Earth, this sustentation of tectonics is a function of both its structure and composition. Currently, however, we have no method to measure the interior composition of exoplanets. In our Solar system, though, Solar abundances for refractory elements mirror the Earth's to within ~10%, allowing the adoption of Solar abundances as proxies for Earth's. It is not known, however, whether this mirroring of stellar and terrestrial planet abundances holds true for other star-planet systems without determination of the composition of initial planetesimals via condensation sequence calculations. Currently, all code for ascertaining these sequences are commercially available or closed-source. We present, then, the open-source Arbitrary Composition Condensation Sequence calculator (ArCCoS) for converting the elemental composition of a parent star to that of the planet-building material as well as the extent of oxidation within the planetesimals. These data allow us to constrain the likelihood for one of the main drivers for plate tectonics: the basalt to eclogite transition subducting plates. Unlike basalt, eclogite is denser than the surrounding mantle and thus sinks into the mantle, pulling the overlying slab with it. Without this higher density relative to the mantle, plates stagnate at shallow depths, shutting off plate tectonics. Using the results of ArCCoS as abundance inputs into the MELTS and HeFESTo thermodynamic models, we calculate phase relations for the first basaltic crust and depleted mantle of a terrestrial planet produced from
Detecting Positioning Errors and Estimating Correct Positions by Moving Window.
Song, Ha Yoon; Lee, Jun Seok
2015-01-01
In recent times, improvements in smart mobile devices have led to new functionalities related to their embedded positioning abilities. Many related applications that use positioning data have been introduced and are widely being used. However, the positioning data acquired by such devices are prone to erroneous values caused by environmental factors. In this research, a detection algorithm is implemented to detect erroneous data over a continuous positioning data set with several options. Our algorithm is based on a moving window for speed values derived by consecutive positioning data. Both the moving average of the speed and standard deviation in a moving window compose a moving significant interval at a given time, which is utilized to detect erroneous positioning data along with other parameters by checking the newly obtained speed value. In order to fulfill the designated operation, we need to examine the physical parameters and also determine the parameters for the moving windows. Along with the detection of erroneous speed data, estimations of correct positioning are presented. The proposed algorithm first estimates the speed, and then the correct positions. In addition, it removes the effect of errors on the moving window statistics in order to maintain accuracy. Experimental verifications based on our algorithm are presented in various ways. We hope that our approach can help other researchers with regard to positioning applications and human mobility research.
Adaptive error covariances estimation methods for ensemble Kalman filters
Zhen, Yicun, E-mail: zhen@math.psu.edu [Department of Mathematics, The Pennsylvania State University, University Park, PA 16802 (United States); Harlim, John, E-mail: jharlim@psu.edu [Department of Mathematics and Department of Meteorology, The Pennsylvania State University, University Park, PA 16802 (United States)
2015-08-01
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an ensemble Kalman filtering framework. The new method is a modification of Belanger's recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different lags when the number of observations becomes large. When we use only product of innovation processes up to one-lag, the computational cost is indeed comparable to a recently proposed method by Berry–Sauer's. However, our method is more flexible since it allows for using information from product of innovation processes of more than one-lag. Extensive numerical comparisons between the proposed method and both the original Belanger's and Berry–Sauer's schemes are shown in various examples, ranging from low-dimensional linear and nonlinear systems of SDEs and 40-dimensional stochastically forced Lorenz-96 model. Our numerical results suggest that the proposed scheme is as accurate as the original Belanger's scheme on low-dimensional problems and has a wider range of more accurate estimates compared to Berry–Sauer's method on L-96 example.
Eggers, G. L.; Lewis, K. W.; Simons, F. J.
2012-12-01
Venus has undergone a markedly different evolution than Earth. Its tectonics do not resemble the plate-tectonic system observed on Earth, and many surface features—such as tesserae and coronae—lack terrestrial equivalents. To understand Venus' tectonics is to understand its lithosphere. Lithospheric parameters such as the effective elastic thickness have previously been estimated from the correlation between topography and gravity anomalies, either in the space domain or the spectral domain (where admittance or coherence functions are estimated). Correlation and spectral analyses that have been obtained on Venus have been limited by geometry (typically, only rectangular or circular data windows were used), and most have lacked robust error estimates. There are two levels of error: the first being how well the correlation, admittance or coherence can be estimated; the second and most important, how well the lithospheric elastic thickness can be estimated from those. The first type of error is well understood, via classical analyses of resolution, bias and variance in multivariate spectral analysis. Understanding this error leads to constructive approaches of performing the spectral analysis, via multi-taper methods (which reduce variance) with well-chosen optimal tapers (to reduce bias). The second type of error requires a complete analysis of the coupled system of differential equations that describes how certain inputs (the unobservable initial loading by topography at various interfaces) are being mapped to the output (final, measurable topography and gravity anomalies). The equations of flexure have one unknown: the flexural rigidity or effective elastic thickness—the parameter of interest. Fortunately, we have recently come to a full understanding of this second type of error, and derived a maximum-likelihood estimation (MLE) method that results in unbiased and minimum-variance estimates of the flexural rigidity under a variety of initial
A Path Following Algorithm for Sparse Pseudo-Likelihood Inverse Covariance Estimation (SPLICE)
2008-07-24
the performance of covariance matrix estimates used by classifiers based on linear discriminant analysis (Bickel and Levina , 2004) and in Kalman...selection method is presented in Bilmes (2000). More recently, Bickel and Levina (2008) have obtained conditions ensuring consistency in the operator...lattice systems. Journal of the Royal Statistical Society, Series B 36, 2, 192–236. Bickel, P. and Levina , E. 2004. Some theory for fisher’s linear
Rising Above Chaotic Likelihoods
Du, Hailiang
2014-01-01
Berliner (Likelihood and Bayesian prediction for chaotic systems, J. Am. Stat. Assoc. 1991) identified a number of difficulties in using the likelihood function within the Bayesian paradigm for state estimation and parameter estimation of chaotic systems. Even when the equations of the system are given, he demonstrated "chaotic likelihood functions" of initial conditions and parameter values in the 1-D Logistic Map. Chaotic likelihood functions, while ultimately smooth, have such complicated small scale structure as to cast doubt on the possibility of identifying high likelihood estimates in practice. In this paper, the challenge of chaotic likelihoods is overcome by embedding the observations in a higher dimensional sequence-space, which is shown to allow good state estimation with finite computational power. An Importance Sampling approach is introduced, where Pseudo-orbit Data Assimilation is employed in the sequence-space in order first to identify relevant pseudo-orbits and then relevant trajectories. Es...
West, Anthony C. F.; Novakowski, Kent S.; Gazor, Saeed
2006-06-01
We propose a new method to estimate the transmissivities of bedrock fractures from transmissivities measured in intervals of fixed length along a borehole. We define the scale of a fracture set by the inverse of the density of the Poisson point process assumed to represent their locations along the borehole wall, and we assume a lognormal distribution for their transmissivities. The parameters of the latter distribution are estimated by maximizing the likelihood of a left-censored subset of the data where the degree of censorship depends on the scale of the considered fracture set. We applied the method to sets of interval transmissivities simulated by summing random fracture transmissivities drawn from a specified population. We found the estimated distributions compared well to the transmissivity distributions of similarly scaled subsets of the most transmissive fractures from among the specified population. Estimation accuracy was most sensitive to the variance in the transmissivities of the fracture population. Using the proposed method, we estimated the transmissivities of fractures at increasing scale from hydraulic test data collected at a fixed scale in Smithville, Ontario, Canada. This is an important advancement since the resultant curves of transmissivity parameters versus fracture set scale would only previously have been obtainable from hydraulic tests conducted with increasing test interval length and with degrading equipment precision. Finally, on the basis of the properties of the proposed method, we propose guidelines for the design of fixed interval length hydraulic testing programs that require minimal prior knowledge of the rock.
Bounds for Maximum Likelihood Regular and Non-Regular DoA Estimation in K-Distributed Noise
Abramovich, Yuri I.; Besson, Olivier; Johnson, Ben A.
2015-11-01
We consider the problem of estimating the direction of arrival of a signal embedded in $K$-distributed noise, when secondary data which contains noise only are assumed to be available. Based upon a recent formula of the Fisher information matrix (FIM) for complex elliptically distributed data, we provide a simple expression of the FIM with the two data sets framework. In the specific case of $K$-distributed noise, we show that, under certain conditions, the FIM for the deterministic part of the model can be unbounded, while the FIM for the covariance part of the model is always bounded. In the general case of elliptical distributions, we provide a sufficient condition for unboundedness of the FIM. Accurate approximations of the FIM for $K$-distributed noise are also derived when it is bounded. Additionally, the maximum likelihood estimator of the signal DoA and an approximated version are derived, assuming known covariance matrix: the latter is then estimated from secondary data using a conventional regularization technique. When the FIM is unbounded, an analysis of the estimators reveals a rate of convergence much faster than the usual $T^{-1}$. Simulations illustrate the different behaviors of the estimators, depending on the FIM being bounded or not.
CO2 Flux Estimation Errors Associated with Moist Atmospheric Processes
Parazoo, N. C.; Denning, A. S.; Kawa, S. R.; Pawson, S.; Lokupitiya, R.
2012-01-01
Vertical transport by moist sub-grid scale processes such as deep convection is a well-known source of uncertainty in CO2 source/sink inversion. However, a dynamical link between vertical transport, satellite based retrievals of column mole fractions of CO2, and source/sink inversion has not yet been established. By using the same offline transport model with meteorological fields from slightly different data assimilation systems, we examine sensitivity of frontal CO2 transport and retrieved fluxes to different parameterizations of sub-grid vertical transport. We find that frontal transport feeds off background vertical CO2 gradients, which are modulated by sub-grid vertical transport. The implication for source/sink estimation is two-fold. First, CO2 variations contained in moist poleward moving air masses are systematically different from variations in dry equatorward moving air. Moist poleward transport is hidden from orbital sensors on satellites, causing a sampling bias, which leads directly to small but systematic flux retrieval errors in northern mid-latitudes. Second, differences in the representation of moist sub-grid vertical transport in GEOS-4 and GEOS-5 meteorological fields cause differences in vertical gradients of CO2, which leads to systematic differences in moist poleward and dry equatorward CO2 transport and therefore the fraction of CO2 variations hidden in moist air from satellites. As a result, sampling biases are amplified and regional scale flux errors enhanced, most notably in Europe (0.43+/-0.35 PgC /yr). These results, cast from the perspective of moist frontal transport processes, support previous arguments that the vertical gradient of CO2 is a major source of uncertainty in source/sink inversion.
Likelihood inference for a nonstationary fractional autoregressive model
Johansen, Søren; Ørregård Nielsen, Morten
2010-01-01
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...... d and b, and prove that they converge in distribution. We use the results to prove consistency of the maximum likelihood estimator for d,b in a large compact subset of {1/2...
A new maximum likelihood blood velocity estimator incorporating spatial and temporal correlation
Schlaikjer, Malene; Jensen, Jørgen Arendt
2001-01-01
The blood flow in the human cardiovascular system obeys the laws of fluid mechanics. Investigation of the flow properties reveals that a correlation exists between the velocity in time and space. The possible changes in velocity are limited, since the blood velocity has a continuous profile in time...... of the observations gives a probability measure of the correlation between the velocities. Both the MLE and the STC-MLE have been evaluated on simulated and in-vivo RF-data obtained from the carotid artery. Using the MLE 4.1% of the estimates deviate significantly from the true velocities, when the performance...
孙珊珊; 陶剑
2008-01-01
The Monte Carlo study evaluates the relative accuracy of Warm's (1989) weighted likelihood estimate (WLE) compared to the maximum likelihood estimate (MLE) using the nominal response model. And the results indicate that WLE was more accurate than MLE.
Walker, H. F.
1976-01-01
Likelihood equations determined by the two types of samples which are necessary conditions for a maximum-likelihood estimate are considered. These equations, suggest certain successive-approximations iterative procedures for obtaining maximum-likelihood estimates. These are generalized steepest ascent (deflected gradient) procedures. It is shown that, with probability 1 as N sub 0 approaches infinity (regardless of the relative sizes of N sub 0 and N sub 1, i=1,...,m), these procedures converge locally to the strongly consistent maximum-likelihood estimates whenever the step size is between 0 and 2. Furthermore, the value of the step size which yields optimal local convergence rates is bounded from below by a number which always lies between 1 and 2.
A Posteriori Error Estimation for Finite Element Methods and Iterative Linear Solvers
Melboe, Hallgeir
2001-10-01
This thesis addresses a posteriori error estimation for finite element methods and iterative linear solvers. Adaptive finite element methods have gained a lot of popularity over the last decades due to their ability to produce accurate results with limited computer power. In these methods a posteriori error estimates play an essential role. Not only do they give information about how large the total error is, they also indicate which parts of the computational domain should be given a more sophisticated treatment in order to reduce the error. A posteriori error estimates are traditionally aimed at estimating the global error, but more recently so called goal oriented error estimators have been shown a lot of interest. The name reflects the fact that they estimate the error in user-defined local quantities. In this thesis the main focus is on global error estimators for highly stretched grids and goal oriented error estimators for flow problems on regular grids. Numerical methods for partial differential equations, such as finite element methods and other similar techniques, typically result in a linear system of equations that needs to be solved. Usually such systems are solved using some iterative procedure which due to a finite number of iterations introduces an additional error. Most such algorithms apply the residual in the stopping criterion, whereas the control of the actual error may be rather poor. A secondary focus in this thesis is on estimating the errors that are introduced during this last part of the solution procedure. The thesis contains new theoretical results regarding the behaviour of some well known, and a few new, a posteriori error estimators for finite element methods on anisotropic grids. Further, a goal oriented strategy for the computation of forces in flow problems is devised and investigated. Finally, an approach for estimating the actual errors associated with the iterative solution of linear systems of equations is suggested. (author)
S. Vathsal
1994-01-01
Full Text Available This paper provides an error model of the strapped down inertial navigation system in the state space format. A method to estimate the circular error probability is presented using time propagation of error covariance matrix. Numerical results have been obtained for a typical flight trajectory. Sensitivity studies have also been conducted for variation of sensor noise covariances and initial state uncertainty. This methodology seems to work in all the practical cases considered so far. Software has been tested for both the local vertical frame and the inertial frame. The covariance propagation technique provides accurate estimation of dispersions of position at impact. This in turn enables to estimate the circular error probability (CEP very accurately.
Kaiyu Wang
2014-01-01
Full Text Available This paper presents an efficient all digital carrier recovery loop (ADCRL for quadrature phase shift keying (QPSK. The ADCRL combines classic closed-loop carrier recovery circuit, all digital Costas loop (ADCOL, with frequency feedward loop, maximum likelihood frequency estimator (MLFE so as to make the best use of the advantages of the two types of carrier recovery loops and obtain a more robust performance in the procedure of carrier recovery. Besides, considering that, for MLFE, the accurate estimation of frequency offset is associated with the linear characteristic of its frequency discriminator (FD, the Coordinate Rotation Digital Computer (CORDIC algorithm is introduced into the FD based on MLFE to unwrap linearly phase difference. The frequency offset contained within the phase difference unwrapped is estimated by the MLFE implemented just using some shifter and multiply-accumulate units to assist the ADCOL to lock quickly and precisely. The joint simulation results of ModelSim and MATLAB show that the performances of the proposed ADCRL in locked-in time and range are superior to those of the ADCOL. On the other hand, a systematic design procedure based on FPGA for the proposed ADCRL is also presented.
CMB Power Spectrum Likelihood with ILC
Dick, Jason; Delabrouille, Jacques
2012-01-01
We extend the ILC method in harmonic space to include the error in its CMB estimate. This allows parameter estimation routines to take into account the effect of the foregrounds as well as the errors in their subtraction in conjunction with the ILC method. Our method requires the use of a model of the foregrounds which we do not develop here. The reduction of the foreground level makes this method less sensitive to unaccounted for errors in the foreground model. Simulations are used to validate the calculations and approximations used in generating this likelihood function.
MOTION ERROR ESTIMATION OF5-AXIS MACHINING CENTER USING DBB METHOD
CHEN Huawei; ZHANG Dawei; TIAN Yanling; ICHIRO Hagiwara
2006-01-01
In order to estimate the motion errors of 5-axis machine center, the double ball bar (DBB)method is adopted to realize the diagnosis procedure. The motion error sources of rotary axes in 5-axis machining center comprise of the alignment error of rotary axes and the angular error due to various factors, e.g. the inclination of rotary axes. From sensitive viewpoints, each motion error is possible to have a particular sensitive direction in which deviation of DBB error trace arises from only some specific error sources. The model of the DBB error trace is established according to the spatial geometry theory. Accordingly, the sensitive direction of each motion error source is made clear through numerical simulation, which is used as the reference patterns for rotational error estimation.The estimation method is proposed to easily estimate the motion error sources of rotary axes in quantitative manner. To verify the proposed DBB method for rotational error estimation, the experimental tests are carried out on a 5-axis machining center M-400 (MORISEIKI). The effect of the mismatch of the DBB is also studied to guarantee the estimation accuracy. From the experimental data, it is noted that the proposed estimation method for 5-axis machining center is feasible and effective.
Wang, Yan; Huang, Hong; Huang, Lida; Ristic, Branko
2017-03-01
Source term estimation for atmospheric dispersion deals with estimation of the emission strength and location of an emitting source using all available information, including site description, meteorological data, concentration observations and prior information. In this paper, Bayesian methods for source term estimation are evaluated using Prairie Grass field observations. The methods include those that require the specification of the likelihood function and those which are likelihood free, also known as approximate Bayesian computation (ABC) methods. The performances of five different likelihood functions in the former and six different distance measures in the latter case are compared for each component of the source parameter vector based on Nemenyi test over all the 68 data sets available in the Prairie Grass field experiment. Several likelihood functions and distance measures are introduced to source term estimation for the first time. Also, ABC method is improved in many aspects. Results show that discrepancy measures which refer to likelihood functions and distance measures collectively have significant influence on source estimation. There is no single winning algorithm, but these methods can be used collectively to provide more robust estimates.
Linnet, K
1990-12-01
The linear relationship between the measurements of two methods is estimated on the basis of a weighted errors-in-variables regression model that takes into account a proportional relationship between standard deviations of error distributions and true variable levels. Weights are estimated by an interative procedure. As shown by simulations, the regression procedure yields practically unbiased slope estimates in realistic situations. Standard errors of slope and location difference estimations are derived by the jackknife principle. For illustration, the linear relationship is estimated between the measurements of two albumin methods with proportional errors.
Moderate Deviations for M-estimators in Linear Models with φ-mixing Errors
Jun FAN
2012-01-01
In this paper,the moderate deviations for the M-estimators of regression parameter in a linear model are obtained when the errors form a strictly stationary φ-mixing sequence.The results are applied to study many different types of M-estimators such as Huber's estimator,Lp-regression estimator,least squares estimator and least absolute deviation estimator.
Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J
2016-03-01
Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an "internal" study while utilizing summary-level information, such as information on parameters for reduced models, from an "external" big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature.
Poulsen, Per Rugaard; Cho, Byungchul; Keall, Paul
2010-01-01
. The mathematical formalism of the method includes an individualized measure of the position estimation error in terms of an estimated 1D Gaussian distribution for the unresolved target position[2]. The present study investigates how well this 1D Gaussian predicts the actual distribution of position estimation....... This finding indicates that individualized root-mean-square errors and 95% confidence intervals can be applied reliably to the estimated target trajectories....
Ju, Lili; Tian, Li; Wang, Desheng
2008-10-31
In this paper, we present a residual-based a posteriori error estimate for the finite volume discretization of steady convection– diffusion–reaction equations defined on surfaces in R3, which are often implicitly represented as level sets of smooth functions. Reliability and efficiency of the proposed a posteriori error estimator are rigorously proved. Numerical experiments are also conducted to verify the theoretical results and demonstrate the robustness of the error estimator.
Ningning YAN; Zhaojie ZHOU
2008-01-01
In this paper,we study a posteriori error estimates of the edge stabilization Galerkin method for the constrained optimal control problem governed by convection-dominated diffusion equations.The residual-type a posteriori error estimators yield both upper and lower bounds for control u measured in L2-norm and for state y and costate p measured in energy norm.Two numerical examples are presented to illustrate the effectiveness of the error estimators provided in this paper.
Kukush, A.; Markovsky, I.; Van Huffel, S.
2002-01-01
Consistent estimators of the rank-deficient fundamental matrix yielding information on the relative orientation of two images in two-view motion analysis are derived. The estimators are derived by minimizing a corrected contrast function in a quadratic measurement error model. In addition, a consistent estimator for the measurement error variance is obtained. Simulation results show the improved accuracy of the newly proposed estimator compared to the ordinary total least-squares estimator.
Aerial measurement error with a dot planimeter: Some experimental estimates
Yuill, R. S.
1971-01-01
A shape analysis is presented which utilizes a computer to simulate a multiplicity of dot grids mathematically. Results indicate that the number of dots placed over an area to be measured provides the entire correlation with accuracy of measurement, the indices of shape being of little significance. Equations and graphs are provided from which the average expected error, and the maximum range of error, for various numbers of dot points can be read.
Lang, Christapher G.; Bey, Kim S. (Technical Monitor)
2002-01-01
This research investigates residual-based a posteriori error estimates for finite element approximations of heat conduction in single-layer and multi-layered materials. The finite element approximation, based upon hierarchical modelling combined with p-version finite elements, is described with specific application to a two-dimensional, steady state, heat-conduction problem. Element error indicators are determined by solving an element equation for the error with the element residual as a source, and a global error estimate in the energy norm is computed by collecting the element contributions. Numerical results of the performance of the error estimate are presented by comparisons to the actual error. Two methods are discussed and compared for approximating the element boundary flux. The equilibrated flux method provides more accurate results for estimating the error than the average flux method. The error estimation is applied to multi-layered materials with a modification to the equilibrated flux method to approximate the discontinuous flux along a boundary at the material interfaces. A directional error indicator is developed which distinguishes between the hierarchical modeling error and the finite element error. Numerical results are presented for single-layered materials which show that the directional indicators accurately determine which contribution to the total error dominates.
On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion
Jibo Wu
2013-01-01
Full Text Available Wu (2013 proposed an estimator, principal component Liu-type estimator, to overcome multicollinearity. This estimator is a general estimator which includes ordinary least squares estimator, principal component regression estimator, ridge estimator, Liu estimator, Liu-type estimator, r-k class estimator, and r-d class estimator. In this paper, firstly we use a new method to propose the principal component Liu-type estimator; then we study the superior of the new estimator by using the scalar mean squares error criterion. Finally, we give a numerical example to show the theoretical results.
Shi, Yun; Xu, Peiliang; Peng, Junhuan; Shi, Chuang; Liu, Jingnan
2014-01-10
Modern observation technology has verified that measurement errors can be proportional to the true values of measurements such as GPS, VLBI baselines and LiDAR. Observational models of this type are called multiplicative error models. This paper is to extend the work of Xu and Shimada published in 2000 on multiplicative error models to analytical error analysis of quantities of practical interest and estimates of the variance of unit weight. We analytically derive the variance-covariance matrices of the three least squares (LS) adjustments, the adjusted measurements and the corrections of measurements in multiplicative error models. For quality evaluation, we construct five estimators for the variance of unit weight in association of the three LS adjustment methods. Although LiDAR measurements are contaminated with multiplicative random errors, LiDAR-based digital elevation models (DEM) have been constructed as if they were of additive random errors. We will simulate a model landslide, which is assumed to be surveyed with LiDAR, and investigate the effect of LiDAR-type multiplicative error measurements on DEM construction and its effect on the estimate of landslide mass volume from the constructed DEM.
Sensitivity of LIDAR Canopy Height Estimate to Geolocation Error
Tang, H.; Dubayah, R.
2010-12-01
Many factors affect the quality of canopy height structure data derived from space-based lidar such as DESDynI. Among these is geolocation accuracy. Inadequate geolocation information hinders subsequent analyses because a different portion of the canopy is observed relative to what is assumed. This is especially true in mountainous terrain where the effects of slope magnify geolocation errors. Mission engineering design must trade the expense of providing more accurate geolocation with the potential improvement in measurement accuracy. The objective of our work is to assess the effects of small errors in geolocation on subsequent retrievals of maximum canopy height for a varying set of canopy structures and terrains. Dense discrete lidar data from different forest sites (from La Selva Biological Station, Costa Rica, Sierra National Forest, California, and Hubbard Brook and Bartlett Experimental Forests in New Hampshire) are used to simulate DESDynI height retrievals using various geolocation accuracies. Results show that canopy height measurement errors generally increase as the geolocation error increases. Interestingly, most of the height errors are caused by variation of canopy height rather than topography (slope and aspect).
Yukilevich, Roman
2014-04-01
Among the most debated subjects in speciation is the question of its mode. Although allopatric (geographical) speciation is assumed the null model, the importance of parapatric and sympatric speciation is extremely difficult to assess and remains controversial. Here I develop a novel approach to distinguish these modes of speciation by studying the evolution of reproductive isolation (RI) among taxa. I focus on the Drosophila genus, for which measures of RI are known. First, I incorporate RI into age-range correlations. Plots show that almost all cases of weak RI are between allopatric taxa whereas sympatric taxa have strong RI. This either implies that most reproductive isolation (RI) was initiated in allopatry or that RI evolves too rapidly in sympatry to be captured at incipient stages. To distinguish between these explanations, I develop a new "rate test of speciation" that estimates the likelihood of non-allopatric speciation given the distribution of RI rates in allopatry versus sympatry. Most sympatric taxa were found to have likely initiated RI in allopatry. However, two putative candidate species pairs for non-allopatric speciation were identified (5% of known Drosophila). In total, this study shows how using RI measures can greatly inform us about the geographical mode of speciation in nature.
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.
Waits, L P; Sullivan, J; O'Brien, S J; Ward, R H
1999-10-01
The bear family (Ursidae) presents a number of phylogenetic ambiguities as the evolutionary relationships of the six youngest members (ursine bears) are largely unresolved. Recent mitochondrial DNA analyses have produced conflicting results with respect to the phylogeny of ursine bears. In an attempt to resolve these issues, we obtained 1916 nucleotides of mitochondrial DNA sequence data from six gene segments for all eight bear species and conducted maximum likelihood and maximum parsimony analyses on all fragments separately and combined. All six single-region gene trees gave different phylogenetic estimates; however, only for control region data was this significantly incongruent with the results from the combined data. The optimal phylogeny for the combined data set suggests that the giant panda is most basal followed by the spectacled bear. The sloth bear is the basal ursine bear, and there is weak support for a sister taxon relationship of the American and Asiatic black bears. The sun bear is sister taxon to the youngest clade containing brown bears and polar bears. Statistical analyses of alternate hypotheses revealed a lack of strong support for many of the relationships. We suggest that the difficulties surrounding the resolution of the evolutionary relationships of the Ursidae are linked to the existence of sequential rapid radiation events in bear evolution. Thus, unresolved branching orders during these time periods may represent an accurate representation of the evolutionary history of bear species.
Event-related fMRI studies of false memory: An Activation Likelihood Estimation meta-analysis.
Kurkela, Kyle A; Dennis, Nancy A
2016-01-29
Over the last two decades, a wealth of research in the domain of episodic memory has focused on understanding the neural correlates mediating false memories, or memories for events that never happened. While several recent qualitative reviews have attempted to synthesize this literature, methodological differences amongst the empirical studies and a focus on only a sub-set of the findings has limited broader conclusions regarding the neural mechanisms underlying false memories. The current study performed a voxel-wise quantitative meta-analysis using activation likelihood estimation to investigate commonalities within the functional magnetic resonance imaging (fMRI) literature studying false memory. The results were broken down by memory phase (encoding, retrieval), as well as sub-analyses looking at differences in baseline (hit, correct rejection), memoranda (verbal, semantic), and experimental paradigm (e.g., semantic relatedness and perceptual relatedness) within retrieval. Concordance maps identified significant overlap across studies for each analysis. Several regions were identified in the general false retrieval analysis as well as multiple sub-analyses, indicating their ubiquitous, yet critical role in false retrieval (medial superior frontal gyrus, left precentral gyrus, left inferior parietal cortex). Additionally, several regions showed baseline- and paradigm-specific effects (hit/perceptual relatedness: inferior and middle occipital gyrus; CRs: bilateral inferior parietal cortex, precuneus, left caudate). With respect to encoding, analyses showed common activity in the left middle temporal gyrus and anterior cingulate cortex. No analysis identified a common cluster of activation in the medial temporal lobe.
Arya, Nisha G; Weissbart, Steven J; Xu, Sihua; Rao, Hengyi
2017-04-01
Recent studies have used different neuroimaging techniques and identified various brain regions that are activated during bladder filling. However, there is a lack of consensus regarding which of these brain regions regulate the process of urine storage. The aim of this meta-analysis is to identify brain regions that are commonly activated during bladder filling in healthy adults across different studies. PubMed was searched for neuroimaging studies investigating the effects of bladder filling on regional brain activation. Studies were excluded if they did not report brain activation differences from whole-brain group analysis by comparing the state of bladder filling with the state of bladder rest. The current version of the activation likelihood estimation (ALE) approach was used for meta-analysis. We identified 14 neuroimaging studies examining brain activation in response to experimental bladder filling in 181 healthy subjects, which reported 89 foci for ALE analysis. The meta-analysis revealed significant activation in multiple brain regions including thalamus (bilaterally), right insula, cerebellum, and brainstem (bilaterally). Several key brain regions involved in sensory processing are commonly activated during bladder filling in healthy adults across different studies. Neurourol. Urodynam. 36:960-965, 2017. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.
Helder Filipe Araujo
2013-09-01
Full Text Available The autobiographical self refers to a mental state derived from the retrieval and assembly of memories regarding one’s biography. The process of retrieval and assembly, which can focus on biographical facts or personality traits or some combination thereof, is likely to vary according to the domain chosen for an experiment. To date, the investigation of the neural basis of this process has largely focused on the domain of personality traits using paradigms that contrasted the evaluation of one’s traits (self-traits with those of another person’s (other-traits. This has led to the suggestion that cortical midline structures (CMSs are specifically related to self states. Here, with the goal of testing this suggestion, we conducted activation-likelihood-estimation (ALE meta-analyses based on data from 28 neuroimaging studies. The ALE results show that both self-traits and other-traits engage CMSs; however, the engagement of medial prefrontal cortex (MPFC is greater for self-traits than for other-traits, while the posteromedial cortex (PMC is more engaged for other-traits than for self-traits. These findings suggest that the involvement CMSs is not specific to the evaluation of one’s own traits, but also occurs during the evaluation of another person’s traits.
Pascal eMolenberghs
2012-04-01
Full Text Available The critical lesion site responsible for the syndrome of unilateral spatial neglect has been debated for more than a decade. Here we performed an activation likelihood estimation (ALE to provide for the first time an objective quantitative index of the consistency of lesion sites across anatomical group studies of spatial neglect. The analysis revealed several distinct regions in which damage has consistently been associated with spatial neglect symptoms. Lesioned clusters were located in several cortical and subcortical regions of the right hemisphere, including the middle and superior temporal gyrus, inferior parietal lobule, intraparietal sulcus, precuneus, middle occipital gyrus, caudate nucleus and posterior insula, as well as in the white matter pathway corresponding to the posterior part of the superior longitudinal fasciculus. Further analyses suggested that separate lesion sites are associated with impairments in different behavioural tests, such as line bisection and target cancellation. Similarly, specific subcomponents of the heterogeneous neglect syndrome, such as extinction and allocentric and personal neglect, are associated with distinct lesion sites. Future progress in delineating the neuropathological correlates of spatial neglect will depend upon the development of more refined measures of perceptual and cognitive functions than those currently available in the clinical setting.
The Asymptotic Standard Errors of Some Estimates of Uncertainty in the Two-Way Contingency Table
Brown, Morton B.
1975-01-01
Estimates of conditional uncertainty, contingent uncertainty, and normed modifications of contingent uncertainity have been proposed for the two-way contingency table. The asymptotic standard errors of the estimates are derived. (Author)
Reid, Jane M; Keller, Lukas F; Marr, Amy B; Nietlisbach, Pirmin; Sardell, Rebecca J; Arcese, Peter
2014-03-01
Understanding the evolutionary dynamics of inbreeding and inbreeding depression requires unbiased estimation of inbreeding depression across diverse mating systems. However, studies estimating inbreeding depression often measure inbreeding with error, for example, based on pedigree data derived from observed parental behavior that ignore paternity error stemming from multiple mating. Such paternity error causes error in estimated coefficients of inbreeding (f) and reproductive success and could bias estimates of inbreeding depression. We used complete "apparent" pedigree data compiled from observed parental behavior and analogous "actual" pedigree data comprising genetic parentage to quantify effects of paternity error stemming from extra-pair reproduction on estimates of f, reproductive success, and inbreeding depression in free-living song sparrows (Melospiza melodia). Paternity error caused widespread error in estimates of f and male reproductive success, causing inbreeding depression in male and female annual and lifetime reproductive success and juvenile male survival to be substantially underestimated. Conversely, inbreeding depression in adult male survival tended to be overestimated when paternity error was ignored. Pedigree error stemming from extra-pair reproduction therefore caused substantial and divergent bias in estimates of inbreeding depression that could bias tests of evolutionary theories regarding inbreeding and inbreeding depression and their links to variation in mating system. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.
Residual-based a posteriori error estimation for multipoint flux mixed finite element methods
Du, Shaohong
2015-10-26
A novel residual-type a posteriori error analysis technique is developed for multipoint flux mixed finite element methods for flow in porous media in two or three space dimensions. The derived a posteriori error estimator for the velocity and pressure error in L-norm consists of discretization and quadrature indicators, and is shown to be reliable and efficient. The main tools of analysis are a locally postprocessed approximation to the pressure solution of an auxiliary problem and a quadrature error estimate. Numerical experiments are presented to illustrate the competitive behavior of the estimator.
Winham, Stacey J; Motsinger-Reif, Alison A
2011-01-01
The standard in genetic association studies of complex diseases is replication and validation of positive results, with an emphasis on assessing the predictive value of associations. In response to this need, a number of analytical approaches have been developed to identify predictive models that account for complex genetic etiologies. Multifactor Dimensionality Reduction (MDR) is a commonly used, highly successful method designed to evaluate potential gene-gene interactions. MDR relies on classification error in a cross-validation framework to rank and evaluate potentially predictive models. Previous work has demonstrated the high power of MDR, but has not considered the accuracy and variance of the MDR prediction error estimate. Currently, we evaluate the bias and variance of the MDR error estimate as both a retrospective and prospective estimator and show that MDR can both underestimate and overestimate error. We argue that a prospective error estimate is necessary if MDR models are used for prediction, and propose a bootstrap resampling estimate, integrating population prevalence, to accurately estimate prospective error. We demonstrate that this bootstrap estimate is preferable for prediction to the error estimate currently produced by MDR. While demonstrated with MDR, the proposed estimation is applicable to all data-mining methods that use similar estimates.