A note on estimating errors from the likelihood function
International Nuclear Information System (INIS)
Barlow, Roger
2005-01-01
The points at which the log likelihood falls by 12 from its maximum value are often used to give the 'errors' on a result, i.e. the 68% central confidence interval. The validity of this is examined for two simple cases: a lifetime measurement and a Poisson measurement. Results are compared with the exact Neyman construction and with the simple Bartlett approximation. It is shown that the accuracy of the log likelihood method is poor, and the Bartlett construction explains why it is flawed
Maximum Likelihood Approach for RFID Tag Set Cardinality Estimation with Detection Errors
DEFF Research Database (Denmark)
Nguyen, Chuyen T.; Hayashi, Kazunori; Kaneko, Megumi
2013-01-01
Abstract Estimation schemes of Radio Frequency IDentification (RFID) tag set cardinality are studied in this paper using Maximum Likelihood (ML) approach. We consider the estimation problem under the model of multiple independent reader sessions with detection errors due to unreliable radio...... is evaluated under dierent system parameters and compared with that of the conventional method via computer simulations assuming flat Rayleigh fading environments and framed-slotted ALOHA based protocol. Keywords RFID tag cardinality estimation maximum likelihood detection error...
Sampling of systematic errors to estimate likelihood weights in nuclear data uncertainty propagation
International Nuclear Information System (INIS)
Helgesson, P.; Sjöstrand, H.; Koning, A.J.; Rydén, J.; Rochman, D.; Alhassan, E.; Pomp, S.
2016-01-01
In methodologies for nuclear data (ND) uncertainty assessment and propagation based on random sampling, likelihood weights can be used to infer experimental information into the distributions for the ND. As the included number of correlated experimental points grows large, the computational time for the matrix inversion involved in obtaining the likelihood can become a practical problem. There are also other problems related to the conventional computation of the likelihood, e.g., the assumption that all experimental uncertainties are Gaussian. In this study, a way to estimate the likelihood which avoids matrix inversion is investigated; instead, the experimental correlations are included by sampling of systematic errors. It is shown that the model underlying the sampling methodology (using univariate normal distributions for random and systematic errors) implies a multivariate Gaussian for the experimental points (i.e., the conventional model). It is also shown that the likelihood estimates obtained through sampling of systematic errors approach the likelihood obtained with matrix inversion as the sample size for the systematic errors grows large. In studied practical cases, it is seen that the estimates for the likelihood weights converge impractically slowly with the sample size, compared to matrix inversion. The computational time is estimated to be greater than for matrix inversion in cases with more experimental points, too. Hence, the sampling of systematic errors has little potential to compete with matrix inversion in cases where the latter is applicable. Nevertheless, the underlying model and the likelihood estimates can be easier to intuitively interpret than the conventional model and the likelihood function involving the inverted covariance matrix. Therefore, this work can both have pedagogical value and be used to help motivating the conventional assumption of a multivariate Gaussian for experimental data. The sampling of systematic errors could also
Energy Technology Data Exchange (ETDEWEB)
Raghunathan, Srinivasan; Patil, Sanjaykumar; Bianchini, Federico; Reichardt, Christian L. [School of Physics, University of Melbourne, 313 David Caro building, Swanston St and Tin Alley, Parkville VIC 3010 (Australia); Baxter, Eric J. [Department of Physics and Astronomy, University of Pennsylvania, 209 S. 33rd Street, Philadelphia, PA 19104 (United States); Bleem, Lindsey E. [Argonne National Laboratory, High-Energy Physics Division, 9700 S. Cass Avenue, Argonne, IL 60439 (United States); Crawford, Thomas M. [Kavli Institute for Cosmological Physics, University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637 (United States); Holder, Gilbert P. [Department of Astronomy and Department of Physics, University of Illinois, 1002 West Green St., Urbana, IL 61801 (United States); Manzotti, Alessandro, E-mail: srinivasan.raghunathan@unimelb.edu.au, E-mail: s.patil2@student.unimelb.edu.au, E-mail: ebax@sas.upenn.edu, E-mail: federico.bianchini@unimelb.edu.au, E-mail: bleeml@uchicago.edu, E-mail: tcrawfor@kicp.uchicago.edu, E-mail: gholder@illinois.edu, E-mail: manzotti@uchicago.edu, E-mail: christian.reichardt@unimelb.edu.au [Department of Astronomy and Astrophysics, University of Chicago, 5640 South Ellis Avenue, Chicago, IL 60637 (United States)
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.
Likelihood estimators for multivariate extremes
Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.
2015-01-01
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
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.
International Nuclear Information System (INIS)
Vitale, Salvatore; Zanolin, Michele
2011-01-01
This paper describes the most accurate analytical frequentist assessment to date of the uncertainties in the estimation of physical parameters from gravitational waves generated by nonspinning binary systems and Earth-based networks of laser interferometers. The paper quantifies how the accuracy in estimating the intrinsic parameters mostly depends on the network signal to noise ratio (SNR), but the resolution in the direction of arrival also strongly depends on the network geometry. We compare results for six different existing and possible global networks and two different choices of the parameter space. We show how the fraction of the sky where the one sigma angular resolution is below 2 square degrees increases about 3 times when transitioning from the Hanford (USA), Livingston (USA) and Cascina (Italy) network to a network made of five interferometers (while keeping the network SNR fixed). The technique adopted here is an asymptotic expansion of the uncertainties in inverse powers of the SNR where the first order is the inverse Fisher information matrix. We show that the commonly employed approach of using a simplified parameter spaces and only the Fisher information matrix can largely underestimate the uncertainties (the combined effect would lead to a factor 7 for the one sigma sky uncertainty in square degrees at a network SNR of 15).
Maximum likelihood estimation for integrated diffusion processes
DEFF Research Database (Denmark)
Baltazar-Larios, Fernando; Sørensen, Michael
We propose a method for obtaining maximum likelihood estimates of parameters in diffusion models when the data is a discrete time sample of the integral of the process, while no direct observations of the process itself are available. The data are, moreover, assumed to be contaminated...... EM-algorithm to obtain maximum likelihood estimates of the parameters in the diffusion model. As part of the algorithm, we use a recent simple method for approximate simulation of diffusion bridges. In simulation studies for the Ornstein-Uhlenbeck process and the CIR process the proposed method works...... by measurement errors. Integrated volatility is an example of this type of observations. Another example is ice-core data on oxygen isotopes used to investigate paleo-temperatures. The data can be viewed as incomplete observations of a model with a tractable likelihood function. Therefore we propose a simulated...
Modeling gene expression measurement error: a quasi-likelihood approach
Directory of Open Access Journals (Sweden)
Strimmer Korbinian
2003-03-01
Full Text Available Abstract Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale. Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood. Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic variance structure of the data. As the quasi-likelihood behaves (almost like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also
Likelihood-Based Inference in Nonlinear Error-Correction Models
DEFF Research Database (Denmark)
Kristensen, Dennis; Rahbæk, Anders
We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long- run cointegration parameters, and the short-run parameters. Asymp- totic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normaity can be found. A simulation study...
Maximum likelihood window for time delay estimation
International Nuclear Information System (INIS)
Lee, Young Sup; Yoon, Dong Jin; Kim, Chi Yup
2004-01-01
Time delay estimation for the detection of leak location in underground pipelines is critically important. Because the exact leak location depends upon the precision of the time delay between sensor signals due to leak noise and the speed of elastic waves, the research on the estimation of time delay has been one of the key issues in leak lovating with the time arrival difference method. In this study, an optimal Maximum Likelihood window is considered to obtain a better estimation of the time delay. This method has been proved in experiments, which can provide much clearer and more precise peaks in cross-correlation functions of leak signals. The leak location error has been less than 1 % of the distance between sensors, for example the error was not greater than 3 m for 300 m long underground pipelines. Apart from the experiment, an intensive theoretical analysis in terms of signal processing has been described. The improved leak locating with the suggested method is due to the windowing effect in frequency domain, which offers a weighting in significant frequencies.
Dissociating response conflict and error likelihood in anterior cingulate cortex.
Yeung, Nick; Nieuwenhuis, Sander
2009-11-18
Neuroimaging studies consistently report activity in anterior cingulate cortex (ACC) in conditions of high cognitive demand, leading to the view that ACC plays a crucial role in the control of cognitive processes. According to one prominent theory, the sensitivity of ACC to task difficulty reflects its role in monitoring for the occurrence of competition, or "conflict," between responses to signal the need for increased cognitive control. However, a contrasting theory proposes that ACC is the recipient rather than source of monitoring signals, and that ACC activity observed in relation to task demand reflects the role of this region in learning about the likelihood of errors. Response conflict and error likelihood are typically confounded, making the theories difficult to distinguish empirically. The present research therefore used detailed computational simulations to derive contrasting predictions regarding ACC activity and error rate as a function of response speed. The simulations demonstrated a clear dissociation between conflict and error likelihood: fast response trials are associated with low conflict but high error likelihood, whereas slow response trials show the opposite pattern. Using the N2 component as an index of ACC activity, an EEG study demonstrated that when conflict and error likelihood are dissociated in this way, ACC activity tracks conflict and is negatively correlated with error likelihood. These findings support the conflict-monitoring theory and suggest that, in speeded decision tasks, ACC activity reflects current task demands rather than the retrospective coding of past performance.
Adaptive Unscented Kalman Filter using Maximum Likelihood Estimation
DEFF Research Database (Denmark)
Mahmoudi, Zeinab; Poulsen, Niels Kjølstad; Madsen, Henrik
2017-01-01
The purpose of this study is to develop an adaptive unscented Kalman filter (UKF) by tuning the measurement noise covariance. We use the maximum likelihood estimation (MLE) and the covariance matching (CM) method to estimate the noise covariance. The multi-step prediction errors generated...
Composite likelihood estimation of demographic parameters
Directory of Open Access Journals (Sweden)
Garrigan Daniel
2009-11-01
Full Text Available Abstract Background Most existing likelihood-based methods for fitting historical demographic models to DNA sequence polymorphism data to do not scale feasibly up to the level of whole-genome data sets. Computational economies can be achieved by incorporating two forms of pseudo-likelihood: composite and approximate likelihood methods. Composite likelihood enables scaling up to large data sets because it takes the product of marginal likelihoods as an estimator of the likelihood of the complete data set. This approach is especially useful when a large number of genomic regions constitutes the data set. Additionally, approximate likelihood methods can reduce the dimensionality of the data by summarizing the information in the original data by either a sufficient statistic, or a set of statistics. Both composite and approximate likelihood methods hold promise for analyzing large data sets or for use in situations where the underlying demographic model is complex and has many parameters. This paper considers a simple demographic model of allopatric divergence between two populations, in which one of the population is hypothesized to have experienced a founder event, or population bottleneck. A large resequencing data set from human populations is summarized by the joint frequency spectrum, which is a matrix of the genomic frequency spectrum of derived base frequencies in two populations. A Bayesian Metropolis-coupled Markov chain Monte Carlo (MCMCMC method for parameter estimation is developed that uses both composite and likelihood methods and is applied to the three different pairwise combinations of the human population resequence data. The accuracy of the method is also tested on data sets sampled from a simulated population model with known parameters. Results The Bayesian MCMCMC method also estimates the ratio of effective population size for the X chromosome versus that of the autosomes. The method is shown to estimate, with reasonable
Multi-Channel Maximum Likelihood Pitch Estimation
DEFF Research Database (Denmark)
Christensen, Mads Græsbøll
2012-01-01
In this paper, a method for multi-channel pitch estimation is proposed. The method is a maximum likelihood estimator and is based on a parametric model where the signals in the various channels share the same fundamental frequency but can have different amplitudes, phases, and noise characteristics....... This essentially means that the model allows for different conditions in the various channels, like different signal-to-noise ratios, microphone characteristics and reverberation. Moreover, the method does not assume that a certain array structure is used but rather relies on a more general model and is hence...
Modelling maximum likelihood estimation of availability
International Nuclear Information System (INIS)
Waller, R.A.; Tietjen, G.L.; Rock, G.W.
1975-01-01
Suppose the performance of a nuclear powered electrical generating power plant is continuously monitored to record the sequence of failure and repairs during sustained operation. The purpose of this study is to assess one method of estimating the performance of the power plant when the measure of performance is availability. That is, we determine the probability that the plant is operational at time t. To study the availability of a power plant, we first assume statistical models for the variables, X and Y, which denote the time-to-failure and the time-to-repair variables, respectively. Once those statistical models are specified, the availability, A(t), can be expressed as a function of some or all of their parameters. Usually those parameters are unknown in practice and so A(t) is unknown. This paper discusses the maximum likelihood estimator of A(t) when the time-to-failure model for X is an exponential density with parameter, lambda, and the time-to-repair model for Y is an exponential density with parameter, theta. Under the assumption of exponential models for X and Y, it follows that the instantaneous availability at time t is A(t)=lambda/(lambda+theta)+theta/(lambda+theta)exp[-[(1/lambda)+(1/theta)]t] with t>0. Also, the steady-state availability is A(infinity)=lambda/(lambda+theta). We use the observations from n failure-repair cycles of the power plant, say X 1 , X 2 , ..., Xsub(n), Y 1 , Y 2 , ..., Ysub(n) to present the maximum likelihood estimators of A(t) and A(infinity). The exact sampling distributions for those estimators and some statistical properties are discussed before a simulation model is used to determine 95% simulation intervals for A(t). The methodology is applied to two examples which approximate the operating history of two nuclear power plants. (author)
Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation
Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.
2015-11-01
We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.
Directory of Open Access Journals (Sweden)
Azam Zaka
2014-10-01
Full Text Available This paper is concerned with the modifications of maximum likelihood, moments and percentile estimators of the two parameter Power function distribution. Sampling behavior of the estimators is indicated by Monte Carlo simulation. For some combinations of parameter values, some of the modified estimators appear better than the traditional maximum likelihood, moments and percentile estimators with respect to bias, mean square error and total deviation.
Penalized Maximum Likelihood Estimation for univariate normal mixture distributions
International Nuclear Information System (INIS)
Ridolfi, A.; Idier, J.
2001-01-01
Due to singularities of the likelihood function, the maximum likelihood approach for the estimation of the parameters of normal mixture models is an acknowledged ill posed optimization problem. Ill posedness is solved by penalizing the likelihood function. In the Bayesian framework, it amounts to incorporating an inverted gamma prior in the likelihood function. A penalized version of the EM algorithm is derived, which is still explicit and which intrinsically assures that the estimates are not singular. Numerical evidence of the latter property is put forward with a test
On the mean squared error of the ridge estimator of the covariance and precision matrix
van Wieringen, Wessel N.
2017-01-01
For a suitably chosen ridge penalty parameter, the ridge regression estimator uniformly dominates the maximum likelihood regression estimator in terms of the mean squared error. Analogous results for the ridge maximum likelihood estimators of covariance and precision matrix are presented.
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.
Likelihood-based inference for cointegration with nonlinear error-correction
DEFF Research Database (Denmark)
Kristensen, Dennis; Rahbek, Anders Christian
2010-01-01
We consider a class of nonlinear vector error correction models where the transfer function (or loadings) of the stationary relationships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long-run cointegration parameters, and the short-run parameters. Asymptotic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normality can be found. A simulation study...
Anticipating cognitive effort: roles of perceived error-likelihood and time demands.
Dunn, Timothy L; Inzlicht, Michael; Risko, Evan F
2017-11-13
Why are some actions evaluated as effortful? In the present set of experiments we address this question by examining individuals' perception of effort when faced with a trade-off between two putative cognitive costs: how much time a task takes vs. how error-prone it is. Specifically, we were interested in whether individuals anticipate engaging in a small amount of hard work (i.e., low time requirement, but high error-likelihood) vs. a large amount of easy work (i.e., high time requirement, but low error-likelihood) as being more effortful. In between-subject designs, Experiments 1 through 3 demonstrated that individuals anticipate options that are high in perceived error-likelihood (yet less time consuming) as more effortful than options that are perceived to be more time consuming (yet low in error-likelihood). Further, when asked to evaluate which of the two tasks was (a) more effortful, (b) more error-prone, and (c) more time consuming, effort-based and error-based choices closely tracked one another, but this was not the case for time-based choices. Utilizing a within-subject design, Experiment 4 demonstrated overall similar pattern of judgments as Experiments 1 through 3. However, both judgments of error-likelihood and time demand similarly predicted effort judgments. Results are discussed within the context of extant accounts of cognitive control, with considerations of how error-likelihood and time demands may independently and conjunctively factor into judgments of cognitive effort.
MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR
SCHOUTEN, JC; TAKENS, F; VANDENBLEEK, CM
In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the
Composite likelihood and two-stage estimation in family studies
DEFF Research Database (Denmark)
Andersen, Elisabeth Anne Wreford
2004-01-01
In this paper register based family studies provide the motivation for linking a two-stage estimation procedure in copula models for multivariate failure time data with a composite likelihood approach. The asymptotic properties of the estimators in both parametric and semi-parametric models are d...
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.
Maximum likelihood estimation of the attenuated ultrasound pulse
DEFF Research Database (Denmark)
Rasmussen, Klaus Bolding
1994-01-01
The attenuated ultrasound pulse is divided into two parts: a stationary basic pulse and a nonstationary attenuation pulse. A standard ARMA model is used for the basic pulse, and a nonstandard ARMA model is derived for the attenuation pulse. The maximum likelihood estimator of the attenuated...
Approximate maximum likelihood estimation for population genetic inference.
Bertl, Johanna; Ewing, Gregory; Kosiol, Carolin; Futschik, Andreas
2017-11-27
In many population genetic problems, parameter estimation is obstructed by an intractable likelihood function. Therefore, approximate estimation methods have been developed, and with growing computational power, sampling-based methods became popular. However, these methods such as Approximate Bayesian Computation (ABC) can be inefficient in high-dimensional problems. This led to the development of more sophisticated iterative estimation methods like particle filters. Here, we propose an alternative approach that is based on stochastic approximation. By moving along a simulated gradient or ascent direction, the algorithm produces a sequence of estimates that eventually converges to the maximum likelihood estimate, given a set of observed summary statistics. This strategy does not sample much from low-likelihood regions of the parameter space, and is fast, even when many summary statistics are involved. We put considerable efforts into providing tuning guidelines that improve the robustness and lead to good performance on problems with high-dimensional summary statistics and a low signal-to-noise ratio. We then investigate the performance of our resulting approach and study its properties in simulations. Finally, we re-estimate parameters describing the demographic history of Bornean and Sumatran orang-utans.
Building unbiased estimators from non-Gaussian likelihoods with application to shear estimation
International Nuclear Information System (INIS)
Madhavacheril, Mathew S.; Sehgal, Neelima; McDonald, Patrick; Slosar, Anže
2015-01-01
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 a generic way of creating an unbiased estimator (assuming choice of the fiducial model is independent of data). 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 Armstrong's estimator exhibit a bias which is quadratic in true shear. Our third-order estimator is, at least in the realm of the toy problem of Bernstein and Armstrong, unbiased to 0.1% in relative shear errors Δg/g for shears up to |g|=0.2
Maximum Likelihood Blood Velocity Estimator Incorporating Properties of Flow Physics
DEFF Research Database (Denmark)
Schlaikjer, Malene; Jensen, Jørgen Arendt
2004-01-01
)-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...... has been compared to the cross-correlation (CC) estimator and the previously developed maximum likelihood estimator (MLE). The results show that the CMLE can handle a larger velocity search range and is capable of estimating even low velocity levels from tissue motion. The CC and the MLE produce...... for the CC and the MLE. When the velocity search range is set to twice the limit of the CC and the MLE, the number of incorrect velocity estimates are 0, 19.1, and 7.2% for the CMLE, CC, and MLE, respectively. The ability to handle a larger search range and estimating low velocity levels was confirmed...
Maximum likelihood estimation for Cox's regression model under nested case-control sampling
DEFF Research Database (Denmark)
Scheike, Thomas Harder; Juul, Anders
2004-01-01
-like growth factor I was associated with ischemic heart disease. The study was based on a population of 3784 Danes and 231 cases of ischemic heart disease where controls were matched on age and gender. We illustrate the use of the MLE for these data and show how the maximum likelihood framework can be used......Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazards...... model. The MLE is computed by the EM-algorithm, which is easy to implement in the proportional hazards setting. Standard errors are estimated by a numerical profile likelihood approach based on EM aided differentiation. The work was motivated by a nested case-control study that hypothesized that insulin...
Maximum Likelihood and Bayes Estimation in Randomly Censored Geometric Distribution
Directory of Open Access Journals (Sweden)
Hare Krishna
2017-01-01
Full Text Available In this article, we study the geometric distribution under randomly censored data. Maximum likelihood estimators and confidence intervals based on Fisher information matrix are derived for the unknown parameters with randomly censored data. Bayes estimators are also developed using beta priors under generalized entropy and LINEX loss functions. Also, Bayesian credible and highest posterior density (HPD credible intervals are obtained for the parameters. Expected time on test and reliability characteristics are also analyzed in this article. To compare various estimates developed in the article, a Monte Carlo simulation study is carried out. Finally, for illustration purpose, a randomly censored real data set is discussed.
Maximum likelihood estimation of the parameters of nonminimum phase and noncausal ARMA models
DEFF Research Database (Denmark)
Rasmussen, Klaus Bolding
1994-01-01
The well-known prediction-error-based maximum likelihood (PEML) method can only handle minimum phase ARMA models. This paper presents a new method known as the back-filtering-based maximum likelihood (BFML) method, which can handle nonminimum phase and noncausal ARMA models. The BFML method...... is identical to the PEML method in the case of a minimum phase ARMA model, and it turns out that the BFML method incorporates a noncausal ARMA filter with poles outside the unit circle for estimation of the parameters of a causal, nonminimum phase ARMA model...
Bayesian and maximum likelihood estimation of genetic maps
DEFF Research Database (Denmark)
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...... of genotyping errors. A similar advantage of the Bayesian method was not observed for missing data. We also re-analyse a recently published set of data from the eggplant and show that the use of the MCMC-based method leads to smaller estimates of genetic distances....
Fast maximum likelihood estimation of mutation rates using a birth-death process.
Wu, Xiaowei; Zhu, Hongxiao
2015-02-07
Since fluctuation analysis was first introduced by Luria and Delbrück in 1943, it has been widely used to make inference about spontaneous mutation rates in cultured cells. Under certain model assumptions, the probability distribution of the number of mutants that appear in a fluctuation experiment can be derived explicitly, which provides the basis of mutation rate estimation. It has been shown that, among various existing estimators, the maximum likelihood estimator usually demonstrates some desirable properties such as consistency and lower mean squared error. However, its application in real experimental data is often hindered by slow computation of likelihood due to the recursive form of the mutant-count distribution. We propose a fast maximum likelihood estimator of mutation rates, MLE-BD, based on a birth-death process model with non-differential growth assumption. Simulation studies demonstrate that, compared with the conventional maximum likelihood estimator derived from the Luria-Delbrück distribution, MLE-BD achieves substantial improvement on computational speed and is applicable to arbitrarily large number of mutants. In addition, it still retains good accuracy on point estimation. Published by Elsevier Ltd.
Estimation Methods for Non-Homogeneous Regression - Minimum CRPS vs Maximum Likelihood
Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg J.; Zeileis, Achim
2017-04-01
Non-homogeneous regression models are widely used to statistically post-process numerical weather prediction models. Such regression models correct for errors in mean and variance and are capable to forecast a full probability distribution. In order to estimate the corresponding regression coefficients, CRPS minimization is performed in many meteorological post-processing studies since the last decade. In contrast to maximum likelihood estimation, CRPS minimization is claimed to yield more calibrated forecasts. Theoretically, both scoring rules used as an optimization score should be able to locate a similar and unknown optimum. Discrepancies might result from a wrong distributional assumption of the observed quantity. To address this theoretical concept, this study compares maximum likelihood and minimum CRPS estimation for different distributional assumptions. First, a synthetic case study shows that, for an appropriate distributional assumption, both estimation methods yield to similar regression coefficients. The log-likelihood estimator is slightly more efficient. A real world case study for surface temperature forecasts at different sites in Europe confirms these results but shows that surface temperature does not always follow the classical assumption of a Gaussian distribution. KEYWORDS: ensemble post-processing, maximum likelihood estimation, CRPS minimization, probabilistic temperature forecasting, distributional regression models
Likelihood Estimation of Gamma Ray Bursts Duration Distribution
Horvath, Istvan
2005-01-01
Two classes of Gamma Ray Bursts have been identified so far, characterized by T90 durations shorter and longer than approximately 2 seconds. It was shown that the BATSE 3B data allow a good fit with three Gaussian distributions in log T90. In the same Volume in ApJ. another paper suggested that the third class of GRBs is may exist. Using the full BATSE catalog here we present the maximum likelihood estimation, which gives us 0.5% probability to having only two subclasses. The MC simulation co...
Estimating likelihood of future crashes for crash-prone drivers
Subasish Das; Xiaoduan Sun; Fan Wang; Charles Leboeuf
2015-01-01
At-fault crash-prone drivers are usually considered as the high risk group for possible future incidents or crashes. In Louisiana, 34% of crashes are repeatedly committed by the at-fault crash-prone drivers who represent only 5% of the total licensed drivers in the state. This research has conducted an exploratory data analysis based on the driver faultiness and proneness. The objective of this study is to develop a crash prediction model to estimate the likelihood of future crashes for the a...
Accelerated maximum likelihood parameter estimation for stochastic biochemical systems
Directory of Open Access Journals (Sweden)
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
Marginal Maximum Likelihood Estimation of Item Response Models in R
Directory of Open Access Journals (Sweden)
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.
Maximum likelihood estimation of phase-type distributions
DEFF Research Database (Denmark)
Esparza, Luz Judith R
for both univariate and multivariate cases. Methods like the EM algorithm and Markov chain Monte Carlo are applied for this purpose. Furthermore, this thesis provides explicit formulae for computing the Fisher information matrix for discrete and continuous phase-type distributions, which is needed to find......This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions...... confidence regions for their estimated parameters. Finally, a new general class of distributions, called bilateral matrix-exponential distributions, is defined. These distributions have the entire real line as domain and can be used, for instance, for modelling. In addition, this class of distributions...
Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors
Erkmen, Baris I.; Moision, Bruce E.
2010-01-01
Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.
Targeted maximum likelihood estimation for a binary treatment: A tutorial.
Luque-Fernandez, Miguel Angel; Schomaker, Michael; Rachet, Bernard; Schnitzer, Mireille E
2018-04-23
When estimating the average effect of a binary treatment (or exposure) on an outcome, methods that incorporate propensity scores, the G-formula, or targeted maximum likelihood estimation (TMLE) are preferred over naïve regression approaches, which are biased under misspecification of a parametric outcome model. In contrast propensity score methods require the correct specification of an exposure model. Double-robust methods only require correct specification of either the outcome or the exposure model. Targeted maximum likelihood estimation is a semiparametric double-robust method that improves the chances of correct model specification by allowing for flexible estimation using (nonparametric) machine-learning methods. It therefore requires weaker assumptions than its competitors. We provide a step-by-step guided implementation of TMLE and illustrate it in a realistic scenario based on cancer epidemiology where assumptions about correct model specification and positivity (ie, when a study participant had 0 probability of receiving the treatment) are nearly violated. This article provides a concise and reproducible educational introduction to TMLE for a binary outcome and exposure. The reader should gain sufficient understanding of TMLE from this introductory tutorial to be able to apply the method in practice. Extensive R-code is provided in easy-to-read boxes throughout the article for replicability. Stata users will find a testing implementation of TMLE and additional material in the Appendix S1 and at the following GitHub repository: https://github.com/migariane/SIM-TMLE-tutorial. © 2018 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd.
Clock error models for simulation and estimation
International Nuclear Information System (INIS)
Meditch, J.S.
1981-10-01
Mathematical models for the simulation and estimation of errors in precision oscillators used as time references in satellite navigation systems are developed. The results, based on all currently known oscillator error sources, are directly implementable on a digital computer. The simulation formulation is sufficiently flexible to allow for the inclusion or exclusion of individual error sources as desired. The estimation algorithms, following from Kalman filter theory, provide directly for the error analysis of clock errors in both filtering and prediction
Maximum-likelihood estimation of recent shared ancestry (ERSA).
Huff, Chad D; Witherspoon, David J; Simonson, Tatum S; Xing, Jinchuan; Watkins, W Scott; Zhang, Yuhua; Tuohy, Therese M; Neklason, Deborah W; Burt, Randall W; Guthery, Stephen L; Woodward, Scott R; Jorde, Lynn B
2011-05-01
Accurate estimation of recent shared ancestry is important for genetics, evolution, medicine, conservation biology, and forensics. Established methods estimate kinship accurately for first-degree through third-degree relatives. We demonstrate that chromosomal segments shared by two individuals due to identity by descent (IBD) provide much additional information about shared ancestry. We developed a maximum-likelihood method for the estimation of recent shared ancestry (ERSA) from the number and lengths of IBD segments derived from high-density SNP or whole-genome sequence data. We used ERSA to estimate relationships from SNP genotypes in 169 individuals from three large, well-defined human pedigrees. ERSA is accurate to within one degree of relationship for 97% of first-degree through fifth-degree relatives and 80% of sixth-degree and seventh-degree relatives. We demonstrate that ERSA's statistical power approaches the maximum theoretical limit imposed by the fact that distant relatives frequently share no DNA through a common ancestor. ERSA greatly expands the range of relationships that can be estimated from genetic data and is implemented in a freely available software package.
Maximum Likelihood PSD Estimation for Speech Enhancement in Reverberation and Noise
DEFF Research Database (Denmark)
Kuklasinski, Adam; Doclo, Simon; Jensen, Søren Holdt
2016-01-01
In this contribution we focus on the problem of power spectral density (PSD) estimation from multiple microphone signals in reverberant and noisy environments. The PSD estimation method proposed in this paper is based on the maximum likelihood (ML) methodology. In particular, we derive a novel ML...... instrumental measures and is shown to be higher than when the competing estimator is used. Moreover, we perform a speech intelligibility test where we demonstrate that both the proposed and the competing PSD estimators lead to similar intelligibility improvements......., it is shown numerically that the mean squared estimation error achieved by the proposed method is near the limit set by the corresponding Cram´er-Rao lower bound. The speech dereverberation performance of a multi-channel Wiener filter (MWF) based on the proposed PSD estimators is measured using several...
Maximum likelihood estimation for cytogenetic dose-response curves
International Nuclear Information System (INIS)
Frome, E.L.; DuFrain, R.J.
1986-01-01
In vitro dose-response curves are used to describe the relation between chromosome aberrations and radiation dose for human lymphocytes. The lymphocytes are exposed to low-LET radiation, and the resulting dicentric chromosome aberrations follow the Poisson distribution. The expected yield depends on both the magnitude and the temporal distribution of the dose. A general dose-response model that describes this relation has been presented by Kellerer and Rossi (1972, Current Topics on Radiation Research Quarterly 8, 85-158; 1978, Radiation Research 75, 471-488) using the theory of dual radiation action. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting dose-time-response models are intrinsically nonlinear in the parameters. A general-purpose maximum likelihood estimation procedure is described, and estimation for the nonlinear models is 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
Error Covariance Estimation of Mesoscale Data Assimilation
National Research Council Canada - National Science Library
Xu, Qin
2005-01-01
The goal of this project is to explore and develop new methods of error covariance estimation that will provide necessary statistical descriptions of prediction and observation errors for mesoscale data assimilation...
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.
Maximum likelihood estimation for cytogenetic dose-response curves
International Nuclear Information System (INIS)
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[γd + g(t, tau)d 2 ], where t is the time and d is dose. The coefficient of the d 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 estimation for cytogenetic dose-response curves
Energy Technology Data Exchange (ETDEWEB)
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.
Fast and accurate estimation of the covariance between pairwise maximum likelihood distances
Directory of Open Access Journals (Sweden)
Manuel Gil
2014-09-01
Full Text Available Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989 which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.
Fast and accurate estimation of the covariance between pairwise maximum likelihood distances.
Gil, Manuel
2014-01-01
Pairwise evolutionary distances are a model-based summary statistic for a set of molecular sequences. They represent the leaf-to-leaf path lengths of the underlying phylogenetic tree. Estimates of pairwise distances with overlapping paths covary because of shared mutation events. It is desirable to take these covariance structure into account to increase precision in any process that compares or combines distances. This paper introduces a fast estimator for the covariance of two pairwise maximum likelihood distances, estimated under general Markov models. The estimator is based on a conjecture (going back to Nei & Jin, 1989) which links the covariance to path lengths. It is proven here under a simple symmetric substitution model. A simulation shows that the estimator outperforms previously published ones in terms of the mean squared error.
Kojima, Yohei; Takeda, Kazuaki; Adachi, Fumiyuki
Frequency-domain equalization (FDE) based on the minimum mean square error (MMSE) criterion can provide better downlink bit error rate (BER) performance of direct sequence code division multiple access (DS-CDMA) than the conventional rake combining in a frequency-selective fading channel. FDE requires accurate channel estimation. In this paper, we propose a new 2-step maximum likelihood channel estimation (MLCE) for DS-CDMA with FDE in a very slow frequency-selective fading environment. The 1st step uses the conventional pilot-assisted MMSE-CE and the 2nd step carries out the MLCE using decision feedback from the 1st step. The BER performance improvement achieved by 2-step MLCE over pilot assisted MMSE-CE is confirmed by computer simulation.
Affective mapping: An activation likelihood estimation (ALE) meta-analysis.
Kirby, Lauren A J; Robinson, Jennifer L
2017-11-01
Functional neuroimaging has the spatial resolution to explain the neural basis of emotions. Activation likelihood estimation (ALE), as opposed to traditional qualitative meta-analysis, quantifies convergence of activation across studies within affective categories. Others have used ALE to investigate a broad range of emotions, but without the convenience of the BrainMap database. We used the BrainMap database and analysis resources to run separate meta-analyses on coordinates reported for anger, anxiety, disgust, fear, happiness, humor, and sadness. Resultant ALE maps were compared to determine areas of convergence between emotions, as well as to identify affect-specific networks. Five out of the seven emotions demonstrated consistent activation within the amygdala, whereas all emotions consistently activated the right inferior frontal gyrus, which has been implicated as an integration hub for affective and cognitive processes. These data provide the framework for models of affect-specific networks, as well as emotional processing hubs, which can be used for future studies of functional or effective connectivity. Copyright © 2015 Elsevier Inc. All rights reserved.
Two-Stage Maximum Likelihood Estimation (TSMLE for MT-CDMA Signals in the Indoor Environment
Directory of Open Access Journals (Sweden)
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.
Maximum-likelihood estimation of the hyperbolic parameters from grouped observations
DEFF Research Database (Denmark)
Jensen, Jens Ledet
1988-01-01
a least-squares problem. The second procedure Hypesti first approaches the maximum-likelihood estimate by iterating in the profile-log likelihood function for the scale parameter. Close to the maximum of the likelihood function, the estimation is brought to an end by iteration, using all four parameters...
Estimating likelihood of future crashes for crash-prone drivers
Directory of Open Access Journals (Sweden)
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.
Statistical errors in Monte Carlo estimates of systematic errors
Roe, Byron P.
2007-01-01
For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k2. The specific terms unisim and multisim were coined by Peter Meyers and Steve Brice, respectively, for the MiniBooNE experiment. However, the concepts have been developed over time and have been in general use for some time.
Statistical errors in Monte Carlo estimates of systematic errors
Energy Technology Data Exchange (ETDEWEB)
Roe, Byron P. [Department of Physics, University of Michigan, Ann Arbor, MI 48109 (United States)]. E-mail: byronroe@umich.edu
2007-01-01
For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k{sup 2}.
Statistical errors in Monte Carlo estimates of systematic errors
International Nuclear Information System (INIS)
Roe, Byron P.
2007-01-01
For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k 2
COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION BY A GAUSSIANIZED BLACKWELL-RAO ESTIMATOR
International Nuclear Information System (INIS)
Rudjord, Oe.; Groeneboom, N. E.; Eriksen, H. K.; Huey, Greg; Gorski, K. M.; Jewell, J. B.
2009-01-01
We introduce a new cosmic microwave background (CMB) temperature likelihood approximation called the Gaussianized Blackwell-Rao estimator. This estimator is derived by transforming the observed marginal power spectrum distributions obtained by the CMB Gibbs sampler into standard univariate Gaussians, and then approximating their joint transformed distribution by a multivariate Gaussian. The method is exact for full-sky coverage and uniform noise and an excellent approximation for sky cuts and scanning patterns relevant for modern satellite experiments such as the Wilkinson Microwave Anisotropy Probe (WMAP) and Planck. The result is a stable, accurate, and computationally very efficient CMB temperature likelihood representation that allows the user to exploit the unique error propagation capabilities of the Gibbs sampler to high ls. A single evaluation of this estimator between l = 2 and 200 takes ∼0.2 CPU milliseconds, while for comparison, a singe pixel space likelihood evaluation between l = 2 and 30 for a map with ∼2500 pixels requires ∼20 s. We apply this tool to the five-year WMAP temperature data, and re-estimate the angular temperature power spectrum, C l , and likelihood, L(C l ), for l ≤ 200, and derive new cosmological parameters for the standard six-parameter ΛCDM model. Our spectrum is in excellent agreement with the official WMAP spectrum, but we find slight differences in the derived cosmological parameters. Most importantly, the spectral index of scalar perturbations is n s = 0.973 ± 0.014, 1.9σ away from unity and 0.6σ higher than the official WMAP result, n s = 0.965 ± 0.014. This suggests that an exact likelihood treatment is required to higher ls than previously believed, reinforcing and extending our conclusions from the three-year WMAP analysis. In that case, we found that the suboptimal likelihood approximation adopted between l = 12 and 30 by the WMAP team biased n s low by 0.4σ, while here we find that the same approximation
Wind power error estimation in resource assessments.
Directory of Open Access Journals (Sweden)
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.
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.
LIKELIHOOD ESTIMATION OF PARAMETERS USING SIMULTANEOUSLY MONITORED PROCESSES
DEFF Research Database (Denmark)
Friis-Hansen, Peter; Ditlevsen, Ove Dalager
2004-01-01
The topic is maximum likelihood inference from several simultaneously monitored response processes of a structure to obtain knowledge about the parameters of other not monitored but important response processes when the structure is subject to some Gaussian load field in space and time. The consi....... The considered example is a ship sailing with a given speed through a Gaussian wave field....
Multilevel maximum likelihood estimation with application to covariance matrices
Czech Academy of Sciences Publication Activity Database
Turčičová, Marie; Mandel, J.; Eben, Kryštof
Published online: 23 January ( 2018 ) ISSN 0361-0926 R&D Projects: GA ČR GA13-34856S Institutional support: RVO:67985807 Keywords : Fisher information * High dimension * Hierarchical maximum likelihood * Nested parameter spaces * Spectral diagonal covariance model * Sparse inverse covariance model Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.311, year: 2016
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.
Statistical Bias in Maximum Likelihood Estimators of Item Parameters.
1982-04-01
34 a> E r’r~e r ,C Ie I# ne,..,.rVi rnd Id.,flfv b1 - bindk numb.r) I; ,t-i i-cd I ’ tiie bias in the maximum likelihood ,st i- i;, ’ t iIeiIrs in...NTC, IL 60088 Psychometric Laboratory University of North Carolina I ERIC Facility-Acquisitions Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC
Zeng, X.
2015-12-01
A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.
Bias Correction for the Maximum Likelihood Estimate of Ability. Research Report. ETS RR-05-15
Zhang, Jinming
2005-01-01
Lord's bias function and the weighted likelihood estimation method are effective in reducing the bias of the maximum likelihood estimate of an examinee's ability under the assumption that the true item parameters are known. This paper presents simulation studies to determine the effectiveness of these two methods in reducing the bias when the item…
Ros, B.P.; Bijma, F.; de Munck, J.C.; de Gunst, M.C.M.
2016-01-01
This paper deals with multivariate Gaussian models for which the covariance matrix is a Kronecker product of two matrices. We consider maximum likelihood estimation of the model parameters, in particular of the covariance matrix. There is no explicit expression for the maximum likelihood estimator
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…
Error estimation in plant growth analysis
Directory of Open Access Journals (Sweden)
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.
KMRR thermal power measurement error estimation
International Nuclear Information System (INIS)
Rhee, B.W.; Sim, B.S.; Lim, I.C.; Oh, S.K.
1990-01-01
The thermal power measurement error of the Korea Multi-purpose Research Reactor has been estimated by a statistical Monte Carlo method, and compared with those obtained by the other methods including deterministic and statistical approaches. The results show that the specified thermal power measurement error of 5% cannot be achieved if the commercial RTDs are used to measure the coolant temperatures of the secondary cooling system and the error can be reduced below the requirement if the commercial RTDs are replaced by the precision RTDs. The possible range of the thermal power control operation has been identified to be from 100% to 20% of full power
Finite mixture model: A maximum likelihood estimation approach on time series data
Yen, Phoong Seuk; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad
2014-09-01
Recently, statistician emphasized on the fitting of finite mixture model by using maximum likelihood estimation as it provides asymptotic properties. In addition, it shows consistency properties as the sample sizes increases to infinity. This illustrated that maximum likelihood estimation is an unbiased estimator. Moreover, the estimate parameters obtained from the application of maximum likelihood estimation have smallest variance as compared to others statistical method as the sample sizes increases. Thus, maximum likelihood estimation is adopted in this paper to fit the two-component mixture model in order to explore the relationship between rubber price and exchange rate for Malaysia, Thailand, Philippines and Indonesia. Results described that there is a negative effect among rubber price and exchange rate for all selected countries.
FLEAD: online frequency likelihood estimation anomaly detection for mobile sensing
Le Viet Duc, L Duc; Scholten, Johan; Havinga, Paul J.M.
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
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
Statistical analysis of maximum likelihood estimator images of human brain FDG PET studies
International Nuclear Information System (INIS)
Llacer, J.; Veklerov, E.; Hoffman, E.J.; Nunez, J.; Coakley, K.J.
1993-01-01
The work presented in this paper evaluates the statistical characteristics of regional bias and expected error in reconstructions of real PET data of human brain fluorodeoxiglucose (FDG) studies carried out by the maximum likelihood estimator (MLE) method with a robust stopping rule, and compares them with the results of filtered backprojection (FBP) reconstructions and with the method of sieves. The task that the authors have investigated is that of quantifying radioisotope uptake in regions-of-interest (ROI's). They first describe a robust methodology for the use of the MLE method with clinical data which contains only one adjustable parameter: the kernel size for a Gaussian filtering operation that determines final resolution and expected regional error. Simulation results are used to establish the fundamental characteristics of the reconstructions obtained by out methodology, corresponding to the case in which the transition matrix is perfectly known. Then, data from 72 independent human brain FDG scans from four patients are used to show that the results obtained from real data are consistent with the simulation, although the quality of the data and of the transition matrix have an effect on the final outcome
Error estimation for variational nodal calculations
International Nuclear Information System (INIS)
Zhang, H.; Lewis, E.E.
1998-01-01
Adaptive grid methods are widely employed in finite element solutions to both solid and fluid mechanics problems. Either the size of the element is reduced (h refinement) or the order of the trial function is increased (p refinement) locally to improve the accuracy of the solution without a commensurate increase in computational effort. Success of these methods requires effective local error estimates to determine those parts of the problem domain where the solution should be refined. Adaptive methods have recently been applied to the spatial variables of the discrete ordinates equations. As a first step in the development of adaptive methods that are compatible with the variational nodal method, the authors examine error estimates for use in conjunction with spatial variables. The variational nodal method lends itself well to p refinement because the space-angle trial functions are hierarchical. Here they examine an error estimator for use with spatial p refinement for the diffusion approximation. Eventually, angular refinement will also be considered using spherical harmonics approximations
Penfield, Randall D.; Bergeron, Jennifer M.
2005-01-01
This article applies a weighted maximum likelihood (WML) latent trait estimator to the generalized partial credit model (GPCM). The relevant equations required to obtain the WML estimator using the Newton-Raphson algorithm are presented, and a simulation study is described that compared the properties of the WML estimator to those of the maximum…
Institute of Scientific and Technical Information of China (English)
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.
Cash, W.
1979-01-01
Many problems in the experimental estimation of parameters for models can be solved through use of the likelihood ratio test. Applications of the likelihood ratio, with particular attention to photon counting experiments, are discussed. The procedures presented solve a greater range of problems than those currently in use, yet are no more difficult to apply. The procedures are proved analytically, and examples from current problems in astronomy are discussed.
Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen
2018-03-01
Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data-space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper we use massive asymptotically-optimal data compression to reduce the dimensionality of the data-space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parameterized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate Density Estimation Likelihood-Free Inference with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological datasets.
Kuhnt, S.
2004-01-01
Observed cell counts in contingency tables are perceived as outliers if they have low probability under an anticipated loglinear Poisson model. New procedures for the identification of such outliers are derived using the classical maximum likelihood estimator and an estimator based on the L1 norm.
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…
Maximum likelihood estimation for Cox's regression model under nested case-control sampling
DEFF Research Database (Denmark)
Scheike, Thomas; Juul, Anders
2004-01-01
Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazard...
Christiansen, Bo
2015-04-01
Linear regression methods are without doubt the most used approaches to describe and predict data in the physical sciences. They are often good first order approximations and they are in general easier to apply and interpret than more advanced methods. However, even the properties of univariate regression can lead to debate over the appropriateness of various models as witnessed by the recent discussion about climate reconstruction methods. Before linear regression is applied important choices have to be made regarding the origins of the noise terms and regarding which of the two variables under consideration that should be treated as the independent variable. These decisions are often not easy to make but they may have a considerable impact on the results. We seek to give a unified probabilistic - Bayesian with flat priors - treatment of univariate linear regression and prediction by taking, as starting point, the general errors-in-variables model (Christiansen, J. Clim., 27, 2014-2031, 2014). Other versions of linear regression can be obtained as limits of this model. We derive the likelihood of the model parameters and predictands of the general errors-in-variables model by marginalizing over the nuisance parameters. The resulting likelihood is relatively simple and easy to analyze and calculate. The well known unidentifiability of the errors-in-variables model is manifested as the absence of a well-defined maximum in the likelihood. However, this does not mean that probabilistic inference can not be made; the marginal likelihoods of model parameters and the predictands have, in general, well-defined maxima. We also include a probabilistic version of classical calibration and show how it is related to the errors-in-variables model. The results are illustrated by an example from the coupling between the lower stratosphere and the troposphere in the Northern Hemisphere winter.
Regional compensation for statistical maximum likelihood reconstruction error of PET image pixels
International Nuclear Information System (INIS)
Forma, J; Ruotsalainen, U; Niemi, J A
2013-01-01
In positron emission tomography (PET), there is an increasing interest in studying not only the regional mean tracer concentration, but its variation arising from local differences in physiology, the tissue heterogeneity. However, in reconstructed images this physiological variation is shadowed by a large reconstruction error, which is caused by noisy data and the inversion of tomographic problem. We present a new procedure which can quantify the error variation in regional reconstructed values for given PET measurement, and reveal the remaining tissue heterogeneity. The error quantification is made by creating and reconstructing the noise realizations of virtual sinograms, which are statistically similar with the measured sinogram. Tests with physical phantom data show that the characterization of error variation and the true heterogeneity are possible, despite the existing model error when real measurement is considered. (paper)
Maximum likelihood estimation of the position of a radiating source in a waveguide
International Nuclear Information System (INIS)
Hinich, M.J.
1979-01-01
An array of sensors is receiving radiation from a source of interest. The source and the array are in a one- or two-dimensional waveguide. The maximum-likelihood estimators of the coordinates of the source are analyzed under the assumptions that the noise field is Gaussian. The Cramer-Rao lower bound is of the order of the number of modes which define the source excitation function. The results show that the accuracy of the maximum likelihood estimator of source depth using a vertical array in a infinite horizontal waveguide (such as the ocean) is limited by the number of modes detected by the array regardless of the array size
Regularization parameter selection methods for ill-posed Poisson maximum likelihood estimation
International Nuclear Information System (INIS)
Bardsley, Johnathan M; Goldes, John
2009-01-01
In image processing applications, image intensity is often measured via the counting of incident photons emitted by the object of interest. In such cases, image data noise is accurately modeled by a Poisson distribution. This motivates the use of Poisson maximum likelihood estimation for image reconstruction. However, when the underlying model equation is ill-posed, regularization is needed. Regularized Poisson likelihood estimation has been studied extensively by the authors, though a problem of high importance remains: the choice of the regularization parameter. We will present three statistically motivated methods for choosing the regularization parameter, and numerical examples will be presented to illustrate their effectiveness
A maximum pseudo-likelihood approach for estimating species trees under the coalescent model
Directory of Open Access Journals (Sweden)
Edwards Scott V
2010-10-01
Full Text Available Abstract Background Several phylogenetic approaches have been developed to estimate species trees from collections of gene trees. However, maximum likelihood approaches for estimating species trees under the coalescent model are limited. Although the likelihood of a species tree under the multispecies coalescent model has already been derived by Rannala and Yang, it can be shown that the maximum likelihood estimate (MLE of the species tree (topology, branch lengths, and population sizes from gene trees under this formula does not exist. In this paper, we develop a pseudo-likelihood function of the species tree to obtain maximum pseudo-likelihood estimates (MPE of species trees, with branch lengths of the species tree in coalescent units. Results We show that the MPE of the species tree is statistically consistent as the number M of genes goes to infinity. In addition, the probability that the MPE of the species tree matches the true species tree converges to 1 at rate O(M -1. The simulation results confirm that the maximum pseudo-likelihood approach is statistically consistent even when the species tree is in the anomaly zone. We applied our method, Maximum Pseudo-likelihood for Estimating Species Trees (MP-EST to a mammal dataset. The four major clades found in the MP-EST tree are consistent with those in the Bayesian concatenation tree. The bootstrap supports for the species tree estimated by the MP-EST method are more reasonable than the posterior probability supports given by the Bayesian concatenation method in reflecting the level of uncertainty in gene trees and controversies over the relationship of four major groups of placental mammals. Conclusions MP-EST can consistently estimate the topology and branch lengths (in coalescent units of the species tree. Although the pseudo-likelihood is derived from coalescent theory, and assumes no gene flow or horizontal gene transfer (HGT, the MP-EST method is robust to a small amount of HGT in the
Ning, Jing; Chen, Yong; Piao, Jin
2017-07-01
Publication bias occurs when the published research results are systematically unrepresentative of the population of studies that have been conducted, and is a potential threat to meaningful meta-analysis. The Copas selection model provides a flexible framework for correcting estimates and offers considerable insight into the publication bias. However, maximizing the observed likelihood under the Copas selection model is challenging because the observed data contain very little information on the latent variable. In this article, we study a Copas-like selection model and propose an expectation-maximization (EM) algorithm for estimation based on the full likelihood. Empirical simulation studies show that the EM algorithm and its associated inferential procedure performs well and avoids the non-convergence problem when maximizing the observed likelihood. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Huo, Ming-Xia; Li, Ying
2017-12-01
Quantum error correction is important to quantum information processing, which allows us to reliably process information encoded in quantum error correction codes. Efficient quantum error correction benefits from the knowledge of error rates. We propose a protocol for monitoring error rates in real time without interrupting the quantum error correction. Any adaptation of the quantum error correction code or its implementation circuit is not required. The protocol can be directly applied to the most advanced quantum error correction techniques, e.g. surface code. A Gaussian processes algorithm is used to estimate and predict error rates based on error correction data in the past. We find that using these estimated error rates, the probability of error correction failures can be significantly reduced by a factor increasing with the code distance.
Performance of penalized maximum likelihood in estimation of genetic covariances matrices
Directory of Open Access Journals (Sweden)
Meyer Karin
2011-11-01
Full Text Available Abstract Background Estimation of genetic covariance matrices for multivariate problems comprising more than a few traits is inherently problematic, since sampling variation increases dramatically with the number of traits. This paper investigates the efficacy of regularized estimation of covariance components in a maximum likelihood framework, imposing a penalty on the likelihood designed to reduce sampling variation. In particular, penalties that "borrow strength" from the phenotypic covariance matrix are considered. Methods An extensive simulation study was carried out to investigate the reduction in average 'loss', i.e. the deviation in estimated matrices from the population values, and the accompanying bias for a range of parameter values and sample sizes. A number of penalties are examined, penalizing either the canonical eigenvalues or the genetic covariance or correlation matrices. In addition, several strategies to determine the amount of penalization to be applied, i.e. to estimate the appropriate tuning factor, are explored. Results It is shown that substantial reductions in loss for estimates of genetic covariance can be achieved for small to moderate sample sizes. While no penalty performed best overall, penalizing the variance among the estimated canonical eigenvalues on the logarithmic scale or shrinking the genetic towards the phenotypic correlation matrix appeared most advantageous. Estimating the tuning factor using cross-validation resulted in a loss reduction 10 to 15% less than that obtained if population values were known. Applying a mild penalty, chosen so that the deviation in likelihood from the maximum was non-significant, performed as well if not better than cross-validation and can be recommended as a pragmatic strategy. Conclusions Penalized maximum likelihood estimation provides the means to 'make the most' of limited and precious data and facilitates more stable estimation for multi-dimensional analyses. It should
DEFF Research Database (Denmark)
Silver, Jeremy D; Ritchie, Matthew E; Smyth, Gordon K
2009-01-01
exponentially distributed, representing background noise and signal, respectively. Using a saddle-point approximation, Ritchie and others (2007) found normexp to be the best background correction method for 2-color microarray data. This article develops the normexp method further by improving the estimation...... 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...
Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation
Directory of Open Access Journals (Sweden)
Alejandro C. Frery
2004-12-01
Full Text Available This paper deals with numerical problems arising when performing maximum likelihood parameter estimation in speckled imagery using small samples. The noise that appears in images obtained with coherent illumination, as is the case of sonar, laser, ultrasound-B, and synthetic aperture radar, is called speckle, and it can neither be assumed Gaussian nor additive. The properties of speckle noise are well described by the multiplicative model, a statistical framework from which stem several important distributions. Amongst these distributions, one is regarded as the universal model for speckled data, namely, the 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.
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.
Maximum likelihood estimation of ancestral codon usage bias parameters in Drosophila
DEFF Research Database (Denmark)
Nielsen, Rasmus; Bauer DuMont, Vanessa L; Hubisz, Melissa J
2007-01-01
: the selection coefficient for optimal codon usage (S), allowing joint maximum likelihood estimation of S and the dN/dS ratio. We apply the method to previously published data from Drosophila melanogaster, Drosophila simulans, and Drosophila yakuba and show, in accordance with previous results, that the D...
Magis, David; Raiche, Gilles
2010-01-01
In this article the authors focus on the issue of the nonuniqueness of the maximum likelihood (ML) estimator of proficiency level in item response theory (with special attention to logistic models). The usual maximum a posteriori (MAP) method offers a good alternative within that framework; however, this article highlights some drawbacks of its…
DEFF Research Database (Denmark)
Borkowski, Robert; Johannisson, Pontus; Wymeersch, Henk
2014-01-01
We perform an experimental investigation of a maximum likelihood-based (ML-based) algorithm for bulk chromatic dispersion estimation for digital coherent receivers operating in uncompensated optical networks. We demonstrate the robustness of the method at low optical signal-to-noise ratio (OSNR...
Shenkman, Geva
2012-10-01
This study examined the frequencies of the desires and likelihood estimations of Israeli gay men regarding fatherhood and couplehood, using a sample of 183 gay men aged 19-50. It follows previous research which indicated the existence of a gap in the United States with respect to fatherhood, and called for generalizability examinations in other countries and the exploration of possible explanations. As predicted, a gap was also found in Israel between fatherhood desires and their likelihood estimations, as well as between couplehood desires and their likelihood estimations. In addition, lower estimations of fatherhood likelihood were found to predict depression and to correlate with decreased subjective well-being. Possible psychosocial explanations are offered. Moreover, by mapping attitudes toward fatherhood and couplehood among Israeli gay men, the current study helps to extend our knowledge of several central human development motivations and their correlations with depression and subjective well-being in a less-studied sexual minority in a complex cultural climate. (PsycINFO Database Record (c) 2012 APA, all rights reserved).
A simple route to maximum-likelihood estimates of two-locus
Indian Academy of Sciences (India)
Home; Journals; Journal of Genetics; Volume 94; Issue 3. A simple route to maximum-likelihood estimates of two-locus recombination fractions under inequality restrictions. Iain L. Macdonald Philasande Nkalashe. Research Note Volume 94 Issue 3 September 2015 pp 479-481 ...
Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models
Mesters, G.; Koopman, S.J.; Ooms, M.
2016-01-01
An exact maximum likelihood method is developed for the estimation of parameters in a non-Gaussian nonlinear density function that depends on a latent Gaussian dynamic process with long-memory properties. Our method relies on the method of importance sampling and on a linear Gaussian approximating
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
Energy Technology Data Exchange (ETDEWEB)
Singh, Harpreet; Arvind; Dorai, Kavita, E-mail: kavita@iisermohali.ac.in
2016-09-07
Estimation of quantum states is an important step in any quantum information processing experiment. A naive reconstruction of the density matrix from experimental measurements can often give density matrices which are not positive, and hence not physically acceptable. How do we ensure that at all stages of reconstruction, we keep the density matrix positive? Recently a method has been suggested based on maximum likelihood estimation, wherein the density matrix is guaranteed to be positive definite. We experimentally implement this protocol on an NMR quantum information processor. We discuss several examples and compare with the standard method of state estimation. - Highlights: • State estimation using maximum likelihood method was performed on an NMR quantum information processor. • Physically valid density matrices were obtained every time in contrast to standard quantum state tomography. • Density matrices of several different entangled and separable states were reconstructed for two and three qubits.
Parts of the Whole: Error Estimation for Science Students
Directory of Open Access Journals (Sweden)
Dorothy Wallace
2017-01-01
Full Text Available It is important for science students to understand not only how to estimate error sizes in measurement data, but also to see how these errors contribute to errors in conclusions they may make about the data. Relatively small errors in measurement, errors in assumptions, and roundoff errors in computation may result in large error bounds on computed quantities of interest. In this column, we look closely at a standard method for measuring the volume of cancer tumor xenografts to see how small errors in each of these three factors may contribute to relatively large observed errors in recorded tumor volumes.
Rivera, Diego; Rivas, Yessica; Godoy, Alex
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
Directory of Open Access Journals (Sweden)
Hakan A. Çırpan
2002-05-01
Full Text Available Sophisticated signal processing techniques have to be developed for capacity enhancement of future wireless communication systems. In recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. Space-time codes are obtained by combining channel coding, modulation, transmit diversity, and optional receive diversity in order to provide diversity at the receiver and coding gain without sacrificing the bandwidth. In this paper, we consider the problem of blind estimation of space-time coded signals along with the channel parameters. Both conditional and unconditional maximum likelihood approaches are developed and iterative solutions are proposed. The conditional maximum likelihood algorithm is based on iterative least squares with projection whereas the unconditional maximum likelihood approach is developed by means of finite state Markov process modelling. The performance analysis issues of the proposed methods are studied. Finally, some simulation results are presented.
International Nuclear Information System (INIS)
Beer, M.
1980-01-01
The maximum likelihood method for the multivariate normal distribution is applied to the case of several individual eigenvalues. Correlated Monte Carlo estimates of the eigenvalue are assumed to follow this prescription and aspects of the assumption are examined. Monte Carlo cell calculations using the SAM-CE and VIM codes for the TRX-1 and TRX-2 benchmark reactors, and SAM-CE full core results are analyzed with this method. Variance reductions of a few percent to a factor of 2 are obtained from maximum likelihood estimation as compared with the simple average and the minimum variance individual eigenvalue. The numerical results verify that the use of sample variances and correlation coefficients in place of the corresponding population statistics still leads to nearly minimum variance estimation for a sufficient number of histories and aggregates
Godolphin, E. J.
1980-01-01
It is shown that the estimation procedure of Walker leads to estimates of the parameters of a Gaussian moving average process which are asymptotically equivalent to the maximum likelihood estimates proposed by Whittle and represented by Godolphin.
Maximum Likelihood-Based Methods for Target Velocity Estimation with Distributed MIMO Radar
Directory of Open Access Journals (Sweden)
Zhenxin Cao
2018-02-01
Full Text Available The estimation problem for target velocity is addressed in this in the scenario with a distributed multi-input multi-out (MIMO radar system. A maximum likelihood (ML-based estimation method is derived with the knowledge of target position. Then, in the scenario without the knowledge of target position, an iterative method is proposed to estimate the target velocity by updating the position information iteratively. Moreover, the Carmér-Rao Lower Bounds (CRLBs for both scenarios are derived, and the performance degradation of velocity estimation without the position information is also expressed. Simulation results show that the proposed estimation methods can approach the CRLBs, and the velocity estimation performance can be further improved by increasing either the number of radar antennas or the information accuracy of the target position. Furthermore, compared with the existing methods, a better estimation performance can be achieved.
Grinband, Jack; Savitskaya, Judith; Wager, Tor D; Teichert, Tobias; Ferrera, Vincent P; Hirsch, Joy
2011-07-15
The dorsal medial frontal cortex (dMFC) is highly active during choice behavior. Though many models have been proposed to explain dMFC function, the conflict monitoring model is the most influential. It posits that dMFC is primarily involved in detecting interference between competing responses thus signaling the need for control. It accurately predicts increased neural activity and response time (RT) for incompatible (high-interference) vs. compatible (low-interference) decisions. However, it has been shown that neural activity can increase with time on task, even when no decisions are made. Thus, the greater dMFC activity on incompatible trials may stem from longer RTs rather than response conflict. This study shows that (1) the conflict monitoring model fails to predict the relationship between error likelihood and RT, and (2) the dMFC activity is not sensitive to congruency, error likelihood, or response conflict, but is monotonically related to time on task. Copyright © 2010 Elsevier Inc. All rights reserved.
Directory of Open Access Journals (Sweden)
K. Yao
2007-12-01
Full Text Available We investigate the maximum likelihood (ML direction-of-arrival (DOA estimation of multiple wideband sources in the presence of unknown nonuniform sensor noise. New closed-form expression for the direction estimation 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.
A theory of timing in scintillation counters based on maximum likelihood estimation
International Nuclear Information System (INIS)
Tomitani, Takehiro
1982-01-01
A theory of timing in scintillation counters based on the maximum likelihood estimation is presented. An optimum filter that minimizes the variance of timing is described. A simple formula to estimate the variance of timing is presented as a function of photoelectron number, scintillation decay constant and the single electron transit time spread in the photomultiplier. The present method was compared with the theory by E. Gatti and V. Svelto. The proposed method was applied to two simple models and rough estimations of potential time resolution of several scintillators are given. The proposed method is applicable to the timing in Cerenkov counters and semiconductor detectors as well. (author)
Estimation error algorithm at analysis of beta-spectra
International Nuclear Information System (INIS)
Bakovets, N.V.; Zhukovskij, A.I.; Zubarev, V.N.; Khadzhinov, E.M.
2005-01-01
This work describes the estimation error algorithm at the operations with beta-spectrums, as well as compares the theoretical and experimental errors by the processing of beta-channel's data. (authors)
Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics
Energy Technology Data Exchange (ETDEWEB)
Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc [Department of Mathematics and Statistics, University of Massachusetts, Amherst, Massachusetts 01003 (United States)
2016-03-14
We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.
Harbert, Robert S; Nixon, Kevin C
2015-08-01
• Plant distributions have long been understood to be correlated with the environmental conditions to which species are adapted. Climate is one of the major components driving species distributions. Therefore, it is expected that the plants coexisting in a community are reflective of the local environment, particularly climate.• Presented here is a method for the estimation of climate from local plant species coexistence data. The method, Climate Reconstruction Analysis using Coexistence Likelihood Estimation (CRACLE), is a likelihood-based method that employs specimen collection data at a global scale for the inference of species climate tolerance. CRACLE calculates the maximum joint likelihood of coexistence given individual species climate tolerance characterization to estimate the expected climate.• Plant distribution data for more than 4000 species were used to show that this method accurately infers expected climate profiles for 165 sites with diverse climatic conditions. Estimates differ from the WorldClim global climate model by less than 1.5°C on average for mean annual temperature and less than ∼250 mm for mean annual precipitation. This is a significant improvement upon other plant-based climate-proxy methods.• CRACLE validates long hypothesized interactions between climate and local associations of plant species. Furthermore, CRACLE successfully estimates climate that is consistent with the widely used WorldClim model and therefore may be applied to the quantitative estimation of paleoclimate in future studies. © 2015 Botanical Society of America, Inc.
Directory of Open Access Journals (Sweden)
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
Directory of Open Access Journals (Sweden)
Shu Cai
2016-12-01
Full Text Available Direction of arrival (DOA estimation using a uniform linear array (ULA is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS, and then solve it using semidefinite programming (SDP. We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.
Stochastic goal-oriented error estimation with memory
Ackmann, Jan; Marotzke, Jochem; Korn, Peter
2017-11-01
We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.
Data error effects on net radiation and evapotranspiration estimation
International Nuclear Information System (INIS)
Llasat, M.C.; Snyder, R.L.
1998-01-01
The objective of this paper is to evaluate the potential error in estimating the net radiation and reference evapotranspiration resulting from errors in the measurement or estimation of weather parameters. A methodology for estimating the net radiation using hourly weather variables measured at a typical agrometeorological station (e.g., solar radiation, temperature and relative humidity) is presented. Then the error propagation analysis is made for net radiation and for reference evapotranspiration. Data from the Raimat weather station, which is located in the Catalonia region of Spain, are used to illustrate the error relationships. The results show that temperature, relative humidity and cloud cover errors have little effect on the net radiation or reference evapotranspiration. A 5°C error in estimating surface temperature leads to errors as big as 30 W m −2 at high temperature. A 4% solar radiation (R s ) error can cause a net radiation error as big as 26 W m −2 when R s ≈ 1000 W m −2 . However, the error is less when cloud cover is calculated as a function of the solar radiation. The absolute error in reference evapotranspiration (ET o ) equals the product of the net radiation error and the radiation term weighting factor [W = Δ(Δ1+γ)] in the ET o equation. Therefore, the ET o error varies between 65 and 85% of the R n error as air temperature increases from about 20° to 40°C. (author)
Error Estimation in Preconditioned Conjugate Gradients
Czech Academy of Sciences Publication Activity Database
Strakoš, Zdeněk; Tichý, Petr
2005-01-01
Roč. 45, - (2005), s. 789-817 ISSN 0006-3835 R&D Projects: GA AV ČR 1ET400300415; GA AV ČR KJB1030306 Institutional research plan: CEZ:AV0Z10300504 Keywords : preconditioned conjugate gradient method * error bounds * stopping criteria * evaluation of convergence * numerical stability * finite precision arithmetic * rounding errors Subject RIV: BA - General Mathematics Impact factor: 0.509, year: 2005
A new maximum likelihood blood velocity estimator incorporating spatial and temporal correlation
DEFF Research Database (Denmark)
Schlaikjer, Malene; Jensen, Jørgen Arendt
2001-01-01
and space. This paper presents a new estimator (STC-MLE), which incorporates the correlation property. It is an expansion of the maximum likelihood estimator (MLE) developed by Ferrara et al. With the MLE a cross-correlation analysis between consecutive RF-lines on complex form is carried out for a range...... of possible velocities. In the new estimator an additional similarity investigation for each evaluated velocity and the available velocity estimates in a temporal (between frames) and spatial (within frames) neighborhood is performed. An a priori probability density term in the distribution...... 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...
A New Maximum-Likelihood Change Estimator for Two-Pass SAR Coherent Change Detection.
Energy Technology Data Exchange (ETDEWEB)
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.
A Fast Algorithm for Maximum Likelihood Estimation of Harmonic Chirp Parameters
DEFF Research Database (Denmark)
Jensen, Tobias Lindstrøm; Nielsen, Jesper Kjær; Jensen, Jesper Rindom
2017-01-01
. A statistically efficient estimator for extracting the parameters of the harmonic chirp model in additive white Gaussian noise is the maximum likelihood (ML) estimator which recently has been demonstrated to be robust to noise and accurate --- even when the model order is unknown. The main drawback of the ML......The analysis of (approximately) periodic signals is an important element in numerous applications. One generalization of standard periodic signals often occurring in practice are harmonic chirp signals where the instantaneous frequency increases/decreases linearly as a function of time...
Directory of Open Access Journals (Sweden)
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.
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.
Directory of Open Access Journals (Sweden)
Dongming Li
2017-04-01
Full Text Available An adaptive optics (AO system provides real-time compensation for atmospheric turbulence. However, an AO image is usually of poor contrast because of the nature of the imaging process, meaning that the image contains information coming from both out-of-focus and in-focus planes of the object, which also brings about a loss in quality. In this paper, we present a robust multi-frame adaptive optics image restoration algorithm via maximum likelihood estimation. Our proposed algorithm uses a maximum likelihood method with image regularization as the basic principle, and constructs the joint log likelihood function for multi-frame AO images based on a Poisson distribution model. To begin with, a frame selection method based on image variance is applied to the observed multi-frame AO images to select images with better quality to improve the convergence of a blind deconvolution algorithm. Then, by combining the imaging conditions and the AO system properties, a point spread function estimation model is built. Finally, we develop our iterative solutions for AO image restoration addressing the joint deconvolution issue. We conduct a number of experiments to evaluate the performances of our proposed algorithm. Experimental results show that our algorithm produces accurate AO image restoration results and outperforms the current state-of-the-art blind deconvolution methods.
Schoups, G.; Vrugt, J.A.
2010-01-01
Estimation of parameter and predictive uncertainty of hydrologic models has traditionally relied on several simplifying assumptions. Residual errors are often assumed to be independent and to be adequately described by a Gaussian probability distribution with a mean of zero and a constant variance.
On Maximum Likelihood Estimation for Left Censored Burr Type III Distribution
Directory of Open Access Journals (Sweden)
Navid Feroze
2015-12-01
Full Text Available Burr type III is an important distribution used to model the failure time data. The paper addresses the problem of estimation of parameters of the Burr type III distribution based on maximum likelihood estimation (MLE when the samples are left censored. As the closed form expression for the MLEs of the parameters cannot be derived, the approximate solutions have been obtained through iterative procedures. An extensive simulation study has been carried out to investigate the performance of the estimators with respect to sample size, censoring rate and true parametric values. A real life example has also been presented. The study revealed that the proposed estimators are consistent and capable of providing efficient results under small to moderate samples.
DEFF Research Database (Denmark)
Cherchi, Elisabetta; Guevara, Cristian
2012-01-01
with cross-sectional or with panel data, and (d) EM systematically attained more efficient estimators than the MSL method. The results imply that if the purpose of the estimation is only to determine the ratios of the model parameters (e.g., the value of time), the EM method should be preferred. For all......The random coefficients logit model allows a more realistic representation of agents' behavior. However, the estimation of that model may involve simulation, which may become impractical with many random coefficients because of the curse of dimensionality. In this paper, the traditional maximum...... simulated likelihood (MSL) method is compared with the alternative expectation- maximization (EM) method, which does not require simulation. Previous literature had shown that for cross-sectional data, MSL outperforms the EM method in the ability to recover the true parameters and estimation time...
Marginal likelihood estimation of negative binomial parameters with applications to RNA-seq data.
León-Novelo, Luis; Fuentes, Claudio; Emerson, Sarah
2017-10-01
RNA-Seq data characteristically exhibits large variances, which need to be appropriately accounted for in any proposed model. We first explore the effects of this variability on the maximum likelihood estimator (MLE) of the dispersion parameter of the negative binomial distribution, and propose instead to use an estimator obtained via maximization of the marginal likelihood in a conjugate Bayesian framework. We show, via simulation studies, that the marginal MLE can better control this variation and produce a more stable and reliable estimator. We then formulate a conjugate Bayesian hierarchical model, and use this new estimator to propose a Bayesian hypothesis test to detect differentially expressed genes in RNA-Seq data. We use numerical studies to show that our much simpler approach is competitive with other negative binomial based procedures, and we use a real data set to illustrate the implementation and flexibility of the procedure. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Fisher classifier and its probability of error estimation
Chittineni, C. B.
1979-01-01
Computationally efficient expressions are derived for estimating the probability of error using the leave-one-out method. The optimal threshold for the classification of patterns projected onto Fisher's direction is derived. A simple generalization of the Fisher classifier to multiple classes is presented. Computational expressions are developed for estimating the probability of error of the multiclass Fisher classifier.
A score to estimate the likelihood of detecting advanced colorectal neoplasia at colonoscopy.
Kaminski, Michal F; Polkowski, Marcin; Kraszewska, Ewa; Rupinski, Maciej; Butruk, Eugeniusz; Regula, Jaroslaw
2014-07-01
This study aimed to develop and validate a model to estimate the likelihood of detecting advanced colorectal neoplasia in Caucasian patients. We performed a cross-sectional analysis of database records for 40-year-old to 66-year-old patients who entered a national primary colonoscopy-based screening programme for colorectal cancer in 73 centres in Poland in the year 2007. We used multivariate logistic regression to investigate the associations between clinical variables and the presence of advanced neoplasia in a randomly selected test set, and confirmed the associations in a validation set. We used model coefficients to develop a risk score for detection of advanced colorectal neoplasia. Advanced colorectal neoplasia was detected in 2544 of the 35,918 included participants (7.1%). In the test set, a logistic-regression model showed that independent risk factors for advanced colorectal neoplasia were: age, sex, family history of colorectal cancer, cigarette smoking (padvanced neoplasia: 1.00 (95% CI 0.95 to 1.06)) and had moderate discriminatory power (c-statistic 0.62). We developed a score that estimated the likelihood of detecting advanced neoplasia in the validation set, from 1.32% for patients scoring 0, to 19.12% for patients scoring 7-8. Developed and internally validated score consisting of simple clinical factors successfully estimates the likelihood of detecting advanced colorectal neoplasia in asymptomatic Caucasian patients. Once externally validated, it may be useful for counselling or designing primary prevention studies. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://group.bmj.com/group/rights-licensing/permissions.
Accuracy of maximum likelihood estimates of a two-state model in single-molecule FRET
Energy Technology Data Exchange (ETDEWEB)
Gopich, Irina V. [Laboratory of Chemical Physics, National Institute of Diabetes and Digestive and Kidney Diseases, National Institutes of Health, Bethesda, Maryland 20892 (United States)
2015-01-21
Photon sequences from single-molecule Förster resonance energy transfer (FRET) experiments can be analyzed using a maximum likelihood method. Parameters of the underlying kinetic model (FRET efficiencies of the states and transition rates between conformational states) are obtained by maximizing the appropriate likelihood function. In addition, the errors (uncertainties) of the extracted parameters can be obtained from the curvature of the likelihood function at the maximum. We study the standard deviations of the parameters of a two-state model obtained from photon sequences with recorded colors and arrival times. The standard deviations can be obtained analytically in a special case when the FRET efficiencies of the states are 0 and 1 and in the limiting cases of fast and slow conformational dynamics. These results are compared with the results of numerical simulations. The accuracy and, therefore, the ability to predict model parameters depend on how fast the transition rates are compared to the photon count rate. In the limit of slow transitions, the key parameters that determine the accuracy are the number of transitions between the states and the number of independent photon sequences. In the fast transition limit, the accuracy is determined by the small fraction of photons that are correlated with their neighbors. The relative standard deviation of the relaxation rate has a “chevron” shape as a function of the transition rate in the log-log scale. The location of the minimum of this function dramatically depends on how well the FRET efficiencies of the states are separated.
Dermoune, Azzouz; Simon, Eric Pierre
2017-12-01
This paper is a theoretical analysis of the maximum likelihood (ML) channel estimator for orthogonal frequency-division multiplexing (OFDM) systems in the presence of unknown interference. The following theoretical results are presented. Firstly, the uniqueness of the ML solution for practical applications, i.e., when thermal noise is present, is analytically demonstrated when the number of transmitted OFDM symbols is strictly greater than one. The ML solution is then derived from the iterative conditional ML (CML) algorithm. Secondly, it is shown that the channel estimate can be described as an algebraic function whose inputs are the initial value and the means and variances of the received samples. Thirdly, it is theoretically demonstrated that the channel estimator is not biased. The second and the third results are obtained by employing oblique projection theory. Furthermore, these results are confirmed by numerical results.
Directory of Open Access Journals (Sweden)
Behrooz Attaran
2015-01-01
Full Text Available Rotating machinery is the most common machinery in industry. The root of the faults in rotating machinery is often faulty rolling element bearings. This paper presents a technique using optimized artificial neural network by the Bees Algorithm for automated diagnosis of localized faults in rolling element bearings. The inputs of this technique are a number of features (maximum likelihood estimation values, which are derived from the vibration signals of test data. The results shows that the performance of the proposed optimized system is better than most previous studies, even though it uses only two features. Effectiveness of the above method is illustrated using obtained bearing vibration data.
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.
Accuracy of crystal structure error estimates
International Nuclear Information System (INIS)
Taylor, R.; Kennard, O.
1986-01-01
A statistical analysis of 100 crystal structures retrieved from the Cambridge Structural Database is reported. Each structure has been determined independently by two different research groups. Comparison of the independent results leads to the following conclusions: (a) The e.s.d.'s of non-hydrogen-atom positional parameters are almost invariably too small. Typically, they are underestimated by a factor of 1.4-1.45. (b) The extent to which e.s.d.'s are underestimated varies significantly from structure to structure and from atom to atom within a structure. (c) Errors in the positional parameters of atoms belonging to the same chemical residue tend to be positively correlated. (d) The e.s.d.'s of heavy-atom positions are less reliable than those of light-atom positions. (e) Experimental errors in atomic positional parameters are normally, or approximately normally, distributed. (f) The e.s.d.'s of cell parameters are grossly underestimated, by an average factor of about 5 for cell lengths and 2.5 for cell angles. There is marginal evidence that the accuracy of atomic-coordinate e.s.d.'s also depends on diffractometer geometry, refinement procedure, whether or not the structure has a centre of symmetry, and the degree of precision attained in the structure determination. (orig.)
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.
Campbell, D A; Chkrebtii, O
2013-12-01
Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.
Arm locking with Doppler estimation errors
Energy Technology Data Exchange (ETDEWEB)
Yu Yinan; Wand, Vinzenz; Mitryk, Shawn; Mueller, Guido, E-mail: yinan@phys.ufl.ed [Department of Physics, University of Florida, Gainesville, FL 32611 (United States)
2010-05-01
At the University of Florida we developed the University of Florida LISA Interferometer Simulator (UFLIS) in order to study LISA interferometry with hardware in the loop at a system level. One of the proposed laser frequency stabilization techniques in LISA is arm locking. Arm locking uses an adequately filtered linear combination of the LISA arm signals as a frequency reference. We will report about experiments in which we demonstrated arm locking using UFLIS. During these experiments we also discovered a problem associated with the Doppler shift of the return beam. The initial arm locking publications assumed that this Doppler shift can perfectly be subtracted inside the phasemeter or adds an insignificant offset to the sensor signal. However, the remaining Doppler knowledge error will cause a constant change in the laser frequency if unaccounted for. Several ways to circumvent this problem have been identified. We performed detailed simulations and started preliminary experiments to verify the performance of the proposed new controller designs.
Modeling and estimation of measurement errors
International Nuclear Information System (INIS)
Neuilly, M.
1998-01-01
Any person in charge of taking measures is aware of the inaccuracy of the results however cautiously he may handle. Sensibility, accuracy, reproducibility define the significance of a result. The use of statistical methods is one of the important tools to improve the quality of measurement. The accuracy due to these methods revealed the little difference in the isotopic composition of uranium ore which led to the discovery of Oklo fossil reactor. This book is dedicated to scientists and engineers interested in measurement whatever their investigation interests are. Experimental results are presented as random variables and their laws of probability are approximated by normal law, Poison law or Pearson distribution. The impact of 1 or more parameters on the total error can be evaluated by drawing factorial plans and by using variance analysis methods. This method is also used in intercomparison procedures between laboratories and to detect any abnormal shift in a series of measurement. (A.C.)
Error Estimation and Accuracy Improvements in Nodal Transport Methods
International Nuclear Information System (INIS)
Zamonsky, O.M.
2000-01-01
The accuracy of the solutions produced by the Discrete Ordinates neutron transport nodal methods is analyzed.The obtained new numerical methodologies increase the accuracy of the analyzed scheems and give a POSTERIORI error estimators. The accuracy improvement is obtained with new equations that make the numerical procedure free of truncation errors and proposing spatial reconstructions of the angular fluxes that are more accurate than those used until present. An a POSTERIORI error estimator is rigurously obtained for one dimensional systems that, in certain type of problems, allows to quantify the accuracy of the solutions. From comparisons with the one dimensional results, an a POSTERIORI error estimator is also obtained for multidimensional systems. LOCAL indicators, which quantify the spatial distribution of the errors, are obtained by the decomposition of the menctioned estimators. This makes the proposed methodology suitable to perform adaptive calculations. Some numerical examples are presented to validate the theoretical developements and to illustrate the ranges where the proposed approximations are valid
Wang, Z.
2015-12-01
For decades, distributed and lumped hydrological models have furthered our understanding of hydrological system. The development of hydrological simulation in large scale and high precision elaborated the spatial descriptions and hydrological behaviors. Meanwhile, the new trend is also followed by the increment of model complexity and number of parameters, which brings new challenges of uncertainty quantification. Generalized Likelihood Uncertainty Estimation (GLUE) has been widely used in uncertainty analysis for hydrological models referring to Monte Carlo method coupled with Bayesian estimation. However, the stochastic sampling method of prior parameters adopted by GLUE appears inefficient, especially in high dimensional parameter space. The heuristic optimization algorithms utilizing iterative evolution show better convergence speed and optimality-searching performance. In light of the features of heuristic optimization algorithms, this study adopted genetic algorithm, differential evolution, shuffled complex evolving algorithm to search the parameter space and obtain the parameter sets of large likelihoods. Based on the multi-algorithm sampling, hydrological model uncertainty analysis is conducted by the typical GLUE framework. To demonstrate the superiority of the new method, two hydrological models of different complexity are examined. The results shows the adaptive method tends to be efficient in sampling and effective in uncertainty analysis, providing an alternative path for uncertainty quantilization.
Directory of Open Access Journals (Sweden)
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.
Frequency-Domain Maximum-Likelihood Estimation of High-Voltage Pulse Transformer Model Parameters
Aguglia, D; Martins, C.D.A.
2014-01-01
This paper presents an offline frequency-domain nonlinear and stochastic identification method for equivalent model parameter estimation of high-voltage pulse transformers. Such kinds of transformers are widely used in the pulsed-power domain, and the difficulty in deriving pulsed-power converter optimal control strategies is directly linked to the accuracy of the equivalent circuit parameters. These components require models which take into account electric fields energies represented by stray capacitance in the equivalent circuit. These capacitive elements must be accurately identified, since they greatly influence the general converter performances. A nonlinear frequency-based identification method, based on maximum-likelihood estimation, is presented, and a sensitivity analysis of the best experimental test to be considered is carried out. The procedure takes into account magnetic saturation and skin effects occurring in the windings during the frequency tests. The presented method is validated by experim...
Approaches to relativistic positioning around Earth and error estimations
Puchades, Neus; Sáez, Diego
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 applicability of this approach - which simplifies numerical calculations - to positioning problems, and the usefulness of our S-error maps, are pointed out. A better approach, based on the assumption that photons move in the Schwarzschild space-time governed by an idealized Earth, is also analyzed. More accurate descriptions of photon propagation involving non symmetric space-time structures are not necessary for ordinary positioning and spacecraft navigation around Earth.
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.
Wang, Kezhi; Chen, Yunfei; Alouini, Mohamed-Slim; Xu, Feng
2014-01-01
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.
Estimation of the measurement error of eccentrically installed orifice plates
Energy Technology Data Exchange (ETDEWEB)
Barton, Neil; Hodgkinson, Edwin; Reader-Harris, Michael
2005-07-01
The presentation discusses methods for simulation and estimation of flow measurement errors. The main conclusions are: Computational Fluid Dynamics (CFD) simulation methods and published test measurements have been used to estimate the error of a metering system over a period when its orifice plates were eccentric and when leaking O-rings allowed some gas to bypass the meter. It was found that plate eccentricity effects would result in errors of between -2% and -3% for individual meters. Validation against test data suggests that these estimates of error should be within 1% of the actual error, but it is unclear whether the simulations over-estimate or under-estimate the error. Simulations were also run to assess how leakage at the periphery affects the metering error. Various alternative leakage scenarios were modelled and it was found that the leakage rate has an effect on the error, but that the leakage distribution does not. Correction factors, based on the CFD results, were then used to predict the system's mis-measurement over a three-year period (tk)
Castrillon, Julio; Genton, Marc G.; Yokota, Rio
2015-01-01
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
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...
Galili, Tal; Meilijson, Isaac
2016-01-02
The Rao-Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a "better" one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao-Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao-Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.].
On the dipole approximation with error estimates
Boßmann, Lea; Grummt, Robert; Kolb, Martin
2018-01-01
The dipole approximation is employed to describe interactions between atoms and radiation. It essentially consists of neglecting the spatial variation of the external field over the atom. Heuristically, this is justified by arguing that the wavelength is considerably larger than the atomic length scale, which holds under usual experimental conditions. We prove the dipole approximation in the limit of infinite wavelengths compared to the atomic length scale and estimate the rate of convergence. Our results include N-body Coulomb potentials and experimentally relevant electromagnetic fields such as plane waves and laser pulses.
Directory of Open Access Journals (Sweden)
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.
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
International Nuclear Information System (INIS)
Tamaki, Hitoshi; Yoshida, Kazuo; Kimoto, Tatsuya; Hamaguchi, Yoshikane
2010-01-01
A criticality accident in a MOX fuel fabrication facility may occur depending on several parameters, such as mass inventory and plutonium enrichment. MOX handling units in the facility are designed and operated based on the double contingency principle to prevent criticality accidents. Control failures of at least two parameters are needed for the occurrence of criticality accident. To evaluate the probability of such control failures, the criticality conditions of each parameter for a specific handling unit are necessary for accident scenario analysis to be clarified quantitatively with a criticality analysis computer code. In addition to this issue, a computer-based control system for mass inventory is planned to be installed into MOX handling equipment in a commercial MOX fuel fabrication plant. The reliability analysis is another important issue in evaluating the likelihood of control failure caused by software malfunction. A likelihood estimation method for criticality accident has been developed with these issues been taken into consideration. In this paper, an example of analysis with the proposed method and the applicability of the method are also shown through a trial application to a model MOX fabrication facility. (author)
Efficient Maximum Likelihood Estimation for Pedigree Data with the Sum-Product Algorithm.
Engelhardt, Alexander; Rieger, Anna; Tresch, Achim; Mansmann, Ulrich
2016-01-01
We analyze data sets consisting of pedigrees with age at onset of colorectal cancer (CRC) as phenotype. The occurrence of familial clusters of CRC suggests the existence of a latent, inheritable risk factor. We aimed to compute the probability of a family possessing this risk factor as well as the hazard rate increase for these risk factor carriers. Due to the inheritability of this risk factor, the estimation necessitates a costly marginalization of the likelihood. We propose an improved EM algorithm by applying factor graphs and the sum-product algorithm in the E-step. This reduces the computational complexity from exponential to linear in the number of family members. Our algorithm is as precise as a direct likelihood maximization in a simulation study and a real family study on CRC risk. For 250 simulated families of size 19 and 21, the runtime of our algorithm is faster by a factor of 4 and 29, respectively. On the largest family (23 members) in the real data, our algorithm is 6 times faster. We introduce a flexible and runtime-efficient tool for statistical inference in biomedical event data with latent variables that opens the door for advanced analyses of pedigree data. © 2017 S. Karger AG, Basel.
Estimation of Total Error in DWPF Reported Radionuclide Inventories
International Nuclear Information System (INIS)
Edwards, T.B.
1995-01-01
This report investigates the impact of random errors due to measurement and sampling on the reported concentrations of radionuclides in DWPF's filled canister inventory resulting from each macro-batch. The objective of this investigation is to estimate the variance of the total error in reporting these radionuclide concentrations
Error Estimation for Indoor 802.11 Location Fingerprinting
DEFF Research Database (Denmark)
Lemelson, Hendrik; Kjærgaard, Mikkel Baun; Hansen, Rene
2009-01-01
providers could adapt their delivered services based on the estimated position error to achieve a higher service quality. Finally, system operators could use the information to inspect whether a location system provides satisfactory positioning accuracy throughout the covered area. For position error...
Directory of Open Access Journals (Sweden)
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.
Directory of Open Access Journals (Sweden)
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.
Directory of Open Access Journals (Sweden)
Andrey eStepanyuk
2014-10-01
Full Text Available Dendritic integration and neuronal firing patterns strongly depend on biophysical properties of synaptic ligand-gated channels. However, precise estimation of biophysical parameters of these channels in their intrinsic environment is complicated and still unresolved problem. Here we describe a novel method based on a maximum likelihood approach that allows to estimate not only the unitary current of synaptic receptor channels but also their multiple conductance levels, kinetic constants, the number of receptors bound with a neurotransmitter and the peak open probability from experimentally feasible number of postsynaptic currents. The new method also improves the accuracy of evaluation of unitary current as compared to the peak-scaled non-stationary fluctuation analysis, leading to a possibility to precisely estimate this important parameter from a few postsynaptic currents recorded in steady-state conditions. Estimation of unitary current with this method is robust even if postsynaptic currents are generated by receptors having different kinetic parameters, the case when peak-scaled non-stationary fluctuation analysis is not applicable. Thus, with the new method, routinely recorded postsynaptic currents could be used to study the properties of synaptic receptors in their native biochemical environment.
NDE errors and their propagation in sizing and growth estimates
International Nuclear Information System (INIS)
Horn, D.; Obrutsky, L.; Lakhan, R.
2009-01-01
The accuracy attributed to eddy current flaw sizing determines the amount of conservativism required in setting tube-plugging limits. Several sources of error contribute to the uncertainty of the measurements, and the way in which these errors propagate and interact affects the overall accuracy of the flaw size and flaw growth estimates. An example of this calculation is the determination of an upper limit on flaw growth over one operating period, based on the difference between two measurements. Signal-to-signal comparison involves a variety of human, instrumental, and environmental error sources; of these, some propagate additively and some multiplicatively. In a difference calculation, specific errors in the first measurement may be correlated with the corresponding errors in the second; others may be independent. Each of the error sources needs to be identified and quantified individually, as does its distribution in the field data. A mathematical framework for the propagation of the errors can then be used to assess the sensitivity of the overall uncertainty to each individual error component. This paper quantifies error sources affecting eddy current sizing estimates and presents analytical expressions developed for their effect on depth estimates. A simple case study is used to model the analysis process. For each error source, the distribution of the field data was assessed and propagated through the analytical expressions. While the sizing error obtained was consistent with earlier estimates and with deviations from ultrasonic depth measurements, the error on growth was calculated as significantly smaller than that obtained assuming uncorrelated errors. An interesting result of the sensitivity analysis in the present case study is the quantification of the error reduction available from post-measurement compensation of magnetite effects. With the absolute and difference error equations, variance-covariance matrices, and partial derivatives developed in
Estimation of error fields from ferromagnetic parts in ITER
Energy Technology Data Exchange (ETDEWEB)
Oliva, A. Bonito [Fusion for Energy (Spain); Chiariello, A.G.; Formisano, A.; Martone, R. [Ass. EURATOM/ENEA/CREATE, Dip. di Ing. Industriale e dell’Informazione, Seconda Università di Napoli, Via Roma 29, I-81031 Napoli (Italy); Portone, A., E-mail: alfredo.portone@f4e.europa.eu [Fusion for Energy (Spain); Testoni, P. [Fusion for Energy (Spain)
2013-10-15
Highlights: ► The paper deals with error fields generated in ITER by magnetic masses. ► Magnetization state is computed from simplified FEM models. ► Closed form expressions adopted for the flux density of magnetized parts are given. ► Such expressions allow to simplify the estimation of the effect of iron pieces (or lack of) on error field. -- Abstract: Error fields in tokamaks are small departures from the exact axisymmetry of the ideal magnetic field configuration. Their reduction below a threshold value by the error field correction coils is essential since sufficiently large static error fields lead to discharge disruption. The error fields are originated not only by magnets fabrication and installation tolerances, by the joints and by the busbars, but also by the presence of ferromagnetic elements. It was shown that superconducting joints, feeders and busbars play a secondary effect; however in order to estimate of the importance of each possible error field source, rough evaluations can be very useful because it can provide an order of magnitude of the correspondent effect and, therefore, a ranking in the request for in depth analysis. The paper proposes a two steps procedure. The first step aims to get the approximate magnetization state of ferromagnetic parts; the second aims to estimate the full 3D error field over the whole volume using equivalent sources for magnetic masses and taking advantage from well assessed approximate closed form expressions, well suited for the far distance effects.
Bayesian ensemble approach to error estimation of interatomic potentials
DEFF Research Database (Denmark)
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...
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
Camilo, Daniela Castro
2017-10-02
In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.
Maximum likelihood estimation of semiparametric mixture component models for competing risks data.
Choi, Sangbum; Huang, Xuelin
2014-09-01
In the analysis of competing risks data, the cumulative incidence function is a useful quantity to characterize the crude risk of failure from a specific event type. In this article, we consider an efficient semiparametric analysis of mixture component models on cumulative incidence functions. Under the proposed mixture model, latency survival regressions given the event type are performed through a class of semiparametric models that encompasses the proportional hazards model and the proportional odds model, allowing for time-dependent covariates. The marginal proportions of the occurrences of cause-specific events are assessed by a multinomial logistic model. Our mixture modeling approach is advantageous in that it makes a joint estimation of model parameters associated with all competing risks under consideration, satisfying the constraint that the cumulative probability of failing from any cause adds up to one given any covariates. We develop a novel maximum likelihood scheme based on semiparametric regression analysis that facilitates efficient and reliable estimation. Statistical inferences can be conveniently made from the inverse of the observed information matrix. We establish the consistency and asymptotic normality of the proposed estimators. We validate small sample properties with simulations and demonstrate the methodology with a data set from a study of follicular lymphoma. © 2014, The International Biometric Society.
International Nuclear Information System (INIS)
Rajan, Jeny; Jeurissen, Ben; Sijbers, Jan; Verhoye, Marleen; Van Audekerke, Johan
2011-01-01
In this paper, we propose a method to denoise magnitude magnetic resonance (MR) images, which are Rician distributed. Conventionally, maximum likelihood methods incorporate the Rice distribution to estimate the true, underlying signal from a local neighborhood within which the signal is assumed to be constant. However, if this assumption is not met, such filtering will lead to blurred edges and loss of fine structures. As a solution to this problem, we put forward the concept of restricted local neighborhoods where the true intensity for each noisy pixel is estimated from a set of preselected neighboring pixels. To this end, a reference image is created from the noisy image using a recently proposed nonlocal means algorithm. This reference image is used as a prior for further noise reduction. A scheme is developed to locally select an appropriate subset of pixels from which the underlying signal is estimated. Experimental results based on the peak signal to noise ratio, structural similarity index matrix, Bhattacharyya coefficient and mean absolute difference from synthetic and real MR images demonstrate the superior performance of the proposed method over other state-of-the-art methods.
Camilo, Daniela Castro; Huser, Raphaë l
2017-01-01
In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.
International Nuclear Information System (INIS)
Song, N; Frey, E C; He, B; Wahl, R L
2011-01-01
Optimizing targeted radionuclide therapy requires patient-specific estimation of organ doses. The organ doses are estimated from quantitative nuclear medicine imaging studies, many of which involve planar whole body scans. We have previously developed the quantitative planar (QPlanar) processing method and demonstrated its ability to provide more accurate activity estimates than conventional geometric-mean-based planar (CPlanar) processing methods using physical phantom and simulation studies. The QPlanar method uses the maximum likelihood-expectation maximization algorithm, 3D organ volume of interests (VOIs), and rigorous models of physical image degrading factors to estimate organ activities. However, the QPlanar method requires alignment between the 3D organ VOIs and the 2D planar projections and assumes uniform activity distribution in each VOI. This makes application to patients challenging. As a result, in this paper we propose an extended QPlanar (EQPlanar) method that provides independent-organ rigid registration and includes multiple background regions. We have validated this method using both Monte Carlo simulation and patient data. In the simulation study, we evaluated the precision and accuracy of the method in comparison to the original QPlanar method. For the patient studies, we compared organ activity estimates at 24 h after injection with those from conventional geometric mean-based planar quantification using a 24 h post-injection quantitative SPECT reconstruction as the gold standard. We also compared the goodness of fit of the measured and estimated projections obtained from the EQPlanar method to those from the original method at four other time points where gold standard data were not available. In the simulation study, more accurate activity estimates were provided by the EQPlanar method for all the organs at all the time points compared with the QPlanar method. Based on the patient data, we concluded that the EQPlanar method provided a
The Hurst Phenomenon in Error Estimates Related to Atmospheric Turbulence
Dias, Nelson Luís; Crivellaro, Bianca Luhm; Chamecki, Marcelo
2018-05-01
The Hurst phenomenon is a well-known feature of long-range persistence first observed in hydrological and geophysical time series by E. Hurst in the 1950s. It has also been found in several cases in turbulence time series measured in the wind tunnel, the atmosphere, and in rivers. Here, we conduct a systematic investigation of the value of the Hurst coefficient H in atmospheric surface-layer data, and its impact on the estimation of random errors. We show that usually H > 0.5 , which implies the non-existence (in the statistical sense) of the integral time scale. Since the integral time scale is present in the Lumley-Panofsky equation for the estimation of random errors, this has important practical consequences. We estimated H in two principal ways: (1) with an extension of the recently proposed filtering method to estimate the random error (H_p ), and (2) with the classical rescaled range introduced by Hurst (H_R ). Other estimators were tried but were found less able to capture the statistical behaviour of the large scales of turbulence. Using data from three micrometeorological campaigns we found that both first- and second-order turbulence statistics display the Hurst phenomenon. Usually, H_R is larger than H_p for the same dataset, raising the question that one, or even both, of these estimators, may be biased. For the relative error, we found that the errors estimated with the approach adopted by us, that we call the relaxed filtering method, and that takes into account the occurrence of the Hurst phenomenon, are larger than both the filtering method and the classical Lumley-Panofsky estimates. Finally, we found that there is no apparent relationship between H and the Obukhov stability parameter. The relative errors, however, do show stability dependence, particularly in the case of the error of the kinematic momentum flux in unstable conditions, and that of the kinematic sensible heat flux in stable conditions.
A posteriori error estimates in voice source recovery
Leonov, A. S.; Sorokin, V. N.
2017-12-01
The inverse problem of voice source pulse recovery from a segment of a speech signal is under consideration. A special mathematical model is used for the solution that relates these quantities. A variational method of solving inverse problem of voice source recovery for a new parametric class of sources, that is for piecewise-linear sources (PWL-sources), is proposed. Also, a technique for a posteriori numerical error estimation for obtained solutions is presented. A computer study of the adequacy of adopted speech production model with PWL-sources is performed in solving the inverse problems for various types of voice signals, as well as corresponding study of a posteriori error estimates. Numerical experiments for speech signals show satisfactory properties of proposed a posteriori error estimates, which represent the upper bounds of possible errors in solving the inverse problem. The estimate of the most probable error in determining the source-pulse shapes is about 7-8% for the investigated speech material. It is noted that a posteriori error estimates can be used as a criterion of the quality for obtained voice source pulses in application to speaker recognition.
Accurate and fast methods to estimate the population mutation rate from error prone sequences
Directory of Open Access Journals (Sweden)
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.
Estimating the Autocorrelated Error Model with Trended Data: Further Results,
1979-11-01
Perhaps the most serious deficiency of OLS in the presence of autocorrelation is not inefficiency but bias in its estimated standard errors--a bias...k for all t has variance var(b) = o2/ Tk2 2This refutes Maeshiro’s (1976) conjecture that "an estimator utilizing relevant extraneous information
Constrained motion estimation-based error resilient coding for HEVC
Guo, Weihan; Zhang, Yongfei; Li, Bo
2018-04-01
Unreliable communication channels might lead to packet losses and bit errors in the videos transmitted through it, which will cause severe video quality degradation. This is even worse for HEVC since more advanced and powerful motion estimation methods are introduced to further remove the inter-frame dependency and thus improve the coding efficiency. Once a Motion Vector (MV) is lost or corrupted, it will cause distortion in the decoded frame. More importantly, due to motion compensation, the error will propagate along the motion prediction path, accumulate over time, and significantly degrade the overall video presentation quality. To address this problem, we study the problem of encoder-sider error resilient coding for HEVC and propose a constrained motion estimation scheme to mitigate the problem of error propagation to subsequent frames. The approach is achieved by cutting off MV dependencies and limiting the block regions which are predicted by temporal motion vector. The experimental results show that the proposed method can effectively suppress the error propagation caused by bit errors of motion vector and can improve the robustness of the stream in the bit error channels. When the bit error probability is 10-5, an increase of the decoded video quality (PSNR) by up to1.310dB and on average 0.762 dB can be achieved, compared to the reference HEVC.
Directory of Open Access Journals (Sweden)
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.
Bias correction for estimated QTL effects using the penalized maximum likelihood method.
Zhang, J; Yue, C; Zhang, Y-M
2012-04-01
A penalized maximum likelihood method has been proposed as an important approach to the detection of epistatic quantitative trait loci (QTL). However, this approach is not optimal in two special situations: (1) closely linked QTL with effects in opposite directions and (2) small-effect QTL, because the method produces downwardly biased estimates of QTL effects. The present study aims to correct the bias by using correction coefficients and shifting from the use of a uniform prior on the variance parameter of a QTL effect to that of a scaled inverse chi-square prior. The results of Monte Carlo simulation experiments show that the improved method increases the power from 25 to 88% in the detection of two closely linked QTL of equal size in opposite directions and from 60 to 80% in the identification of QTL with small effects (0.5% of the total phenotypic variance). We used the improved method to detect QTL responsible for the barley kernel weight trait using 145 doubled haploid lines developed in the North American Barley Genome Mapping Project. Application of the proposed method to other shrinkage estimation of QTL effects is discussed.
Sethi, Suresh; Linden, Daniel; Wenburg, John; Lewis, Cara; Lemons, Patrick R.; Fuller, Angela K.; Hare, Matthew P.
2016-01-01
Error-tolerant likelihood-based match calling presents a promising technique to accurately identify recapture events in genetic mark–recapture studies by combining probabilities of latent genotypes and probabilities of observed genotypes, which may contain genotyping errors. Combined with clustering algorithms to group samples into sets of recaptures based upon pairwise match calls, these tools can be used to reconstruct accurate capture histories for mark–recapture modelling. Here, we assess the performance of a recently introduced error-tolerant likelihood-based match-calling model and sample clustering algorithm for genetic mark–recapture studies. We assessed both biallelic (i.e. single nucleotide polymorphisms; SNP) and multiallelic (i.e. microsatellite; MSAT) markers using a combination of simulation analyses and case study data on Pacific walrus (Odobenus rosmarus divergens) and fishers (Pekania pennanti). A novel two-stage clustering approach is demonstrated for genetic mark–recapture applications. First, repeat captures within a sampling occasion are identified. Subsequently, recaptures across sampling occasions are identified. The likelihood-based matching protocol performed well in simulation trials, demonstrating utility for use in a wide range of genetic mark–recapture studies. Moderately sized SNP (64+) and MSAT (10–15) panels produced accurate match calls for recaptures and accurate non-match calls for samples from closely related individuals in the face of low to moderate genotyping error. Furthermore, matching performance remained stable or increased as the number of genetic markers increased, genotyping error notwithstanding.
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
International Nuclear Information System (INIS)
Laurence, T.; Chromy, B.
2010-01-01
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
Beauducel, Andre; Herzberg, Philipp Yorck
2006-01-01
This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…
Improved estimates of coordinate error for molecular replacement
International Nuclear Information System (INIS)
Oeffner, Robert D.; Bunkóczi, Gábor; McCoy, Airlie J.; Read, Randy J.
2013-01-01
A function for estimating the effective root-mean-square deviation in coordinates between two proteins has been developed that depends on both the sequence identity and the size of the protein and is optimized for use with molecular replacement in Phaser. A top peak translation-function Z-score of over 8 is found to be a reliable metric of when molecular replacement has succeeded. The estimate of the root-mean-square deviation (r.m.s.d.) in coordinates between the model and the target is an essential parameter for calibrating likelihood functions for molecular replacement (MR). Good estimates of the r.m.s.d. lead to good estimates of the variance term in the likelihood functions, which increases signal to noise and hence success rates in the MR search. Phaser has hitherto used an estimate of the r.m.s.d. that only depends on the sequence identity between the model and target and which was not optimized for the MR likelihood functions. Variance-refinement functionality was added to Phaser to enable determination of the effective r.m.s.d. that optimized the log-likelihood gain (LLG) for a correct MR solution. Variance refinement was subsequently performed on a database of over 21 000 MR problems that sampled a range of sequence identities, protein sizes and protein fold classes. Success was monitored using the translation-function Z-score (TFZ), where a TFZ of 8 or over for the top peak was found to be a reliable indicator that MR had succeeded for these cases with one molecule in the asymmetric unit. Good estimates of the r.m.s.d. are correlated with the sequence identity and the protein size. A new estimate of the r.m.s.d. that uses these two parameters in a function optimized to fit the mean of the refined variance is implemented in Phaser and improves MR outcomes. Perturbing the initial estimate of the r.m.s.d. from the mean of the distribution in steps of standard deviations of the distribution further increases MR success rates
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...
Mean value estimates of the error terms of Lehmer problem
Indian Academy of Sciences (India)
Mean value estimates of the error terms of Lehmer problem. DONGMEI REN1 and YAMING ... For further properties of N(a,p) in [6], he studied the mean square value of the error term. E(a, p) = N(a,p) − 1. 2 (p − 1) ..... [1] Apostol Tom M, Introduction to Analytic Number Theory (New York: Springer-Verlag). (1976). [2] Guy R K ...
Complementarity based a posteriori error estimates and their properties
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš
2012-01-01
Roč. 82, č. 10 (2012), s. 2033-2046 ISSN 0378-4754 R&D Projects: GA ČR(CZ) GA102/07/0496; GA AV ČR IAA100760702 Institutional research plan: CEZ:AV0Z10190503 Keywords : error majorant * a posteriori error estimates * method of hypercircle Subject RIV: BA - General Mathematics Impact factor: 0.836, year: 2012 http://www.sciencedirect.com/science/article/pii/S0378475411001509
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
Directory of Open Access Journals (Sweden)
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°.
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.
Estimation of subcriticality of TCA using 'indirect estimation method for calculation error'
International Nuclear Information System (INIS)
Naito, Yoshitaka; Yamamoto, Toshihiro; Arakawa, Takuya; Sakurai, Kiyoshi
1996-01-01
To estimate the subcriticality of neutron multiplication factor in a fissile system, 'Indirect Estimation Method for Calculation Error' is proposed. This method obtains the calculational error of neutron multiplication factor by correlating measured values with the corresponding calculated ones. This method was applied to the source multiplication and to the pulse neutron experiments conducted at TCA, and the calculation error of MCNP 4A was estimated. In the source multiplication method, the deviation of measured neutron count rate distributions from the calculated ones estimates the accuracy of calculated k eff . In the pulse neutron method, the calculation errors of prompt neutron decay constants give the accuracy of the calculated k eff . (author)
Selection of anchor values for human error probability estimation
International Nuclear Information System (INIS)
Buffardi, L.C.; Fleishman, E.A.; Allen, J.A.
1989-01-01
There is a need for more dependable information to assist in the prediction of human errors in nuclear power environments. The major objective of the current project is to establish guidelines for using error probabilities from other task settings to estimate errors in the nuclear environment. This involves: (1) identifying critical nuclear tasks, (2) discovering similar tasks in non-nuclear environments, (3) finding error data for non-nuclear tasks, and (4) establishing error-rate values for the nuclear tasks based on the non-nuclear data. A key feature is the application of a classification system to nuclear and non-nuclear tasks to evaluate their similarities and differences in order to provide a basis for generalizing human error estimates across tasks. During the first eight months of the project, several classification systems have been applied to a sample of nuclear tasks. They are discussed in terms of their potential for establishing task equivalence and transferability of human error rates across situations
Verification of unfold error estimates in the unfold operator code
International Nuclear Information System (INIS)
Fehl, D.L.; Biggs, F.
1997-01-01
Spectral unfolding is an inverse mathematical operation that attempts to obtain spectral source information from a set of response functions and data measurements. Several unfold algorithms have appeared over the past 30 years; among them is the unfold operator (UFO) code written at Sandia National Laboratories. In addition to an unfolded spectrum, the UFO code also estimates the unfold uncertainty (error) induced by estimated random uncertainties in the data. In UFO the unfold uncertainty is obtained from the error matrix. This built-in estimate has now been compared to error estimates obtained by running the code in a Monte Carlo fashion with prescribed data distributions (Gaussian deviates). In the test problem studied, data were simulated from an arbitrarily chosen blackbody spectrum (10 keV) and a set of overlapping response functions. The data were assumed to have an imprecision of 5% (standard deviation). One hundred random data sets were generated. The built-in estimate of unfold uncertainty agreed with the Monte Carlo estimate to within the statistical resolution of this relatively small sample size (95% confidence level). A possible 10% bias between the two methods was unresolved. The Monte Carlo technique is also useful in underdetermined problems, for which the error matrix method does not apply. UFO has been applied to the diagnosis of low energy x rays emitted by Z-pinch and ion-beam driven hohlraums. copyright 1997 American Institute of Physics
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.
Aniseikonia quantification: error rate of rule of thumb estimation.
Lubkin, V; Shippman, S; Bennett, G; Meininger, D; Kramer, P; Poppinga, P
1999-01-01
To find the error rate in quantifying aniseikonia by using "Rule of Thumb" estimation in comparison with proven space eikonometry. Study 1: 24 adult pseudophakic individuals were measured for anisometropia, and astigmatic interocular difference. Rule of Thumb quantification for prescription was calculated and compared with aniseikonia measurement by the classical Essilor Projection Space Eikonometer. Study 2: parallel analysis was performed on 62 consecutive phakic patients from our strabismus clinic group. Frequency of error: For Group 1 (24 cases): 5 ( or 21 %) were equal (i.e., 1% or less difference); 16 (or 67% ) were greater (more than 1% different); and 3 (13%) were less by Rule of Thumb calculation in comparison to aniseikonia determined on the Essilor eikonometer. For Group 2 (62 cases): 45 (or 73%) were equal (1% or less); 10 (or 16%) were greater; and 7 (or 11%) were lower in the Rule of Thumb calculations in comparison to Essilor eikonometry. Magnitude of error: In Group 1, in 10/24 (29%) aniseikonia by Rule of Thumb estimation was 100% or more greater than by space eikonometry, and in 6 of those ten by 200% or more. In Group 2, in 4/62 (6%) aniseikonia by Rule of Thumb estimation was 200% or more greater than by space eikonometry. The frequency and magnitude of apparent clinical errors of Rule of Thumb estimation is disturbingly large. This problem is greatly magnified by the time and effort and cost of prescribing and executing an aniseikonic correction for a patient. The higher the refractive error, the greater the anisometropia, and the worse the errors in Rule of Thumb estimation of aniseikonia. Accurate eikonometric methods and devices should be employed in all cases where such measurements can be made. Rule of thumb estimations should be limited to cases where such subjective testing and measurement cannot be performed, as in infants after unilateral cataract surgery.
Del Casale, Antonio; Ferracuti, Stefano; Rapinesi, Chiara; De Rossi, Pietro; Angeletti, Gloria; Sani, Gabriele; Kotzalidis, Georgios D; Girardi, Paolo
2015-12-01
Several studies reported that hypnosis can modulate pain perception and tolerance by affecting cortical and subcortical activity in brain regions involved in these processes. We conducted an Activation Likelihood Estimation (ALE) meta-analysis on functional neuroimaging studies of pain perception under hypnosis to identify brain activation-deactivation patterns occurring during hypnotic suggestions aiming at pain reduction, including hypnotic analgesic, pleasant, or depersonalization suggestions (HASs). We searched the PubMed, Embase and PsycInfo databases; we included papers published in peer-reviewed journals dealing with functional neuroimaging and hypnosis-modulated pain perception. The ALE meta-analysis encompassed data from 75 healthy volunteers reported in 8 functional neuroimaging studies. HASs during experimentally-induced pain compared to control conditions correlated with significant activations of the right anterior cingulate cortex (Brodmann's Area [BA] 32), left superior frontal gyrus (BA 6), and right insula, and deactivation of right midline nuclei of the thalamus. HASs during experimental pain impact both cortical and subcortical brain activity. The anterior cingulate, left superior frontal, and right insular cortices activation increases could induce a thalamic deactivation (top-down inhibition), which may correlate with reductions in pain intensity. Copyright © 2016 Elsevier Ltd. All rights reserved.
Pain anticipation: an activation likelihood estimation meta-analysis of brain imaging studies.
Palermo, Sara; Benedetti, Fabrizio; Costa, Tommaso; Amanzio, Martina
2015-05-01
The anticipation of pain has been investigated in a variety of brain imaging studies. Importantly, today there is no clear overall picture of the areas that are involved in different studies and the exact role of these regions in pain expectation remains especially unexploited. To address this issue, we used activation likelihood estimation meta-analysis to analyze pain anticipation in several neuroimaging studies. A total of 19 functional magnetic resonance imaging were included in the analysis to search for the cortical areas involved in pain anticipation in human experimental models. During anticipation, activated foci were found in the dorsolateral prefrontal, midcingulate and anterior insula cortices, medial and inferior frontal gyri, inferior parietal lobule, middle and superior temporal gyrus, thalamus, and caudate. Deactivated foci were found in the anterior cingulate, superior frontal gyrus, parahippocampal gyrus and in the claustrum. The results of the meta-analytic connectivity analysis provide an overall view of the brain responses triggered by the anticipation of a noxious stimulus. Such a highly distributed perceptual set of self-regulation may prime brain regions to process information where emotion, action and perception as well as their related subcategories play a central role. Not only do these findings provide important information on the neural events when anticipating pain, but also they may give a perspective into nocebo responses, whereby negative expectations may lead to pain worsening. © 2014 Wiley Periodicals, Inc.
Autistic disorders and schizophrenia: related or remote? An anatomical likelihood estimation.
Directory of Open Access Journals (Sweden)
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.
Directory of Open Access Journals (Sweden)
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.
Speech perception in autism spectrum disorder: An activation likelihood estimation meta-analysis.
Tryfon, Ana; Foster, Nicholas E V; Sharda, Megha; Hyde, Krista L
2018-02-15
Autism spectrum disorder (ASD) is often characterized by atypical language profiles and auditory and speech processing. These can contribute to aberrant language and social communication skills in ASD. The study of the neural basis of speech perception in ASD can serve as a potential neurobiological marker of ASD early on, but mixed results across studies renders it difficult to find a reliable neural characterization of speech processing in ASD. To this aim, the present study examined the functional neural basis of speech perception in ASD versus typical development (TD) using an activation likelihood estimation (ALE) meta-analysis of 18 qualifying studies. The present study included separate analyses for TD and ASD, which allowed us to examine patterns of within-group brain activation as well as both common and distinct patterns of brain activation across the ASD and TD groups. Overall, ASD and TD showed mostly common brain activation of speech processing in bilateral superior temporal gyrus (STG) and left inferior frontal gyrus (IFG). However, the results revealed trends for some distinct activation in the TD group showing additional activation in higher-order brain areas including left superior frontal gyrus (SFG), left medial frontal gyrus (MFG), and right IFG. These results provide a more reliable neural characterization of speech processing in ASD relative to previous single neuroimaging studies and motivate future work to investigate how these brain signatures relate to behavioral measures of speech processing in ASD. Copyright © 2017 Elsevier B.V. All rights reserved.
Energy Technology Data Exchange (ETDEWEB)
Gang, Grace J. [Institute of Biomaterials and Biomedical Engineering, University of Toronto, Toronto, Ontario M5G 2M9, Canada and Department of Biomedical Engineering, Johns Hopkins University, Baltimore Maryland 21205 (Canada); Stayman, J. Webster; Zbijewski, Wojciech [Department of Biomedical Engineering, Johns Hopkins University, Baltimore Maryland 21205 (United States); Siewerdsen, Jeffrey H., E-mail: jeff.siewerdsen@jhu.edu [Institute of Biomaterials and Biomedical Engineering, University of Toronto, Toronto, Ontario M5G 2M9, Canada and Department of Biomedical Engineering, Johns Hopkins University, Baltimore, Maryland 21205 (United States)
2014-08-15
Purpose: Nonstationarity is an important aspect of imaging performance in CT and cone-beam CT (CBCT), especially for systems employing iterative reconstruction. This work presents a theoretical framework for both filtered-backprojection (FBP) and penalized-likelihood (PL) reconstruction that includes explicit descriptions of nonstationary noise, spatial resolution, and task-based detectability index. Potential utility of the model was demonstrated in the optimal selection of regularization parameters in PL reconstruction. Methods: Analytical models for local modulation transfer function (MTF) and noise-power spectrum (NPS) were investigated for both FBP and PL reconstruction, including explicit dependence on the object and spatial location. For FBP, a cascaded systems analysis framework was adapted to account for nonstationarity by separately calculating fluence and system gains for each ray passing through any given voxel. For PL, the point-spread function and covariance were derived using the implicit function theorem and first-order Taylor expansion according toFessler [“Mean and variance of implicitly defined biased estimators (such as penalized maximum likelihood): Applications to tomography,” IEEE Trans. Image Process. 5(3), 493–506 (1996)]. Detectability index was calculated for a variety of simple tasks. The model for PL was used in selecting the regularization strength parameter to optimize task-based performance, with both a constant and a spatially varying regularization map. Results: Theoretical models of FBP and PL were validated in 2D simulated fan-beam data and found to yield accurate predictions of local MTF and NPS as a function of the object and the spatial location. The NPS for both FBP and PL exhibit similar anisotropic nature depending on the pathlength (and therefore, the object and spatial location within the object) traversed by each ray, with the PL NPS experiencing greater smoothing along directions with higher noise. The MTF of FBP
Influence of measurement errors and estimated parameters on combustion diagnosis
International Nuclear Information System (INIS)
Payri, F.; Molina, S.; Martin, J.; Armas, O.
2006-01-01
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
Error Estimation for the Linearized Auto-Localization Algorithm
Directory of Open Access Journals (Sweden)
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.
Development of an integrated system for estimating human error probabilities
Energy Technology Data Exchange (ETDEWEB)
Auflick, J.L.; Hahn, H.A.; Morzinski, J.A.
1998-12-01
This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at the Los Alamos National Laboratory (LANL). This project had as its main objective the development of a Human Reliability Analysis (HRA), knowledge-based expert system that would provide probabilistic estimates for potential human errors within various risk assessments, safety analysis reports, and hazard assessments. HRA identifies where human errors are most likely, estimates the error rate for individual tasks, and highlights the most beneficial areas for system improvements. This project accomplished three major tasks. First, several prominent HRA techniques and associated databases were collected and translated into an electronic format. Next, the project started a knowledge engineering phase where the expertise, i.e., the procedural rules and data, were extracted from those techniques and compiled into various modules. Finally, these modules, rules, and data were combined into a nearly complete HRA expert system.
A precise error bound for quantum phase estimation.
Directory of Open Access Journals (Sweden)
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.
Influence of the statistical distribution of bioassay measurement errors on the intake estimation
International Nuclear Information System (INIS)
Lee, T. Y; Kim, J. K
2006-01-01
The purpose of this study is to provide the guidance necessary for making a selection of error distributions by analyzing influence of statistical distribution for a type of bioassay measurement error on the intake estimation. For this purpose, intakes were estimated using maximum likelihood method for cases that error distributions are normal and lognormal, and comparisons between two distributions for the estimated intakes were made. According to the results of this study, in case that measurement results for lung retention are somewhat greater than the limit of detection it appeared that distribution types have negligible influence on the results. Whereas in case of measurement results for the daily excretion rate, the results obtained from assumption of a lognormal distribution were 10% higher than those obtained from assumption of a normal distribution. In view of these facts, in case where uncertainty component is governed by counting statistics it is considered that distribution type have no influence on intake estimation. Whereas in case where the others are predominant, it is concluded that it is clearly desirable to estimate the intake assuming a lognormal distribution
Marill, Keith A; Chang, Yuchiao; Wong, Kim F; Friedman, Ari B
2017-08-01
Objectives Assessing high-sensitivity tests for mortal illness is crucial in emergency and critical care medicine. Estimating the 95% confidence interval (CI) of the likelihood ratio (LR) can be challenging when sample sensitivity is 100%. We aimed to develop, compare, and automate a bootstrapping method to estimate the negative LR CI when sample sensitivity is 100%. Methods The lowest population sensitivity that is most likely to yield sample sensitivity 100% is located using the binomial distribution. Random binomial samples generated using this population sensitivity are then used in the LR bootstrap. A free R program, "bootLR," automates the process. Extensive simulations were performed to determine how often the LR bootstrap and comparator method 95% CIs cover the true population negative LR value. Finally, the 95% CI was compared for theoretical sample sizes and sensitivities approaching and including 100% using: (1) a technique of individual extremes, (2) SAS software based on the technique of Gart and Nam, (3) the Score CI (as implemented in the StatXact, SAS, and R PropCI package), and (4) the bootstrapping technique. Results The bootstrapping approach demonstrates appropriate coverage of the nominal 95% CI over a spectrum of populations and sample sizes. Considering a study of sample size 200 with 100 patients with disease, and specificity 60%, the lowest population sensitivity with median sample sensitivity 100% is 99.31%. When all 100 patients with disease test positive, the negative LR 95% CIs are: individual extremes technique (0,0.073), StatXact (0,0.064), SAS Score method (0,0.057), R PropCI (0,0.062), and bootstrap (0,0.048). Similar trends were observed for other sample sizes. Conclusions When study samples demonstrate 100% sensitivity, available methods may yield inappropriately wide negative LR CIs. An alternative bootstrapping approach and accompanying free open-source R package were developed to yield realistic estimates easily. This
On global error estimation and control for initial value problems
J. Lang (Jens); J.G. Verwer (Jan)
2007-01-01
textabstractThis 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 onthe adjoint method combined with a small sample statistical initialization and the classical approach
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
Bayesian error estimation in density-functional theory
DEFF Research Database (Denmark)
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...
A posteriori error estimates for axisymmetric and nonlinear problems
Czech Academy of Sciences Publication Activity Database
Křížek, Michal; Němec, J.; Vejchodský, Tomáš
2001-01-01
Roč. 15, - (2001), s. 219-236 ISSN 1019-7168 R&D Projects: GA ČR GA201/01/1200; GA MŠk ME 148 Keywords : weigted Sobolev spaces%a posteriori error estimates%finite elements Subject RIV: BA - General Mathematics Impact factor: 0.886, year: 2001
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
Computational Error Estimate for the Power Series Solution of Odes ...
African Journals Online (AJOL)
This paper compares the error estimation of power series solution with recursive Tau method for solving ordinary differential equations. From the computational viewpoint, the power series using zeros of Chebyshevpolunomial is effective, accurate and easy to use. Keywords: Lanczos Tau method, Chebyshev polynomial, ...
Error Estimates for the Approximation of the Effective Hamiltonian
International Nuclear Information System (INIS)
Camilli, Fabio; Capuzzo Dolcetta, Italo; Gomes, Diogo A.
2008-01-01
We study approximation schemes for the cell problem arising in homogenization of Hamilton-Jacobi equations. We prove several error estimates concerning the rate of convergence of the approximation scheme to the effective Hamiltonian, both in the optimal control setting and as well as in the calculus of variations setting
Directory of Open Access Journals (Sweden)
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.
Directory of Open Access Journals (Sweden)
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
Sun, Ying-Chou; Tang, Dah-Dian; Zeng, Qing; Greenes, Robert
2001-01-01
When a typographic error of a patient identification number occurs on a patient document such as an envelope for radiology films or the cover of a patient record, it will result in misplacement of the document. Once misplaced, such documents are often extremely difficult to recover. After analyzing 290 numerical typos, we found that errors do not occur randomly. Instead, many of the typos share certain specific patterns. Six major types of non-random numeral typographic error patterns have be...
Sun, Ying-Chou; Tang, Dah-Dian; Zeng, Qing; Greenes, Robert
2002-01-01
When a typographic error of a patient identification number occurs on a patient document such as an envelope for radiology films or the cover of a patient record, it will result in misplacement of the document. Once misplaced, such documents are often extremely difficult to recover. After analyzing 290 numerical typos, we found that errors do not occur randomly. Instead, many of the typos share certain specific patterns. Six major types of non-random numeral typographic error patterns have be...
Adank, Patti
2012-01-01
The role of speech production mechanisms in difficult speech comprehension is the subject of on-going debate in speech science. Two Activation Likelihood Estimation (ALE) analyses were conducted on neuroimaging studies investigating difficult speech comprehension or speech production. Meta-analysis 1 included 10 studies contrasting comprehension…
Kelderman, Henk
1991-01-01
In this paper, algorithms are described for obtaining the maximum likelihood estimates of the parameters in log-linear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual
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
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…
Human error probability estimation using licensee event reports
International Nuclear Information System (INIS)
Voska, K.J.; O'Brien, J.N.
1984-07-01
Objective of this report is to present a method for using field data from nuclear power plants to estimate human error probabilities (HEPs). These HEPs are then used in probabilistic risk activities. This method of estimating HEPs is one of four being pursued in NRC-sponsored research. The other three are structured expert judgment, analysis of training simulator data, and performance modeling. The type of field data analyzed in this report is from Licensee Event reports (LERs) which are analyzed using a method specifically developed for that purpose. However, any type of field data or human errors could be analyzed using this method with minor adjustments. This report assesses the practicality, acceptability, and usefulness of estimating HEPs from LERs and comprehensively presents the method for use
Evaluation of human error estimation for nuclear power plants
International Nuclear Information System (INIS)
Haney, L.N.; Blackman, H.S.
1987-01-01
The dominant risk for severe accident occurrence in nuclear power plants (NPPs) is human error. The US Nuclear Regulatory Commission (NRC) sponsored an evaluation of Human Reliability Analysis (HRA) techniques for estimation of human error in NPPs. Twenty HRA techniques identified by a literature search were evaluated with criteria sets designed for that purpose and categorized. Data were collected at a commercial NPP with operators responding in walkthroughs of four severe accident scenarios and full scope simulator runs. Results suggest a need for refinement and validation of the techniques. 19 refs
Estimating error rates for firearm evidence identifications in forensic science
Song, John; Vorburger, Theodore V.; Chu, Wei; Yen, James; Soons, Johannes A.; Ott, Daniel B.; Zhang, Nien Fan
2018-01-01
Estimating error rates for firearm evidence identification is a fundamental challenge in forensic science. This paper describes the recently developed congruent matching cells (CMC) method for image comparisons, its application to firearm evidence identification, and its usage and initial tests for error rate estimation. The CMC method divides compared topography images into correlation cells. Four identification parameters are defined for quantifying both the topography similarity of the correlated cell pairs and the pattern congruency of the registered cell locations. A declared match requires a significant number of CMCs, i.e., cell pairs that meet all similarity and congruency requirements. Initial testing on breech face impressions of a set of 40 cartridge cases fired with consecutively manufactured pistol slides showed wide separation between the distributions of CMC numbers observed for known matching and known non-matching image pairs. Another test on 95 cartridge cases from a different set of slides manufactured by the same process also yielded widely separated distributions. The test results were used to develop two statistical models for the probability mass function of CMC correlation scores. The models were applied to develop a framework for estimating cumulative false positive and false negative error rates and individual error rates of declared matches and non-matches for this population of breech face impressions. The prospect for applying the models to large populations and realistic case work is also discussed. The CMC method can provide a statistical foundation for estimating error rates in firearm evidence identifications, thus emulating methods used for forensic identification of DNA evidence. PMID:29331680
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.
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.
CTER—Rapid estimation of CTF parameters with error assessment
Energy Technology Data Exchange (ETDEWEB)
Penczek, Pawel A., E-mail: Pawel.A.Penczek@uth.tmc.edu [Department of Biochemistry and Molecular Biology, The University of Texas Medical School, 6431 Fannin MSB 6.220, Houston, TX 77054 (United States); Fang, Jia [Department of Biochemistry and Molecular Biology, The University of Texas Medical School, 6431 Fannin MSB 6.220, Houston, TX 77054 (United States); Li, Xueming; Cheng, Yifan [The Keck Advanced Microscopy Laboratory, Department of Biochemistry and Biophysics, University of California, San Francisco, CA 94158 (United States); Loerke, Justus; Spahn, Christian M.T. [Institut für Medizinische Physik und Biophysik, Charité – Universitätsmedizin Berlin, Charitéplatz 1, 10117 Berlin (Germany)
2014-05-01
In structural electron microscopy, the accurate estimation of the Contrast Transfer Function (CTF) parameters, particularly defocus and astigmatism, is of utmost importance for both initial evaluation of micrograph quality and for subsequent structure determination. Due to increases in the rate of data collection on modern microscopes equipped with new generation cameras, it is also important that the CTF estimation can be done rapidly and with minimal user intervention. Finally, in order to minimize the necessity for manual screening of the micrographs by a user it is necessary to provide an assessment of the errors of fitted parameters values. In this work we introduce CTER, a CTF parameters estimation method distinguished by its computational efficiency. The efficiency of the method makes it suitable for high-throughput EM data collection, and enables the use of a statistical resampling technique, bootstrap, that yields standard deviations of estimated defocus and astigmatism amplitude and angle, thus facilitating the automation of the process of screening out inferior micrograph data. Furthermore, CTER also outputs the spatial frequency limit imposed by reciprocal space aliasing of the discrete form of the CTF and the finite window size. We demonstrate the efficiency and accuracy of CTER using a data set collected on a 300 kV Tecnai Polara (FEI) using the K2 Summit DED camera in super-resolution counting mode. Using CTER we obtained a structure of the 80S ribosome whose large subunit had a resolution of 4.03 Å without, and 3.85 Å with, inclusion of astigmatism parameters. - Highlights: • We describe methodology for estimation of CTF parameters with error assessment. • Error estimates provide means for automated elimination of inferior micrographs. • High computational efficiency allows real-time monitoring of EM data quality. • Accurate CTF estimation yields structure of the 80S human ribosome at 3.85 Å.
Estimation of Branch Topology Errors in Power Networks by WLAN State Estimation
Energy Technology Data Exchange (ETDEWEB)
Kim, Hong Rae [Soonchunhyang University(Korea); Song, Kyung Bin [Kei Myoung University(Korea)
2000-06-01
The purpose of this paper is to detect and identify topological errors in order to maintain a reliable database for the state estimator. In this paper, a two stage estimation procedure is used to identify the topology errors. At the first stage, the WLAV state estimator which has characteristics to remove bad data during the estimation procedure is run for finding out the suspected branches at which topology errors take place. The resulting residuals are normalized and the measurements with significant normalized residuals are selected. A set of suspected branches is formed based on these selected measurements; if the selected measurement if a line flow, the corresponding branch is suspected; if it is an injection, then all the branches connecting the injection bus to its immediate neighbors are suspected. A new WLAV state estimator adding the branch flow errors in the state vector is developed to identify the branch topology errors. Sample cases of single topology error and topology error with a measurement error are applied to IEEE 14 bus test system. (author). 24 refs., 1 fig., 9 tabs.
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).
Exact error estimation for solutions of nuclide chain equations
International Nuclear Information System (INIS)
Tachihara, Hidekazu; Sekimoto, Hiroshi
1999-01-01
The exact solution of nuclide chain equations within arbitrary figures is obtained for a linear chain by employing the Bateman method in the multiple-precision arithmetic. The exact error estimation of major calculation methods for a nuclide chain equation is done by using this exact solution as a standard. The Bateman, finite difference, Runge-Kutta and matrix exponential methods are investigated. The present study confirms the following. The original Bateman method has very low accuracy in some cases, because of large-scale cancellations. The revised Bateman method by Siewers reduces the occurrence of cancellations and thereby shows high accuracy. In the time difference method as the finite difference and Runge-Kutta methods, the solutions are mainly affected by the truncation errors in the early decay time, and afterward by the round-off errors. Even though the variable time mesh is employed to suppress the accumulation of round-off errors, it appears to be nonpractical. Judging from these estimations, the matrix exponential method is the best among all the methods except the Bateman method whose calculation process for a linear chain is not identical with that for a general one. (author)
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.
GPS/DR Error Estimation for Autonomous Vehicle Localization
Directory of Open Access Journals (Sweden)
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.
Regularization and error estimates for nonhomogeneous backward heat problems
Directory of Open Access Journals (Sweden)
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.
Hall, Eric Joseph; Hoel, Hå kon; Sandberg, Mattias; Szepessy, Anders; Tempone, Raul
2016-01-01
posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations
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.
Error estimates for discretized quantum stochastic differential inclusions
International Nuclear Information System (INIS)
Ayoola, E.O.
2001-09-01
This paper is concerned with the error estimates involved in the solution of a discrete approximation of a quantum stochastic differential inclusion (QSDI). Our main results rely on certain properties of the averaged modulus of continuity for multivalued sesquilinear forms associated with QSDI. We obtained results concerning the estimates of the Hausdorff distance between the set of solutions of the QSDI and the set of solutions of its discrete approximation. This extend the results of Dontchev and Farkhi concerning classical differential inclusions to the present noncommutative Quantum setting involving inclusions in certain locally convex space. (author)
A Simulation-Based Soft Error Estimation Methodology for Computer Systems
Sugihara, Makoto; Ishihara, Tohru; Hashimoto, Koji; Muroyama, Masanori
2006-01-01
This paper proposes a simulation-based soft error estimation methodology for computer systems. Accumulating soft error rates (SERs) of all memories in a computer system results in pessimistic soft error estimation. This is because memory cells are used spatially and temporally and not all soft errors in them make the computer system faulty. Our soft-error estimation methodology considers the locations and the timings of soft errors occurring at every level of memory hierarchy and estimates th...
Rigorous covariance propagation of geoid errors to geodetic MDT estimates
Pail, R.; Albertella, A.; Fecher, T.; Savcenko, R.
2012-04-01
The mean dynamic topography (MDT) is defined as the difference between the mean sea surface (MSS) derived from satellite altimetry, averaged over several years, and the static geoid. Assuming geostrophic conditions, from the MDT the ocean surface velocities as important component of global ocean circulation can be derived from it. Due to the availability of GOCE gravity field models, for the very first time MDT can now be derived solely from satellite observations (altimetry and gravity) down to spatial length-scales of 100 km and even below. Global gravity field models, parameterized in terms of spherical harmonic coefficients, are complemented by the full variance-covariance matrix (VCM). Therefore, for the geoid component a realistic statistical error estimate is available, while the error description of the altimetric component is still an open issue and is, if at all, attacked empirically. In this study we make the attempt to perform, based on the full gravity VCM, rigorous error propagation to derived geostrophic surface velocities, thus also considering all correlations. For the definition of the static geoid we use the third release of the time-wise GOCE model, as well as the satellite-only combination model GOCO03S. In detail, we will investigate the velocity errors resulting from the geoid component in dependence of the harmonic degree, and the impact of using/no using covariances on the MDT errors and its correlations. When deriving an MDT, it is spectrally filtered to a certain maximum degree, which is usually driven by the signal content of the geoid model, by applying isotropic or non-isotropic filters. Since this filtering is acting also on the geoid component, the consistent integration of this filter process into the covariance propagation shall be performed, and its impact shall be quantified. The study will be performed for MDT estimates in specific test areas of particular oceanographic interest.
Directory of Open Access Journals (Sweden)
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.
Shimansky, Y P
2011-05-01
It is well known from numerous studies that perception can be significantly affected by intended action in many everyday situations, indicating that perception and related decision-making is not a simple, one-way sequence, but a complex iterative cognitive process. However, the underlying functional mechanisms are yet unclear. Based on an optimality approach, a quantitative computational model of one such mechanism has been developed in this study. It is assumed in the model that significant uncertainty about task-related parameters of the environment results in parameter estimation errors and an optimal control system should minimize the cost of such errors in terms of the optimality criterion. It is demonstrated that, if the cost of a parameter estimation error is significantly asymmetrical with respect to error direction, the tendency to minimize error cost creates a systematic deviation of the optimal parameter estimate from its maximum likelihood value. Consequently, optimization of parameter estimate and optimization of control action cannot be performed separately from each other under parameter uncertainty combined with asymmetry of estimation error cost, thus making the certainty equivalence principle non-applicable under those conditions. A hypothesis that not only the action, but also perception itself is biased by the above deviation of parameter estimate is supported by ample experimental evidence. The results provide important insights into the cognitive mechanisms of interaction between sensory perception and planning an action under realistic conditions. Implications for understanding related functional mechanisms of optimal control in the CNS are discussed.
Estimation of Financial Agent-Based Models with Simulated Maximum Likelihood
Czech Academy of Sciences Publication Activity Database
Kukačka, Jiří; Baruník, Jozef
2017-01-01
Roč. 85, č. 1 (2017), s. 21-45 ISSN 0165-1889 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : heterogeneous agent model, * simulated maximum likelihood * switching Subject RIV: AH - Economics OBOR OECD: Finance Impact factor: 1.000, year: 2016 http://library.utia.cas.cz/separaty/2017/E/kukacka-0478481.pdf
Silverman, Merav H.; Jedd, Kelly; Luciana, Monica
2015-01-01
Behavioral responses to, and the neural processing of, rewards change dramatically during adolescence and may contribute to observed increases in risk-taking during this developmental period. Functional MRI (fMRI) studies suggest differences between adolescents and adults in neural activation during reward processing, but findings are contradictory, and effects have been found in non-predicted directions. The current study uses an activation likelihood estimation (ALE) approach for quantitative meta-analysis of functional neuroimaging studies to: 1) confirm the network of brain regions involved in adolescents’ reward processing, 2) identify regions involved in specific stages (anticipation, outcome) and valence (positive, negative) of reward processing, and 3) identify differences in activation likelihood between adolescent and adult reward-related brain activation. Results reveal a subcortical network of brain regions involved in adolescent reward processing similar to that found in adults with major hubs including the ventral and dorsal striatum, insula, and posterior cingulate cortex (PCC). Contrast analyses find that adolescents exhibit greater likelihood of activation in the insula while processing anticipation relative to outcome and greater likelihood of activation in the putamen and amygdala during outcome relative to anticipation. While processing positive compared to negative valence, adolescents show increased likelihood for activation in the posterior cingulate cortex (PCC) and ventral striatum. Contrasting adolescent reward processing with the existing ALE of adult reward processing (Liu et al., 2011) reveals increased likelihood for activation in limbic, frontolimbic, and striatal regions in adolescents compared with adults. Unlike adolescents, adults also activate executive control regions of the frontal and parietal lobes. These findings support hypothesized elevations in motivated activity during adolescence. PMID:26254587
Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto
2017-03-01
Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.
A Fast Soft Bit Error Rate Estimation Method
Directory of Open Access Journals (Sweden)
Ait-Idir Tarik
2010-01-01
Full Text Available We have suggested in a previous publication a method to estimate the Bit Error Rate (BER of a digital communications system instead of using the famous Monte Carlo (MC simulation. This method was based on the estimation of the probability density function (pdf of soft observed samples. The kernel method was used for the pdf estimation. In this paper, we suggest to use a Gaussian Mixture (GM model. The Expectation Maximisation algorithm is used to estimate the parameters of this mixture. The optimal number of Gaussians is computed by using Mutual Information Theory. The analytical expression of the BER is therefore simply given by using the different estimated parameters of the Gaussian Mixture. Simulation results are presented to compare the three mentioned methods: Monte Carlo, Kernel and Gaussian Mixture. We analyze the performance of the proposed BER estimator in the framework of a multiuser code division multiple access system and show that attractive performance is achieved compared with conventional MC or Kernel aided techniques. The results show that the GM method can drastically reduce the needed number of samples to estimate the BER in order to reduce the required simulation run-time, even at very low BER.
Lirio, R B; Dondériz, I C; Pérez Abalo, M C
1992-08-01
The methodology of Receiver Operating Characteristic curves based on the signal detection model is extended to evaluate the accuracy of two-stage diagnostic strategies. A computer program is developed for the maximum likelihood estimation of parameters that characterize the sensitivity and specificity of two-stage classifiers according to this extended methodology. Its use is briefly illustrated with data collected in a two-stage screening for auditory defects.
Normalized Minimum Error Entropy Algorithm with Recursive Power Estimation
Directory of Open Access Journals (Sweden)
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.
A Posteriori Error Estimates Including Algebraic Error and Stopping Criteria for Iterative Solvers
Czech Academy of Sciences Publication Activity Database
Jiránek, P.; Strakoš, Zdeněk; Vohralík, M.
2010-01-01
Roč. 32, č. 3 (2010), s. 1567-1590 ISSN 1064-8275 R&D Projects: GA AV ČR IAA100300802 Grant - others:GA ČR(CZ) GP201/09/P464 Institutional research plan: CEZ:AV0Z10300504 Keywords : second-order elliptic partial differential equation * finite volume method * a posteriori error estimates * iterative methods for linear algebraic systems * conjugate gradient method * stopping criteria Subject RIV: BA - General Mathematics Impact factor: 3.016, year: 2010
Standard Errors of Estimated Latent Variable Scores with Estimated Structural Parameters
Hoshino, Takahiro; Shigemasu, Kazuo
2008-01-01
The authors propose a concise formula to evaluate the standard error of the estimated latent variable score when the true values of the structural parameters are not known and must be estimated. The formula can be applied to factor scores in factor analysis or ability parameters in item response theory, without bootstrap or Markov chain Monte…
Directory of Open Access Journals (Sweden)
Heidi L. Tessmer
2018-03-01
Full Text Available To estimate and predict the transmission dynamics of respiratory viruses, the estimation of the basic reproduction number, R0, is essential. Recently, approximate Bayesian computation methods have been used as likelihood free methods to estimate epidemiological model parameters, particularly R0. In this paper, we explore various machine learning approaches, the multi-layer perceptron, convolutional neural network, and long-short term memory, to learn and estimate the parameters. Further, we compare the accuracy of the estimates and time requirements for machine learning and the approximate Bayesian computation methods on both simulated and real-world epidemiological data from outbreaks of influenza A(H1N1pdm09, mumps, and measles. We find that the machine learning approaches can be verified and tested faster than the approximate Bayesian computation method, but that the approximate Bayesian computation method is more robust across different datasets.
Smoothed Spectra, Ogives, and Error Estimates for Atmospheric Turbulence Data
Dias, Nelson Luís
2018-01-01
A systematic evaluation is conducted of the smoothed spectrum, which is a spectral estimate obtained by averaging over a window of contiguous frequencies. The technique is extended to the ogive, as well as to the cross-spectrum. It is shown that, combined with existing variance estimates for the periodogram, the variance—and therefore the random error—associated with these estimates can be calculated in a straightforward way. The smoothed spectra and ogives are biased estimates; with simple power-law analytical models, correction procedures are devised, as well as a global constraint that enforces Parseval's identity. Several new results are thus obtained: (1) The analytical variance estimates compare well with the sample variance calculated for the Bartlett spectrum and the variance of the inertial subrange of the cospectrum is shown to be relatively much larger than that of the spectrum. (2) Ogives and spectra estimates with reduced bias are calculated. (3) The bias of the smoothed spectrum and ogive is shown to be negligible at the higher frequencies. (4) The ogives and spectra thus calculated have better frequency resolution than the Bartlett spectrum, with (5) gradually increasing variance and relative error towards the low frequencies. (6) Power-law identification and extraction of the rate of dissipation of turbulence kinetic energy are possible directly from the ogive. (7) The smoothed cross-spectrum is a valid inner product and therefore an acceptable candidate for coherence and spectral correlation coefficient estimation by means of the Cauchy-Schwarz inequality. The quadrature, phase function, coherence function and spectral correlation function obtained from the smoothed spectral estimates compare well with the classical ones derived from the Bartlett spectrum.
Are Low-order Covariance Estimates Useful in Error Analyses?
Baker, D. F.; Schimel, D.
2005-12-01
Atmospheric trace gas inversions, using modeled atmospheric transport to infer surface sources and sinks from measured concentrations, are most commonly done using least-squares techniques that return not only an estimate of the state (the surface fluxes) but also the covariance matrix describing the uncertainty in that estimate. Besides allowing one to place error bars around the estimate, the covariance matrix may be used in simulation studies to learn what uncertainties would be expected from various hypothetical observing strategies. This error analysis capability is routinely used in designing instrumentation, measurement campaigns, and satellite observing strategies. For example, Rayner, et al (2002) examined the ability of satellite-based column-integrated CO2 measurements to constrain monthly-average CO2 fluxes for about 100 emission regions using this approach. Exact solutions for both state vector and covariance matrix become computationally infeasible, however, when the surface fluxes are solved at finer resolution (e.g., daily in time, under 500 km in space). It is precisely at these finer scales, however, that one would hope to be able to estimate fluxes using high-density satellite measurements. Non-exact estimation methods such as variational data assimilation or the ensemble Kalman filter could be used, but they achieve their computational savings by obtaining an only approximate state estimate and a low-order approximation of the true covariance. One would like to be able to use this covariance matrix to do the same sort of error analyses as are done with the full-rank covariance, but is it correct to do so? Here we compare uncertainties and `information content' derived from full-rank covariance matrices obtained from a direct, batch least squares inversion to those from the incomplete-rank covariance matrices given by a variational data assimilation approach solved with a variable metric minimization technique (the Broyden-Fletcher- Goldfarb
International Nuclear Information System (INIS)
Fruehwirth, R.
1993-01-01
We present an estimation procedure of the error components in a linear regression model with multiple independent stochastic error contributions. After solving the general problem we apply the results to the estimation of the actual trajectory in track fitting with multiple scattering. (orig.)
Maximum likelihood PSD estimation for speech enhancement in reverberant and noisy conditions
DEFF Research Database (Denmark)
Kuklasinski, Adam; Doclo, Simon; Jensen, Jesper
2016-01-01
of the estimator is in speech enhancement algorithms, such as the Multi-channel Wiener Filter (MWF) and the Minimum Variance Distortionless Response (MVDR) beamformer. We evaluate these two algorithms in a speech dereverberation task and compare the performance obtained using the proposed and a competing PSD...... estimator. Instrumental performance measures indicate an advantage of the proposed estimator over the competing one. In a speech intelligibility test all algorithms significantly improved the word intelligibility score. While the results suggest a minor advantage of using the proposed PSD estimator...
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/
Maintaining symmetry of simulated likelihood functions
DEFF Research Database (Denmark)
Andersen, Laura Mørch
This paper suggests solutions to two different types of simulation errors related to Quasi-Monte Carlo integration. Likelihood functions which depend on standard deviations of mixed parameters are symmetric in nature. This paper shows that antithetic draws preserve this symmetry and thereby...... improves precision substantially. Another source of error is that models testing away mixing dimensions must replicate the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood. These simulation errors are ignored in the standard estimation procedures used today...
Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang
2017-05-01
The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE 1 and MLE 2 , respectively), and Greenwood approximation (MLE gw ) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE 1 , the MLE 2 and MLE gw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE 2 and MLE gw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE 2 and MLE gw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization. Copyright © 2017 Elsevier B.V. All rights reserved.
Turesky, Ted K.; Turkeltaub, Peter E.; Eden, Guinevere F.
2016-01-01
The functional neuroanatomy of finger movements has been characterized with neuroimaging in young adults. However, less is known about the aging motor system. Several studies have contrasted movement-related activity in older versus young adults, but there is inconsistency among their findings. To address this, we conducted an activation likelihood estimation (ALE) meta-analysis on within-group data from older adults and young adults performing regularly paced right-hand finger movement tasks in response to external stimuli. We hypothesized that older adults would show a greater likelihood of activation in right cortical motor areas (i.e., ipsilateral to the side of movement) compared to young adults. ALE maps were examined for conjunction and between-group differences. Older adults showed overlapping likelihoods of activation with young adults in left primary sensorimotor cortex (SM1), bilateral supplementary motor area, bilateral insula, left thalamus, and right anterior cerebellum. Their ALE map differed from that of the young adults in right SM1 (extending into dorsal premotor cortex), right supramarginal gyrus, medial premotor cortex, and right posterior cerebellum. The finding that older adults uniquely use ipsilateral regions for right-hand finger movements and show age-dependent modulations in regions recruited by both age groups provides a foundation by which to understand age-related motor decline and motor disorders. PMID:27799910
Directory of Open Access Journals (Sweden)
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.
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/.
DEFF Research Database (Denmark)
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...
International Nuclear Information System (INIS)
Metz, C.E.; Tokars, R.P.; Kronman, H.B.; Griem, M.L.
1982-01-01
A Therapeutic Operating Characteristic (TOC) curve for radiation therapy plots, for all possible treatment doses, the probability of tumor ablation as a function of the probability of radiation-induced complication. Application of this analysis to actual therapeutic situation requires that dose-response curves for ablation and for complication be estimated from clinical data. We describe an approach in which ''maximum likelihood estimates'' of these dose-response curves are made, and we apply this approach to data collected on responses to radiotherapy for carcinoma of the nasopharynx. TOC curves constructed from the estimated dose-response curves are subject to moderately large uncertainties because of the limitations of available data.These TOC curves suggest, however, that treatment doses greater than 1800 rem may substantially increase the probability of tumor ablation with little increase in the risk of radiation-induced cervical myelopathy, especially for T1 and T2 tumors
Error estimation for CFD aeroheating prediction under rarefied flow condition
Jiang, Yazhong; Gao, Zhenxun; Jiang, Chongwen; Lee, Chunhian
2014-12-01
Both direct simulation Monte Carlo (DSMC) and Computational Fluid Dynamics (CFD) methods have become widely used for aerodynamic prediction when reentry vehicles experience different flow regimes during flight. The implementation of slip boundary conditions in the traditional CFD method under Navier-Stokes-Fourier (NSF) framework can extend the validity of this approach further into transitional regime, with the benefit that much less computational cost is demanded compared to DSMC simulation. Correspondingly, an increasing error arises in aeroheating calculation as the flow becomes more rarefied. To estimate the relative error of heat flux when applying this method for a rarefied flow in transitional regime, theoretical derivation is conducted and a dimensionless parameter ɛ is proposed by approximately analyzing the ratio of the second order term to first order term in the heat flux expression in Burnett equation. DSMC simulation for hypersonic flow over a cylinder in transitional regime is performed to test the performance of parameter ɛ, compared with two other parameters, Knρ and MaṡKnρ.
Influence of binary mask estimation errors on robust speaker identification
DEFF Research Database (Denmark)
May, Tobias
2017-01-01
Missing-data strategies have been developed to improve the noise-robustness of automatic speech recognition systems in adverse acoustic conditions. This is achieved by classifying time-frequency (T-F) units into reliable and unreliable components, as indicated by a so-called binary mask. Different...... approaches have been proposed to handle unreliable feature components, each with distinct advantages. The direct masking (DM) approach attenuates unreliable T-F units in the spectral domain, which allows the extraction of conventionally used mel-frequency cepstral coefficients (MFCCs). Instead of attenuating....... Since each of these approaches utilizes the knowledge about reliable and unreliable feature components in a different way, they will respond differently to estimation errors in the binary mask. The goal of this study was to identify the most effective strategy to exploit knowledge about reliable...
Parameter-free bearing fault detection based on maximum likelihood estimation and differentiation
International Nuclear Information System (INIS)
Bozchalooi, I Soltani; Liang, Ming
2009-01-01
Bearing faults can lead to malfunction and ultimately complete stall of many machines. The conventional high-frequency resonance (HFR) method has been commonly used for bearing fault detection. However, it is often very difficult to obtain and calibrate bandpass filter parameters, i.e. the center frequency and bandwidth, the key to the success of the HFR method. This inevitably undermines the usefulness of the conventional HFR technique. To avoid such difficulties, we propose parameter-free, versatile yet straightforward techniques to detect bearing faults. We focus on two types of measured signals frequently encountered in practice: (1) a mixture of impulsive faulty bearing vibrations and intrinsic background noise and (2) impulsive faulty bearing vibrations blended with intrinsic background noise and vibration interferences. To design a proper signal processing technique for each case, we analyze the effects of intrinsic background noise and vibration interferences on amplitude demodulation. For the first case, a maximum likelihood-based fault detection method is proposed to accommodate the Rician distribution of the amplitude-demodulated signal mixture. For the second case, we first illustrate that the high-amplitude low-frequency vibration interferences can make the amplitude demodulation ineffective. Then we propose a differentiation method to enhance the fault detectability. It is shown that the iterative application of a differentiation step can boost the relative strength of the impulsive faulty bearing signal component with respect to the vibration interferences. This preserves the effectiveness of amplitude demodulation and hence leads to more accurate fault detection. The proposed approaches are evaluated on simulated signals and experimental data acquired from faulty bearings
Onuk, A. Emre; Akcakaya, Murat; Bardhan, Jaydeep P.; Erdogmus, Deniz; Brooks, Dana H.; Makowski, Lee
2015-01-01
In this paper, we describe a model for maximum likelihood estimation (MLE) of the relative abundances of different conformations of a protein in a heterogeneous mixture from small angle X-ray scattering (SAXS) intensities. To consider cases where the solution includes intermediate or unknown conformations, we develop a subset selection method based on k-means clustering and the Cramér-Rao bound on the mixture coefficient estimation error to find a sparse basis set that represents the space spanned by the measured SAXS intensities of the known conformations of a protein. Then, using the selected basis set and the assumptions on the model for the intensity measurements, we show that the MLE model can be expressed as a constrained convex optimization problem. Employing the adenylate kinase (ADK) protein and its known conformations as an example, and using Monte Carlo simulations, we demonstrate the performance of the proposed estimation scheme. Here, although we use 45 crystallographically determined experimental structures and we could generate many more using, for instance, molecular dynamics calculations, the clustering technique indicates that the data cannot support the determination of relative abundances for more than 5 conformations. The estimation of this maximum number of conformations is intrinsic to the methodology we have used here. PMID:26924916
Lusiana, Evellin Dewi
2017-12-01
The parameters of binary probit regression model are commonly estimated by using Maximum Likelihood Estimation (MLE) method. However, MLE method has limitation if the binary data contains separation. Separation is the condition where there are one or several independent variables that exactly grouped the categories in binary response. It will result the estimators of MLE method become non-convergent, so that they cannot be used in modeling. One of the effort to resolve the separation is using Firths approach instead. This research has two aims. First, to identify the chance of separation occurrence in binary probit regression model between MLE method and Firths approach. Second, to compare the performance of binary probit regression model estimator that obtained by MLE method and Firths approach using RMSE criteria. Those are performed using simulation method and under different sample size. The results showed that the chance of separation occurrence in MLE method for small sample size is higher than Firths approach. On the other hand, for larger sample size, the probability decreased and relatively identic between MLE method and Firths approach. Meanwhile, Firths estimators have smaller RMSE than MLEs especially for smaller sample sizes. But for larger sample sizes, the RMSEs are not much different. It means that Firths estimators outperformed MLE estimator.
The early maximum likelihood estimation model of audiovisual integration in speech perception
DEFF Research Database (Denmark)
Andersen, Tobias
2015-01-01
integration to speech perception along with three model variations. In early MLE, integration is based on a continuous internal representation before categorization, which can make the model more parsimonious by imposing constraints that reflect experimental designs. The study also shows that cross......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......-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...
Process for estimating likelihood and confidence in post detonation nuclear forensics.
Energy Technology Data Exchange (ETDEWEB)
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.
CTER-rapid estimation of CTF parameters with error assessment.
Penczek, Pawel A; Fang, Jia; Li, Xueming; Cheng, Yifan; Loerke, Justus; Spahn, Christian M T
2014-05-01
In structural electron microscopy, the accurate estimation of the Contrast Transfer Function (CTF) parameters, particularly defocus and astigmatism, is of utmost importance for both initial evaluation of micrograph quality and for subsequent structure determination. Due to increases in the rate of data collection on modern microscopes equipped with new generation cameras, it is also important that the CTF estimation can be done rapidly and with minimal user intervention. Finally, in order to minimize the necessity for manual screening of the micrographs by a user it is necessary to provide an assessment of the errors of fitted parameters values. In this work we introduce CTER, a CTF parameters estimation method distinguished by its computational efficiency. The efficiency of the method makes it suitable for high-throughput EM data collection, and enables the use of a statistical resampling technique, bootstrap, that yields standard deviations of estimated defocus and astigmatism amplitude and angle, thus facilitating the automation of the process of screening out inferior micrograph data. Furthermore, CTER also outputs the spatial frequency limit imposed by reciprocal space aliasing of the discrete form of the CTF and the finite window size. We demonstrate the efficiency and accuracy of CTER using a data set collected on a 300kV Tecnai Polara (FEI) using the K2 Summit DED camera in super-resolution counting mode. Using CTER we obtained a structure of the 80S ribosome whose large subunit had a resolution of 4.03Å without, and 3.85Å with, inclusion of astigmatism parameters. Copyright © 2014 Elsevier B.V. All rights reserved.
Goegebeur, Y.; de Boeck, P.; Molenberghs, G.
2010-01-01
The local influence diagnostics, proposed by Cook (1986), provide a flexible way to assess the impact of minor model perturbations on key model parameters’ estimates. In this paper, we apply the local influence idea to the detection of test speededness in a model describing nonresponse in test data,
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
Directional maximum likelihood self-estimation of the path-loss exponent
Hu, Y.; Leus, G.J.T.; Dong, Min; Zheng, Thomas Fang
2016-01-01
The path-loss exponent (PLE) is a key parameter in wireless propagation channels. Therefore, obtaining the knowledge of the PLE is rather significant for assisting wireless communications and networking to achieve a better performance. Most existing methods for estimating the PLE not only require
Results and Error Estimates from GRACE Forward Modeling over Antarctica
Bonin, Jennifer; Chambers, Don
2013-04-01
Forward modeling using a weighted least squares technique allows GRACE information to be projected onto a pre-determined collection of local basins. This decreases the impact of spatial leakage, allowing estimates of mass change to be better localized. The technique is especially valuable where models of current-day mass change are poor, such as over Antarctica. However when tested previously, the least squares technique has required constraints in the form of added process noise in order to be reliable. Poor choice of local basin layout has also adversely affected results, as has the choice of spatial smoothing used with GRACE. To develop design parameters which will result in correct high-resolution mass detection and to estimate the systematic errors of the method over Antarctica, we use a "truth" simulation of the Antarctic signal. We apply the optimal parameters found from the simulation to RL05 GRACE data across Antarctica and the surrounding ocean. We particularly focus on separating the Antarctic peninsula's mass signal from that of the rest of western Antarctica. Additionally, we characterize how well the technique works for removing land leakage signal from the nearby ocean, particularly that near the Drake Passage.
Black hole spectroscopy: Systematic errors and ringdown energy estimates
Baibhav, Vishal; Berti, Emanuele; Cardoso, Vitor; Khanna, Gaurav
2018-02-01
The relaxation of a distorted black hole to its final state provides important tests of general relativity within the reach of current and upcoming gravitational wave facilities. In black hole perturbation theory, this phase consists of a simple linear superposition of exponentially damped sinusoids (the quasinormal modes) and of a power-law tail. How many quasinormal modes are necessary to describe waveforms with a prescribed precision? What error do we incur by only including quasinormal modes, and not tails? What other systematic effects are present in current state-of-the-art numerical waveforms? These issues, which are basic to testing fundamental physics with distorted black holes, have hardly been addressed in the literature. We use numerical relativity waveforms and accurate evolutions within black hole perturbation theory to provide some answers. We show that (i) a determination of the fundamental l =m =2 quasinormal frequencies and damping times to within 1% or better requires the inclusion of at least the first overtone, and preferably of the first two or three overtones; (ii) a determination of the black hole mass and spin with precision better than 1% requires the inclusion of at least two quasinormal modes for any given angular harmonic mode (ℓ , m ). We also improve on previous estimates and fits for the ringdown energy radiated in the various multipoles. These results are important to quantify theoretical (as opposed to instrumental) limits in parameter estimation accuracy and tests of general relativity allowed by ringdown measurements with high signal-to-noise ratio gravitational wave detectors.
Directory of Open Access Journals (Sweden)
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.
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.
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.
DEFF Research Database (Denmark)
Blasone, Roberta-Serena; Vrugt, Jasper A.; Madsen, Henrik
2008-01-01
propose an alternative strategy to determine the value of the cutoff threshold based on the appropriate coverage of the resulting uncertainty bounds. We demonstrate the superiority of this revised GLUE method with three different conceptual watershed models of increasing complexity, using both synthetic......In the last few decades hydrologists have made tremendous progress in using dynamic simulation models for the analysis and understanding of hydrologic systems. However, predictions with these models are often deterministic and as such they focus on the most probable forecast, without an explicit...... of applications. However, the MC based sampling strategy of the prior parameter space typically utilized in GLUE is not particularly efficient in finding behavioral simulations. This becomes especially problematic for high-dimensional parameter estimation problems, and in the case of complex simulation models...
Sun, Ruochen; Yuan, Huiling; Liu, Xiaoli
2017-11-01
The heteroscedasticity treatment in residual error models directly impacts the model calibration and prediction uncertainty estimation. This study compares three methods to deal with the heteroscedasticity, including the explicit linear modeling (LM) method and nonlinear modeling (NL) method using hyperbolic tangent function, as well as the implicit Box-Cox transformation (BC). Then a combined approach (CA) combining the advantages of both LM and BC methods has been proposed. In conjunction with the first order autoregressive model and the skew exponential power (SEP) distribution, four residual error models are generated, namely LM-SEP, NL-SEP, BC-SEP and CA-SEP, and their corresponding likelihood functions are applied to the Variable Infiltration Capacity (VIC) hydrologic model over the Huaihe River basin, China. Results show that the LM-SEP yields the poorest streamflow predictions with the widest uncertainty band and unrealistic negative flows. The NL and BC methods can better deal with the heteroscedasticity and hence their corresponding predictive performances are improved, yet the negative flows cannot be avoided. The CA-SEP produces the most accurate predictions with the highest reliability and effectively avoids the negative flows, because the CA approach is capable of addressing the complicated heteroscedasticity over the study basin.
Measurement Error Estimation for Capacitive Voltage Transformer by Insulation Parameters
Directory of Open Access Journals (Sweden)
Bin Chen
2017-03-01
Full Text Available Measurement errors of a capacitive voltage transformer (CVT are relevant to its equivalent parameters for which its capacitive divider contributes the most. In daily operation, dielectric aging, moisture, dielectric breakdown, etc., it will exert mixing effects on a capacitive divider’s insulation characteristics, leading to fluctuation in equivalent parameters which result in the measurement error. This paper proposes an equivalent circuit model to represent a CVT which incorporates insulation characteristics of a capacitive divider. After software simulation and laboratory experiments, the relationship between measurement errors and insulation parameters is obtained. It indicates that variation of insulation parameters in a CVT will cause a reasonable measurement error. From field tests and calculation, equivalent capacitance mainly affects magnitude error, while dielectric loss mainly affects phase error. As capacitance changes 0.2%, magnitude error can reach −0.2%. As dielectric loss factor changes 0.2%, phase error can reach 5′. An increase of equivalent capacitance and dielectric loss factor in the high-voltage capacitor will cause a positive real power measurement error. An increase of equivalent capacitance and dielectric loss factor in the low-voltage capacitor will cause a negative real power measurement error.
Quantum tomography via compressed sensing: error bounds, sample complexity and efficient estimators
International Nuclear Information System (INIS)
Flammia, Steven T; Gross, David; Liu, Yi-Kai; Eisert, Jens
2012-01-01
Intuitively, if a density operator has small rank, then it should be easier to estimate from experimental data, since in this case only a few eigenvectors need to be learned. We prove two complementary results that confirm this intuition. Firstly, we show that a low-rank density matrix can be estimated using fewer copies of the state, i.e. the sample complexity of tomography decreases with the rank. Secondly, we show that unknown low-rank states can be reconstructed from an incomplete set of measurements, using techniques from compressed sensing and matrix completion. These techniques use simple Pauli measurements, and their output can be certified without making any assumptions about the unknown state. In this paper, we present a new theoretical analysis of compressed tomography, based on the restricted isometry property for low-rank matrices. Using these tools, we obtain near-optimal error bounds for the realistic situation where the data contain noise due to finite statistics, and the density matrix is full-rank with decaying eigenvalues. We also obtain upper bounds on the sample complexity of compressed tomography, and almost-matching lower bounds on the sample complexity of any procedure using adaptive sequences of Pauli measurements. Using numerical simulations, we compare the performance of two compressed sensing estimators—the matrix Dantzig selector and the matrix Lasso—with standard maximum-likelihood estimation (MLE). We find that, given comparable experimental resources, the compressed sensing estimators consistently produce higher fidelity state reconstructions than MLE. In addition, the use of an incomplete set of measurements leads to faster classical processing with no loss of accuracy. Finally, we show how to certify the accuracy of a low-rank estimate using direct fidelity estimation, and describe a method for compressed quantum process tomography that works for processes with small Kraus rank and requires only Pauli eigenstate preparations
Estimating Amazonian rainforest stability and the likelihood for large-scale forest dieback
Rammig, Anja; Thonicke, Kirsten; Jupp, Tim; Ostberg, Sebastian; Heinke, Jens; Lucht, Wolfgang; Cramer, Wolfgang; Cox, Peter
2010-05-01
Annually, tropical forests process approximately 18 Pg of carbon through respiration and photosynthesis - more than twice the rate of anthropogenic fossil fuel emissions. Current climate change may be transforming this carbon sink into a carbon source by changing forest structure and dynamics. Increasing temperatures and potentially decreasing precipitation and thus prolonged drought stress may lead to increasing physiological stress and reduced productivity for trees. Resulting decreases in evapotranspiration and therefore convective precipitation could further accelerate drought conditions and destabilize the tropical ecosystem as a whole and lead to an 'Amazon forest dieback'. The projected direction and intensity of climate change vary widely within the region and between different scenarios from climate models (GCMs). In the scope of a World Bank-funded study, we assessed the 24 General Circulation Models (GCMs) evaluated in the 4th Assessment Report of the Intergovernmental Panel on Climate Change (IPCC-AR4) with respect to their capability to reproduce present-day climate in the Amazon basin using a Bayesian approach. With this approach, greater weight is assigned to the models that simulate well the annual cycle of rainfall. We then use the resulting weightings to create probability density functions (PDFs) for future forest biomass changes as simulated by the Lund-Potsdam-Jena Dynamic Global Vegetation Model (LPJmL) to estimate the risk of potential Amazon rainforest dieback. Our results show contrasting changes in forest biomass throughout five regions of northern South America: If photosynthetic capacity and water use efficiency is enhanced by CO2, biomass increases across all five regions. However, if CO2-fertilisation is assumed to be absent or less important, then substantial dieback occurs in some scenarios and thus, the risk of forest dieback is considerably higher. Particularly affected are regions in the central Amazon basin. The range of
DEFF Research Database (Denmark)
Løkkegaard, Annemette; Herz, Damian M; Haagensen, Brian Numelin
2016-01-01
Dystonia is characterized by sustained or intermittent muscle contractions causing abnormal, often repetitive, movements or postures. Functional neuroimaging studies have yielded abnormal task-related sensorimotor activation in dystonia, but the results appear to be rather variable across studies....... 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...... postcentral gyrus, right superior temporal gyrus and dorsal midbrain. Apart from the midbrain cluster, all between-group differences in task-related activity were retrieved in a sub-analysis including only the 14 studies on patients with focal dystonia. For focal dystonia, an additional cluster of increased...
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.
International Nuclear Information System (INIS)
Romanowicz, Renata; Young, Peter C.
2003-01-01
Stochastic Transfer Function (STF) and Generalised Likelihood Uncertainty Estimation (GLUE) techniques are outlined and applied to an environmental problem concerned with marine dose assessment. The goal of both methods in this application is the estimation and prediction of the environmental variables, together with their associated probability distributions. In particular, they are used to estimate the amount of radionuclides transferred to marine biota from a given source: the British Nuclear Fuel Ltd (BNFL) repository plant in Sellafield, UK. The complexity of the processes involved, together with the large dispersion and scarcity of observations regarding radionuclide concentrations in the marine environment, require efficient data assimilation techniques. In this regard, the basic STF methods search for identifiable, linear model structures that capture the maximum amount of information contained in the data with a minimal parameterisation. They can be extended for on-line use, based on recursively updated Bayesian estimation and, although applicable to only constant or time-variable parameter (non-stationary) linear systems in the form used in this paper, they have the potential for application to non-linear systems using recently developed State Dependent Parameter (SDP) non-linear STF models. The GLUE based-methods, on the other hand, formulate the problem of estimation using a more general Bayesian approach, usually without prior statistical identification of the model structure. As a result, they are applicable to almost any linear or non-linear stochastic model, although they are much less efficient both computationally and in their use of the information contained in the observations. As expected in this particular environmental application, it is shown that the STF methods give much narrower confidence limits for the estimates due to their more efficient use of the information contained in the data. Exploiting Monte Carlo Simulation (MCS) analysis
A Posteriori Error Estimation for Finite Element Methods and Iterative Linear Solvers
Energy Technology Data Exchange (ETDEWEB)
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)
Radon measurements-discussion of error estimates for selected methods
International Nuclear Information System (INIS)
Zhukovsky, Michael; Onischenko, Alexandra; Bastrikov, Vladislav
2010-01-01
The main sources of uncertainties for grab sampling, short-term (charcoal canisters) and long term (track detectors) measurements are: systematic bias of reference equipment; random Poisson and non-Poisson errors during calibration; random Poisson and non-Poisson errors during measurements. The origins of non-Poisson random errors during calibration are different for different kinds of instrumental measurements. The main sources of uncertainties for retrospective measurements conducted by surface traps techniques can be divided in two groups: errors of surface 210 Pb ( 210 Po) activity measurements and uncertainties of transfer from 210 Pb surface activity in glass objects to average radon concentration during this object exposure. It's shown that total measurement error of surface trap retrospective technique can be decreased to 35%.
Effects of exposure estimation errors on estimated exposure-response relations for PM2.5.
Cox, Louis Anthony Tony
2018-07-01
Associations between fine particulate matter (PM2.5) exposure concentrations and a wide variety of undesirable outcomes, from autism and auto theft to elderly mortality, suicide, and violent crime, have been widely reported. Influential articles have argued that reducing National Ambient Air Quality Standards for PM2.5 is desirable to reduce these outcomes. Yet, other studies have found that reducing black smoke and other particulate matter by as much as 70% and dozens of micrograms per cubic meter has not detectably affected all-cause mortality rates even after decades, despite strong, statistically significant positive exposure concentration-response (C-R) associations between them. This paper examines whether this disconnect between association and causation might be explained in part by ignored estimation errors in estimated exposure concentrations. We use EPA air quality monitor data from the Los Angeles area of California to examine the shapes of estimated C-R functions for PM2.5 when the true C-R functions are assumed to be step functions with well-defined response thresholds. The estimated C-R functions mistakenly show risk as smoothly increasing with concentrations even well below the response thresholds, thus incorrectly predicting substantial risk reductions from reductions in concentrations that do not affect health risks. We conclude that ignored estimation errors obscure the shapes of true C-R functions, including possible thresholds, possibly leading to unrealistic predictions of the changes in risk caused by changing exposures. Instead of estimating improvements in public health per unit reduction (e.g., per 10 µg/m 3 decrease) in average PM2.5 concentrations, it may be essential to consider how interventions change the distributions of exposure concentrations. Copyright © 2018 Elsevier Inc. All rights reserved.
Palmer, Tom M; Holmes, Michael V; Keating, Brendan J; Sheehan, Nuala A
2017-11-01
Mendelian randomization studies use genotypes as instrumental variables to test for and estimate the causal effects of modifiable risk factors on outcomes. Two-stage residual inclusion (TSRI) estimators have been used when researchers are willing to make parametric assumptions. However, researchers are currently reporting uncorrected or heteroscedasticity-robust standard errors for these estimates. We compared several different forms of the standard error for linear and logistic TSRI estimates in simulations and in real-data examples. Among others, we consider standard errors modified from the approach of Newey (1987), Terza (2016), and bootstrapping. In our simulations Newey, Terza, bootstrap, and corrected 2-stage least squares (in the linear case) standard errors gave the best results in terms of coverage and type I error. In the real-data examples, the Newey standard errors were 0.5% and 2% larger than the unadjusted standard errors for the linear and logistic TSRI estimators, respectively. We show that TSRI estimators with modified standard errors have correct type I error under the null. Researchers should report TSRI estimates with modified standard errors instead of reporting unadjusted or heteroscedasticity-robust standard errors. © The Author(s) 2017. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health.
Energy Technology Data Exchange (ETDEWEB)
Price, Oliver R., E-mail: oliver.price@unilever.co [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Oliver, Margaret A. [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Walker, Allan [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); Wood, Martin [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom)
2009-05-15
An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.
International Nuclear Information System (INIS)
Price, Oliver R.; Oliver, Margaret A.; Walker, Allan; Wood, Martin
2009-01-01
An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.
Estimating Climatological Bias Errors for the Global Precipitation Climatology Project (GPCP)
Adler, Robert; Gu, Guojun; Huffman, George
2012-01-01
A procedure is described to estimate bias errors for mean precipitation by using multiple estimates from different algorithms, satellite sources, and merged products. The Global Precipitation Climatology Project (GPCP) monthly product is used as a base precipitation estimate, with other input products included when they are within +/- 50% of the GPCP estimates on a zonal-mean basis (ocean and land separately). The standard deviation s of the included products is then taken to be the estimated systematic, or bias, error. The results allow one to examine monthly climatologies and the annual climatology, producing maps of estimated bias errors, zonal-mean errors, and estimated errors over large areas such as ocean and land for both the tropics and the globe. For ocean areas, where there is the largest question as to absolute magnitude of precipitation, the analysis shows spatial variations in the estimated bias errors, indicating areas where one should have more or less confidence in the mean precipitation estimates. In the tropics, relative bias error estimates (s/m, where m is the mean precipitation) over the eastern Pacific Ocean are as large as 20%, as compared with 10%-15% in the western Pacific part of the ITCZ. An examination of latitudinal differences over ocean clearly shows an increase in estimated bias error at higher latitudes, reaching up to 50%. Over land, the error estimates also locate regions of potential problems in the tropics and larger cold-season errors at high latitudes that are due to snow. An empirical technique to area average the gridded errors (s) is described that allows one to make error estimates for arbitrary areas and for the tropics and the globe (land and ocean separately, and combined). Over the tropics this calculation leads to a relative error estimate for tropical land and ocean combined of 7%, which is considered to be an upper bound because of the lack of sign-of-the-error canceling when integrating over different areas with a
Energy Technology Data Exchange (ETDEWEB)
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.
Directory of Open Access Journals (Sweden)
Yun Shi
2014-01-01
Full Text Available 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.
International Nuclear Information System (INIS)
Jorgensen, E.J.
1987-01-01
This study is an application of production-cost duality theory. Duality theory is reviewed for the competitive and rate-of-return regulated firm. The cost function is developed for the nuclear electric-power-generating industry of the United States using capital, fuel, and labor factor inputs. A comparison is made between the Generalized Box-Cox (GBC) and Fourier Flexible (FF) functional forms. The GBC functional form nests the Generalized Leontief, Generalized Square Root Quadratic and Translog functional forms, and is based upon a second-order Taylor-series expansion. The FF form follows from a Fourier-series expansion in sine and cosine terms using the Sobolev norm as the goodness-of-fit measure. The Sobolev norm takes into account first and second derivatives. The cost function and two factor shares are estimated as a system of equations using maximum-likelihood techniques, with Additive Standard Normal and Logistic Normal error distributions. In summary, none of the special cases of the GBC function form are accepted. Homotheticity of the underlying production technology can be rejected for both GBC and FF forms, leaving only the unrestricted versions supported by the data. Residual analysis indicates a slight improvement in skewness and kurtosis for univariate and multivariate cases when the Logistic Normal distribution is used
Eppenhof, Koen A J; Pluim, Josien P W
2018-04-01
Error estimation in nonlinear medical image registration is a nontrivial problem that is important for validation of registration methods. We propose a supervised method for estimation of registration errors in nonlinear registration of three-dimensional (3-D) images. The method is based on a 3-D convolutional neural network that learns to estimate registration errors from a pair of image patches. By applying the network to patches centered around every voxel, we construct registration error maps. The network is trained using a set of representative images that have been synthetically transformed to construct a set of image pairs with known deformations. The method is evaluated on deformable registrations of inhale-exhale pairs of thoracic CT scans. Using ground truth target registration errors on manually annotated landmarks, we evaluate the method's ability to estimate local registration errors. Estimation of full domain error maps is evaluated using a gold standard approach. The two evaluation approaches show that we can train the network to robustly estimate registration errors in a predetermined range, with subvoxel accuracy. We achieved a root-mean-square deviation of 0.51 mm from gold standard registration errors and of 0.66 mm from ground truth landmark registration errors.
Directory of Open Access Journals (Sweden)
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.
International Nuclear Information System (INIS)
Veklerov, E.; Llacer, J.; Hoffman, E.J.
1987-10-01
In order to study properties of the Maximum Likelihood Estimator (MLE) algorithm for image reconstruction in Positron Emission Tomographyy (PET), the algorithm is applied to data obtained by the ECAT-III tomograph from a brain phantom. The procedure for subtracting accidental coincidences from the data stream generated by this physical phantom is such that he resultant data are not Poisson distributed. This makes the present investigation different from other investigations based on computer-simulated phantoms. It is shown that the MLE algorithm is robust enough to yield comparatively good images, especially when the phantom is in the periphery of the field of view, even though the underlying assumption of the algorithm is violated. Two transition matrices are utilized. The first uses geometric considerations only. The second is derived by a Monte Carlo simulation which takes into account Compton scattering in the detectors, positron range, etc. in the detectors. It is demonstrated that the images obtained from the Monte Carlo matrix are superior in some specific ways. A stopping rule derived earlier and allowing the user to stop the iterative process before the images begin to deteriorate is tested. Since the rule is based on the Poisson assumption, it does not work well with the presently available data, although it is successful wit computer-simulated Poisson data
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. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.
Directory of Open Access Journals (Sweden)
Barbara eTomasino
2016-01-01
Full Text Available We could predict how an object would look like if we were to see it from different viewpoints. The brain network governing mental rotation (MR has been studied using a variety of stimuli and tasks instructions. By using activation likelihood estimation (ALE meta-analysis we tested whether different MR networks can be modulated by the type of stimulus (body vs. non body parts or by the type of tasks instructions (motor imagery-based vs. non-motor imagery-based MR instructions. Testing for the bodily and non-bodily stimulus axis revealed a bilateral sensorimotor activation for bodily-related as compared to non bodily-related stimuli and a posterior right lateralized activation for non bodily-related as compared to bodily-related stimuli. A top-down modulation of the network was exerted by the MR tasks instructions frame with a bilateral (preferentially sensorimotor left network for motor imagery- vs. non-motor imagery-based MR instructions and the latter activating a preferentially posterior right occipito-temporal-parietal network. The present quantitative meta-analysis summarizes and amends previous descriptions of the brain network related to MR and shows how it is modulated by top-down and bottom-up experimental factors.
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.
International Nuclear Information System (INIS)
Llacer, J.; Veklerov, E.; Nolan, D.; Grafton, S.T.; Mazziotta, J.C.; Hawkins, R.A.; Hoh, C.K.; Hoffman, E.J.
1990-10-01
This paper will report on the progress to date in carrying out Receiver Operating Characteristics (ROC) studies comparing Maximum Likelihood Estimator (MLE) and Filtered Backprojection (FBP) reconstructions of normal and abnormal human brain PET data in a clinical setting. A previous statistical study of reconstructions of the Hoffman brain phantom with real data indicated that the pixel-to-pixel standard deviation in feasible MLE images is approximately proportional to the square root of the number of counts in a region, as opposed to a standard deviation which is high and largely independent of the number of counts in FBP. A preliminary ROC study carried out with 10 non-medical observers performing a relatively simple detectability task indicates that, for the majority of observers, lower standard deviation translates itself into a statistically significant detectability advantage in MLE reconstructions. The initial results of ongoing tests with four experienced neurologists/nuclear medicine physicians are presented. Normal cases of 18 F -- fluorodeoxyglucose (FDG) cerebral metabolism studies and abnormal cases in which a variety of lesions have been introduced into normal data sets have been evaluated. We report on the results of reading the reconstructions of 90 data sets, each corresponding to a single brain slice. It has become apparent that the design of the study based on reading single brain slices is too insensitive and we propose a variation based on reading three consecutive slices at a time, rating only the center slice. 9 refs., 2 figs., 1 tab
Száz, Dénes; Farkas, Alexandra; Barta, András; Kretzer, Balázs; Egri, Ádám; Horváth, Gábor
2016-07-01
The theory of sky-polarimetric Viking navigation has been widely accepted for decades without any information about the accuracy of this method. Previously, we have measured the accuracy of the first and second steps of this navigation method in psychophysical laboratory and planetarium experiments. Now, we have tested the accuracy of the third step in a planetarium experiment, assuming that the first and second steps are errorless. Using the fists of their outstretched arms, 10 test persons had to estimate the elevation angles (measured in numbers of fists and fingers) of black dots (representing the position of the occluded Sun) projected onto the planetarium dome. The test persons performed 2400 elevation estimations, 48% of which were more accurate than ±1°. We selected three test persons with the (i) largest and (ii) smallest elevation errors and (iii) highest standard deviation of the elevation error. From the errors of these three persons, we calculated their error function, from which the North errors (the angles with which they deviated from the geographical North) were determined for summer solstice and spring equinox, two specific dates of the Viking sailing period. The range of possible North errors Δ ω N was the lowest and highest at low and high solar elevations, respectively. At high elevations, the maximal Δ ω N was 35.6° and 73.7° at summer solstice and 23.8° and 43.9° at spring equinox for the best and worst test person (navigator), respectively. Thus, the best navigator was twice as good as the worst one. At solstice and equinox, high elevations occur the most frequently during the day, thus high North errors could occur more frequently than expected before. According to our findings, the ideal periods for sky-polarimetric Viking navigation are immediately after sunrise and before sunset, because the North errors are the lowest at low solar elevations.
A residual-based a posteriori error estimator for single-phase Darcy flow in fractured porous media
Chen, Huangxin; Sun, Shuyu
2016-01-01
for the problem with non-intersecting fractures. The reliability and efficiency of the a posteriori error estimator are established for the error measured in an energy norm. Numerical results verifying the robustness of the proposed a posteriori error estimator
Subroutine library for error estimation of matrix computation (Ver. 1.0)
International Nuclear Information System (INIS)
Ichihara, Kiyoshi; Shizawa, Yoshihisa; Kishida, Norio
1999-03-01
'Subroutine Library for Error Estimation of Matrix Computation' is a subroutine library which aids the users in obtaining the error ranges of the linear system's solutions or the Hermitian matrices' eigenvalues. This library contains routines for both sequential computers and parallel computers. The subroutines for linear system error estimation calculate norms of residual vectors, matrices's condition numbers, error bounds of solutions and so on. The subroutines for error estimation of Hermitian matrix eigenvalues derive the error ranges of the eigenvalues according to the Korn-Kato's formula. The test matrix generators supply the matrices appeared in the mathematical research, the ones randomly generated and the ones appeared in the application programs. This user's manual contains a brief mathematical background of error analysis on linear algebra and usage of the subroutines. (author)
Holmes, John B; Dodds, Ken G; Lee, Michael A
2017-03-02
An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.
Estimating and localizing the algebraic and total numerical errors using flux reconstructions
Czech Academy of Sciences Publication Activity Database
Papež, Jan; Strakoš, Z.; Vohralík, M.
2018-01-01
Roč. 138, č. 3 (2018), s. 681-721 ISSN 0029-599X R&D Projects: GA ČR GA13-06684S Grant - others:GA MŠk(CZ) LL1202 Institutional support: RVO:67985807 Keywords : numerical solution of partial differential equations * finite element method * a posteriori error estimation * algebraic error * discretization error * stopping criteria * spatial distribution of the error Subject RIV: BA - General Mathematics Impact factor: 2.152, year: 2016
Residual-based a posteriori error estimation for multipoint flux mixed finite element methods
Du, Shaohong; Sun, Shuyu; Xie, Xiaoping
2015-01-01
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.
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.
CERN. Geneva
2015-01-01
Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...
Kim, ChangHwan; Tamborini, Christopher R.
2012-01-01
Few studies have considered how earnings inequality estimates may be affected by measurement error in self-reported earnings in surveys. Utilizing restricted-use data that links workers in the Survey of Income and Program Participation with their W-2 earnings records, we examine the effect of measurement error on estimates of racial earnings…
Ambros Berger; Thomas Gschwantner; Ronald E. McRoberts; Klemens. Schadauer
2014-01-01
National forest inventories typically estimate individual tree volumes using models that rely on measurements of predictor variables such as tree height and diameter, both of which are subject to measurement error. The aim of this study was to quantify the impacts of these measurement errors on the uncertainty of the model-based tree stem volume estimates. The impacts...
Error estimates for ice discharge calculated using the flux gate approach
Navarro, F. J.; Sánchez Gámez, P.
2017-12-01
Ice discharge to the ocean is usually estimated using the flux gate approach, in which ice flux is calculated through predefined flux gates close to the marine glacier front. However, published results usually lack a proper error estimate. In the flux calculation, both errors in cross-sectional area and errors in velocity are relevant. While for estimating the errors in velocity there are well-established procedures, the calculation of the error in the cross-sectional area requires the availability of ground penetrating radar (GPR) profiles transverse to the ice-flow direction. In this contribution, we use IceBridge operation GPR profiles collected in Ellesmere and Devon Islands, Nunavut, Canada, to compare the cross-sectional areas estimated using various approaches with the cross-sections estimated from GPR ice-thickness data. These error estimates are combined with those for ice-velocities calculated from Sentinel-1 SAR data, to get the error in ice discharge. Our preliminary results suggest, regarding area, that the parabolic cross-section approaches perform better than the quartic ones, which tend to overestimate the cross-sectional area for flight lines close to the central flowline. Furthermore, the results show that regional ice-discharge estimates made using parabolic approaches provide reasonable results, but estimates for individual glaciers can have large errors, up to 20% in cross-sectional area.
Eppenhof, K.A.J.; Pluim, J.P.W.
2018-01-01
Error estimation in nonlinear medical image registration is a nontrivial problem that is important for validation of registration methods. We propose a supervised method for estimation of registration errors in nonlinear registration of three-dimensional (3-D) images. The method is based on a 3-D
Eppenhof, Koen A.J.; Pluim, Josien P.W.; Styner, M.A.; Angelini, E.D.
2017-01-01
Error estimation in medical image registration is valuable when validating, comparing, or combining registration methods. To validate a nonlinear image registration method, ideally the registration error should be known for the entire image domain. We propose a supervised method for the estimation
Performances of estimators of linear auto-correlated error model ...
African Journals Online (AJOL)
The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...
LiDAR error estimation with WAsP engineering
DEFF Research Database (Denmark)
Bingöl, Ferhat; Mann, Jakob; Foussekis, D.
2008-01-01
The LiDAR measurements, vertical wind profile in any height between 10 to 150m, are based on assumption that the measured wind is a product of a homogenous wind. In reality there are many factors affecting the wind on each measurement point which the terrain plays the main role. To model Li......DAR measurements and predict possible error in different wind directions for a certain terrain we have analyzed two experiment data sets from Greece. In both sites LiDAR and met. mast data have been collected and the same conditions are simulated with Riso/DTU software, WAsP Engineering 2.0. Finally measurement...
Enhanced Pedestrian Navigation Based on Course Angle Error Estimation Using Cascaded Kalman Filters.
Song, Jin Woo; Park, Chan Gook
2018-04-21
An enhanced pedestrian dead reckoning (PDR) based navigation algorithm, which uses two cascaded Kalman filters (TCKF) for the estimation of course angle and navigation errors, is proposed. The proposed algorithm uses a foot-mounted inertial measurement unit (IMU), waist-mounted magnetic sensors, and a zero velocity update (ZUPT) based inertial navigation technique with TCKF. The first stage filter estimates the course angle error of a human, which is closely related to the heading error of the IMU. In order to obtain the course measurements, the filter uses magnetic sensors and a position-trace based course angle. For preventing magnetic disturbance from contaminating the estimation, the magnetic sensors are attached to the waistband. Because the course angle error is mainly due to the heading error of the IMU, and the characteristic error of the heading angle is highly dependent on that of the course angle, the estimated course angle error is used as a measurement for estimating the heading error in the second stage filter. At the second stage, an inertial navigation system-extended Kalman filter-ZUPT (INS-EKF-ZUPT) method is adopted. As the heading error is estimated directly by using course-angle error measurements, the estimation accuracy for the heading and yaw gyro bias can be enhanced, compared with the ZUPT-only case, which eventually enhances the position accuracy more efficiently. The performance enhancements are verified via experiments, and the way-point position error for the proposed method is compared with those for the ZUPT-only case and with other cases that use ZUPT and various types of magnetic heading measurements. The results show that the position errors are reduced by a maximum of 90% compared with the conventional ZUPT based PDR algorithms.
Errors and parameter estimation in precipitation-runoff modeling: 1. Theory
Troutman, Brent M.
1985-01-01
Errors in complex conceptual precipitation-runoff models may be analyzed by placing them into a statistical framework. This amounts to treating the errors as random variables and defining the probabilistic structure of the errors. By using such a framework, a large array of techniques, many of which have been presented in the statistical literature, becomes available to the modeler for quantifying and analyzing the various sources of error. A number of these techniques are reviewed in this paper, with special attention to the peculiarities of hydrologic models. Known methodologies for parameter estimation (calibration) are particularly applicable for obtaining physically meaningful estimates and for explaining how bias in runoff prediction caused by model error and input error may contribute to bias in parameter estimation.
International Nuclear Information System (INIS)
Arab, M.N.; Ayaz, M.
2004-01-01
The performance of transmission line insulator is greatly affected by dust, fumes from industrial areas and saline deposit near the coast. Such pollutants in the presence of moisture form a coating on the surface of the insulator, which in turn allows the passage of leakage current. This leakage builds up to a point where flashover develops. The flashover is often followed by permanent failure of insulation resulting in prolong outages. With the increase in system voltage owing to the greater demand of electrical energy over the past few decades, the importance of flashover due to pollution has received special attention. The objective of the present work was to study the performance of overhead line insulators in the presence of contaminants such as induced salts. A detailed review of the literature and the mechanisms of insulator flashover due to the pollution are presented. Experimental investigations on the behavior of overhead line insulators under industrial salt contamination are carried out. A special fog chamber was designed in which the contamination testing of insulators was carried out. Flashover behavior under various degrees of contamination of insulators with the most common industrial fume components such as Nitrate and Sulphate compounds was studied. Substituting the normal distribution parameter in the probability distribution function based on maximum likelihood develops a statistical method. The method gives a high accuracy in the estimation of the 50% flashover voltage, which is then used to evaluate the critical flashover index at various contamination levels. The critical flashover index is a valuable parameter in insulation design for numerous applications. (author)
Sivaguru, Mayandi; Kabir, Mohammad M.; Gartia, Manas Ranjan; Biggs, David S. C.; Sivaguru, Barghav S.; Sivaguru, Vignesh A.; Berent, Zachary T.; Wagoner Johnson, Amy J.; Fried, Glenn A.; Liu, Gang Logan; Sadayappan, Sakthivel; Toussaint, Kimani C.
2017-02-01
Second-harmonic generation (SHG) microscopy is a label-free imaging technique to study collagenous materials in extracellular matrix environment with high resolution and contrast. However, like many other microscopy techniques, the actual spatial resolution achievable by SHG microscopy is reduced by out-of-focus blur and optical aberrations that degrade particularly the amplitude of the detectable higher spatial frequencies. Being a two-photon scattering process, it is challenging to define a point spread function (PSF) for the SHG imaging modality. As a result, in comparison with other two-photon imaging systems like two-photon fluorescence, it is difficult to apply any PSF-engineering techniques to enhance the experimental spatial resolution closer to the diffraction limit. Here, we present a method to improve the spatial resolution in SHG microscopy using an advanced maximum likelihood estimation (AdvMLE) algorithm to recover the otherwise degraded higher spatial frequencies in an SHG image. Through adaptation and iteration, the AdvMLE algorithm calculates an improved PSF for an SHG image and enhances the spatial resolution by decreasing the full-width-at-halfmaximum (FWHM) by 20%. Similar results are consistently observed for biological tissues with varying SHG sources, such as gold nanoparticles and collagen in porcine feet tendons. By obtaining an experimental transverse spatial resolution of 400 nm, we show that the AdvMLE algorithm brings the practical spatial resolution closer to the theoretical diffraction limit. Our approach is suitable for adaptation in micro-nano CT and MRI imaging, which has the potential to impact diagnosis and treatment of human diseases.
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. Copyright © 2015 Elsevier Ltd. All rights reserved.
Investigation of error sources in regional inverse estimates of greenhouse gas emissions in Canada
Chan, E.; Chan, D.; Ishizawa, M.; Vogel, F.; Brioude, J.; Delcloo, A.; Wu, Y.; Jin, B.
2015-08-01
Inversion models can use atmospheric concentration measurements to estimate surface fluxes. This study is an evaluation of the errors in a regional flux inversion model for different provinces of Canada, Alberta (AB), Saskatchewan (SK) and Ontario (ON). Using CarbonTracker model results as the target, the synthetic data experiment analyses examined the impacts of the errors from the Bayesian optimisation method, prior flux distribution and the atmospheric transport model, as well as their interactions. The scaling factors for different sub-regions were estimated by the Markov chain Monte Carlo (MCMC) simulation and cost function minimization (CFM) methods. The CFM method results are sensitive to the relative size of the assumed model-observation mismatch and prior flux error variances. Experiment results show that the estimation error increases with the number of sub-regions using the CFM method. For the region definitions that lead to realistic flux estimates, the numbers of sub-regions for the western region of AB/SK combined and the eastern region of ON are 11 and 4 respectively. The corresponding annual flux estimation errors for the western and eastern regions using the MCMC (CFM) method are -7 and -3 % (0 and 8 %) respectively, when there is only prior flux error. The estimation errors increase to 36 and 94 % (40 and 232 %) resulting from transport model error alone. When prior and transport model errors co-exist in the inversions, the estimation errors become 5 and 85 % (29 and 201 %). This result indicates that estimation errors are dominated by the transport model error and can in fact cancel each other and propagate to the flux estimates non-linearly. In addition, it is possible for the posterior flux estimates having larger differences than the prior compared to the target fluxes, and the posterior uncertainty estimates could be unrealistically small that do not cover the target. The systematic evaluation of the different components of the inversion
A posteriori error estimator and AMR for discrete ordinates nodal transport methods
International Nuclear Information System (INIS)
Duo, Jose I.; Azmy, Yousry Y.; Zikatanov, Ludmil T.
2009-01-01
In the development of high fidelity transport solvers, optimization of the use of available computational resources and access to a tool for assessing quality of the solution are key to the success of large-scale nuclear systems' simulation. In this regard, error control provides the analyst with a confidence level in the numerical solution and enables for optimization of resources through Adaptive Mesh Refinement (AMR). In this paper, we derive an a posteriori error estimator based on the nodal solution of the Arbitrarily High Order Transport Method of the Nodal type (AHOT-N). Furthermore, by making assumptions on the regularity of the solution, we represent the error estimator as a function of computable volume and element-edges residuals. The global L 2 error norm is proved to be bound by the estimator. To lighten the computational load, we present a numerical approximation to the aforementioned residuals and split the global norm error estimator into local error indicators. These indicators are used to drive an AMR strategy for the spatial discretization. However, the indicators based on forward solution residuals alone do not bound the cell-wise error. The estimator and AMR strategy are tested in two problems featuring strong heterogeneity and highly transport streaming regime with strong flux gradients. The results show that the error estimator indeed bounds the global error norms and that the error indicator follows the cell-error's spatial distribution pattern closely. The AMR strategy proves beneficial to optimize resources, primarily by reducing the number of unknowns solved for to achieve prescribed solution accuracy in global L 2 error norm. Likewise, AMR achieves higher accuracy compared to uniform refinement when resolving sharp flux gradients, for the same number of unknowns
Kukush, Alexander
2011-01-16
With a binary response Y, the dose-response model under consideration is logistic in flavor with pr(Y=1 | D) = R (1+R)(-1), R = λ(0) + EAR D, where λ(0) is the baseline incidence rate and EAR is the excess absolute risk per gray. The calculated thyroid dose of a person i is expressed as Dimes=fiQi(mes)/Mi(mes). Here, Qi(mes) is the measured content of radioiodine in the thyroid gland of person i at time t(mes), Mi(mes) is the estimate of the thyroid mass, and f(i) is the normalizing multiplier. The Q(i) and M(i) are measured with multiplicative errors Vi(Q) and ViM, so that Qi(mes)=Qi(tr)Vi(Q) (this is classical measurement error model) and Mi(tr)=Mi(mes)Vi(M) (this is Berkson measurement error model). Here, Qi(tr) is the true content of radioactivity in the thyroid gland, and Mi(tr) is the true value of the thyroid mass. The error in f(i) is much smaller than the errors in ( Qi(mes), Mi(mes)) and ignored in the analysis. By means of Parametric Full Maximum Likelihood and Regression Calibration (under the assumption that the data set of true doses has lognormal distribution), Nonparametric Full Maximum Likelihood, Nonparametric Regression Calibration, and by properly tuned SIMEX method we study the influence of measurement errors in thyroid dose on the estimates of λ(0) and EAR. The simulation study is presented based on a real sample from the epidemiological studies. The doses were reconstructed in the framework of the Ukrainian-American project on the investigation of Post-Chernobyl thyroid cancers in Ukraine, and the underlying subpolulation was artificially enlarged in order to increase the statistical power. The true risk parameters were given by the values to earlier epidemiological studies, and then the binary response was simulated according to the dose-response model.
Kukush, Alexander; Shklyar, Sergiy; Masiuk, Sergii; Likhtarov, Illya; Kovgan, Lina; Carroll, Raymond J; Bouville, Andre
2011-02-16
With a binary response Y, the dose-response model under consideration is logistic in flavor with pr(Y=1 | D) = R (1+R)(-1), R = λ(0) + EAR D, where λ(0) is the baseline incidence rate and EAR is the excess absolute risk per gray. The calculated thyroid dose of a person i is expressed as Dimes=fiQi(mes)/Mi(mes). Here, Qi(mes) is the measured content of radioiodine in the thyroid gland of person i at time t(mes), Mi(mes) is the estimate of the thyroid mass, and f(i) is the normalizing multiplier. The Q(i) and M(i) are measured with multiplicative errors Vi(Q) and ViM, so that Qi(mes)=Qi(tr)Vi(Q) (this is classical measurement error model) and Mi(tr)=Mi(mes)Vi(M) (this is Berkson measurement error model). Here, Qi(tr) is the true content of radioactivity in the thyroid gland, and Mi(tr) is the true value of the thyroid mass. The error in f(i) is much smaller than the errors in ( Qi(mes), Mi(mes)) and ignored in the analysis. By means of Parametric Full Maximum Likelihood and Regression Calibration (under the assumption that the data set of true doses has lognormal distribution), Nonparametric Full Maximum Likelihood, Nonparametric Regression Calibration, and by properly tuned SIMEX method we study the influence of measurement errors in thyroid dose on the estimates of λ(0) and EAR. The simulation study is presented based on a real sample from the epidemiological studies. The doses were reconstructed in the framework of the Ukrainian-American project on the investigation of Post-Chernobyl thyroid cancers in Ukraine, and the underlying subpolulation was artificially enlarged in order to increase the statistical power. The true risk parameters were given by the values to earlier epidemiological studies, and then the binary response was simulated according to the dose-response model.
International Nuclear Information System (INIS)
Comer, K.; Gaddy, C.D.; Seaver, D.A.; Stillwell, W.G.
1985-01-01
The US Nuclear Regulatory Commission and Sandia National Laboratories sponsored a project to evaluate psychological scaling techniques for use in generating estimates of human error probabilities. The project evaluated two techniques: direct numerical estimation and paired comparisons. Expert estimates were found to be consistent across and within judges. Convergent validity was good, in comparison to estimates in a handbook of human reliability. Predictive validity could not be established because of the lack of actual relative frequencies of error (which will be a difficulty inherent in validation of any procedure used to estimate HEPs). Application of expert estimates in probabilistic risk assessment and in human factors is discussed
PERFORMANCE OF THE ZERO FORCING PRECODING MIMO BROADCAST SYSTEMS WITH CHANNEL ESTIMATION ERRORS
Institute of Scientific and Technical Information of China (English)
Wang Jing; Liu Zhanli; Wang Yan; You Xiaohu
2007-01-01
In this paper, the effect of channel estimation errors upon the Zero Forcing (ZF) precoding Multiple Input Multiple Output Broadcast (MIMO BC) systems was studied. Based on the two kinds of Gaussian estimation error models, the performance analysis is conducted under different power allocation strategies. Analysis and simulation show that if the covariance of channel estimation errors is independent of the received Signal to Noise Ratio (SNR), imperfect channel knowledge deteriorates the sum capacity and the Bit Error Rate (BER) performance severely. However, under the situation of orthogonal training and the Minimum Mean Square Error (MMSE) channel estimation, the sum capacity and BER performance are consistent with those of the perfect Channel State Information (CSI)with only a performance degradation.
Measurement Error in Income and Schooling and the Bias of Linear Estimators
DEFF Research Database (Denmark)
Bingley, Paul; Martinello, Alessandro
2017-01-01
and Retirement in Europe data with Danish administrative registers. Contrary to most validation studies, we find that measurement error in income is classical once we account for imperfect validation data. We find nonclassical measurement error in schooling, causing a 38% amplification bias in IV estimators......We propose a general framework for determining the extent of measurement error bias in ordinary least squares and instrumental variable (IV) estimators of linear models while allowing for measurement error in the validation source. We apply this method by validating Survey of Health, Ageing...
Sandberg, Mattias
2015-01-07
The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with log normal distributed diffusion coefficients, e.g. modelling ground water flow. Typical models use log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. This talk will address how the total error can be estimated by the computable error.
Hall, Eric
2016-01-09
The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with lognormal distributed diffusion coefficients, e.g. modeling ground water flow. Typical models use lognormal diffusion coefficients with H´ older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. We address how the total error can be estimated by the computable error.
On the Estimation of Standard Errors in Cognitive Diagnosis Models
Philipp, Michel; Strobl, Carolin; de la Torre, Jimmy; Zeileis, Achim
2018-01-01
Cognitive diagnosis models (CDMs) are an increasingly popular method to assess mastery or nonmastery of a set of fine-grained abilities in educational or psychological assessments. Several inference techniques are available to quantify the uncertainty of model parameter estimates, to compare different versions of CDMs, or to check model…
Gap filling strategies and error in estimating annual soil respiration
Soil respiration (Rsoil) is one of the largest CO2 fluxes in the global carbon (C) cycle. Estimation of annual Rsoil requires extrapolation of survey measurements or gap-filling of automated records to produce a complete time series. While many gap-filling methodologies have been employed, there is ...
Nonparametric Estimation of Regression Parameters in Measurement Error Models
Czech Academy of Sciences Publication Activity Database
Ehsanes Saleh, A.K.M.D.; Picek, J.; Kalina, Jan
2009-01-01
Roč. 67, č. 2 (2009), s. 177-200 ISSN 0026-1424 Grant - others:GA AV ČR(CZ) IAA101120801; GA MŠk(CZ) LC06024 Institutional research plan: CEZ:AV0Z10300504 Keywords : asymptotic relative efficiency(ARE) * asymptotic theory * emaculate mode * Me model * R-estimation * Reliabilty ratio(RR) Subject RIV: BB - Applied Statistics, Operational Research
Zollanvari, Amin
2013-05-24
We provide a fundamental theorem that can be used in conjunction with Kolmogorov asymptotic conditions to derive the first moments of well-known estimators of the actual error rate in linear discriminant analysis of a multivariate Gaussian model under the assumption of a common known covariance matrix. The estimators studied in this paper are plug-in and smoothed resubstitution error estimators, both of which have not been studied before under Kolmogorov asymptotic conditions. As a result of this work, we present an optimal smoothing parameter that makes the smoothed resubstitution an unbiased estimator of the true error. For the sake of completeness, we further show how to utilize the presented fundamental theorem to achieve several previously reported results, namely the first moment of the resubstitution estimator and the actual error rate. We provide numerical examples to show the accuracy of the succeeding finite sample approximations in situations where the number of dimensions is comparable or even larger than the sample size.
Demonstration Integrated Knowledge-Based System for Estimating Human Error Probabilities
Energy Technology Data Exchange (ETDEWEB)
Auflick, Jack L.
1999-04-21
Human Reliability Analysis (HRA) is currently comprised of at least 40 different methods that are used to analyze, predict, and evaluate human performance in probabilistic terms. Systematic HRAs allow analysts to examine human-machine relationships, identify error-likely situations, and provide estimates of relative frequencies for human errors on critical tasks, highlighting the most beneficial areas for system improvements. Unfortunately, each of HRA's methods has a different philosophical approach, thereby producing estimates of human error probabilities (HEPs) that area better or worse match to the error likely situation of interest. Poor selection of methodology, or the improper application of techniques can produce invalid HEP estimates, where that erroneous estimation of potential human failure could have potentially severe consequences in terms of the estimated occurrence of injury, death, and/or property damage.
Zollanvari, Amin; Genton, Marc G.
2013-01-01
We provide a fundamental theorem that can be used in conjunction with Kolmogorov asymptotic conditions to derive the first moments of well-known estimators of the actual error rate in linear discriminant analysis of a multivariate Gaussian model under the assumption of a common known covariance matrix. The estimators studied in this paper are plug-in and smoothed resubstitution error estimators, both of which have not been studied before under Kolmogorov asymptotic conditions. As a result of this work, we present an optimal smoothing parameter that makes the smoothed resubstitution an unbiased estimator of the true error. For the sake of completeness, we further show how to utilize the presented fundamental theorem to achieve several previously reported results, namely the first moment of the resubstitution estimator and the actual error rate. We provide numerical examples to show the accuracy of the succeeding finite sample approximations in situations where the number of dimensions is comparable or even larger than the sample size.
Modeling SMAP Spacecraft Attitude Control Estimation Error Using Signal Generation Model
Rizvi, Farheen
2016-01-01
Two ground simulation software are used to model the SMAP spacecraft dynamics. The CAST software uses a higher fidelity model than the ADAMS software. The ADAMS software models the spacecraft plant, controller and actuator models, and assumes a perfect sensor and estimator model. In this simulation study, the spacecraft dynamics results from the ADAMS software are used as CAST software is unavailable. The main source of spacecraft dynamics error in the higher fidelity CAST software is due to the estimation error. A signal generation model is developed to capture the effect of this estimation error in the overall spacecraft dynamics. Then, this signal generation model is included in the ADAMS software spacecraft dynamics estimate such that the results are similar to CAST. This signal generation model has similar characteristics mean, variance and power spectral density as the true CAST estimation error. In this way, ADAMS software can still be used while capturing the higher fidelity spacecraft dynamics modeling from CAST software.
Component Analysis of Errors on PERSIANN Precipitation Estimates over Urmia Lake Basin, IRAN
Ghajarnia, N.; Daneshkar Arasteh, P.; Liaghat, A. M.; Araghinejad, S.
2016-12-01
In this study, PERSIANN daily dataset is evaluated from 2000 to 2011 in 69 pixels over Urmia Lake basin in northwest of Iran. Different analytical approaches and indexes are used to examine PERSIANN precision in detection and estimation of rainfall rate. The residuals are decomposed into Hit, Miss and FA estimation biases while continues decomposition of systematic and random error components are also analyzed seasonally and categorically. New interpretation of estimation accuracy named "reliability on PERSIANN estimations" is introduced while the changing manners of existing categorical/statistical measures and error components are also seasonally analyzed over different rainfall rate categories. This study yields new insights into the nature of PERSIANN errors over Urmia lake basin as a semi-arid region in the middle-east, including the followings: - The analyzed contingency table indexes indicate better detection precision during spring and fall. - A relatively constant level of error is generally observed among different categories. The range of precipitation estimates at different rainfall rate categories is nearly invariant as a sign for the existence of systematic error. - Low level of reliability is observed on PERSIANN estimations at different categories which are mostly associated with high level of FA error. However, it is observed that as the rate of precipitation increase, the ability and precision of PERSIANN in rainfall detection also increases. - The systematic and random error decomposition in this area shows that PERSIANN has more difficulty in modeling the system and pattern of rainfall rather than to have bias due to rainfall uncertainties. The level of systematic error also considerably increases in heavier rainfalls. It is also important to note that PERSIANN error characteristics at each season varies due to the condition and rainfall patterns of that season which shows the necessity of seasonally different approach for the calibration of
Estimation of the human error probabilities in the human reliability analysis
International Nuclear Information System (INIS)
Liu Haibin; He Xuhong; Tong Jiejuan; Shen Shifei
2006-01-01
Human error data is an important issue of human reliability analysis (HRA). Using of Bayesian parameter estimation, which can use multiple information, such as the historical data of NPP and expert judgment data to modify the human error data, could get the human error data reflecting the real situation of NPP more truly. This paper, using the numeric compute program developed by the authors, presents some typical examples to illustrate the process of the Bayesian parameter estimation in HRA and discusses the effect of different modification data on the Bayesian parameter estimation. (authors)
DEFF Research Database (Denmark)
Voigt, Andreas Jauernik; Santos, Ilmar
2012-01-01
to ∼ 20% of the nominal air gap the force estimation error is found to be reduced by the linearized force equation as compared to the quadratic force equation, which is supported by experimental results. Additionally the FE model is employed in a comparative study of the force estimation error behavior...... of AMBs by embedding Hall sensors instead of mounting these directly on the pole surfaces, force estimation errors are investigated both numerically and experimentally. A linearized version of the conventionally applied quadratic correspondence between measured Hall voltage and applied AMB force...
A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem
Delaigle, Aurore
2009-03-01
Local polynomial estimators are popular techniques for nonparametric regression estimation and have received great attention in the literature. Their simplest version, the local constant estimator, can be easily extended to the errors-in-variables context by exploiting its similarity with the deconvolution kernel density estimator. The generalization of the higher order versions of the estimator, however, is not straightforward and has remained an open problem for the last 15 years. We propose an innovative local polynomial estimator of any order in the errors-in-variables context, derive its design-adaptive asymptotic properties and study its finite sample performance on simulated examples. We provide not only a solution to a long-standing open problem, but also provide methodological contributions to error-invariable regression, including local polynomial estimation of derivative functions.
International Nuclear Information System (INIS)
Lowrey, Justin D.; Biegalski, Steven R.F.
2012-01-01
The spectrum deconvolution analysis tool (SDAT) software code was written and tested at The University of Texas at Austin utilizing the standard spectrum technique to determine activity levels of Xe-131m, Xe-133m, Xe-133, and Xe-135 in β–γ coincidence spectra. SDAT was originally written to utilize the method of least-squares to calculate the activity of each radionuclide component in the spectrum. Recently, maximum likelihood estimation was also incorporated into the SDAT tool. This is a robust statistical technique to determine the parameters that maximize the Poisson distribution likelihood function of the sample data. In this case it is used to parameterize the activity level of each of the radioxenon components in the spectra. A new test dataset was constructed utilizing Xe-131m placed on a Xe-133 background to compare the robustness of the least-squares and maximum likelihood estimation methods for low counting statistics data. The Xe-131m spectra were collected independently from the Xe-133 spectra and added to generate the spectra in the test dataset. The true independent counts of Xe-131m and Xe-133 are known, as they were calculated before the spectra were added together. Spectra with both high and low counting statistics are analyzed. Studies are also performed by analyzing only the 30 keV X-ray region of the β–γ coincidence spectra. Results show that maximum likelihood estimation slightly outperforms least-squares for low counting statistics data.
On systematic and statistic errors in radionuclide mass activity estimation procedure
International Nuclear Information System (INIS)
Smelcerovic, M.; Djuric, G.; Popovic, D.
1989-01-01
One of the most important requirements during nuclear accidents is the fast estimation of the mass activity of the radionuclides that suddenly and without control reach the environment. The paper points to systematic errors in the procedures of sampling, sample preparation and measurement itself, that in high degree contribute to total mass activity evaluation error. Statistic errors in gamma spectrometry as well as in total mass alpha and beta activity evaluation are also discussed. Beside, some of the possible sources of errors in the partial mass activity evaluation for some of the radionuclides are presented. The contribution of the errors in the total mass activity evaluation error is estimated and procedures that could possibly reduce it are discussed (author)
BAYES-HEP: Bayesian belief networks for estimation of human error probability
International Nuclear Information System (INIS)
Karthick, M.; Senthil Kumar, C.; Paul, Robert T.
2017-01-01
Human errors contribute a significant portion of risk in safety critical applications and methods for estimation of human error probability have been a topic of research for over a decade. The scarce data available on human errors and large uncertainty involved in the prediction of human error probabilities make the task difficult. This paper presents a Bayesian belief network (BBN) model for human error probability estimation in safety critical functions of a nuclear power plant. The developed model using BBN would help to estimate HEP with limited human intervention. A step-by-step illustration of the application of the method and subsequent evaluation is provided with a relevant case study and the model is expected to provide useful insights into risk assessment studies
A new anisotropic mesh adaptation method based upon hierarchical a posteriori error estimates
Huang, Weizhang; Kamenski, Lennard; Lang, Jens
2010-03-01
A new anisotropic mesh adaptation strategy for finite element solution of elliptic differential equations is presented. It generates anisotropic adaptive meshes as quasi-uniform ones in some metric space, with the metric tensor being computed based on hierarchical a posteriori error estimates. A global hierarchical error estimate is employed in this study to obtain reliable directional information of the solution. Instead of solving the global error problem exactly, which is costly in general, we solve it iteratively using the symmetric Gauß-Seidel method. Numerical results show that a few GS iterations are sufficient for obtaining a reasonably good approximation to the error for use in anisotropic mesh adaptation. The new method is compared with several strategies using local error estimators or recovered Hessians. Numerical results are presented for a selection of test examples and a mathematical model for heat conduction in a thermal battery with large orthotropic jumps in the material coefficients.
Minimum Mean-Square Error Single-Channel Signal Estimation
DEFF Research Database (Denmark)
Beierholm, Thomas
2008-01-01
This topic of this thesis is MMSE signal estimation for hearing aids when only one microphone is available. The research is relevant for noise reduction systems in hearing aids. To fully benefit from the amplification provided by a hearing aid, noise reduction functionality is important as hearin...... algorithm. Although performance of the two algorithms is found comparable then the particle filter algorithm is doing a much better job tracking the noise.......-impaired persons in some noisy situations need a higher signal to noise ratio for speech to be intelligible when compared to normal-hearing persons. In this thesis two different methods to approach the MMSE signal estimation problem is examined. The methods differ in the way that models for the signal and noise...... inference is performed by particle filtering. The speech model is a time-varying auto-regressive model reparameterized by formant frequencies and bandwidths. The noise is assumed non-stationary and white. Compared to the case of using the AR coefficients directly then it is found very beneficial to perform...
Bazile , Alban; Hachem , Elie; Larroya-Huguet , Juan-Carlos; Mesri , Youssef
2018-01-01
International audience; In this work, we present a new a posteriori error estimator based on the Variational Multiscale method for anisotropic adaptive fluid mechanics problems. The general idea is to combine the large scale error based on the solved part of the solution with the sub-mesh scale error based on the unresolved part of the solution. We compute the latter with two different methods: one using the stabilizing parameters and the other using bubble functions. We propose two different...
An Enhanced Non-Coherent Pre-Filter Design for Tracking Error Estimation in GNSS Receivers.
Luo, Zhibin; Ding, Jicheng; Zhao, Lin; Wu, Mouyan
2017-11-18
Tracking error estimation is of great importance in global navigation satellite system (GNSS) receivers. Any inaccurate estimation for tracking error will decrease the signal tracking ability of signal tracking loops and the accuracies of position fixing, velocity determination, and timing. Tracking error estimation can be done by traditional discriminator, or Kalman filter-based pre-filter. The pre-filter can be divided into two categories: coherent and non-coherent. This paper focuses on the performance improvements of non-coherent pre-filter. Firstly, the signal characteristics of coherent and non-coherent integration-which are the basis of tracking error estimation-are analyzed in detail. After that, the probability distribution of estimation noise of four-quadrant arctangent (ATAN2) discriminator is derived according to the mathematical model of coherent integration. Secondly, the statistical property of observation noise of non-coherent pre-filter is studied through Monte Carlo simulation to set the observation noise variance matrix correctly. Thirdly, a simple fault detection and exclusion (FDE) structure is introduced to the non-coherent pre-filter design, and thus its effective working range for carrier phase error estimation extends from (-0.25 cycle, 0.25 cycle) to (-0.5 cycle, 0.5 cycle). Finally, the estimation accuracies of discriminator, coherent pre-filter, and the enhanced non-coherent pre-filter are evaluated comprehensively through the carefully designed experiment scenario. The pre-filter outperforms traditional discriminator in estimation accuracy. In a highly dynamic scenario, the enhanced non-coherent pre-filter provides accuracy improvements of 41.6%, 46.4%, and 50.36% for carrier phase error, carrier frequency error, and code phase error estimation, respectively, when compared with coherent pre-filter. The enhanced non-coherent pre-filter outperforms the coherent pre-filter in code phase error estimation when carrier-to-noise density ratio
Harutyunyan, D.; Izsak, F.; van der Vegt, Jacobus J.W.; Bochev, Mikhail A.
For the adaptive solution of the Maxwell equations on three-dimensional domains with N´ed´elec edge finite element methods, we consider an implicit a posteriori error estimation technique. On each element of the tessellation an equation for the error is formulated and solved with a properly chosen
Effects of structural error on the estimates of parameters of dynamical systems
Hadaegh, F. Y.; Bekey, G. A.
1986-01-01
In this paper, the notion of 'near-equivalence in probability' is introduced for identifying a system in the presence of several error sources. Following some basic definitions, necessary and sufficient conditions for the identifiability of parameters are given. The effects of structural error on the parameter estimates for both the deterministic and stochastic cases are considered.
On the a priori estimation of collocation error covariance functions: a feasibility study
DEFF Research Database (Denmark)
Arabelos, D.N.; Forsberg, René; Tscherning, C.C.
2007-01-01
and the associated error covariance functions were conducted in the Arctic region north of 64 degrees latitude. The correlation between the known features of the data and the parameters variance and correlation length of the computed error covariance functions was estimated using multiple regression analysis...
On the BER and capacity analysis of MIMO MRC systems with channel estimation error
Yang, Liang; Alouini, Mohamed-Slim
2011-01-01
In this paper, we investigate the effect of channel estimation error on the capacity and bit-error rate (BER) of a multiple-input multiple-output (MIMO) transmit maximal ratio transmission (MRT) and receive maximal ratio combining (MRC) systems over
Hall, Eric Joseph
2016-12-08
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that standard a posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations. Derived using easily validated assumptions, these novel estimates can be computed at a relatively low cost and have applications to subsurface flow problems in geophysics where the conductivities are assumed to have lognormal distributions with low regularity. Our theory is supported by numerical experiments on test problems in one and two dimensions.
Error estimation in the neural network solution of ordinary differential equations.
Filici, Cristian
2010-06-01
In this article a method of error estimation for the neural approximation of the solution of an Ordinary Differential Equation is presented. Some examples of the application of the method support the theory presented. Copyright 2010. Published by Elsevier Ltd.
Type I Error Rates and Power Estimates of Selected Parametric and Nonparametric Tests of Scale.
Olejnik, Stephen F.; Algina, James
1987-01-01
Estimated Type I Error rates and power are reported for the Brown-Forsythe, O'Brien, Klotz, and Siegal-Tukey procedures. The effect of aligning the data using deviations from group means or group medians is investigated. (RB)
Full information estimations of a system of simultaneous equations with error component structure
Balestra, Pietro; Krishnakumar, Jaya
1987-01-01
In this paper we develop full information methods for estimating the parameters of a system of simultaneous equations with error component struc-ture and establish relationships between the various structural estimat
Energy Technology Data Exchange (ETDEWEB)
Eldred, Michael Scott; Subia, Samuel Ramirez; Neckels, David; Hopkins, Matthew Morgan; Notz, Patrick K.; Adams, Brian M.; Carnes, Brian; Wittwer, Jonathan W.; Bichon, Barron J.; Copps, Kevin D.
2006-10-01
This report documents the results for an FY06 ASC Algorithms Level 2 milestone combining error estimation and adaptivity, uncertainty quantification, and probabilistic design capabilities applied to the analysis and design of bistable MEMS. Through the use of error estimation and adaptive mesh refinement, solution verification can be performed in an automated and parameter-adaptive manner. The resulting uncertainty analysis and probabilistic design studies are shown to be more accurate, efficient, reliable, and convenient.
IAS 8, Accounting Policies, Changes in Accounting Estimates and Errors – A Closer Look
Muthupandian, K S
2008-01-01
The International Accounting Standards Board issued the revised version of the International Accounting Standard 8, Accounting Policies, Changes in Accounting Estimates and Errors. The objective of IAS 8 is to prescribe the criteria for selecting, applying and changing accounting policies, together with the accounting treatment and disclosure of changes in accounting policies, changes in accounting estimates and the corrections of errors. This article presents a closer look of the standard (o...
Estimation of Mechanical Signals in Induction Motors using the Recursive Prediction Error Method
DEFF Research Database (Denmark)
Børsting, H.; Knudsen, Morten; Rasmussen, Henrik
1993-01-01
Sensor feedback of mechanical quantities for control applications in induction motors is troublesome and relative expensive. In this paper a recursive prediction error (RPE) method has successfully been used to estimate the angular rotor speed ........Sensor feedback of mechanical quantities for control applications in induction motors is troublesome and relative expensive. In this paper a recursive prediction error (RPE) method has successfully been used to estimate the angular rotor speed .....
The phylogenetic likelihood library.
Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A
2015-03-01
We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
Directory of Open Access Journals (Sweden)
Ronald Herrera
2017-12-01
Full Text Available In a town located in a desert area of Northern Chile, gold and copper open-pit mining is carried out involving explosive processes. These processes are associated with increased dust exposure, which might affect children’s respiratory health. Therefore, we aimed to quantify the causal attributable risk of living close to the mines on asthma or allergic rhinoconjunctivitis risk burden in children. Data on the prevalence of respiratory diseases and potential confounders were available from a cross-sectional survey carried out in 2009 among 288 (response: 69 % children living in the community. The proximity of the children’s home addresses to the local gold and copper mine was calculated using geographical positioning systems. We applied targeted maximum likelihood estimation to obtain the causal attributable risk (CAR for asthma, rhinoconjunctivitis and both outcomes combined. Children living more than the first quartile away from the mines were used as the unexposed group. Based on the estimated CAR, a hypothetical intervention in which all children lived at least one quartile away from the copper mine would decrease the risk of rhinoconjunctivitis by 4.7 percentage points (CAR: − 4.7 ; 95 % confidence interval ( 95 % CI: − 8.4 ; − 0.11 ; and 4.2 percentage points (CAR: − 4.2 ; 95 % CI: − 7.9 ; − 0.05 for both outcomes combined. Overall, our results suggest that a hypothetical intervention intended to increase the distance between the place of residence of the highest exposed children would reduce the prevalence of respiratory disease in the community by around four percentage points. This approach could help local policymakers in the development of efficient public health strategies.
Herrera, Ronald; Berger, Ursula; von Ehrenstein, Ondine S; Díaz, Iván; Huber, Stella; Moraga Muñoz, Daniel; Radon, Katja
2017-12-27
In a town located in a desert area of Northern Chile, gold and copper open-pit mining is carried out involving explosive processes. These processes are associated with increased dust exposure, which might affect children's respiratory health. Therefore, we aimed to quantify the causal attributable risk of living close to the mines on asthma or allergic rhinoconjunctivitis risk burden in children. Data on the prevalence of respiratory diseases and potential confounders were available from a cross-sectional survey carried out in 2009 among 288 (response: 69 % ) children living in the community. The proximity of the children's home addresses to the local gold and copper mine was calculated using geographical positioning systems. We applied targeted maximum likelihood estimation to obtain the causal attributable risk (CAR) for asthma, rhinoconjunctivitis and both outcomes combined. Children living more than the first quartile away from the mines were used as the unexposed group. Based on the estimated CAR, a hypothetical intervention in which all children lived at least one quartile away from the copper mine would decrease the risk of rhinoconjunctivitis by 4.7 percentage points (CAR: - 4.7 ; 95 % confidence interval ( 95 % CI): - 8.4 ; - 0.11 ); and 4.2 percentage points (CAR: - 4.2 ; 95 % CI: - 7.9 ; - 0.05 ) for both outcomes combined. Overall, our results suggest that a hypothetical intervention intended to increase the distance between the place of residence of the highest exposed children would reduce the prevalence of respiratory disease in the community by around four percentage points. This approach could help local policymakers in the development of efficient public health strategies.
DEFF Research Database (Denmark)
Jensen, Jonas; Olesen, Jacob Bjerring; Stuart, Matthias Bo
2016-01-01
radius. The error sources were also studied in vivo under realistic clinical conditions, and the theoretical results were applied for correcting the volume flow errors. Twenty dialysis patients with arteriovenous fistulas were scanned to obtain vector flow maps of fistulas. When fitting an ellipsis......A method for vector velocity volume flow estimation is presented, along with an investigation of its sources of error and correction of actual volume flow measurements. Volume flow errors are quantified theoretically by numerical modeling, through flow phantom measurements, and studied in vivo...
Energy Technology Data Exchange (ETDEWEB)
Lipnikov, Konstantin [Los Alamos National Laboratory; Agouzal, Abdellatif [UNIV DE LYON; Vassilevski, Yuri [Los Alamos National Laboratory
2009-01-01
We present a new technology for generating meshes minimizing the interpolation and discretization errors or their gradients. The key element of this methodology is construction of a space metric from edge-based error estimates. For a mesh with N{sub h} triangles, the error is proportional to N{sub h}{sup -1} and the gradient of error is proportional to N{sub h}{sup -1/2} which are optimal asymptotics. The methodology is verified with numerical experiments.
Measurement error in income and schooling, and the bias of linear estimators
DEFF Research Database (Denmark)
Bingley, Paul; Martinello, Alessandro
The characteristics of measurement error determine the bias of linear estimators. We propose a method for validating economic survey data allowing for measurement error in the validation source, and we apply this method by validating Survey of Health, Ageing and Retirement in Europe (SHARE) data...... with Danish administrative registers. We find that measurement error in surveys is classical for annual gross income but non-classical for years of schooling, causing a 21% amplification bias in IV estimators of returns to schooling. Using a 1958 Danish schooling reform, we contextualize our result...
Uncertainty quantification in a chemical system using error estimate-based mesh adaption
International Nuclear Information System (INIS)
Mathelin, Lionel; Le Maitre, Olivier P.
2012-01-01
This paper describes a rigorous a posteriori error analysis for the stochastic solution of non-linear uncertain chemical models. The dual-based a posteriori stochastic error analysis extends the methodology developed in the deterministic finite elements context to stochastic discretization frameworks. It requires the resolution of two additional (dual) problems to yield the local error estimate. The stochastic error estimate can then be used to adapt the stochastic discretization. Different anisotropic refinement strategies are proposed, leading to a cost-efficient tool suitable for multi-dimensional problems of moderate stochastic dimension. The adaptive strategies allow both for refinement and coarsening of the stochastic discretization, as needed to satisfy a prescribed error tolerance. The adaptive strategies were successfully tested on a model for the hydrogen oxidation in supercritical conditions having 8 random parameters. The proposed methodologies are however general enough to be also applicable for a wide class of models such as uncertain fluid flows. (authors)
Ogawa, Takahiro; Haseyama, Miki
2013-03-01
A missing texture reconstruction method based on an error reduction (ER) algorithm, including a novel estimation scheme of Fourier transform magnitudes is presented in this brief. In our method, Fourier transform magnitude is estimated for a target patch including missing areas, and the missing intensities are estimated by retrieving its phase based on the ER algorithm. Specifically, by monitoring errors converged in the ER algorithm, known patches whose Fourier transform magnitudes are similar to that of the target patch are selected from the target image. In the second approach, the Fourier transform magnitude of the target patch is estimated from those of the selected known patches and their corresponding errors. Consequently, by using the ER algorithm, we can estimate both the Fourier transform magnitudes and phases to reconstruct the missing areas.
Error estimation for goal-oriented spatial adaptivity for the SN equations on triangular meshes
International Nuclear Information System (INIS)
Lathouwers, D.
2011-01-01
In this paper we investigate different error estimation procedures for use within a goal oriented adaptive algorithm for the S N equations on unstructured meshes. The method is based on a dual-weighted residual approach where an appropriate adjoint problem is formulated and solved in order to obtain the importance of residual errors in the forward problem on the specific goal of interest. The forward residuals and the adjoint function are combined to obtain both economical finite element meshes tailored to the solution of the target functional as well as providing error estimates. Various approximations made to make the calculation of the adjoint angular flux more economically attractive are evaluated by comparing the performance of the resulting adaptive algorithm and the quality of the error estimators when applied to two shielding-type test problems. (author)
Calhoun, Philip C.; Sedlak, Joseph E.; Superfin, Emil
2011-01-01
Precision attitude determination for recent and planned space missions typically includes quaternion star trackers (ST) and a three-axis inertial reference unit (IRU). Sensor selection is based on estimates of knowledge accuracy attainable from a Kalman filter (KF), which provides the optimal solution for the case of linear dynamics with measurement and process errors characterized by random Gaussian noise with white spectrum. Non-Gaussian systematic errors in quaternion STs are often quite large and have an unpredictable time-varying nature, particularly when used in non-inertial pointing applications. Two filtering methods are proposed to reduce the attitude estimation error resulting from ST systematic errors, 1) extended Kalman filter (EKF) augmented with Markov states, 2) Unscented Kalman filter (UKF) with a periodic measurement model. Realistic assessments of the attitude estimation performance gains are demonstrated with both simulation and flight telemetry data from the Lunar Reconnaissance Orbiter.
Estimating misclassification error: a closer look at cross-validation based methods
Directory of Open Access Journals (Sweden)
Ounpraseuth Songthip
2012-11-01
Full Text Available Abstract Background To estimate a classifier’s error in predicting future observations, bootstrap methods have been proposed as reduced-variation alternatives to traditional cross-validation (CV methods based on sampling without replacement. Monte Carlo (MC simulation studies aimed at estimating the true misclassification error conditional on the training set are commonly used to compare CV methods. We conducted an MC simulation study to compare a new method of bootstrap CV (BCV to k-fold CV for estimating clasification error. Findings For the low-dimensional conditions simulated, the modest positive bias of k-fold CV contrasted sharply with the substantial negative bias of the new BCV method. This behavior was corroborated using a real-world dataset of prognostic gene-expression profiles in breast cancer patients. Our simulation results demonstrate some extreme characteristics of variance and bias that can occur due to a fault in the design of CV exercises aimed at estimating the true conditional error of a classifier, and that appear not to have been fully appreciated in previous studies. Although CV is a sound practice for estimating a classifier’s generalization error, using CV to estimate the fixed misclassification error of a trained classifier conditional on the training set is problematic. While MC simulation of this estimation exercise can correctly represent the average bias of a classifier, it will overstate the between-run variance of the bias. Conclusions We recommend k-fold CV over the new BCV method for estimating a classifier’s generalization error. The extreme negative bias of BCV is too high a price to pay for its reduced variance.
International Nuclear Information System (INIS)
Burr, T.; Croft, S.; Krieger, T.; Martin, K.; Norman, C.; Walsh, S.
2016-01-01
One example of top-down uncertainty quantification (UQ) involves comparing two or more measurements on each of multiple items. One example of bottom-up UQ expresses a measurement result as a function of one or more input variables that have associated errors, such as a measured count rate, which individually (or collectively) can be evaluated for impact on the uncertainty in the resulting measured value. In practice, it is often found that top-down UQ exhibits larger error variances than bottom-up UQ, because some error sources are present in the fielded assay methods used in top-down UQ that are not present (or not recognized) in the assay studies used in bottom-up UQ. One would like better consistency between the two approaches in order to claim understanding of the measurement process. The purpose of this paper is to refine bottom-up uncertainty estimation by using calibration information so that if there are no unknown error sources, the refined bottom-up uncertainty estimate will agree with the top-down uncertainty estimate to within a specified tolerance. Then, in practice, if the top-down uncertainty estimate is larger than the refined bottom-up uncertainty estimate by more than the specified tolerance, there must be omitted sources of error beyond those predicted from calibration uncertainty. The paper develops a refined bottom-up uncertainty approach for four cases of simple linear calibration: (1) inverse regression with negligible error in predictors, (2) inverse regression with non-negligible error in predictors, (3) classical regression followed by inversion with negligible error in predictors, and (4) classical regression followed by inversion with non-negligible errors in predictors. Our illustrations are of general interest, but are drawn from our experience with nuclear material assay by non-destructive assay. The main example we use is gamma spectroscopy that applies the enrichment meter principle. Previous papers that ignore error in predictors
Prediction of Monte Carlo errors by a theory generalized to treat track-length estimators
International Nuclear Information System (INIS)
Booth, T.E.; Amster, H.J.
1978-01-01
Present theories for predicting expected Monte Carlo errors in neutron transport calculations apply to estimates of flux-weighted integrals sampled directly by scoring individual collisions. To treat track-length estimators, the recent theory of Amster and Djomehri is generalized to allow the score distribution functions to depend on the coordinates of two successive collisions. It has long been known that the expected track length in a region of phase space equals the expected flux integrated over that region, but that the expected statistical error of the Monte Carlo estimate of the track length is different from that of the flux integral obtained by sampling the sum of the reciprocals of the cross sections for all collisions in the region. These conclusions are shown to be implied by the generalized theory, which provides explicit equations for the expected values and errors of both types of estimators. Sampling expected contributions to the track-length estimator is also treated. Other general properties of the errors for both estimators are derived from the equations and physically interpreted. The actual values of these errors are then obtained and interpreted for a simple specific example
GonzáLez, Pablo J.; FernáNdez, José
2011-10-01
Interferometric Synthetic Aperture Radar (InSAR) is a reliable technique for measuring crustal deformation. However, despite its long application in geophysical problems, its error estimation has been largely overlooked. Currently, the largest problem with InSAR is still the atmospheric propagation errors, which is why multitemporal interferometric techniques have been successfully developed using a series of interferograms. However, none of the standard multitemporal interferometric techniques, namely PS or SB (Persistent Scatterers and Small Baselines, respectively) provide an estimate of their precision. Here, we present a method to compute reliable estimates of the precision of the deformation time series. We implement it for the SB multitemporal interferometric technique (a favorable technique for natural terrains, the most usual target of geophysical applications). We describe the method that uses a properly weighted scheme that allows us to compute estimates for all interferogram pixels, enhanced by a Montecarlo resampling technique that properly propagates the interferogram errors (variance-covariances) into the unknown parameters (estimated errors for the displacements). We apply the multitemporal error estimation method to Lanzarote Island (Canary Islands), where no active magmatic activity has been reported in the last decades. We detect deformation around Timanfaya volcano (lengthening of line-of-sight ˜ subsidence), where the last eruption in 1730-1736 occurred. Deformation closely follows the surface temperature anomalies indicating that magma crystallization (cooling and contraction) of the 300-year shallow magmatic body under Timanfaya volcano is still ongoing.
A user's manual of Tools for Error Estimation of Complex Number Matrix Computation (Ver.1.0)
International Nuclear Information System (INIS)
Ichihara, Kiyoshi.
1997-03-01
'Tools for Error Estimation of Complex Number Matrix Computation' is a subroutine library which aids the users in obtaining the error ranges of the complex number linear system's solutions or the Hermitian matrices' eigen values. This library contains routines for both sequential computers and parallel computers. The subroutines for linear system error estimation calulate norms of residual vectors, matrices's condition numbers, error bounds of solutions and so on. The error estimation subroutines for Hermitian matrix eigen values' derive the error ranges of the eigen values according to the Korn-Kato's formula. This user's manual contains a brief mathematical background of error analysis on linear algebra and usage of the subroutines. (author)
On the error estimation and T-stability of the Mann iteration
Maruster, Laura; Maruster, St.
2015-01-01
A formula of error estimation of Mann iteration is given in the case of strongly demicontractive mappings. Based on this estimation, a condition of strong convergence is obtained for the same class of mappings. T-stability for a particular case of strongly demicontractive mappings is proved. Some
The Effect of Error in Item Parameter Estimates on the Test Response Function Method of Linking.
Kaskowitz, Gary S.; De Ayala, R. J.
2001-01-01
Studied the effect of item parameter estimation for computation of linking coefficients for the test response function (TRF) linking/equating method. Simulation results showed that linking was more accurate when there was less error in the parameter estimates, and that 15 or 25 common items provided better results than 5 common items under both…
A framework to estimate probability of diagnosis error in NPP advanced MCR
International Nuclear Information System (INIS)
Kim, Ar Ryum; Kim, Jong Hyun; Jang, Inseok; Seong, Poong Hyun
2018-01-01
Highlights: •As new type of MCR has been installed in NPPs, the work environment is considerably changed. •A new framework to estimate operators’ diagnosis error probabilities should be proposed. •Diagnosis error data were extracted from the full-scope simulator of the advanced MCR. •Using Bayesian inference, a TRC model was updated for use in advanced MCR. -- Abstract: Recently, a new type of main control room (MCR) has been adopted in nuclear power plants (NPPs). The new MCR, known as the advanced MCR, consists of digitalized human-system interfaces (HSIs), computer-based procedures (CPS), and soft controls while the conventional MCR includes many alarm tiles, analog indicators, hard-wired control devices, and paper-based procedures. These changes significantly affect the generic activities of the MCR operators, in relation to diagnostic activities. The aim of this paper is to suggest a framework to estimate the probabilities of diagnosis errors in the advanced MCR by updating a time reliability correlation (TRC) model. Using Bayesian inference, the TRC model was updated with the probabilities of diagnosis errors. Here, the diagnosis error data were collected from a full-scope simulator of the advanced MCR. To do this, diagnosis errors were determined based on an information processing model and their probabilities were calculated. However, these calculated probabilities of diagnosis errors were largely affected by context factors such as procedures, HSI, training, and others, known as PSFs (Performance Shaping Factors). In order to obtain the nominal diagnosis error probabilities, the weightings of PSFs were also evaluated. Then, with the nominal diagnosis error probabilities, the TRC model was updated. This led to the proposal of a framework to estimate the nominal probabilities of diagnosis errors in the advanced MCR.
Research on the Method of Noise Error Estimation of Atomic Clocks
Song, H. J.; Dong, S. W.; Li, W.; Zhang, J. H.; Jing, Y. J.
2017-05-01
The simulation methods of different noises of atomic clocks are given. The frequency flicker noise of atomic clock is studied by using the Markov process theory. The method for estimating the maximum interval error of the frequency white noise is studied by using the Wiener process theory. Based on the operation of 9 cesium atomic clocks in the time frequency reference laboratory of NTSC (National Time Service Center), the noise coefficients of the power-law spectrum model are estimated, and the simulations are carried out according to the noise models. Finally, the maximum interval error estimates of the frequency white noises generated by the 9 cesium atomic clocks have been acquired.
Qin, Guoyou; Zhang, Jiajia; Zhu, Zhongyi; Fung, Wing
2016-12-20
Outliers, measurement error, and missing data are commonly seen in longitudinal data because of its data collection process. However, no method can address all three of these issues simultaneously. This paper focuses on the robust estimation of partially linear models for longitudinal data with dropouts and measurement error. A new robust estimating equation, simultaneously tackling outliers, measurement error, and missingness, is proposed. The asymptotic properties of the proposed estimator are established under some regularity conditions. The proposed method is easy to implement in practice by utilizing the existing standard generalized estimating equations algorithms. The comprehensive simulation studies show the strength of the proposed method in dealing with longitudinal data with all three features. Finally, the proposed method is applied to data from the Lifestyle Education for Activity and Nutrition study and confirms the effectiveness of the intervention in producing weight loss at month 9. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?
Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander
2016-01-01
Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.
Estimation of a beam centering error in the JAERI AVF cyclotron
International Nuclear Information System (INIS)
Fukuda, M.; Okumura, S.; Arakawa, K.; Ishibori, I.; Matsumura, A.; Nakamura, N.; Nara, T.; Agematsu, T.; Tamura, H.; Karasawa, T.
1999-01-01
A method for estimating a beam centering error from a beam density distribution obtained by a single radial probe has been developed. Estimation of the centering error is based on an analysis of radial beam positions in the direction of the radial probe. Radial motion of a particle is described as betatron oscillation around an accelerated equilibrium orbit. By fitting the radial beam positions of several consecutive turns to an equation of the radial motion, not only amplitude of the centering error but also frequency of the radial betatron oscillation and energy gain per turn can be evaluated simultaneously. The estimated centering error amplitude was consistent with a result of an orbit simulation. This method was exceedingly helpful for minimizing the centering error of a 10 MeV proton beam during the early stages of acceleration. A well-centered beam was obtained by correcting the magnetic field with a first harmonic produced by two pairs of harmonic coils. In order to push back an orbit center to a magnet center, currents of the harmonic coils were optimized on the basis of the estimated centering error amplitude. (authors)
Facial motion parameter estimation and error criteria in model-based image coding
Liu, Yunhai; Yu, Lu; Yao, Qingdong
2000-04-01
Model-based image coding has been given extensive attention due to its high subject image quality and low bit-rates. But the estimation of object motion parameter is still a difficult problem, and there is not a proper error criteria for the quality assessment that are consistent with visual properties. This paper presents an algorithm of the facial motion parameter estimation based on feature point correspondence and gives the motion parameter error criteria. The facial motion model comprises of three parts. The first part is the global 3-D rigid motion of the head, the second part is non-rigid translation motion in jaw area, and the third part consists of local non-rigid expression motion in eyes and mouth areas. The feature points are automatically selected by a function of edges, brightness and end-node outside the blocks of eyes and mouth. The numbers of feature point are adjusted adaptively. The jaw translation motion is tracked by the changes of the feature point position of jaw. The areas of non-rigid expression motion can be rebuilt by using block-pasting method. The estimation approach of motion parameter error based on the quality of reconstructed image is suggested, and area error function and the error function of contour transition-turn rate are used to be quality criteria. The criteria reflect the image geometric distortion caused by the error of estimated motion parameters properly.
Estimation of total error in DWPF reported radionuclide inventories. Revision 1
International Nuclear Information System (INIS)
Edwards, T.B.
1995-01-01
The Defense Waste Processing Facility (DWPF) at the Savannah River Site is required to determine and report the radionuclide inventory of its glass product. For each macro-batch, the DWPF will report both the total amount (in curies) of each reportable radionuclide and the average concentration (in curies/gram of glass) of each reportable radionuclide. The DWPF is to provide the estimated error of these reported values of its radionuclide inventory as well. The objective of this document is to provide a framework for determining the estimated error in DWPF's reporting of these radionuclide inventories. This report investigates the impact of random errors due to measurement and sampling on the total amount of each reportable radionuclide in a given macro-batch. In addition, the impact of these measurement and sampling errors and process variation are evaluated to determine the uncertainty in the reported average concentrations of radionuclides in DWPF's filled canister inventory resulting from each macro-batch
Creel, Scott; Spong, Goran; Sands, Jennifer L; Rotella, Jay; Zeigle, Janet; Joe, Lawrence; Murphy, Kerry M; Smith, Douglas
2003-07-01
Determining population sizes can be difficult, but is essential for conservation. By counting distinct microsatellite genotypes, DNA from noninvasive samples (hair, faeces) allows estimation of population size. Problems arise because genotypes from noninvasive samples are error-prone, but genotyping errors can be reduced by multiple polymerase chain reaction (PCR). For faecal genotypes from wolves in Yellowstone National Park, error rates varied substantially among samples, often above the 'worst-case threshold' suggested by simulation. Consequently, a substantial proportion of multilocus genotypes held one or more errors, despite multiple PCR. These genotyping errors created several genotypes per individual and caused overestimation (up to 5.5-fold) of population size. We propose a 'matching approach' to eliminate this overestimation bias.
Estimation of 3D reconstruction errors in a stereo-vision system
Belhaoua, A.; Kohler, S.; Hirsch, E.
2009-06-01
The paper presents an approach for error estimation for the various steps of an automated 3D vision-based reconstruction procedure of manufactured workpieces. The process is based on a priori planning of the task and built around a cognitive intelligent sensory system using so-called Situation Graph Trees (SGT) as a planning tool. Such an automated quality control system requires the coordination of a set of complex processes performing sequentially data acquisition, its quantitative evaluation and the comparison with a reference model (e.g., CAD object model) in order to evaluate quantitatively the object. To ensure efficient quality control, the aim is to be able to state if reconstruction results fulfill tolerance rules or not. Thus, the goal is to evaluate independently the error for each step of the stereo-vision based 3D reconstruction (e.g., for calibration, contour segmentation, matching and reconstruction) and then to estimate the error for the whole system. In this contribution, we analyze particularly the segmentation error due to localization errors for extracted edge points supposed to belong to lines and curves composing the outline of the workpiece under evaluation. The fitting parameters describing these geometric features are used as quality measure to determine confidence intervals and finally to estimate the segmentation errors. These errors are then propagated through the whole reconstruction procedure, enabling to evaluate their effect on the final 3D reconstruction result, specifically on position uncertainties. Lastly, analysis of these error estimates enables to evaluate the quality of the 3D reconstruction, as illustrated by the shown experimental results.
B-spline goal-oriented error estimators for geometrically nonlinear rods
2011-04-01
respectively, for the output functionals q2–q4 (linear and nonlinear with the trigonometric functions sine and cosine) in all the tests considered...of the errors resulting from the linear, quadratic and nonlinear (with trigonometric functions sine and cosine) outputs and for p = 1, 2. If the... Portugal . References [1] A.T. Adams. Sobolev Spaces. Academic Press, Boston, 1975. [2] M. Ainsworth and J.T. Oden. A posteriori error estimation in
Estimation of error in using born scaling for collision cross sections involving muonic ions
International Nuclear Information System (INIS)
Stodden, C.D.; Monkhorst, H.J.; Szalewicz, K.
1988-01-01
A quantitative estimate is obtained for the error involved in using Born scaling to calcuated excitation and ionization cross sections for collisions between muonic ions. The impact parameter version of the Born Approximation is used to calculate cross sections and Coulomb corrections for the 1s→2s excitation of αμ in collisions with d. An error of about 50% is found around the peak of the cross section curve. The error falls to less than 5% for velocities above 2 a.u
An estimate and evaluation of design error effects on nuclear power plant design adequacy
International Nuclear Information System (INIS)
Stevenson, J.D.
1984-01-01
An area of considerable concern in evaluating Design Control Quality Assurance procedures applied to design and analysis of nuclear power plant is the level of design error expected or encountered. There is very little published data 1 on the level of error typically found in nuclear power plant design calculations and even less on the impact such errors would be expected to have on overall design adequacy of the plant. This paper is concerned with design error associated with civil and mechanical structural design and analysis found in calculations which form part of the Design or Stress reports. These reports are meant to document the design basis and adequacy of the plant. The estimates contained in this paper are based on the personal experiences of the author. In Table 1 is a partial listing of the design docummentation review performed by the author on which the observations contained in this paper are based. In the preparation of any design calculations, it is a utopian dream to presume such calculations can be made error free. The intent of this paper is to define error levels which might be expected in a competent engineering organizations employing currently technically qualified engineers and accepted methods of Design Control. In addition, the effects of these errors on the probability of failure to meet applicable design code requirements also are estimated
Estimation of heading gyrocompass error using a GPS 3DF system: Impact on ADCP measurements
Directory of Open Access Journals (Sweden)
Simón Ruiz
2002-12-01
Full Text Available Traditionally the horizontal orientation in a ship (heading has been obtained from a gyrocompass. This instrument is still used on research vessels but has an estimated error of about 2-3 degrees, inducing a systematic error in the cross-track velocity measured by an Acoustic Doppler Current Profiler (ADCP. The three-dimensional positioning system (GPS 3DF provides an independent heading measurement with accuracy better than 0.1 degree. The Spanish research vessel BIO Hespérides has been operating with this new system since 1996. For the first time on this vessel, the data from this new instrument are used to estimate gyrocompass error. The methodology we use follows the scheme developed by Griffiths (1994, which compares data from the gyrocompass and the GPS system in order to obtain an interpolated error function. In the present work we apply this methodology on mesoscale surveys performed during the observational phase of the OMEGA project, in the Alboran Sea. The heading-dependent gyrocompass error dominated. Errors in gyrocompass heading of 1.4-3.4 degrees have been found, which give a maximum error in measured cross-track ADCP velocity of 24 cm s-1.
Global Warming Estimation from MSU: Correction for Drift and Calibration Errors
Prabhakara, C.; Iacovazzi, R., Jr.; Yoo, J.-M.; Einaudi, Franco (Technical Monitor)
2000-01-01
Microwave Sounding Unit (MSU) radiometer observations in Ch 2 (53.74 GHz), made in the nadir direction from sequential, sun-synchronous, polar-orbiting NOAA morning satellites (NOAA 6, 10 and 12 that have about 7am/7pm orbital geometry) and afternoon satellites (NOAA 7, 9, 11 and 14 that have about 2am/2pm orbital geometry) are analyzed in this study to derive global temperature trend from 1980 to 1998. In order to remove the discontinuities between the data of the successive satellites and to get a continuous time series, first we have used shortest possible time record of each satellite. In this way we get a preliminary estimate of the global temperature trend of 0.21 K/decade. However, this estimate is affected by systematic time-dependent errors. One such error is the instrument calibration error. This error can be inferred whenever there are overlapping measurements made by two satellites over an extended period of time. From the available successive satellite data we have taken the longest possible time record of each satellite to form the time series during the period 1980 to 1998 to this error. We find we can decrease the global temperature trend by about 0.07 K/decade. In addition there are systematic time dependent errors present in the data that are introduced by the drift in the satellite orbital geometry arises from the diurnal cycle in temperature which is the drift related change in the calibration of the MSU. In order to analyze the nature of these drift related errors the multi-satellite Ch 2 data set is partitioned into am and pm subsets to create two independent time series. The error can be assessed in the am and pm data of Ch 2 on land and can be eliminated. Observations made in the MSU Ch 1 (50.3 GHz) support this approach. The error is obvious only in the difference between the pm and am observations of Ch 2 over the ocean. We have followed two different paths to assess the impact of the errors on the global temperature trend. In one path the
Directory of Open Access Journals (Sweden)
R. Locatelli
2013-10-01
Full Text Available A modelling experiment has been conceived to assess the impact of transport model errors on methane emissions estimated in an atmospheric inversion system. Synthetic methane observations, obtained from 10 different model outputs from the international TransCom-CH4 model inter-comparison exercise, are combined with a prior scenario of methane emissions and sinks, and integrated into the three-component PYVAR-LMDZ-SACS (PYthon VARiational-Laboratoire de Météorologie Dynamique model with Zooming capability-Simplified Atmospheric Chemistry System inversion system to produce 10 different methane emission estimates at the global scale for the year 2005. The same methane sinks, emissions and initial conditions have been applied to produce the 10 synthetic observation datasets. The same inversion set-up (statistical errors, prior emissions, inverse procedure is then applied to derive flux estimates by inverse modelling. Consequently, only differences in the modelling of atmospheric transport may cause differences in the estimated fluxes. In our framework, we show that transport model errors lead to a discrepancy of 27 Tg yr−1 at the global scale, representing 5% of total methane emissions. At continental and annual scales, transport model errors are proportionally larger than at the global scale, with errors ranging from 36 Tg yr−1 in North America to 7 Tg yr−1 in Boreal Eurasia (from 23 to 48%, respectively. At the model grid-scale, the spread of inverse estimates can reach 150% of the prior flux. Therefore, transport model errors contribute significantly to overall uncertainties in emission estimates by inverse modelling, especially when small spatial scales are examined. Sensitivity tests have been carried out to estimate the impact of the measurement network and the advantage of higher horizontal resolution in transport models. The large differences found between methane flux estimates inferred in these different configurations highly
Rice, John D; Tsodikov, Alex
2017-05-30
Continuous outcome data with a proportion of observations equal to zero (often referred to as semicontinuous data) arise frequently in biomedical studies. Typical approaches involve two-part models, with one part a logistic model for the probability of observing a zero and some parametric continuous distribution for modeling the positive part of the data. We propose a semiparametric model based on a biological system with competing damage manifestation and resistance processes. This allows us to derive a closed-form profile likelihood based on the retro-hazard function, leading to a flexible procedure for modeling continuous data with a point mass at zero. A simulation study is presented to examine the properties of the method in finite samples. We apply the method to a data set consisting of pulmonary capillary hemorrhage area in lab rats subjected to diagnostic ultrasound. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Likelihood devices in spatial statistics
Zwet, E.W. van
1999-01-01
One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments
Nonlinear adaptive control system design with asymptotically stable parameter estimation error
Mishkov, Rumen; Darmonski, Stanislav
2018-01-01
The paper presents a new general method for nonlinear adaptive system design with asymptotic stability of the parameter estimation error. The advantages of the approach include asymptotic unknown parameter estimation without persistent excitation and capability to directly control the estimates transient response time. The method proposed modifies the basic parameter estimation dynamics designed via a known nonlinear adaptive control approach. The modification is based on the generalised prediction error, a priori constraints with a hierarchical parameter projection algorithm, and the stable data accumulation concepts. The data accumulation principle is the main tool for achieving asymptotic unknown parameter estimation. It relies on the parametric identifiability system property introduced. Necessary and sufficient conditions for exponential stability of the data accumulation dynamics are derived. The approach is applied in a nonlinear adaptive speed tracking vector control of a three-phase induction motor.
J.M. Hull; A.M. Fish; J.J. Keane; S.R. Mori; B.J Sacks; A.C. Hull
2010-01-01
One of the primary assumptions associated with many wildlife and population trend studies is that target species are correctly identified. This assumption may not always be valid, particularly for species similar in appearance to co-occurring species. We examined size overlap and identification error rates among Cooper's (Accipiter cooperii...
DEFF Research Database (Denmark)
Tscherning, Carl Christian
2015-01-01
outside the data area. On the other hand, a comparison of predicted quantities with observed values show that the error also varies depending on the local data standard deviation. This quantity may be (and has been) estimated using the GOCE second order vertical derivative, Tzz, in the area covered...... by the satellite. The ratio between the nearly constant standard deviations of a predicted quantity (e.g. in a 25° × 25° area) and the standard deviations of Tzz in smaller cells (e.g., 1° × 1°) have been used as a scale factor in order to obtain more realistic error estimates. This procedure has been applied...
Goal-oriented error estimation for Cahn-Hilliard models of binary phase transition
van der Zee, Kristoffer G.
2010-10-27
A posteriori estimates of errors in quantities of interest are developed for the nonlinear system of evolution equations embodied in the Cahn-Hilliard model of binary phase transition. These involve the analysis of wellposedness of dual backward-in-time problems and the calculation of residuals. Mixed finite element approximations are developed and used to deliver numerical solutions of representative problems in one- and two-dimensional domains. Estimated errors are shown to be quite accurate in these numerical examples. © 2010 Wiley Periodicals, Inc.
Estimating the approximation error when fixing unessential factors in global sensitivity analysis
Energy Technology Data Exchange (ETDEWEB)
Sobol' , I.M. [Institute for Mathematical Modelling of the Russian Academy of Sciences, Moscow (Russian Federation); Tarantola, S. [Joint Research Centre of the European Commission, TP361, Institute of the Protection and Security of the Citizen, Via E. Fermi 1, 21020 Ispra (Italy)]. E-mail: stefano.tarantola@jrc.it; Gatelli, D. [Joint Research Centre of the European Commission, TP361, Institute of the Protection and Security of the Citizen, Via E. Fermi 1, 21020 Ispra (Italy)]. E-mail: debora.gatelli@jrc.it; Kucherenko, S.S. [Imperial College London (United Kingdom); Mauntz, W. [Department of Biochemical and Chemical Engineering, Dortmund University (Germany)
2007-07-15
One of the major settings of global sensitivity analysis is that of fixing non-influential factors, in order to reduce the dimensionality of a model. However, this is often done without knowing the magnitude of the approximation error being produced. This paper presents a new theorem for the estimation of the average approximation error generated when fixing a group of non-influential factors. A simple function where analytical solutions are available is used to illustrate the theorem. The numerical estimation of small sensitivity indices is discussed.
A review of some a posteriori error estimates for adaptive finite element methods
Czech Academy of Sciences Publication Activity Database
Segeth, Karel
2010-01-01
Roč. 80, č. 8 (2010), s. 1589-1600 ISSN 0378-4754. [European Seminar on Coupled Problems. Jetřichovice, 08.06.2008-13.06.2008] R&D Projects: GA AV ČR(CZ) IAA100190803 Institutional research plan: CEZ:AV0Z10190503 Keywords : hp-adaptive finite element method * a posteriori error estimators * computational error estimates Subject RIV: BA - General Mathematics Impact factor: 0.812, year: 2010 http://www.sciencedirect.com/science/article/pii/S0378475408004230
Consiglio, Maria C.; Hoadley, Sherwood T.; Allen, B. Danette
2009-01-01
Wind prediction errors are known to affect the performance of automated air traffic management tools that rely on aircraft trajectory predictions. In particular, automated separation assurance tools, planned as part of the NextGen concept of operations, must be designed to account and compensate for the impact of wind prediction errors and other system uncertainties. In this paper we describe a high fidelity batch simulation study designed to estimate the separation distance required to compensate for the effects of wind-prediction errors throughout increasing traffic density on an airborne separation assistance system. These experimental runs are part of the Safety Performance of Airborne Separation experiment suite that examines the safety implications of prediction errors and system uncertainties on airborne separation assurance systems. In this experiment, wind-prediction errors were varied between zero and forty knots while traffic density was increased several times current traffic levels. In order to accurately measure the full unmitigated impact of wind-prediction errors, no uncertainty buffers were added to the separation minima. The goal of the study was to measure the impact of wind-prediction errors in order to estimate the additional separation buffers necessary to preserve separation and to provide a baseline for future analyses. Buffer estimations from this study will be used and verified in upcoming safety evaluation experiments under similar simulation conditions. Results suggest that the strategic airborne separation functions exercised in this experiment can sustain wind prediction errors up to 40kts at current day air traffic density with no additional separation distance buffer and at eight times the current day with no more than a 60% increase in separation distance buffer.
Energy Technology Data Exchange (ETDEWEB)
Zamonsky, O M [Comision Nacional de Energia Atomica, Centro Atomico Bariloche (Argentina)
2000-07-01
The accuracy of the solutions produced by the Discrete Ordinates neutron transport nodal methods is analyzed.The obtained new numerical methodologies increase the accuracy of the analyzed scheems and give a POSTERIORI error estimators. The accuracy improvement is obtained with new equations that make the numerical procedure free of truncation errors and proposing spatial reconstructions of the angular fluxes that are more accurate than those used until present. An a POSTERIORI error estimator is rigurously obtained for one dimensional systems that, in certain type of problems, allows to quantify the accuracy of the solutions. From comparisons with the one dimensional results, an a POSTERIORI error estimator is also obtained for multidimensional systems. LOCAL indicators, which quantify the spatial distribution of the errors, are obtained by the decomposition of the menctioned estimators. This makes the proposed methodology suitable to perform adaptive calculations. Some numerical examples are presented to validate the theoretical developements and to illustrate the ranges where the proposed approximations are valid.
Boeschoten, Laura; Oberski, Daniel; De Waal, Ton
2017-01-01
Both registers and surveys can contain classification errors. These errors can be estimated by making use of a composite data set. We propose a new method based on latent class modelling to estimate the number of classification errors across several sources while taking into account impossible
Doss, Hani; Tan, Aixin
2014-09-01
In the classical biased sampling problem, we have k densities π 1 (·), …, π k (·), each known up to a normalizing constant, i.e. for l = 1, …, k , π l (·) = ν l (·)/ m l , where ν l (·) is a known function and m l is an unknown constant. For each l , we have an iid sample from π l , · and the problem is to estimate the ratios m l /m s for all l and all s . This problem arises frequently in several situations in both frequentist and Bayesian inference. An estimate of the ratios was developed and studied by Vardi and his co-workers over two decades ago, and there has been much subsequent work on this problem from many different perspectives. In spite of this, there are no rigorous results in the literature on how to estimate the standard error of the estimate. We present a class of estimates of the ratios of normalizing constants that are appropriate for the case where the samples from the π l 's are not necessarily iid sequences, but are Markov chains. We also develop an approach based on regenerative simulation for obtaining standard errors for the estimates of ratios of normalizing constants. These standard error estimates are valid for both the iid case and the Markov chain case.
Profile-likelihood Confidence Intervals in Item Response Theory Models.
Chalmers, R Philip; Pek, Jolynn; Liu, Yang
2017-01-01
Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.
A novel multitemporal insar model for joint estimation of deformation rates and orbital errors
Zhang, Lei
2014-06-01
Orbital errors, characterized typically as longwavelength artifacts, commonly exist in interferometric synthetic aperture radar (InSAR) imagery as a result of inaccurate determination of the sensor state vector. Orbital errors degrade the precision of multitemporal InSAR products (i.e., ground deformation). Although research on orbital error reduction has been ongoing for nearly two decades and several algorithms for reducing the effect of the errors are already in existence, the errors cannot always be corrected efficiently and reliably. We propose a novel model that is able to jointly estimate deformation rates and orbital errors based on the different spatialoral characteristics of the two types of signals. The proposed model is able to isolate a long-wavelength ground motion signal from the orbital error even when the two types of signals exhibit similar spatial patterns. The proposed algorithm is efficient and requires no ground control points. In addition, the method is built upon wrapped phases of interferograms, eliminating the need of phase unwrapping. The performance of the proposed model is validated using both simulated and real data sets. The demo codes of the proposed model are also provided for reference. © 2013 IEEE.
Fottrell, Edward; Byass, Peter; Berhane, Yemane
2008-03-25
As in any measurement process, a certain amount of error may be expected in routine population surveillance operations such as those in demographic surveillance sites (DSSs). Vital events are likely to be missed and errors made no matter what method of data capture is used or what quality control procedures are in place. The extent to which random errors in large, longitudinal datasets affect overall health and demographic profiles has important implications for the role of DSSs as platforms for public health research and clinical trials. Such knowledge is also of particular importance if the outputs of DSSs are to be extrapolated and aggregated with realistic margins of error and validity. This study uses the first 10-year dataset from the Butajira Rural Health Project (BRHP) DSS, Ethiopia, covering approximately 336,000 person-years of data. Simple programmes were written to introduce random errors and omissions into new versions of the definitive 10-year Butajira dataset. Key parameters of sex, age, death, literacy and roof material (an indicator of poverty) were selected for the introduction of errors based on their obvious importance in demographic and health surveillance and their established significant associations with mortality. Defining the original 10-year dataset as the 'gold standard' for the purposes of this investigation, population, age and sex compositions and Poisson regression models of mortality rate ratios were compared between each of the intentionally erroneous datasets and the original 'gold standard' 10-year data. The composition of the Butajira population was well represented despite introducing random errors, and differences between population pyramids based on the derived datasets were subtle. Regression analyses of well-established mortality risk factors were largely unaffected even by relatively high levels of random errors in the data. The low sensitivity of parameter estimates and regression analyses to significant amounts of
Directory of Open Access Journals (Sweden)
Berhane Yemane
2008-03-01
estimates and regression analyses to significant amounts of randomly introduced errors indicates a high level of robustness of the dataset. This apparent inertia of population parameter estimates to simulated errors is largely due to the size of the dataset. Tolerable margins of random error in DSS data may exceed 20%. While this is not an argument in favour of poor quality data, reducing the time and valuable resources spent on detecting and correcting random errors in routine DSS operations may be justifiable as the returns from such procedures diminish with increasing overall accuracy. The money and effort currently spent on endlessly correcting DSS datasets would perhaps be better spent on increasing the surveillance population size and geographic spread of DSSs and analysing and disseminating research findings.
Directory of Open Access Journals (Sweden)
Marc Baguelin
2011-02-01
Full Text Available Estimating the age-specific incidence of an emerging pathogen is essential for understanding its severity and transmission dynamics. This paper describes a statistical method that uses likelihoods to estimate incidence from sequential serological data. The method requires information on seroconversion intervals and allows integration of information on the temporal distribution of cases from clinical surveillance. Among a family of candidate incidences, a likelihood function is derived by reconstructing the change in seroprevalence from seroconversion following infection and comparing it with the observed sequence of positivity among the samples. This method is applied to derive the cumulative and weekly incidence of A/H1N1 pandemic influenza in England during the second wave using sera taken between September 2009 and February 2010 in four age groups (1-4, 5-14, 15-24, 25-44 years. The highest cumulative incidence was in 5-14 year olds (59%, 95% credible interval (CI: 52%, 68% followed by 1-4 year olds (49%, 95% CI: 38%, 61%, rates 20 and 40 times higher respectively than estimated from clinical surveillance. The method provides a more accurate and continuous measure of incidence than achieved by comparing prevalence in samples grouped by time period.
On the BER and capacity analysis of MIMO MRC systems with channel estimation error
Yang, Liang
2011-10-01
In this paper, we investigate the effect of channel estimation error on the capacity and bit-error rate (BER) of a multiple-input multiple-output (MIMO) transmit maximal ratio transmission (MRT) and receive maximal ratio combining (MRC) systems over uncorrelated Rayleigh fading channels. We first derive the ergodic (average) capacity expressions for such systems when power adaptation is applied at the transmitter. The exact capacity expression for the uniform power allocation case is also presented. Furthermore, to investigate the diversity order of MIMO MRT-MRC scheme, we derive the BER performance under a uniform power allocation policy. We also present an asymptotic BER performance analysis for the MIMO MRT-MRC system with multiuser diversity. The numerical results are given to illustrate the sensitivity of the main performance to the channel estimation error and the tightness of the approximate cutoff value. © 2011 IEEE.
Directory of Open Access Journals (Sweden)
Khasanov Zimfir
2018-01-01
Full Text Available The article reviews the capabilities and particularities of the approach to the improvement of metrological characteristics of fiber-optic pressure sensors (FOPS based on estimation estimation of dynamic errors in laser optoelectronic dimension gauges for geometric measurement of details. It is shown that the proposed criteria render new methods for conjugation of optoelectronic converters in the dimension gauge for geometric measurements in order to reduce the speed and volume requirements for the Random Access Memory (RAM of the video controller which process the signal. It is found that the lower relative error, the higher the interrogetion speed of the CCD array. It is shown that thus, the maximum achievable dynamic accuracy characteristics of the optoelectronic gauge are determined by the following conditions: the parameter stability of the electronic circuits in the CCD array and the microprocessor calculator; linearity of characteristics; error dynamics and noise in all electronic circuits of the CCD array and microprocessor calculator.
Impact of Channel Estimation Errors on Multiuser Detection via the Replica Method
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Li Husheng
2005-01-01
Full Text Available For practical wireless DS-CDMA systems, channel estimation is imperfect due to noise and interference. In this paper, the impact of channel estimation errors on multiuser detection (MUD is analyzed under the framework of the replica method. System performance is obtained in the large system limit for optimal MUD, linear MUD, and turbo MUD, and is validated by numerical results for finite systems.
Some error estimates for the lumped mass finite element method for a parabolic problem
Chatzipantelidis, P.
2012-01-01
We study the spatially semidiscrete lumped mass method for the model homogeneous heat equation with homogeneous Dirichlet boundary conditions. Improving earlier results we show that known optimal order smooth initial data error estimates for the standard Galerkin method carry over to the lumped mass method whereas nonsmooth initial data estimates require special assumptions on the triangulation. We also discuss the application to time discretization by the backward Euler and Crank-Nicolson methods. © 2011 American Mathematical Society.
Directory of Open Access Journals (Sweden)
Sarah Ehlers
2018-04-01
Full Text Available Today, non-expensive remote sensing (RS data from different sensors and platforms can be obtained at short intervals and be used for assessing several kinds of forest characteristics at the level of plots, stands and landscapes. Methods such as composite estimation and data assimilation can be used for combining the different sources of information to obtain up-to-date and precise estimates of the characteristics of interest. In composite estimation a standard procedure is to assign weights to the different individual estimates inversely proportional to their variance. However, in case the estimates are correlated, the correlations must be considered in assigning weights or otherwise a composite estimator may be inefficient and its variance be underestimated. In this study we assessed the correlation of plot level estimates of forest characteristics from different RS datasets, between assessments using the same type of sensor as well as across different sensors. The RS data evaluated were SPOT-5 multispectral data, 3D airborne laser scanning data, and TanDEM-X interferometric radar data. Studies were made for plot level mean diameter, mean height, and growing stock volume. All data were acquired from a test site dominated by coniferous forest in southern Sweden. We found that the correlation between plot level estimates based on the same type of RS data were positive and strong, whereas the correlations between estimates using different sources of RS data were not as strong, and weaker for mean height than for mean diameter and volume. The implications of such correlations in composite estimation are demonstrated and it is discussed how correlations may affect results from data assimilation procedures.
Dreano, Denis; Tandeo, P.; Pulido, M.; Ait-El-Fquih, Boujemaa; Chonavel, T.; Hoteit, Ibrahim
2017-01-01
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended
International Nuclear Information System (INIS)
Vasil'ev, A.P.; Krepkij, A.S.; Lukin, A.V.; Mikhal'kova, A.G.; Orlov, A.I.; Perezhogin, V.D.; Samojlova, L.Yu.; Sokolov, Yu.A.; Terekhin, V.A.; Chernukhin, Yu.I.
1991-01-01
Critical mass experiments were performed using assemblies which simulated one-dimensional lattice consisting of shielding containers with metal fissile materials. Calculations of the criticality of the above assemblies were carried out using the KLAN program with the BAS neutron constants. Errors in the calculations of the criticality for one-, two-, and three-dimensional lattices are estimated. 3 refs.; 1 tab
Error Estimates for a Semidiscrete Finite Element Method for Fractional Order Parabolic Equations
Jin, Bangti; Lazarov, Raytcho; Zhou, Zhi
2013-01-01
initial data, i.e., ν ∈ H2(Ω) ∩ H0 1(Ω) and ν ∈ L2(Ω). For the lumped mass method, the optimal L2-norm error estimate is valid only under an additional assumption on the mesh, which in two dimensions is known to be satisfied for symmetric meshes. Finally
A novel multitemporal insar model for joint estimation of deformation rates and orbital errors
Zhang, Lei; Ding, Xiaoli; Lu, Zhong; Jung, Hyungsup; Hu, Jun; Feng, Guangcai
2014-01-01
be corrected efficiently and reliably. We propose a novel model that is able to jointly estimate deformation rates and orbital errors based on the different spatialoral characteristics of the two types of signals. The proposed model is able to isolate a long
L∞-error estimates of a finite element method for the Hamilton-Jacobi-Bellman equations
International Nuclear Information System (INIS)
Bouldbrachene, M.
1994-11-01
We study the finite element approximation for the solution of the Hamilton-Jacobi-Bellman equations involving a system of quasi-variational inequalities (QVI). We also give the optimal L ∞ -error estimates, using the concepts of subsolutions and discrete regularity. (author). 7 refs
An error bound estimate and convergence of the Nodal-LTS N solution in a rectangle
International Nuclear Information System (INIS)
Hauser, Eliete Biasotto; Pazos, Ruben Panta; Tullio de Vilhena, Marco
2005-01-01
In this work, we report the mathematical analysis concerning error bound estimate and convergence of the Nodal-LTS N solution in a rectangle. For such we present an efficient algorithm, called LTS N 2D-Diag solution for Cartesian geometry
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Karátson, J.
2017-01-01
Roč. 210, January 2017 (2017), s. 155-164 ISSN 0377-0427 Institutional support: RVO:68145535 Keywords : finite difference method * error estimates * matrix splitting * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www. science direct.com/ science /article/pii/S0377042716301492?via%3Dihub
Partial-Interval Estimation of Count: Uncorrected and Poisson-Corrected Error Levels
Yoder, Paul J.; Ledford, Jennifer R.; Harbison, Amy L.; Tapp, Jon T.
2018-01-01
A simulation study that used 3,000 computer-generated event streams with known behavior rates, interval durations, and session durations was conducted to test whether the main and interaction effects of true rate and interval duration affect the error level of uncorrected and Poisson-transformed (i.e., "corrected") count as estimated by…
Estimation of chromatic errors from broadband images for high contrast imaging
Sirbu, Dan; Belikov, Ruslan
2015-09-01
Usage of an internal coronagraph with an adaptive optical system for wavefront correction for direct imaging of exoplanets is currently being considered for many mission concepts, including as an instrument addition to the WFIRST-AFTA mission to follow the James Web Space Telescope. The main technical challenge associated with direct imaging of exoplanets with an internal coronagraph is to effectively control both the diffraction and scattered light from the star so that the dim planetary companion can be seen. For the deformable mirror (DM) to recover a dark hole region with sufficiently high contrast in the image plane, wavefront errors are usually estimated using probes on the DM. To date, most broadband lab demonstrations use narrowband filters to estimate the chromaticity of the wavefront error, but this reduces the photon flux per filter and requires a filter system. Here, we propose a method to estimate the chromaticity of wavefront errors using only a broadband image. This is achieved by using special DM probes that have sufficient chromatic diversity. As a case example, we simulate the retrieval of the spectrum of the central wavelength from broadband images for a simple shaped- pupil coronagraph with a conjugate DM and compute the resulting estimation error.
L∞-error estimate for a system of elliptic quasivariational inequalities
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M. Boulbrachene
2003-01-01
Full Text Available We deal with the numerical analysis of a system of elliptic quasivariational inequalities (QVIs. Under W2,p(Ω-regularity of the continuous solution, a quasi-optimal L∞-convergence of a piecewise linear finite element method is established, involving a monotone algorithm of Bensoussan-Lions type and standard uniform error estimates known for elliptic variational inequalities (VIs.
Some examples of the estimation of error for calorimetric assay of plutonium-bearing solids
International Nuclear Information System (INIS)
Rodenburg, W.W.
1977-04-01
This report provides numerical examples of error estimation and related measurement assurance programs for the calorimetric assay of plutonium. It is primarily intended for users who do not consider themselves experts in the field of calorimetry. These examples will provide practical and useful information in establishing a calorimetric assay capability which fulfills regulatory requirements. 10 tables, 5 figures
A Generalizability Theory Approach to Standard Error Estimates for Bookmark Standard Settings
Lee, Guemin; Lewis, Daniel M.
2008-01-01
The bookmark standard-setting procedure is an item response theory-based method that is widely implemented in state testing programs. This study estimates standard errors for cut scores resulting from bookmark standard settings under a generalizability theory model and investigates the effects of different universes of generalization and error…
Statistical error estimation of the Feynman-α method using the bootstrap method
International Nuclear Information System (INIS)
Endo, Tomohiro; Yamamoto, Akio; Yagi, Takahiro; Pyeon, Cheol Ho
2016-01-01
Applicability of the bootstrap method is investigated to estimate the statistical error of the Feynman-α method, which is one of the subcritical measurement techniques on the basis of reactor noise analysis. In the Feynman-α method, the statistical error can be simply estimated from multiple measurements of reactor noise, however it requires additional measurement time to repeat the multiple times of measurements. Using a resampling technique called 'bootstrap method' standard deviation and confidence interval of measurement results obtained by the Feynman-α method can be estimated as the statistical error, using only a single measurement of reactor noise. In order to validate our proposed technique, we carried out a passive measurement of reactor noise without any external source, i.e. with only inherent neutron source by spontaneous fission and (α,n) reactions in nuclear fuels at the Kyoto University Criticality Assembly. Through the actual measurement, it is confirmed that the bootstrap method is applicable to approximately estimate the statistical error of measurement results obtained by the Feynman-α method. (author)
A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series
Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.
2011-01-01
Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…
Can i just check...? Effects of edit check questions on measurement error and survey estimates
Lugtig, Peter; Jäckle, Annette
2014-01-01
Household income is difficult to measure, since it requires the collection of information about all potential income sources for each member of a household.Weassess the effects of two types of edit check questions on measurement error and survey estimates: within-wave edit checks use responses to
On Estimation of the A-norm of the Error in CG and PCG
Czech Academy of Sciences Publication Activity Database
Strakoš, Zdeněk; Tichý, Petr
2003-01-01
Roč. 3, - (2003), s. 553-554 ISSN 1617-7061. [GAMM. Padua, 24.03.2003-28.03.2003] R&D Projects: GA ČR GA201/02/0595 Institutional research plan: CEZ:AV0Z1030915 Keywords : preconditioned conjugate gradient * error estimates * stopping criteria Subject RIV: BA - General Mathematics
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Karátson, J.
2017-01-01
Roč. 210, January 2017 (2017), s. 155-164 ISSN 0377-0427 Institutional support: RVO:68145535 Keywords : finite difference method * error estimates * matrix splitting * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www.sciencedirect.com/science/article/pii/S0377042716301492?via%3Dihub
Estimating the annotation error rate of curated GO database sequence annotations
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Brown Alfred L
2007-05-01
Full Text Available Abstract Background Annotations that describe the function of sequences are enormously important to researchers during laboratory investigations and when making computational inferences. However, there has been little investigation into the data quality of sequence function annotations. Here we have developed a new method of estimating the error rate of curated sequence annotations, and applied this to the Gene Ontology (GO sequence database (GOSeqLite. This method involved artificially adding errors to sequence annotations at known rates, and used regression to model the impact on the precision of annotations based on BLAST matched sequences. Results We estimated the error rate of curated GO sequence annotations in the GOSeqLite database (March 2006 at between 28% and 30%. Annotations made without use of sequence similarity based methods (non-ISS had an estimated error rate of between 13% and 18%. Annotations made with the use of sequence similarity methodology (ISS had an estimated error rate of 49%. Conclusion While the overall error rate is reasonably low, it would be prudent to treat all ISS annotations with caution. Electronic annotators that use ISS annotations as the basis of predictions are likely to have higher false prediction rates, and for this reason designers of these systems should consider avoiding ISS annotations where possible. Electronic annotators that use ISS annotations to make predictions should be viewed sceptically. We recommend that curators thoroughly review ISS annotations before accepting them as valid. Overall, users of curated sequence annotations from the GO database should feel assured that they are using a comparatively high quality source of information.
Jones, Reese E.; Mandadapu, Kranthi K.
2012-04-01
We present a rigorous Green-Kubo methodology for calculating transport coefficients based on on-the-fly estimates of: (a) statistical stationarity of the relevant process, and (b) error in the resulting coefficient. The methodology uses time samples efficiently across an ensemble of parallel replicas to yield accurate estimates, which is particularly useful for estimating the thermal conductivity of semi-conductors near their Debye temperatures where the characteristic decay times of the heat flux correlation functions are large. Employing and extending the error analysis of Zwanzig and Ailawadi [Phys. Rev. 182, 280 (1969)], 10.1103/PhysRev.182.280 and Frenkel [in Proceedings of the International School of Physics "Enrico Fermi", Course LXXV (North-Holland Publishing Company, Amsterdam, 1980)] to the integral of correlation, we are able to provide tight theoretical bounds for the error in the estimate of the transport coefficient. To demonstrate the performance of the method, four test cases of increasing computational cost and complexity are presented: the viscosity of Ar and water, and the thermal conductivity of Si and GaN. In addition to producing accurate estimates of the transport coefficients for these materials, this work demonstrates precise agreement of the computed variances in the estimates of the correlation and the transport coefficient with the extended theory based on the assumption that fluctuations follow a Gaussian process. The proposed algorithm in conjunction with the extended theory enables the calculation of transport coefficients with the Green-Kubo method accurately and efficiently.
Using cell phone location to assess misclassification errors in air pollution exposure estimation.
Yu, Haofei; Russell, Armistead; Mulholland, James; Huang, Zhijiong
2018-02-01
Air pollution epidemiologic and health impact studies often rely on home addresses to estimate individual subject's pollution exposure. In this study, we used detailed cell phone location data, the call detail record (CDR), to account for the impact of spatiotemporal subject mobility on estimates of ambient air pollutant exposure. This approach was applied on a sample with 9886 unique simcard IDs in Shenzhen, China, on one mid-week day in October 2013. Hourly ambient concentrations of six chosen pollutants were simulated by the Community Multi-scale Air Quality model fused with observational data, and matched with detailed location data for these IDs. The results were compared with exposure estimates using home addresses to assess potential exposure misclassification errors. We found the misclassifications errors are likely to be substantial when home location alone is applied. The CDR based approach indicates that the home based approach tends to over-estimate exposures for subjects with higher exposure levels and under-estimate exposures for those with lower exposure levels. Our results show that the cell phone location based approach can be used to assess exposure misclassification error and has the potential for improving exposure estimates in air pollution epidemiology studies. Copyright © 2017 Elsevier Ltd. All rights reserved.
Wilson, Robert M.; Franklin, M. Rose (Technical Monitor)
2000-01-01
Since 1750, the number of cataclysmic volcanic eruptions (i.e., those having a volcanic explosivity index, or VEI, equal to 4 or larger) per decade is found to span 2-11, with 96% located in the tropics and extra-tropical Northern Hemisphere, A two-point moving average of the time series has higher values since the 1860s than before, measuring 8.00 in the 1910s (the highest value) and measuring 6.50 in the 1980s, the highest since the 18 1 0s' peak. On the basis of the usual behavior of the first difference of the two-point moving averages, one infers that the two-point moving average for the 1990s will measure about 6.50 +/- 1.00, implying that about 7 +/- 4 cataclysmic volcanic eruptions should be expected during the present decade (2000-2009). Because cataclysmic volcanic eruptions (especially, those having VEI equal to 5 or larger) nearly always have been associated with episodes of short-term global cooling, the occurrence of even one could ameliorate the effects of global warming. Poisson probability distributions reveal that the probability of one or more VEI equal to 4 or larger events occurring within the next ten years is >99%, while it is about 49% for VEI equal to 5 or larger events and 18% for VEI equal to 6 or larger events. Hence, the likelihood that a, climatically significant volcanic eruption will occur within the next 10 years appears reasonably high.
Evolutionary enhancement of the SLIM-MAUD method of estimating human error rates
International Nuclear Information System (INIS)
Zamanali, J.H.; Hubbard, F.R.; Mosleh, A.; Waller, M.A.
1992-01-01
The methodology described in this paper assigns plant-specific dynamic human error rates (HERs) for individual plant examinations based on procedural difficulty, on configuration features, and on the time available to perform the action. This methodology is an evolutionary improvement of the success likelihood index methodology (SLIM-MAUD) for use in systemic scenarios. It is based on the assumption that the HER in a particular situation depends of the combined effects of a comprehensive set of performance-shaping factors (PSFs) that influence the operator's ability to perform the action successfully. The PSFs relate the details of the systemic scenario in which the action must be performed according to the operator's psychological and cognitive condition
Audit of the global carbon budget: estimate errors and their impact on uptake uncertainty
Ballantyne, A. P.; Andres, R.; Houghton, R.; Stocker, B. D.; Wanninkhof, R.; Anderegg, W.; Cooper, L. A.; DeGrandpre, M.; Tans, P. P.; Miller, J. B.; Alden, C.; White, J. W. C.
2015-04-01
Over the last 5 decades monitoring systems have been developed to detect changes in the accumulation of carbon (C) in the atmosphere and ocean; however, our ability to detect changes in the behavior of the global C cycle is still hindered by measurement and estimate errors. Here we present a rigorous and flexible framework for assessing the temporal and spatial components of estimate errors and their impact on uncertainty in net C uptake by the biosphere. We present a novel approach for incorporating temporally correlated random error into the error structure of emission estimates. Based on this approach, we conclude that the 2σ uncertainties of the atmospheric growth rate have decreased from 1.2 Pg C yr-1 in the 1960s to 0.3 Pg C yr-1 in the 2000s due to an expansion of the atmospheric observation network. The 2σ uncertainties in fossil fuel emissions have increased from 0.3 Pg C yr-1 in the 1960s to almost 1.0 Pg C yr-1 during the 2000s due to differences in national reporting errors and differences in energy inventories. Lastly, while land use emissions have remained fairly constant, their errors still remain high and thus their global C uptake uncertainty is not trivial. Currently, the absolute errors in fossil fuel emissions rival the total emissions from land use, highlighting the extent to which fossil fuels dominate the global C budget. Because errors in the atmospheric growth rate have decreased faster than errors in total emissions have increased, a ~20% reduction in the overall uncertainty of net C global uptake has occurred. Given all the major sources of error in the global C budget that we could identify, we are 93% confident that terrestrial C uptake has increased and 97% confident that ocean C uptake has increased over the last 5 decades. Thus, it is clear that arguably one of the most vital ecosystem services currently provided by the biosphere is the continued removal of approximately half of atmospheric CO2 emissions from the atmosphere
Balzer, Laura B; Zheng, Wenjing; van der Laan, Mark J; Petersen, Maya L
2018-01-01
We often seek to estimate the impact of an exposure naturally occurring or randomly assigned at the cluster-level. For example, the literature on neighborhood determinants of health continues to grow. Likewise, community randomized trials are applied to learn about real-world implementation, sustainability, and population effects of interventions with proven individual-level efficacy. In these settings, individual-level outcomes are correlated due to shared cluster-level factors, including the exposure, as well as social or biological interactions between individuals. To flexibly and efficiently estimate the effect of a cluster-level exposure, we present two targeted maximum likelihood estimators (TMLEs). The first TMLE is developed under a non-parametric causal model, which allows for arbitrary interactions between individuals within a cluster. These interactions include direct transmission of the outcome (i.e. contagion) and influence of one individual's covariates on another's outcome (i.e. covariate interference). The second TMLE is developed under a causal sub-model assuming the cluster-level and individual-specific covariates are sufficient to control for confounding. Simulations compare the alternative estimators and illustrate the potential gains from pairing individual-level risk factors and outcomes during estimation, while avoiding unwarranted assumptions. Our results suggest that estimation under the sub-model can result in bias and misleading inference in an observational setting. Incorporating working assumptions during estimation is more robust than assuming they hold in the underlying causal model. We illustrate our approach with an application to HIV prevention and treatment.
Carroll, Raymond J.
2011-03-01
In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment or dosage, the conditional mean of the response, Y , is often anticipated to be a monotone function of X. Indeed, if this regression mean is not monotone (in the appropriate direction) then the medical or commercial value of the treatment is likely to be significantly curtailed, at least for values of X that lie beyond the point at which monotonicity fails. In the case of a density, common shape constraints include log-concavity and unimodality. If we can correctly guess the shape of a curve, then nonparametric estimators can be improved by taking this information into account. Addressing such problems requires a method for testing the hypothesis that the curve of interest satisfies a shape constraint, and, if the conclusion of the test is positive, a technique for estimating the curve subject to the constraint. Nonparametric methodology for solving these problems already exists, but only in cases where the covariates are observed precisely. However in many problems, data can only be observed with measurement errors, and the methods employed in the error-free case typically do not carry over to this error context. In this paper we develop a novel approach to hypothesis testing and function estimation under shape constraints, which is valid in the context of measurement errors. Our method is based on tilting an estimator of the density or the regression mean until it satisfies the shape constraint, and we take as our test statistic the distance through which it is tilted. Bootstrap methods are used to calibrate the test. The constrained curve estimators that we develop are also based on tilting, and in that context our work has points of contact with methodology in the error-free case.
Elbouchikhi, Elhoussin; Choqueuse, Vincent; Benbouzid, Mohamed
2016-07-01
Condition monitoring of electric drives is of paramount importance since it contributes to enhance the system reliability and availability. Moreover, the knowledge about the fault mode behavior is extremely important in order to improve system protection and fault-tolerant control. Fault detection and diagnosis in squirrel cage induction machines based on motor current signature analysis (MCSA) has been widely investigated. Several high resolution spectral estimation techniques have been developed and used to detect induction machine abnormal operating conditions. This paper focuses on the application of MCSA for the detection of abnormal mechanical conditions that may lead to induction machines failure. In fact, this paper is devoted to the detection of single-point defects in bearings based on parametric spectral estimation. A multi-dimensional MUSIC (MD MUSIC) algorithm has been developed for bearing faults detection based on bearing faults characteristic frequencies. This method has been used to estimate the fundamental frequency and the fault related frequency. Then, an amplitude estimator of the fault characteristic frequencies has been proposed and fault indicator has been derived for fault severity measurement. The proposed bearing faults detection approach is assessed using simulated stator currents data, issued from a coupled electromagnetic circuits approach for air-gap eccentricity emulating bearing faults. Then, experimental data are used for validation purposes. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.
2015-08-01
Software] Ross Ihaka and Robert Gentleman, University of Auckland , New Zealand), which are used to estimate an intercept and a slope using the BR method...Stuart A. The Advanced Theory of Statistics, 3rd ed.; Griffin and Company, Ltd.: London, 1969; Vol. 1. 11. Jefferys, H. An Invariant Form for
Estimation of sampling error uncertainties in observed surface air temperature change in China
Hua, Wei; Shen, Samuel S. P.; Weithmann, Alexander; Wang, Huijun
2017-08-01
This study examines the sampling error uncertainties in the monthly surface air temperature (SAT) change in China over recent decades, focusing on the uncertainties of gridded data, national averages, and linear trends. Results indicate that large sampling error variances appear at the station-sparse area of northern and western China with the maximum value exceeding 2.0 K2 while small sampling error variances are found at the station-dense area of southern and eastern China with most grid values being less than 0.05 K2. In general, the negative temperature existed in each month prior to the 1980s, and a warming in temperature began thereafter, which accelerated in the early and mid-1990s. The increasing trend in the SAT series was observed for each month of the year with the largest temperature increase and highest uncertainty of 0.51 ± 0.29 K (10 year)-1 occurring in February and the weakest trend and smallest uncertainty of 0.13 ± 0.07 K (10 year)-1 in August. The sampling error uncertainties in the national average annual mean SAT series are not sufficiently large to alter the conclusion of the persistent warming in China. In addition, the sampling error uncertainties in the SAT series show a clear variation compared with other uncertainty estimation methods, which is a plausible reason for the inconsistent variations between our estimate and other studies during this period.
ERROR BOUNDS FOR SURFACE AREA ESTIMATORS BASED ON CROFTON’S FORMULA
Directory of Open Access Journals (Sweden)
Markus Kiderlen
2011-05-01
Full Text Available According to Crofton's formula, the surface area S(A of a sufficiently regular compact set A in Rd 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 and the mean is approximated by a finite weighted sum bS(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 bS (A/S (A is bounded from below by the inradius of Z and from above by the circumradius of Z. Applying a strengthened isoperimetric inequality due to Bonnesen, we show that the rectangular quadrature rule does not give the best possible error bounds for d =2. In addition, we derive asymptotic behavior of the error (with increasing k in the planar case. The paper concludes with applications to surface area estimation in design-based digital stereology where we show that the weights due to Bonnesen's inequality are better than the usual weights based on the rectangular rule and almost optimal in the sense that the relative error of the surface area estimator is very close to the minimal error.
International Nuclear Information System (INIS)
Seaver, D.A.; Stillwell, W.G.
1983-03-01
This report describes and evaluates several procedures for using expert judgment to estimate human-error probabilities (HEPs) in nuclear power plant operations. These HEPs are currently needed for several purposes, particularly for probabilistic risk assessments. Data do not exist for estimating these HEPs, so expert judgment can provide these estimates in a timely manner. Five judgmental procedures are described here: paired comparisons, ranking and rating, direct numerical estimation, indirect numerical estimation and multiattribute utility measurement. These procedures are evaluated in terms of several criteria: quality of judgments, difficulty of data collection, empirical support, acceptability, theoretical justification, and data processing. Situational constraints such as the number of experts available, the number of HEPs to be estimated, the time available, the location of the experts, and the resources available are discussed in regard to their implications for selecting a procedure for use
Test models for improving filtering with model errors through stochastic parameter estimation
International Nuclear Information System (INIS)
Gershgorin, B.; Harlim, J.; Majda, A.J.
2010-01-01
The filtering skill for turbulent signals from nature is often limited by model errors created by utilizing an imperfect model for filtering. Updating the parameters in the imperfect model through stochastic parameter estimation is one way to increase filtering skill and model performance. Here a suite of stringent test models for filtering with stochastic parameter estimation is developed based on the Stochastic Parameterization Extended Kalman Filter (SPEKF). These new SPEKF-algorithms systematically correct both multiplicative and additive biases and involve exact formulas for propagating the mean and covariance including the parameters in the test model. A comprehensive study is presented of robust parameter regimes for increasing filtering skill through stochastic parameter estimation for turbulent signals as the observation time and observation noise are varied and even when the forcing is incorrectly specified. The results here provide useful guidelines for filtering turbulent signals in more complex systems with significant model errors.
Development of a framework to estimate human error for diagnosis tasks in advanced control room
International Nuclear Information System (INIS)
Kim, Ar Ryum; Jang, In Seok; Seong, Proong Hyun
2014-01-01
In the emergency situation of nuclear power plants (NPPs), a diagnosis of the occurring events is crucial for managing or controlling the plant to a safe and stable condition. If the operators fail to diagnose the occurring events or relevant situations, their responses can eventually inappropriate or inadequate Accordingly, huge researches have been performed to identify the cause of diagnosis error and estimate the probability of diagnosis error. D.I Gertman et al. asserted that 'the cognitive failures stem from erroneous decision-making, poor understanding of rules and procedures, and inadequate problem solving and this failures may be due to quality of data and people's capacity for processing information'. Also many researchers have asserted that human-system interface (HSI), procedure, training and available time are critical factors to cause diagnosis error. In nuclear power plants, a diagnosis of the event is critical for safe condition of the system. As advanced main control room is being adopted in nuclear power plants, the operators may obtain the plant data via computer-based HSI and procedure. Also many researchers have asserted that HSI, procedure, training and available time are critical factors to cause diagnosis error. In this regards, using simulation data, diagnosis errors and its causes were identified. From this study, some useful insights to reduce diagnosis errors of operators in advanced main control room were provided
Directory of Open Access Journals (Sweden)
Seung Oh Lee
2013-10-01
Full Text Available Collection and investigation of flood information are essential to understand the nature of floods, but this has proved difficult in data-poor environments, or in developing or under-developed countries due to economic and technological limitations. The development of remote sensing data, GIS, and modeling techniques have, therefore, proved to be useful tools in the analysis of the nature of floods. Accordingly, this study attempts to estimate a flood discharge using the generalized likelihood uncertainty estimation (GLUE methodology and a 1D hydraulic model, with remote sensing data and topographic data, under the assumed condition that there is no gauge station in the Missouri river, Nebraska, and Wabash River, Indiana, in the United States. The results show that the use of Landsat leads to a better discharge approximation on a large-scale reach than on a small-scale. Discharge approximation using the GLUE depended on the selection of likelihood measures. Consideration of physical conditions in study reaches could, therefore, contribute to an appropriate selection of informal likely measurements. The river discharge assessed by using Landsat image and the GLUE Methodology could be useful in supplementing flood information for flood risk management at a planning level in ungauged basins. However, it should be noted that this approach to the real-time application might be difficult due to the GLUE procedure.
International Nuclear Information System (INIS)
Vincent, C.H.
1982-01-01
Bayes' principle is applied to the differential counting measurement of a positive quantity in which the statistical errors are not necessarily small in relation to the true value of the quantity. The methods of estimation derived are found to give consistent results and to avoid the anomalous negative estimates sometimes obtained by conventional methods. One of the methods given provides a simple means of deriving the required estimates from conventionally presented results and appears to have wide potential applications. Both methods provide the actual posterior probability distribution of the quantity to be measured. A particularly important potential application is the correction of counts on low radioacitvity samples for background. (orig.)
Error Estimates for Approximate Solutions of the Riccati Equation with Real or Complex Potentials
Finster, Felix; Smoller, Joel
2010-09-01
A method is presented for obtaining rigorous error estimates for approximate solutions of the Riccati equation, with real or complex potentials. Our main tool is to derive invariant region estimates for complex solutions of the Riccati equation. We explain the general strategy for applying these estimates and illustrate the method in typical examples, where the approximate solutions are obtained by gluing together WKB and Airy solutions of corresponding one-dimensional Schrödinger equations. Our method is motivated by, and has applications to, the analysis of linear wave equations in the geometry of a rotating black hole.
Energy Technology Data Exchange (ETDEWEB)
Kunin, Victor; Engelbrektson, Anna; Ochman, Howard; Hugenholtz, Philip
2009-08-01
Massively parallel pyrosequencing of the small subunit (16S) ribosomal RNA gene has revealed that the extent of rare microbial populations in several environments, the 'rare biosphere', is orders of magnitude higher than previously thought. One important caveat with this method is that sequencing error could artificially inflate diversity estimates. Although the per-base error of 16S rDNA amplicon pyrosequencing has been shown to be as good as or lower than Sanger sequencing, no direct assessments of pyrosequencing errors on diversity estimates have been reported. Using only Escherichia coli MG1655 as a reference template, we find that 16S rDNA diversity is grossly overestimated unless relatively stringent read quality filtering and low clustering thresholds are applied. In particular, the common practice of removing reads with unresolved bases and anomalous read lengths is insufficient to ensure accurate estimates of microbial diversity. Furthermore, common and reproducible homopolymer length errors can result in relatively abundant spurious phylotypes further confounding data interpretation. We suggest that stringent quality-based trimming of 16S pyrotags and clustering thresholds no greater than 97% identity should be used to avoid overestimates of the rare biosphere.
Energy Technology Data Exchange (ETDEWEB)
Jang, Seunghyun; Jae, Moosung [Hanyang University, Seoul (Korea, Republic of)
2016-10-15
The human failure events (HFEs) are considered in the development of system fault trees as well as accident sequence event trees in part of Probabilistic Safety Assessment (PSA). As a method for analyzing the human error, several methods, such as Technique for Human Error Rate Prediction (THERP), Human Cognitive Reliability (HCR), and Standardized Plant Analysis Risk-Human Reliability Analysis (SPAR-H) are used and new methods for human reliability analysis (HRA) are under developing at this time. This paper presents a dynamic HRA method for assessing the human failure events and estimation of human error probability for filtered containment venting system (FCVS) is performed. The action associated with implementation of the containment venting during a station blackout sequence is used as an example. In this report, dynamic HRA method was used to analyze FCVS-related operator action. The distributions of the required time and the available time were developed by MAAP code and LHS sampling. Though the numerical calculations given here are only for illustrative purpose, the dynamic HRA method can be useful tools to estimate the human error estimation and it can be applied to any kind of the operator actions, including the severe accident management strategy.
Accuracy and Sources of Error for an Angle Independent Volume Flow Estimator
DEFF Research Database (Denmark)
Jensen, Jonas; Olesen, Jacob Bjerring; Hansen, Peter Møller
2014-01-01
This paper investigates sources of error for a vector velocity volume flow estimator. Quantification of the estima tor’s accuracy is performed theoretically and investigated in vivo . Womersley’s model for pulsatile flow is used to simulate velo city profiles and calculate volume flow errors....... A BK Medical UltraView 800 ultrasound scanner with a 9 MHz linear array transducer is used to obtain Vector Flow Imaging sequences of a superficial part of the fistulas. Cross-sectional diameters of each fistu la are measured on B-mode images by rotating the scan plane 90 degrees. The major axis...
Estimation of the wind turbine yaw error by support vector machines
DEFF Research Database (Denmark)
Sheibat-Othman, Nida; Othman, Sami; Tayari, Raoaa
2015-01-01
Wind turbine yaw error information is of high importance in controlling wind turbine power and structural load. Normally used wind vanes are imprecise. In this work, the estimation of yaw error in wind turbines is studied using support vector machines for regression (SVR). As the methodology...... is data-based, simulated data from a high fidelity aero-elastic model is used for learning. The model simulates a variable speed horizontal-axis wind turbine composed of three blades and a full converter. Both partial load (blade angles fixed at 0 deg) and full load zones (active pitch actuators...
Directory of Open Access Journals (Sweden)
Kim Hyang-Mi
2012-09-01
Full Text Available Abstract Background In epidemiological studies, it is often not possible to measure accurately exposures of participants even if their response variable can be measured without error. When there are several groups of subjects, occupational epidemiologists employ group-based strategy (GBS for exposure assessment to reduce bias due to measurement errors: individuals of a group/job within study sample are assigned commonly to the sample mean of exposure measurements from their group in evaluating the effect of exposure on the response. Therefore, exposure is estimated on an ecological level while health outcomes are ascertained for each subject. Such study design leads to negligible bias in risk estimates when group means are estimated from ‘large’ samples. However, in many cases, only a small number of observations are available to estimate the group means, and this causes bias in the observed exposure-disease association. Also, the analysis in a semi-ecological design may involve exposure data with the majority missing and the rest observed with measurement errors and complete response data collected with ascertainment. Methods In workplaces groups/jobs are naturally ordered and this could be incorporated in estimation procedure by constrained estimation methods together with the expectation and maximization (EM algorithms for regression models having measurement error and missing values. Four methods were compared by a simulation study: naive complete-case analysis, GBS, the constrained GBS (CGBS, and the constrained expectation and maximization (CEM. We illustrated the methods in the analysis of decline in lung function due to exposures to carbon black. Results Naive and GBS approaches were shown to be inadequate when the number of exposure measurements is too small to accurately estimate group means. The CEM method appears to be best among them when within each exposure group at least a ’moderate’ number of individuals have their
Wu, Haiyan; Luo, Yi; Feng, Chunliang
2016-12-01
People often align their behaviors with group opinions, known as social conformity. Many neuroscience studies have explored the neuropsychological mechanisms underlying social conformity. Here we employed a coordinate-based meta-analysis on neuroimaging studies of social conformity with the purpose to reveal the convergence of the underlying neural architecture. We identified a convergence of reported activation foci in regions associated with normative decision-making, including ventral striatum (VS), dorsal posterior medial frontal cortex (dorsal pMFC), and anterior insula (AI). Specifically, consistent deactivation of VS and activation of dorsal pMFC and AI are identified when people's responses deviate from group opinions. In addition, the deviation-related responses in dorsal pMFC predict people's conforming behavioral adjustments. These are consistent with current models that disagreement with others might evoke "error" signals, cognitive imbalance, and/or aversive feelings, which are plausibly detected in these brain regions as control signals to facilitate subsequent conforming behaviors. Finally, group opinions result in altered neural correlates of valuation, manifested as stronger responses of VS to stimuli endorsed than disliked by others. Copyright Â© 2016 Elsevier Ltd. All rights reserved.
Kyle, H. Lee; Hucek, Richard R.; Groveman, Brian; Frey, Richard
1990-01-01
The archived Earth radiation budget (ERB) products produced from the Nimbus-7 ERB narrow field-of-view scanner are described. The principal products are broadband outgoing longwave radiation (4.5 to 50 microns), reflected solar radiation (0.2 to 4.8 microns), and the net radiation. Daily and monthly averages are presented on a fixed global equal area (500 sq km), grid for the period May 1979 to May 1980. Two independent algorithms are used to estimate the outgoing fluxes from the observed radiances. The algorithms are described and the results compared. The products are divided into three subsets: the Scene Radiance Tapes (SRT) contain the calibrated radiances; the Sorting into Angular Bins (SAB) tape contains the SAB produced shortwave, longwave, and net radiation products; and the Maximum Likelihood Cloud Estimation (MLCE) tapes contain the MLCE products. The tape formats are described in detail.
Errors in the estimation method for the rejection of vibrations in adaptive optics systems
Kania, Dariusz
2017-06-01
In recent years the problem of the mechanical vibrations impact in adaptive optics (AO) systems has been renewed. These signals are damped sinusoidal signals and have deleterious effect on the system. One of software solutions to reject the vibrations is an adaptive method called AVC (Adaptive Vibration Cancellation) where the procedure has three steps: estimation of perturbation parameters, estimation of the frequency response of the plant, update the reference signal to reject/minimalize the vibration. In the first step a very important problem is the estimation method. A very accurate and fast (below 10 ms) estimation method of these three parameters has been presented in several publications in recent years. The method is based on using the spectrum interpolation and MSD time windows and it can be used to estimate multifrequency signals. In this paper the estimation method is used in the AVC method to increase the system performance. There are several parameters that affect the accuracy of obtained results, e.g. CiR - number of signal periods in a measurement window, N - number of samples in the FFT procedure, H - time window order, SNR, b - number of ADC bits, γ - damping ratio of the tested signal. Systematic errors increase when N, CiR, H decrease and when γ increases. The value for systematic error is approximately 10^-10 Hz/Hz for N = 2048 and CiR = 0.1. This paper presents equations that can used to estimate maximum systematic errors for given values of H, CiR and N before the start of the estimation process.
A TOA-AOA-Based NLOS Error Mitigation Method for Location Estimation
Directory of Open Access Journals (Sweden)
Tianshuang Qiu
2007-12-01
Full Text Available This paper proposes a geometric method to locate a mobile station (MS in a mobile cellular network when both the range and angle measurements are corrupted by non-line-of-sight (NLOS errors. The MS location is restricted to an enclosed region by geometric constraints from the temporal-spatial characteristics of the radio propagation channel. A closed-form equation of the MS position, time of arrival (TOA, angle of arrival (AOA, and angle spread is provided. The solution space of the equation is very large because the angle spreads are random variables in nature. A constrained objective function is constructed to further limit the MS position. A Lagrange multiplier-based solution and a numerical solution are proposed to resolve the MS position. The estimation quality of the estimator in term of Ã¢Â€ÂœbiasedÃ¢Â€Â or Ã¢Â€ÂœunbiasedÃ¢Â€Â is discussed. The scale factors, which may be used to evaluate NLOS propagation level, can be estimated by the proposed method. AOA seen at base stations may be corrected to some degree. The performance comparisons among the proposed method and other hybrid location methods are investigated on different NLOS error models and with two scenarios of cell layout. It is found that the proposed method can deal with NLOS error effectively, and it is attractive for location estimation in cellular networks.
Bias Errors due to Leakage Effects When Estimating Frequency Response Functions
Directory of Open Access Journals (Sweden)
Andreas Josefsson
2012-01-01
Full Text Available Frequency response functions are often utilized to characterize a system's dynamic response. For a wide range of engineering applications, it is desirable to determine frequency response functions for a system under stochastic excitation. In practice, the measurement data is contaminated by noise and some form of averaging is needed in order to obtain a consistent estimator. With Welch's method, the discrete Fourier transform is used and the data is segmented into smaller blocks so that averaging can be performed when estimating the spectrum. However, this segmentation introduces leakage effects. As a result, the estimated frequency response function suffers from both systematic (bias and random errors due to leakage. In this paper the bias error in the H1 and H2-estimate is studied and a new method is proposed to derive an approximate expression for the relative bias error at the resonance frequency with different window functions. The method is based on using a sum of real exponentials to describe the window's deterministic autocorrelation function. Simple expressions are derived for a rectangular window and a Hanning window. The theoretical expressions are verified with numerical simulations and a very good agreement is found between the results from the proposed bias expressions and the empirical results.
International Nuclear Information System (INIS)
Yu Watanabe; Masahito Ueda
2012-01-01
Full text: When we try to obtain information about a quantum system, we need to perform measurement on the system. The measurement process causes unavoidable state change. Heisenberg discussed a thought experiment of the position measurement of a particle by using a gamma-ray microscope, and found a trade-off relation between the error of the measured position and the disturbance in the momentum caused by the measurement process. The trade-off relation epitomizes the complementarity in quantum measurements: we cannot perform a measurement of an observable without causing disturbance in its canonically conjugate observable. However, at the time Heisenberg found the complementarity, quantum measurement theory was not established yet, and Kennard and Robertson's inequality erroneously interpreted as a mathematical formulation of the complementarity. Kennard and Robertson's inequality actually implies the indeterminacy of the quantum state: non-commuting observables cannot have definite values simultaneously. However, Kennard and Robertson's inequality reflects the inherent nature of a quantum state alone, and does not concern any trade-off relation between the error and disturbance in the measurement process. In this talk, we report a resolution to the complementarity in quantum measurements. First, we find that it is necessary to involve the estimation process from the outcome of the measurement for quantifying the error and disturbance in the quantum measurement. We clarify the implicitly involved estimation process in Heisenberg's gamma-ray microscope and other measurement schemes, and formulate the error and disturbance for an arbitrary quantum measurement by using quantum estimation theory. The error and disturbance are defined in terms of the Fisher information, which gives the upper bound of the accuracy of the estimation. Second, we obtain uncertainty relations between the measurement errors of two observables [1], and between the error and disturbance in the
Robust Estimator for Non-Line-of-Sight Error Mitigation in Indoor Localization
Casas, R.; Marco, A.; Guerrero, J. J.; Falcó, J.
2006-12-01
Indoor localization systems are undoubtedly of interest in many application fields. Like outdoor systems, they suffer from non-line-of-sight (NLOS) errors which hinder their robustness and accuracy. Though many ad hoc techniques have been developed to deal with this problem, unfortunately most of them are not applicable indoors due to the high variability of the environment (movement of furniture and of people, etc.). In this paper, we describe the use of robust regression techniques to detect and reject NLOS measures in a location estimation using multilateration. We show how the least-median-of-squares technique can be used to overcome the effects of NLOS errors, even in environments with little infrastructure, and validate its suitability by comparing it to other methods described in the bibliography. We obtained remarkable results when using it in a real indoor positioning system that works with Bluetooth and ultrasound (BLUPS), even when nearly half the measures suffered from NLOS or other coarse errors.
Directory of Open Access Journals (Sweden)
Leszek Klukowski
2012-01-01
Full Text Available This paper presents a review of results of the author in the area of estimation of the relations of equivalence, tolerance and preference within a finite set based on multiple, independent (in a stochastic way pairwise comparisons with random errors, in binary and multivalent forms. These estimators require weaker assumptions than those used in the literature on the subject. Estimates of the relations are obtained based on solutions to problems from discrete optimization. They allow application of both types of comparisons - binary and multivalent (this fact relates to the tolerance and preference relations. The estimates can be verified in a statistical way; in particular, it is possible to verify the type of the relation. The estimates have been applied by the author to problems regarding forecasting, financial engineering and bio-cybernetics. (original abstract
A residual-based a posteriori error estimator for single-phase Darcy flow in fractured porous media
Chen, Huangxin
2016-12-09
In this paper we develop an a posteriori error estimator for a mixed finite element method for single-phase Darcy flow in a two-dimensional fractured porous media. The discrete fracture model is applied to model the fractures by one-dimensional fractures in a two-dimensional domain. We consider Raviart–Thomas mixed finite element method for the approximation of the coupled Darcy flows in the fractures and the surrounding porous media. We derive a robust residual-based a posteriori error estimator for the problem with non-intersecting fractures. The reliability and efficiency of the a posteriori error estimator are established for the error measured in an energy norm. Numerical results verifying the robustness of the proposed a posteriori error estimator are given. Moreover, our numerical results indicate that the a posteriori error estimator also works well for the problem with intersecting fractures.
Pennington, Audrey Flak; Strickland, Matthew J; Klein, Mitchel; Zhai, Xinxin; Russell, Armistead G; Hansen, Craig; Darrow, Lyndsey A
2017-09-01
Prenatal air pollution exposure is frequently estimated using maternal residential location at the time of delivery as a proxy for residence during pregnancy. We describe residential mobility during pregnancy among 19,951 children from the Kaiser Air Pollution and Pediatric Asthma Study, quantify measurement error in spatially resolved estimates of prenatal exposure to mobile source fine particulate matter (PM 2.5 ) due to ignoring this mobility, and simulate the impact of this error on estimates of epidemiologic associations. Two exposure estimates were compared, one calculated using complete residential histories during pregnancy (weighted average based on time spent at each address) and the second calculated using only residence at birth. Estimates were computed using annual averages of primary PM 2.5 from traffic emissions modeled using a Research LINE-source dispersion model for near-surface releases (RLINE) at 250 m resolution. In this cohort, 18.6% of children were born to mothers who moved at least once during pregnancy. Mobile source PM 2.5 exposure estimates calculated using complete residential histories during pregnancy and only residence at birth were highly correlated (r S >0.9). Simulations indicated that ignoring residential mobility resulted in modest bias of epidemiologic associations toward the null, but varied by maternal characteristics and prenatal exposure windows of interest (ranging from -2% to -10% bias).
Optical losses due to tracking error estimation for a low concentrating solar collector
International Nuclear Information System (INIS)
Sallaberry, Fabienne; García de Jalón, Alberto; Torres, José-Luis; Pujol-Nadal, Ramón
2015-01-01
Highlights: • A solar thermal collector with low concentration and one-axis tracking was tested. • A quasi-dynamic testing procedure for IAM was defined for tracking collector. • The adequation between the concentrator optics and the tracking was checked. • The maximum and long-term optical losses due to tracking error were calculated. - Abstract: The determination of the accuracy of a solar tracker used in domestic hot water solar collectors is not yet standardized. However, while using optical concentration devices, it is important to use a solar tracker with adequate precision with regard to the specific optical concentration factor. Otherwise, the concentrator would sustain high optical losses due to the inadequate focusing of the solar radiation onto its receiver, despite having a good quality. This study is focused on the estimation of long-term optical losses due to the tracking error of a low-temperature collector using low-concentration optics. For this purpose, a testing procedure for the incidence angle modifier on the tracking plane is proposed to determinate the acceptance angle of its concentrator even with different longitudinal incidence angles along the focal line plane. Then, the impact of maximum tracking error angle upon the optical efficiency has been determined. Finally, the calculation of the long-term optical error due to the tracking errors, using the design angular tracking error declared by the manufacturer, is carried out. The maximum tracking error calculated for this collector imply an optical loss of about 8.5%, which is high, but the average long-term optical loss calculated for one year was about 1%, which is reasonable for such collectors used for domestic hot water
Error Analysis on the Estimation of Cumulative Infiltration in Soil Using Green and AMPT Model
Directory of Open Access Journals (Sweden)
Muhamad Askari
2006-08-01
Full Text Available Green and Ampt infiltration model is still useful for the infiltration process because of a clear physical basis of the model and of the existence of the model parameter values for a wide range of soil. The objective of thise study was to analyze error on the esimation of cumulative infiltration in sooil using Green and Ampt model and to design laboratory experiment in measuring cumulative infiltration. Parameter of the model was determined based on soil physical properties from laboratory experiment. Newton –Raphson method was esed to estimate wetting front during calculation using visual Basic for Application (VBA in MS Word. The result showed that contributed the highest error in estimation of cumulative infiltration and was followed by K, H0, H1, and t respectively. It also showed that the calculated cumulative infiltration is always lower than both measured cumulative infiltration and volumetric soil water content.
Approximate damped oscillatory solutions and error estimates for the perturbed Klein–Gordon equation
International Nuclear Information System (INIS)
Ye, Caier; Zhang, Weiguo
2015-01-01
Highlights: • Analyze the dynamical behavior of the planar dynamical system corresponding to the perturbed Klein–Gordon equation. • Present the relations between the properties of traveling wave solutions and the perturbation coefficient. • Obtain all explicit expressions of approximate damped oscillatory solutions. • Investigate error estimates between exact damped oscillatory solutions and the approximate solutions and give some numerical simulations. - Abstract: The influence of perturbation on traveling wave solutions of the perturbed Klein–Gordon equation is studied by applying the bifurcation method and qualitative theory of dynamical systems. All possible approximate damped oscillatory solutions for this equation are obtained by using undetermined coefficient method. Error estimates indicate that the approximate solutions are meaningful. The results of numerical simulations also establish our analysis
Error Estimates for a Semidiscrete Finite Element Method for Fractional Order Parabolic Equations
Jin, Bangti
2013-01-01
We consider the initial boundary value problem for a homogeneous time-fractional diffusion equation with an initial condition ν(x) and a homogeneous Dirichlet boundary condition in a bounded convex polygonal domain Ω. We study two semidiscrete approximation schemes, i.e., the Galerkin finite element method (FEM) and lumped mass Galerkin FEM, using piecewise linear functions. We establish almost optimal with respect to the data regularity error estimates, including the cases of smooth and nonsmooth initial data, i.e., ν ∈ H2(Ω) ∩ H0 1(Ω) and ν ∈ L2(Ω). For the lumped mass method, the optimal L2-norm error estimate is valid only under an additional assumption on the mesh, which in two dimensions is known to be satisfied for symmetric meshes. Finally, we present some numerical results that give insight into the reliability of the theoretical study. © 2013 Society for Industrial and Applied Mathematics.
Fellner, Klemens; Kovtunenko, Victor A
2016-01-01
A nonlinear Poisson-Boltzmann equation with inhomogeneous Robin type boundary conditions at the interface between two materials is investigated. The model describes the electrostatic potential generated by a vector of ion concentrations in a periodic multiphase medium with dilute solid particles. The key issue stems from interfacial jumps, which necessitate discontinuous solutions to the problem. Based on variational techniques, we derive the homogenisation of the discontinuous problem and establish a rigorous residual error estimate up to the first-order correction.
DEFF Research Database (Denmark)
Hansen, Peter Reinhard; Lunde, Asger
An economic time series can often be viewed as a noisy proxy for an underlying economic variable. Measurement errors will influence the dynamic properties of the observed process and may conceal the persistence of the underlying time series. In this paper we develop instrumental variable (IV...... application despite the large sample. Unit root tests based on the IV estimator have better finite sample properties in this context....
Verification of functional a posteriori error estimates for obstacle problem in 1D
Czech Academy of Sciences Publication Activity Database
Harasim, P.; Valdman, Jan
2013-01-01
Roč. 49, č. 5 (2013), s. 738-754 ISSN 0023-5954 R&D Projects: GA ČR GA13-18652S Institutional support: RVO:67985556 Keywords : obstacle problem * a posteriori error estimate * variational inequalities Subject RIV: BA - General Mathematics Impact factor: 0.563, year: 2013 http://library.utia.cas.cz/separaty/2014/MTR/valdman-0424082.pdf
Verification of functional a posteriori error estimates for obstacle problem in 2D
Czech Academy of Sciences Publication Activity Database
Harasim, P.; Valdman, Jan
2014-01-01
Roč. 50, č. 6 (2014), s. 978-1002 ISSN 0023-5954 R&D Projects: GA ČR GA13-18652S Institutional support: RVO:67985556 Keywords : obstacle problem * a posteriori error estimate * finite element method * variational inequalities Subject RIV: BA - General Mathematics Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2015/MTR/valdman-0441661.pdf
Rate estimation in partially observed Markov jump processes with measurement errors
Amrein, Michael; Kuensch, Hans R.
2010-01-01
We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data, we embed the Markov jump process into the framework of a general state space model. We do not use diffusion approximations. Markov chain Monte Carlo and particle filter type algorithms are introduced, which allow sampling from the posterior distribution of t...
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard; Hošek, Radim; Maltese, D.; Novotný, A.
2017-01-01
Roč. 33, č. 4 (2017), s. 1208-1223 ISSN 0749-159X EU Projects: European Commission(XE) 320078 - MATH EF Institutional support: RVO:67985840 Keywords : convergence * error estimates * mixed numerical method * Navier–Stokes system Subject RIV: BA - General Math ematics OBOR OECD: Pure math ematics Impact factor: 1.079, year: 2016 http://onlinelibrary.wiley.com/doi/10.1002/num.22140/abstract
Sensitivity of APSIM/ORYZA model due to estimation errors in solar radiation
Alexandre Bryan Heinemann; Pepijn A.J. van Oort; Diogo Simões Fernandes; Aline de Holanda Nunes Maia
2012-01-01
Crop models are ideally suited to quantify existing climatic risks. However, they require historic climate data as input. While daily temperature and rainfall data are often available, the lack of observed solar radiation (Rs) data severely limits site-specific crop modelling. The objective of this study was to estimate Rs based on air temperature solar radiation models and to quantify the propagation of errors in simulated radiation on several APSIM/ORYZA crop model seasonal outputs, yield, ...
Minimum Mean-Square Error Estimation of Mel-Frequency Cepstral Features
DEFF Research Database (Denmark)
Jensen, Jesper; Tan, Zheng-Hua
2015-01-01
In this work we consider the problem of feature enhancement for noise-robust automatic speech recognition (ASR). We propose a method for minimum mean-square error (MMSE) estimation of mel-frequency cepstral features, which is based on a minimum number of well-established, theoretically consistent......-of-the-art MFCC feature enhancement algorithms within this class of algorithms, while theoretically suboptimal or based on theoretically inconsistent assumptions, perform close to optimally in the MMSE sense....
Directory of Open Access Journals (Sweden)
Lee HyunYoung
2010-01-01
Full Text Available We analyze discontinuous Galerkin methods with penalty terms, namely, symmetric interior penalty Galerkin methods, to solve nonlinear Sobolev equations. We construct finite element spaces on which we develop fully discrete approximations using extrapolated Crank-Nicolson method. We adopt an appropriate elliptic-type projection, which leads to optimal error estimates of discontinuous Galerkin approximations in both spatial direction and temporal direction.
Jakeman, J. D.; Wildey, T.
2015-01-01
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.
International Nuclear Information System (INIS)
Jakeman, J.D.; Wildey, T.
2015-01-01
In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation
Dreano, Denis
2017-04-05
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.
On Gait Analysis Estimation Errors Using Force Sensors on a Smart Rollator.
Ballesteros, Joaquin; Urdiales, Cristina; Martinez, Antonio B; van Dieën, Jaap H
2016-11-10
Gait analysis can provide valuable information on a person's condition and rehabilitation progress. Gait is typically captured using external equipment and/or wearable sensors. These tests are largely constrained to specific controlled environments. In addition, gait analysis often requires experts for calibration, operation and/or to place sensors on volunteers. Alternatively, mobility support devices like rollators can be equipped with onboard sensors to monitor gait parameters, while users perform their Activities of Daily Living. Gait analysis in rollators may use odometry and force sensors in the handlebars. However, force based estimation of gait parameters is less accurate than traditional methods, especially when rollators are not properly used. This paper presents an evaluation of force based gait analysis using a smart rollator on different groups of users to determine when this methodology is applicable. In a second stage, the rollator is used in combination with two lab-based gait analysis systems to assess the rollator estimation error. Our results show that: (i) there is an inverse relation between the variance in the force difference between handlebars and support on the handlebars-related to the user condition-and the estimation error; and (ii) this error is lower than 10% when the variation in the force difference is above 7 N. This lower limit was exceeded by the 95.83% of our challenged volunteers. In conclusion, rollators are useful for gait characterization as long as users really need the device for ambulation.
On Gait Analysis Estimation Errors Using Force Sensors on a Smart Rollator
Directory of Open Access Journals (Sweden)
Joaquin Ballesteros
2016-11-01
Full Text Available Gait analysis can provide valuable information on a person’s condition and rehabilitation progress. Gait is typically captured using external equipment and/or wearable sensors. These tests are largely constrained to specific controlled environments. In addition, gait analysis often requires experts for calibration, operation and/or to place sensors on volunteers. Alternatively, mobility support devices like rollators can be equipped with onboard sensors to monitor gait parameters, while users perform their Activities of Daily Living. Gait analysis in rollators may use odometry and force sensors in the handlebars. However, force based estimation of gait parameters is less accurate than traditional methods, especially when rollators are not properly used. This paper presents an evaluation of force based gait analysis using a smart rollator on different groups of users to determine when this methodology is applicable. In a second stage, the rollator is used in combination with two lab-based gait analysis systems to assess the rollator estimation error. Our results show that: (i there is an inverse relation between the variance in the force difference between handlebars and support on the handlebars—related to the user condition—and the estimation error; and (ii this error is lower than 10% when the variation in the force difference is above 7 N. This lower limit was exceeded by the 95.83% of our challenged volunteers. In conclusion, rollators are useful for gait characterization as long as users really need the device for ambulation.
Estimating the Standard Error of the Judging in a modified-Angoff Standards Setting Procedure
Directory of Open Access Journals (Sweden)
Robert G. MacCann
2004-03-01
Full Text Available For a modified Angoff standards setting procedure, two methods of calculating the standard error of the..judging were compared. The Central Limit Theorem (CLT method is easy to calculate and uses readily..available data. It estimates the variance of mean cut scores as a function of the variance of cut scores within..a judging group, based on the independent judgements at Stage 1 of the process. Its theoretical drawback is..that it is unable to take account of the effects of collaboration among the judges at Stages 2 and 3. The..second method, an application of equipercentile (EQP equating, relies on the selection of very large stable..candidatures and the standardisation of the raw score distributions to remove effects associated with test..difficulty. The standard error estimates were then empirically obtained from the mean cut score variation..observed over a five year period. For practical purposes, the two methods gave reasonable agreement, with..the CLT method working well for the top band, the band that attracts most public attention. For some..bands in English and Mathematics, the CLT standard error was smaller than the EQP estimate, suggesting..the CLT method be used with caution as an approximate guide only.
mBEEF-vdW: Robust fitting of error estimation density functionals
DEFF Research Database (Denmark)
Lundgård, Keld Troen; Wellendorff, Jess; Voss, Johannes
2016-01-01
. The functional is fitted within the Bayesian error estimation functional (BEEF) framework [J. Wellendorff et al., Phys. Rev. B 85, 235149 (2012); J. Wellendorff et al., J. Chem. Phys. 140, 144107 (2014)]. We improve the previously used fitting procedures by introducing a robust MM-estimator based loss function...... catalysis, including datasets that were not used for its training. Overall, we find that mBEEF-vdW has a higher general accuracy than competing popular functionals, and it is one of the best performing functionals on chemisorption systems, surface energies, lattice constants, and dispersion. We also show...
An error reduction algorithm to improve lidar turbulence estimates for wind energy
Directory of Open Access Journals (Sweden)
J. F. Newman
2017-02-01
Full Text Available Remote-sensing devices such as lidars are currently being investigated as alternatives to cup anemometers on meteorological towers for the measurement of wind speed and direction. Although lidars can measure mean wind speeds at heights spanning an entire turbine rotor disk and can be easily moved from one location to another, they measure different values of turbulence than an instrument on a tower. Current methods for improving lidar turbulence estimates include the use of analytical turbulence models and expensive scanning lidars. While these methods provide accurate results in a research setting, they cannot be easily applied to smaller, vertically profiling lidars in locations where high-resolution sonic anemometer data are not available. Thus, there is clearly a need for a turbulence error reduction model that is simpler and more easily applicable to lidars that are used in the wind energy industry. In this work, a new turbulence error reduction algorithm for lidars is described. The Lidar Turbulence Error Reduction Algorithm, L-TERRA, can be applied using only data from a stand-alone vertically profiling lidar and requires minimal training with meteorological tower data. The basis of L-TERRA is a series of physics-based corrections that are applied to the lidar data to mitigate errors from instrument noise, volume averaging, and variance contamination. These corrections are applied in conjunction with a trained machine-learning model to improve turbulence estimates from a vertically profiling WINDCUBE v2 lidar. The lessons learned from creating the L-TERRA model for a WINDCUBE v2 lidar can also be applied to other lidar devices. L-TERRA was tested on data from two sites in the Southern Plains region of the United States. The physics-based corrections in L-TERRA brought regression line slopes much closer to 1 at both sites and significantly reduced the sensitivity of lidar turbulence errors to atmospheric stability. The accuracy of machine
The Euler equation with habits and measurement errors: Estimates on Russian micro data
Directory of Open Access Journals (Sweden)
Khvostova Irina
2016-01-01
Full Text Available This paper presents estimates of the consumption Euler equation for Russia. The estimation is based on micro-level panel data and accounts for the heterogeneity of agents’ preferences and measurement errors. The presence of multiplicative habits is checked using the Lagrange multiplier (LM test in a generalized method of moments (GMM framework. We obtain estimates of the elasticity of intertemporal substitution and of the subjective discount factor, which are consistent with the theoretical model and can be used for the calibration and the Bayesian estimation of dynamic stochastic general equilibrium (DSGE models for the Russian economy. We also show that the effects of habit formation are not significant. The hypotheses of multiplicative habits (external, internal, and both external and internal are not supported by the data.
Parinussa, R.M.; Meesters, A.G.C.A.; Liu, Y.Y.; Dorigo, W.; Wagner, W.; de Jeu, R.A.M.
2011-01-01
A time-efficient solution to estimate the error of satellite surface soil moisture from the land parameter retrieval model is presented. The errors are estimated using an analytical solution for soil moisture retrievals from this radiative-transfer-based model that derives soil moisture from
Directory of Open Access Journals (Sweden)
Luan Yihui
2009-09-01
Full Text Available Abstract Background Many aspects of biological functions can be modeled by biological networks, such as protein interaction networks, metabolic networks, and gene coexpression networks. Studying the statistical properties of these networks in turn allows us to infer biological function. Complex statistical network models can potentially more accurately describe the networks, but it is not clear whether such complex models are better suited to find biologically meaningful subnetworks. Results Recent studies have shown that the degree distribution of the nodes is not an adequate statistic in many molecular networks. We sought to extend this statistic with 2nd and 3rd order degree correlations and developed a pseudo-likelihood approach to estimate the parameters. The approach was used to analyze the MIPS and BIOGRID yeast protein interaction networks, and two yeast coexpression networks. We showed that 2nd order degree correlation information gave better predictions of gene interactions in both protein interaction and gene coexpression networks. However, in the biologically important task of predicting functionally homogeneous modules, degree correlation information performs marginally better in the case of the MIPS and BIOGRID protein interaction networks, but worse in the case of gene coexpression networks. Conclusion Our use of dK models showed that incorporation of degree correlations could increase predictive power in some contexts, albeit sometimes marginally, but, in all contexts, the use of third-order degree correlations decreased accuracy. However, it is possible that other parameter estimation methods, such as maximum likelihood, will show the usefulness of incorporating 2nd and 3rd degree correlations in predicting functionally homogeneous modules.
Wang, Wenhui; Nunez-Iglesias, Juan; Luan, Yihui; Sun, Fengzhu
2009-09-03
Many aspects of biological functions can be modeled by biological networks, such as protein interaction networks, metabolic networks, and gene coexpression networks. Studying the statistical properties of these networks in turn allows us to infer biological function. Complex statistical network models can potentially more accurately describe the networks, but it is not clear whether such complex models are better suited to find biologically meaningful subnetworks. Recent studies have shown that the degree distribution of the nodes is not an adequate statistic in many molecular networks. We sought to extend this statistic with 2nd and 3rd order degree correlations and developed a pseudo-likelihood approach to estimate the parameters. The approach was used to analyze the MIPS and BIOGRID yeast protein interaction networks, and two yeast coexpression networks. We showed that 2nd order degree correlation information gave better predictions of gene interactions in both protein interaction and gene coexpression networks. However, in the biologically important task of predicting functionally homogeneous modules, degree correlation information performs marginally better in the case of the MIPS and BIOGRID protein interaction networks, but worse in the case of gene coexpression networks. Our use of dK models showed that incorporation of degree correlations could increase predictive power in some contexts, albeit sometimes marginally, but, in all contexts, the use of third-order degree correlations decreased accuracy. However, it is possible that other parameter estimation methods, such as maximum likelihood, will show the usefulness of incorporating 2nd and 3rd degree correlations in predicting functionally homogeneous modules.
Gaussian copula as a likelihood function for environmental models
Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.
2017-12-01
Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an
In vivo estimation of target registration errors during augmented reality laparoscopic surgery.
Thompson, Stephen; Schneider, Crispin; Bosi, Michele; Gurusamy, Kurinchi; Ourselin, Sébastien; Davidson, Brian; Hawkes, David; Clarkson, Matthew J
2018-06-01
Successful use of augmented reality for laparoscopic surgery requires that the surgeon has a thorough understanding of the likely accuracy of any overlay. Whilst the accuracy of such systems can be estimated in the laboratory, it is difficult to extend such methods to the in vivo clinical setting. Herein we describe a novel method that enables the surgeon to estimate in vivo errors during use. We show that the method enables quantitative evaluation of in vivo data gathered with the SmartLiver image guidance system. The SmartLiver system utilises an intuitive display to enable the surgeon to compare the positions of landmarks visible in both a projected model and in the live video stream. From this the surgeon can estimate the system accuracy when using the system to locate subsurface targets not visible in the live video. Visible landmarks may be either point or line features. We test the validity of the algorithm using an anatomically representative liver phantom, applying simulated perturbations to achieve clinically realistic overlay errors. We then apply the algorithm to in vivo data. The phantom results show that using projected errors of surface features provides a reliable predictor of subsurface target registration error for a representative human liver shape. Applying the algorithm to in vivo data gathered with the SmartLiver image-guided surgery system shows that the system is capable of accuracies around 12 mm; however, achieving this reliably remains a significant challenge. We present an in vivo quantitative evaluation of the SmartLiver image-guided surgery system, together with a validation of the evaluation algorithm. This is the first quantitative in vivo analysis of an augmented reality system for laparoscopic surgery.
Silva, Leandro de Carvalho da; Pereira-Monfredini, Carla Ferro; Teixeira, Luis Augusto
2017-09-01
This study aimed at assessing the interaction between subjective error estimation and frequency of extrinsic feedback in the learning of the basketball free shooting pattern by children. 10- to 12-year olds were assigned to 1 of 4 groups combining subjective error estimation and relative frequency of extrinsic feedback (33% × 100%). Analysis of performance was based on quality of movement pattern. Analysis showed superior learning of the group combining error estimation and 100% feedback frequency, both groups receiving feedback on 33% of trials achieved intermediate results, and the group combining no requirement of error estimation and 100% feedback frequency had the poorest learning. Our results show the benefit of subjective error estimation in association with high frequency of extrinsic feedback in children's motor learning of a sport motor pattern.
Estimating the State of Aerodynamic Flows in the Presence of Modeling Errors
da Silva, Andre F. C.; Colonius, Tim
2017-11-01
The ensemble Kalman filter (EnKF) has been proven to be successful in fields such as meteorology, in which high-dimensional nonlinear systems render classical estimation techniques impractical. When the model used to forecast state evolution misrepresents important aspects of the true dynamics, estimator performance may degrade. In this work, parametrization and state augmentation are used to track misspecified boundary conditions (e.g., free stream perturbations). The resolution error is modeled as a Gaussian-distributed random variable with the mean (bias) and variance to be determined. The dynamics of the flow past a NACA 0009 airfoil at high angles of attack and moderate Reynolds number is represented by a Navier-Stokes equations solver with immersed boundaries capabilities. The pressure distribution on the airfoil or the velocity field in the wake, both randomized by synthetic noise, are sampled as measurement data and incorporated into the estimated state and bias following Kalman's analysis scheme. Insights about how to specify the modeling error covariance matrix and its impact on the estimator performance are conveyed. This work has been supported in part by a Grant from AFOSR (FA9550-14-1-0328) with Dr. Douglas Smith as program manager, and by a Science without Borders scholarship from the Ministry of Education of Brazil (Capes Foundation - BEX 12966/13-4).
Owens, A. R.; Kópházi, J.; Welch, J. A.; Eaton, M. D.
2017-04-01
In this paper a hanging-node, discontinuous Galerkin, isogeometric discretisation of the multigroup, discrete ordinates (SN) equations is presented in which each energy group has its own mesh. The equations are discretised using Non-Uniform Rational B-Splines (NURBS), which allows the coarsest mesh to exactly represent the geometry for a wide range of engineering problems of interest; this would not be the case using straight-sided finite elements. Information is transferred between meshes via the construction of a supermesh. This is a non-trivial task for two arbitrary meshes, but is significantly simplified here by deriving every mesh from a common coarsest initial mesh. In order to take full advantage of this flexible discretisation, goal-based error estimators are derived for the multigroup, discrete ordinates equations with both fixed (extraneous) and fission sources, and these estimators are used to drive an adaptive mesh refinement (AMR) procedure. The method is applied to a variety of test cases for both fixed and fission source problems. The error estimators are found to be extremely accurate for linear NURBS discretisations, with degraded performance for quadratic discretisations owing to a reduction in relative accuracy of the "exact" adjoint solution required to calculate the estimators. Nevertheless, the method seems to produce optimal meshes in the AMR process for both linear and quadratic discretisations, and is ≈×100 more accurate than uniform refinement for the same amount of computational effort for a 67 group deep penetration shielding problem.
Estimating and comparing microbial diversity in the presence of sequencing errors
Chiu, Chun-Huo
2016-01-01
Estimating and comparing microbial diversity are statistically challenging due to limited sampling and possible sequencing errors for low-frequency counts, producing spurious singletons. The inflated singleton count seriously affects statistical analysis and inferences about microbial diversity. Previous statistical approaches to tackle the sequencing errors generally require different parametric assumptions about the sampling model or about the functional form of frequency counts. Different parametric assumptions may lead to drastically different diversity estimates. We focus on nonparametric methods which are universally valid for all parametric assumptions and can be used to compare diversity across communities. We develop here a nonparametric estimator of the true singleton count to replace the spurious singleton count in all methods/approaches. Our estimator of the true singleton count is in terms of the frequency counts of doubletons, tripletons and quadrupletons, provided these three frequency counts are reliable. To quantify microbial alpha diversity for an individual community, we adopt the measure of Hill numbers (effective number of taxa) under a nonparametric framework. Hill numbers, parameterized by an order q that determines the measures’ emphasis on rare or common species, include taxa richness (q = 0), Shannon diversity (q = 1, the exponential of Shannon entropy), and Simpson diversity (q = 2, the inverse of Simpson index). A diversity profile which depicts the Hill number as a function of order q conveys all information contained in a taxa abundance distribution. Based on the estimated singleton count and the original non-singleton frequency counts, two statistical approaches (non-asymptotic and asymptotic) are developed to compare microbial diversity for multiple communities. (1) A non-asymptotic approach refers to the comparison of estimated diversities of standardized samples with a common finite sample size or sample completeness. This
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi
2014-01-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both
Sanderson, Eleanor; Macdonald-Wallis, Corrie; Davey Smith, George
2018-04-01
Negative control exposure studies are increasingly being used in epidemiological studies to strengthen causal inference regarding an exposure-outcome association when unobserved confounding is thought to be present. Negative control exposure studies contrast the magnitude of association of the negative control, which has no causal effect on the outcome but is associated with the unmeasured confounders in the same way as the exposure, with the magnitude of the association of the exposure with the outcome. A markedly larger effect of the exposure on the outcome than the negative control on the outcome strengthens inference that the exposure has a causal effect on the outcome. We investigate the effect of measurement error in the exposure and negative control variables on the results obtained from a negative control exposure study. We do this in models with continuous and binary exposure and negative control variables using analysis of the bias of the estimated coefficients and Monte Carlo simulations. Our results show that measurement error in either the exposure or negative control variables can bias the estimated results from the negative control exposure study. Measurement error is common in the variables used in epidemiological studies; these results show that negative control exposure studies cannot be used to precisely determine the size of the effect of the exposure variable, or adequately adjust for unobserved confounding; however, they can be used as part of a body of evidence to aid inference as to whether a causal effect of the exposure on the outcome is present.
Evaluation of the sources of error in the linepack estimation of a natural gas pipeline
Energy Technology Data Exchange (ETDEWEB)
Marco, Fabio Capelassi Gavazzi de [Transportadora Brasileira Gasoduto Bolivia-Brasil S.A. (TBG), Rio de Janeiro, RJ (Brazil)
2012-07-01
The intent of this work is to explore the behavior of the random error associated with determination of linepack in a complex natural gas pipeline based on the effect introduced by the uncertainty of the different variables involved. There are many parameters involved in the determination of the gas inventory in a transmission pipeline: geometrical (diameter, length and elevation profile), operational (pressure, temperature and gas composition), environmental (ambient / ground temperature) and those dependent on the modeling assumptions (compressibility factor and heat transfer coefficient). Due to the extent of a natural gas pipeline and the vast amount of sensor involved it is infeasible to determine analytically the magnitude of resulting uncertainty in the linepack, thus this problem has been addressed using Monte Carlo Method. The approach consists of introducing random errors in the values of pressure, temperature and gas gravity that are employed in the determination of the linepack and verify its impact. Additionally, the errors associated with three different modeling assumptions to estimate the linepack are explored. The results reveal that pressure is the most critical variable while the temperature is the less critical. In regard to the different methods to estimate the linepack, deviations around 1.6% were verified among the methods. (author)