Approximate maximum parsimony and ancestral maximum likelihood.
Alon, Noga; Chor, Benny; Pardi, Fabio; Rapoport, Anat
2010-01-01
We explore the maximum parsimony (MP) and ancestral maximum likelihood (AML) criteria in phylogenetic tree reconstruction. Both problems are NP-hard, so we seek approximate solutions. We formulate the two problems as Steiner tree problems under appropriate distances. The gist of our approach is the succinct characterization of Steiner trees for a small number of leaves for the two distances. This enables the use of known Steiner tree approximation algorithms. The approach leads to a 16/9 approximation ratio for AML and asymptotically to a 1.55 approximation ratio for MP.
Neutron spectra unfolding with maximum entropy and maximum likelihood
International Nuclear Information System (INIS)
Itoh, Shikoh; Tsunoda, Toshiharu
1989-01-01
A new unfolding theory has been established on the basis of the maximum entropy principle and the maximum likelihood method. This theory correctly embodies the Poisson statistics of neutron detection, and always brings a positive solution over the whole energy range. Moreover, the theory unifies both problems of overdetermined and of underdetermined. For the latter, the ambiguity in assigning a prior probability, i.e. the initial guess in the Bayesian sense, has become extinct by virtue of the principle. An approximate expression of the covariance matrix for the resultant spectra is also presented. An efficient algorithm to solve the nonlinear system, which appears in the present study, has been established. Results of computer simulation showed the effectiveness of the present theory. (author)
Maximum likelihood of phylogenetic networks.
Jin, Guohua; Nakhleh, Luay; Snir, Sagi; Tuller, Tamir
2006-11-01
Horizontal gene transfer (HGT) is believed to be ubiquitous among bacteria, and plays a major role in their genome diversification as well as their ability to develop resistance to antibiotics. In light of its evolutionary significance and implications for human health, developing accurate and efficient methods for detecting and reconstructing HGT is imperative. In this article we provide a new HGT-oriented likelihood framework for many problems that involve phylogeny-based HGT detection and reconstruction. Beside the formulation of various likelihood criteria, we show that most of these problems are NP-hard, and offer heuristics for efficient and accurate reconstruction of HGT under these criteria. We implemented our heuristics and used them to analyze biological as well as synthetic data. In both cases, our criteria and heuristics exhibited very good performance with respect to identifying the correct number of HGT events as well as inferring their correct location on the species tree. Implementation of the criteria as well as heuristics and hardness proofs are available from the authors upon request. Hardness proofs can also be downloaded at http://www.cs.tau.ac.il/~tamirtul/MLNET/Supp-ML.pdf
MXLKID: a maximum likelihood parameter identifier
International Nuclear Information System (INIS)
Gavel, D.T.
1980-07-01
MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables
Maximum-Likelihood Detection Of Noncoherent CPM
Divsalar, Dariush; Simon, Marvin K.
1993-01-01
Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.
A maximum likelihood framework for protein design
Directory of Open Access Journals (Sweden)
Philippe Hervé
2006-06-01
Full Text Available Abstract Background The aim of protein design is to predict amino-acid sequences compatible with a given target structure. Traditionally envisioned as a purely thermodynamic question, this problem can also be understood in a wider context, where additional constraints are captured by learning the sequence patterns displayed by natural proteins of known conformation. In this latter perspective, however, we still need a theoretical formalization of the question, leading to general and efficient learning methods, and allowing for the selection of fast and accurate objective functions quantifying sequence/structure compatibility. Results We propose a formulation of the protein design problem in terms of model-based statistical inference. Our framework uses the maximum likelihood principle to optimize the unknown parameters of a statistical potential, which we call an inverse potential to contrast with classical potentials used for structure prediction. We propose an implementation based on Markov chain Monte Carlo, in which the likelihood is maximized by gradient descent and is numerically estimated by thermodynamic integration. The fit of the models is evaluated by cross-validation. We apply this to a simple pairwise contact potential, supplemented with a solvent-accessibility term, and show that the resulting models have a better predictive power than currently available pairwise potentials. Furthermore, the model comparison method presented here allows one to measure the relative contribution of each component of the potential, and to choose the optimal number of accessibility classes, which turns out to be much higher than classically considered. Conclusion Altogether, this reformulation makes it possible to test a wide diversity of models, using different forms of potentials, or accounting for other factors than just the constraint of thermodynamic stability. Ultimately, such model-based statistical analyses may help to understand the forces
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...
Algorithms of maximum likelihood data clustering with applications
Giada, Lorenzo; Marsili, Matteo
2002-12-01
We address the problem of data clustering by introducing an unsupervised, parameter-free approach based on maximum likelihood principle. Starting from the observation that data sets belonging to the same cluster share a common information, we construct an expression for the likelihood of any possible cluster structure. The likelihood in turn depends only on the Pearson's coefficient of the data. We discuss clustering algorithms that provide a fast and reliable approximation to maximum likelihood configurations. Compared to standard clustering methods, our approach has the advantages that (i) it is parameter free, (ii) the number of clusters need not be fixed in advance and (iii) the interpretation of the results is transparent. In order to test our approach and compare it with standard clustering algorithms, we analyze two very different data sets: time series of financial market returns and gene expression data. We find that different maximization algorithms produce similar cluster structures whereas the outcome of standard algorithms has a much wider variability.
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...
Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.
Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L
2016-08-01
This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.
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)
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.
Lehmann, A; Scheffler, Ch; Hermanussen, M
2010-02-01
Recent progress in modelling individual growth has been achieved by combining the principal component analysis and the maximum likelihood principle. This combination models growth even in incomplete sets of data and in data obtained at irregular intervals. We re-analysed late 18th century longitudinal growth of German boys from the boarding school Carlsschule in Stuttgart. The boys, aged 6-23 years, were measured at irregular 3-12 monthly intervals during the period 1771-1793. At the age of 18 years, mean height was 1652 mm, but height variation was large. The shortest boy reached 1474 mm, the tallest 1826 mm. Measured height closely paralleled modelled height, with mean difference of 4 mm, SD 7 mm. Seasonal height variation was found. Low growth rates occurred in spring and high growth rates in summer and autumn. The present study demonstrates that combining the principal component analysis and the maximum likelihood principle enables growth modelling in historic height data also. Copyright (c) 2009 Elsevier GmbH. All rights reserved.
Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.
Rukhin, Andrew L
2011-01-01
A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.
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.
Narrow band interference cancelation in OFDM: Astructured maximum likelihood approach
Sohail, Muhammad Sadiq; Al-Naffouri, Tareq Y.; Al-Ghadhban, Samir N.
2012-01-01
This paper presents a maximum likelihood (ML) approach to mitigate the effect of narrow band interference (NBI) in a zero padded orthogonal frequency division multiplexing (ZP-OFDM) system. The NBI is assumed to be time variant and asynchronous
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
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...
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
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...
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
Cases in which ancestral maximum likelihood will be confusingly misleading.
Handelman, Tomer; Chor, Benny
2017-05-07
Ancestral maximum likelihood (AML) is a phylogenetic tree reconstruction criteria that "lies between" maximum parsimony (MP) and maximum likelihood (ML). ML has long been known to be statistically consistent. On the other hand, Felsenstein (1978) showed that MP is statistically inconsistent, and even positively misleading: There are cases where the parsimony criteria, applied to data generated according to one tree topology, will be optimized on a different tree topology. The question of weather AML is statistically consistent or not has been open for a long time. Mossel et al. (2009) have shown that AML can "shrink" short tree edges, resulting in a star tree with no internal resolution, which yields a better AML score than the original (resolved) model. This result implies that AML is statistically inconsistent, but not that it is positively misleading, because the star tree is compatible with any other topology. We show that AML is confusingly misleading: For some simple, four taxa (resolved) tree, the ancestral likelihood optimization criteria is maximized on an incorrect (resolved) tree topology, as well as on a star tree (both with specific edge lengths), while the tree with the original, correct topology, has strictly lower ancestral likelihood. Interestingly, the two short edges in the incorrect, resolved tree topology are of length zero, and are not adjacent, so this resolved tree is in fact a simple path. While for MP, the underlying phenomenon can be described as long edge attraction, it turns out that here we have long edge repulsion. Copyright © 2017. Published by Elsevier Ltd.
GENERALIZATION OF RAYLEIGH MAXIMUM LIKELIHOOD DESPECKLING FILTER USING QUADRILATERAL KERNELS
Directory of Open Access Journals (Sweden)
S. Sridevi
2013-02-01
Full Text Available Speckle noise is the most prevalent noise in clinical ultrasound images. It visibly looks like light and dark spots and deduce the pixel intensity as murkiest. Gazing at fetal ultrasound images, the impact of edge and local fine details are more palpable for obstetricians and gynecologists to carry out prenatal diagnosis of congenital heart disease. A robust despeckling filter has to be contrived to proficiently suppress speckle noise and simultaneously preserve the features. The proposed filter is the generalization of Rayleigh maximum likelihood filter by the exploitation of statistical tools as tuning parameters and use different shapes of quadrilateral kernels to estimate the noise free pixel from neighborhood. The performance of various filters namely Median, Kuwahura, Frost, Homogenous mask filter and Rayleigh maximum likelihood filter are compared with the proposed filter in terms PSNR and image profile. Comparatively the proposed filters surpass the conventional filters.
Maximum Likelihood Compton Polarimetry with the Compton Spectrometer and Imager
Energy Technology Data Exchange (ETDEWEB)
Lowell, A. W.; Boggs, S. E; Chiu, C. L.; Kierans, C. A.; Sleator, C.; Tomsick, J. A.; Zoglauer, A. C. [Space Sciences Laboratory, University of California, Berkeley (United States); Chang, H.-K.; Tseng, C.-H.; Yang, C.-Y. [Institute of Astronomy, National Tsing Hua University, Taiwan (China); Jean, P.; Ballmoos, P. von [IRAP Toulouse (France); Lin, C.-H. [Institute of Physics, Academia Sinica, Taiwan (China); Amman, M. [Lawrence Berkeley National Laboratory (United States)
2017-10-20
Astrophysical polarization measurements in the soft gamma-ray band are becoming more feasible as detectors with high position and energy resolution are deployed. Previous work has shown that the minimum detectable polarization (MDP) of an ideal Compton polarimeter can be improved by ∼21% when an unbinned, maximum likelihood method (MLM) is used instead of the standard approach of fitting a sinusoid to a histogram of azimuthal scattering angles. Here we outline a procedure for implementing this maximum likelihood approach for real, nonideal polarimeters. As an example, we use the recent observation of GRB 160530A with the Compton Spectrometer and Imager. We find that the MDP for this observation is reduced by 20% when the MLM is used instead of the standard method.
Bayesian interpretation of Generalized empirical likelihood by maximum entropy
Rochet , Paul
2011-01-01
We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted, extending the MEM procedure to parametric moment conditions. We show in particular that a large number of GEL estimators can be interpreted as a maximum entropy solution. Moreover, we provide a more general field of applications by proving the method to be rob...
Maximum Likelihood, Consistency and Data Envelopment Analysis: A Statistical Foundation
Rajiv D. Banker
1993-01-01
This paper provides a formal statistical basis for the efficiency evaluation techniques of data envelopment analysis (DEA). DEA estimators of the best practice monotone increasing and concave production function are shown to be also maximum likelihood estimators if the deviation of actual output from the efficient output is regarded as a stochastic variable with a monotone decreasing probability density function. While the best practice frontier estimator is biased below the theoretical front...
Maximum likelihood convolutional decoding (MCD) performance due to system losses
Webster, L.
1976-01-01
A model for predicting the computational performance of a maximum likelihood convolutional decoder (MCD) operating in a noisy carrier reference environment is described. This model is used to develop a subroutine that will be utilized by the Telemetry Analysis Program to compute the MCD bit error rate. When this computational model is averaged over noisy reference phase errors using a high-rate interpolation scheme, the results are found to agree quite favorably with experimental measurements.
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
Maximum likelihood as a common computational framework in tomotherapy
International Nuclear Information System (INIS)
Olivera, G.H.; Shepard, D.M.; Reckwerdt, P.J.; Ruchala, K.; Zachman, J.; Fitchard, E.E.; Mackie, T.R.
1998-01-01
Tomotherapy is a dose delivery technique using helical or axial intensity modulated beams. One of the strengths of the tomotherapy concept is that it can incorporate a number of processes into a single piece of equipment. These processes include treatment optimization planning, dose reconstruction and kilovoltage/megavoltage image reconstruction. A common computational technique that could be used for all of these processes would be very appealing. The maximum likelihood estimator, originally developed for emission tomography, can serve as a useful tool in imaging and radiotherapy. We believe that this approach can play an important role in the processes of optimization planning, dose reconstruction and kilovoltage and/or megavoltage image reconstruction. These processes involve computations that require comparable physical methods. They are also based on equivalent assumptions, and they have similar mathematical solutions. As a result, the maximum likelihood approach is able to provide a common framework for all three of these computational problems. We will demonstrate how maximum likelihood methods can be applied to optimization planning, dose reconstruction and megavoltage image reconstruction in tomotherapy. Results for planning optimization, dose reconstruction and megavoltage image reconstruction will be presented. Strengths and weaknesses of the methodology are analysed. Future directions for this work are also suggested. (author)
THESEUS: maximum likelihood superpositioning and analysis of macromolecular structures.
Theobald, Douglas L; Wuttke, Deborah S
2006-09-01
THESEUS is a command line program for performing maximum likelihood (ML) superpositions and analysis of macromolecular structures. While conventional superpositioning methods use ordinary least-squares (LS) as the optimization criterion, ML superpositions provide substantially improved accuracy by down-weighting variable structural regions and by correcting for correlations among atoms. ML superpositioning is robust and insensitive to the specific atoms included in the analysis, and thus it does not require subjective pruning of selected variable atomic coordinates. Output includes both likelihood-based and frequentist statistics for accurate evaluation of the adequacy of a superposition and for reliable analysis of structural similarities and differences. THESEUS performs principal components analysis for analyzing the complex correlations found among atoms within a structural ensemble. ANSI C source code and selected binaries for various computing platforms are available under the GNU open source license from http://monkshood.colorado.edu/theseus/ or http://www.theseus3d.org.
Maximum-likelihood method for numerical inversion of Mellin transform
International Nuclear Information System (INIS)
Iqbal, M.
1997-01-01
A method is described for inverting the Mellin transform which uses an expansion in Laguerre polynomials and converts the Mellin transform to Laplace transform, then the maximum-likelihood regularization method is used to recover the original function of the Mellin transform. The performance of the method is illustrated by the inversion of the test functions available in the literature (J. Inst. Math. Appl., 20 (1977) 73; Math. Comput., 53 (1989) 589). Effectiveness of the method is shown by results obtained through demonstration by means of tables and diagrams
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.
Elemental composition of cosmic rays using a maximum likelihood method
International Nuclear Information System (INIS)
Ruddick, K.
1996-01-01
We present a progress report on our attempts to determine the composition of cosmic rays in the knee region of the energy spectrum. We have used three different devices to measure properties of the extensive air showers produced by primary cosmic rays: the Soudan 2 underground detector measures the muon flux deep underground, a proportional tube array samples shower density at the surface of the earth, and a Cherenkov array observes light produced high in the atmosphere. We have begun maximum likelihood fits to these measurements with the hope of determining the nuclear mass number A on an event by event basis. (orig.)
Maximum Likelihood Joint Tracking and Association in Strong Clutter
Directory of Open Access Journals (Sweden)
Leonid I. Perlovsky
2013-01-01
Full Text Available We have developed a maximum likelihood formulation for a joint detection, tracking and association problem. An efficient non-combinatorial algorithm for this problem is developed in case of strong clutter for radar data. By using an iterative procedure of the dynamic logic process “from vague-to-crisp” explained in the paper, the new tracker overcomes the combinatorial complexity of tracking in highly-cluttered scenarios and results in an orders-of-magnitude improvement in signal-to-clutter ratio.
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.
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.
Superfast maximum-likelihood reconstruction for quantum tomography
Shang, Jiangwei; Zhang, Zhengyun; Ng, Hui Khoon
2017-06-01
Conventional methods for computing maximum-likelihood estimators (MLE) often converge slowly in practical situations, leading to a search for simplifying methods that rely on additional assumptions for their validity. In this work, we provide a fast and reliable algorithm for maximum-likelihood reconstruction that avoids this slow convergence. Our method utilizes the state-of-the-art convex optimization scheme, an accelerated projected-gradient method, that allows one to accommodate the quantum nature of the problem in a different way than in the standard methods. We demonstrate the power of our approach by comparing its performance with other algorithms for n -qubit state tomography. In particular, an eight-qubit situation that purportedly took weeks of computation time in 2005 can now be completed in under a minute for a single set of data, with far higher accuracy than previously possible. This refutes the common claim that MLE reconstruction is slow and reduces the need for alternative methods that often come with difficult-to-verify assumptions. In fact, recent methods assuming Gaussian statistics or relying on compressed sensing ideas are demonstrably inapplicable for the situation under consideration here. Our algorithm can be applied to general optimization problems over the quantum state space; the philosophy of projected gradients can further be utilized for optimization contexts with general constraints.
Maximum likelihood versus likelihood-free quantum system identification in the atom maser
International Nuclear Information System (INIS)
Catana, Catalin; Kypraios, Theodore; Guţă, Mădălin
2014-01-01
We consider the problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation methods are investigated and compared. Firstly, the maximum likelihood estimator (MLE) takes into account the full measurement data and is asymptotically optimal in terms of its mean square error. Secondly, the ‘likelihood-free’ method of approximate Bayesian computation (ABC) produces an approximation of the posterior distribution for a given set of summary statistics, by sampling trajectories at different parameter values and comparing them with the measurement data via chosen statistics. Building on previous results which showed that atom counts are poor statistics for certain values of the Rabi angle, we apply MLE to the full measurement data and estimate its Fisher information. We then select several correlation statistics such as waiting times, distribution of successive identical detections, and use them as input of the ABC algorithm. The resulting posterior distribution follows closely the data likelihood, showing that the selected statistics capture ‘most’ statistical information about the Rabi angle. (paper)
Narrow band interference cancelation in OFDM: Astructured maximum likelihood approach
Sohail, Muhammad Sadiq
2012-06-01
This paper presents a maximum likelihood (ML) approach to mitigate the effect of narrow band interference (NBI) in a zero padded orthogonal frequency division multiplexing (ZP-OFDM) system. The NBI is assumed to be time variant and asynchronous with the frequency grid of the ZP-OFDM system. The proposed structure based technique uses the fact that the NBI signal is sparse as compared to the ZP-OFDM signal in the frequency domain. The structure is also useful in reducing the computational complexity of the proposed method. The paper also presents a data aided approach for improved NBI estimation. The suitability of the proposed method is demonstrated through simulations. © 2012 IEEE.
Preliminary attempt on maximum likelihood tomosynthesis reconstruction of DEI data
International Nuclear Information System (INIS)
Wang Zhentian; Huang Zhifeng; Zhang Li; Kang Kejun; Chen Zhiqiang; Zhu Peiping
2009-01-01
Tomosynthesis is a three-dimension reconstruction method that can remove the effect of superimposition with limited angle projections. It is especially promising in mammography where radiation dose is concerned. In this paper, we propose a maximum likelihood tomosynthesis reconstruction algorithm (ML-TS) on the apparent absorption data of diffraction enhanced imaging (DEI). The motivation of this contribution is to develop a tomosynthesis algorithm in low-dose or noisy circumstances and make DEI get closer to clinic application. The theoretical statistical models of DEI data in physics are analyzed and the proposed algorithm is validated with the experimental data at the Beijing Synchrotron Radiation Facility (BSRF). The results of ML-TS have better contrast compared with the well known 'shift-and-add' algorithm and FBP algorithm. (authors)
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 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...
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.
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.
Cosmic shear measurement with maximum likelihood and maximum a posteriori inference
Hall, Alex; Taylor, Andy
2017-06-01
We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements, extending previous work on maximum likelihood inference for weak lensing. We show that a large part of the bias on these point estimators can be removed using information already contained in the likelihood when a galaxy model is specified, without the need for external calibration. We test these bias-corrected estimators on simulated galaxy images similar to those expected from planned space-based weak lensing surveys, with promising results. We find that the introduction of an intrinsic shape prior can help with mitigation of noise bias, such that the maximum a posteriori estimate can be made less biased than the maximum likelihood estimate. Second-order terms offer a check on the convergence of the estimators, but are largely subdominant. We show how biases propagate to shear estimates, demonstrating in our simple set-up that shear biases can be reduced by orders of magnitude and potentially to within the requirements of planned space-based surveys at mild signal-to-noise ratio. We find that second-order terms can exhibit significant cancellations at low signal-to-noise ratio when Gaussian noise is assumed, which has implications for inferring the performance of shear-measurement algorithms from simplified simulations. We discuss the viability of our point estimators as tools for lensing inference, arguing that they allow for the robust measurement of ellipticity and shear.
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
Maximum likelihood positioning algorithm for high-resolution PET scanners
International Nuclear Information System (INIS)
Gross-Weege, Nicolas; Schug, David; Hallen, Patrick; Schulz, Volkmar
2016-01-01
Purpose: In high-resolution positron emission tomography (PET), lightsharing elements are incorporated into typical detector stacks to read out scintillator arrays in which one scintillator element (crystal) is smaller than the size of the readout channel. In order to identify the hit crystal by means of the measured light distribution, a positioning algorithm is required. One commonly applied positioning algorithm uses the center of gravity (COG) of the measured light distribution. The COG algorithm is limited in spatial resolution by noise and intercrystal Compton scatter. The purpose of this work is to develop a positioning algorithm which overcomes this limitation. Methods: The authors present a maximum likelihood (ML) algorithm which compares a set of expected light distributions given by probability density functions (PDFs) with the measured light distribution. Instead of modeling the PDFs by using an analytical model, the PDFs of the proposed ML algorithm are generated assuming a single-gamma-interaction model from measured data. The algorithm was evaluated with a hot-rod phantom measurement acquired with the preclinical HYPERION II D PET scanner. In order to assess the performance with respect to sensitivity, energy resolution, and image quality, the ML algorithm was compared to a COG algorithm which calculates the COG from a restricted set of channels. The authors studied the energy resolution of the ML and the COG algorithm regarding incomplete light distributions (missing channel information caused by detector dead time). Furthermore, the authors investigated the effects of using a filter based on the likelihood values on sensitivity, energy resolution, and image quality. Results: A sensitivity gain of up to 19% was demonstrated in comparison to the COG algorithm for the selected operation parameters. Energy resolution and image quality were on a similar level for both algorithms. Additionally, the authors demonstrated that the performance of the ML
Efficient algorithms for maximum likelihood decoding in the surface code
Bravyi, Sergey; Suchara, Martin; Vargo, Alexander
2014-09-01
We describe two implementations of the optimal error correction algorithm known as the maximum likelihood decoder (MLD) for the two-dimensional surface code with a noiseless syndrome extraction. First, we show how to implement MLD exactly in time O (n2), where n is the number of code qubits. Our implementation uses a reduction from MLD to simulation of matchgate quantum circuits. This reduction however requires a special noise model with independent bit-flip and phase-flip errors. Secondly, we show how to implement MLD approximately for more general noise models using matrix product states (MPS). Our implementation has running time O (nχ3), where χ is a parameter that controls the approximation precision. The key step of our algorithm, borrowed from the density matrix renormalization-group method, is a subroutine for contracting a tensor network on the two-dimensional grid. The subroutine uses MPS with a bond dimension χ to approximate the sequence of tensors arising in the course of contraction. We benchmark the MPS-based decoder against the standard minimum weight matching decoder observing a significant reduction of the logical error probability for χ ≥4.
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
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
Maximum likelihood pedigree reconstruction using integer linear programming.
Cussens, James; Bartlett, Mark; Jones, Elinor M; Sheehan, Nuala A
2013-01-01
Large population biobanks of unrelated individuals have been highly successful in detecting common genetic variants affecting diseases of public health concern. However, they lack the statistical power to detect more modest gene-gene and gene-environment interaction effects or the effects of rare variants for which related individuals are ideally required. In reality, most large population studies will undoubtedly contain sets of undeclared relatives, or pedigrees. Although a crude measure of relatedness might sometimes suffice, having a good estimate of the true pedigree would be much more informative if this could be obtained efficiently. Relatives are more likely to share longer haplotypes around disease susceptibility loci and are hence biologically more informative for rare variants than unrelated cases and controls. Distant relatives are arguably more useful for detecting variants with small effects because they are less likely to share masking environmental effects. Moreover, the identification of relatives enables appropriate adjustments of statistical analyses that typically assume unrelatedness. We propose to exploit an integer linear programming optimisation approach to pedigree learning, which is adapted to find valid pedigrees by imposing appropriate constraints. Our method is not restricted to small pedigrees and is guaranteed to return a maximum likelihood pedigree. With additional constraints, we can also search for multiple high-probability pedigrees and thus account for the inherent uncertainty in any particular pedigree reconstruction. The true pedigree is found very quickly by comparison with other methods when all individuals are observed. Extensions to more complex problems seem feasible. © 2012 Wiley Periodicals, Inc.
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.
Maximum likelihood approach for several stochastic volatility models
International Nuclear Information System (INIS)
Camprodon, Jordi; Perelló, Josep
2012-01-01
Volatility measures the amplitude of price fluctuations. Despite it being one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic diffusion coefficient of the log-price dynamics. We apply this method to the simplest versions of the expOU, the OU and the Heston stochastic volatility models and we study their performance in terms of the log-price probability, the volatility probability, and its Mean First-Passage Time. The approach has some predictive power on the future returns amplitude by only knowing the current volatility. The assumed models do not consider long-range volatility autocorrelation and the asymmetric return-volatility cross-correlation but the method still yields very naturally these two important stylized facts. We apply the method to different market indices and with a good performance in all cases. (paper)
CSIR Research Space (South Africa)
Kok, S
2012-07-01
Full Text Available continuously as the correlation function hyper-parameters approach zero. Since the global minimizer of the maximum likelihood function is an asymptote in this case, it is unclear if maximum likelihood estimation (MLE) remains valid. Numerical ill...
Nonsymmetric entropy and maximum nonsymmetric entropy principle
International Nuclear Information System (INIS)
Liu Chengshi
2009-01-01
Under the frame of a statistical model, the concept of nonsymmetric entropy which generalizes the concepts of Boltzmann's entropy and Shannon's entropy, is defined. Maximum nonsymmetric entropy principle is proved. Some important distribution laws such as power law, can be derived from this principle naturally. Especially, nonsymmetric entropy is more convenient than other entropy such as Tsallis's entropy in deriving power laws.
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...
A short proof that phylogenetic tree reconstruction by maximum likelihood is hard.
Roch, Sebastien
2006-01-01
Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.
A Short Proof that Phylogenetic Tree Reconstruction by Maximum Likelihood is Hard
Roch, S.
2005-01-01
Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.
Application of the method of maximum likelihood to the determination of cepheid radii
International Nuclear Information System (INIS)
Balona, L.A.
1977-01-01
A method is described whereby the radius of any pulsating star can be obtained by applying the Principle of Maximum Likelihood. The relative merits of this method and of the usual Baade-Wesselink method are discussed in an Appendix. The new method is applied to 54 well-observed cepheids which include a number of spectroscopic binaries and two W Vir stars. An empirical period-radius relation is constructed and discussed in terms of two recent period-luminosity-colour calibrations. It is shown that the new method gives radii with an error of no more than 10 per cent. (author)
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.
Weak scale from the maximum entropy principle
Hamada, Yuta; Kawai, Hikaru; Kawana, Kiyoharu
2015-03-01
The theory of the multiverse and wormholes suggests that the parameters of the Standard Model (SM) are fixed in such a way that the radiation of the S3 universe at the final stage S_rad becomes maximum, which we call the maximum entropy principle. Although it is difficult to confirm this principle generally, for a few parameters of the SM, we can check whether S_rad actually becomes maximum at the observed values. In this paper, we regard S_rad at the final stage as a function of the weak scale (the Higgs expectation value) vh, and show that it becomes maximum around vh = {{O}} (300 GeV) when the dimensionless couplings in the SM, i.e., the Higgs self-coupling, the gauge couplings, and the Yukawa couplings are fixed. Roughly speaking, we find that the weak scale is given by vh ˜ T_{BBN}2 / (M_{pl}ye5), where ye is the Yukawa coupling of electron, T_BBN is the temperature at which the Big Bang nucleosynthesis starts, and M_pl is the Planck mass.
Tamura, Koichiro; Peterson, Daniel; Peterson, Nicholas; Stecher, Glen; Nei, Masatoshi; Kumar, Sudhir
2011-01-01
Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version 5 (MEGA5), which is a user-friendly software for mining online databases, building sequence alignments and phylogenetic trees, and using methods of evolutionary bioinformatics in basic biology, biomedicine, and evolution. The newest addition in MEGA5 is a collection of maximum likelihood (ML) analyses for inferring evolutionary trees, selecting best-fit substitution models (nucleotide or amino acid), inferring ancestral states and sequences (along with probabilities), and estimating evolutionary rates site-by-site. In computer simulation analyses, ML tree inference algorithms in MEGA5 compared favorably with other software packages in terms of computational efficiency and the accuracy of the estimates of phylogenetic trees, substitution parameters, and rate variation among sites. The MEGA user interface has now been enhanced to be activity driven to make it easier for the use of both beginners and experienced scientists. This version of MEGA is intended for the Windows platform, and it has been configured for effective use on Mac OS X and Linux desktops. It is available free of charge from http://www.megasoftware.net. PMID:21546353
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
Analogue of Pontryagin's maximum principle for multiple integrals minimization problems
Mikhail, Zelikin
2016-01-01
The theorem like Pontryagin's maximum principle for multiple integrals is proved. Unlike the usual maximum principle, the maximum should be taken not over all matrices, but only on matrices of rank one. Examples are given.
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
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.
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…
Objective Bayesianism and the Maximum Entropy Principle
Directory of Open Access Journals (Sweden)
Jon Williamson
2013-09-01
Full Text Available Objective Bayesian epistemology invokes three norms: the strengths of our beliefs should be probabilities; they should be calibrated to our evidence of physical probabilities; and they should otherwise equivocate sufficiently between the basic propositions that we can express. The three norms are sometimes explicated by appealing to the maximum entropy principle, which says that a belief function should be a probability function, from all those that are calibrated to evidence, that has maximum entropy. However, the three norms of objective Bayesianism are usually justified in different ways. In this paper, we show that the three norms can all be subsumed under a single justification in terms of minimising worst-case expected loss. This, in turn, is equivalent to maximising a generalised notion of entropy. We suggest that requiring language invariance, in addition to minimising worst-case expected loss, motivates maximisation of standard entropy as opposed to maximisation of other instances of generalised entropy. Our argument also provides a qualified justification for updating degrees of belief by Bayesian conditionalisation. However, conditional probabilities play a less central part in the objective Bayesian account than they do under the subjective view of Bayesianism, leading to a reduced role for Bayes’ Theorem.
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.
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...
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.
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…
Maximum likelihood positioning for gamma-ray imaging detectors with depth of interaction measurement
International Nuclear Information System (INIS)
Lerche, Ch.W.; Ros, A.; Monzo, J.M.; Aliaga, R.J.; Ferrando, N.; Martinez, J.D.; Herrero, V.; Esteve, R.; Gadea, R.; Colom, R.J.; Toledo, J.; Mateo, F.; Sebastia, A.; Sanchez, F.; Benlloch, J.M.
2009-01-01
The center of gravity algorithm leads to strong artifacts for gamma-ray imaging detectors that are based on monolithic scintillation crystals and position sensitive photo-detectors. This is a consequence of using the centroids as position estimates. The fact that charge division circuits can also be used to compute the standard deviation of the scintillation light distribution opens a way out of this drawback. We studied the feasibility of maximum likelihood estimation for computing the true gamma-ray photo-conversion position from the centroids and the standard deviation of the light distribution. The method was evaluated on a test detector that consists of the position sensitive photomultiplier tube H8500 and a monolithic LSO crystal (42mmx42mmx10mm). Spatial resolution was measured for the centroids and the maximum likelihood estimates. The results suggest that the maximum likelihood positioning is feasible and partially removes the strong artifacts of the center of gravity algorithm.
Maximum likelihood positioning for gamma-ray imaging detectors with depth of interaction measurement
Energy Technology Data Exchange (ETDEWEB)
Lerche, Ch.W. [Grupo de Sistemas Digitales, ITACA, Universidad Politecnica de Valencia, 46022 Valencia (Spain)], E-mail: lerche@ific.uv.es; Ros, A. [Grupo de Fisica Medica Nuclear, IFIC, Universidad de Valencia-Consejo Superior de Investigaciones Cientificas, 46980 Paterna (Spain); Monzo, J.M.; Aliaga, R.J.; Ferrando, N.; Martinez, J.D.; Herrero, V.; Esteve, R.; Gadea, R.; Colom, R.J.; Toledo, J.; Mateo, F.; Sebastia, A. [Grupo de Sistemas Digitales, ITACA, Universidad Politecnica de Valencia, 46022 Valencia (Spain); Sanchez, F.; Benlloch, J.M. [Grupo de Fisica Medica Nuclear, IFIC, Universidad de Valencia-Consejo Superior de Investigaciones Cientificas, 46980 Paterna (Spain)
2009-06-01
The center of gravity algorithm leads to strong artifacts for gamma-ray imaging detectors that are based on monolithic scintillation crystals and position sensitive photo-detectors. This is a consequence of using the centroids as position estimates. The fact that charge division circuits can also be used to compute the standard deviation of the scintillation light distribution opens a way out of this drawback. We studied the feasibility of maximum likelihood estimation for computing the true gamma-ray photo-conversion position from the centroids and the standard deviation of the light distribution. The method was evaluated on a test detector that consists of the position sensitive photomultiplier tube H8500 and a monolithic LSO crystal (42mmx42mmx10mm). Spatial resolution was measured for the centroids and the maximum likelihood estimates. The results suggest that the maximum likelihood positioning is feasible and partially removes the strong artifacts of the center of gravity algorithm.
Maximum Likelihood Blind Channel Estimation for Space-Time Coding Systems
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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.
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...
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
Design of Simplified Maximum-Likelihood Receivers for Multiuser CPM Systems
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Li Bing
2014-01-01
Full Text Available A class of simplified maximum-likelihood receivers designed for continuous phase modulation based multiuser systems is proposed. The presented receiver is built upon a front end employing mismatched filters and a maximum-likelihood detector defined in a low-dimensional signal space. The performance of the proposed receivers is analyzed and compared to some existing receivers. Some schemes are designed to implement the proposed receivers and to reveal the roles of different system parameters. Analysis and numerical results show that the proposed receivers can approach the optimum multiuser receivers with significantly (even exponentially in some cases reduced complexity and marginal performance degradation.
Design of simplified maximum-likelihood receivers for multiuser CPM systems.
Bing, Li; Bai, Baoming
2014-01-01
A class of simplified maximum-likelihood receivers designed for continuous phase modulation based multiuser systems is proposed. The presented receiver is built upon a front end employing mismatched filters and a maximum-likelihood detector defined in a low-dimensional signal space. The performance of the proposed receivers is analyzed and compared to some existing receivers. Some schemes are designed to implement the proposed receivers and to reveal the roles of different system parameters. Analysis and numerical results show that the proposed receivers can approach the optimum multiuser receivers with significantly (even exponentially in some cases) reduced complexity and marginal performance degradation.
Maximum likelihood 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...
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Daniel L. Rabosky
2006-01-01
Full Text Available Rates of species origination and extinction can vary over time during evolutionary radiations, and it is possible to reconstruct the history of diversification using molecular phylogenies of extant taxa only. Maximum likelihood methods provide a useful framework for inferring temporal variation in diversification rates. LASER is a package for the R programming environment that implements maximum likelihood methods based on the birth-death process to test whether diversification rates have changed over time. LASER contrasts the likelihood of phylogenetic data under models where diversification rates have changed over time to alternative models where rates have remained constant over time. Major strengths of the package include the ability to detect temporal increases in diversification rates and the inference of diversification parameters under multiple rate-variable models of diversification. The program and associated documentation are freely available from the R package archive at http://cran.r-project.org.
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...
Application of the Method of Maximum Likelihood to Identification of Bipedal Walking Robots
Czech Academy of Sciences Publication Activity Database
Dolinský, Kamil; Čelikovský, Sergej
(2017) ISSN 1063-6536 R&D Projects: GA ČR(CZ) GA17-04682S Institutional support: RVO:67985556 Keywords : Control * identification * maximum likelihood (ML) * walking robots Subject RIV: BC - Control Systems Theory Impact factor: 3.882, year: 2016 http://ieeexplore.ieee.org/document/7954032/
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.
John Hogland; Nedret Billor; Nathaniel Anderson
2013-01-01
Discriminant analysis, referred to as maximum likelihood classification within popular remote sensing software packages, is a common supervised technique used by analysts. Polytomous logistic regression (PLR), also referred to as multinomial logistic regression, is an alternative classification approach that is less restrictive, more flexible, and easy to interpret. To...
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...
Casabianca, Jodi M.; Lewis, Charles
2015-01-01
Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…
A 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
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...
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…
Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM
Voelkle, Manuel C.; Oud, Johan H. L.; von Oertzen, Timo; Lindenberger, Ulman
2012-01-01
This article has 3 objectives that build on each other. First, we demonstrate how to obtain maximum likelihood estimates for dynamic factor models (the direct autoregressive factor score model) with arbitrary "T" and "N" by means of structural equation modeling (SEM) and compare the approach to existing methods. Second, we go beyond standard time…
A maximum pseudo-likelihood approach for estimating species trees under the coalescent model
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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
Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation
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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.
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L. STRAGEVITCH
1997-03-01
Full Text Available The equations of the method based on the maximum likelihood principle have been rewritten in a suitable generalized form to allow the use of any number of implicit constraints in the determination of model parameters from experimental data and from the associated experimental uncertainties. In addition to the use of any number of constraints, this method also allows data, with different numbers of constraints, to be reduced simultaneously. Application of the method is illustrated in the reduction of liquid-liquid equilibrium data of binary, ternary and quaternary systems simultaneously
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
The likelihood principle and its proof – a never-ending story…
DEFF Research Database (Denmark)
Jørgensen, Thomas Martini
2015-01-01
An ongoing controversy in philosophy of statistics is the so-called “likelihood principle” essentially stating that all evidence which is obtained from an experiment about an unknown quantity θ is contained in the likelihood function of θ. Common classical statistical methodology, such as the use...... of significance tests, and confidence intervals, depends on the experimental procedure and unrealized events and thus violates the likelihood principle. The likelihood principle was identified by that name and proved in a famous paper by Allan Birnbaum in 1962. However, ever since both the principle itself...... as well as the proof has been highly debated. This presentation will illustrate the debate of both the principle and its proof, from 1962 and up to today. An often-used experiment to illustrate the controversy between classical interpretation and evidential confirmation based on the likelihood principle...
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
Parallelization of maximum likelihood fits with OpenMP and CUDA
Jarp, S; Leduc, J; Nowak, A; Pantaleo, F
2011-01-01
Data analyses based on maximum likelihood fits are commonly used in the high energy physics community for fitting statistical models to data samples. This technique requires the numerical minimization of the negative log-likelihood function. MINUIT is the most common package used for this purpose in the high energy physics community. The main algorithm in this package, MIGRAD, searches the minimum by using the gradient information. The procedure requires several evaluations of the function, depending on the number of free parameters and their initial values. The whole procedure can be very CPU-time consuming in case of complex functions, with several free parameters, many independent variables and large data samples. Therefore, it becomes particularly important to speed-up the evaluation of the negative log-likelihood function. In this paper we present an algorithm and its implementation which benefits from data vectorization and parallelization (based on OpenMP) and which was also ported to Graphics Processi...
Maximum Principles for Discrete and Semidiscrete Reaction-Diffusion Equation
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Petr Stehlík
2015-01-01
Full Text Available We study reaction-diffusion equations with a general reaction function f on one-dimensional lattices with continuous or discrete time ux′ (or Δtux=k(ux-1-2ux+ux+1+f(ux, x∈Z. We prove weak and strong maximum and minimum principles for corresponding initial-boundary value problems. Whereas the maximum principles in the semidiscrete case (continuous time exhibit similar features to those of fully continuous reaction-diffusion model, in the discrete case the weak maximum principle holds for a smaller class of functions and the strong maximum principle is valid in a weaker sense. We describe in detail how the validity of maximum principles depends on the nonlinearity and the time step. We illustrate our results on the Nagumo equation with the bistable nonlinearity.
Maximum likelihood pixel labeling using a spatially variant finite mixture model
International Nuclear Information System (INIS)
Gopal, S.S.; Hebert, T.J.
1996-01-01
We propose a spatially-variant mixture model for pixel labeling. Based on this spatially-variant mixture model we derive an expectation maximization algorithm for maximum likelihood estimation of the pixel labels. While most algorithms using mixture models entail the subsequent use of a Bayes classifier for pixel labeling, the proposed algorithm yields maximum likelihood estimates of the labels themselves and results in unambiguous pixel labels. The proposed algorithm is fast, robust, easy to implement, flexible in that it can be applied to any arbitrary image data where the number of classes is known and, most importantly, obviates the need for an explicit labeling rule. The algorithm is evaluated both quantitatively and qualitatively on simulated data and on clinical magnetic resonance images of the human brain
Kelly, D. A.; Fermelia, A.; Lee, G. K. F.
1990-01-01
An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.
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
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.
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
Maximum likelihood reconstruction in fully 3D PET via the SAGE algorithm
International Nuclear Information System (INIS)
Ollinger, J.M.; Goggin, A.S.
1996-01-01
The SAGE and ordered subsets algorithms have been proposed as fast methods to compute penalized maximum likelihood estimates in PET. We have implemented both for use in fully 3D PET and completed a preliminary evaluation. The technique used to compute the transition matrix is fully described. The evaluation suggests that the ordered subsets algorithm converges much faster than SAGE, but that it stops short of the optimal solution
Maximum likelihood unit rooting test in the presence GARCH: A new test with increased power
Cook , Steve
2008-01-01
Abstract The literature on testing the unit root hypothesis in the presence of GARCH errors is extended. A new test based upon the combination of local-to-unity detrending and joint maximum likelihood estimation of the autoregressive parameter and GARCH process is presented. The finite sample distribution of the test is derived under alternative decisions regarding the deterministic terms employed. Using Monte Carlo simulation, the newly proposed ML t-test is shown to exhibit incre...
Preliminary application of maximum likelihood method in HL-2A Thomson scattering system
International Nuclear Information System (INIS)
Yao Ke; Huang Yuan; Feng Zhen; Liu Chunhua; Li Enping; Nie Lin
2010-01-01
Maximum likelihood method to process the data of HL-2A Thomson scattering system is presented. Using mathematical statistics, this method maximizes the possibility of the likeness between the theoretical data and the observed data, so that we could get more accurate result. It has been proved to be applicable in comparison with that of the ratios method, and some of the drawbacks in ratios method do not exist in this new one. (authors)
Rahnamaei, Z.; Nematollahi, N.; Farnoosh, R.
2012-01-01
We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.
Directory of Open Access Journals (Sweden)
Z. Rahnamaei
2012-01-01
Full Text Available We introduce an alternative skew-slash distribution by using the scale mixture of the exponential power distribution. We derive the properties of this distribution and estimate its parameter by Maximum Likelihood and Bayesian methods. By a simulation study we compute the mentioned estimators and their mean square errors, and we provide an example on real data to demonstrate the modeling strength of the new distribution.
Unbinned maximum likelihood fit for the CP conserving couplings for W + photon production at CDF
International Nuclear Information System (INIS)
Lannon, K.
1994-01-01
We present an unbinned maximum likelihood fit as an alternative to the currently used fit for the CP conserving couplings W plus photon production studied at CDF. We show that a four parameter double exponential fits the E T spectrum of the photon very well. We also show that the fit parameters can be related to and by a second order polynomial. Finally, we discuss various conclusions we have reasoned from our results to the fit so far
Lei, Ning; Chiang, Kwo-Fu; Oudrari, Hassan; Xiong, Xiaoxiong
2011-01-01
Optical sensors aboard Earth orbiting satellites such as the next generation Visible/Infrared Imager/Radiometer Suite (VIIRS) assume that the sensors radiometric response in the Reflective Solar Bands (RSB) is described by a quadratic polynomial, in relating the aperture spectral radiance to the sensor Digital Number (DN) readout. For VIIRS Flight Unit 1, the coefficients are to be determined before launch by an attenuation method, although the linear coefficient will be further determined on-orbit through observing the Solar Diffuser. In determining the quadratic polynomial coefficients by the attenuation method, a Maximum Likelihood approach is applied in carrying out the least-squares procedure. Crucial to the Maximum Likelihood least-squares procedure is the computation of the weight. The weight not only has a contribution from the noise of the sensor s digital count, with an important contribution from digitization error, but also is affected heavily by the mathematical expression used to predict the value of the dependent variable, because both the independent and the dependent variables contain random noise. In addition, model errors have a major impact on the uncertainties of the coefficients. The Maximum Likelihood approach demonstrates the inadequacy of the attenuation method model with a quadratic polynomial for the retrieved spectral radiance. We show that using the inadequate model dramatically increases the uncertainties of the coefficients. We compute the coefficient values and their uncertainties, considering both measurement and model errors.
Determination of point of maximum likelihood in failure domain using genetic algorithms
International Nuclear Information System (INIS)
Obadage, A.S.; Harnpornchai, N.
2006-01-01
The point of maximum likelihood in a failure domain yields the highest value of the probability density function in the failure domain. The maximum-likelihood point thus represents the worst combination of random variables that contribute in the failure event. In this work Genetic Algorithms (GAs) with an adaptive penalty scheme have been proposed as a tool for the determination of the maximum likelihood point. The utilization of only numerical values in the GAs operation makes the algorithms applicable to cases of non-linear and implicit single and multiple limit state function(s). The algorithmic simplicity readily extends its application to higher dimensional problems. When combined with Monte Carlo Simulation, the proposed methodology will reduce the computational complexity and at the same time will enhance the possibility in rare-event analysis under limited computational resources. Since, there is no approximation done in the procedure, the solution obtained is considered accurate. Consequently, GAs can be used as a tool for increasing the computational efficiency in the element and system reliability analyses
Performance of penalized maximum likelihood in estimation of genetic covariances matrices
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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
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/.
Application of the maximum entropy production principle to electrical systems
International Nuclear Information System (INIS)
Christen, Thomas
2006-01-01
For a simple class of electrical systems, the principle of the maximum entropy production rate (MaxEP) is discussed. First, we compare the MaxEP principle and the principle of the minimum entropy production rate and illustrate the superiority of the MaxEP principle for the example of two parallel constant resistors. Secondly, we show that the Steenbeck principle for the electric arc as well as the ohmic contact behaviour of space-charge limited conductors follow from the MaxEP principle. In line with work by Dewar, the investigations seem to suggest that the MaxEP principle can also be applied to systems far from equilibrium, provided appropriate information is available that enters the constraints of the optimization problem. Finally, we apply the MaxEP principle to a mesoscopic system and show that the universal conductance quantum, e 2 /h, of a one-dimensional ballistic conductor can be estimated
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.
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.
Maximum likelihood based multi-channel isotropic reverberation reduction for hearing aids
DEFF Research Database (Denmark)
Kuklasiński, Adam; Doclo, Simon; Jensen, Søren Holdt
2014-01-01
We propose a multi-channel Wiener filter for speech dereverberation in hearing aids. The proposed algorithm uses joint maximum likelihood estimation of the speech and late reverberation spectral variances, under the assumption that the late reverberant sound field is cylindrically isotropic....... The dereverberation performance of the algorithm is evaluated using computer simulations with realistic hearing aid microphone signals including head-related effects. The algorithm is shown to work well with signals reverberated both by synthetic and by measured room impulse responses, achieving improvements...
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.
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)
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...
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...
A maximum-likelihood reconstruction algorithm for tomographic gamma-ray nondestructive assay
International Nuclear Information System (INIS)
Prettyman, T.H.; Estep, R.J.; Cole, R.A.; Sheppard, G.A.
1994-01-01
A new tomographic reconstruction algorithm for nondestructive assay with high resolution gamma-ray spectroscopy (HRGS) is presented. The reconstruction problem is formulated using a maximum-likelihood approach in which the statistical structure of both the gross and continuum measurements used to determine the full-energy response in HRGS is precisely modeled. An accelerated expectation-maximization algorithm is used to determine the optimal solution. The algorithm is applied to safeguards and environmental assays of large samples (for example, 55-gal. drums) in which high continuum levels caused by Compton scattering are routinely encountered. Details of the implementation of the algorithm and a comparative study of the algorithm's performance are presented
International Nuclear Information System (INIS)
Croce, R P; Demma, Th; Longo, M; Marano, S; Matta, V; Pierro, V; Pinto, I M
2003-01-01
The cumulative distribution of the supremum of a set (bank) of correlators is investigated in the context of maximum likelihood detection of gravitational wave chirps from coalescing binaries with unknown parameters. Accurate (lower-bound) approximants are introduced based on a suitable generalization of previous results by Mohanty. Asymptotic properties (in the limit where the number of correlators goes to infinity) are highlighted. The validity of numerical simulations made on small-size banks is extended to banks of any size, via a Gaussian correlation inequality
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.
Directory of Open Access Journals (Sweden)
Lester L. Yuan
2007-06-01
Full Text Available This paper provides a brief introduction to the R package bio.infer, a set of scripts that facilitates the use of maximum likelihood (ML methods for predicting environmental conditions from assemblage composition. Environmental conditions can often be inferred from only biological data, and these inferences are useful when other sources of data are unavailable. ML prediction methods are statistically rigorous and applicable to a broader set of problems than more commonly used weighted averaging techniques. However, ML methods require a substantially greater investment of time to program algorithms and to perform computations. This package is designed to reduce the effort required to apply ML prediction methods.
The unfolding of NaI(Tl) γ-ray spectrum based on maximum likelihood method
International Nuclear Information System (INIS)
Zhang Qingxian; Ge Liangquan; Gu Yi; Zeng Guoqiang; Lin Yanchang; Wang Guangxi
2011-01-01
NaI(Tl) detectors, having a good detection efficiency, are used to detect gamma rays in field surveys. But the poor energy resolution hinders their applications, despite the use of traditional methods to resolve the overlapped gamma-ray peaks. In this paper, the maximum likelihood (ML) solution is used to resolve the spectrum. The ML method,which is capable of decomposing the peaks in energy difference of over 2/3 FWHM, is applied to scale NaI(Tl) the spectrometer. The result shows that the net area is in proportion to the content of isotopes and the precision of scaling is better than the stripping ration method. (authors)
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.
Maximum likelihood reconstruction for pinhole SPECT with a displaced center-of-rotation
International Nuclear Information System (INIS)
Li, J.; Jaszczak, R.J.; Coleman, R.E.
1995-01-01
In this paper, the authors describe the implementation of a maximum likelihood (ML), algorithm using expectation maximization (EM) for pin-hole SPECT with a displaced center-of-rotation. A ray-tracing technique is used in implementing the ML-EM algorithm. The proposed ML-EM algorithm is able to correct the center of rotation displacement which can be characterized by two orthogonal components. The algorithm is tested using experimentally acquired data, and the results demonstrate that the pinhole ML-EM algorithm is able to correct artifacts associated with the center-of-rotation displacement
Maximum likelihood approach to “informed” Sound Source Localization for Hearing Aid applications
DEFF Research Database (Denmark)
Farmani, Mojtaba; Pedersen, Michael Syskind; Tan, Zheng-Hua
2015-01-01
Most state-of-the-art Sound Source Localization (SSL) algorithms have been proposed for applications which are "uninformed'' about the target sound content; however, utilizing a wireless microphone worn by a target talker, enables recent Hearing Aid Systems (HASs) to access to an almost noise......-free sound signal of the target talker at the HAS via the wireless connection. Therefore, in this paper, we propose a maximum likelihood (ML) approach, which we call MLSSL, to estimate the Direction of Arrival (DoA) of the target signal given access to the target signal content. Compared with other "informed...
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.
On the quirks of maximum parsimony and likelihood on phylogenetic networks.
Bryant, Christopher; Fischer, Mareike; Linz, Simone; Semple, Charles
2017-03-21
Maximum parsimony is one of the most frequently-discussed tree reconstruction methods in phylogenetic estimation. However, in recent years it has become more and more apparent that phylogenetic trees are often not sufficient to describe evolution accurately. For instance, processes like hybridization or lateral gene transfer that are commonplace in many groups of organisms and result in mosaic patterns of relationships cannot be represented by a single phylogenetic tree. This is why phylogenetic networks, which can display such events, are becoming of more and more interest in phylogenetic research. It is therefore necessary to extend concepts like maximum parsimony from phylogenetic trees to networks. Several suggestions for possible extensions can be found in recent literature, for instance the softwired and the hardwired parsimony concepts. In this paper, we analyze the so-called big parsimony problem under these two concepts, i.e. we investigate maximum parsimonious networks and analyze their properties. In particular, we show that finding a softwired maximum parsimony network is possible in polynomial time. We also show that the set of maximum parsimony networks for the hardwired definition always contains at least one phylogenetic tree. Lastly, we investigate some parallels of parsimony to different likelihood concepts on phylogenetic networks. Copyright © 2017 Elsevier Ltd. All rights reserved.
L.U.St: a tool for approximated maximum likelihood supertree reconstruction.
Akanni, Wasiu A; Creevey, Christopher J; Wilkinson, Mark; Pisani, Davide
2014-06-12
Supertrees combine disparate, partially overlapping trees to generate a synthesis that provides a high level perspective that cannot be attained from the inspection of individual phylogenies. Supertrees can be seen as meta-analytical tools that can be used to make inferences based on results of previous scientific studies. Their meta-analytical application has increased in popularity since it was realised that the power of statistical tests for the study of evolutionary trends critically depends on the use of taxon-dense phylogenies. Further to that, supertrees have found applications in phylogenomics where they are used to combine gene trees and recover species phylogenies based on genome-scale data sets. Here, we present the L.U.St package, a python tool for approximate maximum likelihood supertree inference and illustrate its application using a genomic data set for the placental mammals. L.U.St allows the calculation of the approximate likelihood of a supertree, given a set of input trees, performs heuristic searches to look for the supertree of highest likelihood, and performs statistical tests of two or more supertrees. To this end, L.U.St implements a winning sites test allowing ranking of a collection of a-priori selected hypotheses, given as a collection of input supertree topologies. It also outputs a file of input-tree-wise likelihood scores that can be used as input to CONSEL for calculation of standard tests of two trees (e.g. Kishino-Hasegawa, Shimidoara-Hasegawa and Approximately Unbiased tests). This is the first fully parametric implementation of a supertree method, it has clearly understood properties, and provides several advantages over currently available supertree approaches. It is easy to implement and works on any platform that has python installed. bitBucket page - https://afro-juju@bitbucket.org/afro-juju/l.u.st.git. Davide.Pisani@bristol.ac.uk.
Zhou, Xiaofan; Shen, Xing-Xing; Hittinger, Chris Todd
2018-01-01
Abstract The sizes of the data matrices assembled to resolve branches of the tree of life have increased dramatically, motivating the development of programs for fast, yet accurate, inference. For example, several different fast programs have been developed in the very popular maximum likelihood framework, including RAxML/ExaML, PhyML, IQ-TREE, and FastTree. Although these programs are widely used, a systematic evaluation and comparison of their performance using empirical genome-scale data matrices has so far been lacking. To address this question, we evaluated these four programs on 19 empirical phylogenomic data sets with hundreds to thousands of genes and up to 200 taxa with respect to likelihood maximization, tree topology, and computational speed. For single-gene tree inference, we found that the more exhaustive and slower strategies (ten searches per alignment) outperformed faster strategies (one tree search per alignment) using RAxML, PhyML, or IQ-TREE. Interestingly, single-gene trees inferred by the three programs yielded comparable coalescent-based species tree estimations. For concatenation-based species tree inference, IQ-TREE consistently achieved the best-observed likelihoods for all data sets, and RAxML/ExaML was a close second. In contrast, PhyML often failed to complete concatenation-based analyses, whereas FastTree was the fastest but generated lower likelihood values and more dissimilar tree topologies in both types of analyses. Finally, data matrix properties, such as the number of taxa and the strength of phylogenetic signal, sometimes substantially influenced the programs’ relative performance. Our results provide real-world gene and species tree phylogenetic inference benchmarks to inform the design and execution of large-scale phylogenomic data analyses. PMID:29177474
Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties
International Nuclear Information System (INIS)
Stoneking, M.R.; Den Hartog, D.J.
1996-06-01
The fitting of data by χ 2 -minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimates for the fit parameters. They compare this method with a χ 2 -minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than ∼20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers
Maximum likelihood-based analysis of photon arrival trajectories in single-molecule FRET
Energy Technology Data Exchange (ETDEWEB)
Waligorska, Marta [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland); Molski, Andrzej, E-mail: amolski@amu.edu.pl [Adam Mickiewicz University, Faculty of Chemistry, Grunwaldzka 6, 60-780 Poznan (Poland)
2012-07-25
Highlights: Black-Right-Pointing-Pointer We study model selection and parameter recovery from single-molecule FRET experiments. Black-Right-Pointing-Pointer We examine the maximum likelihood-based analysis of two-color photon trajectories. Black-Right-Pointing-Pointer The number of observed photons determines the performance of the method. Black-Right-Pointing-Pointer For long trajectories, one can extract mean dwell times that are comparable to inter-photon times. -- Abstract: When two fluorophores (donor and acceptor) are attached to an immobilized biomolecule, anti-correlated fluctuations of the donor and acceptor fluorescence caused by Foerster resonance energy transfer (FRET) report on the conformational kinetics of the molecule. Here we assess the maximum likelihood-based analysis of donor and acceptor photon arrival trajectories as a method for extracting the conformational kinetics. Using computer generated data we quantify the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) in selecting the true kinetic model. We find that the number of observed photons is the key parameter determining parameter estimation and model selection. For long trajectories, one can extract mean dwell times that are comparable to inter-photon times.
Directory of Open Access Journals (Sweden)
Hassibi Babak
2002-01-01
Full Text Available Multiple antenna systems are capable of providing high data rate transmissions over wireless channels. When the channels are dispersive, the signal at each receive antenna is a combination of both the current and past symbols sent from all transmit antennas corrupted by noise. The optimal receiver is a maximum-likelihood sequence detector and is often considered to be practically infeasible due to high computational complexity (exponential in number of antennas and channel memory. Therefore, in practice, one often settles for a less complex suboptimal receiver structure, typically with an equalizer meant to suppress both the intersymbol and interuser interference, followed by the decoder. We propose a sphere decoding for the sequence detection in multiple antenna communication systems over dispersive channels. The sphere decoding provides the maximum-likelihood estimate with computational complexity comparable to the standard space-time decision-feedback equalizing (DFE algorithms. The performance and complexity of the sphere decoding are compared with the DFE algorithm by means of simulations.
Maximum-likelihood methods for array processing based on time-frequency distributions
Zhang, Yimin; Mu, Weifeng; Amin, Moeness G.
1999-11-01
This paper proposes a novel time-frequency maximum likelihood (t-f ML) method for direction-of-arrival (DOA) estimation for non- stationary signals, and compares this method with conventional maximum likelihood DOA estimation techniques. Time-frequency distributions localize the signal power in the time-frequency domain, and as such enhance the effective SNR, leading to improved DOA estimation. The localization of signals with different t-f signatures permits the division of the time-frequency domain into smaller regions, each contains fewer signals than those incident on the array. The reduction of the number of signals within different time-frequency regions not only reduces the required number of sensors, but also decreases the computational load in multi- dimensional optimizations. Compared to the recently proposed time- frequency MUSIC (t-f MUSIC), the proposed t-f ML method can be applied in coherent environments, without the need to perform any type of preprocessing that is subject to both array geometry and array aperture.
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.
MAXIMUM PRINCIPLE FOR SUBSONIC FLOW WITH VARIABLE ENTROPY
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B. Sizykh Grigory
2017-01-01
Full Text Available Maximum principle for subsonic flow is fair for stationary irrotational subsonic gas flows. According to this prin- ciple, if the value of the velocity is not constant everywhere, then its maximum is achieved on the boundary and only on the boundary of the considered domain. This property is used when designing form of an aircraft with a maximum critical val- ue of the Mach number: it is believed that if the local Mach number is less than unit in the incoming flow and on the body surface, then the Mach number is less then unit in all points of flow. The known proof of maximum principle for subsonic flow is based on the assumption that in the whole considered area of the flow the pressure is a function of density. For the ideal and perfect gas (the role of diffusion is negligible, and the Mendeleev-Clapeyron law is fulfilled, the pressure is a function of density if entropy is constant in the entire considered area of the flow. Shows an example of a stationary sub- sonic irrotational flow, in which the entropy has different values on different stream lines, and the pressure is not a function of density. The application of the maximum principle for subsonic flow with respect to such a flow would be unreasonable. This example shows the relevance of the question about the place of the points of maximum value of the velocity, if the entropy is not a constant. To clarify the regularities of the location of these points, was performed the analysis of the com- plete Euler equations (without any simplifying assumptions in 3-D case. The new proof of the maximum principle for sub- sonic flow was proposed. This proof does not rely on the assumption that the pressure is a function of density. Thus, it is shown that the maximum principle for subsonic flow is true for stationary subsonic irrotational flows of ideal perfect gas with variable entropy.
The Maximum Entropy Principle and the Modern Portfolio Theory
Directory of Open Access Journals (Sweden)
Ailton Cassetari
2003-12-01
Full Text Available In this work, a capital allocation methodology base don the Principle of Maximum Entropy was developed. The Shannons entropy is used as a measure, concerning the Modern Portfolio Theory, are also discuted. Particularly, the methodology is tested making a systematic comparison to: 1 the mean-variance (Markovitz approach and 2 the mean VaR approach (capital allocations based on the Value at Risk concept. In principle, such confrontations show the plausibility and effectiveness of the developed method.
On an Objective Basis for the Maximum Entropy Principle
Directory of Open Access Journals (Sweden)
David J. Miller
2015-01-01
Full Text Available In this letter, we elaborate on some of the issues raised by a recent paper by Neapolitan and Jiang concerning the maximum entropy (ME principle and alternative principles for estimating probabilities consistent with known, measured constraint information. We argue that the ME solution for the “problematic” example introduced by Neapolitan and Jiang has stronger objective basis, rooted in results from information theory, than their alternative proposed solution. We also raise some technical concerns about the Bayesian analysis in their work, which was used to independently support their alternative to the ME solution. The letter concludes by noting some open problems involving maximum entropy statistical inference.
Directory of Open Access Journals (Sweden)
Zhang Zhang
2009-06-01
Full Text Available A major analytical challenge in computational biology is the detection and description of clusters of specified site types, such as polymorphic or substituted sites within DNA or protein sequences. Progress has been stymied by a lack of suitable methods to detect clusters and to estimate the extent of clustering in discrete linear sequences, particularly when there is no a priori specification of cluster size or cluster count. Here we derive and demonstrate a maximum likelihood method of hierarchical clustering. Our method incorporates a tripartite divide-and-conquer strategy that models sequence heterogeneity, delineates clusters, and yields a profile of the level of clustering associated with each site. The clustering model may be evaluated via model selection using the Akaike Information Criterion, the corrected Akaike Information Criterion, and the Bayesian Information Criterion. Furthermore, model averaging using weighted model likelihoods may be applied to incorporate model uncertainty into the profile of heterogeneity across sites. We evaluated our method by examining its performance on a number of simulated datasets as well as on empirical polymorphism data from diverse natural alleles of the Drosophila alcohol dehydrogenase gene. Our method yielded greater power for the detection of clustered sites across a breadth of parameter ranges, and achieved better accuracy and precision of estimation of clusters, than did the existing empirical cumulative distribution function statistics.
MAXIMUM LIKELIHOOD CLASSIFICATION OF HIGH-RESOLUTION SAR IMAGES IN URBAN AREA
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M. Soheili Majd
2012-09-01
Full Text Available In this work, we propose a state-of-the-art on statistical analysis of polarimetric synthetic aperture radar (SAR data, through the modeling of several indices. We concentrate on eight ground classes which have been carried out from amplitudes, co-polarisation ratio, depolarization ratios, and other polarimetric descriptors. To study their different statistical behaviours, we consider Gauss, log- normal, Beta I, Weibull, Gamma, and Fisher statistical models and estimate their parameters using three methods: method of moments (MoM, maximum-likelihood (ML methodology, and log-cumulants method (MoML. Then, we study the opportunity of introducing this information in an adapted supervised classification scheme based on Maximum–Likelihood and Fisher pdf. Our work relies on an image of a suburban area, acquired by the airborne RAMSES SAR sensor of ONERA. The results prove the potential of such data to discriminate urban surfaces and show the usefulness of adapting any classical classification algorithm however classification maps present a persistant class confusion between flat gravelled or concrete roofs and trees.
Maximum likelihood fitting of FROC curves under an initial-detection-and-candidate-analysis model
International Nuclear Information System (INIS)
Edwards, Darrin C.; Kupinski, Matthew A.; Metz, Charles E.; Nishikawa, Robert M.
2002-01-01
We have developed a model for FROC curve fitting that relates the observer's FROC performance not to the ROC performance that would be obtained if the observer's responses were scored on a per image basis, but rather to a hypothesized ROC performance that the observer would obtain in the task of classifying a set of 'candidate detections' as positive or negative. We adopt the assumptions of the Bunch FROC model, namely that the observer's detections are all mutually independent, as well as assumptions qualitatively similar to, but different in nature from, those made by Chakraborty in his AFROC scoring methodology. Under the assumptions of our model, we show that the observer's FROC performance is a linearly scaled version of the candidate analysis ROC curve, where the scaling factors are just given by the FROC operating point coordinates for detecting initial candidates. Further, we show that the likelihood function of the model parameters given observational data takes on a simple form, and we develop a maximum likelihood method for fitting a FROC curve to this data. FROC and AFROC curves are produced for computer vision observer datasets and compared with the results of the AFROC scoring method. Although developed primarily with computer vision schemes in mind, we hope that the methodology presented here will prove worthy of further study in other applications as well
Neandertal admixture in Eurasia confirmed by maximum-likelihood analysis of three genomes.
Lohse, Konrad; Frantz, Laurent A F
2014-04-01
Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4-7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination.
Parallel implementation of D-Phylo algorithm for maximum likelihood clusters.
Malik, Shamita; Sharma, Dolly; Khatri, Sunil Kumar
2017-03-01
This study explains a newly developed parallel algorithm for phylogenetic analysis of DNA sequences. The newly designed D-Phylo is a more advanced algorithm for phylogenetic analysis using maximum likelihood approach. The D-Phylo while misusing the seeking capacity of k -means keeps away from its real constraint of getting stuck at privately conserved motifs. The authors have tested the behaviour of D-Phylo on Amazon Linux Amazon Machine Image(Hardware Virtual Machine)i2.4xlarge, six central processing unit, 122 GiB memory, 8 × 800 Solid-state drive Elastic Block Store volume, high network performance up to 15 processors for several real-life datasets. Distributing the clusters evenly on all the processors provides us the capacity to accomplish a near direct speed if there should arise an occurrence of huge number of processors.
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...
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.
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.
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.
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.
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...
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...
Smolin, John A; Gambetta, Jay M; Smith, Graeme
2012-02-17
We provide an efficient method for computing the maximum-likelihood mixed quantum state (with density matrix ρ) given a set of measurement outcomes in a complete orthonormal operator basis subject to Gaussian noise. Our method works by first changing basis yielding a candidate density matrix μ which may have nonphysical (negative) eigenvalues, and then finding the nearest physical state under the 2-norm. Our algorithm takes at worst O(d(4)) for the basis change plus O(d(3)) for finding ρ where d is the dimension of the quantum state. In the special case where the measurement basis is strings of Pauli operators, the basis change takes only O(d(3)) as well. The workhorse of the algorithm is a new linear-time method for finding the closest probability distribution (in Euclidean distance) to a set of real numbers summing to one.
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.
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.
Implementation of non-linear filters for iterative penalized maximum likelihood image reconstruction
International Nuclear Information System (INIS)
Liang, Z.; Gilland, D.; Jaszczak, R.; Coleman, R.
1990-01-01
In this paper, the authors report on the implementation of six edge-preserving, noise-smoothing, non-linear filters applied in image space for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The non-linear smoothing filters implemented were the median filter, the E 6 filter, the sigma filter, the edge-line filter, the gradient-inverse filter, and the 3-point edge filter with gradient-inverse filter, and the 3-point edge filter with gradient-inverse weight. A 3 x 3 window was used for all these filters. The best image obtained, by viewing the profiles through the image in terms of noise-smoothing, edge-sharpening, and contrast, was the one smoothed with the 3-point edge filter. The computation time for the smoothing was less than 1% of one iteration, and the memory space for the smoothing was negligible. These images were compared with the results obtained using Bayesian analysis
Targeted search for continuous gravitational waves: Bayesian versus maximum-likelihood statistics
International Nuclear Information System (INIS)
Prix, Reinhard; Krishnan, Badri
2009-01-01
We investigate the Bayesian framework for detection of continuous gravitational waves (GWs) in the context of targeted searches, where the phase evolution of the GW signal is assumed to be known, while the four amplitude parameters are unknown. We show that the orthodox maximum-likelihood statistic (known as F-statistic) can be rediscovered as a Bayes factor with an unphysical prior in amplitude parameter space. We introduce an alternative detection statistic ('B-statistic') using the Bayes factor with a more natural amplitude prior, namely an isotropic probability distribution for the orientation of GW sources. Monte Carlo simulations of targeted searches show that the resulting Bayesian B-statistic is more powerful in the Neyman-Pearson sense (i.e., has a higher expected detection probability at equal false-alarm probability) than the frequentist F-statistic.
Pritikin, Joshua N; Brick, Timothy R; Neale, Michael C
2018-04-01
A novel method for the maximum likelihood estimation of structural equation models (SEM) with both ordinal and continuous indicators is introduced using a flexible multivariate probit model for the ordinal indicators. A full information approach ensures unbiased estimates for data missing at random. Exceeding the capability of prior methods, up to 13 ordinal variables can be included before integration time increases beyond 1 s per row. The method relies on the axiom of conditional probability to split apart the distribution of continuous and ordinal variables. Due to the symmetry of the axiom, two similar methods are available. A simulation study provides evidence that the two similar approaches offer equal accuracy. A further simulation is used to develop a heuristic to automatically select the most computationally efficient approach. Joint ordinal continuous SEM is implemented in OpenMx, free and open-source software.
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.
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...
Li, Xinya; Deng, Z. Daniel; Sun, Yannan; Martinez, Jayson J.; Fu, Tao; McMichael, Geoffrey A.; Carlson, Thomas J.
2014-11-01
Better understanding of fish behavior is vital for recovery of many endangered species including salmon. The Juvenile Salmon Acoustic Telemetry System (JSATS) was developed to observe the out-migratory behavior of juvenile salmonids tagged by surgical implantation of acoustic micro-transmitters and to estimate the survival when passing through dams on the Snake and Columbia Rivers. A robust three-dimensional solver was needed to accurately and efficiently estimate the time sequence of locations of fish tagged with JSATS acoustic transmitters, to describe in sufficient detail the information needed to assess the function of dam-passage design alternatives. An approximate maximum likelihood solver was developed using measurements of time difference of arrival from all hydrophones in receiving arrays on which a transmission was detected. Field experiments demonstrated that the developed solver performed significantly better in tracking efficiency and accuracy than other solvers described in the literature.
BOREAS TE-18 Landsat TM Maximum Likelihood Classification Image of the NSA
Hall, Forrest G. (Editor); Knapp, David
2000-01-01
The BOREAS TE-18 team focused its efforts on using remotely sensed data to characterize the successional and disturbance dynamics of the boreal forest for use in carbon modeling. The objective of this classification is to provide the BOREAS investigators with a data product that characterizes the land cover of the NSA. A Landsat-5 TM image from 20-Aug-1988 was used to derive this classification. A standard supervised maximum likelihood classification approach was used to produce this classification. The data are provided in a binary image format file. The data files are available on a CD-ROM (see document number 20010000884), or from the Oak Ridge National Laboratory (ORNL) Distributed Activity Archive Center (DAAC).
MADmap: A Massively Parallel Maximum-Likelihood Cosmic Microwave Background Map-Maker
Energy Technology Data Exchange (ETDEWEB)
Cantalupo, Christopher; Borrill, Julian; Jaffe, Andrew; Kisner, Theodore; Stompor, Radoslaw
2009-06-09
MADmap is a software application used to produce maximum-likelihood images of the sky from time-ordered data which include correlated noise, such as those gathered by Cosmic Microwave Background (CMB) experiments. It works efficiently on platforms ranging from small workstations to the most massively parallel supercomputers. Map-making is a critical step in the analysis of all CMB data sets, and the maximum-likelihood approach is the most accurate and widely applicable algorithm; however, it is a computationally challenging task. This challenge will only increase with the next generation of ground-based, balloon-borne and satellite CMB polarization experiments. The faintness of the B-mode signal that these experiments seek to measure requires them to gather enormous data sets. MADmap is already being run on up to O(1011) time samples, O(108) pixels and O(104) cores, with ongoing work to scale to the next generation of data sets and supercomputers. We describe MADmap's algorithm based around a preconditioned conjugate gradient solver, fast Fourier transforms and sparse matrix operations. We highlight MADmap's ability to address problems typically encountered in the analysis of realistic CMB data sets and describe its application to simulations of the Planck and EBEX experiments. The massively parallel and distributed implementation is detailed and scaling complexities are given for the resources required. MADmap is capable of analysing the largest data sets now being collected on computing resources currently available, and we argue that, given Moore's Law, MADmap will be capable of reducing the most massive projected data sets.
Supervised maximum-likelihood weighting of composite protein networks for complex prediction
Directory of Open Access Journals (Sweden)
Yong Chern Han
2012-12-01
Full Text Available Abstract Background Protein complexes participate in many important cellular functions, so finding the set of existent complexes is essential for understanding the organization and regulation of processes in the cell. With the availability of large amounts of high-throughput protein-protein interaction (PPI data, many algorithms have been proposed to discover protein complexes from PPI networks. However, such approaches are hindered by the high rate of noise in high-throughput PPI data, including spurious and missing interactions. Furthermore, many transient interactions are detected between proteins that are not from the same complex, while not all proteins from the same complex may actually interact. As a result, predicted complexes often do not match true complexes well, and many true complexes go undetected. Results We address these challenges by integrating PPI data with other heterogeneous data sources to construct a composite protein network, and using a supervised maximum-likelihood approach to weight each edge based on its posterior probability of belonging to a complex. We then use six different clustering algorithms, and an aggregative clustering strategy, to discover complexes in the weighted network. We test our method on Saccharomyces cerevisiae and Homo sapiens, and show that complex discovery is improved: compared to previously proposed supervised and unsupervised weighting approaches, our method recalls more known complexes, achieves higher precision at all recall levels, and generates novel complexes of greater functional similarity. Furthermore, our maximum-likelihood approach allows learned parameters to be used to visualize and evaluate the evidence of novel predictions, aiding human judgment of their credibility. Conclusions Our approach integrates multiple data sources with supervised learning to create a weighted composite protein network, and uses six clustering algorithms with an aggregative clustering strategy to
Joint maximum-likelihood magnitudes of presumed underground nuclear test explosions
Peacock, Sheila; Douglas, Alan; Bowers, David
2017-08-01
Body-wave magnitudes (mb) of 606 seismic disturbances caused by presumed underground nuclear test explosions at specific test sites between 1964 and 1996 have been derived from station amplitudes collected by the International Seismological Centre (ISC), by a joint inversion for mb and station-specific magnitude corrections. A maximum-likelihood method was used to reduce the upward bias of network mean magnitudes caused by data censoring, where arrivals at stations that do not report arrivals are assumed to be hidden by the ambient noise at the time. Threshold noise levels at each station were derived from the ISC amplitudes using the method of Kelly and Lacoss, which fits to the observed magnitude-frequency distribution a Gutenberg-Richter exponential decay truncated at low magnitudes by an error function representing the low-magnitude threshold of the station. The joint maximum-likelihood inversion is applied to arrivals from the sites: Semipalatinsk (Kazakhstan) and Novaya Zemlya, former Soviet Union; Singer (Lop Nor), China; Mururoa and Fangataufa, French Polynesia; and Nevada, USA. At sites where eight or more arrivals could be used to derive magnitudes and station terms for 25 or more explosions (Nevada, Semipalatinsk and Mururoa), the resulting magnitudes and station terms were fixed and a second inversion carried out to derive magnitudes for additional explosions with three or more arrivals. 93 more magnitudes were thus derived. During processing for station thresholds, many stations were rejected for sparsity of data, obvious errors in reported amplitude, or great departure of the reported amplitude-frequency distribution from the expected left-truncated exponential decay. Abrupt changes in monthly mean amplitude at a station apparently coincide with changes in recording equipment and/or analysis method at the station.
Directory of Open Access Journals (Sweden)
César da Silva Chagas
2013-04-01
Full Text Available Soil surveys are the main source of spatial information on soils and have a range of different applications, mainly in agriculture. The continuity of this activity has however been severely compromised, mainly due to a lack of governmental funding. The purpose of this study was to evaluate the feasibility of two different classifiers (artificial neural networks and a maximum likelihood algorithm in the prediction of soil classes in the northwest of the state of Rio de Janeiro. Terrain attributes such as elevation, slope, aspect, plan curvature and compound topographic index (CTI and indices of clay minerals, iron oxide and Normalized Difference Vegetation Index (NDVI, derived from Landsat 7 ETM+ sensor imagery, were used as discriminating variables. The two classifiers were trained and validated for each soil class using 300 and 150 samples respectively, representing the characteristics of these classes in terms of the discriminating variables. According to the statistical tests, the accuracy of the classifier based on artificial neural networks (ANNs was greater than of the classic Maximum Likelihood Classifier (MLC. Comparing the results with 126 points of reference showed that the resulting ANN map (73.81 % was superior to the MLC map (57.94 %. The main errors when using the two classifiers were caused by: a the geological heterogeneity of the area coupled with problems related to the geological map; b the depth of lithic contact and/or rock exposure, and c problems with the environmental correlation model used due to the polygenetic nature of the soils. This study confirms that the use of terrain attributes together with remote sensing data by an ANN approach can be a tool to facilitate soil mapping in Brazil, primarily due to the availability of low-cost remote sensing data and the ease by which terrain attributes can be obtained.
Maximal information analysis: I - various Wayne State plots and the most common likelihood principle
International Nuclear Information System (INIS)
Bonvicini, G.
2005-01-01
Statistical analysis using all moments of the likelihood L(y vertical bar α) (y being the data and α being the fit parameters) is presented. The relevant plots for various data fitting situations are presented. The goodness of fit (GOF) parameter (currently the χ 2 ) is redefined as the isoprobability level in a multidimensional space. Many useful properties of statistical analysis are summarized in a new statistical principle which states that the most common likelihood, and not the tallest, is the best possible likelihood, when comparing experiments or hypotheses
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...
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.
On a Weak Discrete Maximum Principle for hp-FEM
Czech Academy of Sciences Publication Activity Database
Šolín, Pavel; Vejchodský, Tomáš
-, č. 209 (2007), s. 54-65 ISSN 0377-0427 R&D Projects: GA ČR(CZ) GA102/05/0629 Institutional research plan: CEZ:AV0Z20570509; CEZ:AV0Z10190503 Keywords : discrete maximum principle * hp-FEM Subject RIV: JA - Electronics ; Optoelectronics, Electrical Engineering Impact factor: 0.943, year: 2007
The constraint rule of the maximum entropy principle
Uffink, J.
1995-01-01
The principle of maximum entropy is a method for assigning values to probability distributions on the basis of partial information. In usual formulations of this and related methods of inference one assumes that this partial information takes the form of a constraint on allowed probability
A Maximum Principle for SDEs of Mean-Field Type
Energy Technology Data Exchange (ETDEWEB)
Andersson, Daniel, E-mail: danieand@math.kth.se; Djehiche, Boualem, E-mail: boualem@math.kth.se [Royal Institute of Technology, Department of Mathematics (Sweden)
2011-06-15
We study the optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law as well as the state of the process. Moreover the cost functional is also of mean-field type, which makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. Under the assumption of a convex action space a maximum principle of local form is derived, specifying the necessary conditions for optimality. These are also shown to be sufficient under additional assumptions. This maximum principle differs from the classical one, where the adjoint equation is a linear backward SDE, since here the adjoint equation turns out to be a linear mean-field backward SDE. As an illustration, we apply the result to the mean-variance portfolio selection problem.
A Maximum Principle for SDEs of Mean-Field Type
International Nuclear Information System (INIS)
Andersson, Daniel; Djehiche, Boualem
2011-01-01
We study the optimal control of a stochastic differential equation (SDE) of mean-field type, where the coefficients are allowed to depend on some functional of the law as well as the state of the process. Moreover the cost functional is also of mean-field type, which makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. Under the assumption of a convex action space a maximum principle of local form is derived, specifying the necessary conditions for optimality. These are also shown to be sufficient under additional assumptions. This maximum principle differs from the classical one, where the adjoint equation is a linear backward SDE, since here the adjoint equation turns out to be a linear mean-field backward SDE. As an illustration, we apply the result to the mean-variance portfolio selection problem.
DEFF Research Database (Denmark)
Boiroux, Dimitri; Juhl, Rune; Madsen, Henrik
2016-01-01
This paper addresses maximum likelihood parameter estimation of continuous-time nonlinear systems with discrete-time measurements. We derive an efficient algorithm for the computation of the log-likelihood function and its gradient, which can be used in gradient-based optimization algorithms....... This algorithm uses UD decomposition of symmetric matrices and the array algorithm for covariance update and gradient computation. We test our algorithm on the Lotka-Volterra equations. Compared to the maximum likelihood estimation based on finite difference gradient computation, we get a significant speedup...
THE GENERALIZED MAXIMUM LIKELIHOOD METHOD APPLIED TO HIGH PRESSURE PHASE EQUILIBRIUM
Directory of Open Access Journals (Sweden)
Lúcio CARDOZO-FILHO
1997-12-01
Full Text Available The generalized maximum likelihood method was used to determine binary interaction parameters between carbon dioxide and components of orange essential oil. Vapor-liquid equilibrium was modeled with Peng-Robinson and Soave-Redlich-Kwong equations, using a methodology proposed in 1979 by Asselineau, Bogdanic and Vidal. Experimental vapor-liquid equilibrium data on binary mixtures formed with carbon dioxide and compounds usually found in orange essential oil were used to test the model. These systems were chosen to demonstrate that the maximum likelihood method produces binary interaction parameters for cubic equations of state capable of satisfactorily describing phase equilibrium, even for a binary such as ethanol/CO2. Results corroborate that the Peng-Robinson, as well as the Soave-Redlich-Kwong, equation can be used to describe phase equilibrium for the following systems: components of essential oil of orange/CO2.Foi empregado o método da máxima verossimilhança generalizado para determinação de parâmetros de interação binária entre os componentes do óleo essencial de laranja e dióxido de carbono. Foram usados dados experimentais de equilíbrio líquido-vapor de misturas binárias de dióxido de carbono e componentes do óleo essencial de laranja. O equilíbrio líquido-vapor foi modelado com as equações de Peng-Robinson e de Soave-Redlich-Kwong usando a metodologia proposta em 1979 por Asselineau, Bogdanic e Vidal. A escolha destes sistemas teve como objetivo demonstrar que o método da máxima verosimilhança produz parâmetros de interação binária, para equações cúbicas de estado capazes de descrever satisfatoriamente até mesmo o equilíbrio para o binário etanol/CO2. Os resultados comprovam que tanto a equação de Peng-Robinson quanto a de Soave-Redlich-Kwong podem ser empregadas para descrever o equilíbrio de fases para o sistemas: componentes do óleo essencial de laranja/CO2.
Twenty-five years of maximum-entropy principle
Kapur, J. N.
1983-04-01
The strengths and weaknesses of the maximum entropy principle (MEP) are examined and some challenging problems that remain outstanding at the end of the first quarter century of the principle are discussed. The original formalism of the MEP is presented and its relationship to statistical mechanics is set forth. The use of MEP for characterizing statistical distributions, in statistical inference, nonlinear spectral analysis, transportation models, population density models, models for brand-switching in marketing and vote-switching in elections is discussed. Its application to finance, insurance, image reconstruction, pattern recognition, operations research and engineering, biology and medicine, and nonparametric density estimation is considered.
Combining Experiments and Simulations Using the Maximum Entropy Principle
DEFF Research Database (Denmark)
Boomsma, Wouter; Ferkinghoff-Borg, Jesper; Lindorff-Larsen, Kresten
2014-01-01
are not in quantitative agreement with experimental data. The principle of maximum entropy is a general procedure for constructing probability distributions in the light of new data, making it a natural tool in cases when an initial model provides results that are at odds with experiments. The number of maximum entropy...... in the context of a simple example, after which we proceed with a real-world application in the field of molecular simulations, where the maximum entropy procedure has recently provided new insight. Given the limited accuracy of force fields, macromolecular simulations sometimes produce results....... Three very recent papers have explored this problem using the maximum entropy approach, providing both new theoretical and practical insights to the problem. We highlight each of these contributions in turn and conclude with a discussion on remaining challenges....
Wobbling and LSF-based maximum likelihood expectation maximization reconstruction for wobbling PET
International Nuclear Information System (INIS)
Kim, Hang-Keun; Son, Young-Don; Kwon, Dae-Hyuk; Joo, Yohan; Cho, Zang-Hee
2016-01-01
Positron emission tomography (PET) is a widely used imaging modality; however, the PET spatial resolution is not yet satisfactory for precise anatomical localization of molecular activities. Detector size is the most important factor because it determines the intrinsic resolution, which is approximately half of the detector size and determines the ultimate PET resolution. Detector size, however, cannot be made too small because both the decreased detection efficiency and the increased septal penetration effect degrade the image quality. A wobbling and line spread function (LSF)-based maximum likelihood expectation maximization (WL-MLEM) algorithm, which combined the MLEM iterative reconstruction algorithm with wobbled sampling and LSF-based deconvolution using the system matrix, was proposed for improving the spatial resolution of PET without reducing the scintillator or detector size. The new algorithm was evaluated using a simulation, and its performance was compared with that of the existing algorithms, such as conventional MLEM and LSF-based MLEM. Simulations demonstrated that the WL-MLEM algorithm yielded higher spatial resolution and image quality than the existing algorithms. The WL-MLEM algorithm with wobbling PET yielded substantially improved resolution compared with conventional algorithms with stationary PET. The algorithm can be easily extended to other iterative reconstruction algorithms, such as maximum a priori (MAP) and ordered subset expectation maximization (OSEM). The WL-MLEM algorithm with wobbling PET may offer improvements in both sensitivity and resolution, the two most sought-after features in PET design. - Highlights: • This paper proposed WL-MLEM algorithm for PET and demonstrated its performance. • WL-MLEM algorithm effectively combined wobbling and line spread function based MLEM. • WL-MLEM provided improvements in the spatial resolution and the PET image quality. • WL-MLEM can be easily extended to the other iterative
Stability of maximum-likelihood-based clustering methods: exploring the backbone of classifications
International Nuclear Information System (INIS)
Mungan, Muhittin; Ramasco, José J
2010-01-01
Components of complex systems are often classified according to the way they interact with each other. In graph theory such groups are known as clusters or communities. Many different techniques have been recently proposed to detect them, some of which involve inference methods using either Bayesian or maximum likelihood approaches. In this paper, we study a statistical model designed for detecting clusters based on connection similarity. The basic assumption of the model is that the graph was generated by a certain grouping of the nodes and an expectation maximization algorithm is employed to infer that grouping. We show that the method admits further development to yield a stability analysis of the groupings that quantifies the extent to which each node influences its neighbors' group membership. Our approach naturally allows for the identification of the key elements responsible for the grouping and their resilience to changes in the network. Given the generality of the assumptions underlying the statistical model, such nodes are likely to play special roles in the original system. We illustrate this point by analyzing several empirical networks for which further information about the properties of the nodes is available. The search and identification of stabilizing nodes constitutes thus a novel technique to characterize the relevance of nodes in complex networks
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.
Tsou, Haiping; Yan, Tsun-Yee
1999-04-01
This paper describes an extended-source spatial acquisition and tracking scheme for planetary optical communications. This scheme uses the Sun-lit Earth image as the beacon signal, which can be computed according to the current Sun-Earth-Probe angle from a pre-stored Earth image or a received snapshot taken by other Earth-orbiting satellite. Onboard the spacecraft, the reference image is correlated in the transform domain with the received image obtained from a detector array, which is assumed to have each of its pixels corrupted by an independent additive white Gaussian noise. The coordinate of the ground station is acquired and tracked, respectively, by an open-loop acquisition algorithm and a closed-loop tracking algorithm derived from the maximum likelihood criterion. As shown in the paper, the optimal spatial acquisition requires solving two nonlinear equations, or iteratively solving their linearized variants, to estimate the coordinate when translation in the relative positions of onboard and ground transceivers is considered. Similar assumption of linearization leads to the closed-loop spatial tracking algorithm in which the loop feedback signals can be derived from the weighted transform-domain correlation. Numerical results using a sample Sun-lit Earth image demonstrate that sub-pixel resolutions can be achieved by this scheme in a high disturbance environment.
International Nuclear Information System (INIS)
Vanhaelewyn, G.; Callens, F.; Gruen, R.
2000-01-01
In order to determine the components which give rise to the EPR spectrum around g = 2 we have applied Maximum Likelihood Common Factor Analysis (MLCFA) on the EPR spectra of enamel sample 1126 which has previously been analysed by continuous wave and pulsed EPR as well as EPR microscopy. MLCFA yielded agreeing results on three sets of X-band spectra and the following components were identified: an orthorhombic component attributed to CO - 2 , an axial component CO 3- 3 , as well as four isotropic components, three of which could be attributed to SO - 2 , a tumbling CO - 2 and a central line of a dimethyl radical. The X-band results were confirmed by analysis of Q-band spectra where three additional isotropic lines were found, however, these three components could not be attributed to known radicals. The orthorhombic component was used to establish dose response curves for the assessment of the past radiation dose, D E . The results appear to be more reliable than those based on conventional peak-to-peak EPR intensity measurements or simple Gaussian deconvolution methods
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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.
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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.
Evolutionary analysis of apolipoprotein E by Maximum Likelihood and complex network methods
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Leandro de Jesus Benevides
Full Text Available Abstract Apolipoprotein E (apo E is a human glycoprotein with 299 amino acids, and it is a major component of very low density lipoproteins (VLDL and a group of high-density lipoproteins (HDL. Phylogenetic studies are important to clarify how various apo E proteins are related in groups of organisms and whether they evolved from a common ancestor. Here, we aimed at performing a phylogenetic study on apo E carrying organisms. We employed a classical and robust method, such as Maximum Likelihood (ML, and compared the results using a more recent approach based on complex networks. Thirty-two apo E amino acid sequences were downloaded from NCBI. A clear separation could be observed among three major groups: mammals, fish and amphibians. The results obtained from ML method, as well as from the constructed networks showed two different groups: one with mammals only (C1 and another with fish (C2, and a single node with the single sequence available for an amphibian. The accordance in results from the different methods shows that the complex networks approach is effective in phylogenetic studies. Furthermore, our results revealed the conservation of apo E among animal groups.
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
Penalized maximum-likelihood sinogram restoration for dual focal spot computed tomography
International Nuclear Information System (INIS)
Forthmann, P; Koehler, T; Begemann, P G C; Defrise, M
2007-01-01
Due to various system non-idealities, the raw data generated by a computed tomography (CT) machine are not readily usable for reconstruction. Although the deterministic nature of corruption effects such as crosstalk and afterglow permits correction by deconvolution, there is a drawback because deconvolution usually amplifies noise. Methods that perform raw data correction combined with noise suppression are commonly termed sinogram restoration methods. The need for sinogram restoration arises, for example, when photon counts are low and non-statistical reconstruction algorithms such as filtered backprojection are used. Many modern CT machines offer a dual focal spot (DFS) mode, which serves the goal of increased radial sampling by alternating the focal spot between two positions on the anode plate during the scan. Although the focal spot mode does not play a role with respect to how the data are affected by the above-mentioned corruption effects, it needs to be taken into account if regularized sinogram restoration is to be applied to the data. This work points out the subtle difference in processing that sinogram restoration for DFS requires, how it is correctly employed within the penalized maximum-likelihood sinogram restoration algorithm and what impact it has on image quality
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.
Maximum likelihood-based analysis of single-molecule photon arrival trajectories
Hajdziona, Marta; Molski, Andrzej
2011-02-01
In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 103 photons. When the intensity levels are well-separated and 104 photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.
Maximum likelihood-based analysis of single-molecule photon arrival trajectories.
Hajdziona, Marta; Molski, Andrzej
2011-02-07
In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 10(3) photons. When the intensity levels are well-separated and 10(4) photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.
Implementation of linear filters for iterative penalized maximum likelihood SPECT reconstruction
International Nuclear Information System (INIS)
Liang, Z.
1991-01-01
This paper reports on six low-pass linear filters applied in frequency space implemented for iterative penalized maximum-likelihood (ML) SPECT image reconstruction. The filters implemented were the Shepp-Logan filter, the Butterworth filer, the Gaussian filter, the Hann filter, the Parzen filer, and the Lagrange filter. The low-pass filtering was applied in frequency space to projection data for the initial estimate and to the difference of projection data and reprojected data for higher order approximations. The projection data were acquired experimentally from a chest phantom consisting of non-uniform attenuating media. All the filters could effectively remove the noise and edge artifacts associated with ML approach if the frequency cutoff was properly chosen. The improved performance of the Parzen and Lagrange filters relative to the others was observed. The best image, by viewing its profiles in terms of noise-smoothing, edge-sharpening, and contrast, was the one obtained with the Parzen filter. However, the Lagrange filter has the potential to consider the characteristics of detector response function
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
Fast Maximum-Likelihood Decoder for Quasi-Orthogonal Space-Time Block Code
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Adel Ahmadi
2015-01-01
Full Text Available Motivated by the decompositions of sphere and QR-based methods, in this paper we present an extremely fast maximum-likelihood (ML detection approach for quasi-orthogonal space-time block code (QOSTBC. The proposed algorithm with a relatively simple design exploits structure of quadrature amplitude modulation (QAM constellations to achieve its goal and can be extended to any arbitrary constellation. Our decoder utilizes a new decomposition technique for ML metric which divides the metric into independent positive parts and a positive interference part. Search spaces of symbols are substantially reduced by employing the independent parts and statistics of noise. Symbols within the search spaces are successively evaluated until the metric is minimized. Simulation results confirm that the proposed decoder’s performance is superior to many of the recently published state-of-the-art solutions in terms of complexity level. More specifically, it was possible to verify that application of the new algorithms with 1024-QAM would decrease the computational complexity compared to state-of-the-art solution with 16-QAM.
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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.
Chernick, Julian A.; Perlovsky, Leonid I.; Tye, David M.
1994-06-01
This paper describes applications of maximum likelihood adaptive neural system (MLANS) to the characterization of clutter in IR images and to the identification of targets. The characterization of image clutter is needed to improve target detection and to enhance the ability to compare performance of different algorithms using diverse imagery data. Enhanced unambiguous IFF is important for fratricide reduction while automatic cueing and targeting is becoming an ever increasing part of operations. We utilized MLANS which is a parametric neural network that combines optimal statistical techniques with a model-based approach. This paper shows that MLANS outperforms classical classifiers, the quadratic classifier and the nearest neighbor classifier, because on the one hand it is not limited to the usual Gaussian distribution assumption and can adapt in real time to the image clutter distribution; on the other hand MLANS learns from fewer samples and is more robust than the nearest neighbor classifiers. Future research will address uncooperative IFF using fused IR and MMW data.
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.
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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.
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.
Extended maximum likelihood analysis of apparent flattenings of S0 and spiral galaxies
International Nuclear Information System (INIS)
Okamura, Sadanori; Takase, Bunshiro; Hamabe, Masaru; Nakada, Yoshikazu; Kodaira, Keiichi.
1981-01-01
Apparent flattenings of S0 and spiral galaxies compiled by Sandage et al. (1970) and van den Bergh (1977), and those listed in the Second Reference Catalogue (RC2) are analyzed by means of the extended maximum likelihood method which was recently developed in the information theory for statistical model identification. Emphasis is put on the possible difference in the distribution of intrinsic flattenings between S0's and spirals as a group, and on the apparent disagreements present in the previous results. The present analysis shows that (1) One cannot conclude on the basis of the data in the Reference Catalogue of Bright Galaxies (RCBG) that the distribution of intrinsic flattenings of spirals is almost identical to that of S0's; spirals have wider dispersion than S0's, and there are more round systems in spirals than in S0's. (2) The distribution of intrinsic flattenings of S0's and spirals derived from the data in RC2 again indicates a significant difference from each other. (3) The distribution of intrinsic flattenings of S0's exhibits different characteristics depending upon the surface-brightness level; the distribution with one component is obtained from the data at RCBG level (--23.5 mag arcsec -2 ) and that with two components at RC2 level (25 mag arcsec -2 ). (author)
Analysis of Pairwise Interactions in a Maximum Likelihood Sense to Identify Leaders in a Group
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Violet Mwaffo
2017-07-01
Full Text Available Collective motion in animal groups manifests itself in the form of highly coordinated maneuvers determined by local interactions among individuals. A particularly critical question in understanding the mechanisms behind such interactions is to detect and classify leader–follower relationships within the group. In the technical literature of coupled dynamical systems, several methods have been proposed to reconstruct interaction networks, including linear correlation analysis, transfer entropy, and event synchronization. While these analyses have been helpful in reconstructing network models from neuroscience to public health, rules on the most appropriate method to use for a specific dataset are lacking. Here, we demonstrate the possibility of detecting leaders in a group from raw positional data in a model-free approach that combines multiple methods in a maximum likelihood sense. We test our framework on synthetic data of groups of self-propelled Vicsek particles, where a single agent acts as a leader and both the size of the interaction region and the level of inherent noise are systematically varied. To assess the feasibility of detecting leaders in real-world applications, we study a synthetic dataset of fish shoaling, generated by using a recent data-driven model for social behavior, and an experimental dataset of pharmacologically treated zebrafish. Not only does our approach offer a robust strategy to detect leaders in synthetic data but it also allows for exploring the role of psychoactive compounds on leader–follower relationships.
The discrete maximum principle for Galerkin solutions of elliptic problems
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš
2012-01-01
Roč. 10, č. 1 (2012), s. 25-43 ISSN 1895-1074 R&D Projects: GA AV ČR IAA100760702 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete maximum principle * monotone methods * Galerkin solution Subject RIV: BA - General Mathematics Impact factor: 0.405, year: 2012 http://www.springerlink.com/content/x73624wm23x4wj26
Ellis, Sam; Reader, Andrew J
2018-04-26
Many clinical contexts require the acquisition of multiple positron emission tomography (PET) scans of a single subject, for example to observe and quantify changes in functional behaviour in tumours after treatment in oncology. Typically, the datasets from each of these scans are reconstructed individually, without exploiting the similarities between them. We have recently shown that sharing information between longitudinal PET datasets by penalising voxel-wise differences during image reconstruction can improve reconstructed images by reducing background noise and increasing the contrast-to-noise ratio of high activity lesions. Here we present two additional novel longitudinal difference-image priors and evaluate their performance using 2D simulation studies and a 3D real dataset case study. We have previously proposed a simultaneous difference-image-based penalised maximum likelihood (PML) longitudinal image reconstruction method that encourages sparse difference images (DS-PML), and in this work we propose two further novel prior terms. The priors are designed to encourage longitudinal images with corresponding differences which have i) low entropy (DE-PML), and ii) high sparsity in their spatial gradients (DTV-PML). These two new priors and the originally proposed longitudinal prior were applied to 2D simulated treatment response [ 18 F]fluorodeoxyglucose (FDG) brain tumour datasets and compared to standard maximum likelihood expectation-maximisation (MLEM) reconstructions. These 2D simulation studies explored the effects of penalty strengths, tumour behaviour, and inter-scan coupling on reconstructed images. Finally, a real two-scan longitudinal data series acquired from a head and neck cancer patient was reconstructed with the proposed methods and the results compared to standard reconstruction methods. Using any of the three priors with an appropriate penalty strength produced images with noise levels equivalent to those seen when using standard
Deconvolving the wedge: maximum-likelihood power spectra via spherical-wave visibility modelling
Ghosh, A.; Mertens, F. G.; Koopmans, L. V. E.
2018-03-01
Direct detection of the Epoch of Reionization (EoR) via the red-shifted 21-cm line will have unprecedented implications on the study of structure formation in the infant Universe. To fulfil this promise, current and future 21-cm experiments need to detect this weak EoR signal in the presence of foregrounds that are several orders of magnitude larger. This requires extreme noise control and improved wide-field high dynamic-range imaging techniques. We propose a new imaging method based on a maximum likelihood framework which solves for the interferometric equation directly on the sphere, or equivalently in the uvw-domain. The method uses the one-to-one relation between spherical waves and spherical harmonics (SpH). It consistently handles signals from the entire sky, and does not require a w-term correction. The SpH coefficients represent the sky-brightness distribution and the visibilities in the uvw-domain, and provide a direct estimate of the spatial power spectrum. Using these spectrally smooth SpH coefficients, bright foregrounds can be removed from the signal, including their side-lobe noise, which is one of the limiting factors in high dynamics-range wide-field imaging. Chromatic effects causing the so-called `wedge' are effectively eliminated (i.e. deconvolved) in the cylindrical (k⊥, k∥) power spectrum, compared to a power spectrum computed directly from the images of the foreground visibilities where the wedge is clearly present. We illustrate our method using simulated Low-Frequency Array observations, finding an excellent reconstruction of the input EoR signal with minimal bias.
Penalized maximum likelihood reconstruction for x-ray differential phase-contrast tomography
International Nuclear Information System (INIS)
Brendel, Bernhard; Teuffenbach, Maximilian von; Noël, Peter B.; Pfeiffer, Franz; Koehler, Thomas
2016-01-01
Purpose: The purpose of this work is to propose a cost function with regularization to iteratively reconstruct attenuation, phase, and scatter images simultaneously from differential phase contrast (DPC) acquisitions, without the need of phase retrieval, and examine its properties. Furthermore this reconstruction method is applied to an acquisition pattern that is suitable for a DPC tomographic system with continuously rotating gantry (sliding window acquisition), overcoming the severe smearing in noniterative reconstruction. Methods: We derive a penalized maximum likelihood reconstruction algorithm to directly reconstruct attenuation, phase, and scatter image from the measured detector values of a DPC acquisition. The proposed penalty comprises, for each of the three images, an independent smoothing prior. Image quality of the proposed reconstruction is compared to images generated with FBP and iterative reconstruction after phase retrieval. Furthermore, the influence between the priors is analyzed. Finally, the proposed reconstruction algorithm is applied to experimental sliding window data acquired at a synchrotron and results are compared to reconstructions based on phase retrieval. Results: The results show that the proposed algorithm significantly increases image quality in comparison to reconstructions based on phase retrieval. No significant mutual influence between the proposed independent priors could be observed. Further it could be illustrated that the iterative reconstruction of a sliding window acquisition results in images with substantially reduced smearing artifacts. Conclusions: Although the proposed cost function is inherently nonconvex, it can be used to reconstruct images with less aliasing artifacts and less streak artifacts than reconstruction methods based on phase retrieval. Furthermore, the proposed method can be used to reconstruct images of sliding window acquisitions with negligible smearing artifacts
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.
FlowMax: A Computational Tool for Maximum Likelihood Deconvolution of CFSE Time Courses.
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Maxim Nikolaievich Shokhirev
Full Text Available The immune response is a concerted dynamic multi-cellular process. Upon infection, the dynamics of lymphocyte populations are an aggregate of molecular processes that determine the activation, division, and longevity of individual cells. The timing of these single-cell processes is remarkably widely distributed with some cells undergoing their third division while others undergo their first. High cell-to-cell variability and technical noise pose challenges for interpreting popular dye-dilution experiments objectively. It remains an unresolved challenge to avoid under- or over-interpretation of such data when phenotyping gene-targeted mouse models or patient samples. Here we develop and characterize a computational methodology to parameterize a cell population model in the context of noisy dye-dilution data. To enable objective interpretation of model fits, our method estimates fit sensitivity and redundancy by stochastically sampling the solution landscape, calculating parameter sensitivities, and clustering to determine the maximum-likelihood solution ranges. Our methodology accounts for both technical and biological variability by using a cell fluorescence model as an adaptor during population model fitting, resulting in improved fit accuracy without the need for ad hoc objective functions. We have incorporated our methodology into an integrated phenotyping tool, FlowMax, and used it to analyze B cells from two NFκB knockout mice with distinct phenotypes; we not only confirm previously published findings at a fraction of the expended effort and cost, but reveal a novel phenotype of nfkb1/p105/50 in limiting the proliferative capacity of B cells following B-cell receptor stimulation. In addition to complementing experimental work, FlowMax is suitable for high throughput analysis of dye dilution studies within clinical and pharmacological screens with objective and quantitative conclusions.
International Nuclear Information System (INIS)
Stsepankou, D; Arns, A; Hesser, J; Ng, S K; Zygmanski, P
2012-01-01
The objective of this paper is to evaluate an iterative maximum likelihood (ML) cone–beam computed tomography (CBCT) reconstruction with total variation (TV) regularization with respect to the robustness of the algorithm due to data inconsistencies. Three different and (for clinical application) typical classes of errors are considered for simulated phantom and measured projection data: quantum noise, defect detector pixels and projection matrix errors. To quantify those errors we apply error measures like mean square error, signal-to-noise ratio, contrast-to-noise ratio and streak indicator. These measures are derived from linear signal theory and generalized and applied for nonlinear signal reconstruction. For quality check, we focus on resolution and CT-number linearity based on a Catphan phantom. All comparisons are made versus the clinical standard, the filtered backprojection algorithm (FBP). In our results, we confirm and substantially extend previous results on iterative reconstruction such as massive undersampling of the number of projections. Errors of projection matrix parameters of up to 1° projection angle deviations are still in the tolerance level. Single defect pixels exhibit ring artifacts for each method. However using defect pixel compensation, allows up to 40% of defect pixels for passing the standard clinical quality check. Further, the iterative algorithm is extraordinarily robust in the low photon regime (down to 0.05 mAs) when compared to FPB, allowing for extremely low-dose image acquisitions, a substantial issue when considering daily CBCT imaging for position correction in radiotherapy. We conclude that the ML method studied herein is robust under clinical quality assurance conditions. Consequently, low-dose regime imaging, especially for daily patient localization in radiation therapy is possible without change of the current hardware of the imaging system. (paper)
Goolsby, Eric W
2017-04-01
Ancestral state reconstruction is a method used to study the evolutionary trajectories of quantitative characters on phylogenies. Although efficient methods for univariate ancestral state reconstruction under a Brownian motion model have been described for at least 25 years, to date no generalization has been described to allow more complex evolutionary models, such as multivariate trait evolution, non-Brownian models, missing data, and within-species variation. Furthermore, even for simple univariate Brownian motion models, most phylogenetic comparative R packages compute ancestral states via inefficient tree rerooting and full tree traversals at each tree node, making ancestral state reconstruction extremely time-consuming for large phylogenies. Here, a computationally efficient method for fast maximum likelihood ancestral state reconstruction of continuous characters is described. The algorithm has linear complexity relative to the number of species and outperforms the fastest existing R implementations by several orders of magnitude. The described algorithm is capable of performing ancestral state reconstruction on a 1,000,000-species phylogeny in fewer than 2 s using a standard laptop, whereas the next fastest R implementation would take several days to complete. The method is generalizable to more complex evolutionary models, such as phylogenetic regression, within-species variation, non-Brownian evolutionary models, and multivariate trait evolution. Because this method enables fast repeated computations on phylogenies of virtually any size, implementation of the described algorithm can drastically alleviate the computational burden of many otherwise prohibitively time-consuming tasks requiring reconstruction of ancestral states, such as phylogenetic imputation of missing data, bootstrapping procedures, Expectation-Maximization algorithms, and Bayesian estimation. The described ancestral state reconstruction algorithm is implemented in the Rphylopars
Weigmann, U; Petersen, J
1996-08-01
Visual acuity determination according to DIN 58,220 does not make full use of the information received about the patient, in contrast to the staircase method. Thus, testing the same number of optotypes, the staircase method should yield more reproducible acuity results. On the other hand, the staircase method gives systematically higher acuity values because it converges on the 48% point of the psychometric function (for Landolt rings in eight positions) and not on the 65% probability, as DIN 58,220 with criterion 3/5 does. This bias can be avoided by means of a modified evaluation. Using the staircase data we performed a maximum likelihood estimate of the psychometric function as a whole and computed the acuity value for 65% probability of correct answers. We determined monocular visual acuity in 102 persons with widely differing visual performance. Each subject underwent four tests in random order, two according to DIN 58,220 and two using the modified staircase method (Landolt rings in eight positions scaled by a factor 1.26; PC monitor with 1024 x 768 pixels; distance 4.5 m). Each test was performed with 25 optotypes. The two procedures provide the same mean visual acuity values (difference less than 0.02 acuity steps). The test-retest results match in 30.4% of DIN repetitions but in 50% of the staircases. The standard deviation of the test-retest difference is 1.41 (DIN) and 1.06 (modified staircase) acuity steps. Thus the standard deviation of the single test is 1.0 (DIN) and 0.75 (modified staircase) acuity steps. The new method provides visual acuity values identical to DIN 58,220 but is superior with respect to reproducibility.
Maximum likelihood inference of small trees in the presence of long branches.
Parks, Sarah L; Goldman, Nick
2014-09-01
The statistical basis of maximum likelihood (ML), its robustness, and the fact that it appears to suffer less from biases lead to it being one of the most popular methods for tree reconstruction. Despite its popularity, very few analytical solutions for ML exist, so biases suffered by ML are not well understood. One possible bias is long branch attraction (LBA), a regularly cited term generally used to describe a propensity for long branches to be joined together in estimated trees. Although initially mentioned in connection with inconsistency of parsimony, LBA has been claimed to affect all major phylogenetic reconstruction methods, including ML. Despite the widespread use of this term in the literature, exactly what LBA is and what may be causing it is poorly understood, even for simple evolutionary models and small model trees. Studies looking at LBA have focused on the effect of two long branches on tree reconstruction. However, to understand the effect of two long branches it is also important to understand the effect of just one long branch. If ML struggles to reconstruct one long branch, then this may have an impact on LBA. In this study, we look at the effect of one long branch on three-taxon tree reconstruction. We show that, counterintuitively, long branches are preferentially placed at the tips of the tree. This can be understood through the use of analytical solutions to the ML equation and distance matrix methods. We go on to look at the placement of two long branches on four-taxon trees, showing that there is no attraction between long branches, but that for extreme branch lengths long branches are joined together disproportionally often. These results illustrate that even small model trees are still interesting to help understand how ML phylogenetic reconstruction works, and that LBA is a complicated phenomenon that deserves further study. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
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
Maximum entropy principle and hydrodynamic models in statistical mechanics
International Nuclear Information System (INIS)
Trovato, M.; Reggiani, L.
2012-01-01
This review presents the state of the art of the maximum entropy principle (MEP) in its classical and quantum (QMEP) formulation. Within the classical MEP we overview a general theory able to provide, in a dynamical context, the macroscopic relevant variables for carrier transport in the presence of electric fields of arbitrary strength. For the macroscopic variables the linearized maximum entropy approach is developed including full-band effects within a total energy scheme. Under spatially homogeneous conditions, we construct a closed set of hydrodynamic equations for the small-signal (dynamic) response of the macroscopic variables. The coupling between the driving field and the energy dissipation is analyzed quantitatively by using an arbitrary number of moments of the distribution function. Analogously, the theoretical approach is applied to many one-dimensional n + nn + submicron Si structures by using different band structure models, different doping profiles, different applied biases and is validated by comparing numerical calculations with ensemble Monte Carlo simulations and with available experimental data. Within the quantum MEP we introduce a quantum entropy functional of the reduced density matrix, the principle of quantum maximum entropy is then asserted as fundamental principle of quantum statistical mechanics. Accordingly, we have developed a comprehensive theoretical formalism to construct rigorously a closed quantum hydrodynamic transport within a Wigner function approach. The theory is formulated both in thermodynamic equilibrium and nonequilibrium conditions, and the quantum contributions are obtained by only assuming that the Lagrange multipliers can be expanded in powers of ħ 2 , being ħ the reduced Planck constant. In particular, by using an arbitrary number of moments, we prove that: i) on a macroscopic scale all nonlocal effects, compatible with the uncertainty principle, are imputable to high-order spatial derivatives both of the
Maximum principles for boundary-degenerate linear parabolic differential operators
Feehan, Paul M. N.
2013-01-01
We develop weak and strong maximum principles for boundary-degenerate, linear, parabolic, second-order partial differential operators, $Lu := -u_t-\\tr(aD^2u)-\\langle b, Du\\rangle + cu$, with \\emph{partial} Dirichlet boundary conditions. The coefficient, $a(t,x)$, is assumed to vanish along a non-empty open subset, $\\mydirac_0!\\sQ$, called the \\emph{degenerate boundary portion}, of the parabolic boundary, $\\mydirac!\\sQ$, of the domain $\\sQ\\subset\\RR^{d+1}$, while $a(t,x)$ may be non-zero at po...
Peyronie's Reconstruction for Maximum Length and Girth Gain: Geometrical Principles
Directory of Open Access Journals (Sweden)
Paulo H. Egydio
2008-01-01
Full Text Available Peyronie's disease has been associated with penile shortening and some degree of erectile dysfunction. Surgical reconstruction should be based on giving a functional penis, that is, rectifying the penis with rigidity enough to make the sexual intercourse. The procedure should be discussed preoperatively in terms of length and girth reconstruction in order to improve patient satisfaction. The tunical reconstruction for maximum penile length and girth restoration should be based on the maximum length of the dissected neurovascular bundle possible and the application of geometrical principles to define the precise site and size of tunical incision and grafting procedure. As penile rectification and rigidity are required to achieve complete functional restoration of the penis and 20 to 54% of patients experience associated erectile dysfunction, penile straightening alone may not be enough to provide complete functional restoration. Therefore, phosphodiesterase inhibitors, self-injection, or penile prosthesis may need to be added in some cases.
Optimal Control of Polymer Flooding Based on Maximum Principle
Directory of Open Access Journals (Sweden)
Yang Lei
2012-01-01
Full Text Available Polymer flooding is one of the most important technologies for enhanced oil recovery (EOR. In this paper, an optimal control model of distributed parameter systems (DPSs for polymer injection strategies is established, which involves the performance index as maximum of the profit, the governing equations as the fluid flow equations of polymer flooding, and the inequality constraint as the polymer concentration limitation. To cope with the optimal control problem (OCP of this DPS, the necessary conditions for optimality are obtained through application of the calculus of variations and Pontryagin’s weak maximum principle. A gradient method is proposed for the computation of optimal injection strategies. The numerical results of an example illustrate the effectiveness of the proposed method.
Wu, Yufeng
2012-03-01
Incomplete lineage sorting can cause incongruence between the phylogenetic history of genes (the gene tree) and that of the species (the species tree), which can complicate the inference of phylogenies. In this article, I present a new coalescent-based algorithm for species tree inference with maximum likelihood. I first describe an improved method for computing the probability of a gene tree topology given a species tree, which is much faster than an existing algorithm by Degnan and Salter (2005). Based on this method, I develop a practical algorithm that takes a set of gene tree topologies and infers species trees with maximum likelihood. This algorithm searches for the best species tree by starting from initial species trees and performing heuristic search to obtain better trees with higher likelihood. This algorithm, called STELLS (which stands for Species Tree InfErence with Likelihood for Lineage Sorting), has been implemented in a program that is downloadable from the author's web page. The simulation results show that the STELLS algorithm is more accurate than an existing maximum likelihood method for many datasets, especially when there is noise in gene trees. I also show that the STELLS algorithm is efficient and can be applied to real biological datasets. © 2011 The Author. Evolution© 2011 The Society for the Study of Evolution.
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
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…
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…
Bergboer, N.H.; Verdult, V.; Verhaegen, M.H.G.
2002-01-01
We present a numerically efficient implementation of the nonlinear least squares and maximum likelihood identification of multivariable linear time-invariant (LTI) state-space models. This implementation is based on a local parameterization of the system and a gradient search in the resulting
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.
International Nuclear Information System (INIS)
Williams, O. R.; Bennett, K.; Much, R.; Schoenfelder, V.; Blom, J. J.; Ryan, J.
1997-01-01
The maximum likelihood-ratio method is frequently used in COMPTEL analysis to determine the significance of a point source at a given location. In this paper we do not consider whether the likelihood-ratio at a particular location indicates a detection, but rather whether distributions of likelihood-ratios derived from many locations depart from that expected for source free data. We have constructed distributions of likelihood-ratios by reading values from standard COMPTEL maximum-likelihood ratio maps at positions corresponding to the locations of different categories of AGN. Distributions derived from the locations of Seyfert galaxies are indistinguishable, according to a Kolmogorov-Smirnov test, from those obtained from ''random'' locations, but differ slightly from those obtained from the locations of flat spectrum radio loud quasars, OVVs, and BL Lac objects. This difference is not due to known COMPTEL sources, since regions near these sources are excluded from the analysis. We suggest that it might arise from a number of sources with fluxes below the COMPTEL detection threshold
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
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.
A Stochastic Maximum Principle for General Mean-Field Systems
International Nuclear Information System (INIS)
Buckdahn, Rainer; Li, Juan; Ma, Jin
2016-01-01
In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.
A Stochastic Maximum Principle for General Mean-Field Systems
Energy Technology Data Exchange (ETDEWEB)
Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr [Université de Bretagne-Occidentale, Département de Mathématiques (France); Li, Juan, E-mail: juanli@sdu.edu.cn [Shandong University, Weihai, School of Mathematics and Statistics (China); Ma, Jin, E-mail: jinma@usc.edu [University of Southern California, Department of Mathematics (United States)
2016-12-15
In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.
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.
International Nuclear Information System (INIS)
Eisler, P.; Youl, S.; Lwin, T.; Nelson, G.
1983-01-01
Simultaneous fitting of peaks and background functions from gamma-ray spectrometry using multichannel pulse height analysis is considered. The specific case of Gaussian peak and exponential background is treated in detail with respect to simultaneous estimation of both functions by using a technique which incorporates maximum likelihood method as well as a graphical method. Theoretical expressions for the standard errors of the estimates are also obtained. The technique is demonstrated for two experimental data sets. (orig.)
International Nuclear Information System (INIS)
Manglos, S.H.
1992-01-01
Transverse image truncation can be a serious problem for human imaging using cone-beam transmission CT (CB-CT) implemented on a conventional rotating gamma camera. This paper presents a reconstruction method to reduce or eliminate the artifacts resulting from the truncation. The method uses a previously published transmission maximum likelihood EM algorithm, adapted to the cone-beam geometry. The reconstruction method is evaluated qualitatively using three human subjects of various dimensions and various degrees of truncation. (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.
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard
2008-01-01
with an exponentially decaying function of the time between observations is suggested. A model with a full covariance structure containing OD-dependent variance and an autocorrelation structure is compared to a model with variance only and with no variance or correlation implemented. It is shown that the model...... are used for parameter estimation. The data is log-transformed such that a linear model can be applied. The transformation changes the variance structure, and hence an OD-dependent variance is implemented in the model. The autocorrelation in the data is demonstrated, and a correlation model...... that best describes data is a model taking into account the full covariance structure. An inference study is made in order to determine whether the growth rate of the five bacteria strains is the same. After applying a likelihood-ratio test to models with a full covariance structure, it is concluded...
Applications of the maximum entropy principle in nuclear physics
International Nuclear Information System (INIS)
Froehner, F.H.
1990-01-01
Soon after the advent of information theory the principle of maximum entropy was recognized as furnishing the missing rationale for the familiar rules of classical thermodynamics. More recently it has also been applied successfully in nuclear physics. As an elementary example we derive a physically meaningful macroscopic description of the spectrum of neutrons emitted in nuclear fission, and compare the well known result with accurate data on 252 Cf. A second example, derivation of an expression for resonance-averaged cross sections for nuclear reactions like scattering or fission, is less trivial. Entropy maximization, constrained by given transmission coefficients, yields probability distributions for the R- and S-matrix elements, from which average cross sections can be calculated. If constrained only by the range of the spectrum of compound-nuclear levels it produces the Gaussian Orthogonal Ensemble (GOE) of Hamiltonian matrices that again yields expressions for average cross sections. Both avenues give practically the same numbers in spite of the quite different cross section formulae. These results were employed in a new model-aided evaluation of the 238 U neutron cross sections in the unresolved resonance region. (orig.) [de
Directory of Open Access Journals (Sweden)
Moliere Nguile-Makao
2015-12-01
Full Text Available The analysis of interaction effects involving genetic variants and environmental exposures on the risk of adverse obstetric and early-life outcomes is generally performed using standard logistic regression in the case-mother and control-mother design. However such an analysis is inefficient because it does not take into account the natural family-based constraints present in the parent-child relationship. Recently, a new approach based on semi-parametric maximum likelihood estimation was proposed. The advantage of this approach is that it takes into account the parental relationship between the mother and her child in estimation. But a package implementing this method has not been widely available. In this paper, we present SPmlficmcm, an R package implementing this new method and we propose an extension of the method to handle missing offspring genotype data by maximum likelihood estimation. Our choice to treat missing data of the offspring genotype was motivated by the fact that in genetic association studies where the genetic data of mother and child are available, there are usually more missing data on the genotype of the offspring than that of the mother. The package builds a non-linear system from the data and solves and computes the estimates from the gradient and the Hessian matrix of the log profile semi-parametric likelihood function. Finally, we analyze a simulated dataset to show the usefulness of the package.
On the Quirks of Maximum Parsimony and Likelihood on Phylogenetic Networks
Bryant, Christopher; Fischer, Mareike; Linz, Simone; Semple, Charles
2015-01-01
Maximum parsimony is one of the most frequently-discussed tree reconstruction methods in phylogenetic estimation. However, in recent years it has become more and more apparent that phylogenetic trees are often not sufficient to describe evolution accurately. For instance, processes like hybridization or lateral gene transfer that are commonplace in many groups of organisms and result in mosaic patterns of relationships cannot be represented by a single phylogenetic tree. This is why phylogene...
DEFF Research Database (Denmark)
Danieli, Matteo; Forchhammer, Søren; Andersen, Jakob Dahl
2010-01-01
analysis leads to using maximum mutual information (MMI) as optimality criterion and in turn Kullback-Leibler (KL) divergence as distortion measure. Simulations run based on an LTE-like system have proven that VQ can be implemented in a computationally simple way at low rates of 2-3 bits per LLR value......Modern mobile telecommunication systems, such as 3GPP LTE, make use of Hybrid Automatic Repeat reQuest (HARQ) for efficient and reliable communication between base stations and mobile terminals. To this purpose, marginal posterior probabilities of the received bits are stored in the form of log...
McGuire, Jimmy A; Witt, Christopher C; Altshuler, Douglas L; Remsen, J V
2007-10-01
Hummingbirds are an important model system in avian biology, but to date the group has been the subject of remarkably few phylogenetic investigations. Here we present partitioned Bayesian and maximum likelihood phylogenetic analyses for 151 of approximately 330 species of hummingbirds and 12 outgroup taxa based on two protein-coding mitochondrial genes (ND2 and ND4), flanking tRNAs, and two nuclear introns (AK1 and BFib). We analyzed these data under several partitioning strategies ranging between unpartitioned and a maximum of nine partitions. In order to select a statistically justified partitioning strategy following partitioned Bayesian analysis, we considered four alternative criteria including Bayes factors, modified versions of the Akaike information criterion for small sample sizes (AIC(c)), Bayesian information criterion (BIC), and a decision-theoretic methodology (DT). Following partitioned maximum likelihood analyses, we selected a best-fitting strategy using hierarchical likelihood ratio tests (hLRTS), the conventional AICc, BIC, and DT, concluding that the most stringent criterion, the performance-based DT, was the most appropriate methodology for selecting amongst partitioning strategies. In the context of our well-resolved and well-supported phylogenetic estimate, we consider the historical biogeography of hummingbirds using ancestral state reconstructions of (1) primary geographic region of occurrence (i.e., South America, Central America, North America, Greater Antilles, Lesser Antilles), (2) Andean or non-Andean geographic distribution, and (3) minimum elevational occurrence. These analyses indicate that the basal hummingbird assemblages originated in the lowlands of South America, that most of the principle clades of hummingbirds (all but Mountain Gems and possibly Bees) originated on this continent, and that there have been many (at least 30) independent invasions of other primary landmasses, especially Central America.
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.
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/
On the Pontryagin maximum principle for systems with delays. Economic applications
Kim, A. V.; Kormyshev, V. M.; Kwon, O. B.; Mukhametshin, E. R.
2017-11-01
The Pontryagin maximum principle [6] is the key stone of finite-dimensional optimal control theory [1, 2, 5]. So beginning with opening the maximum principle it was important to extend the maximum principle on various classes of dynamical systems. In t he paper we consider some aspects of application of i-smooth analysis [3, 4] in the theory of the Pontryagin maximum principle [6] for systems with delays, obtained results can be applied by elaborating optimal program controls in economic models with delays.
DEFF Research Database (Denmark)
De Carvalho, Elisabeth; Omar, Samir; Slock, Dirk
2013-01-01
We analyze two algorithms that have been introduced previously for Deterministic Maximum Likelihood (DML) blind estimation of multiple FIR channels. The first one is a modification of the Iterative Quadratic ML (IQML) algorithm. IQML gives biased estimates of the channel and performs poorly at low...... to the initialization. Its asymptotic performance does not reach the DML performance though. The second strategy, called Pseudo-Quadratic ML (PQML), is naturally denoised. The denoising in PQML is furthermore more efficient than in DIQML: PQML yields the same asymptotic performance as DML, as opposed to DIQML......, but requires a consistent initialization. We furthermore compare DIQML and PQML to the strategy of alternating minimization w.r.t. symbols and channel for solving DML (AQML). An asymptotic performance analysis, a complexity evaluation and simulation results are also presented. The proposed DIQML and PQML...
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.].
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.
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
Tom, C. H.; Miller, L. D.
1984-01-01
The Bayesian maximum likelihood parametric classifier has been tested against the data-based formulation designated 'linear discrimination analysis', using the 'GLIKE' decision and "CLASSIFY' classification algorithms in the Landsat Mapping System. Identical supervised training sets, USGS land use/land cover classes, and various combinations of Landsat image and ancilliary geodata variables, were used to compare the algorithms' thematic mapping accuracy on a single-date summer subscene, with a cellularized USGS land use map of the same time frame furnishing the ground truth reference. CLASSIFY, which accepts a priori class probabilities, is found to be more accurate than GLIKE, which assumes equal class occurrences, for all three mapping variable sets and both levels of detail. These results may be generalized to direct accuracy, time, cost, and flexibility advantages of linear discriminant analysis over Bayesian methods.
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.
International Nuclear Information System (INIS)
He, Yi; Scheraga, Harold A.; Liwo, Adam
2015-01-01
Coarse-grained models are useful tools to investigate the structural and thermodynamic properties of biomolecules. They are obtained by merging several atoms into one interaction site. Such simplified models try to capture as much as possible information of the original biomolecular system in all-atom representation but the resulting parameters of these coarse-grained force fields still need further optimization. In this paper, a force field optimization method, which is based on maximum-likelihood fitting of the simulated to the experimental conformational ensembles and least-squares fitting of the simulated to the experimental heat-capacity curves, is applied to optimize the Nucleic Acid united-RESidue 2-point (NARES-2P) model for coarse-grained simulations of nucleic acids recently developed in our laboratory. The optimized NARES-2P force field reproduces the structural and thermodynamic data of small DNA molecules much better than the original force field
Combining Experiments and Simulations Using the Maximum Entropy Principle
DEFF Research Database (Denmark)
Boomsma, Wouter; Ferkinghoff-Borg, Jesper; Lindorff-Larsen, Kresten
2014-01-01
in the context of a simple example, after which we proceed with a real-world application in the field of molecular simulations, where the maximum entropy procedure has recently provided new insight. Given the limited accuracy of force fields, macromolecular simulations sometimes produce results...
A general maximum entropy framework for thermodynamic variational principles
International Nuclear Information System (INIS)
Dewar, Roderick C.
2014-01-01
Minimum free energy principles are familiar in equilibrium thermodynamics, as expressions of the second law. They also appear in statistical mechanics as variational approximation schemes, such as the mean-field and steepest-descent approximations. These well-known minimum free energy principles are here unified and extended to any system analyzable by MaxEnt, including non-equilibrium systems. The MaxEnt Lagrangian associated with a generic MaxEnt distribution p defines a generalized potential Ψ for an arbitrary probability distribution p-hat, such that Ψ is a minimum at (p-hat) = p. Minimization of Ψ with respect to p-hat thus constitutes a generic variational principle, and is equivalent to minimizing the Kullback-Leibler divergence between p-hat and p. Illustrative examples of min–Ψ are given for equilibrium and non-equilibrium systems. An interpretation of changes in Ψ is given in terms of the second law, although min–Ψ itself is an intrinsic variational property of MaxEnt that is distinct from the second law
A general maximum entropy framework for thermodynamic variational principles
Energy Technology Data Exchange (ETDEWEB)
Dewar, Roderick C., E-mail: roderick.dewar@anu.edu.au [Research School of Biology, The Australian National University, Canberra ACT 0200 (Australia)
2014-12-05
Minimum free energy principles are familiar in equilibrium thermodynamics, as expressions of the second law. They also appear in statistical mechanics as variational approximation schemes, such as the mean-field and steepest-descent approximations. These well-known minimum free energy principles are here unified and extended to any system analyzable by MaxEnt, including non-equilibrium systems. The MaxEnt Lagrangian associated with a generic MaxEnt distribution p defines a generalized potential Ψ for an arbitrary probability distribution p-hat, such that Ψ is a minimum at (p-hat) = p. Minimization of Ψ with respect to p-hat thus constitutes a generic variational principle, and is equivalent to minimizing the Kullback-Leibler divergence between p-hat and p. Illustrative examples of min–Ψ are given for equilibrium and non-equilibrium systems. An interpretation of changes in Ψ is given in terms of the second law, although min–Ψ itself is an intrinsic variational property of MaxEnt that is distinct from the second law.
Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.
2003-01-01
Demonstrated, through simulation, that stationary autoregressive moving average (ARMA) models may be fitted readily when T>N, using normal theory raw maximum likelihood structural equation modeling. Also provides some illustrations based on real data. (SLD)
A maximum principle for time dependent transport in systems with voids
International Nuclear Information System (INIS)
Schofield, S.L.; Ackroyd, R.T.
1996-01-01
A maximum principle is developed for the first-order time dependent Boltzmann equation. The maximum principle is a generalization of Schofield's κ(θ) principle for the first-order steady state Boltzmann equation, and provides a treatment of time dependent transport in systems with void regions. The formulation comprises a direct least-squares minimization allied with a suitable choice of bilinear functional, and gives rise to a maximum principle whose functional is free of terms that have previously led to difficulties in treating void regions. (Author)
Venus atmosphere profile from a maximum entropy principle
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L. N. Epele
2007-10-01
Full Text Available The variational method with constraints recently developed by Verkley and Gerkema to describe maximum-entropy atmospheric profiles is generalized to ideal gases but with temperature-dependent specific heats. In so doing, an extended and non standard potential temperature is introduced that is well suited for tackling the problem under consideration. This new formalism is successfully applied to the atmosphere of Venus. Three well defined regions emerge in this atmosphere up to a height of 100 km from the surface: the lowest one up to about 35 km is adiabatic, a transition layer located at the height of the cloud deck and finally a third region which is practically isothermal.
Can the maximum entropy principle be explained as a consistency requirement?
Uffink, J.
1997-01-01
The principle of maximum entropy is a general method to assign values to probability distributions on the basis of partial information. This principle, introduced by Jaynes in 1957, forms an extension of the classical principle of insufficient reason. It has been further generalized, both in
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.
230Th and 234Th as coupled tracers of particle cycling in the ocean: A maximum likelihood approach
Wang, Wei-Lei; Armstrong, Robert A.; Cochran, J. Kirk; Heilbrun, Christina
2016-05-01
We applied maximum likelihood estimation to measurements of Th isotopes (234,230Th) in Mediterranean Sea sediment traps that separated particles according to settling velocity. This study contains two unique aspects. First, it relies on settling velocities that were measured using sediment traps, rather than on measured particle sizes and an assumed relationship between particle size and sinking velocity. Second, because of the labor and expense involved in obtaining these data, they were obtained at only a few depths, and their analysis required constructing a new type of box-like model, which we refer to as a "two-layer" model, that we then analyzed using likelihood techniques. Likelihood techniques were developed in the 1930s by statisticians, and form the computational core of both Bayesian and non-Bayesian statistics. Their use has recently become very popular in ecology, but they are relatively unknown in geochemistry. Our model was formulated by assuming steady state and first-order reaction kinetics for thorium adsorption and desorption, and for particle aggregation, disaggregation, and remineralization. We adopted a cutoff settling velocity (49 m/d) from Armstrong et al. (2009) to separate particles into fast- and slow-sinking classes. A unique set of parameters with no dependence on prior values was obtained. Adsorption rate constants for both slow- and fast-sinking particles are slightly higher in the upper layer than in the lower layer. Slow-sinking particles have higher adsorption rate constants than fast-sinking particles. Desorption rate constants are higher in the lower layer (slow-sinking particles: 13.17 ± 1.61, fast-sinking particles: 13.96 ± 0.48) than in the upper layer (slow-sinking particles: 7.87 ± 0.60 y-1, fast-sinking particles: 1.81 ± 0.44 y-1). Aggregation rate constants were higher, 1.88 ± 0.04, in the upper layer and just 0.07 ± 0.01 y-1 in the lower layer. Disaggregation rate constants were just 0.30 ± 0.10 y-1 in the upper
Eggers, G. L.; Lewis, K. W.; Simons, F. J.; Olhede, S.
2013-12-01
Venus does not possess a plate-tectonic system like that observed on Earth, and many surface features--such as tesserae and coronae--lack terrestrial equivalents. To understand Venus' tectonics is to understand its lithosphere, requiring a study of topography and gravity, and how they relate. Past studies of topography dealt with mapping and classification of visually observed features, and studies of gravity dealt with inverting the relation between topography and gravity anomalies to recover surface density and elastic thickness in either the space (correlation) or the spectral (admittance, coherence) domain. In the former case, geological features could be delineated but not classified quantitatively. In the latter case, rectangular or circular data windows were used, lacking geological definition. While the estimates of lithospheric strength on this basis were quantitative, they lacked robust error estimates. Here, we remapped the surface into 77 regions visually and qualitatively defined from a combination of Magellan topography, gravity, and radar images. We parameterize the spectral covariance of the observed topography, treating it as a Gaussian process assumed to be stationary over the mapped regions, using a three-parameter isotropic Matern model, and perform maximum-likelihood based inversions for the parameters. We discuss the parameter distribution across the Venusian surface and across terrain types such as coronoae, dorsae, tesserae, and their relation with mean elevation and latitudinal position. We find that the three-parameter model, while mathematically established and applicable to Venus topography, is overparameterized, and thus reduce the results to a two-parameter description of the peak spectral variance and the range-to-half-peak variance (in function of the wavenumber). With the reduction the clustering of geological region types in two-parameter space becomes promising. Finally, we perform inversions for the JOINT spectral variance of
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Salces Judit
2011-08-01
Full Text Available Abstract Background Reference genes with stable expression are required to normalize expression differences of target genes in qPCR experiments. Several procedures and companion software have been proposed to find the most stable genes. Model based procedures are attractive because they provide a solid statistical framework. NormFinder, a widely used software, uses a model based method. The pairwise comparison procedure implemented in GeNorm is a simpler procedure but one of the most extensively used. In the present work a statistical approach based in Maximum Likelihood estimation under mixed models was tested and compared with NormFinder and geNorm softwares. Sixteen candidate genes were tested in whole blood samples from control and heat stressed sheep. Results A model including gene and treatment as fixed effects, sample (animal, gene by treatment, gene by sample and treatment by sample interactions as random effects with heteroskedastic residual variance in gene by treatment levels was selected using goodness of fit and predictive ability criteria among a variety of models. Mean Square Error obtained under the selected model was used as indicator of gene expression stability. Genes top and bottom ranked by the three approaches were similar; however, notable differences for the best pair of genes selected for each method and the remaining genes of the rankings were shown. Differences among the expression values of normalized targets for each statistical approach were also found. Conclusions Optimal statistical properties of Maximum Likelihood estimation joined to mixed model flexibility allow for more accurate estimation of expression stability of genes under many different situations. Accurate selection of reference genes has a direct impact over the normalized expression values of a given target gene. This may be critical when the aim of the study is to compare expression rate differences among samples under different environmental
Papaconstadopoulos, P; Levesque, I R; Maglieri, R; Seuntjens, J
2016-02-07
Direct determination of the source intensity distribution of clinical linear accelerators is still a challenging problem for small field beam modeling. Current techniques most often involve special equipment and are difficult to implement in the clinic. In this work we present a maximum-likelihood expectation-maximization (MLEM) approach to the source reconstruction problem utilizing small fields and a simple experimental set-up. The MLEM algorithm iteratively ray-traces photons from the source plane to the exit plane and extracts corrections based on photon fluence profile measurements. The photon fluence profiles were determined by dose profile film measurements in air using a high density thin foil as build-up material and an appropriate point spread function (PSF). The effect of other beam parameters and scatter sources was minimized by using the smallest field size ([Formula: see text] cm(2)). The source occlusion effect was reproduced by estimating the position of the collimating jaws during this process. The method was first benchmarked against simulations for a range of typical accelerator source sizes. The sources were reconstructed with an accuracy better than 0.12 mm in the full width at half maximum (FWHM) to the respective electron sources incident on the target. The estimated jaw positions agreed within 0.2 mm with the expected values. The reconstruction technique was also tested against measurements on a Varian Novalis Tx linear accelerator and compared to a previously commissioned Monte Carlo model. The reconstructed FWHM of the source agreed within 0.03 mm and 0.11 mm to the commissioned electron source in the crossplane and inplane orientations respectively. The impact of the jaw positioning, experimental and PSF uncertainties on the reconstructed source distribution was evaluated with the former presenting the dominant effect.
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
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.
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°.
Craciunescu, Teddy; Peluso, Emmanuele; Murari, Andrea; Gelfusa, Michela; JET Contributors
2018-05-01
The total emission of radiation is a crucial quantity to calculate the power balances and to understand the physics of any Tokamak. Bolometric systems are the main tool to measure this important physical quantity through quite sophisticated tomographic inversion methods. On the Joint European Torus, the coverage of the bolometric diagnostic, due to the availability of basically only two projection angles, is quite limited, rendering the inversion a very ill-posed mathematical problem. A new approach, based on the maximum likelihood, has therefore been developed and implemented to alleviate one of the major weaknesses of traditional tomographic techniques: the difficulty to determine routinely the confidence intervals in the results. The method has been validated by numerical simulations with phantoms to assess the quality of the results and to optimise the configuration of the parameters for the main types of emissivity encountered experimentally. The typical levels of statistical errors, which may significantly influence the quality of the reconstructions, have been identified. The systematic tests with phantoms indicate that the errors in the reconstructions are quite limited and their effect on the total radiated power remains well below 10%. A comparison with other approaches to the inversion and to the regularization has also been performed.
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.
Grimm, Guido W.; Renner, Susanne S.; Stamatakis, Alexandros; Hemleben, Vera
2007-01-01
The multi-copy internal transcribed spacer (ITS) region of nuclear ribosomal DNA is widely used to infer phylogenetic relationships among closely related taxa. Here we use maximum likelihood (ML) and splits graph analyses to extract phylogenetic information from ~ 600 mostly cloned ITS sequences, representing 81 species and subspecies of Acer, and both species of its sister Dipteronia. Additional analyses compared sequence motifs in Acer and several hundred Anacardiaceae, Burseraceae, Meliaceae, Rutaceae, and Sapindaceae ITS sequences in GenBank. We also assessed the effects of using smaller data sets of consensus sequences with ambiguity coding (accounting for within-species variation) instead of the full (partly redundant) original sequences. Neighbor-nets and bipartition networks were used to visualize conflict among character state patterns. Species clusters observed in the trees and networks largely agree with morphology-based classifications; of de Jong’s (1994) 16 sections, nine are supported in neighbor-net and bipartition networks, and ten by sequence motifs and the ML tree; of his 19 series, 14 are supported in networks, motifs, and the ML tree. Most nodes had higher bootstrap support with matrices of 105 or 40 consensus sequences than with the original matrix. Within-taxon ITS divergence did not differ between diploid and polyploid Acer, and there was little evidence of differentiated parental ITS haplotypes, suggesting that concerted evolution in Acer acts rapidly. PMID:19455198
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Guido W. Grimm
2006-01-01
Full Text Available The multi-copy internal transcribed spacer (ITS region of nuclear ribosomal DNA is widely used to infer phylogenetic relationships among closely related taxa. Here we use maximum likelihood (ML and splits graph analyses to extract phylogenetic information from ~ 600 mostly cloned ITS sequences, representing 81 species and subspecies of Acer, and both species of its sister Dipteronia. Additional analyses compared sequence motifs in Acer and several hundred Anacardiaceae, Burseraceae, Meliaceae, Rutaceae, and Sapindaceae ITS sequences in GenBank. We also assessed the effects of using smaller data sets of consensus sequences with ambiguity coding (accounting for within-species variation instead of the full (partly redundant original sequences. Neighbor-nets and bipartition networks were used to visualize conflict among character state patterns. Species clusters observed in the trees and networks largely agree with morphology-based classifications; of de Jong’s (1994 16 sections, nine are supported in neighbor-net and bipartition networks, and ten by sequence motifs and the ML tree; of his 19 series, 14 are supported in networks, motifs, and the ML tree. Most nodes had higher bootstrap support with matrices of 105 or 40 consensus sequences than with the original matrix. Within-taxon ITS divergence did not differ between diploid and polyploid Acer, and there was little evidence of differentiated parental ITS haplotypes, suggesting that concerted evolution in Acer acts rapidly.
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.
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.
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.
Yang, Li; Wang, Guobao; Qi, Jinyi
2016-04-01
Detecting cancerous lesions is a major clinical application of emission tomography. In a previous work, we studied penalized maximum-likelihood (PML) image reconstruction for lesion detection in static PET. Here we extend our theoretical analysis of static PET reconstruction to dynamic PET. We study both the conventional indirect reconstruction and direct reconstruction for Patlak parametric image estimation. In indirect reconstruction, Patlak parametric images are generated by first reconstructing a sequence of dynamic PET images, and then performing Patlak analysis on the time activity curves (TACs) pixel-by-pixel. In direct reconstruction, Patlak parametric images are estimated directly from raw sinogram data by incorporating the Patlak model into the image reconstruction procedure. PML reconstruction is used in both the indirect and direct reconstruction methods. We use a channelized Hotelling observer (CHO) to assess lesion detectability in Patlak parametric images. Simplified expressions for evaluating the lesion detectability have been derived and applied to the selection of the regularization parameter value to maximize detection performance. The proposed method is validated using computer-based Monte Carlo simulations. Good agreements between the theoretical predictions and the Monte Carlo results are observed. Both theoretical predictions and Monte Carlo simulation results show the benefit of the indirect and direct methods under optimized regularization parameters in dynamic PET reconstruction for lesion detection, when compared with the conventional static PET reconstruction.
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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
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.
International Nuclear Information System (INIS)
Schofield, S.L.
1988-01-01
Ackroyd's generalized least-squares method for solving the first-order Boltzmann equation is adapted to incorporate a potential treatment of voids. The adaptation comprises a direct least-squares minimization allied with a suitably-defined bilinear functional. The resulting formulation gives rise to a maximum principle whose functional does not contain terms of the type that have previously led to difficulties in treating void regions. The maximum principle is derived without requiring continuity of the flux at interfaces. The functional of the maximum principle is concluded to have an Euler-Lagrange equation given directly by the first-order Boltzmann equation. (author)
Maximum principle and convergence of central schemes based on slope limiters
Mehmetoglu, Orhan; Popov, Bojan
2012-01-01
A maximum principle and convergence of second order central schemes is proven for scalar conservation laws in dimension one. It is well known that to establish a maximum principle a nonlinear piecewise linear reconstruction is needed and a typical choice is the minmod limiter. Unfortunately, this implies that the scheme uses a first order reconstruction at local extrema. The novelty here is that we allow local nonlinear reconstructions which do not reduce to first order at local extrema and still prove maximum principle and convergence. © 2011 American Mathematical Society.
Deville, Yannick; Deville, Alain
2009-01-01
In a previous paper [1], we investigated the Blind Source Separation (BSS) problem, for the nonlinear mixing model that we introduced in that paper. We proposed to solve this problem by using a maximum likelihood (ML) approach. When applying the ML approach to BSS problems, one usually determines the analytical expressions of the derivatives of the log-likelihood with respect to the parameters of the considered mixing model. In the literature, these calculations were mainly considered for lin...
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)
Energy Technology Data Exchange (ETDEWEB)
Hogden, J.
1996-11-05
The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation may decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.
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.
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.
Wang, Chaolong; Schroeder, Kari B.; Rosenberg, Noah A.
2012-01-01
Allelic dropout is a commonly observed source of missing data in microsatellite genotypes, in which one or both allelic copies at a locus fail to be amplified by the polymerase chain reaction. Especially for samples with poor DNA quality, this problem causes a downward bias in estimates of observed heterozygosity and an upward bias in estimates of inbreeding, owing to mistaken classifications of heterozygotes as homozygotes when one of the two copies drops out. One general approach for avoiding allelic dropout involves repeated genotyping of homozygous loci to minimize the effects of experimental error. Existing computational alternatives often require replicate genotyping as well. These approaches, however, are costly and are suitable only when enough DNA is available for repeated genotyping. In this study, we propose a maximum-likelihood approach together with an expectation-maximization algorithm to jointly estimate allelic dropout rates and allele frequencies when only one set of nonreplicated genotypes is available. Our method considers estimates of allelic dropout caused by both sample-specific factors and locus-specific factors, and it allows for deviation from Hardy–Weinberg equilibrium owing to inbreeding. Using the estimated parameters, we correct the bias in the estimation of observed heterozygosity through the use of multiple imputations of alleles in cases where dropout might have occurred. With simulated data, we show that our method can (1) effectively reproduce patterns of missing data and heterozygosity observed in real data; (2) correctly estimate model parameters, including sample-specific dropout rates, locus-specific dropout rates, and the inbreeding coefficient; and (3) successfully correct the downward bias in estimating the observed heterozygosity. We find that our method is fairly robust to violations of model assumptions caused by population structure and by genotyping errors from sources other than allelic dropout. Because the data sets
Lin, Yu; Hu, Fei; Tang, Jijun; Moret, Bernard M E
2013-01-01
The rapid accumulation of whole-genome data has renewed interest in the study of the evolution of genomic architecture, under such events as rearrangements, duplications, losses. Comparative genomics, evolutionary biology, and cancer research all require tools to elucidate the mechanisms, history, and consequences of those evolutionary events, while phylogenetics could use whole-genome data to enhance its picture of the Tree of Life. Current approaches in the area of phylogenetic analysis are limited to very small collections of closely related genomes using low-resolution data (typically a few hundred syntenic blocks); moreover, these approaches typically do not include duplication and loss events. We describe a maximum likelihood (ML) approach for phylogenetic analysis that takes into account genome rearrangements as well as duplications, insertions, and losses. Our approach can handle high-resolution genomes (with 40,000 or more markers) and can use in the same analysis genomes with very different numbers of markers. Because our approach uses a standard ML reconstruction program (RAxML), it scales up to large trees. We present the results of extensive testing on both simulated and real data showing that our approach returns very accurate results very quickly. In particular, we analyze a dataset of 68 high-resolution eukaryotic genomes, with from 3,000 to 42,000 genes, from the eGOB database; the analysis, including bootstrapping, takes just 3 hours on a desktop system and returns a tree in agreement with all well supported branches, while also suggesting resolutions for some disputed placements.
Directory of Open Access Journals (Sweden)
Domoshnitsky Alexander
2009-01-01
Full Text Available We obtain the maximum principles for the first-order neutral functional differential equation where , and are linear continuous operators, and are positive operators, is the space of continuous functions, and is the space of essentially bounded functions defined on . New tests on positivity of the Cauchy function and its derivative are proposed. Results on existence and uniqueness of solutions for various boundary value problems are obtained on the basis of the maximum principles.
Maximum principles for boundary-degenerate second-order linear elliptic differential operators
Feehan, Paul M. N.
2012-01-01
We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary. The boundary regularity property of the smooth subsolutions along this boundary vanishing locus ensures that these maximum principles hold irrespective of the sign of the Fichera function. Boundary conditions need only be prescribed on the complement in th...
A General Stochastic Maximum Principle for SDEs of Mean-field Type
International Nuclear Information System (INIS)
Buckdahn, Rainer; Djehiche, Boualem; Li Juan
2011-01-01
We study the optimal control for stochastic differential equations (SDEs) of mean-field type, in which the coefficients depend on the state of the solution process as well as of its expected value. Moreover, the cost functional is also of mean-field type. This makes the control problem time inconsistent in the sense that the Bellman optimality principle does not hold. For a general action space a Peng’s-type stochastic maximum principle (Peng, S.: SIAM J. Control Optim. 2(4), 966–979, 1990) is derived, specifying the necessary conditions for optimality. This maximum principle differs from the classical one in the sense that here the first order adjoint equation turns out to be a linear mean-field backward SDE, while the second order adjoint equation remains the same as in Peng’s stochastic maximum principle.
International Nuclear Information System (INIS)
Gilai, D.
1976-01-01
The Maximum Principle deals with optimization problems of systems, which are governed by ordinary differential equations, and which include constraints on the state and control variables. The development of nuclear engineering confronted the designers of reactors, shielding and other nuclear devices with many requests of optimization and savings and it was straight forward to use the Maximum Principle for solving optimization problems in nuclear engineering, in fact, it was widely used both structural concept design and dynamic control of nuclear systems. The main disadvantage of the Maximum Principle is that it is suitable only for systems which may be described by ordinary differential equations, e.g. one dimensional systems. In the present work, starting from the variational approach, the original Maximum Principle is extended to multidimensional systems, and the principle which has been derived, is of a more general form and is applicable to any system which can be defined by linear partial differential equations of any order. To check out the applicability of the extended principle, two examples are solved: the first in nuclear shield design, where the goal is to construct a shield around a neutron emitting source, using given materials, so that the total dose outside of the shielding boundaries is minimized, the second in material distribution design in the core of a power reactor, so that the power peak is minimised. For the second problem, an iterative method was developed. (B.G.)
Maximum Principle for General Controlled Systems Driven by Fractional Brownian Motions
International Nuclear Information System (INIS)
Han Yuecai; Hu Yaozhong; Song Jian
2013-01-01
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter H>1/2). This maximum principle specifies a system of equations that the optimal control must satisfy (necessary condition for the optimal control). This system of equations consists of a backward stochastic differential equation driven by both fractional Brownian motions and the corresponding underlying standard Brownian motions. In addition to this backward equation, the maximum principle also involves the Malliavin derivatives. Our approach is to use conditioning and Malliavin calculus. To arrive at our maximum principle we need to develop some new results of stochastic analysis of the controlled systems driven by fractional Brownian motions via fractional calculus. Our approach of conditioning and Malliavin calculus is also applied to classical system driven by standard Brownian motions while the controller has only partial information. As a straightforward consequence, the classical maximum principle is also deduced in this more natural and simpler way.
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.
Maximum hardness and minimum polarizability principles through lattice energies of ionic compounds
Energy Technology Data Exchange (ETDEWEB)
Kaya, Savaş, E-mail: savaskaya@cumhuriyet.edu.tr [Department of Chemistry, Faculty of Science, Cumhuriyet University, Sivas 58140 (Turkey); Kaya, Cemal, E-mail: kaya@cumhuriyet.edu.tr [Department of Chemistry, Faculty of Science, Cumhuriyet University, Sivas 58140 (Turkey); Islam, Nazmul, E-mail: nazmul.islam786@gmail.com [Theoretical and Computational Chemistry Research Laboratory, Department of Basic Science and Humanities/Chemistry Techno Global-Balurghat, Balurghat, D. Dinajpur 733103 (India)
2016-03-15
The maximum hardness (MHP) and minimum polarizability (MPP) principles have been analyzed using the relationship among the lattice energies of ionic compounds with their electronegativities, chemical hardnesses and electrophilicities. Lattice energy, electronegativity, chemical hardness and electrophilicity values of ionic compounds considered in the present study have been calculated using new equations derived by some of the authors in recent years. For 4 simple reactions, the changes of the hardness (Δη), polarizability (Δα) and electrophilicity index (Δω) were calculated. It is shown that the maximum hardness principle is obeyed by all chemical reactions but minimum polarizability principles and minimum electrophilicity principle are not valid for all reactions. We also proposed simple methods to compute the percentage of ionic characters and inter nuclear distances of ionic compounds. Comparative studies with experimental sets of data reveal that the proposed methods of computation of the percentage of ionic characters and inter nuclear distances of ionic compounds are valid.
Maximum hardness and minimum polarizability principles through lattice energies of ionic compounds
International Nuclear Information System (INIS)
Kaya, Savaş; Kaya, Cemal; Islam, Nazmul
2016-01-01
The maximum hardness (MHP) and minimum polarizability (MPP) principles have been analyzed using the relationship among the lattice energies of ionic compounds with their electronegativities, chemical hardnesses and electrophilicities. Lattice energy, electronegativity, chemical hardness and electrophilicity values of ionic compounds considered in the present study have been calculated using new equations derived by some of the authors in recent years. For 4 simple reactions, the changes of the hardness (Δη), polarizability (Δα) and electrophilicity index (Δω) were calculated. It is shown that the maximum hardness principle is obeyed by all chemical reactions but minimum polarizability principles and minimum electrophilicity principle are not valid for all reactions. We also proposed simple methods to compute the percentage of ionic characters and inter nuclear distances of ionic compounds. Comparative studies with experimental sets of data reveal that the proposed methods of computation of the percentage of ionic characters and inter nuclear distances of ionic compounds are valid.
Bounds and maximum principles for the solution of the linear transport equation
International Nuclear Information System (INIS)
Larsen, E.W.
1981-01-01
Pointwise bounds are derived for the solution of time-independent linear transport problems with surface sources in convex spatial domains. Under specified conditions, upper bounds are derived which, as a function of position, decrease with distance from the boundary. Also, sufficient conditions are obtained for the existence of maximum and minimum principles, and a counterexample is given which shows that such principles do not always exist
Directory of Open Access Journals (Sweden)
Axel Kleidon
2010-03-01
Full Text Available The Maximum Entropy Production (MEP principle has been remarkably successful in producing accurate predictions for non-equilibrium states. We argue that this is because the MEP principle is an effective inference procedure that produces the best predictions from the available information. Since all Earth system processes are subject to the conservation of energy, mass and momentum, we argue that in practical terms the MEP principle should be applied to Earth system processes in terms of the already established framework of non-equilibrium thermodynamics, with the assumption of local thermodynamic equilibrium at the appropriate scales.
Predicting the Outcome of NBA Playoffs Based on the Maximum Entropy Principle
Ge Cheng; Zhenyu Zhang; Moses Ntanda Kyebambe; Nasser Kimbugwe
2016-01-01
Predicting the outcome of National Basketball Association (NBA) matches poses a challenging problem of interest to the research community as well as the general public. In this article, we formalize the problem of predicting NBA game results as a classification problem and apply the principle of Maximum Entropy to construct an NBA Maximum Entropy (NBAME) model that fits to discrete statistics for NBA games, and then predict the outcomes of NBA playoffs using the model. Our results reveal that...
Directory of Open Access Journals (Sweden)
Kodner Robin B
2010-10-01
Full Text Available Abstract Background Likelihood-based phylogenetic inference is generally considered to be the most reliable classification method for unknown sequences. However, traditional likelihood-based phylogenetic methods cannot be applied to large volumes of short reads from next-generation sequencing due to computational complexity issues and lack of phylogenetic signal. "Phylogenetic placement," where a reference tree is fixed and the unknown query sequences are placed onto the tree via a reference alignment, is a way to bring the inferential power offered by likelihood-based approaches to large data sets. Results This paper introduces pplacer, a software package for phylogenetic placement and subsequent visualization. The algorithm can place twenty thousand short reads on a reference tree of one thousand taxa per hour per processor, has essentially linear time and memory complexity in the number of reference taxa, and is easy to run in parallel. Pplacer features calculation of the posterior probability of a placement on an edge, which is a statistically rigorous way of quantifying uncertainty on an edge-by-edge basis. It also can inform the user of the positional uncertainty for query sequences by calculating expected distance between placement locations, which is crucial in the estimation of uncertainty with a well-sampled reference tree. The software provides visualizations using branch thickness and color to represent number of placements and their uncertainty. A simulation study using reads generated from 631 COG alignments shows a high level of accuracy for phylogenetic placement over a wide range of alignment diversity, and the power of edge uncertainty estimates to measure placement confidence. Conclusions Pplacer enables efficient phylogenetic placement and subsequent visualization, making likelihood-based phylogenetics methodology practical for large collections of reads; it is freely available as source code, binaries, and a web service.
Directory of Open Access Journals (Sweden)
Jingtao Shi
2013-01-01
Full Text Available This paper is concerned with the relationship between maximum principle and dynamic programming for stochastic recursive optimal control problems. Under certain differentiability conditions, relations among the adjoint processes, the generalized Hamiltonian function, and the value function are given. A linear quadratic recursive utility portfolio optimization problem in the financial engineering is discussed as an explicitly illustrated example of the main result.
Discrete maximum principle for FE solutions of the diffusion-reaction problem on prismatic meshes
Czech Academy of Sciences Publication Activity Database
Hannukainen, A.; Korotov, S.; Vejchodský, Tomáš
2009-01-01
Roč. 226, č. 2 (2009), s. 275-287 ISSN 0377-0427 R&D Projects: GA AV ČR IAA100760702 Institutional research plan: CEZ:AV0Z10190503 Keywords : diffusion-reaction problem * maximum principle * prismatic finite elements Subject RIV: BA - General Mathematics Impact factor: 1.292, year: 2009
Deconvolution in the presence of noise using the Maximum Entropy Principle
International Nuclear Information System (INIS)
Steenstrup, S.
1984-01-01
The main problem in deconvolution in the presence of noise is the nonuniqueness. This problem is overcome by the application of the Maximum Entropy Principle. The way the noise enters in the formulation of the problem is examined in some detail and the final equations are derived such that the necessary assumptions becomes explicit. Examples using X-ray diffraction data are shown. (orig.)
Uncertainty estimation of the self-thinning process by Maximum-Entropy Principle
Shoufan Fang; George Z. Gertner
2000-01-01
When available information is scarce, the Maximum-Entropy Principle can estimate the distributions of parameters. In our case study, we estimated the distributions of the parameters of the forest self-thinning process based on literature information, and we derived the conditional distribution functions and estimated the 95 percent confidence interval (CI) of the self-...
Optimal control problems with delay, the maximum principle and necessary conditions
Frankena, J.F.
1975-01-01
In this paper we consider a rather general optimal control problem involving ordinary differential equations with delayed arguments and a set of equality and inequality restrictions on state- and control variables. For this problem a maximum principle is given in pointwise form, using variational
Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model
Energy Technology Data Exchange (ETDEWEB)
Donnelly, Catherine, E-mail: C.Donnelly@hw.ac.uk [Heriot-Watt University, Department of Actuarial Mathematics and Statistics (United Kingdom)
2011-10-15
We prove a sufficient stochastic maximum principle for the optimal control of a regime-switching diffusion model. We show the connection to dynamic programming and we apply the result to a quadratic loss minimization problem, which can be used to solve a mean-variance portfolio selection problem.
Sufficient Stochastic Maximum Principle in a Regime-Switching Diffusion Model
International Nuclear Information System (INIS)
Donnelly, Catherine
2011-01-01
We prove a sufficient stochastic maximum principle for the optimal control of a regime-switching diffusion model. We show the connection to dynamic programming and we apply the result to a quadratic loss minimization problem, which can be used to solve a mean-variance portfolio selection problem.
International Nuclear Information System (INIS)
Goldman, A.S.; Beedgen, R.
1982-01-01
The investigation of data falsification and/or diversion is of major concern in nuclear materials accounting procedures used in international safeguards. In this paper, two procedures, denoted by (D,MUF) and LR (Likelihood Ratio), are discussed and compared when testing the hypothesis that neither diversion nor falsification has taken place versus the one-sided alternative that at least one of these parameters is positive. Critical regions and detection probabilities are given for both tests. It is shown that the LR method outperforms (D,MUF) when diversion and falsification take place
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...
Maximum principle for a stochastic delayed system involving terminal state constraints.
Wen, Jiaqiang; Shi, Yufeng
2017-01-01
We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.
Optimal control of a double integrator a primer on maximum principle
Locatelli, Arturo
2017-01-01
This book provides an introductory yet rigorous treatment of Pontryagin’s Maximum Principle and its application to optimal control problems when simple and complex constraints act on state and control variables, the two classes of variable in such problems. The achievements resulting from first-order variational methods are illustrated with reference to a large number of problems that, almost universally, relate to a particular second-order, linear and time-invariant dynamical system, referred to as the double integrator. The book is ideal for students who have some knowledge of the basics of system and control theory and possess the calculus background typically taught in undergraduate curricula in engineering. Optimal control theory, of which the Maximum Principle must be considered a cornerstone, has been very popular ever since the late 1950s. However, the possibly excessive initial enthusiasm engendered by its perceived capability to solve any kind of problem gave way to its equally unjustified rejecti...
Maximum principles and sharp constants for solutions of elliptic and parabolic systems
Kresin, Gershon
2012-01-01
The main goal of this book is to present results pertaining to various versions of the maximum principle for elliptic and parabolic systems of arbitrary order. In particular, the authors present necessary and sufficient conditions for validity of the classical maximum modulus principles for systems of second order and obtain sharp constants in inequalities of Miranda-Agmon type and in many other inequalities of a similar nature. Somewhat related to this topic are explicit formulas for the norms and the essential norms of boundary integral operators. The proofs are based on a unified approach using, on one hand, representations of the norms of matrix-valued integral operators whose target spaces are linear and finite dimensional, and, on the other hand, on solving certain finite dimensional optimization problems. This book reflects results obtained by the authors, and can be useful to research mathematicians and graduate students interested in partial differential equations.
Maximum likely scale estimation
DEFF Research Database (Denmark)
Loog, Marco; Pedersen, Kim Steenstrup; Markussen, Bo
2005-01-01
A maximum likelihood local scale estimation principle is presented. An actual implementation of the estimation principle uses second order moments of multiple measurements at a fixed location in the image. These measurements consist of Gaussian derivatives possibly taken at several scales and/or ...
Comments on a derivation and application of the 'maximum entropy production' principle
International Nuclear Information System (INIS)
Grinstein, G; Linsker, R
2007-01-01
We show that (1) an error invalidates the derivation (Dewar 2005 J. Phys. A: Math. Gen. 38 L371) of the maximum entropy production (MaxEP) principle for systems far from equilibrium, for which the constitutive relations are nonlinear; and (2) the claim (Dewar 2003 J. Phys. A: Math. Gen. 36 631) that the phenomenon of 'self-organized criticality' is a consequence of MaxEP for slowly driven systems is unjustified. (comment)
Hydrodynamic equations for electrons in graphene obtained from the maximum entropy principle
Energy Technology Data Exchange (ETDEWEB)
Barletti, Luigi, E-mail: luigi.barletti@unifi.it [Dipartimento di Matematica e Informatica “Ulisse Dini”, Università degli Studi di Firenze, Viale Morgagni 67/A, 50134 Firenze (Italy)
2014-08-15
The maximum entropy principle is applied to the formal derivation of isothermal, Euler-like equations for semiclassical fermions (electrons and holes) in graphene. After proving general mathematical properties of the equations so obtained, their asymptotic form corresponding to significant physical regimes is investigated. In particular, the diffusive regime, the Maxwell-Boltzmann regime (high temperature), the collimation regime and the degenerate gas limit (vanishing temperature) are considered.
Discrete maximum principle for Poisson equation with mixed boundary conditions solved by hp-FEM
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš; Šolín, P.
2009-01-01
Roč. 1, č. 2 (2009), s. 201-214 ISSN 2070-0733 R&D Projects: GA AV ČR IAA100760702; GA ČR(CZ) GA102/07/0496; GA ČR GA102/05/0629 Institutional research plan: CEZ:AV0Z10190503 Keywords : discrete maximum principle * hp-FEM * Poisson equation * mixed boundary conditions Subject RIV: BA - General Mathematics
Discrete Maximum Principle for Higher-Order Finite Elements in 1D
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš; Šolín, Pavel
2007-01-01
Roč. 76, č. 260 (2007), s. 1833-1846 ISSN 0025-5718 R&D Projects: GA ČR GP201/04/P021 Institutional research plan: CEZ:AV0Z10190503; CEZ:AV0Z20760514 Keywords : discrete maximum principle * discrete Grren´s function * higher-order elements Subject RIV: BA - General Mathematics Impact factor: 1.230, year: 2007
Bulgakov, V. K.; Strigunov, V. V.
2009-05-01
The Pontryagin maximum principle is used to prove a theorem concerning optimal control in regional macroeconomics. A boundary value problem for optimal trajectories of the state and adjoint variables is formulated, and optimal curves are analyzed. An algorithm is proposed for solving the boundary value problem of optimal control. The performance of the algorithm is demonstrated by computing an optimal control and the corresponding optimal trajectories.
Discrete maximum principle for the P1 - P0 weak Galerkin finite element approximations
Wang, Junping; Ye, Xiu; Zhai, Qilong; Zhang, Ran
2018-06-01
This paper presents two discrete maximum principles (DMP) for the numerical solution of second order elliptic equations arising from the weak Galerkin finite element method. The results are established by assuming an h-acute angle condition for the underlying finite element triangulations. The mathematical theory is based on the well-known De Giorgi technique adapted in the finite element context. Some numerical results are reported to validate the theory of DMP.
Generalized uncertainty principle and the maximum mass of ideal white dwarfs
Energy Technology Data Exchange (ETDEWEB)
Rashidi, Reza, E-mail: reza.rashidi@srttu.edu
2016-11-15
The effects of a generalized uncertainty principle on the structure of an ideal white dwarf star is investigated. The equation describing the equilibrium configuration of the star is a generalized form of the Lane–Emden equation. It is proved that the star always has a finite size. It is then argued that the maximum mass of such an ideal white dwarf tends to infinity, as opposed to the conventional case where it has a finite value.
International Nuclear Information System (INIS)
2007-08-01
The guide presents the definitions of equivalent dose and effective dose, the principles for calculating these doses, and instructions for applying their maximum values. The limits (Annual Limit on Intake and Derived Air Concentration) derived from dose limits are also presented for the purpose of monitoring exposure to internal radiation. The calculation of radiation doses caused to a patient from medical research and treatment involving exposure to ionizing radiation is beyond the scope of this ST Guide
International Nuclear Information System (INIS)
Trovato, M.; Reggiani, L.
2011-01-01
By introducing a quantum entropy functional of the reduced density matrix, the principle of quantum maximum entropy is asserted as fundamental principle of quantum statistical mechanics. Accordingly, we develop a comprehensive theoretical formalism to construct rigorously a closed quantum hydrodynamic transport within a Wigner function approach. The theoretical formalism is formulated in both thermodynamic equilibrium and nonequilibrium conditions, and the quantum contributions are obtained by only assuming that the Lagrange multipliers can be expanded in powers of (ℎ/2π) 2 . In particular, by using an arbitrary number of moments, we prove that (1) on a macroscopic scale all nonlocal effects, compatible with the uncertainty principle, are imputable to high-order spatial derivatives, both of the numerical density n and of the effective temperature T; (2) the results available from the literature in the framework of both a quantum Boltzmann gas and a degenerate quantum Fermi gas are recovered as a particular case; (3) the statistics for the quantum Fermi and Bose gases at different levels of degeneracy are explicitly incorporated; (4) a set of relevant applications admitting exact analytical equations are explicitly given and discussed; (5) the quantum maximum entropy principle keeps full validity in the classical limit, when (ℎ/2π)→0.
Towards a frequency-dependent discrete maximum principle for the implicit Monte Carlo equations
Energy Technology Data Exchange (ETDEWEB)
Wollaber, Allan B [Los Alamos National Laboratory; Larsen, Edward W [Los Alamos National Laboratory; Densmore, Jeffery D [Los Alamos National Laboratory
2010-12-15
It has long been known that temperature solutions of the Implicit Monte Carlo (IMC) equations can exceed the external boundary temperatures, a so-called violation of the 'maximum principle.' Previous attempts at prescribing a maximum value of the time-step size {Delta}{sub t} that is sufficient to eliminate these violations have recommended a {Delta}{sub t} that is typically too small to be used in practice and that appeared to be much too conservative when compared to numerical solutions of the IMC equations for practical problems. In this paper, we derive a new estimator for the maximum time-step size that includes the spatial-grid size {Delta}{sub x}. This explicitly demonstrates that the effect of coarsening {Delta}{sub x} is to reduce the limitation on {Delta}{sub t}, which helps explain the overly conservative nature of the earlier, grid-independent results. We demonstrate that our new time-step restriction is a much more accurate means of predicting violations of the maximum principle. We discuss how the implications of the new, grid-dependent timestep restriction can impact IMC solution algorithms.
Towards a frequency-dependent discrete maximum principle for the implicit Monte Carlo equations
International Nuclear Information System (INIS)
Wollaber, Allan B.; Larsen, Edward W.; Densmore, Jeffery D.
2011-01-01
It has long been known that temperature solutions of the Implicit Monte Carlo (IMC) equations can exceed the external boundary temperatures, a so-called violation of the 'maximum principle'. Previous attempts at prescribing a maximum value of the time-step size Δ t that is sufficient to eliminate these violations have recommended a Δ t that is typically too small to be used in practice and that appeared to be much too conservative when compared to numerical solutions of the IMC equations for practical problems. In this paper, we derive a new estimator for the maximum time-step size that includes the spatial-grid size Δ x . This explicitly demonstrates that the effect of coarsening Δ x is to reduce the limitation on Δ t , which helps explain the overly conservative nature of the earlier, grid-independent results. We demonstrate that our new time-step restriction is a much more accurate means of predicting violations of the maximum principle. We discuss how the implications of the new, grid-dependent time-step restriction can impact IMC solution algorithms. (author)
Predicting the Outcome of NBA Playoffs Based on the Maximum Entropy Principle
Directory of Open Access Journals (Sweden)
Ge Cheng
2016-12-01
Full Text Available Predicting the outcome of National Basketball Association (NBA matches poses a challenging problem of interest to the research community as well as the general public. In this article, we formalize the problem of predicting NBA game results as a classification problem and apply the principle of Maximum Entropy to construct an NBA Maximum Entropy (NBAME model that fits to discrete statistics for NBA games, and then predict the outcomes of NBA playoffs using the model. Our results reveal that the model is able to predict the winning team with 74.4% accuracy, outperforming other classical machine learning algorithms that could only afford a maximum prediction accuracy of 70.6% in the experiments that we performed.
Perspective: Maximum caliber is a general variational principle for dynamical systems.
Dixit, Purushottam D; Wagoner, Jason; Weistuch, Corey; Pressé, Steve; Ghosh, Kingshuk; Dill, Ken A
2018-01-07
We review here Maximum Caliber (Max Cal), a general variational principle for inferring distributions of paths in dynamical processes and networks. Max Cal is to dynamical trajectories what the principle of maximum entropy is to equilibrium states or stationary populations. In Max Cal, you maximize a path entropy over all possible pathways, subject to dynamical constraints, in order to predict relative path weights. Many well-known relationships of non-equilibrium statistical physics-such as the Green-Kubo fluctuation-dissipation relations, Onsager's reciprocal relations, and Prigogine's minimum entropy production-are limited to near-equilibrium processes. Max Cal is more general. While it can readily derive these results under those limits, Max Cal is also applicable far from equilibrium. We give examples of Max Cal as a method of inference about trajectory distributions from limited data, finding reaction coordinates in bio-molecular simulations, and modeling the complex dynamics of non-thermal systems such as gene regulatory networks or the collective firing of neurons. We also survey its basis in principle and some limitations.
Perspective: Maximum caliber is a general variational principle for dynamical systems
Dixit, Purushottam D.; Wagoner, Jason; Weistuch, Corey; Pressé, Steve; Ghosh, Kingshuk; Dill, Ken A.
2018-01-01
We review here Maximum Caliber (Max Cal), a general variational principle for inferring distributions of paths in dynamical processes and networks. Max Cal is to dynamical trajectories what the principle of maximum entropy is to equilibrium states or stationary populations. In Max Cal, you maximize a path entropy over all possible pathways, subject to dynamical constraints, in order to predict relative path weights. Many well-known relationships of non-equilibrium statistical physics—such as the Green-Kubo fluctuation-dissipation relations, Onsager's reciprocal relations, and Prigogine's minimum entropy production—are limited to near-equilibrium processes. Max Cal is more general. While it can readily derive these results under those limits, Max Cal is also applicable far from equilibrium. We give examples of Max Cal as a method of inference about trajectory distributions from limited data, finding reaction coordinates in bio-molecular simulations, and modeling the complex dynamics of non-thermal systems such as gene regulatory networks or the collective firing of neurons. We also survey its basis in principle and some limitations.
A maximum-principle preserving finite element method for scalar conservation equations
Guermond, Jean-Luc
2014-04-01
This paper introduces a first-order viscosity method for the explicit approximation of scalar conservation equations with Lipschitz fluxes using continuous finite elements on arbitrary grids in any space dimension. Provided the lumped mass matrix is positive definite, the method is shown to satisfy the local maximum principle under a usual CFL condition. The method is independent of the cell type; for instance, the mesh can be a combination of tetrahedra, hexahedra, and prisms in three space dimensions. © 2014 Elsevier B.V.
Mardlijah; Jamil, Ahmad; Hanafi, Lukman; Sanjaya, Suharmadi
2017-09-01
There are so many benefit of algae. One of them is using for renewable energy and sustainable in the future. The greater growth of algae will increasing biodiesel production and the increase of algae growth is influenced by glucose, nutrients and photosynthesis process. In this paper, the optimal control problem of the growth of algae is discussed. The objective function is to maximize the concentration of dry algae while the control is the flow of carbon dioxide and the nutrition. The solution is obtained by applying the Pontryagin Maximum Principle. and the result show that the concentration of algae increased more than 15 %.
Guermond, Jean-Luc; Nazarov, Murtazo; Popov, Bojan; Yang, Yong
2014-01-01
© 2014 Society for Industrial and Applied Mathematics. This paper proposes an explicit, (at least) second-order, maximum principle satisfying, Lagrange finite element method for solving nonlinear scalar conservation equations. The technique is based on a new viscous bilinear form introduced in Guermond and Nazarov [Comput. Methods Appl. Mech. Engrg., 272 (2014), pp. 198-213], a high-order entropy viscosity method, and the Boris-Book-Zalesak flux correction technique. The algorithm works for arbitrary meshes in any space dimension and for all Lipschitz fluxes. The formal second-order accuracy of the method and its convergence properties are tested on a series of linear and nonlinear benchmark problems.
A maximum-principle preserving finite element method for scalar conservation equations
Guermond, Jean-Luc; Nazarov, Murtazo
2014-01-01
This paper introduces a first-order viscosity method for the explicit approximation of scalar conservation equations with Lipschitz fluxes using continuous finite elements on arbitrary grids in any space dimension. Provided the lumped mass matrix is positive definite, the method is shown to satisfy the local maximum principle under a usual CFL condition. The method is independent of the cell type; for instance, the mesh can be a combination of tetrahedra, hexahedra, and prisms in three space dimensions. © 2014 Elsevier B.V.
International Nuclear Information System (INIS)
Reinaldo Gonzalez; Scott R. Reeves; Eric Eslinger
2007-01-01
, with high vertical resolution, could be generated for many wells. This procedure permits to populate any well location with core-scale estimates of P and P and rock types facilitating the application of geostatistical characterization methods. The first step procedure was to discriminate rock types of similar depositional environment and/or reservoir quality (RQ) using a specific clustering technique. The approach implemented utilized a model-based, probabilistic clustering analysis procedure called GAMLS1,2,3,4 (Geologic Analysis via Maximum Likelihood System) which is based on maximum likelihood principles. During clustering, samples (data at each digitized depth from each well) are probabilistically assigned to a previously specified number of clusters with a fractional probability that varies between zero and one
Dynamic Optimization of a Polymer Flooding Process Based on Implicit Discrete Maximum Principle
Directory of Open Access Journals (Sweden)
Yang Lei
2012-01-01
Full Text Available Polymer flooding is one of the most important technologies for enhanced oil recovery (EOR. In this paper, an optimal control model of distributed parameter systems (DPSs for polymer injection strategies is established, which involves the performance index as maximum of the profit, the governing equations as the fluid flow equations of polymer flooding, and some inequality constraints as polymer concentration and injection amount limitation. The optimal control model is discretized by full implicit finite-difference method. To cope with the discrete optimal control problem (OCP, the necessary conditions for optimality are obtained through application of the calculus of variations and Pontryagin’s discrete maximum principle. A modified gradient method with new adjoint construction is proposed for the computation of optimal injection strategies. The numerical results of an example illustrate the effectiveness of the proposed method.
Hanel, Rudolf; Thurner, Stefan; Gell-Mann, Murray
2014-05-13
The maximum entropy principle (MEP) is a method for obtaining the most likely distribution functions of observables from statistical systems by maximizing entropy under constraints. The MEP has found hundreds of applications in ergodic and Markovian systems in statistical mechanics, information theory, and statistics. For several decades there has been an ongoing controversy over whether the notion of the maximum entropy principle can be extended in a meaningful way to nonextensive, nonergodic, and complex statistical systems and processes. In this paper we start by reviewing how Boltzmann-Gibbs-Shannon entropy is related to multiplicities of independent random processes. We then show how the relaxation of independence naturally leads to the most general entropies that are compatible with the first three Shannon-Khinchin axioms, the (c,d)-entropies. We demonstrate that the MEP is a perfectly consistent concept for nonergodic and complex statistical systems if their relative entropy can be factored into a generalized multiplicity and a constraint term. The problem of finding such a factorization reduces to finding an appropriate representation of relative entropy in a linear basis. In a particular example we show that path-dependent random processes with memory naturally require specific generalized entropies. The example is to our knowledge the first exact derivation of a generalized entropy from the microscopic properties of a path-dependent random process.
Thurner, Stefan; Corominas-Murtra, Bernat; Hanel, Rudolf
2017-09-01
There are at least three distinct ways to conceptualize entropy: entropy as an extensive thermodynamic quantity of physical systems (Clausius, Boltzmann, Gibbs), entropy as a measure for information production of ergodic sources (Shannon), and entropy as a means for statistical inference on multinomial processes (Jaynes maximum entropy principle). Even though these notions represent fundamentally different concepts, the functional form of the entropy for thermodynamic systems in equilibrium, for ergodic sources in information theory, and for independent sampling processes in statistical systems, is degenerate, H (p ) =-∑ipilogpi . For many complex systems, which are typically history-dependent, nonergodic, and nonmultinomial, this is no longer the case. Here we show that for such processes, the three entropy concepts lead to different functional forms of entropy, which we will refer to as SEXT for extensive entropy, SIT for the source information rate in information theory, and SMEP for the entropy functional that appears in the so-called maximum entropy principle, which characterizes the most likely observable distribution functions of a system. We explicitly compute these three entropy functionals for three concrete examples: for Pólya urn processes, which are simple self-reinforcing processes, for sample-space-reducing (SSR) processes, which are simple history dependent processes that are associated with power-law statistics, and finally for multinomial mixture processes.
Applications of the principle of maximum entropy: from physics to ecology.
Banavar, Jayanth R; Maritan, Amos; Volkov, Igor
2010-02-17
There are numerous situations in physics and other disciplines which can be described at different levels of detail in terms of probability distributions. Such descriptions arise either intrinsically as in quantum mechanics, or because of the vast amount of details necessary for a complete description as, for example, in Brownian motion and in many-body systems. We show that an application of the principle of maximum entropy for estimating the underlying probability distribution can depend on the variables used for describing the system. The choice of characterization of the system carries with it implicit assumptions about fundamental attributes such as whether the system is classical or quantum mechanical or equivalently whether the individuals are distinguishable or indistinguishable. We show that the correct procedure entails the maximization of the relative entropy subject to known constraints and, additionally, requires knowledge of the behavior of the system in the absence of these constraints. We present an application of the principle of maximum entropy to understanding species diversity in ecology and introduce a new statistical ensemble corresponding to the distribution of a variable population of individuals into a set of species not defined a priori.
Applications of the principle of maximum entropy: from physics to ecology
International Nuclear Information System (INIS)
Banavar, Jayanth R; Volkov, Igor; Maritan, Amos
2010-01-01
There are numerous situations in physics and other disciplines which can be described at different levels of detail in terms of probability distributions. Such descriptions arise either intrinsically as in quantum mechanics, or because of the vast amount of details necessary for a complete description as, for example, in Brownian motion and in many-body systems. We show that an application of the principle of maximum entropy for estimating the underlying probability distribution can depend on the variables used for describing the system. The choice of characterization of the system carries with it implicit assumptions about fundamental attributes such as whether the system is classical or quantum mechanical or equivalently whether the individuals are distinguishable or indistinguishable. We show that the correct procedure entails the maximization of the relative entropy subject to known constraints and, additionally, requires knowledge of the behavior of the system in the absence of these constraints. We present an application of the principle of maximum entropy to understanding species diversity in ecology and introduce a new statistical ensemble corresponding to the distribution of a variable population of individuals into a set of species not defined a priori. (topical review)
Directory of Open Access Journals (Sweden)
Ivashin V.A.
2013-12-01
Full Text Available Aims. The study presents the results of experimental research to verify the principle overlay for maximum permissible levels (MPL of multicolor laser radiation single exposure on eyes. This principle of the independence of the effects of radiation with each wavelength (the imposing principle, was founded and generalized to a wide range of exposure conditions. Experimental verification of this approach in relation to the impact of laser radiation on tissue fundus of an eye, as shows the analysis of the literature was not carried out. Material and methods. Was used in the experimental laser generating radiation with wavelengths: Л1 =0,532 microns, A2=0,556to 0,562 microns and A3=0,619to 0,621 urn. Experiments were carried out on eyes of rabbits with evenly pigmented eye bottom. Results. At comparison of results of processing of the experimental data with the calculated data it is shown that these levels are close by their parameters. Conclusions. For the first time in the Russian Federation had been performed experimental studies on the validity of multi-colored laser radiation on the organ of vision. In view of the objective coincidence of the experimental data with the calculated data, we can conclude that the mathematical formulas work.
Principle of maximum Fisher information from Hardy's axioms applied to statistical systems.
Frieden, B Roy; Gatenby, Robert A
2013-10-01
Consider a finite-sized, multidimensional system in parameter state a. The system is either at statistical equilibrium or general nonequilibrium, and may obey either classical or quantum physics. L. Hardy's mathematical axioms provide a basis for the physics obeyed by any such system. One axiom is that the number N of distinguishable states a in the system obeys N=max. This assumes that N is known as deterministic prior knowledge. However, most observed systems suffer statistical fluctuations, for which N is therefore only known approximately. Then what happens if the scope of the axiom N=max is extended to include such observed systems? It is found that the state a of the system must obey a principle of maximum Fisher information, I=I(max). This is important because many physical laws have been derived, assuming as a working hypothesis that I=I(max). These derivations include uses of the principle of extreme physical information (EPI). Examples of such derivations were of the De Broglie wave hypothesis, quantum wave equations, Maxwell's equations, new laws of biology (e.g., of Coulomb force-directed cell development and of in situ cancer growth), and new laws of economic fluctuation and investment. That the principle I=I(max) itself derives from suitably extended Hardy axioms thereby eliminates its need to be assumed in these derivations. Thus, uses of I=I(max) and EPI express physics at its most fundamental level, its axiomatic basis in math.
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.
International Nuclear Information System (INIS)
Anton, V.
1979-05-01
A new formulation of multigroup cross section collapsing based on the conservation of point or zone value of hamiltonian is presented. This attempt is proper to optimization problems solved by means of maximum principle of Pontryagin. (author)
Shen, Hua
2016-10-19
A maximum-principle-satisfying space-time conservation element and solution element (CE/SE) scheme is constructed to solve a reduced five-equation model coupled with the stiffened equation of state for compressible multifluids. We first derive a sufficient condition for CE/SE schemes to satisfy maximum-principle when solving a general conservation law. And then we introduce a slope limiter to ensure the sufficient condition which is applicative for both central and upwind CE/SE schemes. Finally, we implement the upwind maximum-principle-satisfying CE/SE scheme to solve the volume-fraction-based five-equation model for compressible multifluids. Several numerical examples are carried out to carefully examine the accuracy, efficiency, conservativeness and maximum-principle-satisfying property of the proposed approach.
Shen, Hua; Wen, Chih-Yung; Parsani, Matteo; Shu, Chi-Wang
2016-01-01
A maximum-principle-satisfying space-time conservation element and solution element (CE/SE) scheme is constructed to solve a reduced five-equation model coupled with the stiffened equation of state for compressible multifluids. We first derive a sufficient condition for CE/SE schemes to satisfy maximum-principle when solving a general conservation law. And then we introduce a slope limiter to ensure the sufficient condition which is applicative for both central and upwind CE/SE schemes. Finally, we implement the upwind maximum-principle-satisfying CE/SE scheme to solve the volume-fraction-based five-equation model for compressible multifluids. Several numerical examples are carried out to carefully examine the accuracy, efficiency, conservativeness and maximum-principle-satisfying property of the proposed approach.
Principle of maximum entropy for reliability analysis in the design of machine components
Zhang, Yimin
2018-03-01
We studied the reliability of machine components with parameters that follow an arbitrary statistical distribution using the principle of maximum entropy (PME). We used PME to select the statistical distribution that best fits the available information. We also established a probability density function (PDF) and a failure probability model for the parameters of mechanical components using the concept of entropy and the PME. We obtained the first four moments of the state function for reliability analysis and design. Furthermore, we attained an estimate of the PDF with the fewest human bias factors using the PME. This function was used to calculate the reliability of the machine components, including a connecting rod, a vehicle half-shaft, a front axle, a rear axle housing, and a leaf spring, which have parameters that typically follow a non-normal distribution. Simulations were conducted for comparison. This study provides a design methodology for the reliability of mechanical components for practical engineering projects.
International Nuclear Information System (INIS)
2000-01-01
The guide sets out the mathematical definitions and principles involved in the calculation of the equivalent dose and the effective dose, and the instructions concerning the application of the maximum values of these quantities. further, for monitoring the dose caused by internal radiation, the guide defines the limits derived from annual dose limits (the Annual Limit on Intake and the Derived Air Concentration). Finally, the guide defines the operational quantities to be used in estimating the equivalent dose and the effective dose, and also sets out the definitions of some other quantities and concepts to be used in monitoring radiation exposure. The guide does not include the calculation of patient doses carried out for the purposes of quality assurance
Energy Technology Data Exchange (ETDEWEB)
NONE
2000-07-01
The guide sets out the mathematical definitions and principles involved in the calculation of the equivalent dose and the effective dose, and the instructions concerning the application of the maximum values of these quantities. further, for monitoring the dose caused by internal radiation, the guide defines the limits derived from annual dose limits (the Annual Limit on Intake and the Derived Air Concentration). Finally, the guide defines the operational quantities to be used in estimating the equivalent dose and the effective dose, and also sets out the definitions of some other quantities and concepts to be used in monitoring radiation exposure. The guide does not include the calculation of patient doses carried out for the purposes of quality assurance.
An understanding of human dynamics in urban subway traffic from the Maximum Entropy Principle
Yong, Nuo; Ni, Shunjiang; Shen, Shifei; Ji, Xuewei
2016-08-01
We studied the distribution of entry time interval in Beijing subway traffic by analyzing the smart card transaction data, and then deduced the probability distribution function of entry time interval based on the Maximum Entropy Principle. Both theoretical derivation and data statistics indicated that the entry time interval obeys power-law distribution with an exponential cutoff. In addition, we pointed out the constraint conditions for the distribution form and discussed how the constraints affect the distribution function. It is speculated that for bursts and heavy tails in human dynamics, when the fitted power exponent is less than 1.0, it cannot be a pure power-law distribution, but with an exponential cutoff, which may be ignored in the previous studies.
Liu, Yikan
2015-01-01
In this paper, we establish a strong maximum principle for fractional diffusion equations with multiple Caputo derivatives in time, and investigate a related inverse problem of practical importance. Exploiting the solution properties and the involved multinomial Mittag-Leffler functions, we improve the weak maximum principle for the multi-term time-fractional diffusion equation to a stronger one, which is parallel to that for its single-term counterpart as expected. As a direct application, w...
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
Djehiche, Boualem; Tembine, Hamidou; Tempone, Raul
2015-01-01
In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in which the drift and the diffusion coefficients as well as the performance functional depend not only on the state and the control but also on the mean of the distribution of the state. Our result extends the risk-sensitive SMP (without mean-field coupling) of Lim and Zhou (2005), derived for feedback (or Markov) type optimal controls, to optimal control problems for non-Markovian dynamics which may be time-inconsistent in the sense that the Bellman optimality principle does not hold. In our approach to the risk-sensitive SMP, the smoothness assumption on the value-function imposed in Lim and Zhou (2005) needs not be satisfied. For a general action space a Peng's type SMP is derived, specifying the necessary conditions for optimality. Two examples are carried out to illustrate the proposed risk-sensitive mean-field type SMP under linear stochastic dynamics with exponential quadratic cost function. Explicit solutions are given for both mean-field free and mean-field models.
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
Djehiche, Boualem
2015-02-24
In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in which the drift and the diffusion coefficients as well as the performance functional depend not only on the state and the control but also on the mean of the distribution of the state. Our result extends the risk-sensitive SMP (without mean-field coupling) of Lim and Zhou (2005), derived for feedback (or Markov) type optimal controls, to optimal control problems for non-Markovian dynamics which may be time-inconsistent in the sense that the Bellman optimality principle does not hold. In our approach to the risk-sensitive SMP, the smoothness assumption on the value-function imposed in Lim and Zhou (2005) needs not be satisfied. For a general action space a Peng\\'s type SMP is derived, specifying the necessary conditions for optimality. Two examples are carried out to illustrate the proposed risk-sensitive mean-field type SMP under linear stochastic dynamics with exponential quadratic cost function. Explicit solutions are given for both mean-field free and mean-field models.
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
Dynamics of non-stationary processes that follow the maximum of the Rényi entropy principle.
Shalymov, Dmitry S; Fradkov, Alexander L
2016-01-01
We propose dynamics equations which describe the behaviour of non-stationary processes that follow the maximum Rényi entropy principle. The equations are derived on the basis of the speed-gradient principle originated in the control theory. The maximum of the Rényi entropy principle is analysed for discrete and continuous cases, and both a discrete random variable and probability density function (PDF) are used. We consider mass conservation and energy conservation constraints and demonstrate the uniqueness of the limit distribution and asymptotic convergence of the PDF for both cases. The coincidence of the limit distribution of the proposed equations with the Rényi distribution is examined.
Capelli, Riccardo; Tiana, Guido; Camilloni, Carlo
2018-05-14
Inferential methods can be used to integrate experimental informations and molecular simulations. The maximum entropy principle provides a framework for using equilibrium experimental data, and it has been shown that replica-averaged simulations, restrained using a static potential, are a practical and powerful implementation of such a principle. Here we show that replica-averaged simulations restrained using a time-dependent potential are equivalent to the principle of maximum caliber, the dynamic version of the principle of maximum entropy, and thus may allow us to integrate time-resolved data in molecular dynamics simulations. We provide an analytical proof of the equivalence as well as a computational validation making use of simple models and synthetic data. Some limitations and possible solutions are also discussed.
Moslemi, Vahid; Ashoor, Mansour
2017-10-01
One of the major problems associated with parallel hole collimators (PCs) is the trade-off between their resolution and sensitivity. To solve this problem, a novel PC - namely, extended parallel hole collimator (EPC) - was proposed, in which particular trapezoidal denticles were increased upon septa on the side of the detector. In this study, an EPC was designed and its performance was compared with that of two PCs, PC35 and PC41, with a hole size of 1.5 mm and hole lengths of 35 and 41 mm, respectively. The Monte Carlo method was used to calculate the important parameters such as resolution, sensitivity, scattering, and penetration ratio. A Jaszczak phantom was also simulated to evaluate the resolution and contrast of tomographic images, which were produced by the EPC6, PC35, and PC41 using the Monte Carlo N-particle version 5 code, and tomographic images were reconstructed by using maximum likelihood expectation maximization algorithm. Sensitivity of the EPC6 was increased by 20.3% in comparison with that of the PC41 at the identical spatial resolution and full-width at tenth of maximum here. Moreover, the penetration and scattering ratio of the EPC6 was 1.2% less than that of the PC41. The simulated phantom images show that the EPC6 increases contrast-resolution and contrast-to-noise ratio compared with those of PC41 and PC35. When compared with PC41 and PC35, EPC6 improved trade-off between resolution and sensitivity, reduced penetrating and scattering ratios, and produced images with higher quality. EPC6 can be used to increase detectability of more details in nuclear medicine images.
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.
Chen, Qingxia; Ibrahim, Joseph G
2014-07-01
Multiple Imputation, Maximum Likelihood and Fully Bayesian methods are the three most commonly used model-based approaches in missing data problems. Although it is easy to show that when the responses are missing at random (MAR), the complete case analysis is unbiased and efficient, the aforementioned methods are still commonly used in practice for this setting. To examine the performance of and relationships between these three methods in this setting, we derive and investigate small sample and asymptotic expressions of the estimates and standard errors, and fully examine how these estimates are related for the three approaches in the linear regression model when the responses are MAR. We show that when the responses are MAR in the linear model, the estimates of the regression coefficients using these three methods are asymptotically equivalent to the complete case estimates under general conditions. One simulation and a real data set from a liver cancer clinical trial are given to compare the properties of these methods when the responses are MAR.
Murray, Aja Louise; Booth, Tom; Eisner, Manuel; Obsuth, Ingrid; Ribeaud, Denis
2018-05-22
Whether or not importance should be placed on an all-encompassing general factor of psychopathology (or p factor) in classifying, researching, diagnosing, and treating psychiatric disorders depends (among other issues) on the extent to which comorbidity is symptom-general rather than staying largely within the confines of narrower transdiagnostic factors such as internalizing and externalizing. In this study, we compared three methods of estimating p factor strength. We compared omega hierarchical and explained common variance calculated from confirmatory factor analysis (CFA) bifactor models with maximum likelihood (ML) estimation, from exploratory structural equation modeling/exploratory factor analysis models with a bifactor rotation, and from Bayesian structural equation modeling (BSEM) bifactor models. Our simulation results suggested that BSEM with small variance priors on secondary loadings might be the preferred option. However, CFA with ML also performed well provided secondary loadings were modeled. We provide two empirical examples of applying the three methodologies using a normative sample of youth (z-proso, n = 1,286) and a university counseling sample (n = 359).
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.
Mavrodiev, Evgeny V; Laktionov, Alexy P; Cellinese, Nico
2012-01-01
The evolution of the diverse flora in the Lower Volga Valley (LVV) (southwest Russia) is complex due to the composite geomorphology and tectonic history of the Caspian Sea and adjacent areas. In the absence of phylogenetic studies and temporal information, we implemented a maximum likelihood (ML) approach and stochastic character mapping reconstruction aiming at recovering historical signals from species occurrence data. A taxon-area matrix of 13 floristic areas and 1018 extant species was constructed and analyzed with RAxML and Mesquite. Additionally, we simulated scenarios with numbers of hypothetical extinct taxa from an unknown palaeoflora that occupied the areas before the dramatic transgression and regression events that have occurred from the Pleistocene to the present day. The flora occurring strictly along the river valley and delta appear to be younger than that of adjacent steppes and desert-like regions, regardless of the chronology of transgression and regression events that led to the geomorphological formation of the LVV. This result is also supported when hypothetical extinct taxa are included in the analyses. The history of each species was inferred by using a stochastic character mapping reconstruction method as implemented in Mesquite. Individual histories appear to be independent from one another and have been shaped by repeated dispersal and extinction events. These reconstructions provide testable hypotheses for more in-depth investigations of their population structure and dynamics. PMID:22957179
Liu, Lihong; Xia, Hongyan; Baule, Claudia; Belák, Sándor
2009-01-01
Bovine viral diarrhoea virus 1 (BVDV-1) and Bovine viral diarrhoea virus 2 (BVDV-2) are two recognised bovine pestivirus species of the genus Pestivirus. Recently, a pestivirus, termed SVA/cont-08, was detected in a batch of contaminated foetal calf serum originating from South America. Comparative sequence analysis showed that the SVA/cont-08 virus shares 15-28% higher sequence identity to pestivirus D32/00_'HoBi' than to members of BVDV-1 and BVDV-2. In order to reveal the phylogenetic relationship of SVA/cont-08 with other pestiviruses, a molecular dataset of 30 pestiviruses and 1,896 characters, comprising the 5'UTR, N(pro) and E2 gene regions, was analysed by two methods: maximum likelihood and Bayesian approach. An identical, well-supported tree topology was observed, where four pestiviruses (SVA/cont-08, D32/00_'HoBi', CH-KaHo/cont, and Th/04_KhonKaen) formed a monophyletic clade that is closely related to the BVDV-1 and BVDV-2 clades. The strategy applied in this study is useful for classifying novel pestiviruses in the future.
Setting the renormalization scale in QCD: The principle of maximum conformality
DEFF Research Database (Denmark)
Brodsky, S. J.; Di Giustino, L.
2012-01-01
A key problem in making precise perturbative QCD predictions is the uncertainty in determining the renormalization scale mu of the running coupling alpha(s)(mu(2)). The purpose of the running coupling in any gauge theory is to sum all terms involving the beta function; in fact, when the renormali......A key problem in making precise perturbative QCD predictions is the uncertainty in determining the renormalization scale mu of the running coupling alpha(s)(mu(2)). The purpose of the running coupling in any gauge theory is to sum all terms involving the beta function; in fact, when...... the renormalization scale is set properly, all nonconformal beta not equal 0 terms in a perturbative expansion arising from renormalization are summed into the running coupling. The remaining terms in the perturbative series are then identical to that of a conformal theory; i.e., the corresponding theory with beta...... = 0. The resulting scale-fixed predictions using the principle of maximum conformality (PMC) are independent of the choice of renormalization scheme-a key requirement of renormalization group invariance. The results avoid renormalon resummation and agree with QED scale setting in the Abelian limit...
Saha, Ranajit; Pan, Sudip; Chattaraj, Pratim K
2016-11-05
The validity of the maximum hardness principle (MHP) is tested in the cases of 50 chemical reactions, most of which are organic in nature and exhibit anomeric effect. To explore the effect of the level of theory on the validity of MHP in an exothermic reaction, B3LYP/6-311++G(2df,3pd) and LC-BLYP/6-311++G(2df,3pd) (def2-QZVP for iodine and mercury) levels are employed. Different approximations like the geometric mean of hardness and combined hardness are considered in case there are multiple reactants and/or products. It is observed that, based on the geometric mean of hardness, while 82% of the studied reactions obey the MHP at the B3LYP level, 84% of the reactions follow this rule at the LC-BLYP level. Most of the reactions possess the hardest species on the product side. A 50% null hypothesis is rejected at a 1% level of significance.
On the use Pontryagin's maximum principle in the reactor profiling problem
International Nuclear Information System (INIS)
Silko, P.P.
1976-01-01
The optimal given power profile approximation problem in nuclear reactors is posed as one of physical profiling problems in terms of the theory of optimal processes. It is necessary to distribute the concentration of the profiling substance in a certain nuclear reactor in such a way that the power profile obtained in the core would be as near as possible to the given profile. It is suggested that the original system of differential equations describing the behaviour of neutrons in a reactor and some applied requirements may be written in the form of usual differential equations of the first order. The integral quadratic criterion evaluating a deviation of the power profile obtained in a reactor from the given one is used as a purpose function. The initial state is given, the control aim is determined as the necessity of transfer of a control object from the initial state to the given set of finite states known as a purpose set. A class of permissible controls consists of measurable functions in the given range. On solving the formulated problem Pontryagin's maximum principle is used. As an example, the power profile flattening problem is considered, for which a program in Fortran-4 for the 'Minsk-32' computer has been written. The optimal reactor parameters calculated by this program at various boundary values of the control are presented. It is noticed that a type of the optimal reactor configuration depends on boundary values of the control
International Nuclear Information System (INIS)
Ackroyd, R.T.
1982-01-01
Some minimum and maximum variational principles for even-parity neutron transport are reviewed and the corresponding principles for odd-parity transport are derived by a simple method to show why the essential boundary conditions associated with these maximum principles have to be imposed. The method also shows why both the essential and some of the natural boundary conditions associated with these minimum principles have to be imposed. These imposed boundary conditions for trial functions in the variational principles limit the choice of the finite element used to represent trial functions. The reasons for the boundary conditions imposed on the principles for even- and odd-parity transport point the way to a treatment of composite neutron transport, for which completely boundary-free maximum and minimum principles are derived from a functional identity. In general a trial function is used for each parity in the composite neutron transport, but this can be reduced to one without any boundary conditions having to be imposed. (author)
Helaers, Raphaël; Milinkovitch, Michel C
2010-07-15
The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high
Directory of Open Access Journals (Sweden)
Milinkovitch Michel C
2010-07-01
Full Text Available Abstract Background The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Results Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood, including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. Conclusions The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these
Optimal Control of Hypersonic Planning Maneuvers Based on Pontryagin’s Maximum Principle
Directory of Open Access Journals (Sweden)
A. Yu. Melnikov
2015-01-01
Full Text Available The work objective is the synthesis of simple analytical formula of the optimal roll angle of hypersonic gliding vehicles for conditions of quasi-horizontal motion, allowing its practical implementation in onboard control algorithms.The introduction justifies relevance, formulates basic control tasks, and describes a history of scientific research and achievements in the field concerned. The author reveals a common disadvantage of the other authors’ methods, i.e. the problem of practical implementation in onboard control algorithms.The similar tasks of hypersonic maneuvers are systemized according to the type of maneuver, control parameters and limitations.In the statement of the problem the glider launched horizontally with a suborbital speed glides passive in the static Atmosphere on a spherical surface of constant radius in the Central field of gravitation.The work specifies a system of equations of motion in the inertial spherical coordinate system, sets the limits on the roll angle and optimization criteria at the end of the flight: high speed or azimuth and the minimum distances to the specified geocentric points.The solution.1 A system of equations of motion is transformed by replacing the time argument with another independent argument – the normal equilibrium overload. The Hamiltonian and the equations of mated parameters are obtained using the Pontryagin’s maximum principle. The number of equations of motion and mated vector is reduced.2 The mated parameters were expressed by formulas using current movement parameters. The formulas are proved through differentiation and substitution in the equations of motion.3 The Formula of optimal roll-position control by condition of maximum is obtained. After substitution of mated parameters, the insertion of constants, and trigonometric transformations the Formula of the optimal roll angle is obtained as functions of the current parameters of motion.The roll angle is expressed as the ratio
A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type
Energy Technology Data Exchange (ETDEWEB)
Hosking, John Joseph Absalom, E-mail: j.j.a.hosking@cma.uio.no [University of Oslo, Centre of Mathematics for Applications (CMA) (Norway)
2012-12-15
We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966-979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197-216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.
A Stochastic Maximum Principle for a Stochastic Differential Game of a Mean-Field Type
International Nuclear Information System (INIS)
Hosking, John Joseph Absalom
2012-01-01
We construct a stochastic maximum principle (SMP) which provides necessary conditions for the existence of Nash equilibria in a certain form of N-agent stochastic differential game (SDG) of a mean-field type. The information structure considered for the SDG is of a possible asymmetric and partial type. To prove our SMP we take an approach based on spike-variations and adjoint representation techniques, analogous to that of S. Peng (SIAM J. Control Optim. 28(4):966–979, 1990) in the optimal stochastic control context. In our proof we apply adjoint representation procedures at three points. The first-order adjoint processes are defined as solutions to certain mean-field backward stochastic differential equations, and second-order adjoint processes of a first type are defined as solutions to certain backward stochastic differential equations. Second-order adjoint processes of a second type are defined as solutions of certain backward stochastic equations of a type that we introduce in this paper, and which we term conditional mean-field backward stochastic differential equations. From the resulting representations, we show that the terms relating to these second-order adjoint processes of the second type are of an order such that they do not appear in our final SMP equations. A comparable situation exists in an article by R. Buckdahn, B. Djehiche, and J. Li (Appl. Math. Optim. 64(2):197–216, 2011) that constructs a SMP for a mean-field type optimal stochastic control problem; however, the approach we take of using these second-order adjoint processes of a second type to deal with the type of terms that we refer to as the second form of quadratic-type terms represents an alternative to a development, to our setting, of the approach used in their article for their analogous type of term.
The η{sub c} decays into light hadrons using the principle of maximum conformality
Energy Technology Data Exchange (ETDEWEB)
Du, Bo-Lun; Wu, Xing-Gang; Zeng, Jun; Bu, Shi; Shen, Jian-Ming [Chongqing University, Department of Physics, Chongqing (China)
2018-01-15
In the paper, we analyze the η{sub c} decays into light hadrons at the next-to-leading order QCD corrections by applying the principle of maximum conformality (PMC). The relativistic correction at the O(α{sub s}v{sup 2})-order level has been included in the discussion, which gives about 10% contribution to the ratio R. The PMC, which satisfies the renormalization group invariance, is designed to obtain a scale-fixed and scheme-independent prediction at any fixed order. To avoid the confusion of treating n{sub f}-terms, we transform the usual MS pQCD series into the one under the minimal momentum space subtraction scheme. To compare with the prediction under conventional scale setting, R{sub Conv,mMOM-r} = (4.12{sup +0.30}{sub -0.28}) x 10{sup 3}, after applying the PMC, we obtain R{sub PMC,mMOM-r} = (6.09{sup +0.62}{sub -0.55}) x 10{sup 3}, where the errors are squared averages of the ones caused by m{sub c} and Λ{sub mMOM}. The PMC prediction agrees with the recent PDG value within errors, i.e. R{sup exp} = (6.3 ± 0.5) x 10{sup 3}. Thus we think the mismatching of the prediction under conventional scale-setting with the data is due to improper choice of scale, which however can be solved by using the PMC. (orig.)
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.
Etzel, C J; Shete, S; Beasley, T M; Fernandez, J R; Allison, D B; Amos, C I
2003-01-01
Non-normality of the phenotypic distribution can affect power to detect quantitative trait loci in sib pair studies. Previously, we observed that Winsorizing the sib pair phenotypes increased the power of quantitative trait locus (QTL) detection for both Haseman-Elston (HE) least-squares tests [Hum Hered 2002;53:59-67] and maximum likelihood-based variance components (MLVC) analysis [Behav Genet (in press)]. Winsorizing the phenotypes led to a slight increase in type 1 error in H-E tests and a slight decrease in type I error for MLVC analysis. Herein, we considered transforming the sib pair phenotypes using the Box-Cox family of transformations. Data were simulated for normal and non-normal (skewed and kurtic) distributions. Phenotypic values were replaced by Box-Cox transformed values. Twenty thousand replications were performed for three H-E tests of linkage and the likelihood ratio test (LRT), the Wald test and other robust versions based on the MLVC method. We calculated the relative nominal inflation rate as the ratio of observed empirical type 1 error divided by the set alpha level (5, 1 and 0.1% alpha levels). MLVC tests applied to non-normal data had inflated type I errors (rate ratio greater than 1.0), which were controlled best by Box-Cox transformation and to a lesser degree by Winsorizing. For example, for non-transformed, skewed phenotypes (derived from a chi2 distribution with 2 degrees of freedom), the rates of empirical type 1 error with respect to set alpha level=0.01 were 0.80, 4.35 and 7.33 for the original H-E test, LRT and Wald test, respectively. For the same alpha level=0.01, these rates were 1.12, 3.095 and 4.088 after Winsorizing and 0.723, 1.195 and 1.905 after Box-Cox transformation. Winsorizing reduced inflated error rates for the leptokurtic distribution (derived from a Laplace distribution with mean 0 and variance 8). Further, power (adjusted for empirical type 1 error) at the 0.01 alpha level ranged from 4.7 to 17.3% across all tests
Energy Technology Data Exchange (ETDEWEB)
Driscoll, Donald D [Case Western Reserve Univ., Cleveland, OH (United States)
2004-05-01
of a beta-eliminating cut based on a maximum-likelihood characterization described above.
Avtandilashvili, Maia; Brey, Richard; James, Anthony C
2012-07-01
The U.S. Transuranium and Uranium Registries' tissue donors 0202 and 0407 are the two most highly exposed of the 18 registrants who were involved in the 1965 plutonium fire accident at a defense nuclear facility. Material released during the fire was well characterized as "high fired" refractory plutonium dioxide with 0.32-μm mass median diameter. The extensive bioassay data from long-term follow-up of these two cases were used to evaluate the applicability of the Human Respiratory Tract Model presented by International Commission on Radiological Protection in Publication 66 and its revision proposed by Gregoratto et al. in order to account for the observed long-term retention of insoluble material in the lungs. The maximum likelihood method was used to calculate the point estimates of intake and tissue doses and to examine the effect of different lung clearance, blood absorption, and systemic models on the goodness-of-fit and estimated dose values. With appropriate adjustments, Gregoratto et al. particle transport model coupled with the customized blood absorption parameters yielded a credible fit to the bioassay data for both cases and predicted the Case 0202 liver and skeletal activities measured postmortem. PuO2 particles produced by the plutonium fire are extremely insoluble. About 1% of this material is absorbed from the respiratory tract relatively rapidly, at a rate of about 1 to 2 d (half-time about 8 to 16 h). The remainder (99%) is absorbed extremely slowly, at a rate of about 5 × 10(-6) d (half-time about 400 y). When considering this situation, it appears that doses to other body organs are negligible in comparison to those to tissues of the respiratory tract. About 96% of the total committed weighted dose equivalent is contributed by the lungs. Doses absorbed by these workers' lungs were high: 3.2 Gy to AI and 6.5 Gy to LNTH for Case 0202 (18 y post-intake) and 3.2 Gy to AI and 55.5 Gy to LNTH for Case 0407 (43 y post-intake). This evaluation
Directory of Open Access Journals (Sweden)
Edwin J. Niklitschek
2016-10-01
Full Text Available Background Mixture models (MM can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM, under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011, from four distinct nursery habitats. (Mediterranean lagoons Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI and uncertainty (SE were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06 when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI < 0.13, SE < 0
Darnaude, Audrey M.
2016-01-01
Background Mixture models (MM) can be used to describe mixed stocks considering three sets of parameters: the total number of contributing sources, their chemical baseline signatures and their mixing proportions. When all nursery sources have been previously identified and sampled for juvenile fish to produce baseline nursery-signatures, mixing proportions are the only unknown set of parameters to be estimated from the mixed-stock data. Otherwise, the number of sources, as well as some/all nursery-signatures may need to be also estimated from the mixed-stock data. Our goal was to assess bias and uncertainty in these MM parameters when estimated using unconditional maximum likelihood approaches (ML-MM), under several incomplete sampling and nursery-signature separation scenarios. Methods We used a comprehensive dataset containing otolith elemental signatures of 301 juvenile Sparus aurata, sampled in three contrasting years (2008, 2010, 2011), from four distinct nursery habitats. (Mediterranean lagoons) Artificial nursery-source and mixed-stock datasets were produced considering: five different sampling scenarios where 0–4 lagoons were excluded from the nursery-source dataset and six nursery-signature separation scenarios that simulated data separated 0.5, 1.5, 2.5, 3.5, 4.5 and 5.5 standard deviations among nursery-signature centroids. Bias (BI) and uncertainty (SE) were computed to assess reliability for each of the three sets of MM parameters. Results Both bias and uncertainty in mixing proportion estimates were low (BI ≤ 0.14, SE ≤ 0.06) when all nursery-sources were sampled but exhibited large variability among cohorts and increased with the number of non-sampled sources up to BI = 0.24 and SE = 0.11. Bias and variability in baseline signature estimates also increased with the number of non-sampled sources, but tended to be less biased, and more uncertain than mixing proportion ones, across all sampling scenarios (BI nursery signatures improved reliability
Test the principle of maximum entropy in constant sum 2×2 game: Evidence in experimental economics
International Nuclear Information System (INIS)
Xu, Bin; Zhang, Hongen; Wang, Zhijian; Zhang, Jianbo
2012-01-01
By using laboratory experimental data, we test the uncertainty of strategy type in various competing environments with two-person constant sum 2×2 game in the social system. It firstly shows that, in these competing game environments, the outcome of human's decision-making obeys the principle of the maximum entropy. -- Highlights: ► Test the uncertainty in two-person constant sum games with experimental data. ► On game level, the constant sum game fits the principle of maximum entropy. ► On group level, all empirical entropy values are close to theoretical maxima. ► The results can be different for the games that are not constant sum game.
Test the principle of maximum entropy in constant sum 2×2 game: Evidence in experimental economics
Energy Technology Data Exchange (ETDEWEB)
Xu, Bin, E-mail: xubin211@zju.edu.cn [Experimental Social Science Laboratory, Zhejiang University, Hangzhou, 310058 (China); Public Administration College, Zhejiang Gongshang University, Hangzhou, 310018 (China); Zhang, Hongen, E-mail: hongen777@163.com [Department of Physics, Zhejiang University, Hangzhou, 310027 (China); Wang, Zhijian, E-mail: wangzj@zju.edu.cn [Experimental Social Science Laboratory, Zhejiang University, Hangzhou, 310058 (China); Zhang, Jianbo, E-mail: jbzhang08@zju.edu.cn [Department of Physics, Zhejiang University, Hangzhou, 310027 (China)
2012-03-19
By using laboratory experimental data, we test the uncertainty of strategy type in various competing environments with two-person constant sum 2×2 game in the social system. It firstly shows that, in these competing game environments, the outcome of human's decision-making obeys the principle of the maximum entropy. -- Highlights: ► Test the uncertainty in two-person constant sum games with experimental data. ► On game level, the constant sum game fits the principle of maximum entropy. ► On group level, all empirical entropy values are close to theoretical maxima. ► The results can be different for the games that are not constant sum game.
Discrete Maximum Principle for a 1D Problem with Piecewise-Constant Coefficients Solved by hp-FEM
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš; Šolín, Pavel
2007-01-01
Roč. 15, č. 3 (2007), s. 233-243 ISSN 1570-2820 R&D Projects: GA ČR GP201/04/P021; GA ČR GA102/05/0629 Institutional research plan: CEZ:AV0Z10190503; CEZ:AV0Z20570509 Keywords : discrete maximum principle * hp-FEM * Poisson equation Subject RIV: BA - General Mathematics
International Nuclear Information System (INIS)
Nasser, Hassan; Cessac, Bruno; Marre, Olivier
2013-01-01
Understanding the dynamics of neural networks is a major challenge in experimental neuroscience. For that purpose, a modelling of the recorded activity that reproduces the main statistics of the data is required. In the first part, we present a review on recent results dealing with spike train statistics analysis using maximum entropy models (MaxEnt). Most of these studies have focused on modelling synchronous spike patterns, leaving aside the temporal dynamics of the neural activity. However, the maximum entropy principle can be generalized to the temporal case, leading to Markovian models where memory effects and time correlations in the dynamics are properly taken into account. In the second part, we present a new method based on Monte Carlo sampling which is suited for the fitting of large-scale spatio-temporal MaxEnt models. The formalism and the tools presented here will be essential to fit MaxEnt spatio-temporal models to large neural ensembles. (paper)
Sen, Sedat
2018-01-01
Recent research has shown that over-extraction of latent classes can be observed in the Bayesian estimation of the mixed Rasch model when the distribution of ability is non-normal. This study examined the effect of non-normal ability distributions on the number of latent classes in the mixed Rasch model when estimated with maximum likelihood…
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...
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...
International Nuclear Information System (INIS)
Chavanis, Pierre-Henri
2014-01-01
In the context of two-dimensional (2D) turbulence, we apply the maximum entropy production principle (MEPP) by enforcing a local conservation of energy. This leads to an equation for the vorticity distribution that conserves all the Casimirs, the energy, and that increases monotonically the mixing entropy (H-theorem). Furthermore, the equation for the coarse-grained vorticity dissipates monotonically all the generalized enstrophies. These equations may provide a parametrization of 2D turbulence. They do not generally relax towards the maximum entropy state. The vorticity current vanishes for any steady state of the 2D Euler equation. Interestingly, the equation for the coarse-grained vorticity obtained from the MEPP turns out to coincide, after some algebraic manipulations, with the one obtained with the anticipated vorticity method. This shows a connection between these two approaches when the conservation of energy is treated locally. Furthermore, the newly derived equation, which incorporates a diffusion term and a drift term, has a nice physical interpretation in terms of a selective decay principle. This sheds new light on both the MEPP and the anticipated vorticity method. (paper)
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
International Nuclear Information System (INIS)
Anton, V.
1979-12-01
The collapsing formulae for the optimization problems solved by means of the Pontryagin maximum principle in nuclear reactor dynamics are presented. A comparison with the corresponding formulae of the static case is given too. (author)
Metz, Johan A Jacob; Staňková, Kateřina; Johansson, Jacob
2016-03-01
This paper should be read as addendum to Dieckmann et al. (J Theor Biol 241:370-389, 2006) and Parvinen et al. (J Math Biol 67: 509-533, 2013). Our goal is, using little more than high-school calculus, to (1) exhibit the form of the canonical equation of adaptive dynamics for classical life history problems, where the examples in Dieckmann et al. (J Theor Biol 241:370-389, 2006) and Parvinen et al. (J Math Biol 67: 509-533, 2013) are chosen such that they avoid a number of the problems that one gets in this most relevant of applications, (2) derive the fitness gradient occurring in the CE from simple fitness return arguments, (3) show explicitly that setting said fitness gradient equal to zero results in the classical marginal value principle from evolutionary ecology, (4) show that the latter in turn is equivalent to Pontryagin's maximum principle, a well known equivalence that however in the literature is given either ex cathedra or is proven with more advanced tools, (5) connect the classical optimisation arguments of life history theory a little better to real biology (Mendelian populations with separate sexes subject to an environmental feedback loop), (6) make a minor improvement to the form of the CE for the examples in Dieckmann et al. and Parvinen et al.
Generic maximum likely scale selection
DEFF Research Database (Denmark)
Pedersen, Kim Steenstrup; Loog, Marco; Markussen, Bo
2007-01-01
in this work is on applying this selection principle under a Brownian image model. This image model provides a simple scale invariant prior for natural images and we provide illustrative examples of the behavior of our scale estimation on such images. In these illustrative examples, estimation is based......The fundamental problem of local scale selection is addressed by means of a novel principle, which is based on maximum likelihood estimation. The principle is generally applicable to a broad variety of image models and descriptors, and provides a generic scale estimation methodology. The focus...
J/ψ+χcJ production at the B factories under the principle of maximum conformality
International Nuclear Information System (INIS)
Wang, Sheng-Quan; Wu, Xing-Gang; Zheng, Xu-Chang; Shen, Jian-Ming; Zhang, Qiong-Lian
2013-01-01
Under the conventional scale setting, the renormalization scale uncertainty usually constitutes a systematic error for a fixed-order perturbative QCD estimation. The recently suggested principle of maximum conformality (PMC) provides a principle to eliminate such scale ambiguity in a step-by-step way. Using the PMC, all non-conformal terms in perturbative expansion series are summed into the running coupling, and one obtains a unique, scale-fixed, scheme-independent prediction at any finite order. In the paper, we make a detailed PMC analysis for both the polarized and the unpolarized cross sections for the double charmonium production process, e + +e − →J/ψ(ψ ′ )+χ cJ with (J=0,1,2). The running behavior for the coupling constant, governed by the PMC scales, are determined exactly for the specific processes. We compare our predictions with the measurements at the B factories, BaBar and Belle, and the theoretical estimations obtained in the literature. Because the non-conformal terms are different for various polarized and unpolarized cross sections, the PMC scales of these cross sections are different in principle. It is found that all the PMC scales are almost independent of the initial choice of renormalization scale. Thus, the large renormalization scale uncertainty usually adopted in the literature up to ∼40% at the NLO level, obtained from the conventional scale setting, for both the polarized and the unpolarized cross sections are greatly suppressed. It is found that the charmonium production is dominated by J=0 channel. After PMC scale setting, we obtain σ(J/ψ+χ c0 )=12.25 −3.13 +3.70 fb and σ(ψ ′ +χ c0 )=5.23 −1.32 +1.56 fb, where the squared average errors are caused by bound state parameters as m c , |R J/ψ (0)| and |R χ cJ ′ (0)|, which are non-perturbative error sources in different to the QCD scale setting problem. In comparison to the experimental data, a more accurate theoretical estimation shall be helpful for a precise
Maximum Likelihood Learning of Conditional MTE Distributions
DEFF Research Database (Denmark)
Langseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael
2009-01-01
We describe a procedure for inducing conditional densities within the mixtures of truncated exponentials (MTE) framework. We analyse possible conditional MTE speciﬁcations and propose a model selection scheme, based on the BIC score, for partitioning the domain of the conditioning variables....... Finally, experimental results demonstrate the applicability of the learning procedure as well as the expressive power of the conditional MTE distribution....
DEFF Research Database (Denmark)
Schmidt, Jesper Hvass; Brandt, Christian; Pedersen, Ellen Raben
2014-01-01
with standard deviation of differences from 3.9 dB to 5.2 dB in the frequency range of 250-8000 Hz. User-operated 2AFC audiometrygave thresholds 1-2 dB lower at most frequencies compared to traditional audiometry. Conclusions: User-operated 2AFC audiometry does not require specific operating skills...
Energy Technology Data Exchange (ETDEWEB)
Wang, Sheng-Quan; Wu, Xing-Gang; Brodsky, Stanley J.; Mojaza, Matin
2016-09-09
We present improved perturbative QCD (pQCD) predictions for Higgs boson hadroproduction at the LHC by applying the principle of maximum conformality (PMC), a procedure which resums the pQCD series using the renormalization group (RG), thereby eliminating the dependence of the predictions on the choice of the renormalization scheme while minimizing sensitivity to the initial choice of the renormalization scale. In previous pQCD predictions for Higgs boson hadroproduction, it has been conventional to assume that the renormalization scale μ r of the QCD coupling α s ( μ r ) is the Higgs mass and then to vary this choice over the range 1 / 2 m H < μ r < 2 m H in order to estimate the theory uncertainty. However, this error estimate is only sensitive to the nonconformal β terms in the pQCD series, and thus it fails to correctly estimate the theory uncertainty in cases where a pQCD series has large higher-order contributions, as is the case for Higgs boson hadroproduction. Furthermore, this ad hoc choice of scale and range gives pQCD predictions which depend on the renormalization scheme being used, in contradiction to basic RG principles. In contrast, after applying the PMC, we obtain next-to-next-to-leading-order RG resummed pQCD predictions for Higgs boson hadroproduction which are renormalization-scheme independent and have minimal sensitivity to the choice of the initial renormalization scale. Taking m H = 125 GeV , the PMC predictions for the p p → H X Higgs inclusive hadroproduction cross sections for various LHC center-of-mass energies are σ Incl | 7 TeV = 21.2 1 + 1.36 - 1.32 pb , σ Incl | 8 TeV = 27.3 7 + 1.65 - 1.59 pb , and σ Incl | 13 TeV = 65.7 2 + 3.46 - 3.0 pb . We also predict the fiducial cross section σ fid ( p p → H → γ γ ) : σ fid | 7 TeV = 30.1 + 2.3 - 2.2 fb , σ fid | 8 TeV = 38.3 + 2.9 - 2.8 fb , and σ fid | 13 TeV = 85.8 + 5.7 - 5.3 fb . The error limits in these predictions include the small residual high
Mishra, V.; Cruise, J. F.; Mecikalski, J. R.
2015-12-01
Developing accurate vertical soil moisture profiles with minimum input requirements is important to agricultural as well as land surface modeling. Earlier studies show that the principle of maximum entropy (POME) can be utilized to develop vertical soil moisture profiles with accuracy (MAE of about 1% for a monotonically dry profile; nearly 2% for monotonically wet profiles and 3.8% for mixed profiles) with minimum constraints (surface, mean and bottom soil moisture contents). In this study, the constraints for the vertical soil moisture profiles were obtained from remotely sensed data. Low resolution (25 km) MW soil moisture estimates (AMSR-E) were downscaled to 4 km using a soil evaporation efficiency index based disaggregation approach. The downscaled MW soil moisture estimates served as a surface boundary condition, while 4 km resolution TIR based Atmospheric Land Exchange Inverse (ALEXI) estimates provided the required mean root-zone soil moisture content. Bottom soil moisture content is assumed to be a soil dependent constant. Mulit-year (2002-2011) gridded profiles were developed for the southeastern United States using the POME method. The soil moisture profiles were compared to those generated in land surface models (Land Information System (LIS) and an agricultural model DSSAT) along with available NRCS SCAN sites in the study region. The end product, spatial soil moisture profiles, can be assimilated into agricultural and hydrologic models in lieu of precipitation for data scarce regions.Developing accurate vertical soil moisture profiles with minimum input requirements is important to agricultural as well as land surface modeling. Previous studies have shown that the principle of maximum entropy (POME) can be utilized with minimal constraints to develop vertical soil moisture profiles with accuracy (MAE = 1% for monotonically dry profiles; MAE = 2% for monotonically wet profiles and MAE = 3.8% for mixed profiles) when compared to laboratory and field
A comparison of maximum entropy and maximum likelihood estimation
Oude Lansink, A.G.J.M.
1999-01-01
Gegevens betreffende het ondernemerschap op Nederlandse akkerbouwbedrijven zijn in 2 benaderingsmethodes verwerkt, welke onderling op voorspellende nauwkeurigheid en op prijs-elasticiteit zijn vergeleken
Balzer, Laura; Staples, Patrick; Onnela, Jukka-Pekka; DeGruttola, Victor
2017-04-01
Several cluster-randomized trials are underway to investigate the implementation and effectiveness of a universal test-and-treat strategy on the HIV epidemic in sub-Saharan Africa. We consider nesting studies of pre-exposure prophylaxis within these trials. Pre-exposure prophylaxis is a general strategy where high-risk HIV- persons take antiretrovirals daily to reduce their risk of infection from exposure to HIV. We address how to target pre-exposure prophylaxis to high-risk groups and how to maximize power to detect the individual and combined effects of universal test-and-treat and pre-exposure prophylaxis strategies. We simulated 1000 trials, each consisting of 32 villages with 200 individuals per village. At baseline, we randomized the universal test-and-treat strategy. Then, after 3 years of follow-up, we considered four strategies for targeting pre-exposure prophylaxis: (1) all HIV- individuals who self-identify as high risk, (2) all HIV- individuals who are identified by their HIV+ partner (serodiscordant couples), (3) highly connected HIV- individuals, and (4) the HIV- contacts of a newly diagnosed HIV+ individual (a ring-based strategy). We explored two possible trial designs, and all villages were followed for a total of 7 years. For each village in a trial, we used a stochastic block model to generate bipartite (male-female) networks and simulated an agent-based epidemic process on these networks. We estimated the individual and combined intervention effects with a novel targeted maximum likelihood estimator, which used cross-validation to data-adaptively select from a pre-specified library the candidate estimator that maximized the efficiency of the analysis. The universal test-and-treat strategy reduced the 3-year cumulative HIV incidence by 4.0% on average. The impact of each pre-exposure prophylaxis strategy on the 4-year cumulative HIV incidence varied by the coverage of the universal test-and-treat strategy with lower coverage resulting in a larger
Directory of Open Access Journals (Sweden)
Rong Jiang
2014-09-01
Full Text Available As the early design decision-making structure, a software architecture plays a key role in the final software product quality and the whole project. In the software design and development process, an effective evaluation of the trustworthiness of a software architecture can help making scientific and reasonable decisions on the architecture, which are necessary for the construction of highly trustworthy software. In consideration of lacking the trustworthiness evaluation and measurement studies for software architecture, this paper provides one trustworthy attribute model of software architecture. Based on this model, the paper proposes to use the Principle of Maximum Entropy (POME and Grey Decision-making Method (GDMM as the trustworthiness evaluation method of a software architecture and proves the scientificity and rationality of this method, as well as verifies the feasibility through case analysis.
Directory of Open Access Journals (Sweden)
V. S. Kudryashov
2017-01-01
Full Text Available The article is devoted to the development of the algorithm of the heating phase control of a rubber compound for CJSC “Voronezh tyre plant”. The algorithm is designed for implementation on basis of controller Siemens S-300 to control the RS-270 mixer. To compile the algorithm a systematic analysis of the heating process has been performed as a control object, also the mathematical model of the heating phase has been developed on the basis of the heat balance equation, which describes the process of heating of a heat-transfer agent in the heat exchanger and further heating of the mixture in the mixer. The dynamic characteristics of temperature of the heat exchanger and the rubber mixer have been obtained. Taking into account the complexity and nonlinearity of the control object – a rubber mixer, as well as the availability of methods and great experience in managing this machine in an industrial environment, the algorithm has been implemented using the Pontryagin maximum principle. The optimization problem is reduced to determining the optimal control (heating steam supply and the optimal path of the object’s output coordinates (the temperature of the mixture which ensure the least flow of steam while heating a rubber compound in a limited time. To do this, the mathematical model of the heating phase has been written in matrix form. Coefficients matrices for each state of the control, control and disturbance vectors have been created, the Hamilton function has been obtained and time switching points have been found for constructing an optimal control and escape path of the object. Analysis of the model experiments and practical research results in the process of programming of the controller have showed a decrease in the heating steam consumption by 24.4% during the heating phase of the rubber compound.
Unifying generative and discriminative learning principles
Directory of Open Access Journals (Sweden)
Strickert Marc
2010-02-01
Full Text Available Abstract Background The recognition of functional binding sites in genomic DNA remains one of the fundamental challenges of genome research. During the last decades, a plethora of different and well-adapted models has been developed, but only little attention has been payed to the development of different and similarly well-adapted learning principles. Only recently it was noticed that discriminative learning principles can be superior over generative ones in diverse bioinformatics applications, too. Results Here, we propose a generalization of generative and discriminative learning principles containing the maximum likelihood, maximum a posteriori, maximum conditional likelihood, maximum supervised posterior, generative-discriminative trade-off, and penalized generative-discriminative trade-off learning principles as special cases, and we illustrate its efficacy for the recognition of vertebrate transcription factor binding sites. Conclusions We find that the proposed learning principle helps to improve the recognition of transcription factor binding sites, enabling better computational approaches for extracting as much information as possible from valuable wet-lab data. We make all implementations available in the open-source library Jstacs so that this learning principle can be easily applied to other classification problems in the field of genome and epigenome analysis.
International Nuclear Information System (INIS)
Wall, M.J.W.
1992-01-01
The notion of open-quotes probabilityclose quotes is generalized to that of open-quotes likelihood,close quotes and a natural logical structure is shown to exist for any physical theory which predicts likelihoods. Two physically based axioms are given for this logical structure to form an orthomodular poset, with an order-determining set of states. The results strengthen the basis of the quantum logic approach to axiomatic quantum theory. 25 refs
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.
Algorithm Preserving Mass Fraction Maximum Principle for Multi-component Flows%多组份流动质量分数保极值原理算法
Institute of Scientific and Technical Information of China (English)
唐维军; 蒋浪; 程军波
2014-01-01
We propose a new method for compressible multi⁃component flows with Mie⁃Gruneisen equation of state based on mass fraction. The model preserves conservation law of mass, momentum and total energy for mixture flows. It also preserves conservation of mass of all single components. Moreover, it prevents pressure and velocity from jumping across interface that separate regions of different fluid components. Wave propagation method is used to discretize this quasi⁃conservation system. Modification of numerical method is adopted for conservative equation of mass fraction. This preserves the maximum principle of mass fraction. The wave propagation method which is not modified for conservation equations of flow components mass, cannot preserve the mass fraction in the interval [0,1]. Numerical results confirm validity of the method.%对基于质量分数的Mie⁃Gruneisen状态方程多流体组份模型提出了新的数值方法。该模型保持混合流体的质量、动量、和能量守恒，保持各组份分质量守恒，在多流体组份界面处保持压力和速度一致。该模型是拟守恒型方程系统。对该模型系统的离散采用波传播算法。与直接对模型中所有守恒方程采用相同算法不同的是，在处理分介质质量守恒方程时，对波传播算法进行了修正，使之满足质量分数保极值原理。而不作修改的算法则不能保证质量分数在[0，1]范围。数值实验验证了该方法有效。
Energy Technology Data Exchange (ETDEWEB)
Ma, Hong -Hao [Chongqing Univ., Chongqing (People' s Republic of China); Wu, Xing -Gang [Chongqing Univ., Chongqing (People' s Republic of China); Ma, Yang [Chongqing Univ., Chongqing (People' s Republic of China); Brodsky, Stanley J. [Stanford Univ., Stanford, CA (United States); Mojaza, Matin [KTH Royal Inst. of Technology and Stockholm Univ., Stockholm (Sweden)
2015-05-26
A key problem in making precise perturbative QCD (pQCD) predictions is how to set the renormalization scale of the running coupling unambiguously at each finite order. The elimination of the uncertainty in setting the renormalization scale in pQCD will greatly increase the precision of collider tests of the Standard Model and the sensitivity to new phenomena. Renormalization group invariance requires that predictions for observables must also be independent on the choice of the renormalization scheme. The well-known Brodsky-Lepage-Mackenzie (BLM) approach cannot be easily extended beyond next-to-next-to-leading order of pQCD. Several suggestions have been proposed to extend the BLM approach to all orders. In this paper we discuss two distinct methods. One is based on the “Principle of Maximum Conformality” (PMC), which provides a systematic all-orders method to eliminate the scale and scheme ambiguities of pQCD. The PMC extends the BLM procedure to all orders using renormalization group methods; as an outcome, it significantly improves the pQCD convergence by eliminating renormalon divergences. An alternative method is the “sequential extended BLM” (seBLM) approach, which has been primarily designed to improve the convergence of pQCD series. The seBLM, as originally proposed, introduces auxiliary fields and follows the pattern of the β0-expansion to fix the renormalization scale. However, the seBLM requires a recomputation of pQCD amplitudes including the auxiliary fields; due to the limited availability of calculations using these auxiliary fields, the seBLM has only been applied to a few processes at low orders. In order to avoid the complications of adding extra fields, we propose a modified version of seBLM which allows us to apply this method to higher orders. As a result, we then perform detailed numerical comparisons of the two alternative scale-setting approaches by investigating their predictions for the annihilation cross section ratio R
Behavior of the maximum likelihood in quantum state tomography
Scholten, Travis L.; Blume-Kohout, Robin
2018-02-01
Quantum state tomography on a d-dimensional system demands resources that grow rapidly with d. They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix). Most model selection methods typically rely on a test statistic and a null theory that describes its behavior when two models are equally good. Here, we consider the loglikelihood ratio. Because of the positivity constraint ρ ≥ 0, quantum state space does not generally satisfy local asymptotic normality (LAN), meaning the classical null theory for the loglikelihood ratio (the Wilks theorem) should not be used. Thus, understanding and quantifying how positivity affects the null behavior of this test statistic is necessary for its use in model selection for state tomography. We define a new generalization of LAN, metric-projected LAN, show that quantum state space satisfies it, and derive a replacement for the Wilks theorem. In addition to enabling reliable model selection, our results shed more light on the qualitative effects of the positivity constraint on state tomography.
Vector Antenna and Maximum Likelihood Imaging for Radio Astronomy
2016-03-05
398, 1994. [21] A. Nehorai, K. C. Ho, and B. T. G. Tan , “Minimum- 14 noise-variance beamformer with an electromagnetic vector sensor,” IEEE...G. Eslinger, A. Nicholas , and C. Pong, “The MicroMAS CubeSat Mission,” AGU Fall Meet. Abstr., vol. -1, p. 2162, Dec. 2012. [39] W. Blackwell, G
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....
Behavior of the maximum likelihood in quantum state tomography
Energy Technology Data Exchange (ETDEWEB)
Blume-Kohout, Robin J [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Univ. of New Mexico, Albuquerque, NM (United States); Scholten, Travis L. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Univ. of New Mexico, Albuquerque, NM (United States)
2018-02-22
Quantum state tomography on a d-dimensional system demands resources that grow rapidly with d. They may be reduced by using model selection to tailor the number of parameters in the model (i.e., the size of the density matrix). Most model selection methods typically rely on a test statistic and a null theory that describes its behavior when two models are equally good. Here, we consider the loglikelihood ratio. Because of the positivity constraint ρ ≥ 0, quantum state space does not generally satisfy local asymptotic normality (LAN), meaning the classical null theory for the loglikelihood ratio (the Wilks theorem) should not be used. Thus, understanding and quantifying how positivity affects the null behavior of this test statistic is necessary for its use in model selection for state tomography. We define a new generalization of LAN, metric-projected LAN, show that quantum state space satisfies it, and derive a replacement for the Wilks theorem. In addition to enabling reliable model selection, our results shed more light on the qualitative effects of the positivity constraint on state tomography.
Peyre, Hugo; Leplège, Alain; Coste, Joël
2011-03-01
Missing items are common in quality of life (QoL) questionnaires and present a challenge for research in this field. It remains unclear which of the various methods proposed to deal with missing data performs best in this context. We compared personal mean score, full information maximum likelihood, multiple imputation, and hot deck techniques using various realistic simulation scenarios of item missingness in QoL questionnaires constructed within the framework of classical test theory. Samples of 300 and 1,000 subjects were randomly drawn from the 2003 INSEE Decennial Health Survey (of 23,018 subjects representative of the French population and having completed the SF-36) and various patterns of missing data were generated according to three different item non-response rates (3, 6, and 9%) and three types of missing data (Little and Rubin's "missing completely at random," "missing at random," and "missing not at random"). The missing data methods were evaluated in terms of accuracy and precision for the analysis of one descriptive and one association parameter for three different scales of the SF-36. For all item non-response rates and types of missing data, multiple imputation and full information maximum likelihood appeared superior to the personal mean score and especially to hot deck in terms of accuracy and precision; however, the use of personal mean score was associated with insignificant bias (relative bias personal mean score appears nonetheless appropriate for dealing with items missing from completed SF-36 questionnaires in most situations of routine use. These results can reasonably be extended to other questionnaires constructed according to classical test theory.
A Bayes-Maximum Entropy method for multi-sensor data fusion
Energy Technology Data Exchange (ETDEWEB)
Beckerman, M.
1991-01-01
In this paper we introduce a Bayes-Maximum Entropy formalism for multi-sensor data fusion, and present an application of this methodology to the fusion of ultrasound and visual sensor data as acquired by a mobile robot. In our approach the principle of maximum entropy is applied to the construction of priors and likelihoods from the data. Distances between ultrasound and visual points of interest in a dual representation are used to define Gibbs likelihood distributions. Both one- and two-dimensional likelihoods are presented, and cast into a form which makes explicit their dependence upon the mean. The Bayesian posterior distributions are used to test a null hypothesis, and Maximum Entropy Maps used for navigation are updated using the resulting information from the dual representation. 14 refs., 9 figs.
Likelihood inference for unions of interacting discs
DEFF Research Database (Denmark)
Møller, Jesper; Helisova, K.
2010-01-01
This is probably the first paper which discusses likelihood inference for a random set using a germ-grain model, where the individual grains are unobservable, edge effects occur and other complications appear. We consider the case where the grains form a disc process modelled by a marked point...... process, where the germs are the centres and the marks are the associated radii of the discs. We propose to use a recent parametric class of interacting disc process models, where the minimal sufficient statistic depends on various geometric properties of the random set, and the density is specified......-based maximum likelihood inference and the effect of specifying different reference Poisson models....
Earthquake likelihood model testing
Schorlemmer, D.; Gerstenberger, M.C.; Wiemer, S.; Jackson, D.D.; Rhoades, D.A.
2007-01-01
INTRODUCTIONThe Regional Earthquake Likelihood Models (RELM) project aims to produce and evaluate alternate models of earthquake potential (probability per unit volume, magnitude, and time) for California. Based on differing assumptions, these models are produced to test the validity of their assumptions and to explore which models should be incorporated in seismic hazard and risk evaluation. Tests based on physical and geological criteria are useful but we focus on statistical methods using future earthquake catalog data only. We envision two evaluations: a test of consistency with observed data and a comparison of all pairs of models for relative consistency. Both tests are based on the likelihood method, and both are fully prospective (i.e., the models are not adjusted to fit the test data). To be tested, each model must assign a probability to any possible event within a specified region of space, time, and magnitude. For our tests the models must use a common format: earthquake rates in specified “bins” with location, magnitude, time, and focal mechanism limits.Seismology cannot yet deterministically predict individual earthquakes; however, it should seek the best possible models for forecasting earthquake occurrence. This paper describes the statistical rules of an experiment to examine and test earthquake forecasts. The primary purposes of the tests described below are to evaluate physical models for earthquakes, assure that source models used in seismic hazard and risk studies are consistent with earthquake data, and provide quantitative measures by which models can be assigned weights in a consensus model or be judged as suitable for particular regions.In this paper we develop a statistical method for testing earthquake likelihood models. A companion paper (Schorlemmer and Gerstenberger 2007, this issue) discusses the actual implementation of these tests in the framework of the RELM initiative.Statistical testing of hypotheses is a common task and a
Likelihood inference for unions of interacting discs
DEFF Research Database (Denmark)
Møller, Jesper; Helisová, Katarina
To the best of our knowledge, this is the first paper which discusses likelihood inference or a random set using a germ-grain model, where the individual grains are unobservable edge effects occur, and other complications appear. We consider the case where the grains form a disc process modelled...... is specified with respect to a given marked Poisson model (i.e. a Boolean model). We show how edge effects and other complications can be handled by considering a certain conditional likelihood. Our methodology is illustrated by analyzing Peter Diggle's heather dataset, where we discuss the results...... of simulation-based maximum likelihood inference and the effect of specifying different reference Poisson models....
Principled Missing Data Treatments.
Lang, Kyle M; Little, Todd D
2018-04-01
We review a number of issues regarding missing data treatments for intervention and prevention researchers. Many of the common missing data practices in prevention research are still, unfortunately, ill-advised (e.g., use of listwise and pairwise deletion, insufficient use of auxiliary variables). Our goal is to promote better practice in the handling of missing data. We review the current state of missing data methodology and recent missing data reporting in prevention research. We describe antiquated, ad hoc missing data treatments and discuss their limitations. We discuss two modern, principled missing data treatments: multiple imputation and full information maximum likelihood, and we offer practical tips on how to best employ these methods in prevention research. The principled missing data treatments that we discuss are couched in terms of how they improve causal and statistical inference in the prevention sciences. Our recommendations are firmly grounded in missing data theory and well-validated statistical principles for handling the missing data issues that are ubiquitous in biosocial and prevention research. We augment our broad survey of missing data analysis with references to more exhaustive resources.
Phylogenetic analysis using parsimony and likelihood methods.
Yang, Z
1996-02-01
The assumptions underlying the maximum-parsimony (MP) method of phylogenetic tree reconstruction were intuitively examined by studying the way the method works. Computer simulations were performed to corroborate the intuitive examination. Parsimony appears to involve very stringent assumptions concerning the process of sequence evolution, such as constancy of substitution rates between nucleotides, constancy of rates across nucleotide sites, and equal branch lengths in the tree. For practical data analysis, the requirement of equal branch lengths means similar substitution rates among lineages (the existence of an approximate molecular clock), relatively long interior branches, and also few species in the data. However, a small amount of evolution is neither a necessary nor a sufficient requirement of the method. The difficulties involved in the application of current statistical estimation theory to tree reconstruction were discussed, and it was suggested that the approach proposed by Felsenstein (1981, J. Mol. Evol. 17: 368-376) for topology estimation, as well as its many variations and extensions, differs fundamentally from the maximum likelihood estimation of a conventional statistical parameter. Evidence was presented showing that the Felsenstein approach does not share the asymptotic efficiency of the maximum likelihood estimator of a statistical parameter. Computer simulations were performed to study the probability that MP recovers the true tree under a hierarchy of models of nucleotide substitution; its performance relative to the likelihood method was especially noted. The results appeared to support the intuitive examination of the assumptions underlying MP. When a simple model of nucleotide substitution was assumed to generate data, the probability that MP recovers the true topology could be as high as, or even higher than, that for the likelihood method. When the assumed model became more complex and realistic, e.g., when substitution rates were
Dimension-Independent Likelihood-Informed MCMC
Cui, Tiangang; Law, Kody; Marzouk, Youssef
2015-01-01
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.
Dimension-Independent Likelihood-Informed MCMC
Cui, Tiangang
2015-01-07
Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.
Extended likelihood inference in reliability
International Nuclear Information System (INIS)
Martz, H.F. Jr.; Beckman, R.J.; Waller, R.A.
1978-10-01
Extended likelihood methods of inference are developed in which subjective information in the form of a prior distribution is combined with sampling results by means of an extended likelihood function. The extended likelihood function is standardized for use in obtaining extended likelihood intervals. Extended likelihood intervals are derived for the mean of a normal distribution with known variance, the failure-rate of an exponential distribution, and the parameter of a binomial distribution. Extended second-order likelihood methods are developed and used to solve several prediction problems associated with the exponential and binomial distributions. In particular, such quantities as the next failure-time, the number of failures in a given time period, and the time required to observe a given number of failures are predicted for the exponential model with a gamma prior distribution on the failure-rate. In addition, six types of life testing experiments are considered. For the binomial model with a beta prior distribution on the probability of nonsurvival, methods are obtained for predicting the number of nonsurvivors in a given sample size and for predicting the required sample size for observing a specified number of nonsurvivors. Examples illustrate each of the methods developed. Finally, comparisons are made with Bayesian intervals in those cases where these are known to exist
Directory of Open Access Journals (Sweden)
César da Silva Chagas
2013-04-01
Full Text Available Soil surveys are the main source of spatial information on soils and have a range of different applications, mainly in agriculture. The continuity of this activity has however been severely compromised, mainly due to a lack of governmental funding. The purpose of this study was to evaluate the feasibility of two different classifiers (artificial neural networks and a maximum likelihood algorithm in the prediction of soil classes in the northwest of the state of Rio de Janeiro. Terrain attributes such as elevation, slope, aspect, plan curvature and compound topographic index (CTI and indices of clay minerals, iron oxide and Normalized Difference Vegetation Index (NDVI, derived from Landsat 7 ETM+ sensor imagery, were used as discriminating variables. The two classifiers were trained and validated for each soil class using 300 and 150 samples respectively, representing the characteristics of these classes in terms of the discriminating variables. According to the statistical tests, the accuracy of the classifier based on artificial neural networks (ANNs was greater than of the classic Maximum Likelihood Classifier (MLC. Comparing the results with 126 points of reference showed that the resulting ANN map (73.81 % was superior to the MLC map (57.94 %. The main errors when using the two classifiers were caused by: a the geological heterogeneity of the area coupled with problems related to the geological map; b the depth of lithic contact and/or rock exposure, and c problems with the environmental correlation model used due to the polygenetic nature of the soils. This study confirms that the use of terrain attributes together with remote sensing data by an ANN approach can be a tool to facilitate soil mapping in Brazil, primarily due to the availability of low-cost remote sensing data and the ease by which terrain attributes can be obtained.O levantamento de solos é a principal fonte de informação espacial sobre solos para diferentes usos
On the likelihood function of Gaussian max-stable processes
Genton, M. G.; Ma, Y.; Sang, H.
2011-01-01
We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.
On the likelihood function of Gaussian max-stable processes
Genton, M. G.
2011-05-24
We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.
Unbinned likelihood analysis of EGRET observations
International Nuclear Information System (INIS)
Digel, Seth W.
2000-01-01
We present a newly-developed likelihood analysis method for EGRET data that defines the likelihood function without binning the photon data or averaging the instrumental response functions. The standard likelihood analysis applied to EGRET data requires the photons to be binned spatially and in energy, and the point-spread functions to be averaged over energy and inclination angle. The full-width half maximum of the point-spread function increases by about 40% from on-axis to 30 degree sign inclination, and depending on the binning in energy can vary by more than that in a single energy bin. The new unbinned method avoids the loss of information that binning and averaging cause and can properly analyze regions where EGRET viewing periods overlap and photons with different inclination angles would otherwise be combined in the same bin. In the poster, we describe the unbinned analysis method and compare its sensitivity with binned analysis for detecting point sources in EGRET data
A simulation study of likelihood inference procedures in rayleigh distribution with censored data
International Nuclear Information System (INIS)
Baklizi, S. A.; Baker, H. M.
2001-01-01
Inference procedures based on the likelihood function are considered for the one parameter Rayleigh distribution with type1 and type 2 censored data. Using simulation techniques, the finite sample performances of the maximum likelihood estimator and the large sample likelihood interval estimation procedures based on the Wald, the Rao, and the likelihood ratio statistics are investigated. It appears that the maximum likelihood estimator is unbiased. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimator are accurate under type 2 censored data while they tend to be smaller than the actual variances when considering type1 censored data of small size. It appears also that interval estimation based on the Wald and Rao statistics need much more sample size than interval estimation based on the likelihood ratio statistic to attain reasonable accuracy. (authors). 15 refs., 4 tabs
Directory of Open Access Journals (Sweden)
F. TopsÃƒÂ¸e
2001-09-01
Full Text Available Abstract: In its modern formulation, the Maximum Entropy Principle was promoted by E.T. Jaynes, starting in the mid-fifties. The principle dictates that one should look for a distribution, consistent with available information, which maximizes the entropy. However, this principle focuses only on distributions and it appears advantageous to bring information theoretical thinking more prominently into play by also focusing on the "observer" and on coding. This view was brought forward by the second named author in the late seventies and is the view we will follow-up on here. It leads to the consideration of a certain game, the Code Length Game and, via standard game theoretical thinking, to a principle of Game Theoretical Equilibrium. This principle is more basic than the Maximum Entropy Principle in the sense that the search for one type of optimal strategies in the Code Length Game translates directly into the search for distributions with maximum entropy. In the present paper we offer a self-contained and comprehensive treatment of fundamentals of both principles mentioned, based on a study of the Code Length Game. Though new concepts and results are presented, the reading should be instructional and accessible to a rather wide audience, at least if certain mathematical details are left aside at a rst reading. The most frequently studied instance of entropy maximization pertains to the Mean Energy Model which involves a moment constraint related to a given function, here taken to represent "energy". This type of application is very well known from the literature with hundreds of applications pertaining to several different elds and will also here serve as important illustration of the theory. But our approach reaches further, especially regarding the study of continuity properties of the entropy function, and this leads to new results which allow a discussion of models with so-called entropy loss. These results have tempted us to speculate over
Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.
Kobert, K; Stamatakis, A; Flouri, T
2017-03-01
The phylogenetic likelihood function (PLF) is the major computational bottleneck in several applications of evolutionary biology such as phylogenetic inference, species delimitation, model selection, and divergence times estimation. Given the alignment, a tree and the evolutionary model parameters, the likelihood function computes the conditional likelihood vectors for every node of the tree. Vector entries for which all input data are identical result in redundant likelihood operations which, in turn, yield identical conditional values. Such operations can be omitted for improving run-time and, using appropriate data structures, reducing memory usage. We present a fast, novel method for identifying and omitting such redundant operations in phylogenetic likelihood calculations, and assess the performance improvement and memory savings attained by our method. Using empirical and simulated data sets, we show that a prototype implementation of our method yields up to 12-fold speedups and uses up to 78% less memory than one of the fastest and most highly tuned implementations of the PLF currently available. Our method is generic and can seamlessly be integrated into any phylogenetic likelihood implementation. [Algorithms; maximum likelihood; phylogenetic likelihood function; phylogenetics]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
Credal Networks under Maximum Entropy
Lukasiewicz, Thomas
2013-01-01
We apply the principle of maximum entropy to select a unique joint probability distribution from the set of all joint probability distributions specified by a credal network. In detail, we start by showing that the unique joint distribution of a Bayesian tree coincides with the maximum entropy model of its conditional distributions. This result, however, does not hold anymore for general Bayesian networks. We thus present a new kind of maximum entropy models, which are computed sequentially. ...
Obtaining reliable Likelihood Ratio tests from simulated likelihood functions
DEFF Research Database (Denmark)
Andersen, Laura Mørch
It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed param...
Practical likelihood analysis for spatial generalized linear mixed models
DEFF Research Database (Denmark)
Bonat, W. H.; Ribeiro, Paulo Justiniano
2016-01-01
We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...
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....
Ego involvement increases doping likelihood.
Ring, Christopher; Kavussanu, Maria
2018-08-01
Achievement goal theory provides a framework to help understand how individuals behave in achievement contexts, such as sport. Evidence concerning the role of motivation in the decision to use banned performance enhancing substances (i.e., doping) is equivocal on this issue. The extant literature shows that dispositional goal orientation has been weakly and inconsistently associated with doping intention and use. It is possible that goal involvement, which describes the situational motivational state, is a stronger determinant of doping intention. Accordingly, the current study used an experimental design to examine the effects of goal involvement, manipulated using direct instructions and reflective writing, on doping likelihood in hypothetical situations in college athletes. The ego-involving goal increased doping likelihood compared to no goal and a task-involving goal. The present findings provide the first evidence that ego involvement can sway the decision to use doping to improve athletic performance.
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.
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
Penggunaan Elaboration Likelihood Model dalam Menganalisis Penerimaan Teknologi Informasi
vitrian, vitrian2
2010-01-01
This article discusses some technology acceptance models in an organization. Thorough analysis of how technology is acceptable help managers make any planning to implement new teachnology and make sure that new technology could enhance organization's performance. Elaboration Likelihood Model (ELM) is the one which sheds light on some behavioral factors in acceptance of information technology. The basic tenet of ELM states that human behavior in principle can be influenced through central r...
Introduction to maximum entropy
International Nuclear Information System (INIS)
Sivia, D.S.
1988-01-01
The maximum entropy (MaxEnt) principle has been successfully used in image reconstruction in a wide variety of fields. We review the need for such methods in data analysis and show, by use of a very simple example, why MaxEnt is to be preferred over other regularizing functions. This leads to a more general interpretation of the MaxEnt method, and its use is illustrated with several different examples. Practical difficulties with non-linear problems still remain, this being highlighted by the notorious phase problem in crystallography. We conclude with an example from neutron scattering, using data from a filter difference spectrometer to contrast MaxEnt with a conventional deconvolution. 12 refs., 8 figs., 1 tab
Introduction to maximum entropy
International Nuclear Information System (INIS)
Sivia, D.S.
1989-01-01
The maximum entropy (MaxEnt) principle has been successfully used in image reconstruction in a wide variety of fields. The author reviews the need for such methods in data analysis and shows, by use of a very simple example, why MaxEnt is to be preferred over other regularizing functions. This leads to a more general interpretation of the MaxEnt method, and its use is illustrated with several different examples. Practical difficulties with non-linear problems still remain, this being highlighted by the notorious phase problem in crystallography. He concludes with an example from neutron scattering, using data from a filter difference spectrometer to contrast MaxEnt with a conventional deconvolution. 12 refs., 8 figs., 1 tab
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.
Pendeteksian Outlier pada Regresi Nonlinier dengan Metode statistik Likelihood Displacement
Directory of Open Access Journals (Sweden)
Siti Tabi'atul Hasanah
2012-11-01
Full Text Available Outlier is an observation that much different (extreme from the other observational data, or data can be interpreted that do not follow the general pattern of the model. Sometimes outliers provide information that can not be provided by other data. That's why outliers should not just be eliminated. Outliers can also be an influential observation. There are many methods that can be used to detect of outliers. In previous studies done on outlier detection of linear regression. Next will be developed detection of outliers in nonlinear regression. Nonlinear regression here is devoted to multiplicative nonlinear regression. To detect is use of statistical method likelihood displacement. Statistical methods abbreviated likelihood displacement (LD is a method to detect outliers by removing the suspected outlier data. To estimate the parameters are used to the maximum likelihood method, so we get the estimate of the maximum. By using LD method is obtained i.e likelihood displacement is thought to contain outliers. Further accuracy of LD method in detecting the outliers are shown by comparing the MSE of LD with the MSE from the regression in general. Statistic test used is Λ. Initial hypothesis was rejected when proved so is an outlier.
Constraint likelihood analysis for a network of gravitational wave detectors
International Nuclear Information System (INIS)
Klimenko, S.; Rakhmanov, M.; Mitselmakher, G.; Mohanty, S.
2005-01-01
We propose a coherent method for detection and reconstruction of gravitational wave signals with a network of interferometric detectors. The method is derived by using the likelihood ratio functional for unknown signal waveforms. In the likelihood analysis, the global maximum of the likelihood ratio over the space of waveforms is used as the detection statistic. We identify a problem with this approach. In the case of an aligned pair of detectors, the detection statistic depends on the cross correlation between the detectors as expected, but this dependence disappears even for infinitesimally small misalignments. We solve the problem by applying constraints on the likelihood functional and obtain a new class of statistics. The resulting method can be applied to data from a network consisting of any number of detectors with arbitrary detector orientations. The method allows us reconstruction of the source coordinates and the waveforms of two polarization components of a gravitational wave. We study the performance of the method with numerical simulations and find the reconstruction of the source coordinates to be more accurate than in the standard likelihood method
A biclustering algorithm for binary matrices based on penalized Bernoulli likelihood
Lee, Seokho; Huang, Jianhua Z.
2013-01-01
We propose a new biclustering method for binary data matrices using the maximum penalized Bernoulli likelihood estimation. Our method applies a multi-layer model defined on the logits of the success probabilities, where each layer represents a
Maximum Entropy in Drug Discovery
Directory of Open Access Journals (Sweden)
Chih-Yuan Tseng
2014-07-01
Full Text Available Drug discovery applies multidisciplinary approaches either experimentally, computationally or both ways to identify lead compounds to treat various diseases. While conventional approaches have yielded many US Food and Drug Administration (FDA-approved drugs, researchers continue investigating and designing better approaches to increase the success rate in the discovery process. In this article, we provide an overview of the current strategies and point out where and how the method of maximum entropy has been introduced in this area. The maximum entropy principle has its root in thermodynamics, yet since Jaynes’ pioneering work in the 1950s, the maximum entropy principle has not only been used as a physics law, but also as a reasoning tool that allows us to process information in hand with the least bias. Its applicability in various disciplines has been abundantly demonstrated. We give several examples of applications of maximum entropy in different stages of drug discovery. Finally, we discuss a promising new direction in drug discovery that is likely to hinge on the ways of utilizing maximum entropy.
Directory of Open Access Journals (Sweden)
Radim Uhlář
2009-09-01
Full Text Available BACKGROUND: There are several factors (the initial ski jumper's body position and its changes at the transition to the flight phase, the magnitude and the direction of the velocity vector of the jumper's center of mass, the magnitude of the aerodynamic drag and lift forces, etc., which determine the trajectory of the jumper ski system along with the total distance of the jump. OBJECTIVE: The objective of this paper is to bring out a method based on Pontryagin's maximum principle, which allows us to obtain a solution of the optimization problem for flight style control with three constrained control variables – the angle of attack (a, body ski angle (b, and ski opening angle (V. METHODS: The flight distance was used as the optimality criterion. The borrowed regression function was taken as the source of information about the dependence of the drag (D and lift (L area on control variables with tabulated regression coefficients. The trajectories of the reference and optimized jumps were compared with the K = 125 m jumping hill profile in Frenštát pod Radhoštěm (Czech Republic and the appropriate lengths of the jumps, aerodynamic drag and lift forces, magnitudes of the ski jumper system's center of mass velocity vector and it's vertical and horizontal components were evaluated. Admissible control variables were taken at each time from the bounded set to respect the realistic posture of the ski jumper system in flight. RESULTS: It was found that a ski jumper should, within the bounded set of admissible control variables, minimize the angles (a and (b, whereas angle (V should be maximized. The length increment due to optimization is 17%. CONCLUSIONS: For future work it is necessary to determine the dependence of the aerodynamic forces acting on the ski jumper system on the flight via regression analysis of the experimental data as well as the application of the control variables related to the ski jumper's mental and motor abilities. [V
The Laplace Likelihood Ratio Test for Heteroscedasticity
Directory of Open Access Journals (Sweden)
J. Martin van Zyl
2011-01-01
Full Text Available It is shown that the likelihood ratio test for heteroscedasticity, assuming the Laplace distribution, gives good results for Gaussian and fat-tailed data. The likelihood ratio test, assuming normality, is very sensitive to any deviation from normality, especially when the observations are from a distribution with fat tails. Such a likelihood test can also be used as a robust test for a constant variance in residuals or a time series if the data is partitioned into groups.
Limitations of Boltzmann's principle
International Nuclear Information System (INIS)
Lavenda, B.H.
1995-01-01
The usual form of Boltzmann's principle assures that maximum entropy, or entropy reduction, occurs with maximum probability, implying a unimodal distribution. Boltzmann's principle cannot be applied to nonunimodal distributions, like the arcsine law, because the entropy may be concave only over a limited portion of the interval. The method of subordination shows that the arcsine distribution corresponds to a process with a single degree of freedom, thereby confirming the invalidation of Boltzmann's principle. The fractalization of time leads to a new distribution in which arcsine and Cauchy distributions can coexist simultaneously for nonintegral degrees of freedom between √2 and 2
Extremum principles for irreversible processes
International Nuclear Information System (INIS)
Hillert, M.; Agren, J.
2006-01-01
Hamilton's extremum principle is a powerful mathematical tool in classical mechanics. Onsager's extremum principle may play a similar role in irreversible thermodynamics and may also become a valuable tool. His principle may formally be regarded as a principle of maximum rate of entropy production but does not have a clear physical interpretation. Prigogine's principle of minimum rate of entropy production has a physical interpretation when it applies, but is not strictly valid except for a very special case
Cosmological principles. II. Physical principles
International Nuclear Information System (INIS)
Harrison, E.R.
1974-01-01
The discussion of cosmological principle covers the uniformity principle of the laws of physics, the gravitation and cognizability principles, and the Dirac creation, chaos, and bootstrap principles. (U.S.)
MPBoot: fast phylogenetic maximum parsimony tree inference and bootstrap approximation.
Hoang, Diep Thi; Vinh, Le Sy; Flouri, Tomáš; Stamatakis, Alexandros; von Haeseler, Arndt; Minh, Bui Quang
2018-02-02
The nonparametric bootstrap is widely used to measure the branch support of phylogenetic trees. However, bootstrapping is computationally expensive and remains a bottleneck in phylogenetic analyses. Recently, an ultrafast bootstrap approximation (UFBoot) approach was proposed for maximum likelihood analyses. However, such an approach is still missing for maximum parsimony. To close this gap we present MPBoot, an adaptation and extension of UFBoot to compute branch supports under the maximum parsimony principle. MPBoot works for both uniform and non-uniform cost matrices. Our analyses on biological DNA and protein showed that under uniform cost matrices, MPBoot runs on average 4.7 (DNA) to 7 times (protein data) (range: 1.2-20.7) faster than the standard parsimony bootstrap implemented in PAUP*; but 1.6 (DNA) to 4.1 times (protein data) slower than the standard bootstrap with a fast search routine in TNT (fast-TNT). However, for non-uniform cost matrices MPBoot is 5 (DNA) to 13 times (protein data) (range:0.3-63.9) faster than fast-TNT. We note that MPBoot achieves better scores more frequently than PAUP* and fast-TNT. However, this effect is less pronounced if an intensive but slower search in TNT is invoked. Moreover, experiments on large-scale simulated data show that while both PAUP* and TNT bootstrap estimates are too conservative, MPBoot bootstrap estimates appear more unbiased. MPBoot provides an efficient alternative to the standard maximum parsimony bootstrap procedure. It shows favorable performance in terms of run time, the capability of finding a maximum parsimony tree, and high bootstrap accuracy on simulated as well as empirical data sets. MPBoot is easy-to-use, open-source and available at http://www.cibiv.at/software/mpboot .
Theoretical Study of Penalized-Likelihood Image Reconstruction for Region of Interest Quantification
International Nuclear Information System (INIS)
Qi, Jinyi; Huesman, Ronald H.
2006-01-01
Region of interest (ROI) quantification is an important task in emission tomography (e.g., positron emission tomography and single photon emission computed tomography). It is essential for exploring clinical factors such as tumor activity, growth rate, and the efficacy of therapeutic interventions. Statistical image reconstruction methods based on the penalized maximum-likelihood (PML) or maximum a posteriori principle have been developed for emission tomography to deal with the low signal-to-noise ratio of the emission data. Similar to the filter cut-off frequency in the filtered backprojection method, the regularization parameter in PML reconstruction controls the resolution and noise tradeoff and, hence, affects ROI quantification. In this paper, we theoretically analyze the performance of ROI quantification in PML reconstructions. Building on previous work, we derive simplified theoretical expressions for the bias, variance, and ensemble mean-squared-error (EMSE) of the estimated total activity in an ROI that is surrounded by a uniform background. When the mean and covariance matrix of the activity inside the ROI are known, the theoretical expressions are readily computable and allow for fast evaluation of image quality for ROI quantification with different regularization parameters. The optimum regularization parameter can then be selected to minimize the EMSE. Computer simulations are conducted for small ROIs with variable uniform uptake. The results show that the theoretical predictions match the Monte Carlo results reasonably well
Essays on empirical likelihood in economics
Gao, Z.
2012-01-01
This thesis intends to exploit the roots of empirical likelihood and its related methods in mathematical programming and computation. The roots will be connected and the connections will induce new solutions for the problems of estimation, computation, and generalization of empirical likelihood.
Practical Statistics for LHC Physicists: Descriptive Statistics, Probability and Likelihood (1/3)
CERN. Geneva
2015-01-01
These lectures cover those principles and practices of statistics that are most relevant for work at the LHC. The first lecture discusses the basic ideas of descriptive statistics, probability and likelihood. The second lecture covers the key ideas in the frequentist approach, including confidence limits, profile likelihoods, p-values, and hypothesis testing. The third lecture covers inference in the Bayesian approach. Throughout, real-world examples will be used to illustrate the practical application of the ideas. No previous knowledge is assumed.
Maximum neutron flux in thermal reactors
International Nuclear Information System (INIS)
Strugar, P.V.
1968-12-01
Direct approach to the problem is to calculate spatial distribution of fuel concentration if the reactor core directly using the condition of maximum neutron flux and comply with thermal limitations. This paper proved that the problem can be solved by applying the variational calculus, i.e. by using the maximum principle of Pontryagin. Mathematical model of reactor core is based on the two-group neutron diffusion theory with some simplifications which make it appropriate from maximum principle point of view. Here applied theory of maximum principle are suitable for application. The solution of optimum distribution of fuel concentration in the reactor core is obtained in explicit analytical form. The reactor critical dimensions are roots of a system of nonlinear equations and verification of optimum conditions can be done only for specific examples
Maximum parsimony, substitution model, and probability phylogenetic trees.
Weng, J F; Thomas, D A; Mareels, I
2011-01-01
The problem of inferring phylogenies (phylogenetic trees) is one of the main problems in computational biology. There are three main methods for inferring phylogenies-Maximum Parsimony (MP), Distance Matrix (DM) and Maximum Likelihood (ML), of which the MP method is the most well-studied and popular method. In the MP method the optimization criterion is the number of substitutions of the nucleotides computed by the differences in the investigated nucleotide sequences. However, the MP method is often criticized as it only counts the substitutions observable at the current time and all the unobservable substitutions that really occur in the evolutionary history are omitted. In order to take into account the unobservable substitutions, some substitution models have been established and they are now widely used in the DM and ML methods but these substitution models cannot be used within the classical MP method. Recently the authors proposed a probability representation model for phylogenetic trees and the reconstructed trees in this model are called probability phylogenetic trees. One of the advantages of the probability representation model is that it can include a substitution model to infer phylogenetic trees based on the MP principle. In this paper we explain how to use a substitution model in the reconstruction of probability phylogenetic trees and show the advantage of this approach with examples.
Asymptotic Likelihood Distribution for Correlated & Constrained Systems
Agarwal, Ujjwal
2016-01-01
It describes my work as summer student at CERN. The report discusses the asymptotic distribution of the likelihood ratio for total no. of parameters being h and 2 out of these being are constrained and correlated.
Performance analysis of linear codes under maximum-likelihood decoding: a tutorial
National Research Council Canada - National Science Library
Sason, Igal; Shamai, Shlomo
2006-01-01
..., upper and lower bounds on the error probability of linear codes under ML decoding are surveyed and applied to codes and ensembles of codes on graphs. For upper bounds, we discuss various bounds where focus is put on Gallager bounding techniques and their relation to a variety of other reported bounds. Within the class of lower bounds, we ad...
Quasi-Maximum-Likelihood Detector Based on Geometrical Diversification Greedy Intensification
Nafkha , Amor; Boutillon , Emmanuel; Roland , Christian
2009-01-01
IEEE Transactions On Communications, vol. 57, n°4, pp. 926-929, April 2009.; International audience; The ML detection used in many communication applications reduces down to solving an integer least-squares problem, which minimizes an objective function. If the matrix is not orthogonal, this problem is NP-hard. An exhaustive search over all feasible solutions is thus only applicable when the dimension of the problem is low. In the literature, there are two main available classes of methods. T...
Can, Seda; van de Schoot, Rens|info:eu-repo/dai/nl/304833207; Hox, Joop|info:eu-repo/dai/nl/073351431
2015-01-01
Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the
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.
Analytical maximum-likelihood method to detect patterns in real networks
International Nuclear Information System (INIS)
Squartini, Tiziano; Garlaschelli, Diego
2011-01-01
In order to detect patterns in real networks, randomized graph ensembles that preserve only part of the topology of an observed network are systematically used as fundamental null models. However, the generation of them is still problematic. Existing approaches are either computationally demanding and beyond analytic control or analytically accessible but highly approximate. Here, we propose a solution to this long-standing problem by introducing a fast method that allows one to obtain expectation values and standard deviations of any topological property analytically, for any binary, weighted, directed or undirected network. Remarkably, the time required to obtain the expectation value of any property analytically across the entire graph ensemble is as short as that required to compute the same property using the adjacency matrix of the single original network. Our method reveals that the null behavior of various correlation properties is different from what was believed previously, and is highly sensitive to the particular network considered. Moreover, our approach shows that important structural properties (such as the modularity used in community detection problems) are currently based on incorrect expressions, and provides the exact quantities that should replace them.
Propagation of Statistical Noise Through a Two-Qubit Maximum Likelihood Tomography
2018-04-01
entangled mixed states: creation and concentration. Physical Review Letters. 2004;92(13):133601. 4. White AG et al. Nonmaximally entangled states...production, characterization, and utilization. Physical Review Letters. 1999;83(16):3103. 5. Wang SX, Moraw P, Reilly DR, Altepeter JB, Kanter GS...photon Greenberger-Horne-Zeilinger state using quantum state tomography. Physical Review Letters. 2005;94(7):070402. 7. Mikami H et al. New high
A simple route to maximum-likelihood estimates of two-locus ...
Indian Academy of Sciences (India)
ulation study of their proposed algorithm, and apply it to a dataset given by Clemens .... complicated routes to MLEs are sometimes used in genetic applications when a simpler ... computing, version 3.1.2. R Foundation for Statistical Comput-.
Morales-Casique, E.; Neuman, S.P.; Vesselinov, V.V.
2010-01-01
We use log permeability and porosity data obtained from single-hole pneumatic packer tests in six boreholes drilled into unsaturated fractured tuff near Superior, Arizona, to postulate, calibrate and compare five alternative variogram models (exponential, exponential with linear drift, power,
Digital Repository Service at National Institute of Oceanography (India)
Hassani, V.; Sorensen, A.J.; Pascoal, A.M.
This paper addresses a filtering problem that arises in the design of dynamic positioning systems for ships and offshore rigs subjected to the influence of sea waves. The dynamic model of the vessel captures explicitly the sea state as an uncertain...
Lennington, R. K.; Rassbach, M. E.
1979-01-01
Discussed in this report is the clustering algorithm CLASSY, including detailed descriptions of its general structure and mathematical background and of the various major subroutines. The report provides a development of the logic and equations used with specific reference to program variables. Some comments on timing and proposed optimization techniques are included.
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.
HIROSE,Hideo
1998-01-01
TYPES OF THE DISTRIBUTION:13;Normal distribution (2-parameter)13;Uniform distribution (2-parameter)13;Exponential distribution ( 2-parameter)13;Weibull distribution (2-parameter)13;Gumbel Distribution (2-parameter)13;Weibull/Frechet Distribution (3-parameter)13;Generalized extreme-value distribution (3-parameter)13;Gamma distribution (3-parameter)13;Extended Gamma distribution (3-parameter)13;Log-normal distribution (3-parameter)13;Extended Log-normal distribution (3-parameter)13;Generalized ...
Novel maximum likelihood approach for passive detection and localisation of multiple emitters
Hernandez, Marcel
2017-12-01
In this paper, a novel target acquisition and localisation algorithm (TALA) is introduced that offers a capability for detecting and localising multiple targets using the intermittent "signals-of-opportunity" (e.g. acoustic impulses or radio frequency transmissions) they generate. The TALA is a batch estimator that addresses the complex multi-sensor/multi-target data association problem in order to estimate the locations of an unknown number of targets. The TALA is unique in that it does not require measurements to be of a specific type, and can be implemented for systems composed of either homogeneous or heterogeneous sensors. The performance of the TALA is demonstrated in simulated scenarios with a network of 20 sensors and up to 10 targets. The sensors generate angle-of-arrival (AOA), time-of-arrival (TOA), or hybrid AOA/TOA measurements. It is shown that the TALA is able to successfully detect 83-99% of the targets, with a negligible number of false targets declared. Furthermore, the localisation errors of the TALA are typically within 10% of the errors generated by a "genie" algorithm that is given the correct measurement-to-target associations. The TALA also performs well in comparison with an optimistic Cramér-Rao lower bound, with typical differences in performance of 10-20%, and differences in performance of 40-50% in the most difficult scenarios considered. The computational expense of the TALA is also controllable, which allows the TALA to maintain computational feasibility even in the most challenging scenarios considered. This allows the approach to be implemented in time-critical scenarios, such as in the localisation of artillery firing events. It is concluded that the TALA provides a powerful situational awareness aid for passive surveillance operations.
A framelet-based iterative maximum-likelihood reconstruction algorithm for spectral CT
Wang, Yingmei; Wang, Ge; Mao, Shuwei; Cong, Wenxiang; Ji, Zhilong; Cai, Jian-Feng; Ye, Yangbo
2016-11-01
Standard computed tomography (CT) cannot reproduce spectral information of an object. Hardware solutions include dual-energy CT which scans the object twice in different x-ray energy levels, and energy-discriminative detectors which can separate lower and higher energy levels from a single x-ray scan. In this paper, we propose a software solution and give an iterative algorithm that reconstructs an image with spectral information from just one scan with a standard energy-integrating detector. The spectral information obtained can be used to produce color CT images, spectral curves of the attenuation coefficient μ (r,E) at points inside the object, and photoelectric images, which are all valuable imaging tools in cancerous diagnosis. Our software solution requires no change on hardware of a CT machine. With the Shepp-Logan phantom, we have found that although the photoelectric and Compton components were not perfectly reconstructed, their composite effect was very accurately reconstructed as compared to the ground truth and the dual-energy CT counterpart. This means that our proposed method has an intrinsic benefit in beam hardening correction and metal artifact reduction. The algorithm is based on a nonlinear polychromatic acquisition model for x-ray CT. The key technique is a sparse representation of iterations in a framelet system. Convergence of the algorithm is studied. This is believed to be the first application of framelet imaging tools to a nonlinear inverse problem.
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
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...
C. Zhou (Chen)
2008-01-01
textabstractIn the 18th century, statisticians sometimes worked as consultants to gamblers. In order to answer questions like "If a fair coin is flipped 100 times, what is the probability of getting 60 or more heads?", Abraham de Moivre discovered the so-called "normal curve". Independently,
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
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)
Lee, In Heok
2012-01-01
Researchers in career and technical education often ignore more effective ways of reporting and treating missing data and instead implement traditional, but ineffective, missing data methods (Gemici, Rojewski, & Lee, 2012). The recent methodological, and even the non-methodological, literature has increasingly emphasized the importance of…
An Alternative Estimator for the Maximum Likelihood Estimator for the Two Extreme Response Patterns.
1981-06-29
is the item discrimination parameter and b is the g X g item response difficulty parameter which satisfies (2.3) - = b 0 < b1 < b 2 < ....... < b...Tuscon, AZ 85721 4833 Rugby Avenue Dr. John B. Carroll Bethesda, MD 20014 Psychometric Lab 1 Dr. Leonard Feldt Univ. of No. Carolina Lindquist Center for
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...
International Nuclear Information System (INIS)
Llacer, J.; Veklerov, E.
1987-05-01
We review our recent work characterizing the image reconstruction properties of the MLE algorithm. We studied its convergence properties and confirmed the onset of image deterioration, which is a function of the number of counts in the source. By modulating the weight given to projection tubes with high numbers of counts with respect to those with low numbers of counts in the reconstruction process, we have confirmed that image deterioration is due to an attempt by the algorithm to match projection data tubes with high numbers of counts too closely to the iterative image projections. We developed a stopping rule for the algorithm that tests the hypothesis that a reconstructed image could have given the initial projection data in a manner consistent with the underlying assumption of Poisson distributed variables. The rule was applied to two mathematically generated phantoms with success and to a third phantom with exact (no statistical fluctuations) projection data. We conclude that the behavior of the target functions whose extrema are sought in iterative schemes is more important in the early stages of the reconstruction than in the later stages, when the extrema are being approached but with the Poisson nature of the measurement. 11 refs., 14 figs
Exact sampling from conditional Boolean models with applications to maximum likelihood inference
Lieshout, van M.N.M.; Zwet, van E.W.
2001-01-01
We are interested in estimating the intensity parameter of a Boolean model of discs (the bombing model) from a single realization. To do so, we derive the conditional distribution of the points (germs) of the underlying Poisson process. We demonstrate how to apply coupling from the past to generate
Jeffrey H. Gove
2003-01-01
Many of the most popular sampling schemes used in forestry are probability proportional to size methods. These methods are also referred to as size biased because sampling is actually from a weighted form of the underlying population distribution. Length- and area-biased sampling are special cases of size-biased sampling where the probability weighting comes from a...
International Nuclear Information System (INIS)
Anon.
1979-01-01
This chapter presents a historic overview of the establishment of radiation guidelines by various national and international agencies. The use of maximum permissible dose and maximum permissible body burden limits to derive working standards is discussed
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...
Hewitt, Paul G.
2004-01-01
Some teachers have difficulty understanding Bernoulli's principle particularly when the principle is applied to the aerodynamic lift. Some teachers favor using Newton's laws instead of Bernoulli's principle to explain the physics behind lift. Some also consider Bernoulli's principle too difficult to explain to students and avoid teaching it…
Fuzzy tracking algorithm with feedback based on maximum entropy principle%带反馈多传感器模糊最大熵单目标跟踪算法
Institute of Scientific and Technical Information of China (English)
刘智; 陈丰; 黄继平
2012-01-01
针对矩阵加权融合算法计算量大、传感器数量不易扩充的特点,提出了一种带反馈的模糊最大熵融合算法.该算法采用模糊C-均值算法和最大熵原理计算状态向量中每一分量的权值,不但从整体考虑各分量对融合估计的影响,而且减少了复杂的矩阵运算过程,实时性较好.与矩阵加权算法相比,该融合算法还具有容易扩充的特点,能够直接应用于传感器数量大于2时的融合计算.实验仿真结果表明,融合估计的准确性与矩阵加权融合算法基本一致,算法的有效性得到了验证.%Aiming at the disadvantages of high computation overhead and bad extensibility in matrix weighted fusion methods, this paper proposed a multisensor fusion algorithm with feedback based on fuzzy C-means( FCM) clustering and tnaximun en-tropy principle( MEP). This algorithm combined FCM and MEP to calculate fusion matrix weight of state vector considering ev-ery components integratedly. What' s more, this algoritm had a good real-time performance due to less matrix computation and good extensibility which showed it could directly be applied into tracking system comprising more than two sensors. Experi-ments and results reveal that the tracking accuracy of fusion estimate is consistent with that of matrix weighted fusion methods.
Directory of Open Access Journals (Sweden)
Yunfeng Shan
2008-01-01
Full Text Available Genomes and genes diversify during evolution; however, it is unclear to what extent genes still retain the relationship among species. Model species for molecular phylogenetic studies include yeasts and viruses whose genomes were sequenced as well as plants that have the fossil-supported true phylogenetic trees available. In this study, we generated single gene trees of seven yeast species as well as single gene trees of nine baculovirus species using all the orthologous genes among the species compared. Homologous genes among seven known plants were used for validation of the ﬁnding. Four algorithms—maximum parsimony (MP, minimum evolution (ME, maximum likelihood (ML, and neighbor-joining (NJ—were used. Trees were reconstructed before and after weighting the DNA and protein sequence lengths among genes. Rarely a gene can always generate the “true tree” by all the four algorithms. However, the most frequent gene tree, termed “maximum gene-support tree” (MGS tree, or WMGS tree for the weighted one, in yeasts, baculoviruses, or plants was consistently found to be the “true tree” among the species. The results provide insights into the overall degree of divergence of orthologous genes of the genomes analyzed and suggest the following: 1 The true tree relationship among the species studied is still maintained by the largest group of orthologous genes; 2 There are usually more orthologous genes with higher similarities between genetically closer species than between genetically more distant ones; and 3 The maximum gene-support tree reﬂects the phylogenetic relationship among species in comparison.
PTree: pattern-based, stochastic search for maximum parsimony phylogenies
Gregor, Ivan; Steinbr?ck, Lars; McHardy, Alice C.
2013-01-01
Phylogenetic reconstruction is vital to analyzing the evolutionary relationship of genes within and across populations of different species. Nowadays, with next generation sequencing technologies producing sets comprising thousands of sequences, robust identification of the tree topology, which is optimal according to standard criteria such as maximum parsimony, maximum likelihood or posterior probability, with phylogenetic inference methods is a computationally very demanding task. Here, we ...
Maximum entropy analysis of EGRET data
DEFF Research Database (Denmark)
Pohl, M.; Strong, A.W.
1997-01-01
EGRET data are usually analysed on the basis of the Maximum-Likelihood method \\cite{ma96} in a search for point sources in excess to a model for the background radiation (e.g. \\cite{hu97}). This method depends strongly on the quality of the background model, and thus may have high systematic unce...... uncertainties in region of strong and uncertain background like the Galactic Center region. Here we show images of such regions obtained by the quantified Maximum-Entropy method. We also discuss a possible further use of MEM in the analysis of problematic regions of the sky....
Density estimation by maximum quantum entropy
International Nuclear Information System (INIS)
Silver, R.N.; Wallstrom, T.; Martz, H.F.
1993-01-01
A new Bayesian method for non-parametric density estimation is proposed, based on a mathematical analogy to quantum statistical physics. The mathematical procedure is related to maximum entropy methods for inverse problems and image reconstruction. The information divergence enforces global smoothing toward default models, convexity, positivity, extensivity and normalization. The novel feature is the replacement of classical entropy by quantum entropy, so that local smoothing is enforced by constraints on differential operators. The linear response of the estimate is proportional to the covariance. The hyperparameters are estimated by type-II maximum likelihood (evidence). The method is demonstrated on textbook data sets
Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.
Xie, Yanmei; Zhang, Biao
2017-04-20
Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and
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...
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
Efficient Bit-to-Symbol Likelihood Mappings
Moision, Bruce E.; Nakashima, Michael A.
2010-01-01
This innovation is an efficient algorithm designed to perform bit-to-symbol and symbol-to-bit likelihood mappings that represent a significant portion of the complexity of an error-correction code decoder for high-order constellations. Recent implementation of the algorithm in hardware has yielded an 8- percent reduction in overall area relative to the prior design.
Likelihood-ratio-based biometric verification
Bazen, A.M.; Veldhuis, Raymond N.J.
2002-01-01
This paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that for single-user verification the likelihood ratio is optimal.
Likelihood Ratio-Based Biometric Verification
Bazen, A.M.; Veldhuis, Raymond N.J.
The paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that, for single-user verification, the likelihood ratio is optimal.
A survey of variational principles
International Nuclear Information System (INIS)
Lewins, J.D.
1993-01-01
The survey of variational principles has ranged widely from its starting point in the Lagrange multiplier to optimisation principles. In an age of digital computation, these classic methods can be adapted to improve such calculations. We emphasize particularly the advantage of basing finite element methods on variational principles, especially if, as maximum and minimum principles, these can provide bounds and hence estimates of accuracy. The non-symmetric (and hence stationary rather than extremum principles) are seen however to play a significant role in optimisation theory. (Orig./A.B.)
Maximum Acceleration Recording Circuit
Bozeman, Richard J., Jr.
1995-01-01
Coarsely digitized maximum levels recorded in blown fuses. Circuit feeds power to accelerometer and makes nonvolatile record of maximum level to which output of accelerometer rises during measurement interval. In comparison with inertia-type single-preset-trip-point mechanical maximum-acceleration-recording devices, circuit weighs less, occupies less space, and records accelerations within narrower bands of uncertainty. In comparison with prior electronic data-acquisition systems designed for same purpose, circuit simpler, less bulky, consumes less power, costs and analysis of data recorded in magnetic or electronic memory devices. Circuit used, for example, to record accelerations to which commodities subjected during transportation on trucks.
On discrete maximum principles for nonlinear elliptic problems
Czech Academy of Sciences Publication Activity Database
Karátson, J.; Korotov, S.; Křížek, Michal
2007-01-01
Roč. 76, č. 1 (2007), s. 99-108 ISSN 0378-4754 R&D Projects: GA MŠk 1P05ME749; GA AV ČR IAA1019201 Institutional research plan: CEZ:AV0Z10190503 Keywords : nonlinear elliptic problem * mixed boundary conditions * finite element method Subject RIV: BA - General Mathematics Impact factor: 0.738, year: 2007
Maximum Quantum Entropy Method
Sim, Jae-Hoon; Han, Myung Joon
2018-01-01
Maximum entropy method for analytic continuation is extended by introducing quantum relative entropy. This new method is formulated in terms of matrix-valued functions and therefore invariant under arbitrary unitary transformation of input matrix. As a result, the continuation of off-diagonal elements becomes straightforward. Without introducing any further ambiguity, the Bayesian probabilistic interpretation is maintained just as in the conventional maximum entropy method. The applications o...
International Nuclear Information System (INIS)
Biondi, L.
1998-01-01
The charging for a service is a supplier's remuneration for the expenses incurred in providing it. There are currently two charges for electricity: consumption and maximum demand. While no problem arises about the former, the issue is more complicated for the latter and the analysis in this article tends to show that the annual charge for maximum demand arbitrarily discriminates among consumer groups, to the disadvantage of some [it