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...
Equalized near maximum likelihood detector
2012-01-01
This paper presents new detector that is used to mitigate intersymbol interference introduced by bandlimited channels. This detector is named equalized near maximum likelihood detector which combines nonlinear equalizer and near maximum likelihood detector. Simulation results show that the performance of equalized near maximum likelihood detector is better than the performance of nonlinear equalizer but worse than near maximum likelihood detector.
Maximum Likelihood Associative Memories
Gripon, Vincent; Rabbat, Michael
2013-01-01
Associative memories are structures that store data in such a way that it can later be retrieved given only a part of its content -- a sort-of error/erasure-resilience property. They are used in applications ranging from caches and memory management in CPUs to database engines. In this work we study associative memories built on the maximum likelihood principle. We derive minimum residual error rates when the data stored comes from a uniform binary source. Second, we determine the minimum amo...
The Sherpa Maximum Likelihood Estimator
Nguyen, D.; Doe, S.; Evans, I.; Hain, R.; Primini, F.
2011-07-01
A primary goal for the second release of the Chandra Source Catalog (CSC) is to include X-ray sources with as few as 5 photon counts detected in stacked observations of the same field, while maintaining acceptable detection efficiency and false source rates. Aggressive source detection methods will result in detection of many false positive source candidates. Candidate detections will then be sent to a new tool, the Maximum Likelihood Estimator (MLE), to evaluate the likelihood that a detection is a real source. MLE uses the Sherpa modeling and fitting engine to fit a model of a background and source to multiple overlapping candidate source regions. A background model is calculated by simultaneously fitting the observed photon flux in multiple background regions. This model is used to determine the quality of the fit statistic for a background-only hypothesis in the potential source region. The statistic for a background-plus-source hypothesis is calculated by adding a Gaussian source model convolved with the appropriate Chandra point spread function (PSF) and simultaneously fitting the observed photon flux in each observation in the stack. Since a candidate source may be located anywhere in the field of view of each stacked observation, a different PSF must be used for each observation because of the strong spatial dependence of the Chandra PSF. The likelihood of a valid source being detected is a function of the two statistics (for background alone, and for background-plus-source). The MLE tool is an extensible Python module with potential for use by the general Chandra user.
Vestige: Maximum likelihood phylogenetic footprinting
Maxwell Peter
2005-05-01
Full Text Available Abstract Background Phylogenetic footprinting is the identification of functional regions of DNA by their evolutionary conservation. This is achieved by comparing orthologous regions from multiple species and identifying the DNA regions that have diverged less than neutral DNA. Vestige is a phylogenetic footprinting package built on the PyEvolve toolkit that uses probabilistic molecular evolutionary modelling to represent aspects of sequence evolution, including the conventional divergence measure employed by other footprinting approaches. In addition to measuring the divergence, Vestige allows the expansion of the definition of a phylogenetic footprint to include variation in the distribution of any molecular evolutionary processes. This is achieved by displaying the distribution of model parameters that represent partitions of molecular evolutionary substitutions. Examination of the spatial incidence of these effects across regions of the genome can identify DNA segments that differ in the nature of the evolutionary process. Results Vestige was applied to a reference dataset of the SCL locus from four species and provided clear identification of the known conserved regions in this dataset. To demonstrate the flexibility to use diverse models of molecular evolution and dissect the nature of the evolutionary process Vestige was used to footprint the Ka/Ks ratio in primate BRCA1 with a codon model of evolution. Two regions of putative adaptive evolution were identified illustrating the ability of Vestige to represent the spatial distribution of distinct molecular evolutionary processes. Conclusion Vestige provides a flexible, open platform for phylogenetic footprinting. Underpinned by the PyEvolve toolkit, Vestige provides a framework for visualising the signatures of evolutionary processes across the genome of numerous organisms simultaneously. By exploiting the maximum-likelihood statistical framework, the complex interplay between mutational
Maximum-likelihood method in quantum estimation
Paris, M G A; Sacchi, M F
2001-01-01
The maximum-likelihood method for quantum estimation is reviewed and applied to the reconstruction of density matrix of spin and radiation as well as to the determination of several parameters of interest in quantum optics.
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.
Maximum Likelihood Estimation of Search Costs
J.L. Moraga-Gonzalez (José Luis); M.R. Wildenbeest (Matthijs)
2006-01-01
textabstractIn a recent paper Hong and Shum (forthcoming) present a structural methodology to estimate search cost distributions. We extend their approach to the case of oligopoly and present a maximum likelihood estimate of the search cost distribution. We apply our method to a data set of online p
Maximum likelihood estimation of fractionally cointegrated systems
Lasak, Katarzyna
In this paper we consider a fractionally cointegrated error correction model and investigate asymptotic properties of the maximum likelihood (ML) estimators of the matrix of the cointe- gration relations, the degree of fractional cointegration, the matrix of the speed of adjustment...
Maximum likelihood estimation for integrated diffusion processes
Baltazar-Larios, Fernando; Sørensen, Michael
EM-algorithm to obtain maximum likelihood estimates of the parameters in the diffusion model. As part of the algorithm, we use a recent simple method for approximate simulation of diffusion bridges. In simulation studies for the Ornstein-Uhlenbeck process and the CIR process the proposed method works...
CORA: Emission Line Fitting with Maximum Likelihood
Ness, Jan-Uwe; Wichmann, Rainer
2011-12-01
CORA analyzes emission line spectra with low count numbers and fits them to a line using the maximum likelihood technique. CORA uses a rigorous application of Poisson statistics. From the assumption of Poissonian noise, the software derives the probability for a model of the emission line spectrum to represent the measured spectrum. The likelihood function is used as a criterion for optimizing the parameters of the theoretical spectrum and a fixed point equation is derived allowing an efficient way to obtain line fluxes. CORA has been applied to an X-ray spectrum with the Low Energy Transmission Grating Spectrometer (LETGS) on board the Chandra observatory.
Model Selection Through Sparse Maximum Likelihood Estimation
Banerjee, Onureena; D'Aspremont, Alexandre
2007-01-01
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm penalty term. The problem as formulated is convex but the memory requirements and complexity of existing interior point methods are prohibitive for problems with more than tens of nodes. We present two new algorithms for solving problems with at least a thousand nodes in the Gaussian case. Our first algorithm uses block coordinate descent, and can be interpreted as recursive l_1-norm penalized regression. Our second algorithm, based on Nesterov's first order method, yields a complexity estimate with a better dependence on problem size than existing interior point methods. Using a log determinant relaxation of the log partition function (Wainwright & Jordan (2006)), we show that these same algorithms can be used to solve an approximate sparse maximum likelihood problem for...
Regions of constrained maximum likelihood parameter identifiability
Lee, C.-H.; Herget, C. J.
1975-01-01
This paper considers the parameter identification problem of general discrete-time, nonlinear, multiple-input/multiple-output dynamic systems with Gaussian-white distributed measurement errors. Knowledge of the system parameterization is assumed to be known. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems. It is shown that if the vector of true parameters is locally CML identifiable, then with probability one, the vector of true parameters is a unique maximal point of the maximum likelihood function in the region of parameter identifiability and the CML estimation sequence will converge to the true parameters.
Accurate structural correlations from maximum likelihood superpositions.
Douglas L Theobald
2008-02-01
Full Text Available The cores of globular proteins are densely packed, resulting in complicated networks of structural interactions. These interactions in turn give rise to dynamic structural correlations over a wide range of time scales. Accurate analysis of these complex correlations is crucial for understanding biomolecular mechanisms and for relating structure to function. Here we report a highly accurate technique for inferring the major modes of structural correlation in macromolecules using likelihood-based statistical analysis of sets of structures. This method is generally applicable to any ensemble of related molecules, including families of nuclear magnetic resonance (NMR models, different crystal forms of a protein, and structural alignments of homologous proteins, as well as molecular dynamics trajectories. Dominant modes of structural correlation are determined using principal components analysis (PCA of the maximum likelihood estimate of the correlation matrix. The correlations we identify are inherently independent of the statistical uncertainty and dynamic heterogeneity associated with the structural coordinates. We additionally present an easily interpretable method ("PCA plots" for displaying these positional correlations by color-coding them onto a macromolecular structure. Maximum likelihood PCA of structural superpositions, and the structural PCA plots that illustrate the results, will facilitate the accurate determination of dynamic structural correlations analyzed in diverse fields of structural biology.
Multi-Channel Maximum Likelihood Pitch Estimation
Christensen, Mads Græsbøll
2012-01-01
In this paper, a method for multi-channel pitch estimation is proposed. The method is a maximum likelihood estimator and is based on a parametric model where the signals in the various channels share the same fundamental frequency but can have different amplitudes, phases, and noise characteristics....... This essentially means that the model allows for different conditions in the various channels, like different signal-to-noise ratios, microphone characteristics and reverberation. Moreover, the method does not assume that a certain array structure is used but rather relies on a more general model and is hence...
Maximum likelihood continuity mapping for fraud detection
Hogden, J.
1997-05-01
The author describes a novel time-series analysis technique called maximum likelihood continuity mapping (MALCOM), and focuses on one application of MALCOM: detecting fraud in medical insurance claims. Given a training data set composed of typical sequences, MALCOM creates a stochastic model of sequence generation, called a continuity map (CM). A CM maximizes the probability of sequences in the training set given the model constraints, CMs can be used to estimate the likelihood of sequences not found in the training set, enabling anomaly detection and sequence prediction--important aspects of data mining. Since MALCOM can be used on sequences of categorical data (e.g., sequences of words) as well as real valued data, MALCOM is also a potential replacement for database search tools such as N-gram analysis. In a recent experiment, MALCOM was used to evaluate the likelihood of patient medical histories, where ``medical history`` is used to mean the sequence of medical procedures performed on a patient. Physicians whose patients had anomalous medical histories (according to MALCOM) were evaluated for fraud by an independent agency. Of the small sample (12 physicians) that has been evaluated, 92% have been determined fraudulent or abusive. Despite the small sample, these results are encouraging.
Maximum Likelihood Analysis in the PEN Experiment
Lehman, Martin
2013-10-01
The experimental determination of the π+ -->e+ ν (γ) decay branching ratio currently provides the most accurate test of lepton universality. The PEN experiment at PSI, Switzerland, aims to improve the present world average experimental precision of 3 . 3 ×10-3 to 5 ×10-4 using a stopped beam approach. During runs in 2008-10, PEN has acquired over 2 ×107 πe 2 events. The experiment includes active beam detectors (degrader, mini TPC, target), central MWPC tracking with plastic scintillator hodoscopes, and a spherical pure CsI electromagnetic shower calorimeter. The final branching ratio will be calculated using a maximum likelihood analysis. This analysis assigns each event a probability for 5 processes (π+ -->e+ ν , π+ -->μ+ ν , decay-in-flight, pile-up, and hadronic events) using Monte Carlo verified probability distribution functions of our observables (energies, times, etc). A progress report on the PEN maximum likelihood analysis will be presented. Work supported by NSF grant PHY-0970013.
Gaussian maximum likelihood and contextual classification algorithms for multicrop classification
Di Zenzo, Silvano; Bernstein, Ralph; Kolsky, Harwood G.; Degloria, Stephen D.
1987-01-01
The paper reviews some of the ways in which context has been handled in the remote-sensing literature, and additional possibilities are introduced. The problem of computing exhaustive and normalized class-membership probabilities from the likelihoods provided by the Gaussian maximum likelihood classifier (to be used as initial probability estimates to start relaxation) is discussed. An efficient implementation of probabilistic relaxation is proposed, suiting the needs of actual remote-sensing applications. A modified fuzzy-relaxation algorithm using generalized operations between fuzzy sets is presented. Combined use of the two relaxation algorithms is proposed to exploit context in multispectral classification of remotely sensed data. Results on both one artificially created image and one MSS data set are reported.
CORA - emission line fitting with Maximum Likelihood
Ness, J.-U.; Wichmann, R.
2002-07-01
The advent of pipeline-processed data both from space- and ground-based observatories often disposes of the need of full-fledged data reduction software with its associated steep learning curve. In many cases, a simple tool doing just one task, and doing it right, is all one wishes. In this spirit we introduce CORA, a line fitting tool based on the maximum likelihood technique, which has been developed for the analysis of emission line spectra with low count numbers and has successfully been used in several publications. CORA uses a rigorous application of Poisson statistics. From the assumption of Poissonian noise we derive the probability for a model of the emission line spectrum to represent the measured spectrum. The likelihood function is used as a criterion for optimizing the parameters of the theoretical spectrum and a fixed point equation is derived allowing an efficient way to obtain line fluxes. As an example we demonstrate the functionality of the program with an X-ray spectrum of Capella obtained with the Low Energy Transmission Grating Spectrometer (LETGS) on board the Chandra observatory and choose the analysis of the Ne IX triplet around 13.5 Å.
MLDS: Maximum Likelihood Difference Scaling in R
Kenneth Knoblauch
2008-01-01
Full Text Available The MLDS package in the R programming language can be used to estimate perceptual scales based on the results of psychophysical experiments using the method of difference scaling. In a difference scaling experiment, observers compare two supra-threshold differences (a,b and (c,d on each trial. The approach is based on a stochastic model of how the observer decides which perceptual difference (or interval (a,b or (c,d is greater, and the parameters of the model are estimated using a maximum likelihood criterion. We also propose a method to test the model by evaluating the self-consistency of the estimated scale. The package includes an example in which an observer judges the differences in correlation between scatterplots. The example may be readily adapted to estimate perceptual scales for arbitrary physical continua.
Boedeker, Peter
2017-01-01
Hierarchical linear modeling (HLM) is a useful tool when analyzing data collected from groups. There are many decisions to be made when constructing and estimating a model in HLM including which estimation technique to use. Three of the estimation techniques available when analyzing data with HLM are maximum likelihood, restricted maximum…
Maximum likelihood polynomial regression for robust speech recognition
LU Yong; WU Zhenyang
2011-01-01
The linear hypothesis is the main disadvantage of maximum likelihood linear re- gression （MLLR）. This paper applies the polynomial regression method to model adaptation and establishes a nonlinear model adaptation algorithm using maximum likelihood polyno
Maximum likelihood estimates of pairwise rearrangement distances.
Serdoz, Stuart; Egri-Nagy, Attila; Sumner, Jeremy; Holland, Barbara R; Jarvis, Peter D; Tanaka, Mark M; Francis, Andrew R
2017-06-21
Accurate estimation of evolutionary distances between taxa is important for many phylogenetic reconstruction methods. Distances can be estimated using a range of different evolutionary models, from single nucleotide polymorphisms to large-scale genome rearrangements. Corresponding corrections for genome rearrangement distances fall into 3 categories: Empirical computational studies, Bayesian/MCMC approaches, and combinatorial approaches. Here, we introduce a maximum likelihood estimator for the inversion distance between a pair of genomes, using a group-theoretic approach to modelling inversions introduced recently. This MLE functions as a corrected distance: in particular, we show that because of the way sequences of inversions interact with each other, it is quite possible for minimal distance and MLE distance to differently order the distances of two genomes from a third. The second aspect tackles the problem of accounting for the symmetries of circular arrangements. While, generally, a frame of reference is locked, and all computation made accordingly, this work incorporates the action of the dihedral group so that distance estimates are free from any a priori frame of reference. The philosophy of accounting for symmetries can be applied to any existing correction method, for which examples are offered. Copyright © 2017 Elsevier Ltd. All rights reserved.
Maximum likelihood molecular clock comb: analytic solutions.
Chor, Benny; Khetan, Amit; Snir, Sagi
2006-04-01
Maximum likelihood (ML) is increasingly used as an optimality criterion for selecting evolutionary trees, but finding the global optimum is a hard computational task. Because no general analytic solution is known, numeric techniques such as hill climbing or expectation maximization (EM), are used in order to find optimal parameters for a given tree. So far, analytic solutions were derived only for the simplest model--three taxa, two state characters, under a molecular clock. Four taxa rooted trees have two topologies--the fork (two subtrees with two leaves each) and the comb (one subtree with three leaves, the other with a single leaf). In a previous work, we devised a closed form analytic solution for the ML molecular clock fork. In this work, we extend the state of the art in the area of analytic solutions ML trees to the family of all four taxa trees under the molecular clock assumption. The change from the fork topology to the comb incurs a major increase in the complexity of the underlying algebraic system and requires novel techniques and approaches. We combine the ultrametric properties of molecular clock trees with the Hadamard conjugation to derive a number of topology dependent identities. Employing these identities, we substantially simplify the system of polynomial equations. We finally use tools from algebraic geometry (e.g., Gröbner bases, ideal saturation, resultants) and employ symbolic algebra software to obtain analytic solutions for the comb. We show that in contrast to the fork, the comb has no closed form solutions (expressed by radicals in the input data). In general, four taxa trees can have multiple ML points. In contrast, we can now prove that under the molecular clock assumption, the comb has a unique (local and global) ML point. (Such uniqueness was previously shown for the fork.).
Likelihood Principle and Maximum Likelihood Estimator of Location Parameter for Cauchy Distribution.
1986-05-01
consistency (or strong consistency) of maximum likelihood estimator has been studied by many researchers, for example, Wald (1949), Wolfowitz (1953, 1965...20, 595-601. [25] Wolfowitz , J. (1953). The method of maximum likelihood and Wald theory of decision functions. Indag. Math., Vol. 15, 114-119. [26...Probability Letters Vol. 1, No. 3, 197-202. [24] Wald , A. (1949). Note on the consistency of maximum likelihood estimates. Ann. Math. Statist., Vol
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 Estimation of the Identification Parameters and Its Correction
无
2002-01-01
By taking the subsequence out of the input-output sequence of a system polluted by white noise, anindependent observation sequence and its probability density are obtained and then a maximum likelihood estimation of theidentification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML)estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error thanthe least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higherapproximating precision to the true parameters than the least square methods.
Maximum Likelihood Factor Structure of the Family Environment Scale.
Fowler, Patrick C.
1981-01-01
Presents the maximum likelihood factor structure of the Family Environment Scale. The first bipolar dimension, "cohesion v conflict," measures relationship-centered concerns, while the second unipolar dimension is an index of "organizational and control" activities. (Author)
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.
Hybrid TOA/AOA Approximate Maximum Likelihood Mobile Localization
Mohamed Zhaounia; Mohamed Adnan Landolsi; Ridha Bouallegue
2010-01-01
This letter deals with a hybrid time-of-arrival/angle-of-arrival (TOA/AOA) approximate maximum likelihood (AML) wireless location algorithm. Thanks to the use of both TOA/AOA measurements, the proposed technique can rely on two base stations (BS) only and achieves better performance compared to the original approximate maximum likelihood (AML) method. The use of two BSs is an important advantage in wireless cellular communication systems because it avoids hearability problems and reduces netw...
MAXIMUM LIKELIHOOD ESTIMATION IN GENERALIZED GAMMA TYPE MODEL
Vinod Kumar
2010-01-01
Full Text Available In the present paper, the maximum likelihood estimates of the two parameters of ageneralized gamma type model have been obtained directly by solving the likelihood equationsas well as by reparametrizing the model first and then solving the likelihood equations (as doneby Prentice, 1974 for fixed values of the third parameter. It is found that reparametrization doesneither reduce the bulk nor the complexity of calculations. as claimed by Prentice (1974. Theprocedure has been illustrated with the help of an example. The distribution of MLE of q alongwith its properties has also been obtained.
Penalized maximum likelihood estimation and variable selection in geostatistics
Chu, Tingjin; Wang, Haonan; 10.1214/11-AOS919
2012-01-01
We consider the problem of selecting covariates in spatial linear models with Gaussian process errors. Penalized maximum likelihood estimation (PMLE) that enables simultaneous variable selection and parameter estimation is developed and, for ease of computation, PMLE is approximated by one-step sparse estimation (OSE). To further improve computational efficiency, particularly with large sample sizes, we propose penalized maximum covariance-tapered likelihood estimation (PMLE$_{\\mathrm{T}}$) and its one-step sparse estimation (OSE$_{\\mathrm{T}}$). General forms of penalty functions with an emphasis on smoothly clipped absolute deviation are used for penalized maximum likelihood. Theoretical properties of PMLE and OSE, as well as their approximations PMLE$_{\\mathrm{T}}$ and OSE$_{\\mathrm{T}}$ using covariance tapering, are derived, including consistency, sparsity, asymptotic normality and the oracle properties. For covariance tapering, a by-product of our theoretical results is consistency and asymptotic normal...
Maximum-likelihood estimation of circle parameters via convolution.
Zelniker, Emanuel E; Clarkson, I Vaughan L
2006-04-01
The accurate fitting of a circle to noisy measurements of circumferential points is a much studied problem in the literature. In this paper, we present an interpretation of the maximum-likelihood estimator (MLE) and the Delogne-Kåsa estimator (DKE) for circle-center and radius estimation in terms of convolution on an image which is ideal in a certain sense. We use our convolution-based MLE approach to find good estimates for the parameters of a circle in digital images. In digital images, it is then possible to treat these estimates as preliminary estimates into various other numerical techniques which further refine them to achieve subpixel accuracy. We also investigate the relationship between the convolution of an ideal image with a "phase-coded kernel" (PCK) and the MLE. This is related to the "phase-coded annulus" which was introduced by Atherton and Kerbyson who proposed it as one of a number of new convolution kernels for estimating circle center and radius. We show that the PCK is an approximate MLE (AMLE). We compare our AMLE method to the MLE and the DKE as well as the Cramér-Rao Lower Bound in ideal images and in both real and synthetic digital images.
Semiparametric maximum likelihood for nonlinear regression with measurement errors.
Suh, Eun-Young; Schafer, Daniel W
2002-06-01
This article demonstrates semiparametric maximum likelihood estimation of a nonlinear growth model for fish lengths using imprecisely measured ages. Data on the species corvina reina, found in the Gulf of Nicoya, Costa Rica, consist of lengths and imprecise ages for 168 fish and precise ages for a subset of 16 fish. The statistical problem may therefore be classified as nonlinear errors-in-variables regression with internal validation data. Inferential techniques are based on ideas extracted from several previous works on semiparametric maximum likelihood for errors-in-variables problems. The illustration of the example clarifies practical aspects of the associated computational, inferential, and data analytic techniques.
Modified maximum likelihood registration based on information fusion
Yongqing Qi; Zhongliang Jing; Shiqiang Hu
2007-01-01
The bias estimation of passive sensors is considered based on information fusion in multi-platform multisensor tracking system. The unobservable problem of bearing-only tracking in blind spot is analyzed. A modified maximum likelihood method, which uses the redundant information of multi-sensor system to calculate the target position, is investigated to estimate the biases. Monte Carlo simulation results show that the modified method eliminates the effect of unobservable problem in the blind spot and can estimate the biases more rapidly and accurately than maximum likelihood method. It is statistically efficient since the standard deviation of bias estimation errors meets the theoretical lower bounds.
Parameter estimation in X-ray astronomy using maximum likelihood
Wachter, K.; Leach, R.; Kellogg, E.
1979-01-01
Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.
Maximum likelihood estimation for semiparametric density ratio model.
Diao, Guoqing; Ning, Jing; Qin, Jing
2012-06-27
In the statistical literature, the conditional density model specification is commonly used to study regression effects. One attractive model is the semiparametric density ratio model, under which the conditional density function is the product of an unknown baseline density function and a known parametric function containing the covariate information. This model has a natural connection with generalized linear models and is closely related to biased sampling problems. Despite the attractive features and importance of this model, most existing methods are too restrictive since they are based on multi-sample data or conditional likelihood functions. The conditional likelihood approach can eliminate the unknown baseline density but cannot estimate it. We propose efficient estimation procedures based on the nonparametric likelihood. The nonparametric likelihood approach allows for general forms of covariates and estimates the regression parameters and the baseline density simultaneously. Therefore, the nonparametric likelihood approach is more versatile than the conditional likelihood approach especially when estimation of the conditional mean or other quantities of the outcome is of interest. We show that the nonparametric maximum likelihood estimators are consistent, asymptotically normal, and asymptotically efficient. Simulation studies demonstrate that the proposed methods perform well in practical settings. A real example is used for illustration.
Maximum likelihood for genome phylogeny on gene content.
Zhang, Hongmei; Gu, Xun
2004-01-01
With the rapid growth of entire genome data, reconstructing the phylogenetic relationship among different genomes has become a hot topic in comparative genomics. Maximum likelihood approach is one of the various approaches, and has been very successful. However, there is no reported study for any applications in the genome tree-making mainly due to the lack of an analytical form of a probability model and/or the complicated calculation burden. In this paper we studied the mathematical structure of the stochastic model of genome evolution, and then developed a simplified likelihood function for observing a specific phylogenetic pattern under four genome situation using gene content information. We use the maximum likelihood approach to identify phylogenetic trees. Simulation results indicate that the proposed method works well and can identify trees with a high correction rate. Real data application provides satisfied results. The approach developed in this paper can serve as the basis for reconstructing phylogenies of more than four genomes.
Adaptive Parallel Tempering for Stochastic Maximum Likelihood Learning of RBMs
Desjardins, Guillaume; Bengio, Yoshua
2010-01-01
Restricted Boltzmann Machines (RBM) have attracted a lot of attention of late, as one the principle building blocks of deep networks. Training RBMs remains problematic however, because of the intractibility of their partition function. The maximum likelihood gradient requires a very robust sampler which can accurately sample from the model despite the loss of ergodicity often incurred during learning. While using Parallel Tempering in the negative phase of Stochastic Maximum Likelihood (SML-PT) helps address the issue, it imposes a trade-off between computational complexity and high ergodicity, and requires careful hand-tuning of the temperatures. In this paper, we show that this trade-off is unnecessary. The choice of optimal temperatures can be automated by minimizing average return time (a concept first proposed by [Katzgraber et al., 2006]) while chains can be spawned dynamically, as needed, thus minimizing the computational overhead. We show on a synthetic dataset, that this results in better likelihood ...
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
2009-01-01
We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML) estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed s...
A Unified Maximum Likelihood Approach to Document Retrieval.
Bodoff, David; Enache, Daniel; Kambil, Ajit; Simon, Gary; Yukhimets, Alex
2001-01-01
Addresses the query- versus document-oriented dichotomy in information retrieval. Introduces a maximum likelihood approach to utilizing feedback data that can be used to construct a concrete object function that estimates both document and query parameters in accordance with all available feedback data. (AEF)
MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR
SCHOUTEN, JC; TAKENS, F; VANDENBLEEK, CM
1994-01-01
In this paper, a maximum-likelihood estimate of the (Kolmogorov) entropy of an attractor is proposed that can be obtained directly from a time series. Also, the relative standard deviation of the entropy estimate is derived; it is dependent on the entropy and on the number of samples used in the est
Heteroscedastic one-factor models and marginal maximum likelihood estimation
Hessen, D.J.; Dolan, C.V.
2009-01-01
In the present paper, a general class of heteroscedastic one-factor models is considered. In these models, the residual variances of the observed scores are explicitly modelled as parametric functions of the one-dimensional factor score. A marginal maximum likelihood procedure for parameter estimati
Bias Correction for Alternating Iterative Maximum Likelihood Estimators
Gang YU; Wei GAO; Ningzhong SHI
2013-01-01
In this paper,we give a definition of the alternating iterative maximum likelihood estimator (AIMLE) which is a biased estimator.Furthermore we adjust the AIMLE to result in asymptotically unbiased and consistent estimators by using a bootstrap iterative bias correction method as in Kuk (1995).Two examples and simulation results reported illustrate the performance of the bias correction for AIMLE.
A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods
Bijmolt, T.H.A.; Wedel, M.
1996-01-01
We compare three alternative Maximum Likelihood Multidimensional Scaling methods for pairwise dissimilarity ratings, namely MULTISCALE, MAXSCAL, and PROSCAL in a Monte Carlo study.The three MLMDS methods recover the true con gurations very well.The recovery of the true dimensionality depends on the
Maximum likelihood estimation of phase-type distributions
Esparza, Luz Judith R
This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions ...
Maximum Likelihood Estimation of Nonlinear Structural Equation Models.
Lee, Sik-Yum; Zhu, Hong-Tu
2002-01-01
Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)
Maximum likelihood estimation of the attenuated ultrasound pulse
Rasmussen, Klaus Bolding
1994-01-01
The attenuated ultrasound pulse is divided into two parts: a stationary basic pulse and a nonstationary attenuation pulse. A standard ARMA model is used for the basic pulse, and a nonstandard ARMA model is derived for the attenuation pulse. The maximum likelihood estimator of the attenuated...
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
Kenneth W. K. Lui
2009-01-01
Full Text Available We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed signals. By relaxing the nonconvex ML formulations using semidefinite programs, high-fidelity approximate solutions are obtained in a globally optimum fashion. Computer simulations are included to contrast the estimation performance of the proposed semi-definite relaxation methods with the iterative quadratic maximum likelihood technique as well as Cramér-Rao lower bound.
Semidefinite Programming for Approximate Maximum Likelihood Sinusoidal Parameter Estimation
Lui, Kenneth W. K.; So, H. C.
2009-12-01
We study the convex optimization approach for parameter estimation of several sinusoidal models, namely, single complex/real tone, multiple complex sinusoids, and single two-dimensional complex tone, in the presence of additive Gaussian noise. The major difficulty for optimally determining the parameters is that the corresponding maximum likelihood (ML) estimators involve finding the global minimum or maximum of multimodal cost functions because the frequencies are nonlinear in the observed signals. By relaxing the nonconvex ML formulations using semidefinite programs, high-fidelity approximate solutions are obtained in a globally optimum fashion. Computer simulations are included to contrast the estimation performance of the proposed semi-definite relaxation methods with the iterative quadratic maximum likelihood technique as well as Cramér-Rao lower bound.
Maximum likelihood Jukes-Cantor triplets: analytic solutions.
Chor, Benny; Hendy, Michael D; Snir, Sagi
2006-03-01
Maximum likelihood (ML) is a popular method for inferring a phylogenetic tree of the evolutionary relationship of a set of taxa, from observed homologous aligned genetic sequences of the taxa. Generally, the computation of the ML tree is based on numerical methods, which in a few cases, are known to converge to a local maximum on a tree, which is suboptimal. The extent of this problem is unknown, one approach is to attempt to derive algebraic equations for the likelihood equation and find the maximum points analytically. This approach has so far only been successful in the very simplest cases, of three or four taxa under the Neyman model of evolution of two-state characters. In this paper we extend this approach, for the first time, to four-state characters, the Jukes-Cantor model under a molecular clock, on a tree T on three taxa, a rooted triple. We employ spectral methods (Hadamard conjugation) to express the likelihood function parameterized by the path-length spectrum. Taking partial derivatives, we derive a set of polynomial equations whose simultaneous solution contains all critical points of the likelihood function. Using tools of algebraic geometry (the resultant of two polynomials) in the computer algebra packages (Maple), we are able to find all turning points analytically. We then employ this method on real sequence data and obtain realistic results on the primate-rodents divergence time.
Approximated maximum likelihood estimation in multifractal random walks
Løvsletten, Ola
2011-01-01
We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry et al., Phys. Rev. E 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the dependency structure for the latent volatility. The procedure is implemented as a package in the R computer language. Its performance is tested on synthetic data and compared to an inference approach based on the generalized method of moments. The method is applied to estimate parameters for various financial stock indices.
Penalized maximum likelihood estimation for generalized linear point processes
Hansen, Niels Richard
2010-01-01
A generalized linear point process is specified in terms of an intensity that depends upon a linear predictor process through a fixed non-linear function. We present a framework where the linear predictor is parametrized by a Banach space and give results on Gateaux differentiability of the log-likelihood....... Of particular interest is when the intensity is expressed in terms of a linear filter parametrized by a Sobolev space. Using that the Sobolev spaces are reproducing kernel Hilbert spaces we derive results on the representation of the penalized maximum likelihood estimator in a special case and the gradient...... of the negative log-likelihood in general. The latter is used to develop a descent algorithm in the Sobolev space. We conclude the paper by extensions to multivariate and additive model specifications. The methods are implemented in the R-package ppstat....
Maximum-likelihood fits to histograms for improved parameter estimation
Fowler, Joseph W
2013-01-01
Straightforward methods for adapting the familiar chi^2 statistic to histograms of discrete events and other Poisson distributed data generally yield biased estimates of the parameters of a model. The bias can be important even when the total number of events is large. For the case of estimating a microcalorimeter's energy resolution at 6 keV from the observed shape of the Mn K-alpha fluorescence spectrum, a poor choice of chi^2 can lead to biases of at least 10% in the estimated resolution when up to thousands of photons are observed. The best remedy is a Poisson maximum-likelihood fit, through a simple modification of the standard Levenberg-Marquardt algorithm for chi^2 minimization. Where the modification is not possible, another approach allows iterative approximation of the maximum-likelihood fit.
GENERALIZATION OF RAYLEIGH MAXIMUM LIKELIHOOD DESPECKLING FILTER USING QUADRILATERAL KERNELS
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.
Smoothed log-concave maximum likelihood estimation with applications
Chen, Yining
2011-01-01
We study the smoothed log-concave maximum likelihood estimator of a probability distribution on $\\mathbb{R}^d$. This is a fully automatic nonparametric density estimator, obtained as a canonical smoothing of the log-concave maximum likelihood estimator. We demonstrate its attractive features both through an analysis of its theoretical properties and a simulation study. Moreover, we show how the estimator can be used as an intermediate stage of more involved procedures, such as constructing a classifier or estimating a functional of the density. Here again, the use of the estimator can be justified both on theoretical grounds and through its finite sample performance, and we illustrate its use in a breast cancer diagnosis (classification) problem.
$\\ell_0$-penalized maximum likelihood for sparse directed acyclic graphs
van de Geer, Sara
2012-01-01
We consider the problem of regularized maximum likelihood estimation for the structure and parameters of a high-dimensional, sparse directed acyclic graphical (DAG) model with Gaussian distribution, or equivalently, of a Gaussian structural equation model. We show that the $\\ell_0$-penalized maximum likelihood estimator of a DAG has about the same number of edges as the minimal-edge I-MAP (a DAG with minimal number of edges representing the distribution), and that it converges in Frobenius norm. We allow the number of nodes $p$ to be much larger than sample size $n$ but assume a sparsity condition and that any representation of the true DAG has at least a fixed proportion of its non-zero edge weights above the noise level. Our results do not rely on the restrictive strong faithfulness condition which is required for methods based on conditional independence testing such as the PC-algorithm.
Maximum-likelihood estimation prevents unphysical Mueller matrices
Aiello, A; Voigt, D; Woerdman, J P
2005-01-01
We show that the method of maximum-likelihood estimation, recently introduced in the context of quantum process tomography, can be applied to the determination of Mueller matrices characterizing the polarization properties of classical optical systems. Contrary to linear reconstruction algorithms, the proposed method yields physically acceptable Mueller matrices even in presence of uncontrolled experimental errors. We illustrate the method on the case of an unphysical measured Mueller matrix taken from the literature.
Maximum Likelihood Under Response Biased Sampling\\ud
Chambers, Raymond; Dorfman, Alan; Wang, Suojin
2003-01-01
Informative sampling occurs when the probability of inclusion in sample depends on\\ud the value of the survey response variable. Response or size biased sampling is a\\ud particular case of informative sampling where the inclusion probability is proportional\\ud to the value of this variable. In this paper we describe a general model for response\\ud biased sampling, which we call array sampling, and develop maximum likelihood and\\ud estimating equation theory appropriate to this situation. The ...
Maximum Likelihood Sequence Detection Receivers for Nonlinear Optical Channels
2015-01-01
The space-time whitened matched filter (ST-WMF) maximum likelihood sequence detection (MLSD) architecture has been recently proposed (Maggio et al., 2014). Its objective is reducing implementation complexity in transmissions over nonlinear dispersive channels. The ST-WMF-MLSD receiver (i) drastically reduces the number of states of the Viterbi decoder (VD) and (ii) offers a smooth trade-off between performance and complexity. In this work the ST-WMF-MLSD receiver is investigated in detail. We...
Maximum likelihood method and Fisher's information in physics and econophysics
Syska, Jacek
2012-01-01
Three steps in the development of the maximum likelihood (ML) method are presented. At first, the application of the ML method and Fisher information notion in the model selection analysis is described (Chapter 1). The fundamentals of differential geometry in the construction of the statistical space are introduced, illustrated also by examples of the estimation of the exponential models. At second, the notions of the relative entropy and the information channel capacity are introduced (Chapter 2). The observed and expected structural information principle (IP) and the variational IP of the modified extremal physical information (EPI) method of Frieden and Soffer are presented and discussed (Chapter 3). The derivation of the structural IP based on the analyticity of the logarithm of the likelihood function and on the metricity of the statistical space of the system is given. At third, the use of the EPI method is developed (Chapters 4-5). The information channel capacity is used for the field theory models cl...
Efficient maximum likelihood parameterization of continuous-time Markov processes
McGibbon, Robert T
2015-01-01
Continuous-time Markov processes over finite state-spaces are widely used to model dynamical processes in many fields of natural and social science. Here, we introduce an maximum likelihood estimator for constructing such models from data observed at a finite time interval. This estimator is drastically more efficient than prior approaches, enables the calculation of deterministic confidence intervals in all model parameters, and can easily enforce important physical constraints on the models such as detailed balance. We demonstrate and discuss the advantages of these models over existing discrete-time Markov models for the analysis of molecular dynamics simulations.
Bayesian and maximum likelihood estimation of genetic maps
York, Thomas L.; Durrett, Richard T.; Tanksley, Steven;
2005-01-01
There has recently been increased interest in the use of Markov Chain Monte Carlo (MCMC)-based Bayesian methods for estimating genetic maps. The advantage of these methods is that they can deal accurately with missing data and genotyping errors. Here we present an extension of the previous methods...... that makes the Bayesian method applicable to large data sets. We present an extensive simulation study examining the statistical properties of the method and comparing it with the likelihood method implemented in Mapmaker. We show that the Maximum A Posteriori (MAP) estimator of the genetic distances...
Maximum Likelihood Localization of Radiation Sources with unknown Source Intensity
Baidoo-Williams, Henry E
2016-01-01
In this paper, we consider a novel and robust maximum likelihood approach to localizing radiation sources with unknown statistics of the source signal strength. The result utilizes the smallest number of sensors required theoretically to localize the source. It is shown, that should the source lie in the open convex hull of the sensors, precisely $N+1$ are required in $\\mathbb{R}^N, ~N \\in \\{1,\\cdots,3\\}$. It is further shown that the region of interest, the open convex hull of the sensors, is entirely devoid of false stationary points. An augmented gradient ascent algorithm with random projections should an estimate escape the convex hull is presented.
Maximum Likelihood Joint Tracking and Association in Strong Clutter
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.
AN EFFICIENT APPROXIMATE MAXIMUM LIKELIHOOD SIGNAL DETECTION FOR MIMO SYSTEMS
Cao Xuehong
2007-01-01
This paper proposes an efficient approximate Maximum Likelihood (ML) detection method for Multiple-Input Multiple-Output (MIMO) systems, which searches local area instead of exhaustive search and selects valid search points in each transmit antenna signal constellation instead of all hyperplane. Both of the selection and search complexity can be reduced significantly. The method performs the tradeoff between computational complexity and system performance by adjusting the neighborhood size to select the valid search points. Simulation results show that the performance is comparable to that of the ML detection while the complexity is only as the small fraction of ML.
Maximum likelihood characterization of rotationally symmetric distributions on the sphere
Duerinckx, Mitia; Ley, Christophe
2012-01-01
A classical characterization result, which can be traced back to Gauss, states that the maximum likelihood estimator (MLE) of the location parameter equals the sample mean for any possible univariate samples of any possible sizes n if and only if the samples are drawn from a Gaussian population. A similar result, in the two-dimensional case, is given in von Mises (1918) for the Fisher-von Mises-Langevin (FVML) distribution, the equivalent of the Gaussian law on the unit circle. Half a century...
Maximum-likelihood analysis of the COBE angular correlation function
Seljak, Uros; Bertschinger, Edmund
1993-01-01
We have used maximum-likelihood estimation to determine the quadrupole amplitude Q(sub rms-PS) and the spectral index n of the density fluctuation power spectrum at recombination from the COBE DMR data. We find a strong correlation between the two parameters of the form Q(sub rms-PS) = (15.7 +/- 2.6) exp (0.46(1 - n)) microK for fixed n. Our result is slightly smaller than and has a smaller statistical uncertainty than the 1992 estimate of Smoot et al.
Maximum Likelihood Joint Tracking and Association in Strong Clutter
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.
Maximum likelihood characterization of rotationally symmetric distributions on the sphere
Duerinckx, Mitia; Ley, Christophe
2012-01-01
A classical characterization result, which can be traced back to Gauss, states that the maximum likelihood estimator (MLE) of the location parameter equals the sample mean for any possible univariate samples of any possible sizes n if and only if the samples are drawn from a Gaussian population. A similar result, in the two-dimensional case, is given in von Mises (1918) for the Fisher-von Mises-Langevin (FVML) distribution, the equivalent of the Gaussian law on the unit circle. Half a century...
Local solutions of Maximum Likelihood Estimation in Quantum State Tomography
Gonçalves, Douglas S; Lavor, Carlile; Farías, Osvaldo Jiménez; Ribeiro, P H Souto
2011-01-01
Maximum likelihood estimation is one of the most used methods in quantum state tomography, where the aim is to find the best density matrix for the description of a physical system. Results of measurements on the system should match the expected values produced by the density matrix. In some cases however, if the matrix is parameterized to ensure positivity and unit trace, the negative log-likelihood function may have several local minima. In several papers in the field, authors associate a source of errors to the possibility that most of these local minima are not global, so that optimization methods can be trapped in the wrong minimum, leading to a wrong density matrix. Here we show that, for convex negative log-likelihood functions, all local minima are global. We also show that a practical source of errors is in fact the use of optimization methods that do not have global convergence property or present numerical instabilities. The clarification of this point has important repercussion on quantum informat...
Maximum likelihood tuning of a vehicle motion filter
Trankle, Thomas L.; Rabin, Uri H.
1990-01-01
This paper describes the use of maximum likelihood parameter estimation unknown parameters appearing in a nonlinear vehicle motion filter. The filter uses the kinematic equations of motion of a rigid body in motion over a spherical earth. The nine states of the filter represent vehicle velocity, attitude, and position. The inputs to the filter are three components of translational acceleration and three components of angular rate. Measurements used to update states include air data, altitude, position, and attitude. Expressions are derived for the elements of filter matrices needed to use air data in a body-fixed frame with filter states expressed in a geographic frame. An expression for the likelihood functions of the data is given, along with accurate approximations for the function's gradient and Hessian with respect to unknown parameters. These are used by a numerical quasi-Newton algorithm for maximizing the likelihood function of the data in order to estimate the unknown parameters. The parameter estimation algorithm is useful for processing data from aircraft flight tests or for tuning inertial navigation systems.
Cosmic shear measurement with maximum likelihood and maximum a posteriori inference
Hall, Alex
2016-01-01
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 very promising results. We find that the introduction of an intrinsic shape prior mitigates 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 sub-dominant. We show how biases propagate to shear estima...
ASYMPTOTIC NORMALITY OF QUASI MAXIMUM LIKELIHOOD ESTIMATE IN GENERALIZED LINEAR MODELS
YUE LI; CHEN XIRU
2005-01-01
For the Generalized Linear Model (GLM), under some conditions including that the specification of the expectation is correct, it is shown that the Quasi Maximum Likelihood Estimate (QMLE) of the parameter-vector is asymptotic normal. It is also shown that the asymptotic covariance matrix of the QMLE reaches its minimum (in the positive-definte sense) in case that the specification of the covariance matrix is correct.
The Multi-Mission Maximum Likelihood framework (3ML)
Vianello, Giacomo; Younk, Patrick; Tibaldo, Luigi; Burgess, James M; Ayala, Hugo; Harding, Patrick; Hui, Michelle; Omodei, Nicola; Zhou, Hao
2015-01-01
Astrophysical sources are now observed by many different instruments at different wavelengths, from radio to high-energy gamma-rays, with an unprecedented quality. Putting all these data together to form a coherent view, however, is a very difficult task. Each instrument has its own data format, software and analysis procedure, which are difficult to combine. It is for example very challenging to perform a broadband fit of the energy spectrum of the source. The Multi-Mission Maximum Likelihood framework (3ML) aims to solve this issue, providing a common framework which allows for a coherent modeling of sources using all the available data, independent of their origin. At the same time, thanks to its architecture based on plug-ins, 3ML uses the existing official software of each instrument for the corresponding data in a way which is transparent to the user. 3ML is based on the likelihood formalism, in which a model summarizing our knowledge about a particular region of the sky is convolved with the instrument...
tmle : An R Package for Targeted Maximum Likelihood Estimation
Susan Gruber
2012-11-01
Full Text Available Targeted maximum likelihood estimation (TMLE is a general approach for constructing an efficient double-robust semi-parametric substitution estimator of a causal effect parameter or statistical association measure. tmle is a recently developed R package that implements TMLE of the effect of a binary treatment at a single point in time on an outcome of interest, controlling for user supplied covariates, including an additive treatment effect, relative risk, odds ratio, and the controlled direct effect of a binary treatment controlling for a binary intermediate variable on the pathway from treatment to the out- come. Estimation of the parameters of a marginal structural model is also available. The package allows outcome data with missingness, and experimental units that contribute repeated records of the point-treatment data structure, thereby allowing the analysis of longitudinal data structures. Relevant factors of the likelihood may be modeled or fit data-adaptively according to user specifications, or passed in from an external estimation procedure. Effect estimates, variances, p values, and 95% confidence intervals are provided by the software.
On the Performance of Maximum Likelihood Inverse Reinforcement Learning
Ratia, Héctor; Martinez-Cantin, Ruben
2012-01-01
Inverse reinforcement learning (IRL) addresses the problem of recovering a task description given a demonstration of the optimal policy used to solve such a task. The optimal policy is usually provided by an expert or teacher, making IRL specially suitable for the problem of apprenticeship learning. The task description is encoded in the form of a reward function of a Markov decision process (MDP). Several algorithms have been proposed to find the reward function corresponding to a set of demonstrations. One of the algorithms that has provided best results in different applications is a gradient method to optimize a policy squared error criterion. On a parallel line of research, other authors have presented recently a gradient approximation of the maximum likelihood estimate of the reward signal. In general, both approaches approximate the gradient estimate and the criteria at different stages to make the algorithm tractable and efficient. In this work, we provide a detailed description of the different metho...
Maximum Likelihood Analysis of Low Energy CDMS II Germanium Data
Agnese, R; Balakishiyeva, D; Thakur, R Basu; Bauer, D A; Billard, J; Borgland, A; Bowles, M A; Brandt, D; Brink, P L; Bunker, R; Cabrera, B; Caldwell, D O; Cerdeno, D G; Chagani, H; Chen, Y; Cooley, J; Cornell, B; Crewdson, C H; Cushman, P; Daal, M; Di Stefano, P C F; Doughty, T; Esteban, L; Fallows, S; Figueroa-Feliciano, E; Fritts, M; Godfrey, G L; Golwala, S R; Graham, M; Hall, J; Harris, H R; Hertel, S A; Hofer, T; Holmgren, D; Hsu, L; Huber, M E; Jastram, A; Kamaev, O; Kara, B; Kelsey, M H; Kennedy, A; Kiveni, M; Koch, K; Leder, A; Loer, B; Asamar, E Lopez; Mahapatra, R; Mandic, V; Martinez, C; McCarthy, K A; Mirabolfathi, N; Moffatt, R A; Moore, D C; Nelson, R H; Oser, S M; Page, K; Page, W A; Partridge, R; Pepin, M; Phipps, A; Prasad, K; Pyle, M; Qiu, H; Rau, W; Redl, P; Reisetter, A; Ricci, Y; Rogers, H E; Saab, T; Sadoulet, B; Sander, J; Schneck, K; Schnee, R W; Scorza, S; Serfass, B; Shank, B; Speller, D; Upadhyayula, S; Villano, A N; Welliver, B; Wright, D H; Yellin, S; Yen, J J; Young, B A; Zhang, J
2014-01-01
We report on the results of a search for a Weakly Interacting Massive Particle (WIMP) signal in low-energy data of the Cryogenic Dark Matter Search (CDMS~II) experiment using a maximum likelihood analysis. A background model is constructed using GEANT4 to simulate the surface-event background from $^{210}$Pb decay-chain events, while using independent calibration data to model the gamma background. Fitting this background model to the data results in no statistically significant WIMP component. In addition, we perform fits using an analytic ad hoc background model proposed by Collar and Fields, who claimed to find a large excess of signal-like events in our data. We confirm the strong preference for a signal hypothesis in their analysis under these assumptions, but excesses are observed in both single- and multiple-scatter events, which implies the signal is not caused by WIMPs, but rather reflects the inadequacy of their background model.
Maximum Likelihood Position Location with a Limited Number of References
D. Munoz-Rodriguez
2011-04-01
Full Text Available A Position Location (PL scheme for mobile users on the outskirts of coverage areas is presented. The proposedmethodology makes it possible to obtain location information with only two land-fixed references. We introduce ageneral formulation and show that maximum-likelihood estimation can provide adequate PL information in thisscenario. The Root Mean Square (RMS error and error-distribution characterization are obtained for differentpropagation scenarios. In addition, simulation results and comparisons to another method are provided showing theaccuracy and the robustness of the method proposed. We study accuracy limits of the proposed methodology fordifferent propagation environments and show that even in the case of mismatch in the error variances, good PLestimation is feasible.
Evaluating maximum likelihood estimation methods to determine the hurst coefficients
Kendziorski, C. M.; Bassingthwaighte, J. B.; Tonellato, P. J.
1999-12-01
A maximum likelihood estimation method implemented in S-PLUS ( S-MLE) to estimate the Hurst coefficient ( H) is evaluated. The Hurst coefficient, with 0.5long memory time series by quantifying the rate of decay of the autocorrelation function. S-MLE was developed to estimate H for fractionally differenced (fd) processes. However, in practice it is difficult to distinguish between fd processes and fractional Gaussian noise (fGn) processes. Thus, the method is evaluated for estimating H for both fd and fGn processes. S-MLE gave biased results of H for fGn processes of any length and for fd processes of lengths less than 2 10. A modified method is proposed to correct for this bias. It gives reliable estimates of H for both fd and fGn processes of length greater than or equal to 2 11.
Marginal Maximum Likelihood Estimation of Item Response Models in R
Matthew S. Johnson
2007-02-01
Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.
Maximum likelihood identification of aircraft stability and control derivatives
Mehra, R. K.; Stepner, D. E.; Tyler, J. S.
1974-01-01
Application of a generalized identification method to flight test data analysis. The method is based on the maximum likelihood (ML) criterion and includes output error and equation error methods as special cases. Both the linear and nonlinear models with and without process noise are considered. The flight test data from lateral maneuvers of HL-10 and M2/F3 lifting bodies are processed to determine the lateral stability and control derivatives, instrumentation accuracies, and biases. A comparison is made between the results of the output error method and the ML method for M2/F3 data containing gusts. It is shown that better fits to time histories are obtained by using the ML method. The nonlinear model considered corresponds to the longitudinal equations of the X-22 VTOL aircraft. The data are obtained from a computer simulation and contain both process and measurement noise. The applicability of the ML method to nonlinear models with both process and measurement noise is demonstrated.
Analytical maximum likelihood estimation of stellar magnetic fields
González, M J Martínez; Ramos, A Asensio; Belluzzi, L
2011-01-01
The polarised spectrum of stellar radiation encodes valuable information on the conditions of stellar atmospheres and the magnetic fields that permeate them. In this paper, we give explicit expressions to estimate the magnetic field vector and its associated error from the observed Stokes parameters. We study the solar case where specific intensities are observed and then the stellar case, where we receive the polarised flux. In this second case, we concentrate on the explicit expression for the case of a slow rotator with a dipolar magnetic field geometry. Moreover, we also give explicit formulae to retrieve the magnetic field vector from the LSD profiles without assuming mean values for the LSD artificial spectral line. The formulae have been obtained assuming that the spectral lines can be described in the weak field regime and using a maximum likelihood approach. The errors are recovered by means of the hermitian matrix. The bias of the estimators are analysed in depth.
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.
Molecular clock fork phylogenies: closed form analytic maximum likelihood solutions.
Chor, Benny; Snir, Sagi
2004-12-01
Maximum likelihood (ML) is increasingly used as an optimality criterion for selecting evolutionary trees, but finding the global optimum is a hard computational task. Because no general analytic solution is known, numeric techniques such as hill climbing or expectation maximization (EM) are used in order to find optimal parameters for a given tree. So far, analytic solutions were derived only for the simplest model-three-taxa, two-state characters, under a molecular clock. Quoting Ziheng Yang, who initiated the analytic approach,"this seems to be the simplest case, but has many of the conceptual and statistical complexities involved in phylogenetic estimation."In this work, we give general analytic solutions for a family of trees with four-taxa, two-state characters, under a molecular clock. The change from three to four taxa incurs a major increase in the complexity of the underlying algebraic system, and requires novel techniques and approaches. We start by presenting the general maximum likelihood problem on phylogenetic trees as a constrained optimization problem, and the resulting system of polynomial equations. In full generality, it is infeasible to solve this system, therefore specialized tools for the molecular clock case are developed. Four-taxa rooted trees have two topologies-the fork (two subtrees with two leaves each) and the comb (one subtree with three leaves, the other with a single leaf). We combine the ultrametric properties of molecular clock fork trees with the Hadamard conjugation to derive a number of topology dependent identities. Employing these identities, we substantially simplify the system of polynomial equations for the fork. We finally employ symbolic algebra software to obtain closed formanalytic solutions (expressed parametrically in the input data). In general, four-taxa trees can have multiple ML points. In contrast, we can now prove that each fork topology has a unique(local and global) ML point.
Accelerated maximum likelihood parameter estimation for stochastic biochemical systems
Daigle Bernie J
2012-05-01
Full Text Available Abstract Background A prerequisite for the mechanistic simulation of a biochemical system is detailed knowledge of its kinetic parameters. Despite recent experimental advances, the estimation of unknown parameter values from observed data is still a bottleneck for obtaining accurate simulation results. Many methods exist for parameter estimation in deterministic biochemical systems; methods for discrete stochastic systems are less well developed. Given the probabilistic nature of stochastic biochemical models, a natural approach is to choose parameter values that maximize the probability of the observed data with respect to the unknown parameters, a.k.a. the maximum likelihood parameter estimates (MLEs. MLE computation for all but the simplest models requires the simulation of many system trajectories that are consistent with experimental data. For models with unknown parameters, this presents a computational challenge, as the generation of consistent trajectories can be an extremely rare occurrence. Results We have developed Monte Carlo Expectation-Maximization with Modified Cross-Entropy Method (MCEM2: an accelerated method for calculating MLEs that combines advances in rare event simulation with a computationally efficient version of the Monte Carlo expectation-maximization (MCEM algorithm. Our method requires no prior knowledge regarding parameter values, and it automatically provides a multivariate parameter uncertainty estimate. We applied the method to five stochastic systems of increasing complexity, progressing from an analytically tractable pure-birth model to a computationally demanding model of yeast-polarization. Our results demonstrate that MCEM2 substantially accelerates MLE computation on all tested models when compared to a stand-alone version of MCEM. Additionally, we show how our method identifies parameter values for certain classes of models more accurately than two recently proposed computationally efficient methods
Rayleigh-maximum-likelihood bilateral filter for ultrasound image enhancement.
Li, Haiyan; Wu, Jun; Miao, Aimin; Yu, Pengfei; Chen, Jianhua; Zhang, Yufeng
2017-04-17
Ultrasound imaging plays an important role in computer diagnosis since it is non-invasive and cost-effective. However, ultrasound images are inevitably contaminated by noise and speckle during acquisition. Noise and speckle directly impact the physician to interpret the images and decrease the accuracy in clinical diagnosis. Denoising method is an important component to enhance the quality of ultrasound images; however, several limitations discourage the results because current denoising methods can remove noise while ignoring the statistical characteristics of speckle and thus undermining the effectiveness of despeckling, or vice versa. In addition, most existing algorithms do not identify noise, speckle or edge before removing noise or speckle, and thus they reduce noise and speckle while blurring edge details. Therefore, it is a challenging issue for the traditional methods to effectively remove noise and speckle in ultrasound images while preserving edge details. To overcome the above-mentioned limitations, a novel method, called Rayleigh-maximum-likelihood switching bilateral filter (RSBF) is proposed to enhance ultrasound images by two steps: noise, speckle and edge detection followed by filtering. Firstly, a sorted quadrant median vector scheme is utilized to calculate the reference median in a filtering window in comparison with the central pixel to classify the target pixel as noise, speckle or noise-free. Subsequently, the noise is removed by a bilateral filter and the speckle is suppressed by a Rayleigh-maximum-likelihood filter while the noise-free pixels are kept unchanged. To quantitatively evaluate the performance of the proposed method, synthetic ultrasound images contaminated by speckle are simulated by using the speckle model that is subjected to Rayleigh distribution. Thereafter, the corrupted synthetic images are generated by the original image multiplied with the Rayleigh distributed speckle of various signal to noise ratio (SNR) levels and
Maximum likelihood based classification of electron tomographic data.
Stölken, Michael; Beck, Florian; Haller, Thomas; Hegerl, Reiner; Gutsche, Irina; Carazo, Jose-Maria; Baumeister, Wolfgang; Scheres, Sjors H W; Nickell, Stephan
2011-01-01
Classification and averaging of sub-tomograms can improve the fidelity and resolution of structures obtained by electron tomography. Here we present a three-dimensional (3D) maximum likelihood algorithm--MLTOMO--which is characterized by integrating 3D alignment and classification into a single, unified processing step. The novelty of our approach lies in the way we calculate the probability of observing an individual sub-tomogram for a given reference structure. We assume that the reference structure is affected by a 'compound wedge', resulting from the summation of many individual missing wedges in distinct orientations. The distance metric underlying our probability calculations effectively down-weights Fourier components that are observed less frequently. Simulations demonstrate that MLTOMO clearly outperforms the 'constrained correlation' approach and has advantages over existing approaches in cases where the sub-tomograms adopt preferred orientations. Application of our approach to cryo-electron tomographic data of ice-embedded thermosomes revealed distinct conformations that are in good agreement with results obtained by previous single particle studies.
Maximum Likelihood Sequence Detection Receivers for Nonlinear Optical Channels
Gabriel N. Maggio
2015-01-01
Full Text Available The space-time whitened matched filter (ST-WMF maximum likelihood sequence detection (MLSD architecture has been recently proposed (Maggio et al., 2014. Its objective is reducing implementation complexity in transmissions over nonlinear dispersive channels. The ST-WMF-MLSD receiver (i drastically reduces the number of states of the Viterbi decoder (VD and (ii offers a smooth trade-off between performance and complexity. In this work the ST-WMF-MLSD receiver is investigated in detail. We show that the space compression of the nonlinear channel is an instrumental property of the ST-WMF-MLSD which results in a major reduction of the implementation complexity in intensity modulation and direct detection (IM/DD fiber optic systems. Moreover, we assess the performance of ST-WMF-MLSD in IM/DD optical systems with chromatic dispersion (CD and polarization mode dispersion (PMD. Numerical results for a 10 Gb/s, 700 km, and IM/DD fiber-optic link with 50 ps differential group delay (DGD show that the number of states of the VD in ST-WMF-MLSD can be reduced ~4 times compared to an oversampled MLSD. Finally, we analyze the impact of the imperfect channel estimation on the performance of the ST-WMF-MLSD. Our results show that the performance degradation caused by channel estimation inaccuracies is low and similar to that achieved by existing MLSD schemes (~0.2 dB.
Covariance of maximum likelihood evolutionary distances between sequences aligned pairwise.
Dessimoz, Christophe; Gil, Manuel
2008-06-23
The estimation of a distance between two biological sequences is a fundamental process in molecular evolution. It is usually performed by maximum likelihood (ML) on characters aligned either pairwise or jointly in a multiple sequence alignment (MSA). Estimators for the covariance of pairs from an MSA are known, but we are not aware of any solution for cases of pairs aligned independently. In large-scale analyses, it may be too costly to compute MSAs every time distances must be compared, and therefore a covariance estimator for distances estimated from pairs aligned independently is desirable. Knowledge of covariances improves any process that compares or combines distances, such as in generalized least-squares phylogenetic tree building, orthology inference, or lateral gene transfer detection. In this paper, we introduce an estimator for the covariance of distances from sequences aligned pairwise. Its performance is analyzed through extensive Monte Carlo simulations, and compared to the well-known variance estimator of ML distances. Our covariance estimator can be used together with the ML variance estimator to form covariance matrices. The estimator performs similarly to the ML variance estimator. In particular, it shows no sign of bias when sequence divergence is below 150 PAM units (i.e. above ~29% expected sequence identity). Above that distance, the covariances tend to be underestimated, but then ML variances are also underestimated.
A Maximum Likelihood Approach to Least Absolute Deviation Regression
Yinbo Li
2004-09-01
Full Text Available Least absolute deviation (LAD regression is an important tool used in numerous applications throughout science and engineering, mainly due to the intrinsic robust characteristics of LAD. In this paper, we show that the optimization needed to solve the LAD regression problem can be viewed as a sequence of maximum likelihood estimates (MLE of location. The derived algorithm reduces to an iterative procedure where a simple coordinate transformation is applied during each iteration to direct the optimization procedure along edge lines of the cost surface, followed by an MLE of location which is executed by a weighted median operation. Requiring weighted medians only, the new algorithm can be easily modularized for hardware implementation, as opposed to most of the other existing LAD methods which require complicated operations such as matrix entry manipulations. One exception is Wesolowsky's direct descent algorithm, which among the top algorithms is also based on weighted median operations. Simulation shows that the new algorithm is superior in speed to Wesolowsky's algorithm, which is simple in structure as well. The new algorithm provides a better tradeoff solution between convergence speed and implementation complexity.
Maximum-Likelihood Continuity Mapping (MALCOM): An Alternative to HMMs
Nix, D.A.; Hogden, J.E.
1998-12-01
The authors describe Maximum-Likelihood Continuity Mapping (MALCOM) as an alternative to hidden Markov models (HMMs) for processing sequence data such as speech. While HMMs have a discrete ''hidden'' space constrained by a fixed finite-automata architecture, MALCOM has a continuous hidden space (a continuity map) that is constrained only by a smoothness requirement on paths through the space. MALCOM fits into the same probabilistic framework for speech recognition as HMMs, but it represents a far more realistic model of the speech production process. The authors support this claim by generating continuity maps for three speakers and using the resulting MALCOM paths to predict measured speech articulator data. The correlations between the MALCOM paths (obtained from only the speech acoustics) and the actual articulator movements average 0.77 on an independent test set not used to train MALCOM nor the predictor. On average, this unsupervised model achieves 92% of performance obtained using the corresponding supervised method.
Maximum likelihood estimation for cytogenetic dose-response curves
Frome, E.L; DuFrain, R.J.
1983-10-01
In vitro dose-response curves are used to describe the relation between the yield of dicentric chromosome aberrations and radiation dose for human lymphocytes. The dicentric yields follow the Poisson distribution, and the expected yield depends on both the magnitude and the temporal distribution of the dose for low LET radiation. A general dose-response model that describes this relation has been obtained by Kellerer and Rossi using the theory of dual radiation action. The yield of elementary lesions is kappa(..gamma..d + g(t, tau)d/sup 2/), where t is the time and d is dose. The coefficient of the d/sup 2/ term is determined by the recovery function and the temporal mode of irradiation. Two special cases of practical interest are split-dose and continuous exposure experiments, and the resulting models are intrinsically nonlinear in the parameters. A general purpose maximum likelihood estimation procedure is described and illustrated with numerical examples from both experimental designs. Poisson regression analysis is used for estimation, hypothesis testing, and regression diagnostics. Results are discussed in the context of exposure assessment procedures for both acute and chronic human radiation exposure.
Maximum likelihood sequence estimation for optical complex direct modulation.
Che, Di; Yuan, Feng; Shieh, William
2017-04-17
Semiconductor lasers are versatile optical transmitters in nature. Through the direct modulation (DM), the intensity modulation is realized by the linear mapping between the injection current and the light power, while various angle modulations are enabled by the frequency chirp. Limited by the direct detection, DM lasers used to be exploited only as 1-D (intensity or angle) transmitters by suppressing or simply ignoring the other modulation. Nevertheless, through the digital coherent detection, simultaneous intensity and angle modulations (namely, 2-D complex DM, CDM) can be realized by a single laser diode. The crucial technique of CDM is the joint demodulation of intensity and differential phase with the maximum likelihood sequence estimation (MLSE), supported by a closed-form discrete signal approximation of frequency chirp to characterize the MLSE transition probability. This paper proposes a statistical method for the transition probability to significantly enhance the accuracy of the chirp model. Using the statistical estimation, we demonstrate the first single-channel 100-Gb/s PAM-4 transmission over 1600-km fiber with only 10G-class DM lasers.
Approximate Maximum Likelihood Commercial Bank Loan Management Model
Godwin N.O. Asemota
2009-01-01
Full Text Available Problem statement: Loan management is a very complex and yet, a vitally important aspect of any commercial bank operations. The balance sheet position shows the main sources of funds as deposits and shareholders contributions. Approach: In order to operate profitably, remain solvent and consequently grow, a commercial bank needs to properly manage its excess cash to yield returns in the form of loans. Results: The above are achieved if the bank can honor depositors withdrawals at all times and also grant loans to credible borrowers. This is so because loans are the main portfolios of a commercial bank that yield the highest rate of returns. Commercial banks and the environment in which they operate are dynamic. So, any attempt to model their behavior without including some elements of uncertainty would be less than desirable. The inclusion of uncertainty factor is now possible with the advent of stochastic optimal control theories. Thus, approximate maximum likelihood algorithm with variable forgetting factor was used to model the loan management behavior of a commercial bank in this study. Conclusion: The results showed that uncertainty factor employed in the stochastic modeling, enable us to adaptively control loan demand as well as fluctuating cash balances in the bank. However, this loan model can also visually aid commercial bank managers planning decisions by allowing them to competently determine excess cash and invest this excess cash as loans to earn more assets without jeopardizing public confidence.
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.
Maximum-likelihood estimation of haplotype frequencies in nuclear families.
Becker, Tim; Knapp, Michael
2004-07-01
The importance of haplotype analysis in the context of association fine mapping of disease genes has grown steadily over the last years. Since experimental methods to determine haplotypes on a large scale are not available, phase has to be inferred statistically. For individual genotype data, several reconstruction techniques and many implementations of the expectation-maximization (EM) algorithm for haplotype frequency estimation exist. Recent research work has shown that incorporating available genotype information of related individuals largely increases the precision of haplotype frequency estimates. We, therefore, implemented a highly flexible program written in C, called FAMHAP, which calculates maximum likelihood estimates (MLEs) of haplotype frequencies from general nuclear families with an arbitrary number of children via the EM-algorithm for up to 20 SNPs. For more loci, we have implemented a locus-iterative mode of the EM-algorithm, which gives reliable approximations of the MLEs for up to 63 SNP loci, or less when multi-allelic markers are incorporated into the analysis. Missing genotypes can be handled as well. The program is able to distinguish cases (haplotypes transmitted to the first affected child of a family) from pseudo-controls (non-transmitted haplotypes with respect to the child). We tested the performance of FAMHAP and the accuracy of the obtained haplotype frequencies on a variety of simulated data sets. The implementation proved to work well when many markers were considered and no significant differences between the estimates obtained with the usual EM-algorithm and those obtained in its locus-iterative mode were observed. We conclude from the simulations that the accuracy of haplotype frequency estimation and reconstruction in nuclear families is very reliable in general and robust against missing genotypes.
Optimized Large-Scale CMB Likelihood And Quadratic Maximum Likelihood Power Spectrum Estimation
Gjerløw, E; Eriksen, H K; Górski, K M; Gruppuso, A; Jewell, J B; Plaszczynski, S; Wehus, I K
2015-01-01
We revisit the problem of exact CMB likelihood and power spectrum estimation with the goal of minimizing computational cost through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al.\\ (1997), and here we develop it into a fully working computational framework for large-scale polarization analysis, adopting \\WMAP\\ as a worked example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked \\WMAP\\ sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8\\% at $\\ell\\le32$, and a...
A New Maximum-Likelihood Change Estimator for Two-Pass SAR Coherent Change Detection.
Wahl, Daniel E.; Yocky, David A.; Jakowatz, Charles V,
2014-09-01
In this paper, we derive a new optimal change metric to be used in synthetic aperture RADAR (SAR) coherent change detection (CCD). Previous CCD methods tend to produce false alarm states (showing change when there is none) in areas of the image that have a low clutter-to-noise power ratio (CNR). The new estimator does not suffer from this shortcoming. It is a surprisingly simple expression, easy to implement, and is optimal in the maximum-likelihood (ML) sense. The estimator produces very impressive results on the CCD collects that we have tested.
Maximum-Likelihood Methods for Processing Signals From Gamma-Ray Detectors
Barrett, Harrison H.; Hunter, William C. J.; Miller, Brian William; Moore, Stephen K.; Chen, Yichun; Furenlid, Lars R.
2009-01-01
In any gamma-ray detector, each event produces electrical signals on one or more circuit elements. From these signals, we may wish to determine the presence of an interaction; whether multiple interactions occurred; the spatial coordinates in two or three dimensions of at least the primary interaction; or the total energy deposited in that interaction. We may also want to compute listmode probabilities for tomographic reconstruction. Maximum-likelihood methods provide a rigorous and in some senses optimal approach to extracting this information, and the associated Fisher information matrix provides a way of quantifying and optimizing the information conveyed by the detector. This paper will review the principles of likelihood methods as applied to gamma-ray detectors and illustrate their power with recent results from the Center for Gamma-ray Imaging. PMID:20107527
Maximum likelihood estimation for life distributions with competing failure modes
Sidik, S. M.
1979-01-01
The general model for the competing failure modes assuming that location parameters for each mode are expressible as linear functions of the stress variables and the failure modes act independently is presented. The general form of the likelihood function and the likelihood equations are derived for the extreme value distributions, and solving these equations using nonlinear least squares techniques provides an estimate of the asymptotic covariance matrix of the estimators. Monte-Carlo results indicate that, under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slightly biased, and the asymptotic covariances are rapidly approached.
Penalized maximum likelihood estimation for generalized linear point processes
2010-01-01
A generalized linear point process is specified in terms of an intensity that depends upon a linear predictor process through a fixed non-linear function. We present a framework where the linear predictor is parametrized by a Banach space and give results on Gateaux differentiability of the log-likelihood. Of particular interest is when the intensity is expressed in terms of a linear filter parametrized by a Sobolev space. Using that the Sobolev spaces are reproducing kernel Hilbert spaces we...
Off-Grid DOA Estimation Based on Analysis of the Convexity of Maximum Likelihood Function
LIU, Liang; WEI, Ping; LIAO, Hong Shu
Spatial compressive sensing (SCS) has recently been applied to direction-of-arrival (DOA) estimation owing to advantages over conventional ones. However the performance of compressive sensing (CS)-based estimation methods decreases when true DOAs are not exactly on the discretized sampling grid. We solve the off-grid DOA estimation problem using the deterministic maximum likelihood (DML) estimation method. In this work, we analyze the convexity of the DML function in the vicinity of the global solution. Especially under the condition of large array, we search for an approximately convex range around the ture DOAs to guarantee the DML function convex. Based on the convexity of the DML function, we propose a computationally efficient algorithm framework for off-grid DOA estimation. Numerical experiments show that the rough convex range accords well with the exact convex range of the DML function with large array and demonstrate the superior performance of the proposed methods in terms of accuracy, robustness and speed.
无
2008-01-01
Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case.Under some regularity conditions,the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) is obtained in QLNM.In an important case,this rate is O(n-1/2(loglogn)1/2),which is just the rate of LIL of partial sums for I.I.d variables,and thus cannot be improved anymore.
MAXIMUM LIKELIHOOD ESTIMATION FOR PERIODIC AUTOREGRESSIVE MOVING AVERAGE MODELS.
Vecchia, A.V.
1985-01-01
A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.
On the existence of maximum likelihood estimates for presence-only data
Hefley, Trevor J.; Hooten, Mevin B.
2015-01-01
Presence-only data can be used to determine resource selection and estimate a species’ distribution. Maximum likelihood is a common parameter estimation method used for species distribution models. Maximum likelihood estimates, however, do not always exist for a commonly used species distribution model – the Poisson point process.
A viable method for goodness-of-fit test in maximum likelihood fit
张锋; 高原宁; 霍雷
2011-01-01
A test statistic is proposed to perform the goodness-of-fit test in the unbinned maximum likelihood fit. Without using a detailed expression of the efficiency function, the test statistic is found to be strongly correlated with the maximum likelihood func
Closed form maximum likelihood estimator of conditional random fields
Zhu, Zhemin; Hiemstra, Djoerd; Apers, Peter M.G.; Wombacher, Andreas
2013-01-01
Training Conditional Random Fields (CRFs) can be very slow for big data. In this paper, we present a new training method for CRFs called {\\em Empirical Training} which is motivated by the concept of co-occurrence rate. We show that the standard training (unregularized) can have many maximum likeliho
Maximum likelihood reconstruction for Ising models with asynchronous updates
Zeng, Hong-Li; Aurell, Erik; Hertz, John; Roudi, Yasser
2012-01-01
We describe how the couplings in a non-equilibrium Ising model can be inferred from observing the model history. Two cases of an asynchronous update scheme are considered: one in which we know both the spin history and the update times (times at which an attempt was made to flip a spin) and one in which we only know the spin history (i.e., the times at which spins were actually flipped). In both cases, maximizing the likelihood of the data leads to exact learning rules for the couplings in the model. For the first case, we show that one can average over all possible choices of update times to obtain a learning rule that depends only on spin correlations and not on the specific spin history. For the second case, the same rule can be derived within a further decoupling approximation. We study all methods numerically for fully asymmetric Sherrington-Kirkpatrick models, varying the data length, system size, temperature, and external field. Good convergence is observed in accordance with the theoretical expectatio...
Maximum likelihood optimal and robust Support Vector Regression with lncosh loss function.
Karal, Omer
2017-10-01
In this paper, a novel and continuously differentiable convex loss function based on natural logarithm of hyperbolic cosine function, namely lncosh loss, is introduced to obtain Support Vector Regression (SVR) models which are optimal in the maximum likelihood sense for the hyper-secant error distributions. Most of the current regression models assume that the distribution of error is Gaussian, which corresponds to the squared loss function and has helpful analytical properties such as easy computation and analysis. However, in many real world applications, most observations are subject to unknown noise distributions, so the Gaussian distribution may not be a useful choice. The developed SVR model with the parameterized lncosh loss provides a possibility of learning a loss function leading to a regression model which is maximum likelihood optimal for a specific input-output data. The SVR models obtained with different parameter choices of lncosh loss with ε-insensitiveness feature, possess most of the desirable characteristics of well-known loss functions such as Vapnik's loss, the Squared loss, and Huber's loss function as special cases. In other words, it is observed in the extensive simulations that the mentioned lncosh loss function is entirely controlled by a single adjustable λ parameter and as a result, it allows switching between different losses depending on the choice of λ. The effectiveness and feasibility of lncosh loss function are validated through a number of synthetic and real world benchmark data sets for various types of additive noise distributions. Copyright © 2017 Elsevier Ltd. All rights reserved.
Mean square convergence rates for maximum quasi-likelihood estimator
Arnoud V. den Boer
2015-03-01
Full Text Available In this note we study the behavior of maximum quasilikelihood estimators (MQLEs for a class of statistical models, in which only knowledge about the first two moments of the response variable is assumed. This class includes, but is not restricted to, generalized linear models with general link function. Our main results are related to guarantees on existence, strong consistency and mean square convergence rates of MQLEs. The rates are obtained from first principles and are stronger than known a.s. rates. Our results find important application in sequential decision problems with parametric uncertainty arising in dynamic pricing.
Asymptotic properties of maximum likelihood estimators in models with multiple change points
He, Heping; 10.3150/09-BEJ232
2011-01-01
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic properties of maximum likelihood estimators of the parameters of a multiple change-point model for a general class of models in which the form of the distribution can change from segment to segment and in which, possibly, there are parameters that are common to all segments. Consistency of the maximum likelihood estimators of the change points is established and the rate of convergence is determined; the asymptotic distribution of the maximum likelihood estimators of the parameters of the within-segment distributions is also derived. Since the approach used in single change-point models is not easily extended to multiple change-point models, these results require the introduction of those tools for analyzing the likelihood function in a multiple change-point model.
Orlov A. I.
2015-05-01
Full Text Available According to the new paradigm of applied mathematical statistics one should prefer non-parametric methods and models. However, in applied statistics we currently use a variety of parametric models. The term "parametric" means that the probabilistic-statistical model is fully described by a finite-dimensional vector of fixed dimension, and this dimension does not depend on the size of the sample. In parametric statistics the estimation problem is to estimate the unknown value (for statistician of parameter by means of the best (in some sense method. In the statistical problems of standardization and quality control we use a three-parameter family of gamma distributions. In this article, it is considered as an example of the parametric distribution family. We compare the methods for estimating the parameters. The method of moments is universal. However, the estimates obtained with the help of method of moments have optimal properties only in rare cases. Maximum likelihood estimation (MLE belongs to the class of the best asymptotically normal estimates. In most cases, analytical solutions do not exist; therefore, to find MLE it is necessary to apply numerical methods. However, the use of numerical methods creates numerous problems. Convergence of iterative algorithms requires justification. In a number of examples of the analysis of real data, the likelihood function has many local maxima, and because of that natural iterative procedures do not converge. We suggest the use of one-step estimates (OS-estimates. They have equally good asymptotic properties as the maximum likelihood estimators, under the same conditions of regularity that MLE. One-step estimates are written in the form of explicit formulas. In this article it is proved that the one-step estimates are the best asymptotically normal estimates (under natural conditions. We have found OS-estimates for the gamma distribution and given the results of calculations using data on operating time
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
Benvenuto, Federico
2012-01-01
In this paper we propose a new statistical stopping rule for constrained maximum likelihood iterative algorithms applied to ill-posed inverse problems. To this aim we extend the definition of Tikhonov regularization in a statistical framework and prove that the application of the proposed stopping rule to the Iterative Space Reconstruction Algorithm (ISRA) in the Gaussian case and Expectation Maximization (EM) in the Poisson case leads to well defined regularization methods according to the given definition. We also prove that, if an inverse problem is genuinely ill-posed in the sense of Tikhonov, the same definition is not satisfied when ISRA and EM are optimized by classical stopping rule like Morozov's discrepancy principle, Pearson's test and Poisson discrepancy principle. The stopping rule is illustrated in the case of image reconstruction from data recorded by the Reuven Ramaty High Energy Solar Spectroscopic Imager (RHESSI). First, by using a simulated image consisting of structures analogous to those ...
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.
Izsak, F.
2006-01-01
A numerical maximum likelihood (ML) estimation procedure is developed for the constrained parameters of multinomial distributions. The main dif��?culty involved in computing the likelihood function is the precise and fast determination of the multinomial coef��?cients. For this the coef��?cients are
A viable method for goodness-of-fit test in maximum likelihood fit
ZHANG Feng; GAO Yuan-Ning; HUO Lei
2011-01-01
A test statistic is proposed to perform the goodness-of-fit test in the unbinned maximum likelihood fit. Without using a detailed expression of the efficiency function, the test statistic is found to be strongly correlated with the maximum likelihood function if the efficiency function varies smoothly. We point out that the correlation coefficient can be estimated by the Monte Carlo technique. With the established method, two examples are given to illustrate the performance of the test statistic.
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.
Maximum Likelihood Approach for RFID Tag Set Cardinality Estimation with Detection Errors
Nguyen, Chuyen T.; Hayashi, Kazunori; Kaneko, Megumi
2013-01-01
Abstract Estimation schemes of Radio Frequency IDentification (RFID) tag set cardinality are studied in this paper using Maximum Likelihood (ML) approach. We consider the estimation problem under the model of multiple independent reader sessions with detection errors due to unreliable radio...... is evaluated under dierent system parameters and compared with that of the conventional method via computer simulations assuming flat Rayleigh fading environments and framed-slotted ALOHA based protocol. Keywords RFID tag cardinality estimation maximum likelihood detection error...
Maximum Likelihood Inference for the Cox Regression Model with Applications to Missing Covariates.
Chen, Ming-Hui; Ibrahim, Joseph G; Shao, Qi-Man
2009-10-01
In this paper, we carry out an in-depth theoretical investigation for existence of maximum likelihood estimates for the Cox model (Cox, 1972, 1975) both in the full data setting as well as in the presence of missing covariate data. The main motivation for this work arises from missing data problems, where models can easily become difficult to estimate with certain missing data configurations or large missing data fractions. We establish necessary and sufficient conditions for existence of the maximum partial likelihood estimate (MPLE) for completely observed data (i.e., no missing data) settings as well as sufficient conditions for existence of the maximum likelihood estimate (MLE) for survival data with missing covariates via a profile likelihood method. Several theorems are given to establish these conditions. A real dataset from a cancer clinical trial is presented to further illustrate the proposed methodology.
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.
Marco Bee
2012-01-01
This paper deals with the estimation of the lognormal-Pareto and the lognormal-Generalized Pareto mixture distributions. The log-likelihood function is discontinuous, so that Maximum Likelihood Estimation is not asymptotically optimal. For this reason, we develop an alternative method based on Probability Weighted Moments. We show that the standard version of the method can be applied to the first distribution, but not to the latter. Thus, in the lognormal- Generalized Pareto case, we work ou...
1979-01-01
The computer program Linear SCIDNT which evaluates rotorcraft stability and control coefficients from flight or wind tunnel test data is described. It implements the maximum likelihood method to maximize the likelihood function of the parameters based on measured input/output time histories. Linear SCIDNT may be applied to systems modeled by linear constant-coefficient differential equations. This restriction in scope allows the application of several analytical results which simplify the computation and improve its efficiency over the general nonlinear case.
Recent developments in maximum likelihood estimation of MTMM models for categorical data
Minjeong eJeon
2014-04-01
Full Text Available Maximum likelihood (ML estimation of categorical multitrait-multimethod (MTMM data is challenging because the likelihood involves high-dimensional integrals over the crossed method and trait factors, with no known closed-form solution.The purpose of the study is to introduce three newly developed ML methods that are eligible for estimating MTMM models with categorical responses: Variational maximization-maximization, Alternating imputation posterior, and Monte Carlo local likelihood. Each method is briefly described and its applicability for MTMM models with categorical data are discussed.An illustration is provided using an empirical example.
Maximum Likelihood Blind Channel Estimation for Space-Time Coding Systems
Hakan A. Çırpan
2002-05-01
Full Text Available Sophisticated signal processing techniques have to be developed for capacity enhancement of future wireless communication systems. In recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. Space-time codes are obtained by combining channel coding, modulation, transmit diversity, and optional receive diversity in order to provide diversity at the receiver and coding gain without sacrificing the bandwidth. In this paper, we consider the problem of blind estimation of space-time coded signals along with the channel parameters. Both conditional and unconditional maximum likelihood approaches are developed and iterative solutions are proposed. The conditional maximum likelihood algorithm is based on iterative least squares with projection whereas the unconditional maximum likelihood approach is developed by means of finite state Markov process modelling. The performance analysis issues of the proposed methods are studied. Finally, some simulation results are presented.
Maximum likelihood positioning for gamma-ray imaging detectors with depth of interaction measurement
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.
FastTree 2--approximately maximum-likelihood trees for large alignments.
Morgan N Price
Full Text Available BACKGROUND: We recently described FastTree, a tool for inferring phylogenies for alignments with up to hundreds of thousands of sequences. Here, we describe improvements to FastTree that improve its accuracy without sacrificing scalability. METHODOLOGY/PRINCIPAL FINDINGS: Where FastTree 1 used nearest-neighbor interchanges (NNIs and the minimum-evolution criterion to improve the tree, FastTree 2 adds minimum-evolution subtree-pruning-regrafting (SPRs and maximum-likelihood NNIs. FastTree 2 uses heuristics to restrict the search for better trees and estimates a rate of evolution for each site (the "CAT" approximation. Nevertheless, for both simulated and genuine alignments, FastTree 2 is slightly more accurate than a standard implementation of maximum-likelihood NNIs (PhyML 3 with default settings. Although FastTree 2 is not quite as accurate as methods that use maximum-likelihood SPRs, most of the splits that disagree are poorly supported, and for large alignments, FastTree 2 is 100-1,000 times faster. FastTree 2 inferred a topology and likelihood-based local support values for 237,882 distinct 16S ribosomal RNAs on a desktop computer in 22 hours and 5.8 gigabytes of memory. CONCLUSIONS/SIGNIFICANCE: FastTree 2 allows the inference of maximum-likelihood phylogenies for huge alignments. FastTree 2 is freely available at http://www.microbesonline.org/fasttree.
Abbas TAATI
2015-08-01
Full Text Available Nowadays, remote sensing images have been identified and exploited as the latest information to study land cover and land uses. These digital images are of significant importance, since they can present timely information, and capable of providing land use maps. The aim of this study is to create land use classiﬁcation using a support vector machine (SVM and maximum likelihood classifier (MLC in Qazvin, Iran, by TM images of the Landsat 5 satellite. In the pre-processing stage, the necessary corrections were applied to the images. In order to evaluate the accuracy of the 2 algorithms, the overall accuracy and kappa coefficient were used. The evaluation results verified that the SVM algorithm with an overall accuracy of 86.67 % and a kappa coefficient of 0.82 has a higher accuracy than the MLC algorithm in land use mapping. Therefore, this algorithm has been suggested to be applied as an optimal classifier for extraction of land use maps due to its higher accuracy and better consistency within the study area.
Blind Joint Maximum Likelihood Channel Estimation and Data Detection for SIMO Systems
Sheng Chen; Xiao-Chen Yang; Lei Chen; Lajos Hanzo
2007-01-01
A blind adaptive scheme is proposed for joint maximum likelihood (ML) channel estimation and data detection of singleinput multiple-output (SIMO) systems. The joint ML optimisation over channel and data is decomposed into an iterative optimisation loop. An efficient global optimisation algorithm called the repeated weighted boosting search is employed at the upper level to optimally identify the unknown SIMO channel model, and the Viterbi algorithm is used at the lower level to produce the maximum likelihood sequence estimation of the unknown data sequence. A simulation example is used to demonstrate the effectiveness of this joint ML optimisation scheme for blind adaptive SIMO systems.
Design of Simplified Maximum-Likelihood Receivers for Multiuser CPM Systems
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.
Gupta, N. K.; Mehra, R. K.
1974-01-01
This paper discusses numerical aspects of computing maximum likelihood estimates for linear dynamical systems in state-vector form. Different gradient-based nonlinear programming methods are discussed in a unified framework and their applicability to maximum likelihood estimation is examined. The problems due to singular Hessian or singular information matrix that are common in practice are discussed in detail and methods for their solution are proposed. New results on the calculation of state sensitivity functions via reduced order models are given. Several methods for speeding convergence and reducing computation time are also discussed.
Estimation of bias errors in measured airplane responses using maximum likelihood method
Klein, Vladiaslav; Morgan, Dan R.
1987-01-01
A maximum likelihood method is used for estimation of unknown bias errors in measured airplane responses. The mathematical model of an airplane is represented by six-degrees-of-freedom kinematic equations. In these equations the input variables are replaced by their measured values which are assumed to be without random errors. The resulting algorithm is verified with a simulation and flight test data. The maximum likelihood estimates from in-flight measured data are compared with those obtained by using a nonlinear-fixed-interval-smoother and an extended Kalmar filter.
Study on the Hungarian algorithm for the maximum likelihood data association problem
Wang Jianguo; He Peikun; Cao Wei
2007-01-01
A specialized Hungarian algorithm was developed here for the maximum likelihood data association problem with two implementation versions due to presence of false alarms and missed detections. The maximum likelihood data association problem is formulated as a bipartite weighted matching problem. Its duality and the optimality conditions are given. The Hungarian algorithm with its computational steps, data structure and computational complexity is presented. The two implementation versions, Hungarian forest (HF) algorithm and Hungarian tree (HT) algorithm, and their combination with the na(i)ve auction initialization are discussed. The computational results show that HT algorithm is slightly faster than HF algorithm and they are both superior to the classic Munkres algorithm.
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.
Blind Detection of Ultra-faint Streaks with a Maximum Likelihood Method
Dawson, William A; Kamath, Chandrika
2016-01-01
We have developed a maximum likelihood source detection method capable of detecting ultra-faint streaks with surface brightnesses approximately an order of magnitude fainter than the pixel level noise. Our maximum likelihood detection method is a model based approach that requires no a priori knowledge about the streak location, orientation, length, or surface brightness. This method enables discovery of typically undiscovered objects, and enables the utilization of low-cost sensors (i.e., higher-noise data). The method also easily facilitates multi-epoch co-addition. We will present the results from the application of this method to simulations, as well as real low earth orbit observations.
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models
Mikkelsen, Jakob Guldbæk; Hillebrand, Eric; Urga, Giovanni
In this paper, we develop a maximum likelihood estimator of time-varying loadings in high-dimensional factor models. We specify the loadings to evolve as stationary vector autoregressions (VAR) and show that consistent estimates of the loadings parameters can be obtained by a two-step maximum...... likelihood estimation procedure. In the first step, principal components are extracted from the data to form factor estimates. In the second step, the parameters of the loadings VARs are estimated as a set of univariate regression models with time-varying coefficients. We document the finite...
Maximum likelihood estimation of the parameters of nonminimum phase and noncausal ARMA models
Rasmussen, Klaus Bolding
1994-01-01
The well-known prediction-error-based maximum likelihood (PEML) method can only handle minimum phase ARMA models. This paper presents a new method known as the back-filtering-based maximum likelihood (BFML) method, which can handle nonminimum phase and noncausal ARMA models. The BFML method is id...... is identical to the PEML method in the case of a minimum phase ARMA model, and it turns out that the BFML method incorporates a noncausal ARMA filter with poles outside the unit circle for estimation of the parameters of a causal, nonminimum phase ARMA model...
Louis de Grange
2010-09-01
Full Text Available Maximum entropy models are often used to describe supply and demand behavior in urban transportation and land use systems. However, they have been criticized for not representing behavioral rules of system agents and because their parameters seems to adjust only to modeler-imposed constraints. In response, it is demonstrated that the solution to the entropy maximization problem with linear constraints is a multinomial logit model whose parameters solve the likelihood maximization problem of this probabilistic model. But this result neither provides a microeconomic interpretation of the entropy maximization problem nor explains the equivalence of these two optimization problems. This work demonstrates that an analysis of the dual of the entropy maximization problem yields two useful alternative explanations of its solution. The first shows that the maximum entropy estimators of the multinomial logit model parameters reproduce rational user behavior, while the second shows that the likelihood maximization problem for multinomial logit models is the dual of the entropy maximization problem.
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.
Kiviet, J.F.; Phillips, G.D.A.
2014-01-01
In dynamic regression models conditional maximum likelihood (least-squares) coefficient and variance estimators are biased. Using expansion techniques an approximation is obtained to the bias in variance estimation yielding a bias corrected variance estimator. This is achieved for both the standard
Maximum likelihood estimation for Cox's regression model under nested case-control sampling
Scheike, Thomas Harder; Juul, Anders
2004-01-01
-like growth factor I was associated with ischemic heart disease. The study was based on a population of 3784 Danes and 231 cases of ischemic heart disease where controls were matched on age and gender. We illustrate the use of the MLE for these data and show how the maximum likelihood framework can be used...
On the Existence and Uniqueness of Maximum-Likelihood Estimates in the Rasch Model.
Fischer, Gerhard H.
1981-01-01
Necessary and sufficient conditions for the existence and uniqueness of a solution of the so-called "unconditional" and the "conditional" maximum-likelihood estimation equations in the dichotomous Rasch model are given. It is shown how to apply the results in practical uses of the Rasch model. (Author/JKS)
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…
Maximum likelihood PSD estimation for speech enhancement in reverberant and noisy conditions
Kuklasinski, Adam; Doclo, Simon; Jensen, Jesper
2016-01-01
We propose a novel Power Spectral Density (PSD) estimator for multi-microphone systems operating in reverberant and noisy conditions. The estimator is derived using the maximum likelihood approach and is based on a blocked and pre-whitened additive signal model. The intended application......, the difference between algorithms was found to be statistically significant only in some of the experimental conditions....
Jie Li DING; Xi Ru CHEN
2006-01-01
For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE)(β^)n of the parameters are studied. Under reasonable conditions, we prove the weak, strong consistency and asymptotic normality of(β^)n.
On the Loss of Information in Conditional Maximum Likelihood Estimation of Item Parameters.
Eggen, Theo J. H. M.
2000-01-01
Shows that the concept of F-information, a generalization of Fisher information, is a useful took for evaluating the loss of information in conditional maximum likelihood (CML) estimation. With the F-information concept it is possible to investigate the conditions under which there is no loss of information in CML estimation and to quantify a loss…
Casabianca, Jodi M.; Lewis, Charles
2015-01-01
Loglinear smoothing (LLS) estimates the latent trait distribution while making fewer assumptions about its form and maintaining parsimony, thus leading to more precise item response theory (IRT) item parameter estimates than standard marginal maximum likelihood (MML). This article provides the expectation-maximization algorithm for MML estimation…
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) ...
Indoor Ultra-Wide Band Network Adjustment using Maximum Likelihood Estimation
Koppanyi, Z.; Toth, C. K.
2014-11-01
This study is the part of our ongoing research on using ultra-wide band (UWB) technology for navigation at the Ohio State University. Our tests have indicated that the UWB two-way time-of-flight ranges under indoor circumstances follow a Gaussian mixture distribution that may be caused by the incompleteness of the functional model. In this case, to adjust the UWB network from the observed ranges, the maximum likelihood estimation (MLE) may provide a better solution for the node coordinates than the widely-used least squares approach. The prerequisite of the maximum likelihood method is to know the probability density functions. The 30 Hz sampling rate of the UWB sensors enables to estimate these functions between each node from the samples in static positioning mode. In order to prove the MLE hypothesis, an UWB network has been established in a multi-path density environment for test data acquisition. The least squares and maximum likelihood coordinate solutions are determined and compared, and the results indicate that better accuracy can be achieved with maximum likelihood estimation.
Maximum Likelihood Analysis of Nonlinear Structural Equation Models with Dichotomous Variables
Song, Xin-Yuan; Lee, Sik-Yum
2005-01-01
In this article, a maximum likelihood approach is developed to analyze structural equation models with dichotomous variables that are common in behavioral, psychological and social research. To assess nonlinear causal effects among the latent variables, the structural equation in the model is defined by a nonlinear function. The basic idea of the…
A note on the maximum likelihood estimator in the gamma regression model
Jerzy P. Rydlewski
2009-01-01
Full Text Available This paper considers a nonlinear regression model, in which the dependent variable has the gamma distribution. A model is considered in which the shape parameter of the random variable is the sum of continuous and algebraically independent functions. The paper proves that there is exactly one maximum likelihood estimator for the gamma regression model.
Klein, Andreas G.; Muthen, Bengt O.
2007-01-01
In this article, a nonlinear structural equation model is introduced and a quasi-maximum likelihood method for simultaneous estimation and testing of multiple nonlinear effects is developed. The focus of the new methodology lies on efficiency, robustness, and computational practicability. Monte-Carlo studies indicate that the method is highly…
Maximum Likelihood Analysis of a Two-Level Nonlinear Structural Equation Model with Fixed Covariates
Lee, Sik-Yum; Song, Xin-Yuan
2005-01-01
In this article, a maximum likelihood (ML) approach for analyzing a rather general two-level structural equation model is developed for hierarchically structured data that are very common in educational and/or behavioral research. The proposed two-level model can accommodate nonlinear causal relations among latent variables as well as effects…
Marginal Maximum Likelihood Estimation of a Latent Variable Model with Interaction
Cudeck, Robert; Harring, Jeffrey R.; du Toit, Stephen H. C.
2009-01-01
There has been considerable interest in nonlinear latent variable models specifying interaction between latent variables. Although it seems to be only slightly more complex than linear regression without the interaction, the model that includes a product of latent variables cannot be estimated by maximum likelihood assuming normality.…
Maximum Likelihood Estimation of Nonlinear Structural Equation Models with Ignorable Missing Data
Lee, Sik-Yum; Song, Xin-Yuan; Lee, John C. K.
2003-01-01
The existing maximum likelihood theory and its computer software in structural equation modeling are established on the basis of linear relationships among latent variables with fully observed data. However, in social and behavioral sciences, nonlinear relationships among the latent variables are important for establishing more meaningful models…
Enders, Craig K.
2001-01-01
Examined the performance of a recently available full information maximum likelihood (FIML) estimator in a multiple regression model with missing data using Monte Carlo simulation and considering the effects of four independent variables. Results indicate that FIML estimation was superior to that of three ad hoc techniques, with less bias and less…
A Maximum Likelihood Method for Latent Class Regression Involving a Censored Dependent Variable.
Jedidi, Kamel; And Others
1993-01-01
A method is proposed to simultaneously estimate regression functions and subject membership in "k" latent classes or groups given a censored dependent variable for a cross-section of subjects. Maximum likelihood estimates are obtained using an EM algorithm. The method is illustrated through a consumer psychology application. (SLD)
Maximum likelihood approach to “informed” Sound Source Localization for Hearing Aid applications
Farmani, Mojtaba; Pedersen, Michael Syskind; Tan, Zheng-Hua
2015-01-01
-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...
Finding Quantitative Trait Loci Genes with Collaborative Targeted Maximum Likelihood Learning.
Wang, Hui; Rose, Sherri; van der Laan, Mark J
2011-07-01
Quantitative trait loci mapping is focused on identifying the positions and effect of genes underlying an an observed trait. We present a collaborative targeted maximum likelihood estimator in a semi-parametric model using a newly proposed 2-part super learning algorithm to find quantitative trait loci genes in listeria data. Results are compared to the parametric composite interval mapping approach.
Constrained Maximum Likelihood Estimation for Two-Level Mean and Covariance Structure Models
Bentler, Peter M.; Liang, Jiajuan; Tang, Man-Lai; Yuan, Ke-Hai
2011-01-01
Maximum likelihood is commonly used for the estimation of model parameters in the analysis of two-level structural equation models. Constraints on model parameters could be encountered in some situations such as equal factor loadings for different factors. Linear constraints are the most common ones and they are relatively easy to handle in…
Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation
Alejandro C. Frery
2004-12-01
Full Text Available This paper deals with numerical problems arising when performing maximum likelihood parameter estimation in speckled imagery using small samples. The noise that appears in images obtained with coherent illumination, as is the case of sonar, laser, ultrasound-B, and synthetic aperture radar, is called speckle, and it can neither be assumed Gaussian nor additive. The properties of speckle noise are well described by the multiplicative model, a statistical framework from which stem several important distributions. Amongst these distributions, one is regarded as the universal model for speckled data, namely, the Ã°ÂÂ’Â¢0 law. This paper deals with amplitude data, so the Ã°ÂÂ’Â¢A0 distribution will be used. The literature reports that techniques for obtaining estimates (maximum likelihood, based on moments and on order statistics of the parameters of the Ã°ÂÂ’Â¢A0 distribution require samples of hundreds, even thousands, of observations in order to obtain sensible values. This is verified for maximum likelihood estimation, and a proposal based on alternate optimization is made to alleviate this situation. The proposal is assessed with real and simulated data, showing that the convergence problems are no longer present. A Monte Carlo experiment is devised to estimate the quality of maximum likelihood estimators in small samples, and real data is successfully analyzed with the proposed alternated procedure. Stylized empirical influence functions are computed and used to choose a strategy for computing maximum likelihood estimates that is resistant to outliers.
Parameter Estimation for an Electric Arc Furnace Model Using Maximum Likelihood
Jesser J. Marulanda-Durango
2012-12-01
Full Text Available In this paper, we present a methodology for estimating the parameters of a model for an electrical arc furnace, by using maximum likelihood estimation. Maximum likelihood estimation is one of the most employed methods for parameter estimation in practical settings. The model for the electrical arc furnace that we consider, takes into account the non-periodic and non-linear variations in the voltage-current characteristic. We use NETLAB, an open source MATLAB® toolbox, for solving a set of non-linear algebraic equations that relate all the parameters to be estimated. Results obtained through simulation of the model in PSCADTM, are contrasted against real measurements taken during the furnance's most critical operating point. We show how the model for the electrical arc furnace, with appropriate parameter tuning, captures with great detail the real voltage and current waveforms generated by the system. Results obtained show a maximum error of 5% for the current's root mean square error.
Qibing GAO; Yaohua WU; Chunhua ZHU; Zhanfeng WANG
2008-01-01
In generalized linear models with fixed design, under the assumption ~ →∞ and otherregularity conditions, the asymptotic normality of maximum quasi-likelihood estimator (β)n, which is the root of the quasi-likelihood equation with natural link function ∑n/i=1Xi(yi-μ(X1/iβ))=0, is obtained,where λ/-n denotes the minimum eigenvalue of ∑n/i=1XiX/1/i, Xi are bounded p x q regressors, and yi are q × 1 responses.
Yatracos, Yannis G.
2013-01-01
The inherent bias pathology of the maximum likelihood (ML) estimation method is confirmed for models with unknown parameters $\\theta$ and $\\psi$ when MLE $\\hat \\psi$ is function of MLE $\\hat \\theta.$ To reduce $\\hat \\psi$'s bias the likelihood equation to be solved for $\\psi$ is updated using the model for the data $Y$ in it. Model updated (MU) MLE, $\\hat \\psi_{MU},$ often reduces either totally or partially $\\hat \\psi$'s bias when estimating shape parameter $\\psi.$ For the Pareto model $\\hat...
Maximum likelihood estimation for Cox's regression model under nested case-control sampling
Scheike, Thomas; Juul, Anders
2004-01-01
Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazards...... model. The MLE is computed by the EM-algorithm, which is easy to implement in the proportional hazards setting. Standard errors are estimated by a numerical profile likelihood approach based on EM aided differentiation. The work was motivated by a nested case-control study that hypothesized that insulin...
Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
无
2004-01-01
［1］McCullagh, P., Nelder, J. A., Generalized Linear Models, New York: Chapman and Hall, 1989.［2］Wedderbum, R. W. M., Quasi-likelihood functions, generalized linear models and Gauss-Newton method,Biometrika, 1974, 61:439-447.［3］Fahrmeir, L., Maximum likelihood estimation in misspecified generalized linear models, Statistics, 1990, 21:487-502.［4］Fahrmeir, L., Kaufmann, H., Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models, Ann. Statist., 1985, 13: 342-368.［5］Melder, J. A., Pregibon, D., An extended quasi-likelihood function, Biometrika, 1987, 74: 221-232.［6］Bennet, G., Probability inequalities for the sum of independent random variables, JASA, 1962, 57: 33-45.［7］Stout, W. F., Almost Sure Convergence, New York:Academic Press, 1974.［8］Petrov, V, V., Sums of Independent Random Variables, Berlin, New York: Springer-Verlag, 1975.
Donato, David I.
2012-01-01
This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.
Combined simplified maximum likelihood and sphere decoding algorithm for MIMO system
ZHANG Lei; YUAN Ting-ting; ZHANG Xin; YANG Da-cheng
2008-01-01
In this article, a new system model for sphere decoding (SD) algorithm is introduced. For the multiple- input multiple-out (MIMO) system, a simplified maximum likelihood (SML) decoding algorithm is proposed based on the new model. The SML algorithm achieves optimal maximum likelihood (ML) performance, and drastically reduces the complexity as compared to the conventional SD algorithm. The improved algorithm is presented by combining the sphere decoding algorithm based on Schnorr-Euchner strategy (SE-SD) with the SML algorithm when the number of transmit antennas exceeds 2. Compared to conventional SD, the proposed algorithm has low complexity especially at low signal to noise ratio (SNR). It is shown by simulation that the proposed algorithm has performance very close to conventional SD.
Schminkey, Donna L; von Oertzen, Timo; Bullock, Linda
2016-08-01
With increasing access to population-based data and electronic health records for secondary analysis, missing data are common. In the social and behavioral sciences, missing data frequently are handled with multiple imputation methods or full information maximum likelihood (FIML) techniques, but healthcare researchers have not embraced these methodologies to the same extent and more often use either traditional imputation techniques or complete case analysis, which can compromise power and introduce unintended bias. This article is a review of options for handling missing data, concluding with a case study demonstrating the utility of multilevel structural equation modeling using full information maximum likelihood (MSEM with FIML) to handle large amounts of missing data. MSEM with FIML is a parsimonious and hypothesis-driven strategy to cope with large amounts of missing data without compromising power or introducing bias. This technique is relevant for nurse researchers faced with ever-increasing amounts of electronic data and decreasing research budgets. © 2016 Wiley Periodicals, Inc.
The Multivariate Watson Distribution: Maximum-Likelihood Estimation and other Aspects
Sra, Suvrit
2011-01-01
This paper studies fundamental aspects of modelling data using multivariate Watson distributions. Although these distributions are natural for modelling axially symmetric data (i.e., unit vectors where $\\pm \\x$ are equivalent), for high-dimensions using them can be difficult. Why so? Largely because for Watson distributions even basic tasks such as maximum-likelihood are numerically challenging. To tackle the numerical difficulties some approximations have been derived---but these are either grossly inaccurate in high-dimensions (\\emph{Directional Statistics}, Mardia & Jupp. 2000) or when reasonably accurate (\\emph{J. Machine Learning Research, W. & C.P., v2}, Bijral \\emph{et al.}, 2007, pp. 35--42), they lack theoretical justification. We derive new approximations to the maximum-likelihood estimates; our approximations are theoretically well-defined, numerically accurate, and easy to compute. We build on our parameter estimation and discuss mixture-modelling with Watson distributions; here we uncover...
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.
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.
Silver, Jeremy D; Ritchie, Matthew E; Smyth, Gordon K
2009-01-01
is developed for exact maximum likelihood estimation (MLE) using high-quality optimization software and using the saddle-point estimates as starting values. "MLE" is shown to outperform heuristic estimators proposed by other authors, both in terms of estimation accuracy and in terms of performance on real data....... The saddle-point approximation is an adequate replacement in most practical situations. The performance of normexp for assessing differential expression is improved by adding a small offset to the corrected intensities....
Yang Fengfan
2004-01-01
A new technique for turbo decoder is proposed by using a local subsidiary maximum likelihood decoding and a probability distributions family for the extrinsic information. The optimal distribution of the extrinsic information is dynamically specified for each component decoder.The simulation results show that the iterative decoder with the new technique outperforms that of the decoder with the traditional Gaussian approach for the extrinsic information under the same conditions.
On the rate of convergence of the maximum likelihood estimator of a k-monotone density
WELLNER; Jon; A
2009-01-01
Bounds for the bracketing entropy of the classes of bounded k-monotone functions on [0,A] are obtained under both the Hellinger distance and the Lp(Q) distance,where 1 p < ∞ and Q is a probability measure on [0,A].The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a k-monotone density.
On the rate of convergence of the maximum likelihood estimator of a K-monotone density
GAO FuChang; WELLNER Jon A
2009-01-01
Bounds for the bracketing entropy of the classes of bounded K-monotone functions on [0, A] are obtained under both the Hellinger distance and the LP(Q) distance, where 1 ≤ p < ∞ and Q is a probability measure on [0, A]. The result is then applied to obtain the rate of convergence of the maximum likelihood estimator of a K-monotone density.
Second order pseudo-maximum likelihood estimation and conditional variance misspecification
Lejeune, Bernard
1997-01-01
In this paper, we study the behavior of second order pseudo-maximum likelihood estimators under conditional variance misspecification. We determine sufficient and essentially necessary conditions for such a estimator to be, regardless of the conditional variance (mis)specification, consistent for the mean parameters when the conditional mean is correctly specified. These conditions implie that, even if mean and variance parameters vary independently, standard PML2 estimators are generally not...
YIN; Changming; ZHAO; Lincheng; WEI; Chengdong
2006-01-01
In a generalized linear model with q × 1 responses, the bounded and fixed (or adaptive) p × q regressors Zi and the general link function, under the most general assumption on the minimum eigenvalue of ∑ni=1 ZiZ'i, the moment condition on responses as weak as possible and the other mild regular conditions, we prove that the maximum quasi-likelihood estimates for the regression parameter vector are asymptotically normal and strongly consistent.
Moore, S K; Hunter, W C J; Furenlid, L.R.; Barrett, H. H.
2007-01-01
We present a simple 3D event position-estimation method using raw list-mode acquisition and maximum-likelihood estimation in a modular gamma camera with a thick (25mm) monolithic scintillation crystal. This method involves measuring 2D calibration scans with a well-collimated 511 keV source and fitting each point to a simple depth-dependent light distribution model. Preliminary results show that angled collimated beams appear properly reconstructed.
Che Wan Jasimah bt Wan Mohamed Radzi; Huang Hui; Hashem Salarzadeh Jenatabadi
2016-01-01
Several factors may influence children’s lifestyle. The main purpose of this study is to introduce a children’s lifestyle index framework and model it based on structural equation modeling (SEM) with Maximum likelihood (ML) and Bayesian predictors. This framework includes parental socioeconomic status, household food security, parental lifestyle, and children’s lifestyle. The sample for this study involves 452 volunteer Chinese families with children 7–12 years old. The experimental results a...
Magnard, Christophe; Small, David; Meier, Erich
2015-01-01
The phase estimation of cross-track multibaseline synthetic aperture interferometric data is usually thought to be very efficiently achieved using the maximum likelihood (ML) method. The suitability of this method is investigated here as applied to airborne single pass multibaseline data. Experimental interferometric data acquired with a Ka-band sensor were processed using (a) a ML method that fuses the complex data from all receivers and (b) a coarse-to-fine method that only uses the interme...
GaoChunwen; XuJingzhen; RichardSinding-Larsen
2005-01-01
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith's discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.
Robust maximum likelihood estimation for stochastic state space model with observation outliers
AlMutawa, J.
2016-08-01
The objective of this paper is to develop a robust maximum likelihood estimation (MLE) for the stochastic state space model via the expectation maximisation algorithm to cope with observation outliers. Two types of outliers and their influence are studied in this paper: namely,the additive outlier (AO) and innovative outlier (IO). Due to the sensitivity of the MLE to AO and IO, we propose two techniques for robustifying the MLE: the weighted maximum likelihood estimation (WMLE) and the trimmed maximum likelihood estimation (TMLE). The WMLE is easy to implement with weights estimated from the data; however, it is still sensitive to IO and a patch of AO outliers. On the other hand, the TMLE is reduced to a combinatorial optimisation problem and hard to implement but it is efficient to both types of outliers presented here. To overcome the difficulty, we apply the parallel randomised algorithm that has a low computational cost. A Monte Carlo simulation result shows the efficiency of the proposed algorithms. An earlier version of this paper was presented at the 8th Asian Control Conference, Kaohsiung, Taiwan, 2011.
Wang, Changyuan; Zhang, Jing; Mu, Jing
2012-01-01
A new filter named the maximum likelihood-based iterated divided difference filter (MLIDDF) is developed to improve the low state estimation accuracy of nonlinear state estimation due to large initial estimation errors and nonlinearity of measurement equations. The MLIDDF algorithm is derivative-free and implemented only by calculating the functional evaluations. The MLIDDF algorithm involves the use of the iteration measurement update and the current measurement, and the iteration termination criterion based on maximum likelihood is introduced in the measurement update step, so the MLIDDF is guaranteed to produce a sequence estimate that moves up the maximum likelihood surface. In a simulation, its performance is compared against that of the unscented Kalman filter (UKF), divided difference filter (DDF), iterated unscented Kalman filter (IUKF) and iterated divided difference filter (IDDF) both using a traditional iteration strategy. Simulation results demonstrate that the accumulated mean-square root error for the MLIDDF algorithm in position is reduced by 63% compared to that of UKF and DDF algorithms, and by 7% compared to that of IUKF and IDDF algorithms. The new algorithm thus has better state estimation accuracy and a fast convergence rate.
Trujillo, B. M.
1986-01-01
This paper presents the technique and results of maximum likelihood estimation used to determine lift and drag characteristics of the Space Shuttle Orbiter. Maximum likelihood estimation uses measurable parameters to estimate nonmeasurable parameters. The nonmeasurable parameters for this case are elements of a nonlinear, dynamic model of the orbiter. The estimated parameters are used to evaluate a cost function that computes the differences between the measured and estimated longitudinal parameters. The case presented is a dynamic analysis. This places less restriction on pitching motion and can provide additional information about the orbiter such as lift and drag characteristics at conditions other than trim, instrument biases, and pitching moment characteristics. In addition, an output of the analysis is an estimate of the values for the individual components of lift and drag that contribute to the total lift and drag. The results show that maximum likelihood estimation is a useful tool for analysis of Space Shuttle Orbiter performance and is also applicable to parameter analysis of other types of aircraft.
Changyuan Wang
2012-06-01
Full Text Available A new filter named the maximum likelihood-based iterated divided difference filter (MLIDDF is developed to improve the low state estimation accuracy of nonlinear state estimation due to large initial estimation errors and nonlinearity of measurement equations. The MLIDDF algorithm is derivative-free and implemented only by calculating the functional evaluations. The MLIDDF algorithm involves the use of the iteration measurement update and the current measurement, and the iteration termination criterion based on maximum likelihood is introduced in the measurement update step, so the MLIDDF is guaranteed to produce a sequence estimate that moves up the maximum likelihood surface. In a simulation, its performance is compared against that of the unscented Kalman filter (UKF, divided difference filter (DDF, iterated unscented Kalman filter (IUKF and iterated divided difference filter (IDDF both using a traditional iteration strategy. Simulation results demonstrate that the accumulated mean-square root error for the MLIDDF algorithm in position is reduced by 63% compared to that of UKF and DDF algorithms, and by 7% compared to that of IUKF and IDDF algorithms. The new algorithm thus has better state estimation accuracy and a fast convergence rate.
A real-time maximum-likelihood heart-rate estimator for wearable textile sensors.
Cheng, Mu-Huo; Chen, Li-Chung; Hung, Ying-Che; Yang, Chang Ming
2008-01-01
This paper presents a real-time maximum-likelihood heart-rate estimator for ECG data measured via wearable textile sensors. The ECG signals measured from wearable dry electrodes are notorious for its susceptibility to interference from the respiration or the motion of wearing person such that the signal quality may degrade dramatically. To overcome these obstacles, in the proposed heart-rate estimator we first employ the subspace approach to remove the wandering baseline, then use a simple nonlinear absolute operation to reduce the high-frequency noise contamination, and finally apply the maximum likelihood estimation technique for estimating the interval of R-R peaks. A parameter derived from the byproduct of maximum likelihood estimation is also proposed as an indicator for signal quality. To achieve the goal of real-time, we develop a simple adaptive algorithm from the numerical power method to realize the subspace filter and apply the fast-Fourier transform (FFT) technique for realization of the correlation technique such that the whole estimator can be implemented in an FPGA system. Experiments are performed to demonstrate the viability of the proposed system.
Performance of penalized maximum likelihood in estimation of genetic covariances matrices
Meyer Karin
2011-11-01
Full Text Available Abstract Background Estimation of genetic covariance matrices for multivariate problems comprising more than a few traits is inherently problematic, since sampling variation increases dramatically with the number of traits. This paper investigates the efficacy of regularized estimation of covariance components in a maximum likelihood framework, imposing a penalty on the likelihood designed to reduce sampling variation. In particular, penalties that "borrow strength" from the phenotypic covariance matrix are considered. Methods An extensive simulation study was carried out to investigate the reduction in average 'loss', i.e. the deviation in estimated matrices from the population values, and the accompanying bias for a range of parameter values and sample sizes. A number of penalties are examined, penalizing either the canonical eigenvalues or the genetic covariance or correlation matrices. In addition, several strategies to determine the amount of penalization to be applied, i.e. to estimate the appropriate tuning factor, are explored. Results It is shown that substantial reductions in loss for estimates of genetic covariance can be achieved for small to moderate sample sizes. While no penalty performed best overall, penalizing the variance among the estimated canonical eigenvalues on the logarithmic scale or shrinking the genetic towards the phenotypic correlation matrix appeared most advantageous. Estimating the tuning factor using cross-validation resulted in a loss reduction 10 to 15% less than that obtained if population values were known. Applying a mild penalty, chosen so that the deviation in likelihood from the maximum was non-significant, performed as well if not better than cross-validation and can be recommended as a pragmatic strategy. Conclusions Penalized maximum likelihood estimation provides the means to 'make the most' of limited and precious data and facilitates more stable estimation for multi-dimensional analyses. It should
Maximum-Likelihood Semiblind Equalization of Doubly Selective Channels Using the EM Algorithm
Gideon Kutz
2010-01-01
Full Text Available Maximum-likelihood semi-blind joint channel estimation and equalization for doubly selective channels and single-carrier systems is proposed. We model the doubly selective channel as an FIR filter where each filter tap is modeled as a linear combination of basis functions. This channel description is then integrated in an iterative scheme based on the expectation-maximization (EM principle that converges to the channel description vector estimation. We discuss the selection of the basis functions and compare various functions sets. To alleviate the problem of convergence to a local maximum, we propose an initialization scheme to the EM iterations based on a small number of pilot symbols. We further derive a pilot positioning scheme targeted to reduce the probability of convergence to a local maximum. Our pilot positioning analysis reveals that for high Doppler rates it is better to spread the pilots evenly throughout the data block (and not to group them even for frequency-selective channels. The resulting equalization algorithm is shown to be superior over previously proposed equalization schemes and to perform in many cases close to the maximum-likelihood equalizer with perfect channel knowledge. Our proposed method is also suitable for coded systems and as a building block for Turbo equalization algorithms.
Simple Penalties on Maximum-Likelihood Estimates of Genetic Parameters to Reduce Sampling Variation.
Meyer, Karin
2016-08-01
Multivariate estimates of genetic parameters are subject to substantial sampling variation, especially for smaller data sets and more than a few traits. A simple modification of standard, maximum-likelihood procedures for multivariate analyses to estimate genetic covariances is described, which can improve estimates by substantially reducing their sampling variances. This is achieved by maximizing the likelihood subject to a penalty. Borrowing from Bayesian principles, we propose a mild, default penalty-derived assuming a Beta distribution of scale-free functions of the covariance components to be estimated-rather than laboriously attempting to determine the stringency of penalization from the data. An extensive simulation study is presented, demonstrating that such penalties can yield very worthwhile reductions in loss, i.e., the difference from population values, for a wide range of scenarios and without distorting estimates of phenotypic covariances. Moreover, mild default penalties tend not to increase loss in difficult cases and, on average, achieve reductions in loss of similar magnitude to computationally demanding schemes to optimize the degree of penalization. Pertinent details required for the adaptation of standard algorithms to locate the maximum of the likelihood function are outlined.
Mahmud, Jumailiyah; Sutikno, Muzayanah; Naga, Dali S.
2016-01-01
The aim of this study is to determine variance difference between maximum likelihood and expected A posteriori estimation methods viewed from number of test items of aptitude test. The variance presents an accuracy generated by both maximum likelihood and Bayes estimation methods. The test consists of three subtests, each with 40 multiple-choice…
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.
无
2007-01-01
This paper addresses the problems of parameter estimation of multivariable stationary stochastic systems on the basis of observed output data. The main contribution is to employ the expectation-maximisation (EM) method as a means for computation of the maximum-likelihood (ML) parameter estimation of the system. Closed form of the expectation of the studied system subjected to Gaussian distribution noise is derived and paraneter choice that maximizes the expectation is also proposed. This results in an iterative algorithm for parameter estimation and the robust algorithm implementation based on technique of QR-factorization and Cholesky factorization is also discussed. Moreover, algorithmic properties such as non-decreasing likelihood value, necessary and sufficient conditions for the algorithm to arrive at a local stationary parameter, the convergence rate and the factors affecting the convergence rate are analyzed. Simulation study shows that the proposed algorithm has attractive properties such as numerical stability, and avoidance of difficult initial conditions.
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard
2008-01-01
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...... that the specific growth rate is the same for all bacteria strains. This study highlights the importance of carrying out an explorative examination of residuals in order to make a correct parametrization of a model including the covariance structure. The ML method is shown to be a strong tool as it enables......The specific growth rate for P. aeruginosa and four mutator strains mutT, mutY, mutM and mutY–mutM is estimated by a suggested Maximum Likelihood, ML, method which takes the autocorrelation of the observation into account. For each bacteria strain, six wells of optical density, OD, measurements...
Dong, Yi; Mihalas, Stefan; Russell, Alexander; Etienne-Cummings, Ralph; Niebur, Ernst
2011-11-01
When a neuronal spike train is observed, what can we deduce from it about the properties of the neuron that generated it? A natural way to answer this question is to make an assumption about the type of neuron, select an appropriate model for this type, and then choose the model parameters as those that are most likely to generate the observed spike train. This is the maximum likelihood method. If the neuron obeys simple integrate-and-fire dynamics, Paninski, Pillow, and Simoncelli (2004) showed that its negative log-likelihood function is convex and that, at least in principle, its unique global minimum can thus be found by gradient descent techniques. Many biological neurons are, however, known to generate a richer repertoire of spiking behaviors than can be explained in a simple integrate-and-fire model. For instance, such a model retains only an implicit (through spike-induced currents), not an explicit, memory of its input; an example of a physiological situation that cannot be explained is the absence of firing if the input current is increased very slowly. Therefore, we use an expanded model (Mihalas & Niebur, 2009 ), which is capable of generating a large number of complex firing patterns while still being linear. Linearity is important because it maintains the distribution of the random variables and still allows maximum likelihood methods to be used. In this study, we show that although convexity of the negative log-likelihood function is not guaranteed for this model, the minimum of this function yields a good estimate for the model parameters, in particular if the noise level is treated as a free parameter. Furthermore, we show that a nonlinear function minimization method (r-algorithm with space dilation) usually reaches the global minimum.
Maximum likelihood based multi-channel isotropic reverberation reduction for hearing aids
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...
A maximum likelihood estimation framework for delay logistic differential equation model
Mahmoud, Ahmed Adly; Dass, Sarat Chandra; Muthuvalu, Mohana S.
2016-11-01
This paper will introduce the maximum likelihood method of estimation for delay differential equation model governed by unknown delay and other parameters of interest followed by a numerical solver approach. As an example we consider the delayed logistic differential equation. A grid based estimation framework is proposed. Our methodology estimates correctly the delay parameter as well as the initial starting value of the dynamical system based on simulation data. The computations have been carried out with help of mathematical software: MATLAB® 8.0 R2012b.
On the maximum likelihood training of gradient-enhanced spatial Gaussian processes
Zimmermann, Ralf
2013-01-01
Spatial Gaussian processes, alias spatial linear models or Kriging estimators, are a powerful and well-established tool for the design and analysis of computer experiments in a multitude of engineering applications. A key challenge in constructing spatial Gaussian processes is the training...... to incorporate the cross-correlations between the function values and their partial deriva- tives in the maximum likelihood estimation. In this paper it is proved that in consistency with the model assumptions, both the autocorrelations and the aforementioned cross-correlations must be considered when optimizing...
Community detection in networks: Modularity optimization and maximum likelihood are equivalent
Newman, M E J
2016-01-01
We demonstrate an exact equivalence between two widely used methods of community detection in networks, the method of modularity maximization in its generalized form which incorporates a resolution parameter controlling the size of the communities discovered, and the method of maximum likelihood applied to the special case of the stochastic block model known as the planted partition model, in which all communities in a network are assumed to have statistically similar properties. Among other things, this equivalence provides a mathematically principled derivation of the modularity function, clarifies the conditions and assumptions of its use, and gives an explicit formula for the optimal value of the resolution parameter.
Two-Stage Maximum Likelihood Estimation (TSMLE for MT-CDMA Signals in the Indoor Environment
Sesay Abu B
2004-01-01
Full Text Available This paper proposes a two-stage maximum likelihood estimation (TSMLE technique suited for multitone code division multiple access (MT-CDMA system. Here, an analytical framework is presented in the indoor environment for determining the average bit error rate (BER of the system, over Rayleigh and Ricean fading channels. The analytical model is derived for quadrature phase shift keying (QPSK modulation technique by taking into account the number of tones, signal bandwidth (BW, bit rate, and transmission power. Numerical results are presented to validate the analysis, and to justify the approximations made therein. Moreover, these results are shown to agree completely with those obtained by simulation.
Maximum likelihood based multi-channel isotropic reverberation reduction for hearing aids
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...
Genetic algorithm-based wide-band deterministic maximum likelihood direction finding algorithm
无
2005-01-01
The wide-band direction finding is one of hit and difficult task in array signal processing. This paper generalizes narrow-band deterministic maximum likelihood direction finding algorithm to the wideband case, and so constructions an object function, then utilizes genetic algorithm for nonlinear global optimization. Direction of arrival is estimated without preprocessing of array data and so the algorithm eliminates the effect of pre-estimate on the final estimation. The algorithm is applied on uniform linear array and extensive simulation results prove the efficacy of the algorithm. In the process of simulation, we obtain the relation between estimation error and parameters of genetic algorithm.
Maximum Likelihood PSD Estimation for Speech Enhancement in Reverberation and Noise
Kuklasinski, Adam; Doclo, Simon; Jensen, Søren Holdt
2016-01-01
In this contribution we focus on the problem of power spectral density (PSD) estimation from multiple microphone signals in reverberant and noisy environments. The PSD estimation method proposed in this paper is based on the maximum likelihood (ML) methodology. In particular, we derive a novel ML...... PSD estimation scheme that is suitable for sound scenes which besides speech and reverberation consist of an additional noise component whose second-order statistics are known. The proposed algorithm is shown to outperform an existing similar algorithm in terms of PSD estimation accuracy. Moreover...
Maximum-Likelihood Approach to Topological Charge Fluctuations in Lattice Gauge Theory
Brower, R C; Fleming, G T; Lin, M F; Neil, E T; Osborn, J C; Rebbi, C; Rinaldi, E; Schaich, D; Schroeder, C; Voronov, G; Vranas, P; Weinberg, E; Witzel, O
2014-01-01
We present a novel technique for the determination of the topological susceptibility (related to the variance of the distribution of global topological charge) from lattice gauge theory simulations, based on maximum-likelihood analysis of the Markov-chain Monte Carlo time series. This technique is expected to be particularly useful in situations where relatively few tunneling events are observed. Restriction to a lattice subvolume on which topological charge is not quantized is explored, and may lead to further improvement when the global topology is poorly sampled. We test our proposed method on a set of lattice data, and compare it to traditional methods.
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.
Nonlinear Random Effects Mixture Models: Maximum Likelihood Estimation via the EM Algorithm.
Wang, Xiaoning; Schumitzky, Alan; D'Argenio, David Z
2007-08-15
Nonlinear random effects models with finite mixture structures are used to identify polymorphism in pharmacokinetic/pharmacodynamic phenotypes. An EM algorithm for maximum likelihood estimation approach is developed and uses sampling-based methods to implement the expectation step, that results in an analytically tractable maximization step. A benefit of the approach is that no model linearization is performed and the estimation precision can be arbitrarily controlled by the sampling process. A detailed simulation study illustrates the feasibility of the estimation approach and evaluates its performance. Applications of the proposed nonlinear random effects mixture model approach to other population pharmacokinetic/pharmacodynamic problems will be of interest for future investigation.
Khairuzzaman, Md; Zhang, Chao; Igarashi, Koji; Katoh, Kazuhiro; Kikuchi, Kazuro
2010-03-01
We describe a successful introduction of maximum-likelihood-sequence estimation (MLSE) into digital coherent receivers together with finite-impulse response (FIR) filters in order to equalize both linear and nonlinear fiber impairments. The MLSE equalizer based on the Viterbi algorithm is implemented in the offline digital signal processing (DSP) core. We transmit 20-Gbit/s quadrature phase-shift keying (QPSK) signals through a 200-km-long standard single-mode fiber. The bit-error rate performance shows that the MLSE equalizer outperforms the conventional adaptive FIR filter, especially when nonlinear impairments are predominant.
Adaptive speckle reduction of ultrasound images based on maximum likelihood estimation
Xu Liu(刘旭); Yongfeng Huang(黄永锋); Wende Shou(寿文德); Tao Ying(应涛)
2004-01-01
A method has been developed in this paper to gain effective speckle reduction in medical ultrasound images.To exploit full knowledge of the speckle distribution, here maximum likelihood was used to estimate speckle parameters corresponding to its statistical mode. Then the results were incorporated into the nonlinear anisotropic diffusion to achieve adaptive speckle reduction. Verified with simulated and ultrasound images,we show that this algorithm is capable of enhancing features of clinical interest and reduces speckle noise more efficiently than just applying classical filters. To avoid edge contribution, changes of contrast-to-noise ratio of different regions are also compared to investigate the performance of this approach.
Maximum-Likelihood Detection for Energy-Efficient Timing Acquisition in NB-IoT
2016-01-01
Initial timing acquisition in narrow-band IoT (NB-IoT) devices is done by detecting a periodically transmitted known sequence. The detection has to be done at lowest possible latency, because the RF-transceiver, which dominates downlink power consumption of an NB-IoT modem, has to be turned on throughout this time. Auto-correlation detectors show low computational complexity from a signal processing point of view at the price of a higher detection latency. In contrast a maximum likelihood cro...
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.
Magnard, C.; Small, D.; Meier, E.
2015-03-01
The phase estimation of cross-track multibaseline synthetic aperture interferometric data is usually thought to be very efficiently achieved using the maximum likelihood (ML) method. The suitability of this method is investigated here as applied to airborne single pass multibaseline data. Experimental interferometric data acquired with a Ka-band sensor were processed using (a) a ML method that fuses the complex data from all receivers and (b) a coarse-to-fine method that only uses the intermediate baselines to unwrap the phase values from the longest baseline. The phase noise was analyzed for both methods: in most cases, a small improvement was found when the ML method was used.
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.
MLGA: A SAS Macro to Compute Maximum Likelihood Estimators via Genetic Algorithms
Francisco Juretig
2015-08-01
Full Text Available Nonlinear regression is usually implemented in SAS either by using PROC NLIN or PROC NLMIXED. Apart from the model structure, initial values need to be specified for each parameter. And after some convergence criteria are fulfilled, the second order conditions need to be analyzed. But numerical problems are expected to appear in case the likelihood is nearly discontinuous, has plateaus, multiple maxima, or the initial values are distant from the true parameter estimates. The usual solution consists of using a grid, and then choosing the set of parameters reporting the highest log-likelihood. However, if the amount of parameters or grid points is large, the computational burden will be excessive. Furthermore, there is no guarantee that, as the number of grid points increases, an equal or better set of points will be found. Genetic algorithms can overcome these problems by replicating how nature optimizes its processes. The MLGA macro is presented; it solves a maximum likelihood estimation problem under normality through PROC GA, and the resulting values can later be used as the starting values in SAS nonlinear procedures. As will be demonstrated, this macro can avoid the usual trial and error approach that is needed when convergence problems arise. Finally, it will be shown how this macro can deal with complicated restrictions involving multiple parameters.
A Fast Algorithm for Maximum Likelihood-based Fundamental Frequency Estimation
Nielsen, Jesper Kjær; Jensen, Tobias Lindstrøm; Jensen, Jesper Rindom
2015-01-01
Print Request Permissions Periodic signals are encountered in many applications. Such signals can be modelled by a weighted sum of sinusoidal components whose frequencies are integer multiples of a fundamental frequency. Given a data set, the fundamental frequency can be estimated in many ways...... including a maximum likelihood (ML) approach. Unfortunately, the ML estimator has a very high computational complexity, and the more inaccurate, but faster correlation-based estimators are therefore often used instead. In this paper, we propose a fast algorithm for the evaluation of the ML cost function...... for complex-valued data over all frequencies on a Fourier grid and up to a maximum model order. The proposed algorithm significantly reduces the computational complexity to a level not far from the complexity of the popular harmonic summation method which is an approximate ML estimator....
Plotting positions via maximum-likelihood for a non-standard situation
D. A. Jones
1997-01-01
Full Text Available A new approach is developed for the specification of the plotting positions used in the frequency analysis of extreme flows, rainfalls or similar data. The approach is based on the concept of maximum likelihood estimation and it is applied here to provide plotting positions for a range of problems which concern non-standard versions of annual-maximum data. This range covers the inclusion of incomplete years of data and also the treatment of cases involving regional maxima, where the number of sites considered varies from year to year. These problems, together with a not-to-be-recommended approach to using historical information, can be treated as special cases of a non-standard situation in which observations arise from different statistical distributions which vary in a simple, known, way.
LIAO Yuanfu; ZHUANG Zhixian; YANG Jyhher
2008-01-01
Unseen handset mismatch is the major source of performance degradation in speaker identifica-tion in telecommunication environments.To alleviate the problem,a maximum likelihood a priori knowledge interpolation (ML-AKI)-based handset mismatch compensation approach is proposed.It first collects a set of handset characteristics of seen handsets to use as the a priori knowledge for representing the space of handsets.During evaluation the characteristics of an unknown test handset are optimally estimated by in-terpolation from the set of the a pdod knowledge.Experimental results on the HTIMIT database show that the ML-AKI method can improve the average speaker identification rate from 60.0% to 74.6% as compared with conventional maximum a posteriori-adapted Gaussian mixture models.The proposed ML-AKI method is a promising method for robust speaker identification.
Selva, J
2011-01-01
This paper presents an efficient method to compute the maximum likelihood (ML) estimation of the parameters of a complex 2-D sinusoidal, with the complexity order of the FFT. The method is based on an accurate barycentric formula for interpolating band-limited signals, and on the fact that the ML cost function can be viewed as a signal of this type, if the time and frequency variables are switched. The method consists in first computing the DFT of the data samples, and then locating the maximum of the cost function by means of Newton's algorithm. The fact is that the complexity of the latter step is small and independent of the data size, since it makes use of the barycentric formula for obtaining the values of the cost function and its derivatives. Thus, the total complexity order is that of the FFT. The method is validated in a numerical example.
Rizzo, R. E.; Healy, D.; De Siena, L.
2017-02-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in rocks, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture lengths and apertures are fundamental to estimate bulk permeability and therefore fluid flow, especially for rocks with low primary porosity where most of the flow takes place within fractures. We collected outcrop data from a fractured upper Miocene biosiliceous mudstone formation (California, USA), which exhibits seepage of bitumen-rich fluids through the fractures. The dataset was analysed using Maximum Likelihood Estimators to extract the underlying scaling parameters, and we found a log-normal distribution to be the best representative statistic for both fracture lengths and apertures in the study area. By applying Maximum Likelihood Estimators on outcrop fracture data, we generate fracture network models with the same statistical attributes to the ones observed on outcrop, from which we can achieve more robust predictions of bulk permeability.
A maximum likelihood approach to estimating articulator positions from speech acoustics
Hogden, J.
1996-09-23
This proposal presents an algorithm called maximum likelihood continuity mapping (MALCOM) which recovers the positions of the tongue, jaw, lips, and other speech articulators from measurements of the sound-pressure waveform of speech. MALCOM differs from other techniques for recovering articulator positions from speech in three critical respects: it does not require training on measured or modeled articulator positions, it does not rely on any particular model of sound propagation through the vocal tract, and it recovers a mapping from acoustics to articulator positions that is linearly, not topographically, related to the actual mapping from acoustics to articulation. The approach categorizes short-time windows of speech into a finite number of sound types, and assumes the probability of using any articulator position to produce a given sound type can be described by a parameterized probability density function. MALCOM then uses maximum likelihood estimation techniques to: (1) find the most likely smooth articulator path given a speech sample and a set of distribution functions (one distribution function for each sound type), and (2) change the parameters of the distribution functions to better account for the data. Using this technique improves the accuracy of articulator position estimates compared to continuity mapping -- the only other technique that learns the relationship between acoustics and articulation solely from acoustics. The technique has potential application to computer speech recognition, speech synthesis and coding, teaching the hearing impaired to speak, improving foreign language instruction, and teaching dyslexics to read. 34 refs., 7 figs.
Houle, D; Meyer, K
2015-08-01
We explore the estimation of uncertainty in evolutionary parameters using a recently devised approach for resampling entire additive genetic variance-covariance matrices (G). Large-sample theory shows that maximum-likelihood estimates (including restricted maximum likelihood, REML) asymptotically have a multivariate normal distribution, with covariance matrix derived from the inverse of the information matrix, and mean equal to the estimated G. This suggests that sampling estimates of G from this distribution can be used to assess the variability of estimates of G, and of functions of G. We refer to this as the REML-MVN method. This has been implemented in the mixed-model program WOMBAT. Estimates of sampling variances from REML-MVN were compared to those from the parametric bootstrap and from a Bayesian Markov chain Monte Carlo (MCMC) approach (implemented in the R package MCMCglmm). We apply each approach to evolvability statistics previously estimated for a large, 20-dimensional data set for Drosophila wings. REML-MVN and MCMC sampling variances are close to those estimated with the parametric bootstrap. Both slightly underestimate the error in the best-estimated aspects of the G matrix. REML analysis supports the previous conclusion that the G matrix for this population is full rank. REML-MVN is computationally very efficient, making it an attractive alternative to both data resampling and MCMC approaches to assessing confidence in parameters of evolutionary interest. © 2015 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2015 European Society For Evolutionary Biology.
Maximum likelihood-based analysis of photon arrival trajectories in single-molecule FRET
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.
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...
Applications of non-standard maximum likelihood techniques in energy and resource economics
Moeltner, Klaus
Two important types of non-standard maximum likelihood techniques, Simulated Maximum Likelihood (SML) and Pseudo-Maximum Likelihood (PML), have only recently found consideration in the applied economic literature. The objective of this thesis is to demonstrate how these methods can be successfully employed in the analysis of energy and resource models. Chapter I focuses on SML. It constitutes the first application of this technique in the field of energy economics. The framework is as follows: Surveys on the cost of power outages to commercial and industrial customers usually capture multiple observations on the dependent variable for a given firm. The resulting pooled data set is censored and exhibits cross-sectional heterogeneity. We propose a model that addresses these issues by allowing regression coefficients to vary randomly across respondents and by using the Geweke-Hajivassiliou-Keane simulator and Halton sequences to estimate high-order cumulative distribution terms. This adjustment requires the use of SML in the estimation process. Our framework allows for a more comprehensive analysis of outage costs than existing models, which rely on the assumptions of parameter constancy and cross-sectional homogeneity. Our results strongly reject both of these restrictions. The central topic of the second Chapter is the use of PML, a robust estimation technique, in count data analysis of visitor demand for a system of recreation sites. PML has been popular with researchers in this context, since it guards against many types of mis-specification errors. We demonstrate, however, that estimation results will generally be biased even if derived through PML if the recreation model is based on aggregate, or zonal data. To countervail this problem, we propose a zonal model of recreation that captures some of the underlying heterogeneity of individual visitors by incorporating distributional information on per-capita income into the aggregate demand function. This adjustment
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.
2008-01-01
In this paper,we explore some weakly consistent properties of quasi-maximum likelihood estimates(QMLE) concerning the quasi-likelihood equation in=1 Xi(yi-μ(Xiβ)) = 0 for univariate generalized linear model E(y |X) = μ(X’β).Given uncorrelated residuals {ei = Yi-μ(Xiβ0),1 i n} and other conditions,we prove that βn-β0 = Op(λn-1/2) holds,where βn is a root of the above equation,β0 is the true value of parameter β and λn denotes the smallest eigenvalue of the matrix Sn = ni=1 XiXi.We also show that the convergence rate above is sharp,provided independent non-asymptotically degenerate residual sequence and other conditions.Moreover,paralleling to the elegant result of Drygas(1976) for classical linear regression models,we point out that the necessary condition guaranteeing the weak consistency of QMLE is Sn-1→ 0,as the sample size n →∞.
ZHANG SanGuo; LIAO Yuan
2008-01-01
In this paper, we explore some weakly consistent properties of quasi-maximum likelihood estimates(QMLE)concerning the quasi-likelihood equation ∑ni=1 Xi(yi-μ(X1iβ)) =0 for univariate generalized linear model E(y|X) =μ(X1β). Given uncorrelated residuals{ei=Yi-μ(X1iβ0), 1≤i≤n}and other conditions, we prove that (β)n-β0=Op(λ--1/2n)holds, where (β)n is a root of the above equation,β0 is the true value of parameter β and λ-n denotes the smallest eigenvalue of the matrix Sn=Σni=1 XiX1i. We also show that the convergence rate above is sharp, provided independent nonasymptotically degenerate residual sequence and other conditions. Moreover, paralleling to the elegant result of Drygas(1976)for classical linear regression models,we point out that the necessary condition guaranteeing the weak consistency of QMLE is S-1n→0, as the sample size n→∞.
Conditional maximum likelihood estimation in semiparametric transformation model with LTRC data.
Chen, Chyong-Mei; Shen, Pao-Sheng
2017-02-06
Left-truncated data often arise in epidemiology and individual follow-up studies due to a biased sampling plan since subjects with shorter survival times tend to be excluded from the sample. Moreover, the survival time of recruited subjects are often subject to right censoring. In this article, a general class of semiparametric transformation models that include proportional hazards model and proportional odds model as special cases is studied for the analysis of left-truncated and right-censored data. We propose a conditional likelihood approach and develop the conditional maximum likelihood estimators (cMLE) for the regression parameters and cumulative hazard function of these models. The derived score equations for regression parameter and infinite-dimensional function suggest an iterative algorithm for cMLE. The cMLE is shown to be consistent and asymptotically normal. The limiting variances for the estimators can be consistently estimated using the inverse of negative Hessian matrix. Intensive simulation studies are conducted to investigate the performance of the cMLE. An application to the Channing House data is given to illustrate the methodology.
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.
Kirkpatrick Mark
2005-01-01
Full Text Available Abstract Principal component analysis is a widely used 'dimension reduction' technique, albeit generally at a phenotypic level. It is shown that we can estimate genetic principal components directly through a simple reparameterisation of the usual linear, mixed model. This is applicable to any analysis fitting multiple, correlated genetic effects, whether effects for individual traits or sets of random regression coefficients to model trajectories. Depending on the magnitude of genetic correlation, a subset of the principal component generally suffices to capture the bulk of genetic variation. Corresponding estimates of genetic covariance matrices are more parsimonious, have reduced rank and are smoothed, with the number of parameters required to model the dispersion structure reduced from k(k + 1/2 to m(2k - m + 1/2 for k effects and m principal components. Estimation of these parameters, the largest eigenvalues and pertaining eigenvectors of the genetic covariance matrix, via restricted maximum likelihood using derivatives of the likelihood, is described. It is shown that reduced rank estimation can reduce computational requirements of multivariate analyses substantially. An application to the analysis of eight traits recorded via live ultrasound scanning of beef cattle is given.
Application of Artificial Bee Colony Algorithm to Maximum Likelihood DOA Estimation
Zhicheng Zhang; Jun Lin; Yaowu Shi
2013-01-01
Maximum Likelihood (ML) method has an excellent performance for Direction-Of-Arrival (DOA) estimation,but a multidimensional nonlinear solution search is required which complicates the computation and prevents the method from practical use.To reduce the high computational burden of ML method and make it more suitable to engineering applications,we apply the Artificial Bee Colony (ABC) algorithm to maximize the likelihood function for DOA estimation.As a recently proposed bio-inspired computing algorithm,ABC algorithm is originally used to optimize multivariable functions by imitating the behavior of bee colony finding excellent nectar sources in the nature environment.It offers an excellent alternative to the conventional methods in ML-DOA estimation.The performance of ABC-based ML and other popular meta-heuristic-based ML methods for DOA estimation are compared for various scenarios of convergence,Signal-to-Noise Ratio (SNR),and number of iterations.The computation loads of ABC-based ML and the conventional ML methods for DOA estimation are also investigated.Simulation results demonstrate that the proposed ABC based method is more efficient in computation and statistical performance than other ML-based DOA estimation methods.
Performance of MIMO-OFDM system using Linear Maximum Likelihood Alamouti Decoder
Monika Aggarwal
2012-06-01
Full Text Available A MIMO-OFDM wireless communication system is a combination of MIMO and OFDM Technology. The combination of MIMO and OFDM produces a powerful technique for providing high data rates over frequency-selective fading channels. MIMO-OFDM system has been currently recognized as one of the most competitive technology for 4G mobile wireless systems. MIMO-OFDM system can compensate for the lacks of MIMO systems and give play to the advantages of OFDM system.In this paper , the bit error rate (BER performance using linear maximum likelihood alamouti combiner (LMLAC decoding technique for space time frequency block codes(STFBC MIMO-OFDM system with frequency offset (FO is being evaluated to provide the system with low complexity and maximum diversity. The simulation results showed that the scheme has the ability to reduce ICI effectively with a low decoding complexity and maximum diversity in terms of bandwidth efficiency and also in the bit error rate (BER performance especially at high signal to noise ratio.
Joint maximum likelihood estimation of carrier and sampling frequency offsets for OFDM systems
Kim, Y H
2010-01-01
In orthogonal-frequency division multiplexing (OFDM) systems, carrier and sampling frequency offsets (CFO and SFO, respectively) can destroy the orthogonality of the subcarriers and degrade system performance. In the literature, Nguyen-Le, Le-Ngoc, and Ko proposed a simple maximum-likelihood (ML) scheme using two long training symbols for estimating the initial CFO and SFO of a recursive least-squares (RLS) estimation scheme. However, the results of Nguyen-Le's ML estimation show poor performance relative to the Cramer-Rao bound (CRB). In this paper, we extend Moose's CFO estimation algorithm to joint ML estimation of CFO and SFO using two long training symbols. In particular, we derive CRBs for the mean square errors (MSEs) of CFO and SFO estimation. Simulation results show that the proposed ML scheme provides better performance than Nguyen-Le's ML scheme.
Kalafut, Bennett; Visscher, Koen
2008-10-01
Optical tweezers experiments allow us to probe the role of force and mechanical work in a variety of biochemical processes. However, observable states do not usually correspond in a one-to-one fashion with the internal state of an enzyme or enzyme-substrate complex. Different kinetic pathways yield different distributions for the dwells in the observable states. Furthermore, the dwell-time distribution will be dependent upon force, and upon where in the biochemical pathway force acts. I will present a maximum-likelihood method for identifying rate constants and the locations of force-dependent transitions in transcription initiation by T7 RNA Polymerase. This method is generalizable to systems with more complicated kinetic pathways in which there are two observable states (e.g. bound and unbound) and an irreversible final transition.
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.
Meyer, Karin
2007-11-01
WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model; estimates of covariance components and the resulting genetic parameters are obtained by restricted maximum likelihood. A wide range of models, comprising numerous traits, multiple fixed and random effects, selected genetic covariance structures, random regression models and reduced rank estimation are accommodated. WOMBAT employs up-to-date numerical and computational methods. Together with the use of efficient compilers, this generates fast executable programs, suitable for large scale analyses. Use of WOMBAT is illustrated for a bivariate analysis. The package consists of the executable program, available for LINUX and WINDOWS environments, manual and a set of worked example, and can be downloaded free of charge from (http://agbu. une.edu.au/~kmeyer/wombat.html).
Loveday, J; Baldry, I K; Bland-Hawthorn, J; Brough, S; Brown, M J I; Driver, S P; Kelvin, L S; Phillipps, S
2015-01-01
We describe modifications to the joint stepwise maximum likelihood method of Cole (2011) in order to simultaneously fit the GAMA-II galaxy luminosity function (LF), corrected for radial density variations, and its evolution with redshift. The whole sample is reasonably well-fit with luminosity (Qe) and density (Pe) evolution parameters Qe, Pe = 1.0, 1.0 but with significant degeneracies characterized by Qe = 1.4 - 0.4Pe. Blue galaxies exhibit larger luminosity density evolution than red galaxies, as expected. We present the evolution-corrected r-band LF for the whole sample and for blue and red sub-samples, using both Petrosian and Sersic magnitudes. Petrosian magnitudes miss a substantial fraction of the flux of de Vaucouleurs profile galaxies: the Sersic LF is substantially higher than the Petrosian LF at the bright end.
Maximum-likelihood detection based on branch and bound algorithm for MIMO systems
LI Zi; CAI YueMing
2008-01-01
Maximum likelihood detection for MIMO systems can be formulated as an integer quadratic programming problem. In this paper, we introduce depth-first branch and bound algorithm with variable dichotomy into MIMO detection. More nodes may be pruned with this structure. At each stage of the branch and bound algorithm, active set algorithm is adopted to solve the dual subproblem. In order to reduce the com- plexity further, the Cholesky factorization update is presented to solve the linear system at each iteration of active set algorithm efficiently. By relaxing the pruning conditions, we also present the quasi branch and bound algorithm which imple- ments a good tradeoff between performance and complexity. Numerical results show that the complexity of MIMO detection based on branch and bound algorithm is very low, especially in low SNR and large constellations.
Quasi-Maximum Likelihood Estimators in Generalized Linear Models with Autoregressive Processes
Hong Chang HU; Lei SONG
2014-01-01
The paper studies a generalized linear model (GLM) yt=h(xTtβ)+εt, t=1, 2, . . . , n, whereε1=η1,εt=ρεt-1+ηt, t=2,3,...,n, h is a continuous diff erentiable function,ηt’s are independent and identically distributed random errors with zero mean and finite varianceσ 2. Firstly, the quasi-maximum likelihood (QML) estimators ofβ,ρandσ 2 are given. Secondly, under mild conditions, the asymptotic properties (including the existence, weak consistency and asymptotic distribution) of the QML estimators are investigated. Lastly, the validity of method is illuminated by a simulation example.
A Sum-of-Squares and Semidefinite Programming Approach for Maximum Likelihood DOA Estimation
Shu Cai
2016-12-01
Full Text Available Direction of arrival (DOA estimation using a uniform linear array (ULA is a classical problem in array signal processing. In this paper, we focus on DOA estimation based on the maximum likelihood (ML criterion, transform the estimation problem into a novel formulation, named as sum-of-squares (SOS, and then solve it using semidefinite programming (SDP. We first derive the SOS and SDP method for DOA estimation in the scenario of a single source and then extend it under the framework of alternating projection for multiple DOA estimation. The simulations demonstrate that the SOS- and SDP-based algorithms can provide stable and accurate DOA estimation when the number of snapshots is small and the signal-to-noise ratio (SNR is low. Moveover, it has a higher spatial resolution compared to existing methods based on the ML criterion.
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.
Bian, Liheng; Chung, Jaebum; Ou, Xiaoze; Yang, Changhuei; Chen, Feng; Dai, Qionghai
2016-01-01
Fourier ptychographic microscopy (FPM) is a novel computational coherent imaging technique for high space-bandwidth product imaging. Mathematically, Fourier ptychographic (FP) reconstruction can be implemented as a phase retrieval optimization process, in which we only obtain low resolution intensity images corresponding to the sub-bands of the sample's high resolution (HR) spatial spectrum, and aim to retrieve the complex HR spectrum. In real setups, the measurements always suffer from various degenerations such as Gaussian noise, Poisson noise, speckle noise and pupil location error, which would largely degrade the reconstruction. To efficiently address these degenerations, we propose a novel FP reconstruction method under a gradient descent optimization framework in this paper. The technique utilizes Poisson maximum likelihood for better signal modeling, and truncated Wirtinger gradient for error removal. Results on both simulated data and real data captured using our laser FPM setup show that the proposed...
da Silva, A J; Santos, D O C; Lima, R F
2013-01-01
Recently, we demonstrated the existence of nonextensivity in neuromuscular transmission [Phys. Rev. E 84, 041925 (2011)]. In the present letter, we propose a general criterion based on the q-calculus foundations and nonextensive statistics to estimate the values for both scale factor and q-index using the maximum likelihood q-estimation method (MLqE). We next applied our theoretical findings to electrophysiological recordings from neuromuscular junction (NMJ) where spontaneous miniature end plate potentials (MEPP) were analyzed. These calculations were performed in both normal and high extracellular potassium concentration, [K+]o. This protocol was assumed to test the validity of the q-index in electrophysiological conditions closely resembling physiological stimuli. Surprisingly, the analysis showed a significant difference between the q-index in high and normal [K+]o, where the magnitude of nonextensivity was increased. Our letter provides a general way to obtain the best q-index from the q-Gaussian distrib...
Jafarizadeh, M A; Sabric, H; Malekic, B Rashidian
2011-01-01
In this paper,a systematic study of quantum phase transition within U(5) \\leftrightarrow SO(6) limits is presented in terms of infinite dimensional Algebraic technique in the IBM framework. Energy level statistics are investigated with Maximum Likelihood Estimation (MLE) method in order to characterize transitional region. Eigenvalues of these systems are obtained by solving Bethe-Ansatz equations with least square fitting processes to experimental data to obtain constants of Hamiltonian. Our obtained results verify the dependence of Nearest Neighbor Spacing Distribution's (NNSD) parameter to control parameter (c_{s}) and also display chaotic behavior of transitional regions in comparing with both limits. In order to compare our results for two limits with both GUE and GOE ensembles, we have suggested a new NNSD distribution and have obtained better KLD distances for the new distribution in compared with others in both limits. Also in the case of N\\to\\infty, the total boson number dependence displays the univ...
Frequency-Domain Maximum-Likelihood Estimation of High-Voltage Pulse Transformer Model Parameters
Aguglia, D
2014-01-01
This paper presents an offline frequency-domain nonlinear and stochastic identification method for equivalent model parameter estimation of high-voltage pulse transformers. Such kinds of transformers are widely used in the pulsed-power domain, and the difficulty in deriving pulsed-power converter optimal control strategies is directly linked to the accuracy of the equivalent circuit parameters. These components require models which take into account electric fields energies represented by stray capacitance in the equivalent circuit. These capacitive elements must be accurately identified, since they greatly influence the general converter performances. A nonlinear frequency-based identification method, based on maximum-likelihood estimation, is presented, and a sensitivity analysis of the best experimental test to be considered is carried out. The procedure takes into account magnetic saturation and skin effects occurring in the windings during the frequency tests. The presented method is validated by experim...
Yan, Tsun-Yee
1992-01-01
This paper describes an extended-source spatial acquisition process based on the maximum likelihood criterion for interplanetary optical communications. The objective is to use the sun-lit Earth image as a receiver beacon and point the transmitter laser to the Earth-based receiver to establish a communication path. The process assumes the existence of a reference image. The uncertainties between the reference image and the received image are modeled as additive white Gaussian disturbances. It has been shown that the optimal spatial acquisition requires solving two nonlinear equations to estimate the coordinates of the transceiver from the received camera image in the transformed domain. The optimal solution can be obtained iteratively by solving two linear equations. Numerical results using a sample sun-lit Earth as a reference image demonstrate that sub-pixel resolutions can be achieved in a high disturbance environment. Spatial resolution is quantified by Cramer-Rao lower bounds.
Maximum likelihood-based analysis of photon arrival trajectories in single-molecule FRET
Waligórska, Marta; Molski, Andrzej
2012-07-01
When two fluorophores (donor and acceptor) are attached to an immobilized biomolecule, anti-correlated fluctuations of the donor and acceptor fluorescence caused by Förster 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.
Howell, L W
2002-01-01
The method of Maximum Likelihood (ML) is used to estimate the spectral parameters of an assumed broken power law energy spectrum from simulated detector responses. This methodology, which requires the complete specificity of all cosmic-ray detector design parameters, is shown to provide approximately unbiased, minimum variance, and normally distributed spectra information for events detected by an instrument having a wide range of commonly used detector response functions. The ML procedure, coupled with the simulated performance of a proposed space-based detector and its planned life cycle, has proved to be of significant value in the design phase of a new science instrument. The procedure helped make important trade studies in design parameters as a function of the science objectives, which is particularly important for space-based detectors where physical parameters, such as dimension and weight, impose rigorous practical limits to the design envelope. This ML methodology is then generalized to estimate bro...
Emura, Takeshi; Konno, Yoshihiko; Michimae, Hirofumi
2015-07-01
Doubly truncated data consist of samples whose observed values fall between the right- and left- truncation limits. With such samples, the distribution function of interest is estimated using the nonparametric maximum likelihood estimator (NPMLE) that is obtained through a self-consistency algorithm. Owing to the complicated asymptotic distribution of the NPMLE, the bootstrap method has been suggested for statistical inference. This paper proposes a closed-form estimator for the asymptotic covariance function of the NPMLE, which is computationally attractive alternative to bootstrapping. Furthermore, we develop various statistical inference procedures, such as confidence interval, goodness-of-fit tests, and confidence bands to demonstrate the usefulness of the proposed covariance estimator. Simulations are performed to compare the proposed method with both the bootstrap and jackknife methods. The methods are illustrated using the childhood cancer dataset.
A New Maximum-Likelihood Technique for Reconstructing Cosmic-Ray Anisotropy at All Angular Scales
Ahlers, Markus; Desiati, Paolo; Díaz-Vélez, Juan Carlos; Fiorino, Daniel W; Westerhoff, Stefan
2016-01-01
The arrival directions of TeV-PeV cosmic rays show weak but significant anisotropies with relative intensities at the level of one per mille. Due to the smallness of the anisotropies, quantitative studies require careful disentanglement of detector effects from the observation. We discuss an iterative maximum-likelihood reconstruction that simultaneously fits cosmic ray anisotropies and detector acceptance. The method does not rely on detector simulations and provides an optimal anisotropy reconstruction for ground-based cosmic ray observatories located in the middle latitudes. It is particularly well suited to the recovery of the dipole anisotropy, which is a crucial observable for the study of cosmic ray diffusion in our Galaxy. We also provide general analysis methods for recovering large- and small-scale anisotropies that take into account systematic effects of the observation by ground-based detectors.
The early maximum likelihood estimation model of audiovisual integration in speech perception
Andersen, Tobias
2015-01-01
Speech perception is facilitated by seeing the articulatory mouth movements of the talker. This is due to perceptual audiovisual integration, which also causes the McGurk−MacDonald illusion, and for which a comprehensive computational account is still lacking. Decades of research have largely...... focused on the fuzzy logical model of perception (FLMP), which provides excellent fits to experimental observations but also has been criticized for being too flexible, post hoc and difficult to interpret. The current study introduces the early maximum likelihood estimation (MLE) model of audiovisual......-validation can evaluate models of audiovisual integration based on typical data sets taking both goodness-of-fit and model flexibility into account. All models were tested on a published data set previously used for testing the FLMP. Cross-validation favored the early MLE while more conventional error measures...
Jumper, John M; Sosnick, Tobin R
2016-01-01
To address the large gap between time scales that can be easily reached by molecular simulations and those required to understand protein dynamics, we propose a new methodology that computes a self-consistent approximation of the side chain free energy at every integration step. In analogy with the adiabatic Born-Oppenheimer approximation in which the nuclear dynamics are governed by the energy of the instantaneously-equilibrated electronic degrees of freedom, the protein backbone dynamics are simulated as preceding according to the dictates of the free energy of an instantaneously-equilibrated side chain potential. The side chain free energy is computed on the fly; hence, the protein backbone dynamics traverse a greatly smoothed energetic landscape, resulting in extremely rapid equilibration and sampling of the Boltzmann distribution. Because our method employs a reduced model involving single-bead side chains, we also provide a novel, maximum-likelihood type method to parameterize the side chain model using...
Maximum Likelihood Timing and Carrier Synchronization in Burst-Mode Satellite Transmissions
Morelli Michele
2007-01-01
Full Text Available This paper investigates the joint maximum likelihood (ML estimation of the carrier frequency offset, timing error, and carrier phase in burst-mode satellite transmissions over an AWGN channel. The synchronization process is assisted by a training sequence appended in front of each burst and composed of alternating binary symbols. The use of this particular pilot pattern results into an estimation algorithm of affordable complexity that operates in a decoupled fashion. In particular, the frequency offset is measured first and independently of the other parameters. Timing and phase estimates are subsequently computed through simple closed-form expressions. The performance of the proposed scheme is investigated by computer simulation and compared with Cramer-Rao bounds. It turns out that the estimation accuracy is very close to the theoretical limits up to relatively low signal-to-noise ratios. This makes the algorithm well suited for turbo-coded transmissions operating near the Shannon limit.
Maximum Likelihood Timing and Carrier Synchronization in Burst-Mode Satellite Transmissions
Michele Morelli
2007-06-01
Full Text Available This paper investigates the joint maximum likelihood (ML estimation of the carrier frequency offset, timing error, and carrier phase in burst-mode satellite transmissions over an AWGN channel. The synchronization process is assisted by a training sequence appended in front of each burst and composed of alternating binary symbols. The use of this particular pilot pattern results into an estimation algorithm of affordable complexity that operates in a decoupled fashion. In particular, the frequency offset is measured first and independently of the other parameters. Timing and phase estimates are subsequently computed through simple closed-form expressions. The performance of the proposed scheme is investigated by computer simulation and compared with Cramer-Rao bounds. It turns out that the estimation accuracy is very close to the theoretical limits up to relatively low signal-to-noise ratios. This makes the algorithm well suited for turbo-coded transmissions operating near the Shannon limit.
Mlpnp - a Real-Time Maximum Likelihood Solution to the Perspective-N Problem
Urban, S.; Leitloff, J.; Hinz, S.
2016-06-01
In this paper, a statistically optimal solution to the Perspective-n-Point (PnP) problem is presented. Many solutions to the PnP problem are geometrically optimal, but do not consider the uncertainties of the observations. In addition, it would be desirable to have an internal estimation of the accuracy of the estimated rotation and translation parameters of the camera pose. Thus, we propose a novel maximum likelihood solution to the PnP problem, that incorporates image observation uncertainties and remains real-time capable at the same time. Further, the presented method is general, as is works with 3D direction vectors instead of 2D image points and is thus able to cope with arbitrary central camera models. This is achieved by projecting (and thus reducing) the covariance matrices of the observations to the corresponding vector tangent space.
MADmap: A Massively Parallel Maximum-Likelihood Cosmic Microwave Background Map-Maker
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.
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.
Park Hyun Jung
2012-12-01
Full Text Available Abstract Background Maximum likelihood has been widely used for over three decades to infer phylogenetic trees from molecular data. When reticulate evolutionary events occur, several genomic regions may have conflicting evolutionary histories, and a phylogenetic network may provide a more adequate model for representing the evolutionary history of the genomes or species. A maximum likelihood (ML model has been proposed for this case and accounts for both mutation within a genomic region and reticulation across the regions. However, the performance of this model in terms of inferring information about reticulate evolution and properties that affect this performance have not been studied. Results In this paper, we study the effect of the evolutionary diameter and height of a reticulation event on its identifiability under ML. We find both of them, particularly the diameter, have a significant effect. Further, we find that the number of genes (which can be generalized to the concept of "non-recombining genomic regions" that are transferred across a reticulation edge affects its detectability. Last but not least, a fundamental challenge with phylogenetic networks is that they allow an arbitrary level of complexity, giving rise to the model selection problem. We investigate the performance of two information criteria, the Akaike Information Criterion (AIC and the Bayesian Information Criterion (BIC, for addressing this problem. We find that BIC performs well in general for controlling the model complexity and preventing ML from grossly overestimating the number of reticulation events. Conclusion Our results demonstrate that BIC provides a good framework for inferring reticulate evolutionary histories. Nevertheless, the results call for caution when interpreting the accuracy of the inference particularly for data sets with particular evolutionary features.
FLEAD: online frequency likelihood estimation anomaly detection for mobile sensing
Le, Viet-Duc; Scholten, Hans; Havinga, Paul
2013-01-01
With the rise of smartphone platforms, adaptive sensing becomes an predominant key to overcome intricate constraints such as smartphone's capabilities and dynamic data. One way to do this is estimating the event probability based on anomaly detection to invoke heavy processes, such as switching on m
THE GENERALIZED MAXIMUM LIKELIHOOD METHOD APPLIED TO HIGH PRESSURE PHASE EQUILIBRIUM
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.
Curiale, Ariel H; Vegas-Sánchez-Ferrero, Gonzalo; Bosch, Johan G; Aja-Fernández, Santiago
2015-08-01
The strain and strain-rate measures are commonly used for the analysis and assessment of regional myocardial function. In echocardiography (EC), the strain analysis became possible using Tissue Doppler Imaging (TDI). Unfortunately, this modality shows an important limitation: the angle between the myocardial movement and the ultrasound beam should be small to provide reliable measures. This constraint makes it difficult to provide strain measures of the entire myocardium. Alternative non-Doppler techniques such as Speckle Tracking (ST) can provide strain measures without angle constraints. However, the spatial resolution and the noisy appearance of speckle still make the strain estimation a challenging task in EC. Several maximum likelihood approaches have been proposed to statistically characterize the behavior of speckle, which results in a better performance of speckle tracking. However, those models do not consider common transformations to achieve the final B-mode image (e.g. interpolation). This paper proposes a new maximum likelihood approach for speckle tracking which effectively characterizes speckle of the final B-mode image. Its formulation provides a diffeomorphic scheme than can be efficiently optimized with a second-order method. The novelty of the method is threefold: First, the statistical characterization of speckle generalizes conventional speckle models (Rayleigh, Nakagami and Gamma) to a more versatile model for real data. Second, the formulation includes local correlation to increase the efficiency of frame-to-frame speckle tracking. Third, a probabilistic myocardial tissue characterization is used to automatically identify more reliable myocardial motions. The accuracy and agreement assessment was evaluated on a set of 16 synthetic image sequences for three different scenarios: normal, acute ischemia and acute dyssynchrony. The proposed method was compared to six speckle tracking methods. Results revealed that the proposed method is the most
Emanuele Rizzo, Roberto; Healy, David; De Siena, Luca
2016-04-01
The success of any predictive model is largely dependent on the accuracy with which its parameters are known. When characterising fracture networks in fractured rock, one of the main issues is accurately scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (lengths, apertures, orientations and densities) is fundamental to the estimation of permeability and fluid flow, which are of primary importance in a number of contexts including: hydrocarbon production from fractured reservoirs; geothermal energy extraction; and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. Our work links outcrop fracture data to modelled fracture networks in order to numerically predict bulk permeability. We collected outcrop data from a highly fractured upper Miocene biosiliceous mudstone formation, cropping out along the coastline north of Santa Cruz (California, USA). Using outcrop fracture networks as analogues for subsurface fracture systems has several advantages, because key fracture attributes such as spatial arrangements and lengths can be effectively measured only on outcrops [1]. However, a limitation when dealing with outcrop data is the relative sparseness of natural data due to the intrinsic finite size of the outcrops. We make use of a statistical approach for the overall workflow, starting from data collection with the Circular Windows Method [2]. Then we analyse the data statistically using Maximum Likelihood Estimators, which provide greater accuracy compared to the more commonly used Least Squares linear regression when investigating distribution of fracture attributes. Finally, we estimate the bulk permeability of the fractured rock mass using Oda's tensorial approach [3]. The higher quality of this statistical analysis is fundamental: better statistics of the fracture attributes means more accurate permeability estimation, since the fracture attributes feed
Zucker, S W; Zucker, Shay; Mazeh, Tsevi
2001-01-01
We construct a maximum-likelihood algorithm - MAXLIMA, to derive the mass distribution of the extrasolar planets when only the minimum masses are observed. The algorithm derives the distribution by solving a numerically stable set of equations, and does not need any iteration or smoothing. Based on 50 minimum masses, MAXLIMA yields a distribution which is approximately flat in log M, and might rise slightly towards lower masses. The frequency drops off very sharply when going to masses higher than 10 Jupiter masses, although we suspect there is still a higher mass tail that extends up to probably 20 Jupiter masses. We estimate that 5% of the G stars in the solar neighborhood have planets in the range of 1-10 Jupiter masses with periods shorter than 1500 days. For comparison we present the mass distribution of stellar companions in the range of 100--1000 Jupiter masses, which is also approximately flat in log M. The two populations are separated by the "brown-dwarf desert", a fact that strongly supports the id...
A New Maximum Likelihood Approach for Free Energy Profile Construction from Molecular Simulations
Lee, Tai-Sung; Radak, Brian K.; Pabis, Anna; York, Darrin M.
2013-01-01
A novel variational method for construction of free energy profiles from molecular simulation data is presented. The variational free energy profile (VFEP) method uses the maximum likelihood principle applied to the global free energy profile based on the entire set of simulation data (e.g from multiple biased simulations) that spans the free energy surface. The new method addresses common obstacles in two major problems usually observed in traditional methods for estimating free energy surfaces: the need for overlap in the re-weighting procedure and the problem of data representation. Test cases demonstrate that VFEP outperforms other methods in terms of the amount and sparsity of the data needed to construct the overall free energy profiles. For typical chemical reactions, only ~5 windows and ~20-35 independent data points per window are sufficient to obtain an overall qualitatively correct free energy profile with sampling errors an order of magnitude smaller than the free energy barrier. The proposed approach thus provides a feasible mechanism to quickly construct the global free energy profile and identify free energy barriers and basins in free energy simulations via a robust, variational procedure that determines an analytic representation of the free energy profile without the requirement of numerically unstable histograms or binning procedures. It can serve as a new framework for biased simulations and is suitable to be used together with other methods to tackle with the free energy estimation problem. PMID:23457427
Maximum-Likelihood Adaptive Filter for Partially Observed Boolean Dynamical Systems
Imani, Mahdi; Braga-Neto, Ulisses M.
2017-01-01
Partially-observed Boolean dynamical systems (POBDS) are a general class of nonlinear models with application in estimation and control of Boolean processes based on noisy and incomplete measurements. The optimal minimum mean square error (MMSE) algorithms for POBDS state estimation, namely, the Boolean Kalman filter (BKF) and Boolean Kalman smoother (BKS), are intractable in the case of large systems, due to computational and memory requirements. To address this, we propose approximate MMSE filtering and smoothing algorithms based on the auxiliary particle filter (APF) method from sequential Monte-Carlo theory. These algorithms are used jointly with maximum-likelihood (ML) methods for simultaneous state and parameter estimation in POBDS models. In the presence of continuous parameters, ML estimation is performed using the expectation-maximization (EM) algorithm; we develop for this purpose a special smoother which reduces the computational complexity of the EM algorithm. The resulting particle-based adaptive filter is applied to a POBDS model of Boolean gene regulatory networks observed through noisy RNA-Seq time series data, and performance is assessed through a series of numerical experiments using the well-known cell cycle gene regulatory model.
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.
Gutenberg-Richter b-value maximum likelihood estimation and sample size
Nava, F. A.; Márquez-Ramírez, V. H.; Zúñiga, F. R.; Ávila-Barrientos, L.; Quinteros, C. B.
2017-01-01
The Aki-Utsu maximum likelihood method is widely used for estimation of the Gutenberg-Richter b-value, but not all authors are conscious of the method's limitations and implicit requirements. The Aki/Utsu method requires a representative estimate of the population mean magnitude; a requirement seldom satisfied in b-value studies, particularly in those that use data from small geographic and/or time windows, such as b-mapping and b-vs-time studies. Monte Carlo simulation methods are used to determine how large a sample is necessary to achieve representativity, particularly for rounded magnitudes. The size of a representative sample weakly depends on the actual b-value. It is shown that, for commonly used precisions, small samples give meaningless estimations of b. Our results give estimates on the probabilities of getting correct estimates of b for a given desired precision for samples of different sizes. We submit that all published studies reporting b-value estimations should include information about the size of the samples used.
Maximum-likelihood approaches reveal signatures of positive selection in IL genes in mammals.
Neves, Fabiana; Abrantes, Joana; Steinke, John W; Esteves, Pedro J
2014-02-01
ILs are part of the immune system and are involved in multiple biological activities. ILs have been shown to evolve under positive selection; however, little information exists regarding which codons are specifically selected. By using different codon-based maximum-likelihood (ML) approaches, signatures of positive selection in mammalian ILs were searched for. Sequences of 46 ILs were retrieved from publicly available databases of mammalian genomes to detect signatures of positive selection in individual codons. Evolutionary analyses were conducted under two ML frameworks, the HyPhy package implemented in the Data Monkey Web Server and CODEML implemented in PAML. Signatures of positive selection were found in 28 ILs: IL-1A and B; IL-2, IL-4 to IL-10, IL-12A and B; IL-14 to IL-17A and C; IL-18, IL-20 to IL-22, IL-25, IL-26, IL-27B, IL-31, IL-34, IL-36A; and G. Codons under positive selection varied between 1 and 15. No evidence of positive selection was detected in IL-13; IL-17B and F; IL-19, IL-23, IL-24, IL-27A; or IL-29. Most mammalian ILs have sites evolving under positive selection, which may be explained by the multitude of biological processes in which ILs are enrolled. The results obtained raise hypotheses concerning the ILs functions, which should be pursued by using mutagenesis and crystallographic approaches.
Gianfrancesco, M A; Balzer, L; Taylor, K E; Trupin, L; Nititham, J; Seldin, M F; Singer, A W; Criswell, L A; Barcellos, L F
2016-09-01
Systemic lupus erythematous (SLE) is a chronic autoimmune disease associated with genetic and environmental risk factors. However, the extent to which genetic risk is causally associated with disease activity is unknown. We utilized longitudinal-targeted maximum likelihood estimation to estimate the causal association between a genetic risk score (GRS) comprising 41 established SLE variants and clinically important disease activity as measured by the validated Systemic Lupus Activity Questionnaire (SLAQ) in a multiethnic cohort of 942 individuals with SLE. We did not find evidence of a clinically important SLAQ score difference (>4.0) for individuals with a high GRS compared with those with a low GRS across nine time points after controlling for sex, ancestry, renal status, dialysis, disease duration, treatment, depression, smoking and education, as well as time-dependent confounding of missing visits. Individual single-nucleotide polymorphism (SNP) analyses revealed that 12 of the 41 variants were significantly associated with clinically relevant changes in SLAQ scores across time points eight and nine after controlling for multiple testing. Results based on sophisticated causal modeling of longitudinal data in a large patient cohort suggest that individual SLE risk variants may influence disease activity over time. Our findings also emphasize a role for other biological or environmental factors.
Evolutionary analysis of apolipoprotein E by Maximum Likelihood and complex network methods
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
Laurence, T; Chromy, B
2009-11-10
Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE
Karbauskaitė Rasa
2015-12-01
Full Text Available One of the problems in the analysis of the set of images of a moving object is to evaluate the degree of freedom of motion and the angle of rotation. Here the intrinsic dimensionality of multidimensional data, characterizing the set of images, can be used. Usually, the image may be represented by a high-dimensional point whose dimensionality depends on the number of pixels in the image. The knowledge of the intrinsic dimensionality of a data set is very useful information in exploratory data analysis, because it is possible to reduce the dimensionality of the data without losing much information. In this paper, the maximum likelihood estimator (MLE of the intrinsic dimensionality is explored experimentally. In contrast to the previous works, the radius of a hypersphere, which covers neighbours of the analysed points, is fixed instead of the number of the nearest neighbours in the MLE. A way of choosing the radius in this method is proposed. We explore which metric—Euclidean or geodesic—must be evaluated in the MLE algorithm in order to get the true estimate of the intrinsic dimensionality. The MLE method is examined using a number of artificial and real (images data sets.
Extended maximum likelihood halo-independent analysis of dark matter direct detection data
Gelmini, Graciela B.; Georgescu, Andreea [Department of Physics and Astronomy, UCLA,475 Portola Plaza, Los Angeles, CA, 90095 (United States); Gondolo, Paolo [Department of Physics and Astronomy, University of Utah,115 South 1400 East #201, Salt Lake City, UT, 84112 (United States); Huh, Ji-Haeng [Department of Physics and Astronomy, UCLA,475 Portola Plaza, Los Angeles, CA, 90095 (United States)
2015-11-24
We extend and correct a recently proposed maximum-likelihood halo-independent method to analyze unbinned direct dark matter detection data. Instead of the recoil energy as independent variable we use the minimum speed a dark matter particle must have to impart a given recoil energy to a nucleus. This has the advantage of allowing us to apply the method to any type of target composition and interaction, e.g. with general momentum and velocity dependence, and with elastic or inelastic scattering. We prove the method and provide a rigorous statistical interpretation of the results. As first applications, we find that for dark matter particles with elastic spin-independent interactions and neutron to proton coupling ratio f{sub n}/f{sub p}=−0.7, the WIMP interpretation of the signal observed by CDMS-II-Si is compatible with the constraints imposed by all other experiments with null results. We also find a similar compatibility for exothermic inelastic spin-independent interactions with f{sub n}/f{sub p}=−0.8.
Mohammad H. Radfar
2006-11-01
Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.
Dansereau Richard M
2007-01-01
Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.
Guo Jianhua
2008-01-01
Full Text Available Abstract Background The goal of linkage analysis is to determine the chromosomal location of the gene(s for a trait of interest such as a common disease. Three-locus linkage analysis is an important case of multi-locus problems. Solutions can be found analytically for the case of triple backcross mating. However, in the present study of linkage analysis and gene mapping some natural inequality restrictions on parameters have not been considered sufficiently, when the maximum likelihood estimates (MLEs of the two-locus recombination fractions are calculated. Results In this paper, we present a study of estimating the two-locus recombination fractions for the phase-unknown triple backcross with two offspring in each family in the framework of some natural and necessary parameter restrictions. A restricted expectation-maximization (EM algorithm, called REM is developed. We also consider some extensions in which the proposed REM can be taken as a unified method. Conclusion Our simulation work suggests that the REM performs well in the estimation of recombination fractions and outperforms current method. We apply the proposed method to a published data set of mouse backcross families.
Mazza, Gina L; Enders, Craig K; Ruehlman, Linda S
2015-01-01
Often when participants have missing scores on one or more of the items comprising a scale, researchers compute prorated scale scores by averaging the available items. Methodologists have cautioned that proration may make strict assumptions about the mean and covariance structures of the items comprising the scale (Schafer & Graham, 2002 ; Graham, 2009 ; Enders, 2010 ). We investigated proration empirically and found that it resulted in bias even under a missing completely at random (MCAR) mechanism. To encourage researchers to forgo proration, we describe a full information maximum likelihood (FIML) approach to item-level missing data handling that mitigates the loss in power due to missing scale scores and utilizes the available item-level data without altering the substantive analysis. Specifically, we propose treating the scale score as missing whenever one or more of the items are missing and incorporating items as auxiliary variables. Our simulations suggest that item-level missing data handling drastically increases power relative to scale-level missing data handling. These results have important practical implications, especially when recruiting more participants is prohibitively difficult or expensive. Finally, we illustrate the proposed method with data from an online chronic pain management program.
Maximum Likelihood Estimation of Monocular Optical Flow Field for Mobile Robot Ego-motion
Huajun Liu
2016-01-01
Full Text Available This paper presents an optimized scheme of monocular ego-motion estimation to provide location and pose information for mobile robots with one fixed camera. First, a multi-scale hyper-complex wavelet phase-derived optical flow is applied to estimate micro motion of image blocks. Optical flow computation overcomes the difficulties of unreliable feature selection and feature matching of outdoor scenes; at the same time, the multi-scale strategy overcomes the problem of road surface self-similarity and local occlusions. Secondly, a support probability of flow vector is defined to evaluate the validity of the candidate image motions, and a Maximum Likelihood Estimation (MLE optical flow model is constructed based not only on image motion residuals but also their distribution of inliers and outliers, together with their support probabilities, to evaluate a given transform. This yields an optimized estimation of inlier parts of optical flow. Thirdly, a sampling and consensus strategy is designed to estimate the ego-motion parameters. Our model and algorithms are tested on real datasets collected from an intelligent vehicle. The experimental results demonstrate the estimated ego-motion parameters closely follow the GPS/INS ground truth in complex outdoor road scenarios.
Che Wan Jasimah bt Wan Mohamed Radzi
2016-11-01
Full Text Available Several factors may influence children’s lifestyle. The main purpose of this study is to introduce a children’s lifestyle index framework and model it based on structural equation modeling (SEM with Maximum likelihood (ML and Bayesian predictors. This framework includes parental socioeconomic status, household food security, parental lifestyle, and children’s lifestyle. The sample for this study involves 452 volunteer Chinese families with children 7–12 years old. The experimental results are compared in terms of root mean square error, coefficient of determination, mean absolute error, and mean absolute percentage error metrics. An analysis of the proposed causal model suggests there are multiple significant interconnections among the variables of interest. According to both Bayesian and ML techniques, the proposed framework illustrates that parental socioeconomic status and parental lifestyle strongly impact children’s lifestyle. The impact of household food security on children’s lifestyle is rejected. However, there is a strong relationship between household food security and both parental socioeconomic status and parental lifestyle. Moreover, the outputs illustrate that the Bayesian prediction model has a good fit with the data, unlike the ML approach. The reasons for this discrepancy between ML and Bayesian prediction are debated and potential advantages and caveats with the application of the Bayesian approach in future studies are discussed.
Maximum Likelihood Fitting of Tidal Streams With Application to the Sagittarius Dwarf Tidal Tails
Cole, Nathan; Magdon-Ismail, Malik; Desell, Travis; Dawsey, Kristopher; Hayashi, Warren; Xinyang,; Liu,; Purnell, Jonathan; Szymanski, Boleslaw; Varela, Carlos; Willett, Benjamin; Wisniewski, James
2008-01-01
We present a maximum likelihood method for determining the spatial properties of tidal debris and of the Galactic spheroid. With this method we characterize Sagittarius debris using stars with the colors of blue F turnoff stars in SDSS stripe 82. The debris is located at (alpha, delta, R) = (31.37 deg +/- 0.26 deg, 0.0 deg, 29.22 +/- 0.20 kpc), with a (spatial) direction given by the unit vector , in Galactocentric Cartesian coordinates, and with FWHM = 6.74 +/- 0.06 kpc. This 2.5 degee-wide stripe contains 0.892% as many F turnoff stars as the current Sagittarius dwarf galaxy. Over small spatial extent, the debris is modeled as a cylinder with a density that falls off as a Gaussian with distance from the axis, while the smooth component of the spheroid is modeled with a Hernquist profile. We assume that the absolute magnitude of F turnoff stars is distributed as a Gaussian, which is an improvement over previous methods which fixed the absolute magnitude at Mg0 = 4.2. The effectiveness and correctness of the ...
Fast Maximum-Likelihood Decoder for Quasi-Orthogonal Space-Time Block Code
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.
Efficient Levenberg-Marquardt minimization of the maximum likelihood estimator for Poisson deviates
Laurence, T; Chromy, B
2009-11-10
Histograms of counted events are Poisson distributed, but are typically fitted without justification using nonlinear least squares fitting. The more appropriate maximum likelihood estimator (MLE) for Poisson distributed data is seldom used. We extend the use of the Levenberg-Marquardt algorithm commonly used for nonlinear least squares minimization for use with the MLE for Poisson distributed data. In so doing, we remove any excuse for not using this more appropriate MLE. We demonstrate the use of the algorithm and the superior performance of the MLE using simulations and experiments in the context of fluorescence lifetime imaging. Scientists commonly form histograms of counted events from their data, and extract parameters by fitting to a specified model. Assuming that the probability of occurrence for each bin is small, event counts in the histogram bins will be distributed according to the Poisson distribution. We develop here an efficient algorithm for fitting event counting histograms using the maximum likelihood estimator (MLE) for Poisson distributed data, rather than the non-linear least squares measure. This algorithm is a simple extension of the common Levenberg-Marquardt (L-M) algorithm, is simple to implement, quick and robust. Fitting using a least squares measure is most common, but it is the maximum likelihood estimator only for Gaussian-distributed data. Non-linear least squares methods may be applied to event counting histograms in cases where the number of events is very large, so that the Poisson distribution is well approximated by a Gaussian. However, it is not easy to satisfy this criterion in practice - which requires a large number of events. It has been well-known for years that least squares procedures lead to biased results when applied to Poisson-distributed data; a recent paper providing extensive characterization of these biases in exponential fitting is given. The more appropriate measure based on the maximum likelihood estimator (MLE
Stepner, D. E.; Mehra, R. K.
1973-01-01
A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.
Esra Saatci
2010-01-01
Full Text Available We propose a procedure to estimate the model parameters of presented nonlinear Resistance-Capacitance (RC and the widely used linear Resistance-Inductance-Capacitance (RIC models of the respiratory system by Maximum Likelihood Estimator (MLE. The measurement noise is assumed to be Generalized Gaussian Distributed (GGD, and the variance and the shape factor of the measurement noise are estimated by MLE and Kurtosis method, respectively. The performance of the MLE algorithm is also demonstrated by the Cramer-Rao Lower Bound (CRLB with artificially produced respiratory signals. Airway flow, mask pressure, and lung volume are measured from patients with Chronic Obstructive Pulmonary Disease (COPD under the noninvasive ventilation and from healthy subjects. Simulations show that respiratory signals from healthy subjects are better represented by the RIC model compared to the nonlinear RC model. On the other hand, the Patient group respiratory signals are fitted to the nonlinear RC model with lower measurement noise variance, better converged measurement noise shape factor, and model parameter tracks. Also, it is observed that for the Patient group the shape factor of the measurement noise converges to values between 1 and 2 whereas for the Control group shape factor values are estimated in the super-Gaussian area.
Maximum likelihood estimation of parameterized 3-D surfaces using a moving camera
Hung, Y.; Cernuschi-Frias, B.; Cooper, D. B.
1987-01-01
A new approach is introduced to estimating object surfaces in three-dimensional space from a sequence of images. A surface of interest here is modeled as a 3-D function known up to the values of a few parameters. The approach will work with any parameterization. However, in work to date researchers have modeled objects as patches of spheres, cylinders, and planes - primitive objects. These primitive surfaces are special cases of 3-D quadric surfaces. Primitive surface estimation is treated as the general problem of maximum likelihood parameter estimation based on two or more functionally related data sets. In the present case, these data sets constitute a sequence of images taken at different locations and orientations. A simple geometric explanation is given for the estimation algorithm. Though various techniques can be used to implement this nonlinear estimation, researches discuss the use of gradient descent. Experiments are run and discussed for the case of a sphere of unknown location. These experiments graphically illustrate the various advantages of using as many images as possible in the estimation and of distributing camera positions from first to last over as large a baseline as possible. Researchers introduce the use of asymptotic Bayesian approximations in order to summarize the useful information in a sequence of images, thereby drastically reducing both the storage and amount of processing required.
Ibraheem, I
2015-02-01
Melanoma is a leading fatal illness responsible for 80% of deaths from skin cancer. It originates in the pigment-producing melanocytes in the basal layer of the epidermis. Melanocytes produce the melanin (the dark pigment), which is responsible for the color of skin. As all cancers, melanoma is caused by damage to the DNA of the cells, which causes the cell to grow out of control, leading to a tumor, which is much more dangerous if it cannot be found or detected early. Only biopsy can determine exact malformation diagnosis, although it can rise metastasizing. When a melanoma is suspected, the usual standard procedure is to perform a biopsy and to subsequently analyze the suspicious tissue under the microscope. In this paper, we provide a new approach using methods known as 'imaging spectroscopy' or 'spectral imaging' for early detection of melanoma using two different supervised classifier algorithms, maximum likelihood (ML) and spectral angle mapper (SAM). SAM rests on the spectral 'angular distances' and the conventional classifier ML rests on the spectral distance concept. The results show that the ML classifier was more efficient for pixel classification than SAM. However, SAM was more suitable for object classification. © 2014 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.
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.
Huang, Jinxin; Yuan, Qun; Tankam, Patrice; Clarkson, Eric; Kupinski, Matthew; Hindman, Holly B.; Aquavella, James V.; Rolland, Jannick P.
2015-03-01
In biophotonics imaging, one important and quantitative task is layer-thickness estimation. In this study, we investigate the approach of combining optical coherence tomography and a maximum-likelihood (ML) estimator for layer thickness estimation in the context of tear film imaging. The motivation of this study is to extend our understanding of tear film dynamics, which is the prerequisite to advance the management of Dry Eye Disease, through the simultaneous estimation of the thickness of the tear film lipid and aqueous layers. The estimator takes into account the different statistical processes associated with the imaging chain. We theoretically investigated the impact of key system parameters, such as the axial point spread functions (PSF) and various sources of noise on measurement uncertainty. Simulations show that an OCT system with a 1 μm axial PSF (FWHM) allows unbiased estimates down to nanometers with nanometer precision. In implementation, we built a customized Fourier domain OCT system that operates in the 600 to 1000 nm spectral window and achieves 0.93 micron axial PSF in corneal epithelium. We then validated the theoretical framework with physical phantoms made of custom optical coatings, with layer thicknesses from tens of nanometers to microns. Results demonstrate unbiased nanometer-class thickness estimates in three different physical phantoms.
The optical synthetic aperture image restoration based on the improved maximum-likelihood algorithm
Geng, Zexun; Xu, Qing; Zhang, Baoming; Gong, Zhihui
2012-09-01
Optical synthetic aperture imaging (OSAI) can be envisaged in the future for improving the image resolution from high altitude orbits. Several future projects are based on optical synthetic aperture for science or earth observation. Comparing with equivalent monolithic telescopes, however, the partly filled aperture of OSAI induces the attenuation of the modulation transfer function of the system. Consequently, images acquired by OSAI instrument have to be post-processed to restore ones equivalent in resolution to that of a single filled aperture. The maximum-likelihood (ML) algorithm proposed by Benvenuto performed better than traditional Wiener filter did, but it didn't work stably and the point spread function (PSF), was assumed to be known and unchanged in iterative restoration. In fact, the PSF is unknown in most cases, and its estimation was expected to be updated alternatively in optimization. Facing these limitations of this method, an improved ML (IML) reconstruction algorithm was proposed in this paper, which incorporated PSF estimation by means of parameter identification into ML, and updated the PSF successively during iteration. Accordingly, the IML algorithm converged stably and reached better results. Experiment results showed that the proposed algorithm performed much better than ML did in peak signal to noise ratio, mean square error and the average contrast evaluation indexes.
A New Maximum Likelihood Approach for Free Energy Profile Construction from Molecular Simulations.
Lee, Tai-Sung; Radak, Brian K; Pabis, Anna; York, Darrin M
2013-01-08
A novel variational method for construction of free energy profiles from molecular simulation data is presented. The variational free energy profile (VFEP) method uses the maximum likelihood principle applied to the global free energy profile based on the entire set of simulation data (e.g from multiple biased simulations) that spans the free energy surface. The new method addresses common obstacles in two major problems usually observed in traditional methods for estimating free energy surfaces: the need for overlap in the re-weighting procedure and the problem of data representation. Test cases demonstrate that VFEP outperforms other methods in terms of the amount and sparsity of the data needed to construct the overall free energy profiles. For typical chemical reactions, only ~5 windows and ~20-35 independent data points per window are sufficient to obtain an overall qualitatively correct free energy profile with sampling errors an order of magnitude smaller than the free energy barrier. The proposed approach thus provides a feasible mechanism to quickly construct the global free energy profile and identify free energy barriers and basins in free energy simulations via a robust, variational procedure that determines an analytic representation of the free energy profile without the requirement of numerically unstable histograms or binning procedures. It can serve as a new framework for biased simulations and is suitable to be used together with other methods to tackle with the free energy estimation problem.
Sheen, D. H.; Seong, Y. J.; Park, J. H.; Lim, I. S.
2015-12-01
From the early of this year, the Korea Meteorological Administration (KMA) began to operate the first stage of an earthquake early warning system (EEWS) and provide early warning information to the general public. The earthquake early warning system (EEWS) in the KMA is based on the Earthquake Alarm Systems version 2 (ElarmS-2), developed at the University of California Berkeley. This method estimates the earthquake location using a simple grid search algorithm that finds the location with the minimum variance of the origin time on successively finer grids. A robust maximum likelihood earthquake location (MAXEL) method for early warning, based on the equal differential times of P arrivals, was recently developed. The MAXEL has been demonstrated to be successful in determining the event location, even when an outlier is included in the small number of P arrivals. This presentation details the application of the MAXEL to the EEWS of the KMA, its performance evaluation over seismic networks in South Korea with synthetic data, and comparison of statistics of earthquake locations based on the ElarmS-2 and the MAXEL.
Application of a maximum likelihood algorithm to ultrasound modulated optical tomography.
Huynh, Nam T; He, Diwei; Hayes-Gill, Barrie R; Crowe, John A; Walker, John G; Mather, Melissa L; Rose, Felicity R A J; Parker, Nicholas G; Povey, Malcolm J W; Morgan, Stephen P
2012-02-01
In pulsed ultrasound modulated optical tomography (USMOT), an ultrasound (US) pulse performs as a scanning probe within the sample as it propagates, modulating the scattered light spatially distributed along its propagation axis. Detecting and processing the modulated signal can provide a 1-dimensional image along the US axis. A simple model is developed wherein the detected signal is modelled as a convolution of the US pulse and the properties (ultrasonic/optical) of the medium along the US axis. Based upon this model, a maximum likelihood (ML) method for image reconstruction is established. For the first time to our knowledge, the ML technique for an USMOT signal is investigated both theoretically and experimentally. The ML method inverts the data to retrieve the spatially varying properties of the sample along the US axis, and a signal proportional to the optical properties can be acquired. Simulated results show that the ML method can serve as a useful reconstruction tool for a pulsed USMOT signal even when the signal-to-noise ratio (SNR) is close to unity. Experimental data using 5 cm thick tissue phantoms (scattering coefficient μ(s) = 6.5 cm(-1), anisotropy factor g=0.93) demonstrate that the axial resolution is 160 μm and the lateral resolution is 600 μm using a 10 MHz transducer.
Gupta, Kinjal Dhar; Vilalta, Ricardo; Asadourian, Vicken; Macri, Lucas
2014-05-01
We describe an approach to automate the classification of Cepheid variable stars into two subtypes according to their pulsation mode. Automating such classification is relevant to obtain a precise determination of distances to nearby galaxies, which in addition helps reduce the uncertainty in the current expansion of the universe. One main difficulty lies in the compatibility of models trained using different galaxy datasets; a model trained using a training dataset may be ineffectual on a testing set. A solution to such difficulty is to adapt predictive models across domains; this is necessary when the training and testing sets do not follow the same distribution. The gist of our methodology is to train a predictive model on a nearby galaxy (e.g., Large Magellanic Cloud), followed by a model-adaptation step to make the model operable on other nearby galaxies. We follow a parametric approach to density estimation by modeling the training data (anchor galaxy) using a mixture of linear models. We then use maximum likelihood to compute the right amount of variable displacement, until the testing data closely overlaps the training data. At that point, the model can be directly used in the testing data (target galaxy).
Maximum Likelihood Implementation of an Isolation-with-Migration Model for Three Species.
Dalquen, Daniel A; Zhu, Tianqi; Yang, Ziheng
2017-05-01
We develop a maximum likelihood (ML) method for estimating migration rates between species using genomic sequence data. A species tree is used to accommodate the phylogenetic relationships among three species, allowing for migration between the two sister species, while the third species is used as an out-group. A Markov chain characterization of the genealogical process of coalescence and migration is used to integrate out the migration histories at each locus analytically, whereas Gaussian quadrature is used to integrate over the coalescent times on each genealogical tree numerically. This is an extension of our early implementation of the symmetrical isolation-with-migration model for three species to accommodate arbitrary loci with two or three sequences per locus and to allow asymmetrical migration rates. Our implementation can accommodate tens of thousands of loci, making it feasible to analyze genome-scale data sets to test for gene flow. We calculate the posterior probabilities of gene trees at individual loci to identify genomic regions that are likely to have been transferred between species due to gene flow. We conduct a simulation study to examine the statistical properties of the likelihood ratio test for gene flow between the two in-group species and of the ML estimates of model parameters such as the migration rate. Inclusion of data from a third out-group species is found to increase dramatically the power of the test and the precision of parameter estimation. We compiled and analyzed several genomic data sets from the Drosophila fruit flies. Our analyses suggest no migration from D. melanogaster to D. simulans, and a significant amount of gene flow from D. simulans to D. melanogaster, at the rate of ~0.02 migrant individuals per generation. We discuss the utility of the multispecies coalescent model for species tree estimation, accounting for incomplete lineage sorting and migration. © The Author(s) 2016. Published by Oxford University Press, on
Zhou, Si-Da; Heylen, Ward; Sas, Paul; Liu, Li
2014-05-01
This paper investigates the problem of modal parameter estimation of time-varying structures under unknown excitation. A time-frequency-domain maximum likelihood estimator of modal parameters for linear time-varying structures is presented by adapting the frequency-domain maximum likelihood estimator to the time-frequency domain. The proposed estimator is parametric, that is, the linear time-varying structures are represented by a time-dependent common-denominator model. To adapt the existing frequency-domain estimator for time-invariant structures to the time-frequency methods for time-varying cases, an orthogonal polynomial and z-domain mapping hybrid basis function is presented, which has the advantageous numerical condition and with which it is convenient to calculate the modal parameters. A series of numerical examples have evaluated and illustrated the performance of the proposed maximum likelihood estimator, and a group of laboratory experiments has further validated the proposed estimator.
M. F. Müller
2015-01-01
Full Text Available We introduce TopREML as a method to predict runoff signatures in ungauged basins. The approach is based on the use of linear mixed models with spatially correlated random effects. The nested nature of streamflow networks is taken into account by using water balance considerations to constrain the covariance structure of runoff and to account for the stronger spatial correlation between flow-connected basins. The restricted maximum likelihood (REML framework generates the best linear unbiased predictor (BLUP of both the predicted variable and the associated prediction uncertainty, even when incorporating observable covariates into the model. The method was successfully tested in cross validation analyses on mean streamflow and runoff frequency in Nepal (sparsely gauged and Austria (densely gauged, where it matched the performance of comparable methods in the prediction of the considered runoff signature, while significantly outperforming them in the prediction of the associated modeling uncertainty. TopREML's ability to combine deterministic and stochastic information to generate BLUPs of the prediction variable and its uncertainty makes it a particularly versatile method that can readily be applied in both densely gauged basins, where it takes advantage of spatial covariance information, and data-scarce regions, where it can rely on covariates, which are increasingly observable thanks to remote sensing technology.
Rius, Jordi
2006-09-01
The maximum-likelihood method is applied to direct methods to derive a more general probability density function of the triple-phase sums which is capable of predicting negative values. This study also proves that maximization of the origin-free modulus sum function S yields, within the limitations imposed by the assumed approximations, the maximum-likelihood estimates of the phases. It thus represents the formal theoretical justification of the S function that was initially derived from Patterson-function arguments [Rius (1993). Acta Cryst. A49, 406-409].
Limit Distribution Theory for Maximum Likelihood Estimation of a Log-Concave Density.
Balabdaoui, Fadoua; Rufibach, Kaspar; Wellner, Jon A
2009-06-01
We find limiting distributions of the nonparametric maximum likelihood estimator (MLE) of a log-concave density, i.e. a density of the form f(0) = exp varphi(0) where varphi(0) is a concave function on R. Existence, form, characterizations and uniform rates of convergence of the MLE are given by Rufibach (2006) and Dümbgen and Rufibach (2007). The characterization of the log-concave MLE in terms of distribution functions is the same (up to sign) as the characterization of the least squares estimator of a convex density on [0, infinity) as studied by Groeneboom, Jongbloed and Wellner (2001b). We use this connection to show that the limiting distributions of the MLE and its derivative are, under comparable smoothness assumptions, the same (up to sign) as in the convex density estimation problem. In particular, changing the smoothness assumptions of Groeneboom, Jongbloed and Wellner (2001b) slightly by allowing some higher derivatives to vanish at the point of interest, we find that the pointwise limiting distributions depend on the second and third derivatives at 0 of H(k), the "lower invelope" of an integrated Brownian motion process minus a drift term depending on the number of vanishing derivatives of varphi(0) = log f(0) at the point of interest. We also establish the limiting distribution of the resulting estimator of the mode M(f(0)) and establish a new local asymptotic minimax lower bound which shows the optimality of our mode estimator in terms of both rate of convergence and dependence of constants on population values.
Rizzo, R. E.; Healy, D.; De Siena, L.
2015-12-01
The success of any model prediction is largely dependent on the accuracy with which its parameters are known. In characterising fracture networks in naturally fractured rocks, the main issues are related with the difficulties in accurately up- and down-scaling the parameters governing the distribution of fracture attributes. Optimal characterisation and analysis of fracture attributes (fracture lengths, apertures, orientations and densities) represents a fundamental step which can aid the estimation of permeability and fluid flow, which are of primary importance in a number of contexts ranging from hydrocarbon production in fractured reservoirs and reservoir stimulation by hydrofracturing, to geothermal energy extraction and deeper Earth systems, such as earthquakes and ocean floor hydrothermal venting. This work focuses on linking fracture data collected directly from outcrops to permeability estimation and fracture network modelling. Outcrop studies can supplement the limited data inherent to natural fractured systems in the subsurface. The study area is a highly fractured upper Miocene biosiliceous mudstone formation cropping out along the coastline north of Santa Cruz (California, USA). These unique outcrops exposes a recently active bitumen-bearing formation representing a geological analogue of a fractured top seal. In order to validate field observations as useful analogues of subsurface reservoirs, we describe a methodology of statistical analysis for more accurate probability distribution of fracture attributes, using Maximum Likelihood Estimators. These procedures aim to understand whether the average permeability of a fracture network can be predicted reducing its uncertainties, and if outcrop measurements of fracture attributes can be used directly to generate statistically identical fracture network models.
Concept for estimating mitochondrial DNA haplogroups using a maximum likelihood approach (EMMA)☆
Röck, Alexander W.; Dür, Arne; van Oven, Mannis; Parson, Walther
2013-01-01
The assignment of haplogroups to mitochondrial DNA haplotypes contributes substantial value for quality control, not only in forensic genetics but also in population and medical genetics. The availability of Phylotree, a widely accepted phylogenetic tree of human mitochondrial DNA lineages, led to the development of several (semi-)automated software solutions for haplogrouping. However, currently existing haplogrouping tools only make use of haplogroup-defining mutations, whereas private mutations (beyond the haplogroup level) can be additionally informative allowing for enhanced haplogroup assignment. This is especially relevant in the case of (partial) control region sequences, which are mainly used in forensics. The present study makes three major contributions toward a more reliable, semi-automated estimation of mitochondrial haplogroups. First, a quality-controlled database consisting of 14,990 full mtGenomes downloaded from GenBank was compiled. Together with Phylotree, these mtGenomes serve as a reference database for haplogroup estimates. Second, the concept of fluctuation rates, i.e. a maximum likelihood estimation of the stability of mutations based on 19,171 full control region haplotypes for which raw lane data is available, is presented. Finally, an algorithm for estimating the haplogroup of an mtDNA sequence based on the combined database of full mtGenomes and Phylotree, which also incorporates the empirically determined fluctuation rates, is brought forward. On the basis of examples from the literature and EMPOP, the algorithm is not only validated, but both the strength of this approach and its utility for quality control of mitochondrial haplotypes is also demonstrated. PMID:23948335
Curtis, Gary P.; Lu, Dan; Ye, Ming
2015-01-01
While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
Langbein, John O.
2017-01-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/fα">1/fα1/fα with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi:10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
Estimating the Effect of Competition on Trait Evolution Using Maximum Likelihood Inference.
Drury, Jonathan; Clavel, Julien; Manceau, Marc; Morlon, Hélène
2016-07-01
Many classical ecological and evolutionary theoretical frameworks posit that competition between species is an important selective force. For example, in adaptive radiations, resource competition between evolving lineages plays a role in driving phenotypic diversification and exploration of novel ecological space. Nevertheless, current models of trait evolution fit to phylogenies and comparative data sets are not designed to incorporate the effect of competition. The most advanced models in this direction are diversity-dependent models where evolutionary rates depend on lineage diversity. However, these models still treat changes in traits in one branch as independent of the value of traits on other branches, thus ignoring the effect of species similarity on trait evolution. Here, we consider a model where the evolutionary dynamics of traits involved in interspecific interactions are influenced by species similarity in trait values and where we can specify which lineages are in sympatry. We develop a maximum likelihood based approach to fit this model to combined phylogenetic and phenotypic data. Using simulations, we demonstrate that the approach accurately estimates the simulated parameter values across a broad range of parameter space. Additionally, we develop tools for specifying the biogeographic context in which trait evolution occurs. In order to compare models, we also apply these biogeographic methods to specify which lineages interact sympatrically for two diversity-dependent models. Finally, we fit these various models to morphological data from a classical adaptive radiation (Greater Antillean Anolis lizards). We show that models that account for competition and geography perform better than other models. The matching competition model is an important new tool for studying the influence of interspecific interactions, in particular competition, on phenotypic evolution. More generally, it constitutes a step toward a better integration of interspecific
Analysis of Rayleigh waves with circular wavefront: a maximum likelihood approach
Maranò, Stefano; Hobiger, Manuel; Bergamo, Paolo; Fäh, Donat
2017-09-01
Analysis of Rayleigh waves is an important task in seismology and geotechnical investigations. In fact, properties of Rayleigh waves such as velocity and polarization are important observables that carry information about the structure of the subsoil. Applications analysing Rayleigh waves include active and passive seismic surveys. In active surveys, there is a controlled source of seismic energy and the sensors are typically placed near the source. In passive surveys, there is not a controlled source, rather, seismic waves from ambient vibrations are analysed and the sources are assumed to be far outside the array, simplifying the analysis by the assumption of plane waves. Whenever the source is in the proximity of the array of sensors or even within the array it is necessary to model the wave propagation accounting for the circular wavefront. In addition, it is also necessary to model the amplitude decay due to geometrical spreading. This is the case of active seismic surveys in which sensors are located near the seismic source. In this work, we propose a maximum likelihood (ML) approach for the analysis of Rayleigh waves generated at a near source. Our statistical model accounts for the curvature of the wavefront and amplitude decay due to geometrical spreading. Using our method, we show applications on real data of the retrieval of Rayleigh wave dispersion and ellipticity. We employ arrays with arbitrary geometry. Furthermore, we show how it is possible to combine active and passive surveys. This enables us to enlarge the analysable frequency range and therefore the depths investigated. We retrieve properties of Rayleigh waves from both active and passive surveys and show the excellent agreement of the results from the two surveys. In our approach we use the same array of sensors for both the passive and the active survey. This greatly simplifies the logistics necessary to perform a survey.
Murphy, Patrick Charles
1985-01-01
An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
Langbein, John
2017-02-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
FlowMax: A Computational Tool for Maximum Likelihood Deconvolution of CFSE Time Courses.
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.
Improved efficiency of maximum likelihood analysis of time series with temporally correlated errors
Langbein, John
2017-08-01
Most time series of geophysical phenomena have temporally correlated errors. From these measurements, various parameters are estimated. For instance, from geodetic measurements of positions, the rates and changes in rates are often estimated and are used to model tectonic processes. Along with the estimates of the size of the parameters, the error in these parameters needs to be assessed. If temporal correlations are not taken into account, or each observation is assumed to be independent, it is likely that any estimate of the error of these parameters will be too low and the estimated value of the parameter will be biased. Inclusion of better estimates of uncertainties is limited by several factors, including selection of the correct model for the background noise and the computational requirements to estimate the parameters of the selected noise model for cases where there are numerous observations. Here, I address the second problem of computational efficiency using maximum likelihood estimates (MLE). Most geophysical time series have background noise processes that can be represented as a combination of white and power-law noise, 1/f^{α } with frequency, f. With missing data, standard spectral techniques involving FFTs are not appropriate. Instead, time domain techniques involving construction and inversion of large data covariance matrices are employed. Bos et al. (J Geod, 2013. doi: 10.1007/s00190-012-0605-0) demonstrate one technique that substantially increases the efficiency of the MLE methods, yet is only an approximate solution for power-law indices >1.0 since they require the data covariance matrix to be Toeplitz. That restriction can be removed by simply forming a data filter that adds noise processes rather than combining them in quadrature. Consequently, the inversion of the data covariance matrix is simplified yet provides robust results for a wider range of power-law indices.
Maximum likelihood estimation in constrained parameter spaces for mixtures of factor analyzers
Greselin, Francesca; Ingrassia, Salvatore
2013-01-01
Mixtures of factor analyzers are becoming more and more popular in the area of model based clustering of high-dimensional data. According to the likelihood approach in data modeling, it is well known that the unconstrained log-likelihood function may present spurious maxima and singularities and this is due to specific patterns of the estimated covariance structure, when their determinant approaches 0. To reduce such drawbacks, in this paper we introduce a procedure for the parameter estimati...
Maximum Likelihood Signal Extraction Method Applied to 3.4 years of CoGeNT Data
Aalseth, C E; Colaresi, J; Collar, J I; Leon, J Diaz; Fast, J E; Fields, N E; Hossbach, T W; Knecht, A; Kos, M S; Marino, M G; Miley, H S; Miller, M L; Orrell, J L; Yocum, K M
2014-01-01
CoGeNT has taken data for over 3 years, with 1136 live days of data accumulated as of April 23, 2013. We report on the results of a maximum likelihood analysis to extract any possible dark matter signal present in the collected data. The maximum likelihood signal extraction uses 2-dimensional probability density functions (PDFs) to characterize the anticipated variations in dark matter interaction rates for given observable nuclear recoil energies during differing periods of the Earth's annual orbit around the Sun. Cosmogenic and primordial radioactivity backgrounds are characterized by their energy signatures and in some cases decay half-lives. A third parameterizing variable -- pulse rise-time -- is added to the likelihood analysis to characterize slow rising pulses described in prior analyses. The contribution to each event category is analyzed for various dark matter signal hypotheses including a dark matter standard halo model and a case with free oscillation parameters (i.e., amplitude, period, and phas...
Kieftenbeld, Vincent; Natesan, Prathiba
2012-01-01
Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…
Rijmen, Frank
2009-01-01
Maximum marginal likelihood estimation of multidimensional item response theory (IRT) models has been hampered by the calculation of the multidimensional integral over the ability distribution. However, the researcher often has a specific hypothesis about the conditional (in)dependence relations among the latent variables. Exploiting these…
Haberman, Shelby J.
2004-01-01
The usefulness of joint and conditional maximum-likelihood is considered for the Rasch model under realistic testing conditions in which the number of examinees is very large and the number is items is relatively large. Conditions for consistency and asymptotic normality are explored, effects of model error are investigated, measures of prediction…
Maris, E.
1998-01-01
The sampling interpretation of confidence intervals and hypothesis tests is discussed in the context of conditional maximum likelihood estimation. Three different interpretations are discussed, and it is shown that confidence intervals constructed from the asymptotic distribution under the third sampling scheme discussed are valid for the first…
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 lo...
Kelderman, Henk
1992-01-01
In this paper algorithms are described for obtaining the maximum likelihood estimates of the parameters in loglinear models. Modified versions of the iterative proportional fitting and Newton-Raphson algorithms are described that work on the minimal sufficient statistics rather than on the usual cou
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 parame
Boiroux, Dimitri; Juhl, Rune; Madsen, Henrik
2016-01-01
. 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...
Jamil, T.; Braak, ter C.J.F.
2012-01-01
Maximum Likelihood (ML) in the linear model overfits when the number of predictors (M) exceeds the number of objects (N). One of the possible solution is the Relevance vector machine (RVM) which is a form of automatic relevance detection and has gained popularity in the pattern recognition machine l
Gogarten J Peter
2002-02-01
Full Text Available Abstract Background Horizontal gene transfer (HGT played an important role in shaping microbial genomes. In addition to genes under sporadic selection, HGT also affects housekeeping genes and those involved in information processing, even ribosomal RNA encoding genes. Here we describe tools that provide an assessment and graphic illustration of the mosaic nature of microbial genomes. Results We adapted the Maximum Likelihood (ML mapping to the analyses of all detected quartets of orthologous genes found in four genomes. We have automated the assembly and analyses of these quartets of orthologs given the selection of four genomes. We compared the ML-mapping approach to more rigorous Bayesian probability and Bootstrap mapping techniques. The latter two approaches appear to be more conservative than the ML-mapping approach, but qualitatively all three approaches give equivalent results. All three tools were tested on mitochondrial genomes, which presumably were inherited as a single linkage group. Conclusions In some instances of interphylum relationships we find nearly equal numbers of quartets strongly supporting the three possible topologies. In contrast, our analyses of genome quartets containing the cyanobacterium Synechocystis sp. indicate that a large part of the cyanobacterial genome is related to that of low GC Gram positives. Other groups that had been suggested as sister groups to the cyanobacteria contain many fewer genes that group with the Synechocystis orthologs. Interdomain comparisons of genome quartets containing the archaeon Halobacterium sp. revealed that Halobacterium sp. shares more genes with Bacteria that live in the same environment than with Bacteria that are more closely related based on rRNA phylogeny . Many of these genes encode proteins involved in substrate transport and metabolism and in information storage and processing. The performed analyses demonstrate that relationships among prokaryotes cannot be accurately
Cheng, K F
2006-09-30
Given the biomedical interest in gene-environment interactions along with the difficulties inherent in gathering genetic data from controls, epidemiologists need methodologies that can increase precision of estimating interactions while minimizing the genotyping of controls. To achieve this purpose, many epidemiologists suggested that one can use case-only design. In this paper, we present a maximum likelihood method for making inference about gene-environment interactions using case-only data. The probability of disease development is described by a logistic risk model. Thus the interactions are model parameters measuring the departure of joint effects of exposure and genotype from multiplicative odds ratios. We extend the typical inference method derived under the assumption of independence between genotype and exposure to that under a more general assumption of conditional independence. Our maximum likelihood method can be applied to analyse both categorical and continuous environmental factors, and generalized to make inference about gene-gene-environment interactions. Moreover, the application of this method can be reduced to simply fitting a multinomial logistic model when we have case-only data. As a consequence, the maximum likelihood estimates of interactions and likelihood ratio tests for hypotheses concerning interactions can be easily computed. The methodology is illustrated through an example based on a study about the joint effects of XRCC1 polymorphisms and smoking on bladder cancer. We also give two simulation studies to show that the proposed method is reliable in finite sample situation.
Draxler, Clemens; Alexandrowicz, Rainer W
2015-12-01
This paper refers to the exponential family of probability distributions and the conditional maximum likelihood (CML) theory. It is concerned with the determination of the sample size for three groups of tests of linear hypotheses, known as the fundamental trinity of Wald, score, and likelihood ratio tests. The main practical purpose refers to the special case of tests of the class of Rasch models. The theoretical background is discussed and the formal framework for sample size calculations is provided, given a predetermined deviation from the model to be tested and the probabilities of the errors of the first and second kinds.
Danieli, Matteo; Forchhammer, Søren; Andersen, Jakob Dahl
2010-01-01
-likelihood ratios (LLR) in order to combine information sent across different transmissions due to requests. To mitigate the effects of ever-increasing data rates that call for larger HARQ memory, vector quantization (VQ) is investigated as a technique for temporary compression of LLRs on the terminal. A capacity...
maxLik: A package for maximum likelihood estimation in R
Henningsen, Arne; Toomet, Ott
2011-01-01
This paper describes the package maxLik for the statistical environment R. The package is essentially a unified wrapper interface to various optimization routines, offering easy access to likelihood-specific features like standard errors or information matrix equality (BHHH method). More advanced...
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
Estimation of stochastic frontier models with fixed-effects through Monte Carlo Maximum Likelihood
Emvalomatis, G.; Stefanou, S.E.; Oude Lansink, A.G.J.M.
2011-01-01
Estimation of nonlinear fixed-effects models is plagued by the incidental parameters problem. This paper proposes a procedure for choosing appropriate densities for integrating the incidental parameters from the likelihood function in a general context. The densities are based on priors that are upd
Li, Si; Choi, Kwok Pui; Wu, Taoyang; Zhang, Louxin
2013-01-01
Evolutionary history of protein-protein interaction (PPI) networks provides valuable insight into molecular mechanisms of network growth. In this paper, we study how to infer the evolutionary history of a PPI network from its protein duplication relationship. We show that for a plausible evolutionary history of a PPI network, its relative quality, measured by the so-called loss number, is independent of the growth parameters of the network and can be computed efficiently. This finding leads us to propose two fast maximum likelihood algorithms to infer the evolutionary history of a PPI network given the duplication history of its proteins. Simulation studies demonstrated that our approach, which takes advantage of protein duplication information, outperforms NetArch, the first maximum likelihood algorithm for PPI network history reconstruction. Using the proposed method, we studied the topological change of the PPI networks of the yeast, fruitfly, and worm.
Nezhel'skaya, L. A.
2016-09-01
A flow of physical events (photons, electrons, and other elementary particles) is studied. One of the mathematical models of such flows is the modulated MAP flow of events circulating under conditions of unextendable dead time period. It is assumed that the dead time period is an unknown fixed value. The problem of estimation of the dead time period from observations of arrival times of events is solved by the method of maximum likelihood.
Lee, C.-H.; Herget, C. J.
1976-01-01
This short paper considers the parameter-identification problem of general discrete-time, nonlinear, multiple input-multiple output dynamic systems with Gaussian white distributed measurement errors. Knowledge of the system parameterization is assumed to be available. Regions of constrained maximum likelihood (CML) parameter identifiability are established. A computation procedure employing interval arithmetic is proposed for finding explicit regions of parameter identifiability for the case of linear systems.
Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models
YUE Li; CHEN Xiru
2004-01-01
Under the assumption that in the generalized linear model (GLM) the expectation of the response variable has a correct specification and some other smooth conditions,it is shown that with probability one the quasi-likelihood equation for the GLM has a solution when the sample size n is sufficiently large. The rate of this solution tending to the true value is determined. In an important special case, this rate is the same as specified in the LIL for iid partial sums and thus cannot be improved anymore.
PNNL: A Supervised Maximum Entropy Approach to Word Sense Disambiguation
Tratz, Stephen C.; Sanfilippo, Antonio P.; Gregory, Michelle L.; Chappell, Alan R.; Posse, Christian; Whitney, Paul D.
2007-06-23
In this paper, we described the PNNL Word Sense Disambiguation system as applied to the English All-Word task in Se-mEval 2007. We use a supervised learning approach, employing a large number of features and using Information Gain for dimension reduction. Our Maximum Entropy approach combined with a rich set of features produced results that are significantly better than baseline and are the highest F-score for the fined-grained English All-Words subtask.
Efficient and exact maximum likelihood quantisation of genomic features using dynamic programming.
Song, Mingzhou; Haralick, Robert M; Boissinot, Stéphane
2010-01-01
An efficient and exact dynamic programming algorithm is introduced to quantise a continuous random variable into a discrete random variable that maximises the likelihood of the quantised probability distribution for the original continuous random variable. Quantisation is often useful before statistical analysis and modelling of large discrete network models from observations of multiple continuous random variables. The quantisation algorithm is applied to genomic features including the recombination rate distribution across the chromosomes and the non-coding transposable element LINE-1 in the human genome. The association pattern is studied between the recombination rate, obtained by quantisation at genomic locations around LINE-1 elements, and the length groups of LINE-1 elements, also obtained by quantisation on LINE-1 length. The exact and density-preserving quantisation approach provides an alternative superior to the inexact and distance-based univariate iterative k-means clustering algorithm for discretisation.
Gu, Fei; Wu, Hao
2016-09-01
The specifications of state space model for some principal component-related models are described, including the independent-group common principal component (CPC) model, the dependent-group CPC model, and principal component-based multivariate analysis of variance. Some derivations are provided to show the equivalence of the state space approach and the existing Wishart-likelihood approach. For each model, a numeric example is used to illustrate the state space approach. In addition, a simulation study is conducted to evaluate the standard error estimates under the normality and nonnormality conditions. In order to cope with the nonnormality conditions, the robust standard errors are also computed. Finally, other possible applications of the state space approach are discussed at the end.
D. L. Bricker
1997-01-01
Full Text Available The problem of assigning cell probabilities to maximize a multinomial likelihood with order restrictions on the probabilies and/or restrictions on the local odds ratios is modeled as a posynomial geometric program (GP, a class of nonlinear optimization problems with a well-developed duality theory and collection of algorithms. (Local odds ratios provide a measure of association between categorical random variables. A constrained multinomial MLE example from the literature is solved, and the quality of the solution is compared with that obtained by the iterative method of El Barmi and Dykstra, which is based upon Fenchel duality. Exploiting the proximity of the GP model of MLE problems to linear programming (LP problems, we also describe as an alternative, in the absence of special-purpose GP software, an easily implemented successive LP approximation method for solving this class of MLE problems using one of the readily available LP solvers.
Maximum likelihood methods for investigating reporting rates of rings on hunter-shot birds
Conroy, M.J.; Morgan, B.J.T.; North, P.M.
1985-01-01
It is well known that hunters do not report 100% of the rings that they find on shot birds. Reward studies can be used to estimate what this reporting rate is, by comparison of recoveries of rings offering a monetary reward, to ordinary rings. A reward study of American Black Ducks (Anas rubripes) is used to illustrate the design, and to motivate the development of statistical models for estimation and for testing hypotheses of temporal and geographic variation in reporting rates. The method involves indexing the data (recoveries) and parameters (reporting, harvest, and solicitation rates) by geographic and temporal strata. Estimates are obtained under unconstrained (e.g., allowing temporal variability in reporting rates) and constrained (e.g., constant reporting rates) models, and hypotheses are tested by likelihood ratio. A FORTRAN program, available from the author, is used to perform the computations.
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...
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.
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/.
Lee, Wonyul; Liu, Yufeng
2012-10-01
Multivariate regression is a common statistical tool for practical problems. Many multivariate regression techniques are designed for univariate response cases. For problems with multiple response variables available, one common approach is to apply the univariate response regression technique separately on each response variable. Although it is simple and popular, the univariate response approach ignores the joint information among response variables. In this paper, we propose three new methods for utilizing joint information among response variables. All methods are in a penalized likelihood framework with weighted L(1) regularization. The proposed methods provide sparse estimators of conditional inverse co-variance matrix of response vector given explanatory variables as well as sparse estimators of regression parameters. Our first approach is to estimate the regression coefficients with plug-in estimated inverse covariance matrices, and our second approach is to estimate the inverse covariance matrix with plug-in estimated regression parameters. Our third approach is to estimate both simultaneously. Asymptotic properties of these methods are explored. Our numerical examples demonstrate that the proposed methods perform competitively in terms of prediction, variable selection, as well as inverse covariance matrix estimation.
夏天; 孔繁超
2008-01-01
This paper proposes some regularity conditions.On the basis of the proposed regularity conditions,we show the strong consistency of maximum quasi-likelihood estimation (MQLE)in quasi-likelihood nonlinear models (QLNM).Our results may he regarded as a further generalization of the relevant results in Ref.[4].
Richards, V. M.; Dai, W.
2014-01-01
A MATLAB toolbox for the efficient estimation of the threshold, slope, and lapse rate of the psychometric function is described. The toolbox enables the efficient implementation of the updated maximum-likelihood (UML) procedure. The toolbox uses an object-oriented architecture for organizing the experimental variables and computational algorithms, which provides experimenters with flexibility in experimental design and data management. Descriptions of the UML procedure and the UML Toolbox are provided, followed by toolbox use examples. Finally, guidelines and recommendations of parameter configurations are given. PMID:24671826
Shen, Yi; Dai, Wei; Richards, Virginia M
2015-03-01
A MATLAB toolbox for the efficient estimation of the threshold, slope, and lapse rate of the psychometric function is described. The toolbox enables the efficient implementation of the updated maximum-likelihood (UML) procedure. The toolbox uses an object-oriented architecture for organizing the experimental variables and computational algorithms, which provides experimenters with flexibility in experimental design and data management. Descriptions of the UML procedure and the UML Toolbox are provided, followed by toolbox use examples. Finally, guidelines and recommendations of parameter configurations are given.
Zhu, Ke; 10.1214/11-AOS895
2012-01-01
This paper investigates the asymptotic theory of the quasi-maximum exponential likelihood estimators (QMELE) for ARMA--GARCH models. Under only a fractional moment condition, the strong consistency and the asymptotic normality of the global self-weighted QMELE are obtained. Based on this self-weighted QMELE, the local QMELE is showed to be asymptotically normal for the ARMA model with GARCH (finite variance) and IGARCH errors. A formal comparison of two estimators is given for some cases. A simulation study is carried out to assess the performance of these estimators, and a real example on the world crude oil price is given.
Lemaire, H.; Barat, E.; Carrel, F.; Dautremer, T.; Dubos, S.; Limousin, O.; Montagu, T.; Normand, S.; Schoepff, V. [CEA, Gif-sur-Yvette, F-91191 (France); Amgarou, K.; Menaa, N. [CANBERRA, 1, rue des Herons, Saint Quentin en Yvelines, F-78182 (France); Angelique, J.-C. [LPC, 6, boulevard du Marechal Juin, F-14050 (France); Patoz, A. [CANBERRA, 10, route de Vauzelles, Loches, F-37600 (France)
2015-07-01
In this work, we tested Maximum likelihood expectation-maximization (MLEM) algorithms optimized for gamma imaging applications on two recent coded mask gamma cameras. We respectively took advantage of the characteristics of the GAMPIX and Caliste HD-based gamma cameras: noise reduction thanks to mask/anti-mask procedure but limited energy resolution for GAMPIX, high energy resolution for Caliste HD. One of our short-term perspectives is the test of MAPEM algorithms integrating specific prior values for the data to reconstruct adapted to the gamma imaging topic. (authors)
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.
Lin, Shu; Fossorier, Marc
1998-01-01
The Viterbi algorithm is indeed a very simple and efficient method of implementing the maximum likelihood decoding. However, if we take advantage of the structural properties in a trellis section, other efficient trellis-based decoding algorithms can be devised. Recently, an efficient trellis-based recursive maximum likelihood decoding (RMLD) algorithm for linear block codes has been proposed. This algorithm is more efficient than the conventional Viterbi algorithm in both computation and hardware requirements. Most importantly, the implementation of this algorithm does not require the construction of the entire code trellis, only some special one-section trellises of relatively small state and branch complexities are needed for constructing path (or branch) metric tables recursively. At the end, there is only one table which contains only the most likely code-word and its metric for a given received sequence r = (r(sub 1), r(sub 2),...,r(sub n)). This algorithm basically uses the divide and conquer strategy. Furthermore, it allows parallel/pipeline processing of received sequences to speed up decoding.
Roy Choudhury, Kingshuk; O'Sullivan, Finbarr; Kasman, Ian; Plowman, Greg D
2012-12-20
Measurements in tumor growth experiments are stopped once the tumor volume exceeds a preset threshold: a mechanism we term volume endpoint censoring. We argue that this type of censoring is informative. Further, least squares (LS) parameter estimates are shown to suffer a bias in a general parametric model for tumor growth with an independent and identically distributed measurement error, both theoretically and in simulation experiments. In a linear growth model, the magnitude of bias in the LS growth rate estimate increases with the growth rate and the standard deviation of measurement error. We propose a conditional maximum likelihood estimation procedure, which is shown both theoretically and in simulation experiments to yield approximately unbiased parameter estimates in linear and quadratic growth models. Both LS and maximum likelihood estimators have similar variance characteristics. In simulation studies, these properties appear to extend to the case of moderately dependent measurement error. The methodology is illustrated by application to a tumor growth study for an ovarian cancer cell line.
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/
James O Lloyd-Smith
Full Text Available BACKGROUND: The negative binomial distribution is used commonly throughout biology as a model for overdispersed count data, with attention focused on the negative binomial dispersion parameter, k. A substantial literature exists on the estimation of k, but most attention has focused on datasets that are not highly overdispersed (i.e., those with k>or=1, and the accuracy of confidence intervals estimated for k is typically not explored. METHODOLOGY: This article presents a simulation study exploring the bias, precision, and confidence interval coverage of maximum-likelihood estimates of k from highly overdispersed distributions. In addition to exploring small-sample bias on negative binomial estimates, the study addresses estimation from datasets influenced by two types of event under-counting, and from disease transmission data subject to selection bias for successful outbreaks. CONCLUSIONS: Results show that maximum likelihood estimates of k can be biased upward by small sample size or under-reporting of zero-class events, but are not biased downward by any of the factors considered. Confidence intervals estimated from the asymptotic sampling variance tend to exhibit coverage below the nominal level, with overestimates of k comprising the great majority of coverage errors. Estimation from outbreak datasets does not increase the bias of k estimates, but can add significant upward bias to estimates of the mean. Because k varies inversely with the degree of overdispersion, these findings show that overestimation of the degree of overdispersion is very rare for these datasets.
Jones, Douglas H.
The progress of modern mental test theory depends very much on the techniques of maximum likelihood estimation, and many popular applications make use of likelihoods induced by logistic item response models. While, in reality, item responses are nonreplicate within a single examinee and the logistic models are only ideal, practitioners make…
Várnai, Csilla; Burkoff, Nikolas S; Wild, David L
2013-12-10
Maximum Likelihood (ML) optimization schemes are widely used for parameter inference. They maximize the likelihood of some experimentally observed data, with respect to the model parameters iteratively, following the gradient of the logarithm of the likelihood. Here, we employ a ML inference scheme to infer a generalizable, physics-based coarse-grained protein model (which includes Go̅-like biasing terms to stabilize secondary structure elements in room-temperature simulations), using native conformations of a training set of proteins as the observed data. Contrastive divergence, a novel statistical machine learning technique, is used to efficiently approximate the direction of the gradient ascent, which enables the use of a large training set of proteins. Unlike previous work, the generalizability of the protein model allows the folding of peptides and a protein (protein G) which are not part of the training set. We compare the same force field with different van der Waals (vdW) potential forms: a hard cutoff model, and a Lennard-Jones (LJ) potential with vdW parameters inferred or adopted from the CHARMM or AMBER force fields. Simulations of peptides and protein G show that the LJ model with inferred parameters outperforms the hard cutoff potential, which is consistent with previous observations. Simulations using the LJ potential with inferred vdW parameters also outperforms the protein models with adopted vdW parameter values, demonstrating that model parameters generally cannot be used with force fields with different energy functions. The software is available at https://sites.google.com/site/crankite/.
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)
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.
Falk, Carl F; Cai, Li
2016-06-01
We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives.
Kazi Takpaya; Wei Gang
2003-01-01
Blind identification-blind equalization for Finite Impulse Response (FIR) Multiple Input-Multiple Output (MIMO) channels can be reformulated as the problem of blind sources separation. It has been shown that blind identification via decorrelating sub-channels method could recover the input sources. The Blind Identification via Decorrelating Sub-channels(BIDS)algorithm first constructs a set of decorrelators, which decorrelate the output signals of subchannels, and then estimates the channel matrix using the transfer functions of the decorrelators and finally recovers the input signal using the estimated channel matrix. In this paper, a new approximation of the input source for FIR-MIMO channels based on the maximum likelihood source separation method is proposed. The proposed method outperforms BIDS in the presence of additive white Gaussian noise.
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.
无
2007-01-01
WOMBAT is a software package for quantitative genetic analyses of continuous traits, fitting a linear, mixed model;estimates of covariance components and the resulting genetic parameters are obtained by restricted maximum likelihood. A wide range of models, comprising numerous traits, multiple fixed and random effects, selected genetic covariance structures, random regression models and reduced rank estimation are accommodated. WOMBAT employs up-to-date numerical and computational methods. Together with the use of efficient compilers, this generates fast executable programs, suitable for large scale analyses.Use of WOMBAT is illustrated for a bivariate analysis. The package consists of the executable program, available for LINUX and WINDOWS environments, manual and a set of worked example, and can be downloaded free of charge from http://agbu.une.edu.au/～kmeyer/wombat.html
He, Yi; Scheraga, Harold A., E-mail: has5@cornell.edu [Department of Chemistry and Chemical Biology, Cornell University, Ithaca, New York 14853 (United States); Liwo, Adam [Faculty of Chemistry, University of Gdańsk, Wita Stwosza 63, 80-308 Gdańsk (Poland)
2015-12-28
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.
Pestotnik, R.; Križan, P.; Korpar, S.; Iijima, T.
2008-09-01
The use of a sequence of aerogel radiators with different refractive indices in a proximity focusing Cherenkov ring imaging detector has been shown to improve the resolution of the Cherenkov angle. In order to obtain further information on the capabilities of such a detector, a maximum-likelihood analysis has been performed on simulated data, with the simulation being appropriate for the upgraded Belle detector. The results show that by using a sequence of two aerogel layers with different refractive indices, the K/π separation efficiency is improved in the kinematic region above 3 GeV/ c. In the low momentum region, the focusing configuration (with n1 and n2 chosen such that the Cherenkov rings from different aerogel layers at 4 GeV/ c overlap) shows a better performance than the defocusing one (where the two Cherenkov rings are well separated).
AaziTakpaya; WeiGang
2003-01-01
Blind identification-blind equalization for finite Impulse Response(FIR)Multiple Input-Multiple Output(MIMO)channels can be reformulated as the problem of blind sources separation.It has been shown that blind identification via decorrelating sub-channels method could recover the input sources.The Blind Identification via Decorrelating Sub-channels(BIDS)algorithm first constructs a set of decorrelators,which decorrelate the output signals of subchannels,and then estimates the channel matrix using the transfer functions of the decorrelators and finally recovers the input signal using the estimated channel matrix.In this paper,a new qpproximation of the input source for FIR-MIMO channels based on the maximum likelihood source separation method is proposed.The proposed method outperforms BIDS in the presence of additive white Garssian noise.
Kakade, Rohan; Walker, John G.; Phillips, Andrew J.
2016-08-01
Confocal fluorescence microscopy (CFM) is widely used in biological sciences because of its enhanced 3D resolution that allows image sectioning and removal of out-of-focus blur. This is achieved by rejection of the light outside a detection pinhole in a plane confocal with the illuminated object. In this paper, an alternative detection arrangement is examined in which the entire detection/image plane is recorded using an array detector rather than a pinhole detector. Using this recorded data an attempt is then made to recover the object from the whole set of recorded photon array data; in this paper maximum-likelihood estimation has been applied. The recovered object estimates are shown (through computer simulation) to have good resolution, image sectioning and signal-to-noise ratio compared with conventional pinhole CFM images.
Galili, Tal; Meilijson, Isaac
2016-01-02
The Rao-Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a "better" one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao-Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao-Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.].
Galili, Tal; Meilijson, Isaac
2016-01-01
The Rao–Blackwell theorem offers a procedure for converting a crude unbiased estimator of a parameter θ into a “better” one, in fact unique and optimal if the improvement is based on a minimal sufficient statistic that is complete. In contrast, behind every minimal sufficient statistic that is not complete, there is an improvable Rao–Blackwell improvement. This is illustrated via a simple example based on the uniform distribution, in which a rather natural Rao–Blackwell improvement is uniformly improvable. Furthermore, in this example the maximum likelihood estimator is inefficient, and an unbiased generalized Bayes estimator performs exceptionally well. Counterexamples of this sort can be useful didactic tools for explaining the true nature of a methodology and possible consequences when some of the assumptions are violated. [Received December 2014. Revised September 2015.] PMID:27499547
Pei, Jingwen; Wu, Yufeng
2017-06-15
It is well known that gene trees and species trees may have different topologies. One explanation is incomplete lineage sorting, which is commonly modeled by the coalescent process. In multispecies coalescent, a gene tree topology is observed with some probability (called the gene tree probability) for a given species tree. Gene tree probability is the main tool for the program STELLS, which finds the maximum likelihood estimate of the species tree from the given gene tree topologies. However, STELLS becomes slow when data size increases. Recently, several fast species tree inference methods have been developed, which can handle large data. However, these methods often do not fully utilize the information in the gene trees. In this paper, we present an algorithm (called STELLS2) for computing the gene tree probability more efficiently than the original STELLS. The key idea of STELLS2 is taking some 'shortcuts' during the computation and computing the gene tree probability approximately. We apply the STELLS2 algorithm in the species tree inference approach in the original STELLS, which leads to a new maximum likelihood species tree inference method (also called STELLS2). Through simulation we demonstrate that the gene tree probabilities computed by STELLS2 and STELLS have strong correlation. We show that STELLS2 is almost as accurate in species tree inference as STELLS. Also STELLS2 is usually more accurate than several existing methods when there is one allele per species, although STELLS2 is slower than these methods. STELLS2 outperforms these methods significantly when there are multiple alleles per species. The program STELLS2 is available for download at: https://github.com/yufengwudcs/STELLS2. yufeng.wu@uconn.edu. Supplementary data are available at Bioinformatics online.
Maximum Likelihood Fusion Model
2014-08-09
by the DLR Institute of Robotics and Mechatronics building (dataset courtesy of the University of Bre- men). In contrast to the Victoria Park dataset...Institute of Robotics and Mechatronics building (dataset courtesy of the University of Bremen). In contrast to the Victoria Park dataset, a camera sensor is
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.
Bellili, Faouzi; Meftehi, Rabii; Affes, Sofiene; Stephenne, Alex
2015-01-01
In this paper, we tackle for the first time the problem of maximum likelihood (ML) estimation of the signal-to-noise ratio (SNR) parameter over time-varying single-input multiple-output (SIMO) channels. Both the data-aided (DA) and the non-data-aided (NDA) schemes are investigated. Unlike classical techniques where the channel is assumed to be slowly time-varying and, therefore, considered as constant over the entire observation period, we address the more challenging problem of instantaneous (i.e., short-term or local) SNR estimation over fast time-varying channels. The channel variations are tracked locally using a polynomial-in-time expansion. First, we derive in closed-form expressions the DA ML estimator and its bias. The latter is subsequently subtracted in order to obtain a new unbiased DA estimator whose variance and the corresponding Cram\\'er-Rao lower bound (CRLB) are also derived in closed form. Due to the extreme nonlinearity of the log-likelihood function (LLF) in the NDA case, we resort to the expectation-maximization (EM) technique to iteratively obtain the exact NDA ML SNR estimates within very few iterations. Most remarkably, the new EM-based NDA estimator is applicable to any linearly-modulated signal and provides sufficiently accurate soft estimates (i.e., soft detection) for each of the unknown transmitted symbols. Therefore, hard detection can be easily embedded in the iteration loop in order to improve its performance at low to moderate SNR levels. We show by extensive computer simulations that the new estimators are able to accurately estimate the instantaneous per-antenna SNRs as they coincide with the DA CRLB over a wide range of practical SNRs.
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
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
Youhua Chen
2016-09-01
Full Text Available In this report, a maximum likelihood model is developed to incorporate data uncertainty in response and explanatory variables when fitting power-law bivariate relationships in ecology and evolution. This simple likelihood model is applied to an empirical data set related to the allometric relationship between body mass and length of Sciuridae species worldwide. The results show that the values of parameters estimated by the proposed likelihood model are substantially different from those fitted by the nonlinear least-of-square (NLOS method. Accordingly, the power-law models fitted by both methods have different curvilinear shapes. These discrepancies are caused by the integration of measurement errors in the proposed likelihood model, in which NLOS method fails to do. Because the current likelihood model and the NLOS method can show different results, the inclusion of measurement errors may offer new insights into the interpretation of scaling or power laws in ecology and evolution.
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.
Kim, Kyungsoo; Lim, Sung-Ho; Lee, Jaeseok; Kang, Won-Seok; Moon, Cheil; Choi, Ji-Woong
2016-06-16
Electroencephalograms (EEGs) measure a brain signal that contains abundant information about the human brain function and health. For this reason, recent clinical brain research and brain computer interface (BCI) studies use EEG signals in many applications. Due to the significant noise in EEG traces, signal processing to enhance the signal to noise power ratio (SNR) is necessary for EEG analysis, especially for non-invasive EEG. A typical method to improve the SNR is averaging many trials of event related potential (ERP) signal that represents a brain's response to a particular stimulus or a task. The averaging, however, is very sensitive to variable delays. In this study, we propose two time delay estimation (TDE) schemes based on a joint maximum likelihood (ML) criterion to compensate the uncertain delays which may be different in each trial. We evaluate the performance for different types of signals such as random, deterministic, and real EEG signals. The results show that the proposed schemes provide better performance than other conventional schemes employing averaged signal as a reference, e.g., up to 4 dB gain at the expected delay error of 10°.
Loyka, Sergey; Gagnon, Francois
2009-01-01
Motivated by a recent surge of interest in convex optimization techniques, convexity/concavity properties of error rates of the maximum likelihood detector operating in the AWGN channel are studied and extended to frequency-flat slow-fading channels. Generic conditions are identified under which the symbol error rate (SER) is convex/concave for arbitrary multi-dimensional constellations. In particular, the SER is convex in SNR for any one- and two-dimensional constellation, and also in higher dimensions at high SNR. Pairwise error probability and bit error rate are shown to be convex at high SNR, for arbitrary constellations and bit mapping. Universal bounds for the SER 1st and 2nd derivatives are obtained, which hold for arbitrary constellations and are tight for some of them. Applications of the results are discussed, which include optimum power allocation in spatial multiplexing systems, optimum power/time sharing to decrease or increase (jamming problem) error rate, an implication for fading channels ("fa...
Chatterjee, Nilanjan; Chen, Yi-Hau; Maas, Paige; Carroll, Raymond J
2016-03-01
Information from various public and private data sources of extremely large sample sizes are now increasingly available for research purposes. Statistical methods are needed for utilizing information from such big data sources while analyzing data from individual studies that may collect more detailed information required for addressing specific hypotheses of interest. In this article, we consider the problem of building regression models based on individual-level data from an "internal" study while utilizing summary-level information, such as information on parameters for reduced models, from an "external" big data source. We identify a set of very general constraints that link internal and external models. These constraints are used to develop a framework for semiparametric maximum likelihood inference that allows the distribution of covariates to be estimated using either the internal sample or an external reference sample. We develop extensions for handling complex stratified sampling designs, such as case-control sampling, for the internal study. Asymptotic theory and variance estimators are developed for each case. We use simulation studies and a real data application to assess the performance of the proposed methods in contrast to the generalized regression (GR) calibration methodology that is popular in the sample survey literature.
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.
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
Bounds for Maximum Likelihood Regular and Non-Regular DoA Estimation in K-Distributed Noise
Abramovich, Yuri I.; Besson, Olivier; Johnson, Ben A.
2015-11-01
We consider the problem of estimating the direction of arrival of a signal embedded in $K$-distributed noise, when secondary data which contains noise only are assumed to be available. Based upon a recent formula of the Fisher information matrix (FIM) for complex elliptically distributed data, we provide a simple expression of the FIM with the two data sets framework. In the specific case of $K$-distributed noise, we show that, under certain conditions, the FIM for the deterministic part of the model can be unbounded, while the FIM for the covariance part of the model is always bounded. In the general case of elliptical distributions, we provide a sufficient condition for unboundedness of the FIM. Accurate approximations of the FIM for $K$-distributed noise are also derived when it is bounded. Additionally, the maximum likelihood estimator of the signal DoA and an approximated version are derived, assuming known covariance matrix: the latter is then estimated from secondary data using a conventional regularization technique. When the FIM is unbounded, an analysis of the estimators reveals a rate of convergence much faster than the usual $T^{-1}$. Simulations illustrate the different behaviors of the estimators, depending on the FIM being bounded or not.
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°.
Smith, J F
2000-06-01
Generic relationships within Episcieae were assessed using ITS and ndhF sequences. Previous analyses of this tribe have focussed only on ndhF data and have excluded two genera, Rhoogeton and Oerstedina, which are included in this analysis. Data were analyzed using both parsimony and maximum-likelihood methods. Results from partition homogeneity tests imply that the two data sets are significantly incongruent, but when Rhoogeton is removed from the analysis, the data sets are not significantly different. The combined data sets reveal greater strength of relationships within the tribe with the exception of the position of Rhoogeton. Poorly or unresolved relationships based exclusively on ndhF data are more fully resolved with ITS data. These resolved clades include the monophyly of the genera Columnea and Paradrymonia and the sister-group relationship of Nematanthus and Codonanthe. A closer affinity between Neomortonia nummularia and N. rosea than has previously been seen is apparent from these data, although these two species are not monophyletic in any tree. Lastly, Capanea appears to be a member of Gloxinieae, although C. grandiflora remains within Episcieae. Evolution of fruit type, epiphytic habit, and presence of tubers is re-examined with the new data presented here.
Galaxy and Mass Assembly (GAMA): The halo mass of galaxy groups from maximum-likelihood weak lensing
Han, Jiaxin; Frenk, Carlos S; Mandelbaum, Rachel; Norberg, Peder; Schneider, Michael D; Peacock, John A; Jing, Yipeng; Baldry, Ivan; Bland-Hawthorn, Joss; Brough, Sarah; Brown, Michael J I; Loveday, Jon
2014-01-01
We present a maximum-likelihood weak lensing analysis of the mass distribution in optically selected spectroscopic Galaxy Groups (G3Cv1) in the Galaxy And Mass Assembly (GAMA) survey, using background Sloan Digital Sky Survey (SDSS) photometric galaxies. The scaling of halo mass, $M_h$, with various group observables is investigated. Our main results are: 1) the measured relations of halo mass with group luminosity, virial volume and central galaxy stellar mass, $M_\\star$, agree very well with predictions from mock group catalogues constructed from a GALFORM semi-analytical galaxy formation model implemented in the Millennim $\\Lambda$CDM N-body simulation; 2) the measured relations of halo mass with velocity dispersion and projected half-abundance radius show weak tension with mock predictions, hinting at problems in the mock galaxy dynamics and their small scale distribution; 3) the median $M_h|M_\\star$ measured from weak lensing depends more sensitively on the dispersion in $M_\\star$ at fixed $M_h$ than it ...
Lin, Jen-Jen; Cheng, Jung-Yu; Huang, Li-Fei; Lin, Ying-Hsiu; Wan, Yung-Liang; Tsui, Po-Hsiang
2017-02-09
The Nakagami distribution is an approximation useful to the statistics of ultrasound backscattered signals for tissue characterization. Various estimators may affect the Nakagami parameter in the detection of changes in backscattered statistics. In particular, the moment-based estimator (MBE) and maximum likelihood estimator (MLE) are two primary methods used to estimate the Nakagami parameters of ultrasound signals. This study explored the effects of the MBE and different MLE approximations on Nakagami parameter estimations. Ultrasound backscattered signals of different scatterer number densities were generated using a simulation model, and phantom experiments and measurements of human liver tissues were also conducted to acquire real backscattered echoes. Envelope signals were employed to estimate the Nakagami parameters by using the MBE, first- and second-order approximations of MLE (MLE1 and MLE2, respectively), and Greenwood approximation (MLEgw) for comparisons. The simulation results demonstrated that, compared with the MBE and MLE1, the MLE2 and MLEgw enabled more stable parameter estimations with small sample sizes. Notably, the required data length of the envelope signal was 3.6 times the pulse length. The phantom and tissue measurement results also showed that the Nakagami parameters estimated using the MLE2 and MLEgw could simultaneously differentiate various scatterer concentrations with lower standard deviations and reliably reflect physical meanings associated with the backscattered statistics. Therefore, the MLE2 and MLEgw are suggested as estimators for the development of Nakagami-based methodologies for ultrasound tissue characterization.
Raghunathan, Srinivasan; Patil, Sanjaykumar; Baxter, Eric J.; Bianchini, Federico; Bleem, Lindsey E.; Crawford, Thomas M.; Holder, Gilbert P.; Manzotti, Alessandro; Reichardt, Christian L.
2017-08-01
We develop a Maximum Likelihood estimator (MLE) to measure the masses of galaxy clusters through the impact of gravitational lensing on the temperature and polarization anisotropies of the cosmic microwave background (CMB). We show that, at low noise levels in temperature, this optimal estimator outperforms the standard quadratic estimator by a factor of two. For polarization, we show that the Stokes Q/U maps can be used instead of the traditional E- and B-mode maps without losing information. We test and quantify the bias in the recovered lensing mass for a comprehensive list of potential systematic errors. Using realistic simulations, we examine the cluster mass uncertainties from CMB-cluster lensing as a function of an experiment's beam size and noise level. We predict the cluster mass uncertainties will be 3 - 6% for SPT-3G, AdvACT, and Simons Array experiments with 10,000 clusters and less than 1% for the CMB-S4 experiment with a sample containing 100,000 clusters. The mass constraints from CMB polarization are very sensitive to the experimental beam size and map noise level: for a factor of three reduction in either the beam size or noise level, the lensing signal-to-noise improves by roughly a factor of two.
Kaiyu Wang
2014-01-01
Full Text Available This paper presents an efficient all digital carrier recovery loop (ADCRL for quadrature phase shift keying (QPSK. The ADCRL combines classic closed-loop carrier recovery circuit, all digital Costas loop (ADCOL, with frequency feedward loop, maximum likelihood frequency estimator (MLFE so as to make the best use of the advantages of the two types of carrier recovery loops and obtain a more robust performance in the procedure of carrier recovery. Besides, considering that, for MLFE, the accurate estimation of frequency offset is associated with the linear characteristic of its frequency discriminator (FD, the Coordinate Rotation Digital Computer (CORDIC algorithm is introduced into the FD based on MLFE to unwrap linearly phase difference. The frequency offset contained within the phase difference unwrapped is estimated by the MLFE implemented just using some shifter and multiply-accumulate units to assist the ADCOL to lock quickly and precisely. The joint simulation results of ModelSim and MATLAB show that the performances of the proposed ADCRL in locked-in time and range are superior to those of the ADCOL. On the other hand, a systematic design procedure based on FPGA for the proposed ADCRL is also presented.
K. Seshadri Sastry
2013-06-01
Full Text Available This paper presents Adaptive Population Sizing Genetic Algorithm (AGA assisted Maximum Likelihood (ML estimation of Orthogonal Frequency Division Multiplexing (OFDM symbols in the presence of Nonlinear Distortions. The proposed algorithm is simulated in MATLAB and compared with existing estimation algorithms such as iterative DAR, decision feedback clipping removal, iteration decoder, Genetic Algorithm (GA assisted ML estimation and theoretical ML estimation. Simulation results proved that the performance of the proposed AGA assisted ML estimation algorithm is superior compared with the existing estimation algorithms. Further the computational complexity of GA assisted ML estimation increases with increase in number of generations or/and size of population, in the proposed AGA assisted ML estimation algorithm the population size is adaptive and depends on the best fitness. The population size in GA assisted ML estimation is fixed and sufficiently higher size of population is taken to ensure good performance of the algorithm but in proposed AGA assisted ML estimation algorithm the size of population changes as per requirement in an adaptive manner thus reducing the complexity of the algorithm.
Mousavi, Sayyed R; Khodadadi, Ilnaz; Falsafain, Hossein; Nadimi, Reza; Ghadiri, Nasser
2014-06-07
Human haplotypes include essential information about SNPs, which in turn provide valuable information for such studies as finding relationships between some diseases and their potential genetic causes, e.g., for Genome Wide Association Studies. Due to expensiveness of directly determining haplotypes and recent progress in high throughput sequencing, there has been an increasing motivation for haplotype assembly, which is the problem of finding a pair of haplotypes from a set of aligned fragments. Although the problem has been extensively studied and a number of algorithms have already been proposed for the problem, more accurate methods are still beneficial because of high importance of the haplotypes information. In this paper, first, we develop a probabilistic model, that incorporates the Minor Allele Frequency (MAF) of SNP sites, which is missed in the existing maximum likelihood models. Then, we show that the probabilistic model will reduce to the Minimum Error Correction (MEC) model when the information of MAF is omitted and some approximations are made. This result provides a novel theoretical support for the MEC, despite some criticisms against it in the recent literature. Next, under the same approximations, we simplify the model to an extension of the MEC in which the information of MAF is used. Finally, we extend the haplotype assembly algorithm HapSAT by developing a weighted Max-SAT formulation for the simplified model, which is evaluated empirically with positive results.
Eberhard, Wynn L
2017-04-01
The maximum likelihood estimator (MLE) is derived for retrieving the extinction coefficient and zero-range intercept in the lidar slope method in the presence of random and independent Gaussian noise. Least-squares fitting, weighted by the inverse of the noise variance, is equivalent to the MLE. Monte Carlo simulations demonstrate that two traditional least-squares fitting schemes, which use different weights, are less accurate. Alternative fitting schemes that have some positive attributes are introduced and evaluated. The principal factors governing accuracy of all these schemes are elucidated. Applying these schemes to data with Poisson rather than Gaussian noise alters accuracy little, even when the signal-to-noise ratio is low. Methods to estimate optimum weighting factors in actual data are presented. Even when the weighting estimates are coarse, retrieval accuracy declines only modestly. Mathematical tools are described for predicting retrieval accuracy. Least-squares fitting with inverse variance weighting has optimum accuracy for retrieval of parameters from single-wavelength lidar measurements when noise, errors, and uncertainties are Gaussian distributed, or close to optimum when only approximately Gaussian.
Cuenca, José; Aleza, Pablo; Juárez, José; García-Lor, Andrés; Froelicher, Yann; Navarro, Luis; Ollitrault, Patrick
2015-01-01
Polyploidisation is a key source of diversification and speciation in plants. Most researchers consider sexual polyploidisation leading to unreduced gamete as its main origin. Unreduced gametes are useful in several crop breeding schemes. Their formation mechanism, i.e., First-Division Restitution (FDR) or Second-Division Restitution (SDR), greatly impacts the gametic and population structures and, therefore, the breeding efficiency. Previous methods to identify the underlying mechanism required the analysis of a large set of markers over large progeny. This work develops a new maximum-likelihood method to identify the unreduced gamete formation mechanism both at the population and individual levels using independent centromeric markers. Knowledge of marker-centromere distances greatly improves the statistical power of the comparison between the SDR and FDR hypotheses. Simulating data demonstrated the importance of selecting markers very close to the centromere to obtain significant conclusions at individual level. This new method was used to identify the meiotic restitution mechanism in nineteen mandarin genotypes used as female parents in triploid citrus breeding. SDR was identified for 85.3% of 543 triploid hybrids and FDR for 0.6%. No significant conclusions were obtained for 14.1% of the hybrids. At population level SDR was the predominant mechanisms for the 19 parental mandarins. PMID:25894579
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.
Cuenca, José; Aleza, Pablo; Juárez, José; García-Lor, Andrés; Froelicher, Yann; Navarro, Luis; Ollitrault, Patrick
2015-04-20
Polyploidisation is a key source of diversification and speciation in plants. Most researchers consider sexual polyploidisation leading to unreduced gamete as its main origin. Unreduced gametes are useful in several crop breeding schemes. Their formation mechanism, i.e., First-Division Restitution (FDR) or Second-Division Restitution (SDR), greatly impacts the gametic and population structures and, therefore, the breeding efficiency. Previous methods to identify the underlying mechanism required the analysis of a large set of markers over large progeny. This work develops a new maximum-likelihood method to identify the unreduced gamete formation mechanism both at the population and individual levels using independent centromeric markers. Knowledge of marker-centromere distances greatly improves the statistical power of the comparison between the SDR and FDR hypotheses. Simulating data demonstrated the importance of selecting markers very close to the centromere to obtain significant conclusions at individual level. This new method was used to identify the meiotic restitution mechanism in nineteen mandarin genotypes used as female parents in triploid citrus breeding. SDR was identified for 85.3% of 543 triploid hybrids and FDR for 0.6%. No significant conclusions were obtained for 14.1% of the hybrids. At population level SDR was the predominant mechanisms for the 19 parental mandarins.
Makeev, Andrey; Ikejimba, Lynda; Lo, Joseph Y.; Glick, Stephen J.
2016-03-01
Although digital mammography has reduced breast cancer mortality by approximately 30%, sensitivity and specificity are still far from perfect. In particular, the performance of mammography is especially limited for women with dense breast tissue. Two out of every three biopsies performed in the U.S. are unnecessary, thereby resulting in increased patient anxiety, pain, and possible complications. One promising tomographic breast imaging method that has recently been approved by the FDA is dedicated breast computed tomography (BCT). However, visualizing lesions with BCT can still be challenging for women with dense breast tissue due to the minimal contrast for lesions surrounded by fibroglandular tissue. In recent years there has been renewed interest in improving lesion conspicuity in x-ray breast imaging by administration of an iodinated contrast agent. Due to the fully 3-D imaging nature of BCT, as well as sub-optimal contrast enhancement while the breast is under compression with mammography and breast tomosynthesis, dedicated BCT of the uncompressed breast is likely to offer the best solution for injected contrast-enhanced x-ray breast imaging. It is well known that use of statistically-based iterative reconstruction in CT results in improved image quality at lower radiation dose. Here we investigate possible improvements in image reconstruction for BCT, by optimizing free regularization parameter in method of maximum likelihood and comparing its performance with clinical cone-beam filtered backprojection (FBP) algorithm.
SU-C-207A-01: A Novel Maximum Likelihood Method for High-Resolution Proton Radiography/proton CT
Collins-Fekete, C [Universite Laval, Quebec, Quebec (Canada); Centre Hospitalier University de Quebec, Quebec, QC (Canada); Mass General Hospital (United States); Harvard Medical, Boston MA (United States); Schulte, R [Loma Linda University, Loma Linda, CA (United States); Beaulieu, L [Universite Laval, Quebec, Quebec (Canada); Centre Hospitalier University de Quebec, Quebec, QC (Canada); Seco, J [Mass General Hospital (United States); Harvard Medical, Boston MA (United States); Department of Medical Physics in Radiooncology, DKFZ German Cancer Research Center, Heidelberg (Germany)
2016-06-15
Purpose: Multiple Coulomb scattering is the largest contributor to blurring in proton imaging. Here we tested a maximum likelihood least squares estimator (MLLSE) to improve the spatial resolution of proton radiography (pRad) and proton computed tomography (pCT). Methods: The object is discretized into voxels and the average relative stopping power through voxel columns defined from the source to the detector pixels is optimized such that it maximizes the likelihood of the proton energy loss. The length spent by individual protons in each column is calculated through an optimized cubic spline estimate. pRad images were first produced using Geant4 simulations. An anthropomorphic head phantom and the Catphan line-pair module for 3-D spatial resolution were studied and resulting images were analyzed. Both parallel and conical beam have been investigated for simulated pRad acquisition. Then, experimental data of a pediatric head phantom (CIRS) were acquired using a recently completed experimental pCT scanner. Specific filters were applied on proton angle and energy loss data to remove proton histories that underwent nuclear interactions. The MTF10% (lp/mm) was used to evaluate and compare spatial resolution. Results: Numerical simulations showed improvement in the pRad spatial resolution for the parallel (2.75 to 6.71 lp/cm) and conical beam (3.08 to 5.83 lp/cm) reconstructed with the MLLSE compared to averaging detector pixel signals. For full tomographic reconstruction, the improved pRad were used as input into a simultaneous algebraic reconstruction algorithm. The Catphan pCT reconstruction based on the MLLSE-enhanced projection showed spatial resolution improvement for the parallel (2.83 to 5.86 lp/cm) and conical beam (3.03 to 5.15 lp/cm). The anthropomorphic head pCT displayed important contrast gains in high-gradient regions. Experimental results also demonstrated significant improvement in spatial resolution of the pediatric head radiography. Conclusion: The
Guerrero Gonzalez, Neil; Zibar, Darko; Yu, Xianbin
2008-01-01
Maximum likelihood based feedforward RF carrier synchronization scheme is proposed for a coherently detected phase-modulated radio-over-fiber link. Error-free demodulation of 100 Mbit/s QPSK modulated signal is experimentally demonstrated after 25 km of fiber transmission.......Maximum likelihood based feedforward RF carrier synchronization scheme is proposed for a coherently detected phase-modulated radio-over-fiber link. Error-free demodulation of 100 Mbit/s QPSK modulated signal is experimentally demonstrated after 25 km of fiber transmission....
Nagy, László G; Urban, Alexander; Orstadius, Leif; Papp, Tamás; Larsson, Ellen; Vágvölgyi, Csaba
2010-12-01
Recently developed comparative phylogenetic methods offer a wide spectrum of applications in evolutionary biology, although it is generally accepted that their statistical properties are incompletely known. Here, we examine and compare the statistical power of the ML and Bayesian methods with regard to selection of best-fit models of fruiting-body evolution and hypothesis testing of ancestral states on a real-life data set of a physiological trait (autodigestion) in the family Psathyrellaceae. Our phylogenies are based on the first multigene data set generated for the family. Two different coding regimes (binary and multistate) and two data sets differing in taxon sampling density are examined. The Bayesian method outperformed Maximum Likelihood with regard to statistical power in all analyses. This is particularly evident if the signal in the data is weak, i.e. in cases when the ML approach does not provide support to choose among competing hypotheses. Results based on binary and multistate coding differed only modestly, although it was evident that multistate analyses were less conclusive in all cases. It seems that increased taxon sampling density has favourable effects on inference of ancestral states, while model parameters are influenced to a smaller extent. The model best fitting our data implies that the rate of losses of deliquescence equals zero, although model selection in ML does not provide proper support to reject three of the four candidate models. The results also support the hypothesis that non-deliquescence (lack of autodigestion) has been ancestral in Psathyrellaceae, and that deliquescent fruiting bodies represent the preferred state, having evolved independently several times during evolution. Copyright © 2010 Elsevier Inc. All rights reserved.
Matilainen, Kaarina; Mäntysaari, Esa A; Lidauer, Martin H; Strandén, Ismo; Thompson, Robin
2013-01-01
Estimation of variance components by Monte Carlo (MC) expectation maximization (EM) restricted maximum likelihood (REML) is computationally efficient for large data sets and complex linear mixed effects models. However, efficiency may be lost due to the need for a large number of iterations of the EM algorithm. To decrease the computing time we explored the use of faster converging Newton-type algorithms within MC REML implementations. The implemented algorithms were: MC Newton-Raphson (NR), where the information matrix was generated via sampling; MC average information(AI), where the information was computed as an average of observed and expected information; and MC Broyden's method, where the zero of the gradient was searched using a quasi-Newton-type algorithm. Performance of these algorithms was evaluated using simulated data. The final estimates were in good agreement with corresponding analytical ones. MC NR REML and MC AI REML enhanced convergence compared to MC EM REML and gave standard errors for the estimates as a by-product. MC NR REML required a larger number of MC samples, while each MC AI REML iteration demanded extra solving of mixed model equations by the number of parameters to be estimated. MC Broyden's method required the largest number of MC samples with our small data and did not give standard errors for the parameters directly. We studied the performance of three different convergence criteria for the MC AI REML algorithm. Our results indicate the importance of defining a suitable convergence criterion and critical value in order to obtain an efficient Newton-type method utilizing a MC algorithm. Overall, use of a MC algorithm with Newton-type methods proved feasible and the results encourage testing of these methods with different kinds of large-scale problem settings.
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.
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.
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.
Ghammraoui, Bahaa; Badal, Andreu; Popescu, Lucretiu M
2016-04-21
Coherent scatter computed tomography (CSCT) is a reconstructive x-ray imaging technique that yields the spatially resolved coherent-scatter cross section of the investigated object revealing structural information of tissue under investigation. In the original CSCT proposals the reconstruction of images from coherently scattered x-rays is done at each scattering angle separately using analytic reconstruction. In this work we develop a maximum likelihood estimation of scatter components algorithm (ML-ESCA) that iteratively reconstructs images using a few material component basis functions from coherent scatter projection data. The proposed algorithm combines the measured scatter data at different angles into one reconstruction equation with only a few component images. Also, it accounts for data acquisition statistics and physics, modeling effects such as polychromatic energy spectrum and detector response function. We test the algorithm with simulated projection data obtained with a pencil beam setup using a new version of MC-GPU code, a Graphical Processing Unit version of PENELOPE Monte Carlo particle transport simulation code, that incorporates an improved model of x-ray coherent scattering using experimentally measured molecular interference functions. The results obtained for breast imaging phantoms using adipose and glandular tissue cross sections show that the new algorithm can separate imaging data into basic adipose and water components at radiation doses comparable with Breast Computed Tomography. Simulation results also show the potential for imaging microcalcifications. Overall, the component images obtained with ML-ESCA algorithm have a less noisy appearance than the images obtained with the conventional filtered back projection algorithm for each individual scattering angle. An optimization study for x-ray energy range selection for breast CSCT is also presented.
A. P. Tran
2013-07-01
Full Text Available The vertical profile of shallow unsaturated zone soil moisture plays a key role in many hydro-meteorological and agricultural applications. We propose a closed-loop data assimilation procedure based on the maximum likelihood ensemble filter algorithm to update the vertical soil moisture profile from time-lapse ground-penetrating radar (GPR data. A hydrodynamic model is used to propagate the system state in time and a radar electromagnetic model and petrophysical relationships to link the state variable with the observation data, which enables us to directly assimilate the GPR data. Instead of using the surface soil moisture only, the approach allows to use the information of the whole soil moisture profile for the assimilation. We validated our approach through a synthetic study. We constructed a synthetic soil column with a depth of 80 cm and analyzed the effects of the soil type on the data assimilation by considering 3 soil types, namely, loamy sand, silt and clay. The assimilation of GPR data was performed to solve the problem of unknown initial conditions. The numerical soil moisture profiles generated by the Hydrus-1D model were used by the GPR model to produce the "observed" GPR data. The results show that the soil moisture profile obtained by assimilating the GPR data is much better than that of an open-loop forecast. Compared to the loamy sand and silt, the updated soil moisture profile of the clay soil converges to the true state much more slowly. Decreasing the update interval from 60 down to 10 h only slightly improves the effectiveness of the GPR data assimilation for the loamy sand but significantly for the clay soil. The proposed approach appears to be promising to improve real-time prediction of the soil moisture profiles as well as to provide effective estimates of the unsaturated hydraulic properties at the field scale from time-lapse GPR measurements.
Ghammraoui, Bahaa; Badal, Andreu; Popescu, Lucretiu M.
2016-04-01
Coherent scatter computed tomography (CSCT) is a reconstructive x-ray imaging technique that yields the spatially resolved coherent-scatter cross section of the investigated object revealing structural information of tissue under investigation. In the original CSCT proposals the reconstruction of images from coherently scattered x-rays is done at each scattering angle separately using analytic reconstruction. In this work we develop a maximum likelihood estimation of scatter components algorithm (ML-ESCA) that iteratively reconstructs images using a few material component basis functions from coherent scatter projection data. The proposed algorithm combines the measured scatter data at different angles into one reconstruction equation with only a few component images. Also, it accounts for data acquisition statistics and physics, modeling effects such as polychromatic energy spectrum and detector response function. We test the algorithm with simulated projection data obtained with a pencil beam setup using a new version of MC-GPU code, a Graphical Processing Unit version of PENELOPE Monte Carlo particle transport simulation code, that incorporates an improved model of x-ray coherent scattering using experimentally measured molecular interference functions. The results obtained for breast imaging phantoms using adipose and glandular tissue cross sections show that the new algorithm can separate imaging data into basic adipose and water components at radiation doses comparable with Breast Computed Tomography. Simulation results also show the potential for imaging microcalcifications. Overall, the component images obtained with ML-ESCA algorithm have a less noisy appearance than the images obtained with the conventional filtered back projection algorithm for each individual scattering angle. An optimization study for x-ray energy range selection for breast CSCT is also presented.
Plan, Elodie L; Maloney, Alan; Mentré, France; Karlsson, Mats O; Bertrand, Julie
2012-09-01
Estimation methods for nonlinear mixed-effects modelling have considerably improved over the last decades. Nowadays, several algorithms implemented in different software are used. The present study aimed at comparing their performance for dose-response models. Eight scenarios were considered using a sigmoid E(max) model, with varying sigmoidicity and residual error models. One hundred simulated datasets for each scenario were generated. One hundred individuals with observations at four doses constituted the rich design and at two doses, the sparse design. Nine parametric approaches for maximum likelihood estimation were studied: first-order conditional estimation (FOCE) in NONMEM and R, LAPLACE in NONMEM and SAS, adaptive Gaussian quadrature (AGQ) in SAS, and stochastic approximation expectation maximization (SAEM) in NONMEM and MONOLIX (both SAEM approaches with default and modified settings). All approaches started first from initial estimates set to the true values and second, using altered values. Results were examined through relative root mean squared error (RRMSE) of the estimates. With true initial conditions, full completion rate was obtained with all approaches except FOCE in R. Runtimes were shortest with FOCE and LAPLACE and longest with AGQ. Under the rich design, all approaches performed well except FOCE in R. When starting from altered initial conditions, AGQ, and then FOCE in NONMEM, LAPLACE in SAS, and SAEM in NONMEM and MONOLIX with tuned settings, consistently displayed lower RRMSE than the other approaches. For standard dose-response models analyzed through mixed-effects models, differences were identified in the performance of estimation methods available in current software, giving material to modellers to identify suitable approaches based on an accuracy-versus-runtime trade-off.
关于极大似然算法的辨识问题%identification problem about maximum likelihood algorithm
徐敏
2013-01-01
传统控制系统的被控对象多是考虑到线性时不变系统，由于工业的高速发展，控制系统面临着巨大的变化，被控对象呈现出非线性、时变、时延和外界干扰的系统，并且系统的模型不容易被确定，因此我们首先必须对系统进行辨识，确定系统的模型，才能进行有效地控制。本篇文章利用极大似然算法对非线性系统进行辨识，然后给出辨识的方法和步骤，最后辨识的仿真结果。%The controlled object of the traditional control systems more likely considered the linear time-invariant systems. Due to the rapid development of industy, control systems facing great change, the controlled object showed a nonlinear, time-varying ,delay and outside disturbance system and the system model is not easily determined, thus,we must firstly identify the system to determine the model of the system in order to effectively control. This article using the maximum likelihood algorithm for nonlinear system identification, and then gives identification methods and procedures, the final identification of the simulation results.
Gabarro, Carolina; Turiel, Antonio; Elosegui, Pedro; Pla-Resina, Joaquim A.; Portabella, Marcos
2017-08-01
Monitoring sea ice concentration is required for operational and climate studies in the Arctic Sea. Technologies used so far for estimating sea ice concentration have some limitations, for instance the impact of the atmosphere, the physical temperature of ice, and the presence of snow and melting. In the last years, L-band radiometry has been successfully used to study some properties of sea ice, remarkably sea ice thickness. However, the potential of satellite L-band observations for obtaining sea ice concentration had not yet been explored. In this paper, we present preliminary evidence showing that data from the Soil Moisture Ocean Salinity (SMOS) mission can be used to estimate sea ice concentration. Our method, based on a maximum-likelihood estimator (MLE), exploits the marked difference in the radiative properties of sea ice and seawater. In addition, the brightness temperatures of 100 % sea ice and 100 % seawater, as well as their combined values (polarization and angular difference), have been shown to be very stable during winter and spring, so they are robust to variations in physical temperature and other geophysical parameters. Therefore, we can use just two sets of tie points, one for summer and another for winter, for calculating sea ice concentration, leading to a more robust estimate. After analysing the full year 2014 in the entire Arctic, we have found that the sea ice concentration obtained with our method is well determined as compared to the Ocean and Sea Ice Satellite Application Facility (OSI SAF) dataset. However, when thin sea ice is present (ice thickness ≲ 0.6 m), the method underestimates the actual sea ice concentration. Our results open the way for a systematic exploitation of SMOS data for monitoring sea ice concentration, at least for specific seasons. Additionally, SMOS data can be synergistically combined with data from other sensors to monitor pan-Arctic sea ice conditions.
M. N. Mishra
2004-01-01
Full Text Available This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations (SPDEs.
Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun
2002-01-01
Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)
Thanh-Son Tran
2012-05-01
Full Text Available Abstract Background The serovars Enteritidis and Typhimurium of the Gram-negative bacterium Salmonella enterica are significant causes of human food poisoning. Fowl carrying these bacteria often show no clinical disease, with detection only established post-mortem. Increased resistance to the carrier state in commercial poultry could be a way to improve food safety by reducing the spread of these bacteria in poultry flocks. Previous studies identified QTLs for both resistance to carrier state and resistance to Salmonella colonization in the same White Leghorn inbred lines. Until now, none of the QTLs identified was common to the two types of resistance. All these analyses were performed using the F2 inbred or backcross option of the QTLExpress software based on linear regression. In the present study, QTL analysis was achieved using Maximum Likelihood with QTLMap software, in order to test the effect of the QTL analysis method on QTL detection. We analyzed the same phenotypic and genotypic data as those used in previous studies, which were collected on 378 animals genotyped with 480 genome-wide SNP markers. To enrich these data, we added eleven SNP markers located within QTLs controlling resistance to colonization and we looked for potential candidate genes co-localizing with QTLs. Results In our case the QTL analysis method had an important impact on QTL detection. We were able to identify new genomic regions controlling resistance to carrier-state, in particular by testing the existence of two segregating QTLs. But some of the previously identified QTLs were not confirmed. Interestingly, two QTLs were detected on chromosomes 2 and 3, close to the locations of the major QTLs controlling resistance to colonization and to candidate genes involved in the immune response identified in other, independent studies. Conclusions Due to the lack of stability of the QTLs detected, we suggest that interesting regions for further studies are those that were
Chave, Alan D.
2017-08-01
The robust statistical model of a Gaussian core contaminated by outlying data in use since the 1980s, and which underlies modern estimation of the magnetotelluric (MT) response function, is re-examined from first principles. The residuals from robust estimators applied to MT data are shown to be systematically long-tailed compared to a distribution based on the Gaussian and hence inconsistent with the robust model. Instead, MT data are pervasively described by the stable distribution family for which the Gaussian is an end member, but whose remaining distributions have algebraic rather than exponential tails. The validity of the stable model is rigorously demonstrated using a permutation test. A maximum likelihood estimator (MLE), including the use of a remote reference, that exploits the stable nature of MT data is formulated, and its two-stage implementation, in which stable parameters are first fit to the residuals, and then the MT responses are solved for, with iteration between them, is described. The MLE is inherently robust, but differs from a conventional robust estimator because it is based on a statistical model derived from the data rather than being ad hoc. Finally, the covariance matrices obtained from MT data are pervasively improper as a result of weak non-stationarity, and the Cramér-Rao lower bound for the improper covariance matrix is derived, resulting in reliable second-order statistics for MT responses. The stable MLE was applied to an exemplar broadband data set from northwest Namibia. The stable MLE is shown to be consistent with the statistical model underlying linear regression and hence is unconditionally unbiased, in contrast to the robust model. The MLE is compared to conventional robust remote reference and two-stage estimators, establishing that the standard errors of the former are systematically smaller than for either of the latter, and that the standardized differences between them exhibit excursions that are both too frequent and
Aartsen, M. G.; Abraham, K.; Ackermann, M.; Adams, J.; Aguilar, J. A.; Ahlers, M.; Ahrens, M.; Altmann, D.; Anderson, T.; Archinger, M.; Arguelles, C.; Arlen, T. C.; Auffenberg, J.; Bai, X.; Barwick, S. W.; Baum, V.; Bay, R.; Beatty, J. J.; Becker Tjus, J.; Becker, K.-H.; Beiser, E.; BenZvi, S.; Berghaus, P.; Berley, D.; Bernardini, E.; Bernhard, A.; Besson, D. Z.; Binder, G.; Bindig, D.; Bissok, M.; Blaufuss, E.; Blumenthal, J.; Boersma, D. J.; Bohm, C.; Börner, M.; Bos, F.; Bose, D.; Böser, S.; Botner, O.; Braun, J.; Brayeur, L.; Bretz, H.-P.; Brown, A. M.; Buzinsky, N.; Casey, J.; Casier, M.; Cheung, E.; Chirkin, D.; Christov, A.; Christy, B.; Clark, K.; Classen, L.; Coenders, S.; Cowen, D. F.; Cruz Silva, A. H.; Daughhetee, J.; Davis, J. C.; Day, M.; de André, J. P. A. M.; De Clercq, C.; Dembinski, H.; De Ridder, S.; Desiati, P.; de Vries, K. D.; de Wasseige, G.; de With, M.; DeYoung, T.; Díaz-Vélez, J. C.; Dumm, J. P.; Dunkman, M.; Eagan, R.; Eberhardt, B.; Ehrhardt, T.; Eichmann, B.; Euler, S.; Evenson, P. A.; Fadiran, O.; Fahey, S.; Fazely, A. R.; Fedynitch, A.; Feintzeig, J.; Felde, J.; Filimonov, K.; Finley, C.; Fischer-Wasels, T.; Flis, S.; Fuchs, T.; Gaisser, T. K.; Gaior, R.; Gallagher, J.; Gerhardt, L.; Ghorbani, K.; Gier, D.; Gladstone, L.; Glagla, M.; Glüsenkamp, T.; Goldschmidt, A.; Golup, G.; Gonzalez, J. G.; Goodman, J. A.; Góra, D.; Grant, D.; Gretskov, P.; Groh, J. C.; Gross, A.; Ha, C.; Haack, C.; Haj Ismail, A.; Hallgren, A.; Halzen, F.; Hansmann, B.; Hanson, K.; Hebecker, D.; Heereman, D.; Helbing, K.; Hellauer, R.; Hellwig, D.; Hickford, S.; Hignight, J.; Hill, G. C.; Hoffman, K. D.; Hoffmann, R.; Holzapfel, K.; Homeier, A.; Hoshina, K.; Huang, F.; Huber, M.; Huelsnitz, W.; Hulth, P. O.; Hultqvist, K.; In, S.; Ishihara, A.; Jacobi, E.; Japaridze, G. S.; Jero, K.; Jurkovic, M.; Kaminsky, B.; Kappes, A.; Karg, T.; Karle, A.; Kauer, M.; Keivani, A.; Kelley, J. L.; Kemp, J.; Kheirandish, A.; Kiryluk, J.; Kläs, J.; Klein, S. R.; Kohnen, G.; Kolanoski, H.; Konietz, R.; Koob, A.; Köpke, L.; Kopper, C.; Kopper, S.; Koskinen, D. J.; Kowalski, M.; Krings, K.; Kroll, G.; Kroll, M.; Kunnen, J.; Kurahashi, N.; Kuwabara, T.; Labare, M.; Lanfranchi, J. L.; Larson, M. J.; Lesiak-Bzdak, M.; Leuermann, M.; Leuner, J.; Lünemann, J.; Madsen, J.; Maggi, G.; Mahn, K. B. M.; Maruyama, R.; Mase, K.; Matis, H. S.; Maunu, R.; McNally, F.; Meagher, K.; Medici, M.; Meli, A.; Menne, T.; Merino, G.; Meures, T.; Miarecki, S.; Middell, E.; Middlemas, E.; Miller, J.; Mohrmann, L.; Montaruli, T.; Morse, R.; Nahnhauer, R.; Naumann, U.; Niederhausen, H.; Nowicki, S. C.; Nygren, D. R.; Obertacke, A.; Olivas, A.; Omairat, A.; O'Murchadha, A.; Palczewski, T.; Paul, L.; Pepper, J. A.; Pérez de los Heros, C.; Pfendner, C.; Pieloth, D.; Pinat, E.; Posselt, J.; Price, P. B.; Przybylski, G. T.; Pütz, J.; Quinnan, M.; Rädel, L.; Rameez, M.; Rawlins, K.; Redl, P.; Reimann, R.; Relich, M.; Resconi, E.; Rhode, W.; Richman, M.; Richter, S.; Riedel, B.; Robertson, S.; Rongen, M.; Rott, C.; Ruhe, T.; Ruzybayev, B.; Ryckbosch, D.; Saba, S. M.; Sabbatini, L.; Sander, H.-G.; Sandrock, A.; Sandroos, J.; Sarkar, S.; Schatto, K.; Scheriau, F.; Schimp, M.; Schmidt, T.; Schmitz, M.; Schoenen, S.; Schöneberg, S.; Schönwald, A.; Schukraft, A.; Schulte, L.; Seckel, D.; Seunarine, S.; Shanidze, R.; Smith, M. W. E.; Soldin, D.; Spiczak, G. M.; Spiering, C.; Stahlberg, M.; Stamatikos, M.; Stanev, T.; Stanisha, N. A.; Stasik, A.; Stezelberger, T.; Stokstad, R. G.; Stössl, A.; Strahler, E. A.; Ström, R.; Strotjohann, N. L.; Sullivan, G. W.; Sutherland, M.; Taavola, H.; Taboada, I.; Ter-Antonyan, S.; Terliuk, A.; Tešić, G.; Tilav, S.; Toale, P. A.; Tobin, M. N.; Tosi, D.; Tselengidou, M.; Unger, E.; Usner, M.; Vallecorsa, S.; Vandenbroucke, J.; van Eijndhoven, N.; Vanheule, S.; van Santen, J.; Veenkamp, J.; Vehring, M.; Voge, M.; Vraeghe, M.; Walck, C.; Wallace, A.; Wallraff, M.; Wandkowsky, N.; Weaver, Ch.; Wendt, C.; Westerhoff, S.; Whelan, B. J.; Whitehorn, N.; Wichary, C.; Wiebe, K.; Wiebusch, C. H.; Wille, L.; Williams, D. R.; Wissing, H.; Wolf, M.; Wood, T. R.; Woschnagg, K.; Xu, D. L.; Xu, X. W.; Xu, Y.; Yanez, J. P.; Yodh, G.; Yoshida, S.; Zarzhitsky, P.; Zoll, M.; IceCube Collaboration
2015-08-01
Evidence for an extraterrestrial flux of high-energy neutrinos has now been found in multiple searches with the IceCube detector. The first solid evidence was provided by a search for neutrino events with deposited energies ≳ 30 TeV and interaction vertices inside the instrumented volume. Recent analyses suggest that the extraterrestrial flux extends to lower energies and is also visible with throughgoing, νμ-induced tracks from the Northern Hemisphere. Here, we combine the results from six different IceCube searches for astrophysical neutrinos in a maximum-likelihood analysis. The combined event sample features high-statistics samples of shower-like and track-like events. The data are fit in up to three observables: energy, zenith angle, and event topology. Assuming the astrophysical neutrino flux to be isotropic and to consist of equal flavors at Earth, the all-flavor spectrum with neutrino energies between 25 TeV and 2.8 PeV is well described by an unbroken power law with best-fit spectral index -2.50 ± 0.09 and a flux at 100 TeV of ({6.7}-1.2+1.1)× {10}-18 {{GeV}}-1 {{{s}}}-1 {{sr}}-1 {{cm}}-2. Under the same assumptions, an unbroken power law with index -2 is disfavored with a significance of 3.8σ (p = 0.0066%) with respect to the best fit. This significance is reduced to 2.1σ (p = 1.7%) if instead we compare the best fit to a spectrum with index -2 that has an exponential cut-off at high energies. Allowing the electron-neutrino flux to deviate from the other two flavors, we find a νe fraction of 0.18 ± 0.11 at Earth. The sole production of electron neutrinos, which would be characteristic of neutron-decay-dominated sources, is rejected with a significance of 3.6σ (p = 0.014%).
Andersen, Erling B.
A computer program for solving the conditional likelihood equations arising in the Rasch model for questionnaires is described. The estimation method and the computational problems involved are described in a previous research report by Andersen, but a summary of those results are given in two sections of this paper. A working example is also…
Green, Cynthia L; Brownie, Cavell; Boos, Dennis D; Lu, Jye-Chyi; Krucoff, Mitchell W
2016-04-01
We propose a novel likelihood method for analyzing time-to-event data when multiple events and multiple missing data intervals are possible prior to the first observed event for a given subject. This research is motivated by data obtained from a heart monitor used to track the recovery process of subjects experiencing an acute myocardial infarction. The time to first recovery, T1, is defined as the time when the ST-segment deviation first falls below 50% of the previous peak level. Estimation of T1 is complicated by data gaps during monitoring and the possibility that subjects can experience more than one recovery. If gaps occur prior to the first observed event, T, the first observed recovery may not be the subject's first recovery. We propose a parametric gap likelihood function conditional on the gap locations to estimate T1 Standard failure time methods that do not fully utilize the data are compared to the gap likelihood method by analyzing data from an actual study and by simulation. The proposed gap likelihood method is shown to be more efficient and less biased than interval censoring and more efficient than right censoring if data gaps occur early in the monitoring process or are short in duration.
Ritter, André; Durst, Jürgen; Gödel, Karl; Haas, Wilhelm; Michel, Thilo; Rieger, Jens; Weber, Thomas; Wucherer, Lukas; Anton, Gisela
2013-01-01
Phase-wrapping artifacts, statistical image noise and the need for a minimum amount of phase steps per projection limit the practicability of x-ray grating based phase-contrast tomography, when using filtered back projection reconstruction. For conventional x-ray computed tomography, the use of statistical iterative reconstruction algorithms has successfully reduced artifacts and statistical issues. In this work, an iterative reconstruction method for grating based phase-contrast tomography is presented. The method avoids the intermediate retrieval of absorption, differential phase and dark field projections. It directly reconstructs tomographic cross sections from phase stepping projections by the use of a forward projecting imaging model and an appropriate likelihood function. The likelihood function is then maximized with an iterative algorithm. The presented method is tested with tomographic data obtained through a wave field simulation of grating based phase-contrast tomography. The reconstruction result...
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.
Riddell, A.E.; Britcher, A.R. (British Nuclear Fuels plc, Sellafield (United Kingdom))
1994-01-01
The PLUTO software package was developed at Sellafield to make optimum use of the analysis data from plutonium in urine samples in arriving at the best estimate of intake/uptake. The program prompts the assessor to enter the assessment parameters required to fit the data to the excretion function using the maximum likelihood method. A critical appraisal is given of the relative strengths and weaknesses of this assessment package. (author).
雷达组网的精确极大似然误差配准算法%An Exact Maximum Likelihood Error Registration Algorithm for Radar Network
丰昌政; 薛强
2012-01-01
针对最小二乘法和卡尔曼滤波方法在雷达网系统中的误差配准问题,提出一种雷达组网的精确极大似然误差配准算法.采用基于圆极投影的极大似然配准算法,利用各雷达站的几何关系,通过极大似然混合高斯-牛顿迭代方法估计出雷达网的系统误差,并进行仿真.仿真结果证明:该配准方法具有良好的一致性,可以用于多雷达组网的误差配准.%For the least square method and Caiman filter method in radar network system's error registration problems, put forward a kind of radar netting exact maximum likelihood error registration algorithm. Using maximum likelihood registration algorithm based on circular polar projection, according to the radar station geometric relationship, to estimate the error of radar network system by maximum likelihood mixed Gauss-Newton iterative method, and carried out a simulation. The simulation results show that the algorithm has good compatibility, can be used for multi radar netted registration.
Grove, R. D.; Bowles, R. L.; Mayhew, S. C.
1972-01-01
A maximum likelihood parameter estimation procedure and program were developed for the extraction of the stability and control derivatives of aircraft from flight test data. Nonlinear six-degree-of-freedom equations describing aircraft dynamics were used to derive sensitivity equations for quasilinearization. The maximum likelihood function with quasilinearization was used to derive the parameter change equations, the covariance matrices for the parameters and measurement noise, and the performance index function. The maximum likelihood estimator was mechanized into an iterative estimation procedure utilizing a real time digital computer and graphic display system. This program was developed for 8 measured state variables and 40 parameters. Test cases were conducted with simulated data for validation of the estimation procedure and program. The program was applied to a V/STOL tilt wing aircraft, a military fighter airplane, and a light single engine airplane. The particular nonlinear equations of motion, derivation of the sensitivity equations, addition of accelerations into the algorithm, operational features of the real time digital system, and test cases are described.
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...
West, Anthony C. F.; Novakowski, Kent S.; Gazor, Saeed
2006-06-01
We propose a new method to estimate the transmissivities of bedrock fractures from transmissivities measured in intervals of fixed length along a borehole. We define the scale of a fracture set by the inverse of the density of the Poisson point process assumed to represent their locations along the borehole wall, and we assume a lognormal distribution for their transmissivities. The parameters of the latter distribution are estimated by maximizing the likelihood of a left-censored subset of the data where the degree of censorship depends on the scale of the considered fracture set. We applied the method to sets of interval transmissivities simulated by summing random fracture transmissivities drawn from a specified population. We found the estimated distributions compared well to the transmissivity distributions of similarly scaled subsets of the most transmissive fractures from among the specified population. Estimation accuracy was most sensitive to the variance in the transmissivities of the fracture population. Using the proposed method, we estimated the transmissivities of fractures at increasing scale from hydraulic test data collected at a fixed scale in Smithville, Ontario, Canada. This is an important advancement since the resultant curves of transmissivity parameters versus fracture set scale would only previously have been obtainable from hydraulic tests conducted with increasing test interval length and with degrading equipment precision. Finally, on the basis of the properties of the proposed method, we propose guidelines for the design of fixed interval length hydraulic testing programs that require minimal prior knowledge of the rock.
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.
Chien-Chung Chen
Full Text Available Perceived depth is conveyed by multiple cues, including binocular disparity and luminance shading. Depth perception from luminance shading information depends on the perceptual assumption for the incident light, which has been shown to default to a diffuse illumination assumption. We focus on the case of sinusoidally corrugated surfaces to ask how shading and disparity cues combine defined by the joint luminance gradients and intrinsic disparity modulation that would occur in viewing the physical corrugation of a uniform surface under diffuse illumination. Such surfaces were simulated with a sinusoidal luminance modulation (0.26 or 1.8 cy/deg, contrast 20%-80% modulated either in-phase or in opposite phase with a sinusoidal disparity of the same corrugation frequency, with disparity amplitudes ranging from 0'-20'. The observers' task was to adjust the binocular disparity of a comparison random-dot stereogram surface to match the perceived depth of the joint luminance/disparity-modulated corrugation target. Regardless of target spatial frequency, the perceived target depth increased with the luminance contrast and depended on luminance phase but was largely unaffected by the luminance disparity modulation. These results validate the idea that human observers can use the diffuse illumination assumption to perceive depth from luminance gradients alone without making an assumption of light direction. For depth judgments with combined cues, the observers gave much greater weighting to the luminance shading than to the disparity modulation of the targets. The results were not well-fit by a Bayesian cue-combination model weighted in proportion to the variance of the measurements for each cue in isolation. Instead, they suggest that the visual system uses disjunctive mechanisms to process these two types of information rather than combining them according to their likelihood ratios.
Maximum likelihood channel estimation based on nonlinear filter%基于非线性滤波器的最大似然信道估计
沈壁川; 郑建宏; 申敏
2008-01-01
For long finite channel impulse response,accurate maximum likelihood channel estimation is computationally high cost due to high dimension of parameter space,and approximate approaches are usually adopted.By utilizing the suppression of noise and extraction of signal of the nonlinear Teager-Kaiser filter,a likelihood ratio of channel estimation is defined to represent the probability distribution of ehannel parameters.Maximization of this likelihood funetion 1eads to initially searching the extrema of path delays and then the complex attenuation.Computer simulation iS conducted and the results show periormance improvements of ioint detection as compared to the non-likelihood approach.%在有限信道冲激响应较长的情况,由于待估计参数空间的高维数,准确计算最大似然信道估计的复杂度较高,在实际应用中通常采用近似的方法.利用非线性Teager-Kaiser滤波器在抑制噪声的同时可以有效提取信号的特征,定义了一个表征信道参数概率分布的似然比,对该似然函数的最大化是首先得到路径延迟的极值,然后求得复路径衰耗.计算机仿真结果表明,与非似然方法相比,采用该似然函数方法能使联合检测性能得到提高.
Conditional maximum likelihood identification under missing data%丢失数据下的条件极大似然辨识
王建宏
2014-01-01
针对仿射结构形式在丢失数据下的条件极大似然辨识问题，首先引入交换矩阵将原随机矢量分解成观测和丢失部分；然后确定出观测数据在丢失数据下的条件均值和条件方差，以此建立条件似然函数；进而从理论上给出了条件极大似然函数关于未知参数矢量、未知白噪声方差值和丢失数据的求导公式，并从工程上给出一种可分离的优化算法；最后通过仿真算例验证了该辨识方法的有效性。%To the conditional maximum likelihood identification problem of an affine structure under missing data, a permutation matrix is used to divide a random vector into observed and missing parts. Then conditional mean and covariance under missing data are set up to obtain a conditional likelihood function. In the theory, expressions of the derivatives about the conditional maximum likelihood function on the unknown parameter vector, unknown white noise variance and missing data are derived. A separable optimum algorithm is given to be applied in engineering. Finally, simulation results show the effectiveness of the identification method.
Aminah, Agustin Siti; Pawitan, Gandhi; Tantular, Bertho
2017-03-01
So far, most of the data published by Statistics Indonesia (BPS) as data providers for national statistics are still limited to the district level. Less sufficient sample size for smaller area levels to make the measurement of poverty indicators with direct estimation produced high standard error. Therefore, the analysis based on it is unreliable. To solve this problem, the estimation method which can provide a better accuracy by combining survey data and other auxiliary data is required. One method often used for the estimation is the Small Area Estimation (SAE). There are many methods used in SAE, one of them is Empirical Best Linear Unbiased Prediction (EBLUP). EBLUP method of maximum likelihood (ML) procedures does not consider the loss of degrees of freedom due to estimating β with β ^. This drawback motivates the use of the restricted maximum likelihood (REML) procedure. This paper proposed EBLUP with REML procedure for estimating poverty indicators by modeling the average of household expenditures per capita and implemented bootstrap procedure to calculate MSE (Mean Square Error) to compare the accuracy EBLUP method with the direct estimation method. Results show that EBLUP method reduced MSE in small area estimation.
A Maximum Likelihood Method for Harmonic Impedance Estimation%系统谐波阻抗估计的极大似然估计方法
华回春; 贾秀芳; 曹东升; 赵成勇
2014-01-01
In order to estimate the harmonic impedance more accurately, the complex maximum likelihood estimation method was proposed in the paper. Firstly, the complex multivariate Gaussian random variable was defined by imitating the real multivariate Gaussian random variable definition. According to the meaning of covariance, the calculation formula of the complex covariance was given. Secondly, the probability density function of the complex Gaussian distribution was deduced by the algebra isomorphism theory. Data selection was performed by the statistical theory, and then the complex maximum likelihood estimation function was established for the selected data. Finally, harmonic impedance was estimated by maximizing the complex maximum likelihood estimation function. A case study based on the IEEE 14-bus test system was operated, which shows that the proposed method can give more accurate result compared with the traditional methods.%为更加准确地估计系统谐波阻抗，提出复数域极大似然估计方法。首先，仿照实数域多元正态分布的定义给出复数域多元正态随机变量的定义，根据协方差的含义，定义复协方差的计算公式。然后利用代数同构理论，推导复数域正态分布的概率密度函数，利用统计学理论进行数据筛选，采用筛选后的数据代入复数域极大似然估计函数。最后利用极值理论进行求解，实现系统谐波阻抗的估计。对IEEE 14节点系统进行仿真，结果表明，与传统方法相比，所提方法估计结果更为准确。
基于最大似然估计的加权质心定位算法%Weighted Centroid Localization Algorithm Based on Maximum Likelihood Estimation
卢先领; 夏文瑞
2016-01-01
In solving the problem of localizing nodes in a wireless sensor network,we propose a weighted centroid localization algorithm based on maximum likelihood estimation,with the specific goal of solving the problems of big received signal strength indication (RSSI)ranging error and low accuracy of the centroid localization algorithm.Firstly,the maximum likelihood estimation between the estimated distance and the actual distance is calculated as weights.Then,a parameter k is introduced to optimize the weights between the anchor nodes and the unknown nodes in the weight model.Finally,the locations of the unknown nodes are calculated and modified by using the proposed algorithm.The simulation results show that the weighted centroid algorithm based on the maximum likelihood estimation has the features of high localization accuracy and low cost,and has better performance compared with the inverse distance-based algorithm and the inverse RSSI-based algo-rithm.Hence,the proposed algorithm is more suitable for the indoor localization of large areas.%为解决无线传感器网络中节点自身定位问题，针对接收信号强度指示（received signal strength indication，RSSI）测距误差大和质心定位算法精度低的问题，提出一种基于最大似然估计的加权质心定位算法。首先通过计算将估计距离与实际距离之间的最大似然估计值作为权值，然后在权值模型中，引进一个参数k优化未知节点周围锚节点分布，最后计算出未知节点的位置并加以修正。仿真结果表明，基于最大似然估计的加权质心算法具有定位精度高和成本低的特点，优于基于距离倒数的质心加权和基于RSSI倒数的质心加权算法，适用于大面积的室内定位。
冯三营; 薛留根
2012-01-01
考虑非参数协变量带有测量误差(EV)的非线性半参数模型,在测量误差分布为普通光滑分布时,利用经验似然方法,给出了回归系数,光滑函数以及误差方差的最大经验似然估计.在一定条件下证明了所得估计量的渐近正态性和相合性.最后通过数值模拟研究了所提估计方法在有限样本下的实际表现.%In this paper, we consider the nonlinear semiparametric models with measurement error in the nonparametric part. When the error is ordinarily smooth, we obtain the maximum empirical likelihood estimators of regression coefficient, smooth function and error variance by using the empirical likelihood method. The asymptotic normality and consistency of the proposed estimators are proved under some appropriate conditions. Finite sample performance of the proposed method is illustrated in a simulation study.
Marmon, Livingstone
2013-12-01
Uptake of ferric siderophores, vitamin B12, and other molecules in gram-negative bacteria is mediated by a multi-protein complex known as the TonB system. The ExbB and ExbD protein components of the TonB system play key energizing roles and are homologous with the flagellar motor proteins MotA and MotB. Here, the phylogenetic relationships of ExbBD and MotAB were investigated using Bayesian inference and the maximum-likelihood method. Phylogenetic trees of these proteins suggest that they are separated into distinct monophyletic groups and have originated from a common ancestral system. Several horizontal gene transfer events for ExbB-ExbD are also inferred, and a model for the evolution of the TonB system is proposed. Copyright © 2013 Elsevier Inc. All rights reserved.
Kyle, H. Lee; Hucek, Richard R.; Groveman, Brian; Frey, Richard
1990-01-01
The archived Earth radiation budget (ERB) products produced from the Nimbus-7 ERB narrow field-of-view scanner are described. The principal products are broadband outgoing longwave radiation (4.5 to 50 microns), reflected solar radiation (0.2 to 4.8 microns), and the net radiation. Daily and monthly averages are presented on a fixed global equal area (500 sq km), grid for the period May 1979 to May 1980. Two independent algorithms are used to estimate the outgoing fluxes from the observed radiances. The algorithms are described and the results compared. The products are divided into three subsets: the Scene Radiance Tapes (SRT) contain the calibrated radiances; the Sorting into Angular Bins (SAB) tape contains the SAB produced shortwave, longwave, and net radiation products; and the Maximum Likelihood Cloud Estimation (MLCE) tapes contain the MLCE products. The tape formats are described in detail.
Schmidt, Jesper Hvass; Brandt, Christian; Pedersen, Ellen Raben
2014-01-01
response criteria. User-operated audiometry was developed as an alternative to traditional audiometry for research purposes among musicians. Design: Test-retest reliability of the user-operated audiometry system was evaluated and the user-operated audiometry system was compared with traditional audiometry......Objective: To create a user-operated pure-tone audiometry method based on the method of maximum likelihood (MML) and the two-alternative forced-choice (2AFC) paradigm with high test-retest reliability without the need of an external operator and with minimal influence of subjects' fluctuating....... Study sample: Test-retest reliability of user-operated 2AFC audiometry was tested with 38 naïve listeners. User-operated 2AFC audiometry was compared to traditional audiometry in 41 subjects. Results: The repeatability of user-operated 2AFC audiometry was comparable to traditional audiometry...
Borg, Søren; Persson, U.; Jess, T.;
2010-01-01
Hospital, Copenhagen, Denmark, during 1991 to 1993. The data were aggregated over calendar years; for each year, the number of relapses and the number of surgical operations were recorded. Our aim was to estimate Markov models for disease activity in CD and UC, in terms of relapse and remission...... data and has good face validity. The disease activity model is less suitable for UC due to its transient nature through the presence of curative surgery......, with a cycle length of 1 month. The purpose of these models was to enable evaluation of interventions that would shorten relapses or postpone future relapses. An exact maximum likelihood estimator was developed that disaggregates the yearly observations into monthly transition probabilities between remission...
Dang, Cuong Cao; Le, Vinh Sy; Gascuel, Olivier; Hazes, Bart; Le, Quang Si
2014-10-24
Amino acid replacement rate matrices are a crucial component of many protein analysis systems such as sequence similarity search, sequence alignment, and phylogenetic inference. Ideally, the rate matrix reflects the mutational behavior of the actual data under study; however, estimating amino acid replacement rate matrices requires large protein alignments and is computationally expensive and complex. As a compromise, sub-optimal pre-calculated generic matrices are typically used for protein-based phylogeny. Sequence availability has now grown to a point where problem-specific rate matrices can often be calculated if the computational cost can be controlled. The most time consuming step in estimating rate matrices by maximum likelihood is building maximum likelihood phylogenetic trees from protein alignments. We propose a new procedure, called FastMG, to overcome this obstacle. The key innovation is the alignment-splitting algorithm that splits alignments with many sequences into non-overlapping sub-alignments prior to estimating amino acid replacement rates. Experiments with different large data sets showed that the FastMG procedure was an order of magnitude faster than without splitting. Importantly, there was no apparent loss in matrix quality if an appropriate splitting procedure is used. FastMG is a simple, fast and accurate procedure to estimate amino acid replacement rate matrices from large data sets. It enables researchers to study the evolutionary relationships for specific groups of proteins or taxa with optimized, data-specific amino acid replacement rate matrices. The programs, data sets, and the new mammalian mitochondrial protein rate matrix are available at http://fastmg.codeplex.com.
Maximum-likelihood cluster recontruction
Bartelmann, M; Seitz, S; Schneider, P J; Bartelmann, Matthias; Narayan, Ramesh; Seitz, Stella; Schneider, Peter
1996-01-01
We present a novel method to recontruct the mass distribution of galaxy clusters from their gravitational lens effect on background galaxies. The method is based on a least-chisquare fit of the two-dimensional gravitational cluster potential. The method combines information from shear and magnification by the cluster lens and is designed to easily incorporate possible additional information. We describe the technique and demonstrate its feasibility with simulated data. Both the cluster morphology and the total cluster mass are well reproduced.
Costa, Rui J.; Wilkinson-Herbots, Hilde
2017-01-01
The isolation-with-migration (IM) model is commonly used to make inferences about gene flow during speciation, using polymorphism data. However, it has been reported that the parameter estimates obtained by fitting the IM model are very sensitive to the model’s assumptions—including the assumption of constant gene flow until the present. This article is concerned with the isolation-with-initial-migration (IIM) model, which drops precisely this assumption. In the IIM model, one ancestral population divides into two descendant subpopulations, between which there is an initial period of gene flow and a subsequent period of isolation. We derive a very fast method of fitting an extended version of the IIM model, which also allows for asymmetric gene flow and unequal population sizes. This is a maximum-likelihood method, applicable to data on the number of segregating sites between pairs of DNA sequences from a large number of independent loci. In addition to obtaining parameter estimates, our method can also be used, by means of likelihood-ratio tests, to distinguish between alternative models representing the following divergence scenarios: (a) divergence with potentially asymmetric gene flow until the present, (b) divergence with potentially asymmetric gene flow until some point in the past and in isolation since then, and (c) divergence in complete isolation. We illustrate the procedure on pairs of Drosophila sequences from ∼30,000 loci. The computing time needed to fit the most complex version of the model to this data set is only a couple of minutes. The R code to fit the IIM model can be found in the supplementary files of this article. PMID:28193727
Sabitha Gauni
2014-03-01
Full Text Available In the field of Wireless Communication, there is always a demand for reliability, improved range and speed. Many wireless networks such as OFDM, CDMA2000, WCDMA etc., provide a solution to this problem when incorporated with Multiple input- multiple output (MIMO technology. Due to the complexity in signal processing, MIMO is highly expensive in terms of area consumption. In this paper, a method of MIMO receiver design is proposed to reduce the area consumed by the processing elements involved in complex signal processing. In this paper, a solution for area reduction in the Multiple input multiple output(MIMO Maximum Likelihood Receiver(MLE using Sorted QR Decomposition and Unitary transformation method is analyzed. It provides unified approach and also reduces ISI and provides better performance at low cost. The receiver pre-processor architecture based on Minimum Mean Square Error (MMSE is compared while using Iterative SQRD and Unitary transformation method for vectoring. Unitary transformations are transformations of the matrices which maintain the Hermitian nature of the matrix, and the multiplication and addition relationship between the operators. This helps to reduce the computational complexity significantly. The dynamic range of all variables is tightly bound and the algorithm is well suited for fixed point arithmetic.
Shieh, Shin-Lin; Han, Yunghsiang S
2007-01-01
A common problem on sequential-type decoding is that at the signal-to-noise ratio (SNR) below the one corresponding to the cutoff rate, the average decoding complexity per information bit and the required stack size grow rapidly with the information length. In order to alleviate the problem in the maximum-likelihood sequential decoding algorithm (MLSDA), we propose to directly eliminate the top path whose end node is $\\Delta$-trellis-level prior to the farthest one among all nodes that have been expanded thus far by the sequential search. Following random coding argument, we analyze the early-elimination window $\\Delta$ that results in negligible performance degradation for the MLSDA. Our analytical results indicate that the required early elimination window for negligible performance degradation is just twice of the constraint length for rate one-half convolutional codes. For rate one-third convolutional codes, the required early-elimination window even reduces to the constraint length. The suggestive theore...
Joint maximum likelihood and Bayesian channel estimation%联合最大似然贝叶斯信道估计
沈壁川; 郑建宏; 申敏
2008-01-01
在高信噪比情况下统计贝叶斯估计是一种有效的信道估计方法,但是在低信噪比时由于噪声估计不准确,其性能逐渐下降.研究了基于鲁棒的非线性降噪方法,提出了一个简化的联合最大似然贝叶斯信道估计.计算机仿真结果和分析表明这种方法在较高和较低的信噪比情况下,提高了信道估计和联合检测的性能.%Statistical Bayesian channel estimation is effective in suppressing noise floor for high SNR, but its performance degrades due to less reliable noise estimation in low SNR region. Based on a robust nonlinear de-noising technique for small signal, a simplified joint maximum likelihood and Bayesian channel estimation is proposed and investigated. Simulation results are presented and analysis shows it is promising to improve channel estimation and joint detection performance for both low and high SNR situations.
Maximum Likelihood Identification of Nonlinear Model for High-speed Train%高速列车非线性模型的极大似然辨识
衷路生; 李兵; 龚锦红; 张永贤; 祝振敏
2014-01-01
提出高速列车非线性模型的极大似然(Maximum likelihood, ML)辨识方法,适合于高速列车在非高斯噪声干扰下的非线性模型的参数估计.首先,构建了描述高速列车单质点力学行为的随机离散非线性状态空间模型,并将高速列车参数的极大似然(ML)估计问题转化为期望极大(Expectation maximization,EM)的优化问题;然后,给出高速列车状态估计的粒子滤波器和粒子平滑器的设计方法,据此构造列车的条件数学期望,并给出最大化该数学期望的梯度搜索方法,进而得到列车参数的辨识算法,分析了算法的收敛速度;最后,进行了高速列车阻力系数估计的数值对比实验.结果表明,所提出的辨识方法的有效性.
Kyung T. Han
2014-05-01
Full Text Available The full-information maximum likelihood (FIML method makes it possible to estimate and analyze structural equation models (SEM even when data are partially missing, enabling incomplete data to contribute to model estimation. The cornerstone of FIML is the missing-at-random (MAR assumption. In (unidimensional computerized adaptive testing (CAT, unselected items (i.e., responses that are not observed remain at random even though selected items (i.e., responses that are observed have been associated with a test taker's latent trait that is being measured. In multidimensional adaptive testing (MAT, however, the missingness in the response data partially depends on the unobserved data because items are selected based on various types of information including the covariance among latent traits. This eventually may lead to violations of MAR. This study aimed to evaluate the potential impact such a violation of MAR in MAT could have on FIML estimation performance. The results showed an increase in estimation errors in item parameter estimation when the MAT response data were used, and differences in the level of the impact depending on how items loaded on multiple latent traits.
Maximum Likelihood DOA Estimator based on Grid Hill Climbing Method%基于网格爬山法的最大似然DOA估计算法
艾名舜; 马红光
2011-01-01
The maximum likelihood estimator for direction of arrival ( DOA) possesses optimum theoretical performance as well as high computational complexity. Taking the estimation as an optimization problem of high-dimension nonlinear function, a novel algorithm has been proposed to reduce the computational load of that. At the beginning, the beamforming method is adopted to estimate the spatial spectrum roughly, and a group of initial solutions that obey the law of the "pre-estimated distribution " are obtained according to the information of the spatial spectrum, and the initial sulotions will locate in the local attractive area of the global optimum solution in great probability. Then, one of the soultions in this group who possesses the maximum fitness is selected to be the initial point of the local search. Grid Hill-climbing Method (GHCM) is a kinds of local search methods that takes a grid as a search unit, which is an improved version of the traditional Hill-climbing Method, and the GHCM is more efficient and stable than the traditional one, so it is a-dopted to obtain the global optimum solution at last. The proposed algorithm can obtain accurate DOA estimation with lower computational cost, and the simulation shows that the propoesd algorithm is more efficient than the maximum likelihood DOA estimator based on PSO .%最大似然波达方向(DOA)估计具有最优的理论性能,但是存在计算量过大的问题.为了降低最大似然DOA估计的计算量,将参数估计转化为高维非线性函数的优化问题,并提出了一种新的优化算法.首先利用波束形成法对空间谱进行预估计并根据空间谱信息构造一组满足“预估分布”的初始解,这组初始解以较大概率落在全局最优解的局部吸引域中.然后将其中适应度最大的一个初始解作为局部搜索的起点.网格爬山法是一种以网格为单元的局部搜索方法,比传统爬山法更加高效和稳定,因此采用该方法获取全局
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
张戈
2015-01-01
We studies the issue raised by Reference[3],according to appropriate assumptions and other smooth conditions,With a more simple method,Proved that asymptotic existence of quasi likelihood equations in Quasi-likelihood nonlinear model ,and proved the convergence rate of the solution.%在适当假定及其它一些光滑条件下,用更为简便的方法证明了拟似然非线性模型的拟似然方程解的渐近存在性,并且求出了该解收敛于真值的速度.
基于极大似然估计的TMT三镜轴系装调%TMT third-mirror shafting system alignment based on maximum likelihood estimation
安其昌; 张景旭; 孙敬伟
2013-01-01
In order to complete the testing and alignment of TMT third mirror shafting, the maximum likelihood estimation was introduced. Firstly, two intersecting planes were used to identify a space line. Then, considering the noise of the measured data, maximum likelihood estimation was made use of to estimate TMT third mirror shafting parameters. And in MATLAB, which produced a training set with Gaussian white noise, the angle of collection axis and ideal axis from 6.29" to the optimized 5.24" was reduced, with optimization of 17%. Lastly, Vantage Laser Tracker was made the testing tool for TMT large shafting. Using optimization before, the TMT third mirror shafting residuals error was drawn to 2.9", which was less than the TMT indicator of 4". This paper will do good to TMT third mirror shafting alignment, and raise a real-time method to other large diameter optical system shafting alignment.%为了完成TMT三镜轴系的检测与装调，引入了极大似然估计来完成TMT三镜轴系装调。首先提出利用两过定点的相交拟合平面辨识一条空间直线；之后考虑到测量数据噪声类型的不确定性，提出使用极大似然估计对三镜机械轴位置参数进行辨识，并在MATLAB产生的一组带有高斯白噪声的训练集上对两个拟合平面所过定点位置进行优化，拟合轴线与理想轴线的夹角由优化前的6.29"降低为优化后的5.24"，优化量为17%；然后选定Vantage激光跟踪仪作为TMT大型轴系的检验工具，利用之前的优化方案，得出在该方法下TMT三镜轴系的定位残差为2.9"，小于TMT招标方提出的指标4"。文中将极大似然线性拟合用于TMT三镜轴系装调，提出了一种实时性强、适用范围广的方法，对于其他大口径光学系统轴系的检测与调节也有很大的借鉴意义。
Sasaki, Tomohiko; Kondo, Osamu
2016-09-01
Recent theoretical progress potentially refutes past claims that paleodemographic estimations are flawed by statistical problems, including age mimicry and sample bias due to differential preservation. The life expectancy at age 15 of the Jomon period prehistoric populace in Japan was initially estimated to have been ∼16 years while a more recent analysis suggested 31.5 years. In this study, we provide alternative results based on a new methodology. The material comprises 234 mandibular canines from Jomon period skeletal remains and a reference sample of 363 mandibular canines of recent-modern Japanese. Dental pulp reduction is used as the age-indicator, which because of tooth durability is presumed to minimize the effect of differential preservation. Maximum likelihood estimation, which theoretically avoids age mimicry, was applied. Our methods also adjusted for the known pulp volume reduction rate among recent-modern Japanese to provide a better fit for observations in the Jomon period sample. Without adjustment for the known rate in pulp volume reduction, estimates of Jomon life expectancy at age 15 were dubiously long. However, when the rate was adjusted, the estimate results in a value that falls within the range of modern hunter-gatherers, with significantly better fit to the observations. The rate-adjusted result of 32.2 years more likely represents the true life expectancy of the Jomon people at age 15, than the result without adjustment. Considering ∼7% rate of antemortem loss of the mandibular canine observed in our Jomon period sample, actual life expectancy at age 15 may have been as high as ∼35.3 years. © 2016 Wiley Periodicals, Inc.
Amtmann, E.; Kimura, T.; Oyama, J.; Doden, E.; Potulski, M.
1979-01-01
At the age of 30 days female Sprague-Dawley rats were placed on a 3.66 m radius centrifuge and subsequently exposed almost continuously for 810 days to either 2.76 or 4.15 G. An age-matched control group of rats was raised near the centrifuge facility at earth gravity. Three further control groups of rats were obtained from the animal colony and sacrificed at the age of 34, 72 and 102 days. A total of 16 variables were simultaneously factor analyzed by maximum-likelihood extraction routine and the factor loadings presented after-rotation to simple structure by a varimax rotation routine. The variables include the G-load, age, body mass, femoral length and cross-sectional area, inner and outer radii, density and strength at the mid-length of the femur, dry weight of gluteus medius, semimenbranosus and triceps surae muscles. Factor analyses on A) all controls, B) all controls and the 2.76 G group, and C) all controls and centrifuged animals, produced highly similar loading structures of three common factors which accounted for 74%, 68% and 68%. respectively, of the total variance. The 3 factors were interpreted as: 1. An age and size factor which stimulates the growth in length and diameter and increases the density and strength of the femur. This factor is positively correlated with G-load but is also active in the control animals living at earth gravity. 2. A growth inhibition factor which acts on body size, femoral length and on both the outer and inner radius at mid-length of the femur. This factor is intensified by centrifugation.
Li, Ruochen; Englehardt, James D; Li, Xiaoguang
2012-02-01
Multivariate probability distributions, such as may be used for mixture dose-response assessment, are typically highly parameterized and difficult to fit to available data. However, such distributions may be useful in analyzing the large electronic data sets becoming available, such as dose-response biomarker and genetic information. In this article, a new two-stage computational approach is introduced for estimating multivariate distributions and addressing parameter uncertainty. The proposed first stage comprises a gradient Markov chain Monte Carlo (GMCMC) technique to find Bayesian posterior mode estimates (PMEs) of parameters, equivalent to maximum likelihood estimates (MLEs) in the absence of subjective information. In the second stage, these estimates are used to initialize a Markov chain Monte Carlo (MCMC) simulation, replacing the conventional burn-in period to allow convergent simulation of the full joint Bayesian posterior distribution and the corresponding unconditional multivariate distribution (not conditional on uncertain parameter values). When the distribution of parameter uncertainty is such a Bayesian posterior, the unconditional distribution is termed predictive. The method is demonstrated by finding conditional and unconditional versions of the recently proposed emergent dose-response function (DRF). Results are shown for the five-parameter common-mode and seven-parameter dissimilar-mode models, based on published data for eight benzene-toluene dose pairs. The common mode conditional DRF is obtained with a 21-fold reduction in data requirement versus MCMC. Example common-mode unconditional DRFs are then found using synthetic data, showing a 71% reduction in required data. The approach is further demonstrated for a PCB 126-PCB 153 mixture. Applicability is analyzed and discussed. Matlab(®) computer programs are provided.
Karan, Shivesh Kishore; Samadder, Sukha Ranjan
2016-08-01
One objective of the present study was to evaluate the performance of support vector machine (SVM)-based image classification technique with the maximum likelihood classification (MLC) technique for a rapidly changing landscape of an open-cast mine. The other objective was to assess the change in land use pattern due to coal mining from 2006 to 2016. Assessing the change in land use pattern accurately is important for the development and monitoring of coalfields in conjunction with sustainable development. For the present study, Landsat 5 Thematic Mapper (TM) data of 2006 and Landsat 8 Operational Land Imager (OLI)/Thermal Infrared Sensor (TIRS) data of 2016 of a part of Jharia Coalfield, Dhanbad, India, were used. The SVM classification technique provided greater overall classification accuracy when compared to the MLC technique in classifying heterogeneous landscape with limited training dataset. SVM exceeded MLC in handling a difficult challenge of classifying features having near similar reflectance on the mean signature plot, an improvement of over 11 % was observed in classification of built-up area, and an improvement of 24 % was observed in classification of surface water using SVM; similarly, the SVM technique improved the overall land use classification accuracy by almost 6 and 3 % for Landsat 5 and Landsat 8 images, respectively. Results indicated that land degradation increased significantly from 2006 to 2016 in the study area. This study will help in quantifying the changes and can also serve as a basis for further decision support system studies aiding a variety of purposes such as planning and management of mines and environmental impact assessment.
Schnitzer, Mireille E; Moodie, Erica E M; van der Laan, Mark J; Platt, Robert W; Klein, Marina B
2014-03-01
Despite modern effective HIV treatment, hepatitis C virus (HCV) co-infection is associated with a high risk of progression to end-stage liver disease (ESLD) which has emerged as the primary cause of death in this population. Clinical interest lies in determining the impact of clearance of HCV on risk for ESLD. In this case study, we examine whether HCV clearance affects risk of ESLD using data from the multicenter Canadian Co-infection Cohort Study. Complications in this survival analysis arise from the time-dependent nature of the data, the presence of baseline confounders, loss to follow-up, and confounders that change over time, all of which can obscure the causal effect of interest. Additional challenges included non-censoring variable missingness and event sparsity. In order to efficiently estimate the ESLD-free survival probabilities under a specific history of HCV clearance, we demonstrate the double-robust and semiparametric efficient method of Targeted Maximum Likelihood Estimation (TMLE). Marginal structural models (MSM) can be used to model the effect of viral clearance (expressed as a hazard ratio) on ESLD-free survival and we demonstrate a way to estimate the parameters of a logistic model for the hazard function with TMLE. We show the theoretical derivation of the efficient influence curves for the parameters of two different MSMs and how they can be used to produce variance approximations for parameter estimates. Finally, the data analysis evaluating the impact of HCV on ESLD was undertaken using multiple imputations to account for the non-monotone missing data.
Inaniwa, Taku; Kohno, Toshiyuki; Tomitani, Takehiro
2005-12-21
In radiation therapy with hadron beams, conformal irradiation to a tumour can be achieved by using the properties of incident ions such as the high dose concentration around the Bragg peak. For the effective utilization of such properties, it is necessary to evaluate the volume irradiated with hadron beams and the deposited dose distribution in a patient's body. Several methods have been proposed for this purpose, one of which uses the positron emitters generated through fragmentation reactions between incident ions and target nuclei. In the previous paper, we showed that the maximum likelihood estimation (MLE) method could be applicable to the estimation of beam end-point from the measured positron emitting activity distribution for mono-energetic beam irradiations. In a practical treatment, a spread-out Bragg peak (SOBP) beam is used to achieve a uniform biological dose distribution in the whole target volume. Therefore, in the present paper, we proposed to extend the MLE method to estimations of the position of the distal and proximal edges of the SOBP from the detected annihilation gamma ray distribution. We confirmed the effectiveness of the method by means of simulations. Although polyethylene was adopted as a substitute for a soft tissue target in validating the method, the proposed method is equally applicable to general cases, provided that the reaction cross sections between the incident ions and the target nuclei are known. The relative advantage of incident beam species to determine the position of the distal and the proximal edges was compared. Furthermore, we ascertained the validity of applying the MLE method to determinations of the position of the distal and the proximal edges of an SOBP by simulations and we gave a physical explanation of the distal and the proximal information.
Cattell, R. B.; And Others
1985-01-01
Strength, super ego strength, ego, self sentiment, and both forms of the High School Personality Questionnaire were administered to 688 brothers and 2973 unrelated boys. Multiple abstract variance analysis (MAVA) Q-Data, and maximum likelihood analysis were used to assess heritability in their personality control system. (ABB)
Driscoll, Donald D.; /Case Western Reserve U.
2004-01-01
first use of a beta-eliminating cut based on a maximum-likelihood characterization described above.
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.
焦亚萌; 黄建国; 侯云山
2011-01-01
针对最大似然(maximum likelihood,ML)方位估计方法多维非线性搜索计算量大的问题,将连续空间蚁群算法与最大似然算法相结合,提出基于蚁群算法的最大似然(ant colony optimization based maximum likelihood,ACOML)估计新方法.该方法将传统蚁群算法中的信息量留存过程拓展为连续空间的信息量高斯核概率密度函数,得到最大似然方位估计的非线性全局最优解.仿真结果表明,ACOML方法保持了原最大似然方位估计方法算法的优良估计性能,而计算量只是最大似然方法的1/15.%A new maximum likelihood direction of arrival (DOA) estimator based on ant colony optimization (ACOML) is proposed to reduce the computational complexity of multi-dimensional nonlinear existing in maximum likelihood (ML) DOA estimator. By extending the pheromone remaining process in the traditional ant colony optimization into a pheromone Gaussian kernel probability distribution function in continuous space, ant colony optimization is combined with maximum likelihood method to lighten computation burden. The simulations show that ACOML provides a similar performance to that achieved by the original ML method, but its computational cost is only 1/15 of ML.
Eggers, G. L.; Lewis, K. W.; Simons, F. J.
2012-12-01
Venus has undergone a markedly different evolution than Earth. Its tectonics do not resemble the plate-tectonic system observed on Earth, and many surface features—such as tesserae and coronae—lack terrestrial equivalents. To understand Venus' tectonics is to understand its lithosphere. Lithospheric parameters such as the effective elastic thickness have previously been estimated from the correlation between topography and gravity anomalies, either in the space domain or the spectral domain (where admittance or coherence functions are estimated). Correlation and spectral analyses that have been obtained on Venus have been limited by geometry (typically, only rectangular or circular data windows were used), and most have lacked robust error estimates. There are two levels of error: the first being how well the correlation, admittance or coherence can be estimated; the second and most important, how well the lithospheric elastic thickness can be estimated from those. The first type of error is well understood, via classical analyses of resolution, bias and variance in multivariate spectral analysis. Understanding this error leads to constructive approaches of performing the spectral analysis, via multi-taper methods (which reduce variance) with well-chosen optimal tapers (to reduce bias). The second type of error requires a complete analysis of the coupled system of differential equations that describes how certain inputs (the unobservable initial loading by topography at various interfaces) are being mapped to the output (final, measurable topography and gravity anomalies). The equations of flexure have one unknown: the flexural rigidity or effective elastic thickness—the parameter of interest. Fortunately, we have recently come to a full understanding of this second type of error, and derived a maximum-likelihood estimation (MLE) method that results in unbiased and minimum-variance estimates of the flexural rigidity under a variety of initial
Zhou, X.; Albertson, J. D.
2016-12-01
Natural gas is considered as a bridge fuel towards clean energy due to its potential lower greenhouse gas emission comparing with other fossil fuels. Despite numerous efforts, an efficient and cost-effective approach to monitor fugitive methane emissions along the natural gas production-supply chain has not been developed yet. Recently, mobile methane measurement has been introduced which applies a Bayesian approach to probabilistically infer methane emission rates and update estimates recursively when new measurements become available. However, the likelihood function, especially the error term which determines the shape of the estimate uncertainty, is not rigorously defined and evaluated with field data. To address this issue, we performed a series of near-source (sources, and concurrent wind and temperature data are recorded by nearby 3-D sonic anemometers. With known methane release rates, the measurements were used to determine the functional form and the parameterization of the likelihood function in the Bayesian inference scheme under different meteorological conditions.
张婷婷; 高金玲
2014-01-01
针对logistic回归中最大似然估计法的迭代算法求解困难的问题，从理论和实例运用的两个角度寻找到一种简便估计法，即经验logistic回归。分析结果表明，在样本容量很大的情况下经验logistic回归方法比最大似然估计方法更具备良好的科学性和实用性，并且两种方法对同一组资料的分析结果一致，而经验logistic回归更简单，此结果对于实际工作者来说非常重要。%In this paper , the empirical logistic regression method and the maximum likelihood estimation method were analyzed in detail by illustrating in theory , and the two methods were compared with correlation a-nalysis from scientific and practical .Analysis results show that , under the condition of the sample size is very big , empirical logistic regression method is better than maximum likelihood estimation method in respect of scientific and practical , at the same time , they are the same consequence .However , empirical logistic regression method is easier than maximum likelihood estimation method , which is very important to practical workers .
无
2005-01-01
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith's discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.
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...
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...
肖枝洪; 朱强
2009-01-01
本文研究了截断与删失模型,运用Taylor渐近展开方法,得到模型的极大似然估计的中偏差,比渐近正态性结果更加精细.%In this paper, we study a kind of truncated and censored data. It is shown that the maximum likelihood estimator of unknown parameter θ obeys the moderate deviation under certain regular conditions by Taylor asymptotic expansion. We obtain their accurate expression of rate function.
赵越; 李红
2016-01-01
针对标准EM算法在汉语分词的应用中还存在收敛性能不好、分词准确性不高的问题，本文提出了一种基于极大似然估计规则优化EM算法的汉语分词认知模型，首先使用当前词的概率值计算每个可能切分的可能性，对切分可能性进行“归一化”处理，并对每种切分进行词计数，然后针对标准EM算法得到的估计值只能保证收敛到似然函数的一个稳定点，并不能使其保证收敛到全局最大值点或者局部最大值点的问题，采用极大似然估计规则对其进行优化，从而可以使用非线性最优化中的有效方法进行求解达到加速收敛的目的。仿真试验结果表明，本文提出的基于极大似然估计规则优化EM算法的汉语分词认知模型收敛性能更好，且在汉语分词的精确性较高。%In view of bad convergence and inaccurate word segmentation of standard EM algorithm in Chinese words segmentation, this paper put forward a cognitive model based on optimized EM algorithm by maximum likelihood estimation rule. Firstly, it uses the probability of current word to calculate the possibility of each possible segmentation and normalize them. Each segmentation is counted by words. Standard EM algorithm cannot make sure converging to a stable point of likelihood function, and converging to a global or local maximum point. Therefore, the maximum likelihood estimation rule is adopted to optimize it so as to use an effective method in nonlinear optimization and accelerate the convergence. the simulation experiments show that the optimized EM algorithm by maximum likelihood estimation rule has better convergence performance in the Chinese words cognitive model and more accurate in the words segmentation.
A Study in HRT Resolution: Seeking Maximum Sensitivity Among Variations in Sensing Element Material
Morales, Jeremy M.
2005-01-01
The EXACT (Experiments Along Coexistence near Tricriticality) project endeavors to perform the most rigorous test to date of Renormalization Group theory. In most cases, the theory gives only approximate solutions, but it offers exact predictions in the case of the He-3-He-4 tricritical point. Currently, the project is focused on maximizing the performance of the low-temperature system's HRT (high resolution thermometer) near the tricritical point. The HRT uses a PdMn sensing element, the qualities of which change based on its Mn concentration and whether or not it is annealed. All sensing element combinations will be catalogued, and through the data, the optimum configuration will be reported.
邓春亮; 胡南辉
2012-01-01
在非自然联系情形下讨论了广义线性模型拟似然方程的解βn在λn→∞和其他一些正则性条件下证明了解的弱相合性，并得到其收敛于真值βo的速度为Op（λn^-1/2），其中λn（λ^-n）为方阵Sn=n∑i=1XiX^11的最小（最大）特征值．%In this paper,we study the solution βn of quasi - maximum likelihood equation for generalized linear mod- els （GLMs）. Under the assumption of an unnatural link function and other some mild conditions , we prove the weak consistency of the solution to βnquasi - - maximum likelihood equation and present its convergence rate isOp（λn^-1/2）,λn（^λn） which denotes the smallest （Maximum）eigervalue of the matrixSn =n∑i=1XiX^11,
高艳普; 王向东; 王冬青
2015-01-01
An algorithm of maximum likelihood method for parameters estimate was presented aimed at multivariable controlled autoregressive moving average (CARMA-like).The algorithm transform the CARMA-like system into m identification models (m is the output numbers),each of which only had a parameter vector which needed to be esti-mated,and then through maximum likelihood method for estimating parameter vectors of each identification model,and all parameters estimate of the system were obtained.Simulation results verified the effectiveness of the proposed algo-rithm.%提出了一种针对多变量受控自回归滑动平均（controlled autoregressive moving average system-like，CARMA-like）系统的极大似然参数估计算法。将 CARMA-like 系统分解成为 m 个辨识模型（m 是输出量的个数），使每一个辨识模型仅包含一个需要估计的参数向量，通过极大似然方法估计每个辨识模型的参数向量，从而得到整个系统的参数估计值。仿真结果验证了该算法的有效性。
Study on the Correlation Between Chlorophyll Maximum and Remote Sensing Data
XIU Peng; LIU Yuguang
2006-01-01
Based on the in situ optical measurements in the Bohai Sea of China, which belongs to a typical case-2 water area, we studied the characteristics of DCM (deep chlorophyll maximum) such as its spatial distribution, vertical profile,etc.We found that when the depth of the chlorophyll maximum is comparatively small, even in turbid coastal water regions,there is always a good correlation between the concentrations of chlorophyll maximum and the satellite-received signals in blue-green spectral bands; the correlation is even better than that between the surface chlorophyll concentrations and the satellite-received signals.The strong correlation existing even in turbid coastal water regions indicates that an ocean color model to retrieve the concentration of DCM can be constructed for coastal waters if a comprehensive knowledge of the vertical distribution of chlorophyll concentration in the Bohai Sea of China is available.
王璐; 李光春; 乔相伟; 王兆龙; 马涛
2012-01-01
In order to solve the state estimation problem of nonlinear systems without knowing prior noise statistical characteristics, an adaptive unscented Kalman filter (UKF) based on the maximum likelihood principle and expectation maximization algorithm is proposed in this paper. In our algorithm, the maximum likelihood principle is used to find a log likelihood function with noise statistical characteristics. Then, the problem of noise estimation turns out to be maximizing the mean of the log likelihood function, which can be achieved by using the expectation maximization algorithm. Finally, the adaptive UKF algorithm with a suboptimal and recurred noise statistical estimator can be obtained. The simulation analysis shows that the proposed adaptive UKF algorithm can overcome the problem of filtering accuracy declination of traditional UKF used in nonlinear filtering without knowing prior noise statistical characteristics and that the algorithm can estimate the noise statistical parameters online.%针对噪声先验统计特性未知情况下的非线性系统状态估计问题,提出了基于极大似然准则和最大期望算法的自适应无迹卡尔曼滤波(Unscented Kalman filter,UKF)算法.利用极大似然准则构造含有噪声统计特性的对数似然函数,通过最大期望算法将噪声估计问题转化为对数似然函数数学期望极大化问题,最终得到带次优递推噪声统计估计器的自适应UKF算法.仿真分析表明,与传统UKF算法相比,提出的自适应UKF算法有效克服了传统UKF算法在系统噪声统计特性未知情况下滤波精度下降的问题,并实现了系统噪声统计特性的在线估计.
夏天; 孔繁超
2008-01-01
本文我们提出了一些正则条件,这些条件减弱了Zhu and Wei(1997)文的条件.基于所提的正则条件,我们证明了指数族非线性模型参数最大似然估计的相合性和渐近正态性.我们的结果可被认为是Zhu and Wei(1997)工作的进一步改进.%This paper proposes some regularity conditions which weaken those given by Zhu & Wei (1997).On the basis of the proposed regularity conditions,the existence,the strong consistency and the asymptotic normality of maximum likelihood estimation(MLE)are proved in exponential family nonlinear models(EFNMs).Our results may be regarded as a further improvement of the work of Zhu & Wei(1997).
房祥忠; 陈家鼎
2011-01-01
强度随时间变化的非齐次Possion过程在很多领域应用广泛.对一类非常广泛的非齐次Poisson过程—指数多项式模型,得到了当观测时间趋于无穷大时,参数的最大似然估计的“最优”收敛速度.%The model of nonhomogeneous Poisson processes with varying intensity function is applied in many fields. The best convergence rate for the maximum likelihood estimate ( MLE ) of exponential polynomial model, which is a kind of wide used nonhomogeneous Poisson processes, is given when time going to infinity.
张应云; 张榆锋; 王勇; 李敬敬; 施心陵
2014-01-01
A approach according to the Maximum Likelihood method was presented in this paper to identify the parameters of the Two-compartment Model.To verify the performance of this method, the estimation parameters of the Two-compartment Model ob-tained from it and their absolute errors were compared with those obtained from the methods based on recursive augmented least -squares algorithm.It could be seen that the accuracy and feasibility of the identification-parameters of the nonlinear two-compart-ment model received by Maximum Likelihood method were obviously better than those from the recursive augmented least-squares method.So those parameters with smaller deviations can be used in correlative clinical trial to improve the practicability of the nonlinear two-compartment model.%提出一种基于极大似然法的二房室模型参数辨识方法。为验证本方法的有效性，我们比较了基于极大似然法和递推增广最小二乘法估计得到的常用二房室模型的参数值及其绝对误差。结果表明，基于极大似然法的非线性二房室模型参数辨识准确性和可行性明显优于递推增广最小二乘法。通过极大似然法获得的较小误差的非线性二房室模型参数估计值可用于相关临床试验，有助于提高建立非线性二房室模型的实用性。
Maximum Likelihood Program for Sequential Testing Documentation
1983-03-01
Research Laboratory AREA 6 WORK UNIT NUMBERS ,ATITN: DRDAR-BLB Aberdeen Proving Ground. MD 21005 RDT&E 1L162618AH80 It. CONTROLLING OFFICE No,,4E...Availability Codes ist~ Special,-----vail and/or Jo I. INTRODUCTION The Army has used sensitivity testing for many years, especially in the areas of...response distribucion when the data do not meet the requirements for the DiDonato and Jarnagin procedure. Examples are provided for each of these
Speech processing using maximum likelihood continuity mapping
Hogden, John E. (Santa Fe, NM)
2000-01-01
Speech processing is obtained that, given a probabilistic mapping between static speech sounds and pseudo-articulator positions, allows sequences of speech sounds to be mapped to smooth sequences of pseudo-articulator positions. In addition, a method for learning a probabilistic mapping between static speech sounds and pseudo-articulator position is described. The method for learning the mapping between static speech sounds and pseudo-articulator position uses a set of training data composed only of speech sounds. The said speech processing can be applied to various speech analysis tasks, including speech recognition, speaker recognition, speech coding, speech synthesis, and voice mimicry.
Speech processing using maximum likelihood continuity mapping
Hogden, J.E.
2000-04-18
Speech processing is obtained that, given a probabilistic mapping between static speech sounds and pseudo-articulator positions, allows sequences of speech sounds to be mapped to smooth sequences of pseudo-articulator positions. In addition, a method for learning a probabilistic mapping between static speech sounds and pseudo-articulator position is described. The method for learning the mapping between static speech sounds and pseudo-articulator position uses a set of training data composed only of speech sounds. The said speech processing can be applied to various speech analysis tasks, including speech recognition, speaker recognition, speech coding, speech synthesis, and voice mimicry.
Maximum Likelihood Learning of Conditional MTE Distributions
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....
Maximum Likelihood Combining of Stochastic Maps
2011-09-01
M. Csobra, “A solution to the simultaneous localisation and mapping (SLAM) problem,” IEEE Transactions on Robotics and Automation, Vol. 17, No. 3, pp... IEEE Transactions on Robotics and Automation, Vol. 17, No. 6, pp. 890–897, 2001. [7] Y. Bar-Shalom and T. Fortman, Tracking and data association
Maximum likelihood estimation of fractionally cointegrated systems
Lasak, Katarzyna
to the equilibrium parameters and the variance-covariance matrix of the error term. We show that using ML principles to estimate jointly all parameters of the fractionally cointegrated system we obtain consistent estimates and provide their asymptotic distributions. The cointegration matrix is asymptotically mixed...
Maximum likelihood estimation for social network dynamics
Snijders, T.A.B.; Koskinen, J.; Schweinberger, M.
2010-01-01
A model for network panel data is discussed, based on the assumption that the observed data are discrete observations of a continuous-time Markov process on the space of all directed graphs on a given node set, in which changes in tie variables are independent conditional on the current graph. The m
Yong, Zhengdong; Gong, Chengsheng; He, Sailing
2016-01-01
Plasmonics offer an exciting way to mediate the interaction between light and matter, allowing strong field enhancement and confinement, large absorption and scattering at resonance. However, simultaneous realization of ultra-narrow band perfect absorption and electromagnetic field enhancement is challenging due to the intrinsic high optical losses and radiative damping in metals. Here, we propose an all-metal plasmonic absorber with an absorption bandwidth less than 8nm and polarization insensitive absorptivity exceeding 99%. Unlike traditional Metal-Dielectric-Metal configurations, we demonstrate that the narrowband perfect absorption and field enhancement are ascribed to the vertical gap plasmonic mode in the deep subwavelength scale, which has a high quality factor of 120 and mode volume of about 10^-4*({\\lambda}/n)^3 . Based on the coupled mode theory, we verify that the diluted field enhancement is proportional to the absorption, and thus perfect absorption is critical to maximum field enhancement. In a...
Yong, Zhengdong; Zhang, Senlin; Gong, Chensheng; He, Sailing
2016-04-01
Plasmonics offer an exciting way to mediate the interaction between light and matter, allowing strong field enhancement and confinement, large absorption and scattering at resonance. However, simultaneous realization of ultra-narrow band perfect absorption and electromagnetic field enhancement is challenging due to the intrinsic high optical losses and radiative damping in metals. Here, we propose an all-metal plasmonic absorber with an absorption bandwidth less than 8 nm and polarization insensitive absorptivity exceeding 99%. Unlike traditional Metal-Dielectric-Metal configurations, we demonstrate that the narrowband perfect absorption and field enhancement are ascribed to the vertical gap plasmonic mode in the deep subwavelength scale, which has a high quality factor of 120 and mode volume of about 10-4 × (λres/n)3. Based on the coupled mode theory, we verify that the diluted field enhancement is proportional to the absorption, and thus perfect absorption is critical to maximum field enhancement. In addition, the proposed perfect absorber can be operated as a refractive index sensor with a sensitivity of 885 nm/RIU and figure of merit as high as 110. It provides a new design strategy for narrow band perfect absorption and local field enhancement, and has potential applications in biosensors, filters and nonlinear optics.
2015-01-01
威布尔分布被广泛用于可靠性工程和寿命数据的分析中。针对两参数威布尔分布，建立基于极大似然法的参数估计模型，采用二阶收敛 Newton-Raphson 迭代法求解威布尔分布的尺寸参数和形状参数。迭代求解过程中，利用 Matlab 图形，初步选取似然函数曲线在零值点附近的区域作为初始值的区间，并根据 Newton-Raphson 迭代法收敛的充分条件进一步确定迭代初值的选取范围。通过 matlab 绘制迭代趋势三维图，证明与迭代计算结果相符。通过比较，证实本参数估计模型和 Newton-Raphson 迭代求解法更加精确有效。%Owing to the fact that the Weibull distribution is frequently applied for reliability engineering and lifespan data analysis,the paper established the parameter estimation model using maximum likelihood estimation for the dual-parametric Weibull distribution.it then used second-order convergent Newton-Raphson iteration method to solve the MLE of two-parameter Weibull distribution,which has scale param-eter and shape parameter.In the iteration process,the area around the zero point of likelihood function curve was preliminarily selected as the range of the initial value based on the likelihood function image which was plotted by Matlab,and according to the sufficient conditions for the convergence of Newton-Raphson iteration method to further determine the scope of the iterative initial value.Iteration trend three-dimensional image which was plotted by Matlab proves to be consistent with the results of iterative calcula-tion.Finally,by comparison,this parameter estimation model and the Newton-Raphson iterative solution method were proved to be more accurate and efficient.
金海
2015-01-01
The linear static sensor network life cycle is affected by data fusion fault tolerance performance of the network, in order to improve the network life cycle, the need to improve the fault tolerance performance of network data fusion, improve data accuracy of reconstruction. The traditional method is using the sensor nodes in the sensor network credibility extension algorithm based on life cycle analysis, data redundancy cannot effectively remove the cluster head nodes, power consump-tion. A maximum likelihood estimation of life cycle extension algorithm for linear static sensor network based on the method is proposed. To construct the static sensor network linear model, set the number and position of the beacon node and inter node communication radius, data fusion, analyzes the redundancy of data fusion based on the maximum likelihood method, get the perturbation equation of linear sensor network life cycle extension, thus to realize the maximum likelihood algorithm improved life cycle extension. Simulation results show that the algorithm of data fusion quality is good, use fixed point itera-tion to speed up the convergence of the algorithm, greatly saving network energy and delay of the network life cycle.%线性静态传感网络的生命周期受到网络中数据融合容错性能的影响,为了提高网络的生命周期,需要提高网络数据融合的容错性能,提高数据重构精度.传统方法采用基于传感器节点信誉度集分析的传感网络生命周期延展算法,无法有效去除簇头节点的数据冗余,功耗较大.提出一种基于极大似然估计法的线性静态传感网络的生命周期延展算法.进行线性静态传感网络模型构建,设置信标节点的个数和位置以及节点间通信半径,进行数据融合处理,根据极大似然法进行数据融合的冗余性分析,得到线性传感网络的生命周期延展的扰动方程,由此实现了极大似然生命周期延展算法改进.仿真结果表
广义线性模型拟似然估计的弱相合性%Weak Consistency of Quasi-Maximum Likelihood Estimates in Generalized Linear Models
张戈; 吴黎军
2013-01-01
研究了广义线性模型在非典则联结情形下的拟似然方程Ln(β)=∑XiH(X’iβ)Λ-1(X’iβ)(yi-h(X'iβ))=0的解(β)n在一定条件下的弱相合性,证明了收敛速度i=1(β)n-(β)0≠Op(λn-1/2)以及拟似然估计的弱相合性的必要条件是:当n→∞时,S-1n→0.%In this paper, we study the solution β^n of quasi-maximum likelihood equation Ln(β) = ∑i=1n XiH(X'iβ)Λ-1(X'iβ) (yi -h(X'iβ ) = 0 for generalized linear models. Under the assumption of an unnatural link function and other some mild conditions, we prove the convergence rate β^n - β0 ≠ op(Λn-1/2) and necessary conditions is when n→∞ , we have S-1n→0.
铁维昊; 王文利; 路灿
2012-01-01
针对低压电力线非线性信道特性及不同步因素对于载波信号相位的影响,笔者提出了一种基于最大似然估计的相位补偿算法.首先分析了同步问题对于误码率的影响.其次,介绍了相位补偿算法的原理及关键技术的分析.最后在DSP中实现了相位补偿算法的程序设计,并在实际的低压信道中进行测试.测试结果表明:该算法可以有效地解决数字通信中信道的非线性引起的信号失真问题.%To investigate the influence of nonlinearity and asynchronization of low-voltage power line channel on phase of carrier signal,a phase compensation algorithm based on maximum likelihood estimation is proposed. First the influence of synchronization on BER is analyzed, then the principle of the phase compensation algorithm and key technology are introduced. Finally,program of the phase compensation algorithm is implemented in DSP, and is tested in actual low-voltage channel. The result shows that the proposed algorithm can eliminate signal distortion caused by nonlinearity of channel in digital communication.
吴卫华; 江晶
2015-01-01
相比多运动平台有源传感器配准或异质传感器配准问题，多平台无源传感器的配准由于无距离信息将更为复杂，鲜有相关研究。为此，首先构建了 WGS-84坐标系下有偏无源观测模型，然后将最大似然配准（maxi-mum likelihood registration，MLR）算法扩展到空基多运动平台无源传感器的配准。运用复合函数求导链式法则，推导出应用 MLR 算法时至为关键的传感器观测量对目标状态的雅克比矩阵。为计算该矩阵，研究了 WGS-84坐标系下两平台利用仅角度观测对目标的无源定位问题。理论和仿真结果表明该方法可实现无源传感器配准，配准误差逼近其 Cramer-Rao 界，验证了该方法的有效性。%Compared with those registration problems of active sensors or dissimilar sensors on multiple moving airborne platforms,the registration problem for passive sensors on different airborne platforms will be-come more complex owing to missing range measurement,and there is little relative literature.Thus,firstly, the biased measurement model for passive sensors based on world geodetic system-84 (WGS-84)coordinate sys-tem is constructed,and then the maximum likelihood registration (MLR)algorithm is extended to passive sen-sor registration for multiple moving airborne platforms in WGS-84 coordinate system.Using the chain derivative rule of composite function,when MLR is applied the key Jacobi matrix of sensor measurements to target state is derived.In order to compute the matrix,passive location problem for a target in WGS-84 by two airborne plat-forms with angle-only measurements is investigated.Theory analysis and simulation results show that the meth-od can realize passive sensor registration,and the registration errors can approach the Cramer-Rao low bound, those indicate the validation of the algorithm.
Likelihood Analysis of Seasonal Cointegration
Johansen, Søren; Schaumburg, Ernst
1999-01-01
The error correction model for seasonal cointegration is analyzed. Conditions are found under which the process is integrated of order 1 and cointegrated at seasonal frequency, and a representation theorem is given. The likelihood function is analyzed and the numerical calculation of the maximum...... likelihood estimators is discussed. The asymptotic distribution of the likelihood ratio test for cointegrating rank is given. It is shown that the estimated cointegrating vectors are asymptotically mixed Gaussian. The results resemble the results for cointegration at zero frequency when expressed in terms...
El-Zoghby, Helmy M.; Bendary, Ahmed F.
2016-10-01
Maximum Power Point Tracking (MPPT) is now widely used method in increasing the photovoltaic (PV) efficiency. The conventional MPPT methods have many problems concerning the accuracy, flexibility and efficiency. The MPP depends on the PV temperature and solar irradiation that randomly varied. In this paper an artificial intelligence based controller is presented through implementing of an Adaptive Neuro-Fuzzy Inference System (ANFIS) to obtain maximum power from PV. The ANFIS inputs are the temperature and cell current, and the output is optimal voltage at maximum power. During operation the trained ANFIS senses the PV current using suitable sensor and also senses the temperature to determine the optimal operating voltage that corresponds to the current at MPP. This voltage is used to control the boost converter duty cycle. The MATLAB simulation results shows the effectiveness of the ANFIS with sensing the PV current in obtaining the MPPT from the PV.
Hu, Kaifeng; Ellinger, James J; Chylla, Roger A; Markley, John L
2011-12-15
Time-zero 2D (13)C HSQC (HSQC(0)) spectroscopy offers advantages over traditional 2D NMR for quantitative analysis of solutions containing a mixture of compounds because the signal intensities are directly proportional to the concentrations of the constituents. The HSQC(0) spectrum is derived from a series of spectra collected with increasing repetition times within the basic HSQC block by extrapolating the repetition time to zero. Here we present an alternative approach to data collection, gradient-selective time-zero (1)H-(13)C HSQC(0) in combination with fast maximum likelihood reconstruction (FMLR) data analysis and the use of two concentration references for absolute concentration determination. Gradient-selective data acquisition results in cleaner spectra, and NMR data can be acquired in both constant-time and non-constant-time mode. Semiautomatic data analysis is supported by the FMLR approach, which is used to deconvolute the spectra and extract peak volumes. The peak volumes obtained from this analysis are converted to absolute concentrations by reference to the peak volumes of two internal reference compounds of known concentration: DSS (4,4-dimethyl-4-silapentane-1-sulfonic acid) at the low concentration limit (which also serves as chemical shift reference) and MES (2-(N-morpholino)ethanesulfonic acid) at the high concentration limit. The linear relationship between peak volumes and concentration is better defined with two references than with one, and the measured absolute concentrations of individual compounds in the mixture are more accurate. We compare results from semiautomated gsHSQC(0) with those obtained by the original manual phase-cycled HSQC(0) approach. The new approach is suitable for automatic metabolite profiling by simultaneous quantification of multiple metabolites in a complex mixture.
Santra, Kalyan; Zhan, Jinchun; Song, Xueyu; Smith, Emily A; Vaswani, Namrata; Petrich, Jacob W
2016-03-10
The need for measuring fluorescence lifetimes of species in subdiffraction-limited volumes in, for example, stimulated emission depletion (STED) microscopy, entails the dual challenge of probing a small number of fluorophores and fitting the concomitant sparse data set to the appropriate excited-state decay function. This need has stimulated a further investigation into the relative merits of two fitting techniques commonly referred to as "residual minimization" (RM) and "maximum likelihood" (ML). Fluorescence decays of the well-characterized standard, rose bengal in methanol at room temperature (530 ± 10 ps), were acquired in a set of five experiments in which the total number of "photon counts" was approximately 20, 200, 1000, 3000, and 6000 and there were about 2-200 counts at the maxima of the respective decays. Each set of experiments was repeated 50 times to generate the appropriate statistics. Each of the 250 data sets was analyzed by ML and two different RM methods (differing in the weighting of residuals) using in-house routines and compared with a frequently used commercial RM routine. Convolution with a real instrument response function was always included in the fitting. While RM using Pearson's weighting of residuals can recover the correct mean result with a total number of counts of 1000 or more, ML distinguishes itself by yielding, in all cases, the same mean lifetime within 2% of the accepted value. For 200 total counts and greater, ML always provides a standard deviation of <10% of the mean lifetime, and even at 20 total counts there is only 20% error in the mean lifetime. The robustness of ML advocates its use for sparse data sets such as those acquired in some subdiffraction-limited microscopies, such as STED, and, more importantly, provides greater motivation for exploiting the time-resolved capacities of this technique to acquire and analyze fluorescence lifetime data.
程刘胜
2015-01-01
在合理布局井下无线网络基站的基础上，提出了一种基于多载波时频迭代的最大似然TOA（Time of Arrival）估计算法，通过将小数延时不断迭代来缩小估计误差，确定合适搜索步长，实现对信号的精确TOA估计。仿真结果表明：时频迭代的最大似然TOA估计算法具有更快的收敛速度；在信噪比较小时，采用时频迭代的最大似然TOA估计算法比经典TOA估计算法有效地提高了估计精度。%The influence of underground multipath, non-line of sight and the network time synchronization accuracy cause that delayed arrival time estimation deviation is bigger in the mining UWB high accuracy position system. This paper proposes a maximum likelihood TOA estimation algorithm based on multi-carrier time-frequency iteration by rationally distributing the underground wireless base stations to conform a suitable searching step length and find the exact TOA approximation estimation to the signal via fractional delay iterated to narrow the estimation error. The result shows that the time frequency iteration TOA estimation has a faster rate of convergence than the non-iteration algorithm.
Burns, Brian; Wilson, Neil E; Furuyama, Jon K; Thomas, M Albert
2014-02-01
The four-dimensional (4D) echo-planar correlated spectroscopic imaging (EP-COSI) sequence allows for the simultaneous acquisition of two spatial (ky, kx) and two spectral (t2, t1) dimensions in vivo in a single recording. However, its scan time is directly proportional to the number of increments in the ky and t1 dimensions, and a single scan can take 20–40 min using typical parameters, which is too long to be used for a routine clinical protocol. The present work describes efforts to accelerate EP-COSI data acquisition by application of non-uniform under-sampling (NUS) to the ky–t1 plane of simulated and in vivo EP-COSI datasets then reconstructing missing samples using maximum entropy (MaxEnt) and compressed sensing (CS). Both reconstruction problems were solved using the Cambridge algorithm, which offers many workflow improvements over other l1-norm solvers. Reconstructions of retrospectively under-sampled simulated data demonstrate that the MaxEnt and CS reconstructions successfully restore data fidelity at signal-to-noise ratios (SNRs) from 4 to 20 and 5× to 1.25× NUS. Retrospectively and prospectively 4× under-sampled 4D EP-COSI in vivo datasets show that both reconstruction methods successfully remove NUS artifacts; however, MaxEnt provides reconstructions equal to or better than CS. Our results show that NUS combined with iterative reconstruction can reduce 4D EP-COSI scan times by 75% to a clinically viable 5 min in vivo, with MaxEnt being the preferred method. 2013 John Wiley & Sons, Ltd.
Weak GPS signal C/N0 estimation algorithm based on maximum likelihood method%基于最大似然法的GP S弱信号载噪比估计算法
文力; 谢跃雷; 纪元法; 孙希延
2014-01-01
为了在弱信号环境下准确估计卫星信号载噪比，提出一种可自适应调整估计时间，基于最大似然准则的载噪比估计算法。在分析 GPS信号相关器模型输出的基础上，对该算法的原理和性能进行了理论分析，研究了相干累加次数对该算法的影响，并在仿真平台上进行验证。仿真结果与理论推导吻合，在信号很弱时可通过提高累加次数对载噪比进行准确估计。相对传统载噪比估计算法，该算法估计时间较短，估值准确。根据理论推导求出满足精度要求的最小累加次数，用于自适应调整估计更新时间，可提高算法的灵活性。%In order to estimate the carrier to noise ratio under the weak signal environment,an algorithm based on the maxi-mum likelihood criterion has been proposed which can change the update time adaptively.On the basis of GPS correlator output model,the algorithm performance is analyzed theoretically,the coherent accumulation times impact on the accuracy of the estimation.The simulation results agree with the theoretical derivation,which verify that the accuracy can be assured by increasing accumulation times under the noise environment.Compared with the traditional carrier to noise ratio estima-tion algorithm,the method consumes shorter time with good accuracy.Also the minimum cumulative number to meet accu-racy requirements can increase the flexibility of the algorithm by adj usting estimation update time adaptively.
袁志辉; 邓云凯; 李飞; 王宇; 柳罡
2013-01-01
In the application of getting the earth surface’s Digital Elevation Model (DEM) through InSAR technology, multichannel (multi-frequency or multi-baseline) InSAR technique can be employed to improve the mapping ability for complex areas with high slopes or strong height discontinuities, and solve the ambiguity problem which existed in the situation of single baseline. This paper compares the performance of Maxmum Likelihood (ML) estimation techniques with Maximum A Posteriori (MAP) estimation techniques, and adds two steps of bad pixels judgment and weighted filtering after the ML estimation. Bad pixels judgment is completed through cluster analysis and the relationship between adjacent pixels. A special weighted mean filter is used to remove the bad pixels. In this way, the advantage of the ML method’s good efficiency is kept, and the accuracy of DEM also is improved. Simulation results indicate that this method can not only keep good accuracy but also improve greatly the computation efficiency under the same condition, which is advantageous for processing large scale of data sets.%在通过InSAR技术获取地表数字高程模型(DEM)的应用中，为了提高该技术对大斜坡或突变等复杂地形的测绘能力，解决单基线情况下的高度模糊问题，可以利用多通道(多频率或多基线)InSAR技术实现。该文比较了最大似然估计法(ML)和最大后验概率估计法(MAP)的性能，并在最大似然估计法的基础上增加了坏点判断和加权均值滤波的环节，通过聚类分析和与相邻点的关系来判断目标像素是否为误差比较大的坏点，然后再利用加权均值滤波的方法将这些坏点剔除。这样，既保留了ML估计法速度快的特点，又提高了DEM的精度。仿真结果表明，在相同条件下，该方法既能保持较好的精度，同时又大大提高了算法的运行效率，非常有利于大规模数据的处理。
魏子翔; 崔嵬; 李霖; 吴爽; 吴嗣亮
2015-01-01
The scheme which is based on the Digital Delay Locked Loop (DDLL), Frequency Locked Loop (FLL), and Phase Locked Loop (PLL) is implemented in the microwave radar for spatial rendezvous and docking, and the delay, frequency and Direction Of Arrival (DOA) estimations of the incident direct-sequence spread spectrum signal transmitted by cooperative target are obtained. Yet the DDLL, FLL, and PLL (DFP) based scheme has not made full use of the received signal. For this reason, a novel Maximum Likelihood Estimation (MLE) Based Tracking (MLBT) algorithm with a low computational burden is proposed. The feature that the gradients of cost function are proportional to parameter errors is employed to design discriminators of parameter errors. Then three tracking loops are set up to provide the parameter estimations. In the following section, the variance characteristics of discriminators are investigated, and the low bounds of Root Mean Square Errors (RMSEs) of parameter estimations are given for the MLBT algorithm. Finally, the simulations and computational efficiency analysis are provided. The low bounds of Root Mean Square Errors (RMSEs) of parameter estimations are verified. Additionally, it is also shown that the MLBT algorithm achieves better performances in terms of estimators accuracy than those of the DFP based scheme with a limited increase in computational burden.%空间交会对接微波雷达采用基于延迟锁定环(DDLL)、锁频环(FLL)和锁相环(PLL)的算法处理合作目标转发的直接序列扩频信号,获得入射信号的时延、频率及波达角(DOA)估计.针对当前基于DDLL, FLL和PLL(DFP)的算法没有充分利用接收信号有效信息的问题,该文提出一种基于极大似然估计(MLE)的低代价闭环跟踪(MLBT)算法.该算法利用代价函数的梯度正比于参数误差的特性,设计了参数误差鉴别器.在此基础上给出了相应的扩频信号多参数跟踪环路.分析并验证了鉴别器的方差特性,
梁华刚; 程加乐; 孙小喃
2015-01-01
With the advantage of big storing capacity in small space ,strong fault tolerance ,high decoding reliability , the QR‐code has a wide application in the areas of circulation and logistics .However ,in the actual identification ,due to the limitation of different factors ,such as the low resolution of the barcode captured by camera ,there are also many problems and difficulties with the identification work .A novel low resolution QR‐code recognition method based on super‐resolution image processing technology is presented in this paper .The simple equipment such as the mobile phone is used to shoot the barcode video with a lower resolution ,through nonlinear fitting on each frame by a maximum likelihood algorithm .Then su‐per‐resolution barcode image is synthesized through the binary feature of QR‐codes to improve the identification accuracy of the low resolution barcode video .The experiment shows that this method can recognize the QR‐code which the traditional method couldn't and the accurate recognition rate in the low‐resolution barcode for 55 × 55 pixels is above 85% .The average recognition accuracy is improved by 10% .%QR 条码具有小存储空间、大容量、容错能力强和译码可靠性高等优点，在流通和物流等领域被广泛应用。但是在实际识别时，由于受拍摄条码分辨率低等因素制约，存在识别困难的问题。论文提出一种基于超分辨率图像处理技术的低分辨率 QR 码识别方法，对手机等简易设备拍摄的低分辨率条码视频，采用最大似然算法对各帧图像进行非线性拟合，然后通过 QR 码的二值特性合成超分辨率条码图像，可以提高低分辨率条码视频的识别准确率。实验证明，该方法能解决传统方法不能识别的 QR 条码，使像素为55×55的低分辨率条码识别成功率达到85％以上，平均识别准确率提高10％。
王理同
2012-01-01
在生长曲线模型中,参数矩阵的最小二乘估计为响应变量的线性函数,而极大似然估计为响应变量的非线性函数,所以极大似然估计的统计推断比较复杂.为了使它的统计推断简单点,一些学者考虑了极大似然估计与最小二乘估计的等价性.不幸的是极大似然估计与最小二乘估计的完全等价性不易满足.因此考虑它们的近似等价性,即考虑它们基于欧式范数标准下的模长之比.如果比值在任意给定的允许误差之内,就认为极大似然估计近似等价于最小二乘估计,从而简化极大似然估计的统计推断.%In a growth curve model,the generalized least squares estimator of the parameter matrix is a linear function of the response variables while its maximum likelihood estimator is nonlinear, so the statistical inference based on the maximum likelihood estimate might be more complicated. In order to make its statistical inference more easily analytical and tractable to obtain, some authors concern conditions under which the maximum likelihood estimator is completely equivalent to the generalized least squares estimator. Unfortunately, such conditions are very parsimonious. Therefore, an asymptotical equivalence between them is suggested, that is, consider the ratio of two covariance matrices concerned based on Euclidean norm. It is believed that the maximum likelihood estimator approximates the generalized least squares estimator if the ratio between them is limited to the permitted errors, and then the statistical inference of the maximum likelihood estimator is simplified.
Rising Above Chaotic Likelihoods
Du, Hailiang
2014-01-01
Berliner (Likelihood and Bayesian prediction for chaotic systems, J. Am. Stat. Assoc. 1991) identified a number of difficulties in using the likelihood function within the Bayesian paradigm for state estimation and parameter estimation of chaotic systems. Even when the equations of the system are given, he demonstrated "chaotic likelihood functions" of initial conditions and parameter values in the 1-D Logistic Map. Chaotic likelihood functions, while ultimately smooth, have such complicated small scale structure as to cast doubt on the possibility of identifying high likelihood estimates in practice. In this paper, the challenge of chaotic likelihoods is overcome by embedding the observations in a higher dimensional sequence-space, which is shown to allow good state estimation with finite computational power. An Importance Sampling approach is introduced, where Pseudo-orbit Data Assimilation is employed in the sequence-space in order first to identify relevant pseudo-orbits and then relevant trajectories. Es...
武大勇; 李锋
2015-01-01
The linear semiparametric regression models with missing data were considered.The maximum empirical es-timations of the regression coefficients,and the smoothing function were obtained by the maximum empirical method. The asymptotic normality and consistency of the proposed estimations were proved under some appropriate conditions.%考虑了随机缺失数据下非线性回归模型的估计问题，利用最大经验似然估计的方法给出了回归系数、光滑函数的最大经验似然估计，并在一定条件下证明了所得估计量的渐近正态性和强相合性。
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
史海芳; 李树有; 姬永刚
2008-01-01
For two normal populations with u~nown means μi and variances σ2i>0,i=1,2,assume that there is a semi-order restriction between ratios of means and standard deviations and sample numbers of two normal populations are different.A procedure of obtaining the maximum likelihood estimatom of μi's and σ's under the semi-order restrictions is proposed.For i=3 case,some connected results and simulations are given.
Likelihood inference for unions of interacting discs
Møller, Jesper; Helisova, K.
2010-01-01
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 analysing Peter Diggle's heather data set, where we discuss the results of simulation......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......-based maximum likelihood inference and the effect of specifying different reference Poisson models....
Inference in HIV dynamics models via hierarchical likelihood
2010-01-01
HIV dynamical models are often based on non-linear systems of ordinary differential equations (ODE), which do not have analytical solution. Introducing random effects in such models leads to very challenging non-linear mixed-effects models. To avoid the numerical computation of multiple integrals involved in the likelihood, we propose a hierarchical likelihood (h-likelihood) approach, treated in the spirit of a penalized likelihood. We give the asymptotic distribution of the maximum h-likelih...
Maximum likely scale estimation
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 ...